TT® FIX Recovery

FIX Recovery - Reconciliation

FIX Recovery - Reconciliation

Reconciliation Using Custom Tag 18002 (Optional)

If you need to reconcile missed messages, you can include CustomTag (18002=Y) on your Recovery Request (U2) or Logon (A) message. In doing so, FIX will search all messages from the beginning of the session (last session reset time) up to the most recent message and will send only those messages not previously sent.

Note If you include CustomTag (18002=Y) on your Recovery Request (35=2) or Logon (35=A) message, you should not include the StartDate (916) and EndDate (917) tags. If CustomTag (18002=Y) is sent in addition to the 916 and 917 tags, you will receive a rejection message and no recovered messages will be sent.

Example: Reconciliation Using CustomTag (18002)

An example of a FIX Recovery Request (35=U2) message sent to request recovery with reconciliation is shown below.

Recovery Request (35=U2) Message for Reconciliation

8=FIX.4.2|9=62|35=U2|49=XYZABC|56=TT_DC|34=6|52=20240216-02:52:52|18002=Y|10=059|

Example: FIX Reconciliation with CustomTag (18002), StartDate (916) and EndDate (917) Rejected

In the following example, a Recovery Request (35=U2) including CustomTag (18002), StartDate (916) and EndDate (917) is sent and a Business Message Reject (35=j) is sent in response.

  1. FIX client sends Recovery Request (35=U2) message

    2. 8=FIX.4.2|9=103|35=U2|49=XYZABC|56=TT|34=16|52=20240313-20:26:18|916=20240213-13:57:06|917=20240213-19:57:07|18002=Y|10=208|

  2. FIX client receives Business Message Reject (35=j) message

    3. 8=FIX.4.2|9=00180|35=j|49=TT|56=jeromedc|34=16|52=20240313-20:26:18.502|45=16|372=U2|380=0| 58=Provide either StartDate(916) and EndDate(917) or CustomMode(18002) in OutOfBandRecoveryRequest message |10=020|