[This message was posted by Serge Kimura of Orchid Technology K.K. <[EMAIL
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Hello Hanno,
Thank you very much for your explanation. According to the specification for
Citi's FX e-Commerce, the offending messages ("PO", "PI") are called
"Application Ping" and used to measure round trip, end-to-end latency time
between Citi and its counterparties. "PO" is sent by Citi's servers and we are
expected to reply with "PI" immediately.
Regards,
Serge
> Your understanding is correct, all user-defined messages are to be pre-
> fixed with "U", i.e. "UPO" and "UPI" would be fine. A standard FIX
> engine would probably respond with a Reject message with the field
> SessionRejectReason set to 11=Invalid MsgType. FIX 4.4 does not support
> an alternate transport so that the FIX engine must have been tweaked to
> get such a message through to the application layer.
>
> What is the content of these messages and are they sent to you or
> expected from you? Are they similar to one of the standard FIX messages
> or outright custom?
>
> Regards, Hanno.
>
> > Hi there,
> >
> > I have a question regarding proper use of FIX user-defined message
> > types. As I understand it, if certain version of FIX protocol doesn't
> > contain necessary message type, it can be added as user-defined
> > message with MsgType field starting with "U".
> >
> > We are looking at some specification from Citi that claims to support
> > FIX 4.4 and it has two messages defined by Citi, which use "PO" and
> > "PI" as MsgType.
> >
> > Is it a normal practice? If not, how come one of the big names in this
> > industry does not follow the rules?
> >
> > Thanks, Serge
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