[This message was posted by John  Peng of IIROC <[email protected]> to 
the "General Q/A" discussion forum at http://fixprotocol.org/discuss/22. You 
can reply to it on-line at http://fixprotocol.org/discuss/read/4107439a - 
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And idealy your client should be made aware of this via the initial on-boarding 
or rule-of-engagement process.


> Since you "do not support" that message type, that means that messages
> is "invalid" based on your spec. Your repository should be consistent
> with your spec, and hence naturally a session level Reject with 373=11
> (Invalid MsgType) if the way to go.
> 
> That's assuming that you do have your own published spec -- otherwise
> you wouldn't even be able to define "supported" or "unsupported", and
> it'd be a different game.
> 
> Just my two cents...
> 
> 
> > Hi,
> >
> > The FIX spec says that Business Message Reject can be used to reject a
> > valid FIX business message that fulfills the session-level rules but
> > is not supported by the recipient.
> >
> > We would like to exclude all FIX messages that we do not support from
> > our FIX repository. This will have the effect that an unsupported FIX
> > message will be rejected using session level Reject message and 373=11
> > (Invalid MsgType) as we do not recognize the message type.
> >
> > Is this policy OK or do we always have to include all valid FIX
> > messages in our repository so we can send a Business Message Reject
> > instead for every valid but not supported FIX message?
> >
> > Regards, Bernt


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