[This message was posted by Dennis Wiatzka of Nasdaq OMX 
<[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/a0da073f - PLEASE DO NOT REPLY BY MAIL.]

Hi again,

It appears as though the best response is ApplicationMessageRequestAck with tag 
1348 value 2 (Messages not available) with tag 58 text stating tag 1347 with 
value 3 is not supported by your application.

Down the road it would appear that ApplicationMessageRequestAck should be 
enhanced so tag 1348 has a new value which can indicate that the request type 
is not supported by the receiving application.

Regards, Dennis

> Thanks for the response Dennis.
> 
> I may have been a little unclear with my example. What I meant to say was how 
> should, for example, an incoming Application Message Request with an 
> ApplReqType (1347) of 3 (request valid set of applications) be rejected if 
> the receiving application supports the Application Message Request but not 
> the ApplReqType of 3?
> 
> 
> > > What would be the most appropriate message to reject an incoming message 
> > > with a tag containing a value defined in the FIX specification but not 
> > > supported by the receiving application? Is it appropriate to use a Reject 
> > > (i.e. session level) with a SessionRejectReason (373) of 5 (value is 
> > > incorrect (out of range) for this tag) in such a scenario?
> > > 
> > 
> > Do not use a session level reject. Send an appropriate response message 
> > (exec report for a new order, order cxl rej for chg/cxl request, etc.), 
> > with reject codes set as best as possible and with text clearly stating the 
> > tag and value that your application does not support.
> > 
> > > How should, for example, an incoming Application Message Request with an 
> > > ApplReqType (1347) of 3 (request valid set of applications) be rejected 
> > > if the receiving application does not support such a request?
> > 
> > When your application does not support a requested message you can send 
> > Business Message Reject with BusinessRejectReason = “Unsupported Message 
> > Type”. Alternatively you can implement support for the specific response 
> > message solely for the purpose of rejecting such requests but most often it 
> > seems folks use the Business Message Reject message.


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