Since the accepted answer covers only an application specific behaviour I am going to name some of the possible causes for the END_OF_STREAM event.
Basically it is kind of like the "connection reset by peer" event of a TCP connection. Meaning that the connection went down without cleanly ending it with a Logout message.
Network related things aside, this can occur whenever the counterparty decides to not send a Logout. Most of the time the reason they are not sending a Logout is due to security, i.e. the counterparty does not want to disclose information about their system.
Examples:
- SSL certificate mismatch
- unknown CompIDs or Session (i.e. CompID or FIX version mismatch)
- duplicate CompIDs (as it was the case in this specific question)
- sequence number too low (although a decent FIX engine will send a
Logout indicating this)
From the FIX spec (FIX Session Protocol, FIX Session-level Test Cases and Expected Behaviors):
When to send a Logout vs. when to just disconnect
In general a Logout message should always be sent prior to shutting
down a connection. If the Logout is being sent due to an error
condition, the Text field of the Logout should provide a descriptive
reason, so that operational support of the remote FIX system can
diagnosis the problem.
There are exceptions, when it is recommended
that a Logout message not be sent, these include:
? If during a logon
either the SenderCompID, TargetCompID or IP address of the session
initiator is invalid, it is recommended that the session be
immediately terminated and no Logout message sent. This login attempt
might be an unauthorized attempt to break into your system; hence one
does not want to divulge any information about one’s FIX system, such
as: which SenderCompID/TargetCompID values are valid or which version
of FIX is supported.
? If during a Logon one receives a second
connection attempt while a valid FIX session is already underway for
that same SenderCompID, it is recommended that the session acceptor
immediately terminate the second connection attempt and not send a
Logout message. Sending a Logout message runs the risk of interfering
with and possibly adversely affecting the current active FIX
connection. For example, in some FIX system implementations, sending a
Logout message might consume a sequence number that would cause an out
of sequence condition for the established FIX session.
In all other
cases, if sending a Logout does not create risk or violate security, a
Logout message should be sent with a descriptive text message.
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