re: heart beat and start of the day
Wing Chan / Reuters
6 Oct 2003 9:28PM ET
It's my typo, I meant FIXML dropped session layer.
Thanks for all information.
The key thing is we let MQ/RV middleware to handle it.
e.g., both parties agree a short message on MQ/RV
to be as a heart beat, or a short message to be as a start of business day, right?
Therefore, we probably will create another session layer if we do need such facilities carry on FIXML, right?
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> I think it important to emphasize what Ryan said in his initial response. FIXML can be run over a FIX tag=value session. When this is done the session layer messages and the session layer operation remains the same.
>
> Using FIXML does not require one to abandon the FIX Session layer. FPL support FIX tag=value messages over the FIX session layer, as well as FIXML (or other XML based protocols - such as TWIST) over the FIX session layer.
>
> Also, using FIXML does not REQUIRE the FIX Session Layer - counterparties can agree upon an alternative way of transporting messages.
>
> Because the FIX Session layer is tag=value and the FIX tag=value format are basically the same message format - it can be difficult to differentiate what is "the FIX session layer" and what is "the FIX application layer". We have tried to address this by breaking the session layer out into its own volume in the documentation.
>
> There was a technical paper drafted as part of the ECN and Exchanges Working Group in 1999 led by John Armstrong Morgan Stanley in conjunction with SIAC. This is the paper Kevin is referring that discusses using FIX with alternative transports. I believe this is available on the Global Technical Committee page or the ECN and Exchanges Working Group page.
>
> In 2002, the Chicago Mercantile Exchange (CME) drafted a document on the usage of FIXML with MQ Series specifically. I believe that paper is available on the Global Derivatives Committee and/or the Global Technical Committee page.
>
> More work needs to be done, including review by a wider audience, on FIXML using an MQ Series transport - if we are planning on creating a standard usage of MQ Series. The CME has a production implementation using a pre-4.4 release version of FIXML using MQ Series as the transport. The Options Clearing Corporation (OCC) is preparing to release a similar application.
>
> One thing I think is important to view when using MQ Series is it's difference from more conversational protocols, such as the FIX Session Layer. MQ Series is more of a store and forward / guaranteed delivery mechanism. So trying to implement FIX session layer behavior over MQ Series may not make the most sense. MQ Series is being used in the list derivatives post trade space, where it has been used previously to delivery groups of messages for simultaneous or later pickup by the counterparty. If low latency, conversational type communication is required (pre-trade, trade space) then the use of the FIX Session layer and/or some other suitable transport might be preferred.
>
>
> > Hi,
> >
> > I'll try and help out on this one.
> >
> > "I understand that session layer has been dropped from standard FIX"
> > - If you mean that when comparing FIX and FIXML then yes, FIXML does not have a session layer. As Kevin says, FIX has not dropped the session layer.
> >
> > Within the FIXML over MQ Series implementation I've designed the job of "heartbeat" is replaced by a piece of code that pushes a simple message comtaining a timestamp field onto an MQ queue. The listening application then picks up this and drops it off the queue. If you sniff the queue and see lots of messages then you can quickly establish when the last message was picked up. From that you can monitor and investigate to see if that's due to standard network trouble that will be recovered or if the router (or whatever) has died.
> >
> > That's one way to do it.
> >
> > In another mail Ryan mentioned Trading Session Status as being the message for start of BUSINESS day.
> >
> > If you mean looking at whether or not you have a technical connection then the simple timestamp mechanism outlined above could be used - if the messages are stacking up then your counterparty is not processing them and so may not be "logged-on".
> >
> > There are similar mechanisms available in MSMQ and TIB R/V, so if you explore some of the documentation there you can see some of the power that the middleware can bring in place of the FIX session layer.
> >
> >
> >
> > > Standard FIX has not dropped the session layer.
> > >
> > > The protocol remains an application layer and a session layer. The application layer may be represented as FIXML or traditional Tag Value pair FIX. The transport may be FIX session layer or other transports, such as MQ.
> > >
> > > If you are using MQ you do not need to impliment those parts of the session layer that are provided by MQ.
> > >
> > > See Volume 1 of the Specification for more clarifiction of this. It states that FIXML messages "Can be encapsulated within the FIX Session Protocol or within another protocol like, MQ Series, TIBCO, SOAP, etc."
> > >
> > > I believe there is a guidance note somewhere on using FIXML with MQ but cannot remember where. Perhaps another poster can point you in the write direction.
> > >
> > > Hope this helps
> > >
> > >
> > >
> > > > I understand that session layer has been dropped from standard FIX.
> > > >
> > > > However, how does company implement such heart beat or start of the day when porting FIX to FIXML? e.g. using MQ.
> > > >
> > > > Need some more information from you.
> > > >
> > > > ----------------
> > > > > > As I know, FIXML drops session layer and some admin. messages.
> > > > > >
> > > > > > So wanna know how can I do heart beat and how can I notice the start of the day?
> > > > >
> > > > > FIXML just describes business content. It does not define any kind of session layer, and it is expected that FIXML users will use some type of protocol or middleware that provides for reliable, ordered message delivery.
> > > > >
> > > > > A heartbeat doesn't have any place in FIXML. Determining if the other side is still alive is a session-level task left to the underlying protocol or middleware, which can inform the business application via some out-of-band means.
> > > > >
> > > > > If FIXML is transported inside Tag=Value FIX, then the FIX Engine will use heartbeats.
> > > > >
> > > > > FIXML does not have a Logon message, but that has nothing to do with start of day. I believe the message you need is Trading Session Status.
> > > > >
> > > >
> > >
> >
>
