|
FIXML
< Previous Next >
re: heart beat and start of the day
John Greenan / Alignment Systems
6 Oct 2003 12:48PM ETHi,
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.
> > >
> >
>
re: heart beat and start of the day
John Greenan / Alignment Systems 6 Oct 2003 12:48PM ET
|
