Re: 5.0 Implementation and Session Layer Deployment
Mahesh Kumaraguru <>
15 Sep 2007 11:32PM ETRich,
I have worked on "Transport Independence Framework" before FIXT.5.0 was made official, so I would request you to take my description of "MIXing FIX" with a pinch of salt (and/or pepper & | whatever else). I had my own ideas of how all it could be done, the folks at FIXProtocol.org who put out FIXT 5.0 did a fantastic job.
I am "just a FIXperimentor" and FIX-MIX was one of my FIXperiments. I have my own FIX Sell Simulator (FIX Server) and multiple instances of FIX Client(s) Java program running on localhost and LAN terminals and few commercial Production Grade FIX Buy Side Clients in QA / DEV environments for which my FIX Simulator delivers QA Testing (Functional, Regression & Stress) support. My own FIX client is more to help in development of FIX Server, ie these clients lack much in GUI and much is "hard coded", but the FIX Servar has full functional GUI.
In mid 2005, I discovered in a FIXperiment that a FIX connection can be jammed if a message with incorrect FIX version number is sent mid session, then this got added as a QA test. I configured my FIX Simulator Server (FSS) as FIX 4.2 broker, Buy Side client connects as FIX 4.2, start FIX 4.2 session and then for one order, send a different FIX version (4.4) correctly formed Execution report message, the FIX Client drops the connection and refuses to reconnect till reset by doing EOD. Thats how I discovered mixing different versions in a Single Session - it was a testcase for me and to execute it I had developed a FIX Server. I received an Excelence award from my employer of that time Polaris software labs USA for those series of FIXperiments.
I think the first post in which I considered discussed "Mixing messages from different FIX versions in a single session" is :-
Choices : Upgrading to higher FIX version -vs- Custom message types -vs- User defined fields -vs- Multipe sessions ( one per FIX version ) between same parties -vs- Mixing different FIX versions in same session
http://fixprotocol.org/discuss/read/3a6cfd8f
There are other posts where mixing messages from different versions in single session has been discussed :-
http://fixprotocol.org/discuss/read/7a918b5f
http://fixprotocol.org/discuss/read/1d3fcdea
I have tried mixing FIXML and FIX messages in Single session without encapulating the FIXML message in FIX
http://www.fixprotocol.org/discuss/read/04b251bd
I am active in Transport Independence Framework
http://fixprotocol.org/discuss/49
Just wanted to know the following about your FIX journey now so that I may be in a better position to answer your queries on this topic :-
1. Are you trying to implement a commercially available FIX 5.0 FIX engine? If so which one?
2. If you are FIXperimenting, then you have infinitely more choices (probably too many to put in a single post).
I have NOT yet implemented a commercial production FIXT 5.0, if you have any questions about an implementation, you would be more lucky contacting the implementor / vendor.
If you are looking for interpretation of the FIXT 5.0 specifications, then you are in the right place - go ahead and post your questions.
Regards,
K. Mahesh
+1-203-252-4039
> I would like to have a conversation with anyone willing to discuss their
> deployment of FIX 5.0 and the choices / decisions related to session
> control. Please either contact me via this forum or off list at
> shriver@jandj.com Thank you.
