[This message was posted by Srihari Adya of Siemens <[email protected]> to the "Algorithmic Trading" discussion forum at http://fixprotocol.org/discuss/31. You can reply to it on-line at http://fixprotocol.org/discuss/read/d7e0ef1b - PLEASE DO NOT REPLY BY MAIL.]
Thank you Mr. Mehta, This is my final semester project. I am building it from scratch because I want to LEARN how it works, so that I can get in depth understanding of how it works. I have 3 months to build it. Will I be able to?( I know I can, because I have shut-up the mouths of some biggies when they say "thats impossible") Gracias > > http://www.onixs.biz/img/HighLevelArchitecture.gif > > > > the above link gives the basic architecture of a FIX engine. > > > > FIX Parser FIX session-level logic > > > > FIX parser ok, it's codeable by me. FIX session-level logic, can > > anyone kindly explain what should be put in it. > > > > also, I have chosen a "FIX Engine" as my final semester project. Will > > it be a good project? > > > > Thank you in advance > > > > http://hariadya.co.nr > > Whoa !!! Monstrous question !!! Wrong Forum !!! > > To answer it, the session level logic specifies how 2 different FIX- > aware systems can establish a session with each other. So it contains > things like - > 1. How does a system initiate a connection with another (login) > 2. How does a system terminate a connection with another (logout) > 3. How does a system know that the other system is still available > (heartbeat) 4. How does a system know that it missed some messages > from the other system (actually this is the header of every message, > but the handling of this is typically part of session management) > 4. How does a system ask the other system to resend some messages that > got missed (resendRequest)? > > There are a few more that complete the set, but you can look at the FIX > specs to get a good idea. > > Regarding your point about it being a good project, I think its great, > but what are you aiming for? There is a decent opensource implementation > (QuickFix, and its java version, QuickFix/J) that you can use as a > starting point, if the objective is not to build a complete engine from > scratch. Drop me a mail if you need to know more. [You can unsubscribe from this discussion group by sending a message to mailto:[email protected]] --~--~---------~--~----~------------~-------~--~----~ You received this message because you are subscribed to the Google Groups "Financial Information eXchange" group. To post to this group, send email to [email protected] To unsubscribe from this group, send email to [email protected] For more options, visit this group at http://groups.google.com/group/FIX-Protocol?hl=en -~----------~----~----~----~------~----~------~--~---
