[This message was posted by Sean Holohan of NYSE Technologies 
<[email protected]> to the "4.0 Session" discussion forum at 
http://fixprotocol.org/discuss/12. You can reply to it on-line at 
http://fixprotocol.org/discuss/read/ac0445be - PLEASE DO NOT REPLY BY MAIL.]

> Dan,
> 
> Your message touches on something that I've encountered recently and I
> wondered if you, or anyone else, could clarify something for me. I
> don't know whether you meant to imply that authentication handshaking
> (i.e. the exchange of Logon messages) must be completed before
> application messages can be sent, but the FIX.4.0 spec does not seem to
> me to be so clear.
> 
> For instance, in the section "SESSION PROTOCOL" it states "A FIX session
> is comprised of three parts: logon, message exchange and logout.", which
> kind of implies that logon must be completed before message exchange can
> begin. However, shortly after this in the same section, in the
> subsection "Logon" it states "The session initiator may begin to send
> messages immediately following the Logon message, however, the session
> may not be supported by the other side at this time. The initiator must
> wait for the confirming Logon message from the acceptor before declaring
> the session fully established."
> 
> Does this mean that the initiator may send application messages before
> receiving a Logon message from the acceptor if the parties concerned
> have a bilateral agreement in place? Obviously, messages received before
> a session is "fully established" should not be processed, but they could
> be queued.
> 
> Wayne.

Wayne, there is no prohibition in the FIX spec that prevents the initiator from 
sending messages as soon as a Logon message has been sent.  But it'll likely 
make state handling and encryption a good deal more difficult.

>From the acceptor side, there's no reason why it couldn't queue up the 
>messages -- that's really just a transport issue.

Before discussing how someone might do this, I'd ask for the use-case.  Is 
there really a reason that an initiator would want to send a series of messages 
before the connection has been established?  I'm not closed to the idea, just 
interested what reasons there might be.  The one reason I could think off-hand 
is that an initiator is occasionally bringing up a FIX message to blast some 
messages really quickly before shutting down the session.  But that'd probably 
trying to fix a transport/bandwidth issue and would be better solved via FIX 
5.0 with a change of transport semantics.

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