[This message was posted by Bipin Bhaiyya of Alliance Bernstein 
<[email protected]> to the "General Q/A" discussion forum at 
http://fixprotocol.org/discuss/22. You can reply to it on-line at 
http://fixprotocol.org/discuss/read/8f0e6512 - PLEASE DO NOT REPLY BY MAIL.]

You will process the messages based on incrementing sequence numbers (tag 34). 
Each FIX message will have unique sequence number and it will keep incrementing 
throuhgout the day. Try to read more about FIX message format, key FIX fields 
and FIX session handling, that will help you understand more.

> does FIX engines act like JMS servers e..g quickFix/j. in other words,
> does the messages accepted sequentially?
> 
> if so, how do you manage your incoming messages. for .e.g if you get a
> 1000 incoming messages say 5 seonds, you really can't process those
> messages when you receive them. i usually would spawn out a new thread
> to process that so i can keep accepting the messages [also increase the
> threadpool a little].


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