[This message was posted by Mahesh Kumaraguru of <[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/5c64c91f - PLEASE DO NOT REPLY BY MAIL.]
FIX messages are accepted and processed sequentially (Ordered Message Processing), but keep in mind that "processing" can mean different things for different messages. I see the architecture of FIX applications logically as two tier Tier 1 - FIX Engine - transports business data without understanding the meaning of data. Tier 2 - Trading Application - produces and consumes business data without understanding how the data is moved. FIX Engine will accept messages and apply Session level validation. If the message received is a Session message, the FIX Engine itself will perform the appropriate action. Else if the message received is a application / business message, the FIX Engine will hand it over to the Trading Application and the trading application will apply application level validations and perform appropriate action. > 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]. [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 -~----------~----~----~----~------~----~------~--~---
