[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/9ae02d05 - PLEASE DO NOT REPLY BY MAIL.]
No, after handing the business message to the trading application, the FIX engine will be free to accept the next inbound message. When the trading application produces a response to the application message which it received, trading application will hand over the response to the FIX engine and the FIX engine will send it over the wire to the counterparty. > so my question still remains..if engine identifies it as an application > bound message and it hands it over to the trading app,then will the FIX > engine be blocked i.e. it won't accept any more messages till the > trading app finishes its processing of the message? wouldn't this be a > serious performance issue. > > > 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 -~----------~----~----~----~------~----~------~--~---
