[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/21d1349b - PLEASE DO 
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I am not sure if starting with FIX.5.0 is the right idea because FIX.5.0 runs 
on top of FIXT.1.1 which would require you to implement "Transport 
Independence" i.e. multiple FIX application versions in a single session 
whereas FIX.4.0 upto 4.4 do not have this advanced concept. So a FIX.4.0 engine 
would be much simpler than a FIXT.1.1 engine. FIX.4.0 specs is a single 
document of 87 pages whereas FIX.5.0 specs is 7 volumes + one document of 
FIXT.1.1 

Personally, I would say implement a FIX.4.0 engine, enhance it for 4.1 (able to 
handle FIX.4.0 or FIX.4.1 session based on config) and keep going upwards 
towards FIXT.1.1. You are more interested to "learn" rather than produce the 
latest commercial FIX engine to put in the market. If you go "up" from FIX.4.0 
you will get the oppurtunity to learn the development of FIXProtocol in 
incremental stages. Even now much of trading happens on FIX.4.2, older versions 
are not "dead"

> > Great advice! I never thought of reading up on 5.0 first. Looks like
> > there are a couple of service packs of 5.0. Should I go straight to
> > 5.0 SP2?
> 
> Hi Shahbaz,
> 
> Sure, there's nothing wrong with doing that. Also, you might want to
> start out by building a simple application that uses something like
> QuickFix just to send an order or something like that. Then you can use
> that little application as the testing app for your own code as you
> start down the road of writing your own lightweight engine.


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