[This message was posted by Shakir K of Disclose <[email protected]> to the "4.2 Changes" discussion forum at http://fixprotocol.org/discuss/5. You can reply to it on-line at http://fixprotocol.org/discuss/read/e122f056 - PLEASE DO NOT REPLY BY MAIL.]
Thanks Joel for your response. Yes. I want a copy of orders received from one FIX sesion to be available to another FIX connection. The orders will be released to the exchange on the 3rd FIX connection. There will be different sender/target comp IDs for individual connections. The port may or may not be the same. A script is one solution but whether we can maintain it in another FIX session is the question. Normally a FIX session will send order requests and receive fills. But what I am looking is that whether there will be any issue if we maintain one session which will not only be receiving orders but also executions from the same session. Will there be any issue and what points will I have consider in this session? In case of session disconnection, what points will I need to look at re-connection? All order and trade information will need to be passed on-line which would mean that amend/cancel request will also need to be updated in that session. Regards, Shakir > Hi Shakir, > > If I understood you wanted to have a copy of all the transaction. I am > not a guru but if you are using UNIX platform (even Windows), this can > easily done by having a script sending a copy of all the orders to a > specific folder. This is not only soved your problem but can help you > maintain your system as well. > > For 1) In a single FIX connection will there be a problem if we sent a > new order and execution message? > > If you meant that you have one port used, then I believe you can, > because it should be a Duplex. > > For your information, there was a session already about this subject, > have a look at the past Discussion "Basic questions" it will help you. > > > Good Luck > > joel > > Require help in the following case explained with an example: > > > > Our OMS has multiple connections. Through one connection (let us say > > 'A') it receives New order, Amend/Cancel request which it passes to > > another connection (let us say 'B') for execution. After the order is > > executed the fills are sent back to connection 'A'. > > > > Our OMS wants to have one more FIX connection i.e. 'C' to which it > > will send all orders and fills. This connection is nothing but a copy > > of all the transactions i.e. orders (New as well as Amend/Cancel) and > > fills. No new order will be initiated from this session. > > > > My questions: > > 1) In a single FIX connection will there be a problem if we sent a new > > order and execution message? > > 2) What points have to be considered in this FIX session? What care > > will we need to take? > > > > Regards, Shakir [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]. For more options, visit this group at http://groups.google.com/group/fix-protocol?hl=.
