[This message was posted by Greg Orsini of JetTek, LLC <[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/4563742a - PLEASE DO NOT REPLY BY MAIL.]
Hi Shakir, You are describing a "Drop Copy" FIX session. This is common practice. It is not a problem to pass all orders and executions outbound to a single FIX session. Some things to watch out for (using the session names in your example): 1. When you receive messages from session A to send to B, you will also copy it to C. In doing so, you will need to consider what happens if you have a failure sending to C. Specifically, do you want to interrupt traffic going from A to B if there is a problem sending to C? Or do you want to queue C traffic and let A to B traffic continue? Your code will have to implement this decision. 2. You will also want to suppress incoming traffic from C so any messages (such as spurious rejects, etc.) do not flow back to A or B. 3. Typically, you can keep the original compid's from each fix message as you copy it to C, but some FIX recipients will be confused by this and you may need to update the SenderCompID to that defined for the C session (and perhaps move it to OnBehalfOfCompID). Same with TargetCompID (and perhaps move to DeliverToCompID). Regards, Greg. > > 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=.
