[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/5af7dc42 - PLEASE DO NOT REPLY BY MAIL.]
Thanks Greg. You have answered my query/concern. Regards, Shakir > 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=.
