[This message was posted by Kingshuk Bandyopadhyay of  <[email protected]> to 
the "Foreign Exchange" discussion forum at http://fixprotocol.org/discuss/1. 
You can reply to it on-line at http://fixprotocol.org/discuss/read/04b538bd - 
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Have you considered using an existing FIX engine instead of writing from 
scratch?  
If that is not an option I suggest taking a look at QuickFIX/J source code   
(supports till 5.0) or quickfix (if you want C++ code). You will get some idea 
of how session level messages should be handled. And of course the spec is 
mandatory read before you begin. 

I guess my answer is a bit vague but if you have a more specific question about 
FIX session I will try to be specific. 

> I am developing fix engine using FIX4.4 or above to connect to LP Server
> similar to meta trader. I am confused about how to handle session level
> messages and sequence handling.Can u plz help me? Thanks in Advance.


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