[This message was posted by Russell Curry of Assimilate Technology, Inc. 
<[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/a833a576 - PLEASE DO NOT REPLY BY MAIL.]

Hi Abhishek,

Instead of writing your own engine, you might want to consider contributing to 
one of the existing open-source solutions first. That would help you get a 
solid understanding of FIX engine architecture, based on solutions which are 
already being used in the industry, as well as help out the folks who are 
contributing a lot of their free time to provide the industry with open-source 
solutions!

At the very least, I would suggest you download a few of the OSS solutions and 
review their source code - this would help you gain a significantly better 
understanding of how to implement those systems.

Some links to open-source FIX engines:

1. QuickFIX/J (http://www.quickfixj.org)

2. QuickFIX/C++ (http://www.quickfixengine.org)

3. VersaFix/C# (http://www.sourceforge.net/projects/versafix)

Cheers,

Russ

> 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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