[This message was posted by Hanno Klein of Deutsche Börse Systems <[EMAIL PROTECTED]> to the "General Q/A" discussion forum at http://fixprotocol.org/discuss/22. You can reply to it on-line at http://fixprotocol.org/discuss/read/f14a53c1 - PLEASE DO NOT REPLY BY MAIL.]
I would argue that Citi is not interested in additional time required within the infrastructure of the client behind the FIX engine but wants to establish the time it takes between Citi and the first point of FIX entry at the client that is also comparable across clients. However, this is also speculation on my side. I am always a little concerned when tweaking the FIX engine is the solution to solve a problem with the standard. FIX deserves better... > Hanno, > > I do not think Test Request - Heartbeat would achieve what Citi is > trying to do with Ping In (PI) and Ping Out messages (PO). Test request > and Heartbeat is from FIX engine to FIX engine (sent to keep FIX Session > alive when there is no other traffic and Heartbeating is not in proper > intervals), but from the description in Serge's post states "used to > measure round trip, end-to-end latency time between Citi and its > counterparties" by which I understand they are trying to measure the > round trip time from Application behind Citi's FIX Engine to the > Application behind counterparty's FIX engine. > > Serge, > > The only option I see is to modify the your FIX engine to accept > ^35=PI^, forward it to application and the application replies with > ^35=PO^ and Citi uses it to measure end-to-end latency. > > Regards, > K. Mahesh > [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] To unsubscribe from this group, send email to [EMAIL PROTECTED] For more options, visit this group at http://groups.google.com/group/FIX-Protocol?hl=en -~----------~----~----~----~------~----~------~--~---
