[This message was posted by Milan Mehta of Omniscient Software Pvt. Ltd. <[email protected]> to the "Algorithmic Trading" discussion forum at http://fixprotocol.org/discuss/31. You can reply to it on-line at http://fixprotocol.org/discuss/read/994ff40c - PLEASE DO NOT REPLY BY MAIL.]
> http://www.onixs.biz/img/HighLevelArchitecture.gif > > the above link gives the basic architecture of a FIX engine. > > FIX Parser FIX session-level logic > > FIX parser ok, it's codeable by me. FIX session-level logic, can anyone > kindly explain what should be put in it. > > also, I have chosen a "FIX Engine" as my final semester project. Will it > be a good project? > > Thank you in advance > > http://hariadya.co.nr Whoa !!! Monstrous question !!! Wrong Forum !!! To answer it, the session level logic specifies how 2 different FIX-aware systems can establish a session with each other. So it contains things like - 1. How does a system initiate a connection with another (login) 2. How does a system terminate a connection with another (logout) 3. How does a system know that the other system is still available (heartbeat) 4. How does a system know that it missed some messages from the other system (actually this is the header of every message, but the handling of this is typically part of session management) 5. How does a system ask the other system to resend some messages that got missed (resendRequest)? There are a few more that complete the set, but you can look at the FIX specs to get a good idea. Regarding your point about it being a good project, I think its great, but what are you aiming for? There is a decent opensource implementation (QuickFix, and its java version, QuickFix/J) that you can use as a starting point, if the objective is not to build a complete engine from scratch. Drop me a mail if you need to know more. [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 -~----------~----~----~----~------~----~------~--~---
