[This message was posted by Mahesh Kumaraguru of  <[email protected]> to the 
"Transport Independence Framework" discussion forum at 
http://fixprotocol.org/discuss/49. You can reply to it on-line at 
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Hi Jagadeesan,

The Buy Side consists of institutional investors, money managers, pension 
funds, mutual funds etc. who buy services from broker dealers. The sell side 
consists of broker dealers who sell their services to the Buy Side.

Take a look at the picture below to get an end to end Flow between BuySide <-> 
SellSide <-> StockExchange

http://www.ksvali.com/wp-content/uploads/2009/09/fix_players_1.gif

but keep in mind that there would be many different brokerage firms between the 
Institutional investors and Liquidation sources and each of the institutional 
investors could be connected to multiple brokers and each broker could be 
connected to multiple sources of liquidity.

In FIX terms, you should see the sides as Session Initiator versus Session 
Acceptor since FIX is a Session based client server protocol. Session Acceptor 
will open a TCP socket and wait for inbound socket connections, Session 
Initator has to make a socket connection to the machine:port on which the 
acceptor is listening. 

Both sides can send all types of Session / Administrative messages, but 
Business / Application messages have certain FIX workflows, refer Specs at 
http://fixprotocol.org/specifications/. You should consider this when designing 
your test framework.

Regards,
K. Mahesh


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