[This message was posted by Hanno Klein of Deutsche Börse Systems <[email protected]> to the "5.0 SP2 Feedback" discussion forum at http://fixprotocol.org/discuss/121. You can reply to it on-line at http://fixprotocol.org/discuss/read/7e8e5072 - PLEASE DO NOT REPLY BY MAIL.]
I assume that you mean that your trading backend issues partition specific application sequence numbers. Your emphasis on Order Routing systems could also have meant that you are asking whether the order submitter can use partition specific (application) sequence numbers. A backend with several partitions is quite common and FIX application sequencing is not efficient if you only have a single sequence. Application level recovery needs to be on a partition level. For this reason, we have introduced the UDF (user-defined field) 5948 PartitionID which you can add to ApplID (1180) and ApplSeqNum (1181) to make the sequence number unique. ApplID could be just "O" for orders, for example. You then also need to add the partition to the ApplicationMessageRequest as part of ApplIDRequestGrp for partition specific recovery. Note that PartitionID (5948) is not a standard tag but, in general, the usage of UDFs is FIX compliant. Exceptions are when you use UDFs to circumvent FIX concepts, for example "MyExecType" instead of using ExecType (150) to define your own enum values and associated workflows. Regards, Hanno. > Hi, > > I'd like to know if it's FIX compliant to implement application sequencing in > Order Routing systems? > > For example we have a trading backend which has several partitions, and we > need to send order into all the partitions. We are planning to initiate one > FIX session for sending orders into all the backend partitions, while for > each partition, we maintain a application sequence number. > > I'm just wondeing if this design is FIX compliant? > > Cheers, > LiuAn [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.
