Hello there,
I have a proxy endpoint setup with Synapse nearly identically to Sample
258 - switching from HTTP to FIX. It works as expected when I request,
via HTTP, a FIX 4.2 Market Data Request (MsgType = W) with
SubscriptionRequestType = 0 -- meaning, that I want to receive a single
snapshot of a rate. Synapse proxies my HTTP request to my provider's
FIX server and then returns a MsgType = V as expected and then
disconnects the HTTP client.
However, the provider I am working with has recently introduced a second
method whereby I can "subscribe" to a rate feed in that initial request
by setting SubscriptionRequestType = 1 instead of 0. The request and
response is identical to the previous request, except for the value of
SubscriptionRequestType. The initial HTTP request is proxied to the FIX
server and a snapshot of a rate is returned via HTTP (MsgType = V).
However, by "subscribing" to the feed, the FIX server that Synapse is
maintaining the session to then begins to send Incremental Refresh
(MsgType = X) messages every time there is a rate change. Since Synapse
disconnected the HTTP client after sending back the initial snapshot, I
think that Synapse (under the same configuration as Sample 258) will
simply discard any subsequent "Update" messages (MsgType = X) from the
FIX server since it has nowhere to route them to.
So, my question is, is there any way to configure Synapse to route these
subsequent messages to another HTTP endpoint?
Obviously, Synapse is acting as a FIX initiator in this scenario and not
an acceptor - so, the "Update" messages are coming through on the same
session that was initiated earlier by my initial HTTP request for a
Market Data Request. So, I'm not clear on how to provide configuration
instructions to Synapse for how to route these messages that it
otherwise does not know how to route under Sample 258.
Any suggestions would be appreciated.
Marc
