Re: [Quickfix-developers] Fix Sessions

[Dale W. <wil...@oc...>]

Hi Shankar,

Shankar Krishnan wrote:

>  
>
> A FIX session consists of  logon/message exchange/logout.
>
Some terminology we use here at OCI to help keep things straight:
   A trading day at the exchange is called a Session. (For some 
exchanges trading Sessions last a week or other time period.)
   A logon/.../logout interval is called a connection (I'm not sure this 
term is formalized by the FIX standard)
   A QuickFIX SessionID represents an agreement between counterparties 
to allow connections to sessions.  It consists of protocol version, 
sending computer ID and receiving computer ID all of which must be 
agreed upon beforehand.  This agreement and therefore the SessionID is 
valid for many trading sessions.

> Document mentions that a single FIX session can exist
>
> Across multiple physical connections, what does this mean ? Thanks for 
> any help understanding this.
>
That means an application can connect (logon...logout) multiple times 
using the same SessionID during a given trading Session.
These connections are sequential, not parallel -- only one connection 
can be active per SessionID at any particular time.

Things that are there to confuse you include:

  The layer of the protocol that handles logon,logout,retransmit, etc. 
is sometimes called the Session layer in the standards document.   We 
don't use that terminology.  We call it the Administrative layer of the 
protocol.

  The FIX::Session object (defined within QuickFIX)  lives for the 
lifetime of your application.  It is identified by a SessionID.  The 
application can use the same FIX::Session object to connect 
(logon/logout)  multiple times sequentially during the life of the 
application.  Thus the FIX::Session object corresponds very well (but 
not completely) to the exchange's Trading Session.

HTH,

Dale


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-- 
-----------------------------------------------------
  Dale Wilson, Senior Software Engineer      
  Object Computing, Inc. (OCI)
  http://www.ociweb.com/  http://www.theaceorb.com/
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