Re: [Quickfix-developers] Router Messages to Fix Gateway/Engine RESTATED

[Caleb E. <cal...@gm...>]

On 7/26/07, Naveed Ali <na...@nc...> wrote:
> Anybody having knowledge of FIX Routers and FIX Gateways Connectivity kindly
> respond.  One Fix Router receiving many connections/logon messages from various
> clients, How all these clients are authenticated on Main fix gateway, through FIX
> router ?

I think the answer is 'it depends'.

You could have a router that does a one-to-one connection mapping, so
that each client session inbound to the router has a corresponding
session to some other FIX engine.

Or you might do many-to-one where all incoming traffic is sent down a
single pipe to some other engine (smart router, exchange gateway,
etc).

You could also do N-to-M where N and M need not be equal numbers (e.g.
some combination of the above for sharing or load-balancing).

When routing FIX traffic, I think the general methodology is that the
client's SenderCompID/SubID get "pushed down" to
OnBehalfOfCompID/SubID.

If the traffic is many-to-one or multiple clients share a single
outbound FIX session, the router may need to enrich the outbound
messages to ensure ClOrdID uniqueness if it does not have control over
the inbound ClOrdID creation logic.  For example, adding a prefix to
the ClOrdID that is stripped off when ExecutionReports are returned.

-- 
Caleb Epstein