[Quickfix-developers] SessionIDs

[Timothy Y. <ty...@pa...>]

In Quickfix, sessions are identified by BeginString, SenderCompID and
TargetCompID, and a session maps one to one onto an underlying socket
connection.

This means that, within a single quickfix application, you cannot have two
FIX sessions that use the same pair of CompID's.  This seems like a
significant and unnecessary restriction.  It would be better to (optionally)
include SenderLocationID, SenderSubID, TargetLocationID and TargetSubID
within the session 'unique key' (i.e. the SessionID).

For example, say I implement a FIX sellside application that talks to many
different buyside applications (e.g. trading screens) that all belong to the
same organisation.  I could assign distinct CompIDs to every buyside, but
this seems artificial.  It would be better if every session used the same
pair of CompIDs, but the sessions were distinguished by (say) SenderSubID.
Other FIX engines I have played with (e.g. CameronFIX) allow me to do this.

This could be implemented by including the values of all required fields of
the SessionID in the relevant [Session] configuration file section.  So, for
example, if you were to include SenderSubID in a session section, it would
become part of the SessionID for that session. If you did not include
SenderSubID in the [Session] section, it would not be considered part of the
SessionID and could be varied at will within messages belonging to the
session.

So for, example, you might have:

[Session]
SenderCompID=BUYSIDE
SenderSubID=FRED
TargetCompID=SELLSIDE
...
[Session]
SenderCompID=BUYSIDE
SenderSubID=BILL
TargetCompID=SELLSIDE
...

Tim Yates
Lead Developer 
Patsystems (US) LLC 
141 West Jackson Boulevard
Chicago 60604, USA 
Tel +1 (312) 542-1336 
www.patsystems.com 


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