RE: [Quickfix-developers] Session qualifier?

[Steve B. <st...@te...>]

> Those fields can change on a per message basis.  We cannot rely on 
> those fields remaining constant inside a session.  Also the sessions 
> themselves may not be expected the presence of such fields and may even
reject them.

Hi Oren,

Although those fields aren't required to be static, if they are used as part
of the session ID (as agreed by the counterparties) they can be assumed to
be static in that context and the session would be configured to expect them
(in fact, require them). 

All the commercial FIX engines I've used have at least supported subID as an
optional part of the session ID, if not also the location field. Also, so
far I haven't connected with a counterparty that used a dynamic SenderSubID.
However, if they did, it obviously wouldn't be considered part of the
session ID.

The issue with the session qualifier is that there's no standard way for a
counterparter to send it to the FIX engine. This seems to make it difficult
to do third-party routing since the DeliverToCompID might refer to any
number of sessions. Some options are to reject ambiguous routing requests or
allow the configuration of session subIds for routing although they aren't
used as part of the session ID.

> This came about because some feeds are running sessions with identical 
> versions and comp ids while using the IP addresses or port number to 
> disambiguate the session.  A very bad idea, but one that needed a work 
> around.  Otherwise it would have required running multiple processes. 
> You can read more about the problem here:
> 
> http://sourceforge.net/mailarchive/message.php?msg_id=9120281
> http://sourceforge.net/mailarchive/forum.php?thread_id=5249494&forum_i
> d=10
> 3

Interesting messages. Thanks for the pointers.

Why couldn't that scenario have been handled with the following type of
config?

[SESSION]
 SenderCompID=SENDER
 TargetCompID=TARGET
 TargetSubID=MARKETDATA 
 
 
 [SESSION]
 SenderCompID=SENDER
 TargetCompID=TARGET
 TargetSubID=ORDER

Where TargetSubID is used instead of UserID (as in the original
message) or session qualifier?

Steve