Hi Shankar,
Shankar Krishnan wrote:
>
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> 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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--
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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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