Imported from previous forum
One of the project my company is working with is replacing an order management system for a brokerage firm. The current OMS has embedded proprietary FIX engine and the new OMS is going to use APPIA FIX engine.
The brokerage firm requested to move few customers to the new OMS initially till they gain more confident to move the rest of the customers to the new OMS. This means that the new and old OMS must run in the same time. The limitation is that only one FIX connection is allowed per brokerage firm.
It is possible to route the old OMS fix messages to APPIA, however, once the order gets executed and the message is received from Market, how can APPIA know to which OMS it should route the response to?
Have a look at Third Party Message Routing in the FIX Transport Spec (was in Volume 2 until FIX 4.4). The field OnBehalfOfCompID and DeliverToCompID may work for you to emulate the extra hop required. The APPIA FIX engine is then the third party sending a message to the market on behalf of the old OMS.
Regards,
Hanno.
One of the project my company is working with is replacing an order management system for a brokerage firm. The current OMS has embedded proprietary FIX engine and the new OMS is going to use APPIA FIX engine.
The brokerage firm requested to move few customers to the new OMS initially till they gain more confident to move the rest of the customers to the new OMS. This means that the new and old OMS must run in the same time. The limitation is that only one FIX connection is allowed per brokerage firm.
It is possible to route the old OMS fix messages to APPIA, however, once the order gets executed and the message is received from Market, how can APPIA know to which OMS it should route the response to?
many thanks Hanno for your help.
Have a look at Third Party Message Routing in the FIX Transport Spec (was in Volume 2 until FIX 4.4). The field OnBehalfOfCompID and DeliverToCompID may work for you to emulate the extra hop required. The APPIA FIX engine is then the third party sending a message to the market on behalf of the old OMS.
Regards,
Hanno.One of the project my company is working with is replacing an order management system for a brokerage firm. The current OMS has embedded proprietary FIX engine and the new OMS is going to use APPIA FIX engine.
The brokerage firm requested to move few customers to the new OMS initially till they gain more confident to move the rest of the customers to the new OMS. This means that the new and old OMS must run in the same time. The limitation is that only one FIX connection is allowed per brokerage firm.
It is possible to route the old OMS fix messages to APPIA, however, once the order gets executed and the message is received from Market, how can APPIA know to which OMS it should route the response to?