Hi,
Im new to fix so I apologise in advance if this question, if I open a tcp connection but I keep the session closed how am I supposed to manage this scenario?
From what I understood so far as soon as I open a tcp connection the acceptor is going to send me a request for logon message, should I answer with a logout message or what?
Thanks
Please have a look at the FIX Session Layer Test Cases. A TCP connection is just a TCP connection. One of the two sides then has to start a FIX session, whatever has been agreed between the counterparties.
I don’t know if this scenario is outlined somewhere in the FIX specs itself so it probably is up to the venue. I know of venues where you are required to send a Logon message within x seconds after establishing the TCP connection (probably to not have any unused connections hanging around). Otherwise the TCP connection is simply dropped.
You cannot just send a Logout message since there never was a FIX session established.