Imported from previous forum
[ original email was from Jean-Marc Falconnet - jm.falconnet@fsqt.com ]
Hello,
We are using a Trading Server compliant with the protocol FIX 4.0. We would like to send messages in FIX 4.2 format without modifying our software code. Does anybody know if its possible to send FIX 4.0 messages to a FIX engine to translate the messages to FIX 4.2 ?
Thanks in advance…
Jean-Marc Falconnet
jm.falconnet@fsqt.com
I think you need to discuss this with the source of your FIX engine. Between fix engines (firms), messages are sent in the FIX format and that session is for a specific version thus both sides expect messages to be formatted according to that version’s rules as a “base”. Any variances from that (e.g. to send a 4.2 field in a 4.0 session) would be “user-defined” or “custom” and would involve mutual agreement (and support) to handle. In terms of internal applications interacting with a FIX engine, the method and format of that data exchange is specific to and dependent upon the design and features of that specific FIX engine.
It is certainly possible to build a FIX engine which can establish a 4.0 FIX session or a 4.1 FIX session or a 4.2 FIX session by incorporating the rules and variances for each version into the engine’s source code. Then one could have a 4.0 session with counterparty A and a 4.1 session with counterparty B.
> Hello,
>
> We are using a Trading Server compliant with the protocol FIX 4.0. We would like to send messages in FIX 4.2 format without modifying our software code. Does anybody know if its possible to send FIX 4.0 messages to a FIX engine to translate the messages to FIX 4.2 ?
>
> Thanks in advance…
>
> Jean-Marc Falconnet
> jm.falconnet@fsqt.com
>