FIX 4.0, 4.1 4.2 Session Protocol

Imported from previous forum

Hi

While looking at some exchanges’ documentation I see numerous references to a “Standard Session Handling” of 4.{0,1,2}. But I find no corresponding reference in the FIX documentation.

What exactly does this mean? Are there multiple
kinds of sessions in FIX? Could you point me to
the document reference.

Thanks a lot.
-Dinesh

The FIX Protocol consists of 2 parts:

  1. an application layer (e.g. Message definition and order flow semantics)
  2. a real-time session layer transport (e.g. connectivity and communications)

The protocol specification documents for 4.0, 4.1 and 4.2 contain both pieces. Relevant sections for the session layer are (most of) "FIX MESSAGE FORMAT AND DELIVERY", "SESSION PROTOCOL", and "ADMINISTRATIVE MESSAGES". There are very few differences in the FIX session layer between 4.0, 4.1, 4.2 and 4.3. There were significant changes from 2.7/3.0 to 4.0.

With the recent FIX 4.3 release, we divided the specification document up into 7 volumes. "Volume 2" contains all of the "FIX Session Protocol" details thus making it easier to understand the session layer and making it easier to contemplate using the application layer with an alternate transport mechanism. Volume 2 also contains the "FIX Session-level Test Cases and Expected Behaviors" document which has applicability for the Session Protocol across all 4.x versions.

All versions of the FIX specification can be found under "Specifications" on the FIX website and can be downloaded for free.

> Hi
>
> While looking at some exchanges’ documentation I see numerous references to a “Standard Session Handling” of 4.{0,1,2}. But I find no corresponding reference in the FIX documentation.
>
> What exactly does this mean? Are there multiple
> kinds of sessions in FIX? Could you point me to
> the document reference.
>
> Thanks a lot.
> -Dinesh
>
>

[ original email was from Matt Koehler - matt.koehler@transacttools.net ]
Hey Dinesh -

Once you’ve looked through the docs that scott mentions below, come to www.openfix.net - there’s a free implementation version of all of the scenarios in the session spec that scott talks about. you can hook your fix engine up to the openfix fix engine and test out your engine against it.

enjoy!

-matt
matt.koehler@transacttools.net

> The FIX Protocol consists of 2 parts:
> 1) an application layer (e.g. Message definition and order flow semantics)
> 2) a real-time session layer transport (e.g. connectivity and communications)
>
> The protocol specification documents for 4.0, 4.1 and 4.2 contain both pieces. Relevant sections for the session layer are (most of) “FIX MESSAGE FORMAT AND DELIVERY”, “SESSION PROTOCOL”, and “ADMINISTRATIVE MESSAGES”. There are very few differences in the FIX session layer between 4.0, 4.1, 4.2 and 4.3. There were significant changes from 2.7/3.0 to 4.0.
>
> With the recent FIX 4.3 release, we divided the specification document up into 7 volumes. “Volume 2” contains all of the “FIX Session Protocol” details thus making it easier to understand the session layer and making it easier to contemplate using the application layer with an alternate transport mechanism. Volume 2 also contains the “FIX Session-level Test Cases and Expected Behaviors” document which has applicability for the Session Protocol across all 4.x versions.
>
> All versions of the FIX specification can be found under “Specifications” on the FIX website and can be downloaded for free.
>
> > Hi
> >
> > While looking at some exchanges’ documentation I see numerous references to a “Standard Session Handling” of 4.{0,1,2}. But I find no corresponding reference in the FIX documentation.
> >
> > What exactly does this mean? Are there multiple
> > kinds of sessions in FIX? Could you point me to
> > the document reference.
> >
> > Thanks a lot.
> > -Dinesh
> >
> >
>

Dinesh,

FixConnect, a service of Silicon Summit Technologies, offers free FIX Session layer and Application layer certification and profiling services. Our free services are interactive with testing technicians and offer a very fast and efficient way to identify and/or fix both errors and usage variance compared to other common implementations.

Cheers!

Gideon

> Hey Dinesh -
>
> Once you’ve looked through the docs that scott mentions below, come to www.openfix.net - there’s a free implementation version of all of the scenarios in the session spec that scott talks about. you can hook your fix engine up to the openfix fix engine and test out your engine against it.
>
> enjoy!
>
> -matt
> matt.koehler@transacttools.net
>
> > The FIX Protocol consists of 2 parts:
> > 1) an application layer (e.g. Message definition and order flow semantics)
> > 2) a real-time session layer transport (e.g. connectivity and communications)
> >
> > The protocol specification documents for 4.0, 4.1 and 4.2 contain both pieces. Relevant sections for the session layer are (most of) “FIX MESSAGE FORMAT AND DELIVERY”, “SESSION PROTOCOL”, and “ADMINISTRATIVE MESSAGES”. There are very few differences in the FIX session layer between 4.0, 4.1, 4.2 and 4.3. There were significant changes from 2.7/3.0 to 4.0.
> >
> > With the recent FIX 4.3 release, we divided the specification document up into 7 volumes. “Volume 2” contains all of the “FIX Session Protocol” details thus making it easier to understand the session layer and making it easier to contemplate using the application layer with an alternate transport mechanism. Volume 2 also contains the “FIX Session-level Test Cases and Expected Behaviors” document which has applicability for the Session Protocol across all 4.x versions.
> >
> > All versions of the FIX specification can be found under “Specifications” on the FIX website and can be downloaded for free.
> >
> > > Hi
> > >
> > > While looking at some exchanges’ documentation I see numerous references to a “Standard Session Handling” of 4.{0,1,2}. But I find no corresponding reference in the FIX documentation.
> > >
> > > What exactly does this mean? Are there multiple
> > > kinds of sessions in FIX? Could you point me to
> > > the document reference.
> > >
> > > Thanks a lot.
> > > -Dinesh
> > >
> > >
> >
>

Dinesh

You can take a look at B2B ITS Corp free Testing Gateway together with our FIX Message Browser tool (http://fix.btobits.com).

This provides an ideal environment in which to test the sending and receiving of FIX messages.

Thanks
Jonathan Giles

jdg@btobits.com

> Hi
>
> While looking at some exchanges’ documentation I see numerous references to a “Standard Session Handling” of 4.{0,1,2}. But I find no corresponding reference in the FIX documentation.
>
> What exactly does this mean? Are there multiple
> kinds of sessions in FIX? Could you point me to
> the document reference.
>
> Thanks a lot.
> -Dinesh
>
>