FIX over MQSeries

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Imported from previous forum

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[ original email was from Bernt Sandén - bernt.sanden@om.com ]
Hi,

Is there any ongoing work in FPL regarding sending FIX over MQSeries? Any experience?

3

[ original email was from Brian Gay - brian.gay@transacttools.net ]
Hi Bernt,

TransactTools’ TCM5 messaging server can do exactly this. I’ve sent you an email off-line to discuss further.

Regards,
Brian

Hi,

Is there any ongoing work in FPL regarding sending FIX over MQSeries?
Any experience?

4

Hi,

as far as memory serves me…

the FIxml version does not include an admin/session level set of messages exactly for that reason.

Hi,

Is there any ongoing work in FPL regarding sending FIX over MQSeries?
Any experience?

5

[ original email was from Matt Simpson - msimpson@cme.com ]
Bernt -
FPL has done quite a bit of work with MQSeries and FIXML - tag=value would be handled similarly. MQSeries manages the session layer so that a FIX session is not necessary. It is the de facto transport for FIXML in the US listed derivatives area and used heavily by CME, OCC and their member firms. FPL, the FIA, and IBM have collaborated on a user’s guide which describe MQ Series Best Practices. I’ve attached the link below. Let me know if you have more questions.
http://fixprotocol.org/documents/1869/MQStandardizationrequirements5.doc

Hi,

Is there any ongoing work in FPL regarding sending FIX over MQSeries?
Any experience?

6

[ original email was from G.Vijay Kumar - evervj.extras@gmail.com ]
yes,
http://fixprotocol.org/documents/1869/MQStandardizationrequirements5.doc
gives nice idea about the MQ series based implementation.

I have worked on FIX with MSMQ. Actually this is very simple implementation.
I maintained only
Test Request
Resend Request
Reject
Sequence Reset
Logout
Logon
There is no heart beat message at fix session level. Rest of them are transaction messages like new order single request etc.
i will serialize the fix message and put it in the remote Queue. client will read it and process it.