FIX session & FIX ports

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Imported from previous forum

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My company is a sell-side broker using my vendor’s proprietary FIX engine. Whenever I got a new FIX client, a new network port for FIX connection is assigned to the new client. Can a FIX engine connect to multiple clients using a universal port number? What is the industry best practice?

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My company is a sell-side broker using my vendor’s proprietary FIX
engine. Whenever I got a new FIX client, a new network port for FIX
connection is assigned to the new client. Can a FIX engine connect to
multiple clients using a universal port number? What is the industry
best practice?

All of the FIX engines I have used support multiple connections on one port. I have seen instances where a broker accepts multiple sessions from different clients on one port but you must bear in mind the authentication requirements that this would bring up. (i.e. make sure that SSL authentication for example is tied in with compid authentication).

James

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[ original email was from John Prewett - jprewett@lavatrading.com ]
> My company is a sell-side broker using my vendor’s proprietary FIX

engine. Whenever I got a new FIX client, a new network port for FIX
connection is assigned to the new client. Can a FIX engine connect to
multiple clients using a universal port number? What is the industry
best practice?

I’m not sure what you are referring to by the term “network port”, so I will skip that one.

On the subject of IP ports and their typical usage with FIX engines that themselves use TCP, I am able to explain.

If the FIX engine is using TCP (most are), then standard TCP rules apply concerning port usage. Each session uses two ports.

  1. One port is used by the FIX session initiator (the one who is responsible for establishing the session). This port number is typically dynamically assigned by the network (sockets) layer and is most times of little consequence.

  2. One port is used by the FIX session acceptor (the one who gets connected to by the session initiator). This port number is given a specific number (by whom? Maybe your network administrator can advise).

If all your clients establish the connection to you , you should be able (with most FIX engines) to accept all these sessions on a single port.

If however you establish a session to each of your clients, then the port number you use must be unique per FIX session (although that should typically be dynamically assigned) and the port number (and Ip address) you connect to must be given to you by each client.

I hope this helps.

JohnP