Maximum message length supported by FI X engines

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Imported from previous forum

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[ original email was from Jim Kaye - jim.kaye@gs.com ]
**** TO VENDORS/SUPPLIERS OF FIX ENGINES***

This message is to all suppliers of FIX engines and is being asked on behalf of the FIX Allocations Working Group.

The FIX Allocations Working Group is investigating whether there is a need for use of fragementation logic in allocation messages. This feature is supported in the 4.4 protocol, though we want to ascertain whether allocation messages could actually be big enough to warrant its use.

So I have two questions for you:

  1. Does your FIX engine have a maximum message size? And are there any implications with handling large messages (e.g. latency, recoverability, log file sizes and the like)?

  2. Does your FIX engine handle message fragementation automatically (as laid out in the FIX 4.4 allocation instruction, as well as certain other types of message)? In other words, will your engine handle fragmented messages and batch them up such that the end user only sees a single message? And will it ‘defragment’ outbound messages automatically in a similar manner?

Many thanks in advance for your help. If you wish so submit a private response, please do so at jim.kaye@gs.com. Please also let me know if you wish the full details of your response to be disclosed to the allocations working group/and or FIX membership in general.

Best regards,

Jim.