Messaging Middleware

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Imported from previous forum

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Is anyone using Messaging as their Fix middleware i.e. integrating MQ,Tibco into their Fix Engine.

We are trying to do that but the format that you assemble messages in i.e.

msg.append Fieldname,value

means that it is very difficult to assemble the checksum value (As you don’t have a traditional
35=6 type structure.

Anyone have any ideas?

Thanks

Robert

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[ original email was from Ryan Pierce - rpierce@taltrade.com ]
> Anyone have any ideas?

By using a messaging system, you are using just the FIX application layer, and not the FIX session layer. I consider fields like BeginString, BodyLength, MsgSeqNum, and Checksum to be more a part of the session layer than the application layer; they are irrelevant if you aren’t using a FIX session.

You may want to consider the FIXML spec. All of those fields have been removed from FIXML; a FIXML message just contains application data, and it is up to some underlying mechanism to ensure that the data is reliably delivered in sequence, and that the data is not corrupted in transit. While there are extensions to encapsulate a FIXML message inside a standard FIX session, it also seems logical that a messaging system, like MQ, Tibco, or MSMQ could be used instead.

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I think you have to analyze what you are trying to accomplish. Generally messaging middleware is best suited for intra vs. inter-company processing. If you think of your FIX engine as simply wrapping and transmitting content (and the reverse), then you shouldn’t need to worry about all of the standard header and trailer fields for your pub/sub architecture.

> Is anyone using Messaging as their Fix middleware i.e. integrating MQ,Tibco into their Fix Engine.
>
> We are trying to do that but the format that you assemble messages in i.e.
>
> msg.append Fieldname,value
>
> means that it is very difficult to assemble the checksum value (As you don’t have a traditional
> 35=6 type structure.
>
> Anyone have any ideas?
>
> Thanks
>
> Robert
>