Imported from previous forum
Because of its affordability and relative performance, we are interested in using Microsoft MQ, MSMQ, as the middleware. I believe this is appropriate for the relatively lighter volume we are doing.
Nonetheless, a few questions:
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Is MSMQ considered appropriate for real-time financial trade transactions?
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Are there any reputable FIX engine vendors that have existing connectivity, integration with MSMQ?
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Our front-end is a VB6.0. Does anyone know how heavy or light the included components are as it relates to include MSMQ components in the VB app? Does MSMQ on the client side support call backs so we are handling executions/acks coming back to the client in a real-time, push, method rather than a query?
2.5 Do we have to distribute and install the MSMQ Independent client or dependent client files with each install or is the Microsoft Library, the DLL, enough?
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Do you have any experience on the number of connections , ACROSS THE INTERNET, that MSMQ can handle? There was a suggestion of using an IIS server to handle the connections we might need, 3000. Is there any benefit to having an IIS server standing infront of the que? Recall, we are using a VB app, not a browser process.
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It appears that Microsoft ties their Access Control (security), ability to get access to the MSMQ ques, to the workstation. We definately want and need authentication processes. Nonetheless, I doubt that any firm using our service bureau will turn over their users login/password for the terminal. That is, they will want to keep their internet username/password protected and simply ‘pass’ along, throughour VB app, a different username/password that matches our server-side authentication database, permitting access to the ques.
Is this possible? I read something about tokens, access lists, etc.
Thus, we want to ‘pass’ along from the APP, a distinct username/password that matches the server/control database, but still lets the firm keep their workstation login/username secret. Also, many WIN95 and WIN98 users dont use network logins. ie. they may be standalone machines on the internet.
if anyone knows someone who has experience in MSMQ, please have them give us a buzz at 201.791.6475 or email at steve@trademanage.com We could use the help and would be interested in offering consulting work or more permanent work. As well, we’d appreciate any advice you may have in this area.
Regards,
Steve Goldman
Trade Manage LLC
201.791.6475
steve@trademanage.com
[ original email was from Ryan Pierce - rpierce@taltrade.com ]
If you are interested in this, you may want to consider using FIXML.
FIXML defines just the message formatting and application logic, and is completely independent of the FIX session layer. You can then encapsulate FIXML messages inside whatever you choose, such as a standard FIX session, or middleware such as MSMQ or similar products by other vendors.