Imported from previous forum
Hi,
I am new in FIX and want to connect to the two FIX server to feed the market data. I think, its enough to add two session in the configuration file. But how FIX engine behave? Does it run two threads and each will call the application objects? Means, my function onMessage (MarketDataSnapshotFullRefresh) will be called for both server’s market data feed. So does it synchronized or synchronized call?
Please suggest be if anyone have done it.
Also suggest be any book or pdf link for FIX tutorial.
Thanks
Your question seems to be specific for the FIX engines that are being used. Suggest you provide more detail on the software being used for the FIX engine and the FIX generation (4 or 5) that you want to support. Your question may be unrelated to the standard as such. Have a look at the FIX specs (http://www.fixtradingcommunity.org/pg/structure/tech-specs/transport-layers-for-fix) for details on the FIX session layer.
Regards,
Hanno.