Imported from previous forum
[ original email was from David Hu - wof39@hotmail.com ]
My colleagues from the network group want to know if there are any requirments/recommendations in the FIX protocol regarding network setup (e.g. firewall setup and configuration etc…)
Any ideas are appreciated.
[ original email was from Chris Lambert - chris.lambert@emx.co.uk ]
>… requirements/recommendations in the FIX protocol regarding network setup, e.g. firewall setup and configuration etc…
Standard FIX just uses vanilla TCP/IP and you allocate your own port numbers - there are no registered "well known" ports for FIX. You may choose to run FIX via SSL over TCP/IP - but the same applies.
Chris Lambert
chris.lambert@emx.co.uk
http://www.emx.co.uk
Also, one side (usually the sellside) must listen and accept the TCP socket connection while the other side (usually the buyside) opens the socket initiating the FIX session. This means that the acceptor’s network configuration must listen on a specific TCP port number (of your own choosing) and allow for an “inbound” socket request. The initiator’s network configuration must allow for the “outbound” socket request. This generally means that the network setup is a bit more complicated for the acceptor (sellside). The socket remains established throughout the day vs. a quick-open-and-close type socket used on demand for such protocols as http, ftp, etc.
Those are the basic application-level requirements. There are multiple ways to implement this and thus no single recommendation.
> >… requirements/recommendations in the FIX protocol regarding network setup, e.g. firewall setup and configuration etc…
>
> Standard FIX just uses vanilla TCP/IP and you allocate your own port numbers - there are no registered "well known" ports for FIX. You may choose to run FIX via SSL over TCP/IP - but the same applies.
>
> -------
> Chris Lambert
> chris.lambert@emx.co.uk
> http://www.emx.co.uk
>
>
Hi,
Typically, the FIX hosts are static IP addresses within site LAN’s. Connecting one customer side LAN to another, either internally or over a Service Provider such as ourselves should be relatively straightforward.
There is a challenge when the Buy & Sell side Hosts are within different LAN’s, and more commonly different customers.
There is typically a Firewall infrastructure inbetween the IP LAN’s and given the hosts connect over a port session, static routes commonly need to be applied on the relevant routers to ensure end-to-end connectivity through the Firewall policies.
It can be a tricky area to control, but it’s probably worth a mention.
Kind regards, Alan.
> Also, one side (usually the sellside) must listen and accept the TCP socket connection while the other side (usually the buyside) opens the socket initiating the FIX session. This means that the acceptor’s network configuration must listen on a specific TCP port number (of your own choosing) and allow for an “inbound” socket request. The initiator’s network configuration must allow for the “outbound” socket request. This generally means that the network setup is a bit more complicated for the acceptor (sellside). The socket remains established throughout the day vs. a quick-open-and-close type socket used on demand for such protocols as http, ftp, etc.
>
> Those are the basic application-level requirements. There are multiple ways to implement this and thus no single recommendation.
>
> > >… requirements/recommendations in the FIX protocol regarding network setup, e.g. firewall setup and configuration etc…
> >
> > Standard FIX just uses vanilla TCP/IP and you allocate your own port numbers - there are no registered “well known” ports for FIX. You may choose to run FIX via SSL over TCP/IP - but the same applies.
> >
> > -------
> > Chris Lambert
> > chris.lambert@emx.co.uk
> > http://www.emx.co.uk
> >
> >
>