CODEWITHSUNDEEP
fix-protocolquickfixj
dexter32
dexter32

Reputation: 83

QuickFIX/J - routing messages

  1. Hey, I'm working on redirecting FIX messages. My server is going to be a kind of proxy. If I receive any message, there will be tag 128 (DeliverToCompID) in header. I would like to do this mainly for messages like NewSingleOrder. Is it possible out of the box?
  2. OrderCancelReject, OrderCancelRequest, OrderCancelReplaceRequest - Should these messages also have this tag in their header or not?
  3. However, if after some time I get a message of the OrderCancelRequest type.... but.... this message will probably no longer have this tag (so sad) If not, it will mean that I have to store ClOrdID to find where I sent the order earlier? And then use this to find out where I sent the message before?
  4. If I already redirect a given order, but receive it from an external company, e.g. rejection, what is the best way to transfer it to the destination?

Thank you very much for the answers, unfortunately I am forced to ask here, due to the lack of widely available knowledge ... (as is not the case in other technologies)

Upvotes: 0

Views: 413

Answers (1)

Christoph John
Christoph John

Reputation: 3283

Additionally to the points that @TT. already provided:

Again, I don't exactly know what you mean by that last sentence. The FIX Trading Community is now even putting their specs on their website for everyone to read...

Please look here on how to use message routing: https://www.fixtrading.org/standards/fix-session-layer-online/#fix-message-routing

It even answers your question 3 (as @TT. already did):

Note that if OnBehalfOfCompID(115) or DeliverToCompID(128) message source identification/routing is used for a FIX session, then it must be used on all application messages transmitted via that session accordingly (reject the message if not).

Upvotes: 1

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