FIX Protocol Session Connectivity
Hi guys, in this post I would like share my experience with financial information exchange (FIX) Connections which is essential to setup FIX connectivity for trading purposes. Financial information exchange (FIX) Connections used in both Client Connectivity and Exchange connectivity space (in case exchange supports financial information exchange (FIX) Protocol or you are connecting to any broker via FINANCIAL INFORMATION EXCHANGE (FIX) Protocol).
So whenever a new client comes on board a new Fix Session will be needed for him who will be identified by host, port and comp ids e.g. SenderCompID and TargetCompID. Before you setup a new financial information exchange (FIX) session in your fix engine you will need to require network connectivity between client's network and your network, this usually done by network team and for security reasons some firewall rules also needs to be setup. While working on this part you may face several network connectivity issue based on what are you choosing e.g. Radianz, VPN or internet.
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