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We are currently working on a FIX connection, whereby data that should only be validated can be marked. It has been decided to mark this data with a specific TargetSubID. But that implies a new session.

Let's say we send the messages to the session FIX.4.4:S->T. If we then get a message that should only be validated with TargetSubID V, this implies the session FIX.4.4:S->T/V. If this Session is not configured, we get the error 

Unknown session: FIX.4.4:S->T/V

and if we explicitly configure this session next to the other, there is the error

quickfix.Session – [FIX/Session] Disconnecting: Encountered END_OF_STREAM

what, as bhageera says, is that you log in with the same credentials.

(...) the counterparty I was connecting to allows only 1 connection per user/password (i.e. session with those credentials) at a time.

I'm not a FIX expert, but I'm wondering if the TargetSubID is not just being misused here. If not, I would like to know how to do that. We develop the FIX client with camel-quickfix.

Yannick
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2 Answers2

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It's up to the counterparties - sometimes Sender/TargetSubID are considered part of the unique connection, sometimes they distinguish messages on one connection.

Does your library have a configuration option to exclude the sub IDs from the connection lookups? e.g. in QuickFix you can set the SessionQualifier.

dsolimano
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It depends a lot on what you system is like and what you want to achieve in the end.

Usually the dimensions to assess are:

  • maximising the flexibility
  • minimising the amount of additional logic required to support the testing
  • minimising the risk of bad things happening on accidental connection from a test to a prod environment (may happen, despite what you might think).

Speaking for myself, I would not use tags potentially involved in the sesson/routing behavior for testing unless all I need is routing features and my system reliably behaves the way I expect (probably not your case).

Instead I would consider one of these:

  • pick something from a user defined range (5000-9999)
  • use one of symbology tags (say Symbol(55)) corrupted in some reversible way (say "TEST_VOD.L" in the tag 55 instead of "VOD.L")

A tag from a custom range would give a lot of flexibility, a corrupted symbology tag would make sure a test order would bounce if sent to prod by accident.

For either solution you may potentially need a tag-based routing and transformation layer. Both are done in couple of hours in generic form if you are using something Java-based (I'd look towards javax.scripting / Nashorn).

bobah
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  • I am now convinced that it is better to provide a separate test session than to submit test data via a productive session. However, since the question referred to a single session, this answer is the best one. Maybe there are use cases, but I would not recommend it. – Yannick Oct 11 '19 at 12:12