The Lab

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This page sets out the key aspects of establishing and managing sessions between a Whisperer Enterprise Client and a Feed Handler.

Table of Contents


Logon

A FIX session is only fully established when the following stages are complete:

  • Establishing a connection (typically, but not always, involving the creation of a TCP socket connection).
  • Authentication: Implemented via the exchange of FIX Logon messages.
  • Synchronization: Identification of lost/untransmitted messages and retransmission as necessary by either or both sides,
  • Verification: Exchange of TestRequest and Heartbeat messages to explicitly confirm correct session establishment.


Authentication & Authorization

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