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From Asanka Abeysinghe <>
Subject FIX Session creation with the message delivery endpoint.
Date Fri, 27 Jun 2008 05:35:05 GMT

Synapse maintain two FIX sessions to connect FIX endpoints (see the 
attached diagram, session A and session B). Session with initiator 
(session A) created in the startup process of synapse (if the initiator 
up and running) or as soon as the initiator comes up. But the session 
with the acceptor (session B) creates when synapse sends the ***first** 
*message to the target endpoint. So the first transaction will take 
additional time to deliver [1].

For a normal trader this will be not an issue because a trader will post 
trades in the pre-opening session of the market before the market opens. 
But the issue comes when the sessions have to re-connect during the 
open-market. We cannot assume the session(s) connects in few seconds, 
there might be network delays and hand shaking issues (sequence number 

I think the current implementation of the session handling is a design 
decision because that describes in the user documentation.

Asanka A.

[1] delivery time of the first transaction = message marshal/ marshal 
time of synapse + FIX session creation time + network latency

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