Order routing · session layer · FIX 4.2/4.4
📖 FIX Protocol
Notes on FIX 4.2/4.4 for securities systems — the tag=value message anatomy, session layer & sequence numbers, the order lifecycle (NewOrderSingle → ExecutionReport), 4.2 vs 4.4 differences, order state & recovery after disconnects, engine operations and multi-venue gateway architecture.
Sources: FIX 4.2/4.4 specification (fixtrading.org) · QuickFIX/J & QuickFIX/n docs · OnixS FIX dictionary · hands-on operational notes.
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