fix-protocol

I am new in the FIX world. I am writing an application processing FIX messages in Java and for that I am using QuickFix/J. I have downloaded the DataDictionary from the homepage ( http://quickfixengine.org/ ). I am using the version 4.4 In the xml-file exists groups and components. But a component can contain groups again. What's the exact differnce between them? Thanks for your help!! Components aren't really... things. They're like macros in the FIX DataDictionary. Many messages need the same set of fields, so instead of specifying the same fields in every message, the DD defines a component

Well I assume this is more theoretical question for those who familar with hft. I receive orders from FAST and process them. I receive about 2-3 thousands orders per second. The question is if I should try to process them synchronous or asynchronous. Every time I receive next order I need to do following: update orderbook of corresponding instrument update indexes and indicators that depends on that order update strategies and schedule some actions if required (buy/sell something etc.) To do that synchronous I have about 200-300 µs (to be able to process 3000 orders per second). That should be

I have a process between the Sell side client and an exchange that does currency conversons. There are two FIX adapters - one recieving the messages from the sell side and serving the messages to the process. And another FIX engine that takes the messages from the process and sends them in FIX to the exchange. Every FIX message has a unique sequence number dented by tag 34. However, it seems that each of these FIX engines has a INCOMING SEQUENCE number (what FIX engine is expecting for counter party) and an OUTGOING SEQUENCE NUMBER (what FIX engine is sending to counter party). Are these

I'm using Quickfix/J to receive the message but "Sent test request TEST" happen. The log file (FIX.4.2-A-B.event.log)shows that: 23:19:05: Sent test request TEST 23:19:32: Disconnecting: Timed out waiting for heartbeat 23:19:33: Initiated logon request 23:19:44: Disconnecting: Timed out waiting for logon response 23:19:45: Initiated logon request 23:19:56: Disconnecting: Timed out waiting for logon response ... But I find something in another log file(FIX.4.2-A-B.message.log): 8=FIX.4.2|9=68|35=1|34=250|49=A|52=20140224-23:19:05.909|56=B|112=TEST|10=106 8=FIX.4.2|9=74|35=0|49=B|56=A|43=N|34

I am new to quickfix (I'm a student trying to teach myself), and have downloaded the examples from quickfix.org (in c++) and have been able to connect ordermatch to tradeclient and get them talking to each other. I changed the config file for ordermatch to allow multiple clients and got that working (ordermatch can receive orders from multiple clients and manage the order book). I have been trying to find a way to alter ordermatch to send it's confirm messages to ALL clients, not just the sender. I have a seperate implementation of a limit orderbook and want to crack the incoming messages