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I have a scenario in which a FIX server will send to multiple clients. I have found examples in which this is done by sending to each session round-robin fashion however, is there any facility in FIX that allows what might be called multicasting? I.e. all clients subscribe, for example, to a shared session.

Many thanks.

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FIX is not a multicast protocol so if you're talking about genuine FIX sessions with heartbeats and resend requests then no, you can't multicast that. If you just want to FIX encode some streaming data and multicast it, sure you can do that. socat makes multicasting easy.

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This appears to be one approach.

http://www.fixtradingcommunity.org/mod/file/view.php?file_guid=30528

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  • $\begingroup$ Hi user, welcome to Quant.SE! A quick glance tells me this is a useful answer but it would be great if you could elaborate for a bit. Do you have any experience with this? $\endgroup$ – Bob Jansen♦ Jan 2 '15 at 22:30

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