Threading Model

The FIX Engine creates receiving and sending threads for each session instance when there is an active FIX connection. The receiving thread receives and processes incoming messages. The MessageGrouping parameter affects the sending process. If the parameter is 0 (by default) or 1, the Engine tries to send a message from the thread that calls the Send(IMessage) method (the application thread).

If the message cannot be sent to the network immediately, the Engine stores it in the outgoing queue for the subsequent sending by the sending thread. If the parameter exceeds 0, the Engine stores the message in the outgoing queue and then sends it from the sending thread.

The following table explains which callbacks could be called by each thread.

Event	Application thread	Sending thread	Receiving thread
BytesReceived	No	No	Yes
Error	Yes	Yes	Yes
InboundApplicationMessage	No	No	Yes
InboundSessionMessage	No	No	Yes
MessageResending	No	No	Yes
ResendingStarted	No	No	Yes
ResendingFinished	No	No	Yes
MessageSending	Yes	Yes	Yes
OutboundApplicationMessage	Yes	No	Yes
OutboundSessionMessage	Yes	Yes	Yes
StateChanged	Yes	Yes	Yes
Warning	Yes	Yes	Yes