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Brokerage Integration Framework
I'm working on a system and am currently designing a common Broker API and wanted to get some input on a question I have regarding 1 Account -> 1 Broker Connection or Many Accounts -> 1 Broker Connection because it has an impact on how I design the overall system.
Does it make sense to open on broker connection for each account even if two accounts are from the same brokerage firm or does it make sense to have one broker connection for all my accounts at a brokerage firm? Is the FIX protcol built around the design that one connection has access to multiple accounts?
Thanks for any input. - WaveTrader007
Re: Brokerage Integration Framework
Quote from wavetrader007:
Is the FIX protcol built around the design that one connection has access to multiple accounts?
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