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The primary job of the IceFIX Bridge is to relay messages from IceFIX Clients to the connected acceptor, and relay messages from the acceptor to the IceFIX Clients. For filtered clients, the IceFIX Bridge ensures that only FIX messages that are replies to the client's client’s requests are forwarded. Unfortunately, the FIX protocol does not make this convenient, as there are no standard header fields that can be used for this purpose.
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In theory, any message that contains a CLOrdId in the request and the same CLOrdId in the reply can be routed. However, only the above message types have been tested.
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