I am working on a solution to send FIX messages generated for trades done to a third party system using quick fix java library. Third party system will some times send back response for these messages or messages related to these after some time.
My understanding is that I just need to start the SocketInitiator to connect to the third party server and send the messages using send method in session. When server sends the message back, I will get the callback in the Application class toApp method.
Is my understanding correct or do I need to start the SocketAcceptor in another session to receieve the messages from third party server.
Your understanding is correct. The SocketInitiator should be enough.
You can take a look at the Banzai example that comes with the QuickFIX/J library. You will see your understanding confirmed in Banzai.java.
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