title: Architecture diagram involving the flow of data between trading engine, order routing engine,quickfix and the exchange
body: <p>If I write an order routing system based on QuickfixJ, can I just start submitting my trades to an exchange? Or do I need to register myself with the exchange or get permission or something like that? </p>
  
  <p>I am not able to understand how QuickfixJ, the order routing system, the actual trading engine and the exchange fits together. Any online architecture diagram would be very helpful for how these components fit together.</p>