Abstract: A system providing methods for transmission of messages conforming to a financial protocol, such as the Financial Information Exchange (FIX) protocol, which requires a particular message sequencing is described. When one or more messages are received for transmission over a communication channel which does not itself provide support for such message sequencing (e.g., SWIFTNet), an identifier is assigned to each message. This identifier is based upon a particular session and a message sequence number within this session. The message is then transmitted over the communication channel. Upon receipt, the message is placed in sequence to provide the particular message sequencing required by the financial protocol. Proper sequencing is based upon the identifier assigned to each message. The same methodology may be used for transmission of multiple messages from a plurality of sessions over one or more communication channels. Methods for splitting messages between multiple communication channels are also described.