http://stackoverflow.com/questions/35133331/difference-between-session-dialog-and-transaction-in-sip

http://sipforum.org/pipermail/discussion/2007-August/003046.html

http://stackoverflow.com/questions/34562635/difference-between-dialog-and-session-in-sip

Transactions

A transaction consists of a Request, any non-final (1xx) Responses received, and a final Response (2xx, 3xx, 4xx, 5xx, or 6xx), as well as the acknowledgements of the Responses (ACK or PRACK), except for ACKs to 2xx Responses. For example:

SIP peer A sends an INVITE Request to SIP peer B
SIP peer B returns a Response of TRYING; this is a non-final Response, so the transaction is not completed yet
SIP peer B returns OK (a final response), accepting the invitation; this completes the transaction

Basically, one complete Request-Response.

Dialogs

A dialog is just a series of transactions between two SIP peers. The purpose of a dialog is to setup, possibly modify, and then teardown a session. Hence the name Session Initiation Protocol. Since there could be many dialogs in progress between two SIP peers at any time (e.g. there could be many simultaneous calls in progress between two SIP servers), dialogs are identified by the From, To, and Call-ID fields in the header. So if SIP peer A gets two BYE Requests at the same time, it can look at these fields to determine which dialog they belong to. 
A typical set of transactions you might see in a dialog could include:

SIP peer A invites SIP peer B to a session and suggests a certain codec, but does not include authentication and so is rejected
SIP peer A again invites SIP peer B to a session, this time supplying authentication, and the invitation is accepted
SIP peer B sends an invitation to change the codec used, and it is accepted
SIP peer A ends the session

Sessions

A session is just a media stream (e.g. audio or video) flowing between peers, usually consisting of RTP (and possibly RTCP) packets. For example, if SIP is used to make a voice call, the session is the voice data that is sent between endpoints.

To answer the question do you need all three together, you need transactions and dialogs in order to create sessions, and sessions are the whole point of the protocol

Here is a link to a thread that contains examples of dialogs and transactions.

Since there can be many dialogs in progress at a time between two peers (e.g. many calls in progress between two SIP servers), these tags just serve to identify which dialog a particular request or response belongs to.

======================

A transaction refers to a fundamental unit of message exchange. It
basically includes a request-response cycle. Dialog represents a peer-to-peer relationship between two user
agents.It is usually created through generation of "non-failure"
responses to request. e.g. Example-1: UAC UAS
---INVITE (a)--->
<--100 Trying (b)-----
<---200 OK (c)-------- ---ACK (d)---------------> <-----BYE(e)----------------
----200OK (f)------------------> In the example 1, (a) to (c) are one transaction. (d) is second
transaction and (e)& (f) constitute third transaction. Together, these three transaction constitute one dialog Example-2: UAC UAS
-----INVITE (g)----->
<---100 Trying-(h)----
<--486 Busy (i)------
---ACK (j)-------------> In the example-2, the messages from (g) to (j) constitute one
transaction. This is a "no-dialog" scenario. A session refers to the exchange of media between two or more Endpoints.
Also, there can be dialogs without SIP sessions. =====================
From RFC 3261
Dialog: A dialog is a peer-to-peer SIP relationship between two UAs that persists for some time. A dialog is established by SIP messages, such as a 2xx response to an INVITE request. A dialog is identified by a call identifier, local tag, and a remote tag. A dialog was formerly known as a call leg in RFC 2543.
  Session: From the SDP specification: "A multimedia session is a
set of multimedia senders and receivers and the data streams
flowing from senders to receivers. A multimedia conference is
an example of a multimedia session." (RFC 2327 [1]) (A session
as defined for SDP can comprise one or more RTP sessions.) As
defined, a callee can be invited several times, by different
calls, to the same session. If SDP is used, a session is
defined by the concatenation of the SDP user name, session id,
network type, address type, and address elements in the origin
field.

In my own words: A SIP dialog refers to the signaling relationship between two peers. A SIP dialog can be used to establish calls (INVITE), but there are other SIP methods that could establish a dialog (e.g. SUBSCRIBE)

A (multimedia) session is exchanged through a SIP dialog initiated by an INVITE method, using the SDP offer/answer (see RFC 3264)

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