Versions Compared

Version Old Version 4 New Version Current
Changes made by

Yaroslav Melyn

Yaroslav Melyn

Saved on

Key

  • This line was added.
  • This line was removed.
  • Formatting was changed.

Table of Contents

FIX session configuration

FIX session attributes can be divided into three groups:

  • Static configuration
  • Dynamic state
  • Dynamic attributes

To create a new session

Table of Contents

FIX Session Configuration

FIX Session attributes can be divided into three groups:

  • Static configuration
  • Dynamic state
  • Dynamic attributes

To create a new Session configuration, define the static attributes such as:

  • Identification parameters
  • Specific parameters of the initiator Initiator and acceptor sessionsAcceptor Sessions
  • Others

Parameters The parameters of static configuration define the initial parameters for the dynamic parameters. The static configuration can be changed when the current FIX session Session is not connected. The parameters of the static configuration can be modified at any time. If the session Session is connected, the changes are stored in the database and only the latest changes are applied when the session Session becomes disconnected.

Dynamic A dynamic state exists only when the session Session is connected. FIXICC H2 handles the events which are happened during the endpoint's life cycle. These events come from the FIXEdge serverServer. For the dynamic state, the sequence of events is important for tracking.

Dynamic attributes also exist only when the session Session is connected. FIXICC H2 checks the state of these attributes in a configured time interval. The set of metrics depends on the type of FIXEdge serverServer. For the dynamic attributes, the snapshot at the moment is important.

Static FIX

...

Session Configuration

  1. Select a server Server to add a new session Session configuration to.
    Image RemovedImage Added
    Figure. Selecting the server Server from the list.

  2. Go from the Servers page to the Server Sessions page by:
    • Clicking FIX in the View drop-down menu on the top panel Servers page (item 1 in the figure above).
    • Clicking the server name item Server Name in the navigation menu on the left-side and FIX under the server name Server Name (items 2 & and 3 in the figure above).
    • Double-clicking the selected server Server configuration.
  3. Then FIXICC H2 open opens the page with the list of sessions list configured for the selected serverServer.
    Image RemovedImage Added
    Figure. The

...

  1. Server Sessions list.

Adding a

...

New FIX

...

Session Configuration from

...

Scratch

To add a new session Session from scratch:

  1. Press Add.
    Image RemovedImage Added
    Figure. Add a session Session from scratch.

  2. Choose the new session role from the Add drop-down menu:
    • The initiator Initiator is responsible for establishing the connection (TCP/IP) and sends sending the first Logon message to message to the Acceptor. There is a set of parameters for initiator sessionsInitiator Sessions.
    • The acceptor performs Acceptor performs authentication and replies with the confirming Logon message to the Initiator as a declaration that the FIX session has Session has been established. In case of a connection failure, the Acceptor waits until the Initiator initiates reconnection. There is a set of parameters for acceptor sessionsAcceptor Sessions.

You can also create a new session configuration by:

  1. Clicking Create Acceptor Session or Create Initiator Session in the context menu.
  2. When you select a new session role, FIXICC H2 opens the New sessionSession page.

Create an

...

Acceptor Session

To create a new acceptor sessionAcceptor Session:

  1. Select Acceptor from either:
    • The Add drop-down button (item 1 in the figure below)
    • The context menu (item 2 in the figure below)
    • Image Removed

    • Image AddedFigure. The Add Acceptor Session option.

  2. FIXICC H2 opens the New session for a new acceptor session

...

  1. Acceptor Session.
    Image Added
    Figure. Acceptor

...

  1. Session parameters.

The acceptor session Acceptor Session allows setting the Reset Threshold parameter.

Create an

...

Initiator Session

To create a new initiator sessionInitiator Session:

  1. Select Initiator from either:
    • The Add drop-down button (item 1 in the figure below)
    • The context menu (item 2 in the figure below)
      Image Removed
      Image Added
      Figure. Add an initiator sessionInitiator Session.

  2. FIXICC H2 opens the New sessionSession page for a new initiator sessionInitiator Session.

The initiator session Initiator Session has a specific, mandatory set of parameters to establish a connection:

  • Host - Defines the network IP address of the computer to which the connection is established
  • Port - Defines the port network number on the computer to which the connection is established
  • HeartbeatInterval - Defines the heartbeat interval (seconds) – a time interval between Heartbeat messages. The recommended value is 10 seconds for dedicated connections or private networks. Trading connections via the internet Internet requires calibration. '0' means that no Heartbeat messages will be sent.

You can see the parameters in the figure below.

Image RemovedImage Added

Figure. Initiator session Session parameters.

Complete adding a new

...

Session configuration

After you've defined the mandatory connection parameters (Host,Heartbeart Heartbeat Interval, and Port), define the mandatory identification parameters that are highlighted in red in the figure above:

  • Name - unique session identifier.
  • SenderCompID - the key parameter for purposes of session identification.  Sets   Sets the value of SenderCompID the SenderCompID (49) tag in outgoing FIX messages.
  • TargetCompID - the key parameter for purposes of session identification. Sets the value of the TargetCompID (56) tag in outgoing FIX messages.
  • FIX Version - identifies the session-level FIX protocol version of a message. Sets the value of TargetCompID the BeginString (568)  tag in outgoing tag in outgoing FIX messages.FIX Version 
  • AppVersion - identifies the beginning application-level FIX protocol version of a message and the protocol version (Tag = 8). Sets the value of the ApplVerID (1128) tag in outgoing FIX messages. Required if FIX Version is set to FIXT.1.1.

You can find the full list of session parameters and descriptions here: on the FIX session configuration for FIXEdge Java page.

After specifying all the details, you have the following options:

  • Save the new session configuration by clicking OK.

  • If all mandatory parameters are specified and the Name, SenderCompID, and TargetCompID valuesare unique, then a new session Initiator Session is added to the selected server Server and FIXICC H2 displays the sessions table including the new session Session configuration.

    Noteinfo

    If the session name Session Name is not unique, FIXICC H2 displays the error form with the message "'Session <session-name> already exists"'.
    Image RemovedImage Added

    If the session SenderCompID and TargetCompID are not unique, FIXICC H2 displays the error form with the message "'Session with <SenderCompID> and <TargetCompID> already exists"'.

    Image Removed

    Image Added

    When you click the X button, FIXICC H2 displays the New sessionSession page again to change the duplicated parameters.

    If mandatory parameters aren't specified, FIXICC H2 displays the alert form:

    Image Removed

    Figure. The alert form for empty session mandatory parameters.

    Image Added

    After the alert form is hidden, FIXICC H2 displays the New

    session

    Session page again to fill in the mandatory parameters.

  • Cancel the operation by clicking Cancel. Then FIXICC H2 displays the sessions table without changes.
  • Leave the page. If you edited the session parameters, FIXICC H2 displays the following warning form:
    Image Removed
    Figure. The warning form. 
    Image Added

FIXICC H2 offers the following options:

  • Save the entered values as a new session Session configuration.
    Then a new session Session is added to the selected server Server and FIXICC H2 displays the sessions table, including the new session Session configuration.
  • Skip the changes by clicking Don't save.
    The new session Session configuration won't be added. FIXICC H2 displays the sessions table without changes.
  • Stay on the New session by Session page by clicking Cancel.
    FIXICC H2 displays the New session to Session page to continue the editing.

Cloning an

...

Existing FIX

...

Session Configuration

You have the ability to create a new session Session by cloning an existing one and changing the unique parameters.

  1. To clone a sessionSession, select the session Session from the session list and click Clone.

Image Removed

...

  1. Image Added

           Figure. The Clone button.

orOR

  1. Go to the Session Dynamic State page.
  2. Click the Clone item from the additional menu :

...

  1. on the Session page of the particular Session.
    Image Added

Figure. The Clone item from the additional menu.

FIXICC H2 copies the selected session Session parameters to a new session and displays the New session with Session page with the fields filled with the values from the selected sessionSession.
Image RemovedImage Added

Figure. Cloned sessionSession.

Noteinfo

A cloned session Session is added with the same identification parameters as the original sessionSession.

You have the same options as you'd see when a new session is created from scratch:

  • Save a new session Session configuration by clicking OK.

  • If all mandatory parameters are specified and the Name, SenderCompID, and TargetCompIDare unique, then a new session Session is added to the selected server Server and FIXICC H2 displays the sessions table including the new session Session configuration.

    Noteinfo

    If the session name Session Name is not unique, FIXICC H2 displays an the error form with the message "'Session <session-name> already exists"'.
    Image RemovedImage Added

    If the session SenderCompID and TargetCompID are not unique, FIXICC H2 displays an the error form with the message "'Session with <SenderCompID> and <TargetCompID> already exists";'.

    Image Removed

    Image Added

    When you click the the X button, FIXICC H2 displays the New sessionSession page again to change the duplicated parameters.

    If mandatory parameters aren't specified, FIXICC H2 displays the following alert form:

    Image Removed

    Figure. The alert form for empty session mandatory parameters.

    Image Added

    After the alert form is hidden, FIXICC H2 displays the New

    session page again to fill in the mandatory parameters

    Session page again to fill in the mandatory parameters.

    Cancel the operation by clicking Cancel. Then FIXICC H2 displays the sessions table without changes.

  • Cancel the operation by clicking Cancel. Then FIXICC H2 displays the sessions table without changes.
  • Leave the page. If you edited the session Session parameters, FIXICC H2 displays the following warning form:
    Image Removed
    Figure. The warning form. 
    Image Added

FIXICC H2 offers the following options:

    • Save the entered values as a new
    • session
    • Session configuration.
    • A
    • Then a new
    • session
    • Session is added to the selected
    • server
    • Server and FIXICC H2 displays the sessions table, including the new
    • session
    • Session configuration.
    • Skip the changes by clicking
    • the
    • Don't save.
      The new
    • session
    • Session configuration won't be added. FIXICC H2 displays the sessions table without changes.
    • Stay on the New
    • session page by
    • Session page by clicking Cancel.
      FIXICC H2 displays
    • the New session page to continue the
    • the New Session page to continue editing.

Modifying an

...

Existing FIX

...

Session Configuration

You have the ability to edit an existing session Session configuration.

  1. Select the session Session from the sessions list configured for the serverServer.
    Image RemovedImage Added
    Figure. Edit session.

  2. Select one of the following options to edit the sessionSession:
    • Click Edit on the top panel (item 1 in the figure above)).
      OR
    • Select Edit in the context menu (item 2 in the figure above).
  3. Start editing the session Session by pressing Ctrl+E on your keyboard.

orOR

  1. Go to the Session Dynamic State page.
  2. Click the Edit item from the additional menu:.
    Image Added Image Removed
    Figure. The Edit item from the additional menu.
  3. FIXICC H2 displays the Modify sessionSession page. You can change selected session Session static parameters.
    Image RemovedImage Added
    Figure. Modify session.
  4. After you finished finish the changes, follow the same flow as when a new session Session is created:

    • To save the changed session Session configuration, click OK.

    • If all mandatory parameters are specified and the SenderCompID and TargetCompID  TargetCompIDare unique, then the session Session is modified and FIXICC H2 displays the sessions table including the modified session Session configuration.

      note
      Noteinfo

      If the Session SenderCompID and TargetCompID are not unique, FIXICC H2 displays an the error form with the message "'Session with <SenderCompID> and <TargetCompID> already exists" (example below)Image Removed'.

      Image Added

      When you click the the X button button, FIXICC H2 displays the Modify sessionSession page again to change the duplicated parameters.

      If the mandatory parameters aren't specified, FIXICC H2 displays the following alert form:

      Image Removed
      Figure. The alert form for empty session mandatory parameters.

      Image Added

      After the alert form is hidden, FIXICC H2 displays the Modify sessionSession page again to fill in the mandatory parameters.

      Cancel the operation by clicking Cancel.


      Then FIXICC H2 displays the sessions table without changes. The selected

      session

      Session configuration is

      not changed

      not updated. 

    • Leave the page. If you edited the session Session parameters, FIXICC H2 displays the following warning form:

      Image Removed
      Figure. The warning form. 
      Image Added

FIXICC H2 offers the following options:

  • Save the changes by clicking Save.
    FIXICC H2 displays the sessions table. The selected

...

  • Session is modified.
  • Skip the changes by clicking Don't save.
    FIXICC H2 displays the sessions table. The selected

...

  • Session is

...

  • not modified.
  • Stay on the Modify

...

  • Session page by clicking Cancel.
    FIXICC H2 displays the Modify

...

  • Session page to continue the editing.

Copy

...

Session to

...

Another Server

To copy a selected sessionSession's configuration to the target server Server configuration:

  1. Select the session Session you want to copy.
  2. Choose Copy to server from eitherServer on:
    • The top panel of the Server Sessions page (item 1 in the figure below)
    • Image Removed
    • Figure. The Copy to server button
      or
    • The additional menu in
      OR
    • The additional menu on the Session Dynamic State page (item 2 in the figure below)Image Removed

Image Added
Figure.

...

Copy the Session to

...

the Server.

3. FIXICC H2 shows a list of configured

...

Servers, where you can choose the target

...

Server configuration:

Image Added
Figure. The Select Server form.

Info

...

The schedule configuration bond with the copied

...

Session won't be copied to the target

...

Server. The

...

Session configuration on the target

...

Server starts and stops with the

...

Server. You can bind a copied

...

Session with a new schedule if it is needed.

...

...

You can:

  • Select a

...

  • Server from the list and click Select.
  • Then FIXICC H2 copies the

...

  • Session configuration to the selected

...

  • Server and

...

  • opens the Session Dynamic State page for a new

...

  • Session.
  • Click Cancel to cancel the operation.
note
Noteinfo

If the session name Session Name is not unique, FIXICC H2 displays the error form with the message "'Session <session-name> already exists"'.
Image RemovedImage Added

If the session SenderCompID and TargetCompID are not unique, FIXICC H2 displays the error form with the message "'Session with <SenderCompID> and <TargetCompID> already exists"

Image Removed

'.

Image Added

If for some reason FIXICC H2 can't complete this operation, it displays an the error form will be displayed. 

In this case, the session Session configuration won't be copied to the selected serverServer.

Removing an

...

Existing FIX

...

Session Configuration

You have the ability to remove an existing session Session configuration.

Image RemovedImage Added
Figure. Remove sessionSession.

To remove a sessionthe Session:

  1. Choose one of the following options:
    • Click Remove in the top panel (item 1 in the figure above).
       OR
    • Select Remove in the context menu (item 2 in the figure above).
    • Press Ctrl+Backspace on your keyboard.

orOR

  1. Go to the Session Dynamic State page.
  2. Click the Remove item from the additional menu:.
    Image RemovedImage Added 
    Figure. The The Remove item from the additional menu.

  3. FIXICC H2 displays the following confirmation window:
    Image Removed
    Figure. Confirmation window.
    Image Added

    You have two options:

    • Confirm the removal by clicking Yes.

...

    •  FIXICC H2

...

    • will display the Server Details page with

...

    • the Session configuration removed from the page. 

...

    • Info

...

    • A running

...

    • Session is disconnected and stopped first and then removed and unbound from the schedule.

    • Cancel removing the

...

    • Session configuration by clicking No.

...

    •  FIXICC H2

...

    • will display the sessions list without changes.

Session and

...

Schedule Binding

A session Session can start be started and stop stopped with the server Server or according to a custom schedule.

You can choose a schedule when you add a new session Session configuration on the New sessionSession page:.

Image RemovedImage Added
Figure. The default Scheduler section.

You can also configure the sequence numbers of a new session Session to reset on start by checking the Reset sequence numbers on start checkbox or while editing a session Session on the Modify sessionSession page.

Image RemovedImage Added

Figure. The Scheduler section.

By default, the Session starts/stops with the server option (item 1) is activated selected and the session starts Session starts and stops with the server (item 1 in the figure above)Server.

Noteinfo

When the Session starts/stops with the server is server option is selected, the session Session starts right after editing is finished.

When you select the Session starts/stops according to the schedule schedule option (item 2 in the figure above) is selected, you have the ability to:

  • Select a schedule name from the drop-down list by clicking the symbol Image RemovedImage Added (item in the figure above3). When you click the schedule name, the Schedule Name, Start Time, Terminate Time, Time Zone fields and Time Zone fields are filled with the schedule parameters
  • Clear the Schedule Name, Start Time, Terminate Time, Time Zone fields by clicking the symbol Image Removed (item 5 in the figure above)
  • See the list of sessions bound with the current schedule by clicking the View sessions button (item 6 in the figure above).
  • Clear the Schedule Name, Start Time, Terminate Time, and Time Zone fields by clicking the symbol Image Added (item 5).
  • Open the Server Schedules page in the popup window by clicking the symbol Image RemovedImage Added (item 4 in the figure above).
    • When you select the schedule name and click Select (item 1 in the figure below) in the Server Schedules, the Server Schedules page close, and the Schedule Name, Start Time, Terminate Time, and Time Zone fields are filled with the schedule parameters.
    • When you click Cancel (item 2 in the figure below) Cancel, the Server Schedules page is closed and the initial page is shown without changes

Image RemovedImage Added
Figure. The "'Server Schedules" in the ' popup window.

You can also Create (item 3 in the figure above), Edit (item 4 in the figure above4), and Remove (item 5 in the figure above) the schedule configuration in the Server Schedules popup window.

...

You can also use the Extended Filter for searching server Server information.

Expand
titleExtended Filter description (item 7 in the figure above)

Multiexcerpt include
MultiExcerptNameExtended Filter
PageWithExcerptView settings

When you specify the custom schedule for the current session, the View sessions button (item 6 in the "The Scheduler section" figure) is Sessions button is enabled and you can open the Schedule Details page in a new tab by clicking it.

...

FIXICC H2 binds the current session Session with the selected work mode:

  • If the Session starts/stops with the server is server option is selected.
  • If the Session starts/stops according to the schedule is schedule option is selected and Schedule Name is specified.

If the binding operation failed, an error form and the following notification are shown.:Image Removed

Image Added

Figure. The binding error form.

Dynamic FIX

...

Session Configuration

Server Sessions

You can monitor the dynamic state of the configured sessions Sessions for a given serverServer.

Image RemovedImage Added

Figure. The Servers page.

Go from the Servers page to the server Server you choose by using one of the following options:

  • Click FIX in the View drop-down menu on the top panel (item 1 in the figure above).
  • Click a server Server name in the left-side menu > FIX (items 2 and 3 in the figure above3).
  • Double-click the selected server Server configuration.

Now you can see the session monitoring layout.

Anchor
Server Sessions
Server Sessions

Image RemovedImage Added

Figure. The Server Sessions page.

The first column of the table contains the session Session status indicator. This parameter shows the dynamic status of each session Session configured for the selected serverServer.

You can easily detect the session status according to the following list:

Image RemovedImage RemovedImage Removed
IndicatorStatusSession status

Image Added

Initialthe session The Session has been added to the FIXICC H2 database but is absent in the FIXEdge configuration.

Image Added

Connecting/ Reconnecting/Listeningthe initiator session is connecting/ acceptor session The Initiator Session is connecting or the Acceptor Session is waiting for logon the Logon message.Image Removed

Image Added

Runningthe session The Session is running (initiator Initiator and acceptor sessions Acceptor Sessions are connected).Image Removed

Image Added

Runningthe initiator session The Initiator Session is running (initiator session Initiator Session is connected to the backup acceptor sessionAcceptor Session).

Image Added

Disconnectedthe session The Session is disconnected.

You can also see the Status column so you can filter the displaying list of the sessions Sessions by dynamic status.

You can monitor the changing of the session Session metrics and sessions Session state just by staying at the layout.

The dynamic session Session parameters are changed as a response to the session Session events during the connection.

The frequency with which the metrics values are updated can be configured. The default value is 1 second.

Filtering

You have the ability to filter the sessions list by using the Default Filter.

...

You can also use the Extended Filter for searching server Server information.

Expand
titleExtended Filter description

Multiexcerpt include
SpaceWithExcerptB2BITS
MultiExcerptNameExtended Filter
PageWithExcerptView settings

Session Dynamic State

To see the dynamic state and metrics of the selected sessionSession, click on the selected session in Session on the Server Sessions page in the sessions table in the Table view layout part.

FIXICC H2 displays the Session Dynamic State page in the Object info layout part. 

You can also open the Session Dynamic State page in a new tab:

  • By clicking View (item in the figure below) View.
  • By clicking View in the tab in the Object info layout part (item 2 in the figure below).
  • By clicking View (Enter) context menu item (item 3 in the figure below).
  • By double-clicking on the selected sessionSession
  • Or by pressing Enter on your keyboard.

Image RemovedImage Added

Figure. The Server Sessions page.

Or you can go to the Session Dynamic State page from the Notifications page by clicking the name of the selected sessionSession.

Image RemovedImage Added
Figure. The Notifications page with the name of the selected sessionSession.

Or you can go to the Session Dynamic State from the Notification Details page by clicking the Event Source the notification refers to.

Image RemovedImage Added

Figure. The Notification Details page.

Or you can go to the Session Dynamic State from the Schedule Details page by clicking the View in tab item in the context menu of the sessions table:

Image Removed

Figure. The View in tab item on the Schedule Details page.

FIXICC H2 opens the Session Dynamic State page in a new tab:

Anchor
Session Dynamic State
Session Dynamic State
Image Removed

Image Added

Figure. Session Dynamic State.

The Session Dynamic State page contains:

  • the session Session dynamic parameters
  • parameters of static configuration
  • schedule (when the session Session starts/stops with the serverServer, the Schedule nameName field is specified with the Server line, and schedule parameters are hidden except Reset Sequence Numbers on start)
  • metrics
  • drop-down menus with operations

...

Detailed information about the menus with session operations is in on the Session operations section page.