Overview

For a FIX session to work, one or more FIX protocols are required.

To make sure incoming messages satisfy the defined protocols, the messages are checked and validated by parsers. Parsers contain combinations of FIX dictionaries.

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• Session level messages - Responsible for message delivery, data integrity control, and establishing and terminating the connection, (i.e., Logon, Logout, Heartbeat, Test Request, Resend Request, Sequence Reset, and Reject).
• Application level messages - Responsible for information related to the business context.

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When using out-of-the-box standard dictionaries, list files with dictionaries in the DictionariesFilesList parameter in the engine.properties file.

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• In the engine.properties file, add the parser 'id' to the ParserVersion parameter (Session.<SenderCompID>/<TargetCompID>.ParserVersion).
  OR
• In the code, use the createSession() function.

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The diagram below describes how to use the out-of-the-box standard dictionary versions FIX4x and FIX5x.

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To use a custom protocol version based on the all-in-one FIX4x, register the custom dictionary in the DictionariesFilesList and AdditionalParsersList parameters in the engine.properties file.

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• id="FIX44Custom" - The version name defined by the user that should be used as the ParserVersion parameter for the session.
• fixversion="4.4" - The reference to the basic FIX protocol version.

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To use a custom protocol version based on the application-only FIX5x, register the custom dictionary in the DictionariesFilesList and AdditionalParsersList parameters in the engine.properties file.

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• id="MYFIXPARSER" - The version name defined by the user that should be used as the ParserVersion parameter for the session.
• fixversion="5.0" - A reference to the basic FIX protocol version.

The diagram also illustrates using multiple application protocol versions for one session.