Configuring FIX Sessions
- Former user (Deleted)
- author
- Hanna Rahavaya (Unlicensed)
Overview
The settings of FIX sessions in the FIXEdge are defined in two configuration files: 'FIXEdge.properties' and 'engine.properties'. There are common settings for all FIX sessions and individual settings for each registered FIX session. The common settings are located in both configuration files and described in the part 'Configuring FIX Sessions#Common Settings of Sessions'. The individual settings of registered FIX session are located in the file 'FIXEdge.properties' and described in the part 'Settings of registered FIX Sessions'.
Basic concepts related to the FIX session and its configuring are described in part 'Configuring FIX Sessions#Introduction and Terminology'
Introduction and Terminology
A FIX session is a bi-directional stream of ordered FIX messages between two counterparties (FIX applications). The FIX message transmission is performed within the FIX connection. Each FIX connection comprises of three parts: logon, message exchange and logout. Parts logon and logout are used for initiation and termination of the FIX session, correspondingly.
Initiator and Acceptor
In the FIX session, one counterparty plays the role of an Initiator and other - plays the role of an Acceptor. The Initiator is responsible for establishing the connection (TCP/IP) and sends the first Logon message to the Acceptor. The Acceptor has a responsibility to perform authentication and replies the confirming Logon message to the Initiator as a declaration that FIX session has been established. In case of a connection failure, the Acceptor waits when the Initiator will initiate reconnection.
Figure 1. FIX connection
When the counterparty decides to terminate the FIX session, it sends the Logout message to other party. The confirming Logout message should be generated in response.
Session Identification
Both the Initiator and the Acceptor have own logical textual identifiers that must be bilaterally agreed between counterparties. These identifiers are included in each FIX message: SenderCompID (49) and TargetCompID (56) tags.
All FIX messages must have the same version of the FIX protocol (BeginString (8) tag) in the one FIX session. Therefore, message's tags (SenderCompID, TargetCompID and BeginString) identify a FIX session.
Registered and Unregistered FIXEdge Sessions
FIXEdge can work with registered FIX sessions as well as with unregistered FIX sessions.
Working with registered sessions is a standard mode. This mode assumes that before using, each FIX session must be registered in the configuration file ‘FIXEdge.properties’, where the session has own session name and a set of properties that describes specifics of the session behavior. Refer to part ‘Settings of Registered FIX Sessions’ for more information.
Working with unregistered sessions is an auxiliary mode for FIXEdge. The configuration property Configuring FIX Sessions#UnregisteredAcceptor.CreateSession can be set to ‘true’ or ‘false’ to turn this mode on or off, correspondingly.
All registered FIX sessions are created in the FIXEdge memory at the time of FIXEdge starting.
The session - initiator sends the Logon messages to establish the connection and waits for a confirming Logon message.
The session-acceptor waits for incoming logon right after creation. When FIXEdge receives incoming Logon message it tries to find the corresponding session-acceptor in the session list, i.e. session-acceptor with SenderCompID and TargetCompID equal to the TargetCompID and SenderCompID extracted from the received Logon message accordingly. If such a session exists FIXEdge checks credentials and then links incoming message flow to the found session-acceptor. Otherwise, FIXEdge treats this situation as an "unknown connection".
If UnregisteredAcceptor.CreateSession property is set to ‘false’, then incoming Logon messages from unknown connections are ignored.
If UnregisteredAcceptor.CreateSession property is set to ‘true’ then each incoming Logon message from unknown connection initiates creation of the session-acceptor.
Such FIX sessions that are created without preliminary settings are called ‘unregistered acceptor.’ All unregistered sessions have similar behavior because is described with the same set of properties (refer to the part ‘Configuring FIX Sessions#Settings of Unregistered Acceptors’ for more information).
Note: All incoming application messages having been received before session initiation (before Logon message) are rejected
Session Name
Each FIX session registered in FIXEdge has its own name. The session name must be unique among names of FIX Sessions and Transport Adaptor Sessions because the session name can be also used for session definition as a Source or a Destination in the business layer rules.
It must contain characters with codes from ASCII [30] to ASCII [128] and must begin with a letter, digit or underlining symbol ‘_’.
Full list of Session names are registered in property Configuring FIX Sessions#FixLayer.FixEngine.Sessions.
Session Time Schedule
It is recommended that a new FIX session is established once within each 24 hour period. The counterparties must bilaterally agree as to when FIX sessions are to be started/stopped based upon individual system and time zone requirements. There are DefaultStartTime and DefaultTerminateTime properties to specify the default session working time.
Multiple logins
The several FIX connections could be sequentially established (not concurrent) in one FIX session. In other terms, the counterparties can connect and disconnect multiple times while maintaining a single FIX session, meaning that the FIX session spans multiple logins.
For registered sessions, the RecreateOnLogout property defines the possibility of multiple logins. If the property is set to ‘false’, the session is removed from the list of sessions after successful disconnection (by Logout message). If set to 'true', the session will be recreated after disconnection.
Note: Disconnection without the exchange of Logout messages is interpreted as an abnormal condition (failure connection). In case when the connection was broken without a Logout message, the session is considered as deliberately disconnected "non-gracefully".
The Initiator is responsible for restoring the connection once it is broken. When a connection error is detected, the Initiator starts a reconnection process: restoring the telecommunication link and exchanging of Logon messages. The number of reconnection attempts and delay can be set in the Reconnect.MaxTries and Configuring FIX Sessions#Reconnect.Interval properties.
Username and Password
Username (553) and Password (554) can be sent in the Logon message for security purposes for both Active and Backup connections. It is also possible to send a Username and Password in different tags other than standard ones (for instance to increase security). It can be done by setting the UsernameTag and PasswordTag parameters (available for both Active and Backup connections).
Example: FixLayer.FixEngine.Session.Session_Name.UsernameTag=10553
FixLayer.FixEngine.Session.Session_Name.PasswordTag=10554
FixLayer.FixEngine.Session.Session_Name.Username=user
FixLayer.FixEngine.Session.Session_Name.Password=111
In this case, the Logon message would contain 10553 and 10554 custom tags instead of standard Username (553) and Password (554) tags: 10553=user and 10554=111.
UsernameTag and PasswordTag properties can be defined in a custom Logon message for active connections. In case they are not present in a custom Logon message but exist in the FixEdge.properties file, the actual Logon message would contain those two predefined tags and corresponding values.
If any of these parameters are not set, the default value will be used. The default value for the UsernameTag property is 553 and the default value for the PasswordTag property is 554.
The ability to export the Username and Password property values from the vault (i.e. Azure Key Vault) is available since the FIXEdge C++ 6.15.4 release.
FIXEdge C++ provides the ability to export the Username and Password property values from the vault using scripts. This can be achieved by defining these properties in the FIXEdge.properties file in the following format:
- FixLayer.FixEngine.Session.<Session_Name>.Username = script://@[timeout=<value>, trim]<path_to_script>
- FixLayer.FixEngine.Session.<Session_Name>.Password = script://@[timeout=<value>, trim]<path_to_script>
Where
- timeout - is an optional attribute that defines the time interval to wait for successful script execution. If this attribute is not defined, then 5 sec will be used by default.
- trim - is an optional attribute that defines whether values returned by the script should be trimmed. If this attribute is present, then the line break symbol will be deleted from the Username and Password values received from the vault.
- path to script - path to the script that will be used to get credentials from the vault. If the path is relative, it must be relative to the current working directory.
This feature additionally allows the execution of procedural scripts, if necessary.
Sequence Number Handling
The FIX protocol assumes complete ordered delivery of messages between counterparties. It means there is no acknowledgment of individual message delivery. Instead of this, the following control mechanism is used:
- Each FIX message has a unique sequence number (MsgSecNum (34) tag).
- Counterparties must control the sequence numbers of outgoing messages and incoming messages, which are continuous and sequential.
For this, the counterparty establishes an independent incoming and outgoing sequence numbers for each FIX session. Sequence numbers are initialized at the start of the FIX session starting at 1 (one) and increment throughout the session.
Incoming sequence number is a counter for incoming messages.
Outgoing sequence number is a counter for outgoing messages.
Note: It is possible to change starting number of the sequence counters, refer to InSeqNum and OutSeqNum for details.
Monitoring of incoming sequence number allows counterparties to identify and react onto disturbing the synchronization. There are two types of sequence numbers desynchronization:
- Sequence number is too high, i.e. a gap in sequence numbers is detected. It indicates that some messages were missed. The counterparty initiates standard message recovery process.
- Sequence number is too low – it indicates some serious problem and leads to immediate session termination
In order to maintain the integrity of connection Heartbeat and Test Request messages are used.
In accordance with FIX protocol standard, after the correct FIX session termination (by the Logout message) sequence numbers are reset to 1. If the connection is terminated 'non-gracefully' sequence numbers will continue when the session is restored.
In fact, a lot of service providers never reset sequence numbers during the day. There are also some, who reset sequence numbers once per week. There are several cases to handle such deviation from standard in FIXEdge:
Intraday Logout Tolerance mode makes that FIX session sequence numbers always will continue on the next connection.
Configuring FIX Sessions#Force Sequence Number Reset mode makes the session reset sequence number every time on logon and forces the counterparty to do the same.
Intraday Logout Tolerance Mode
In the Intraday Logout Tolerance mode, the FIXEdge will continue sequence numbers even in case the FIX session is re-established after correct termination (by the Logout message). The configuration property IntradayLogoutTolerance can be set to ‘true’ or ‘false’ to turn this mode on or off, correspondingly.
If set to ‘false’ then the session does not exist after correct termination and hence a newly created session with the same SenderCompID and TargetCompID starts with 1 as it is specified by the FIX protocol.
In the Intraday Logout Tolerance mode, the sequence number is never reset during the day It means that the Initiator should initiate session recovery by sending Logon message with MsgSeqNum = <last outgoing sequence number> + 1; and will expect confirming Logon message with MsgSeqNum = <last incoming sequence number> + 1. If a gap is detected, the standard message recovery or gap filling process takes place.
Note: It is crucial that both sides – the initiator and the acceptor – work in the same mode. Otherwise, the ‘sequence number is too low’ fatal error appears when the session is reestablished.
During the end-of-day procedure, session logs are archived. So, because the FIXEdge stores session state in logs files, absence of such file will be treated as the session being created from scratch and hence sequence numbers start from 1.
Force Sequence Number Reset Mode
In the Force Sequence Number Reset mode, the FIXEdge will reset outgoing and incoming sequence number on every time on logon and force the counterparty to do the same via sending the tag ResetSeqNumFlag (141) = Y in Logon message.
The configuration property ForceSeqNumReset is used to set the mode. The following values can be applied for the property:
Value ‘0’ or ‘false’ – mode is off, do not use tag ResetSeqNumFlag (141)
Value ‘1’ or ‘true’ – Enable SeqNumreset at the first time of session initiation
Value ‘2’ – reset sequence number at every logon
This mode is used to resolve ‘sequence number is too low’ problem. It usually occurs as a result of applying the Configuring FIX Sessions#Intraday Logout Tolerance mode only by one of a counterparty or after ‘non-graceful' session termination log-files are cleared on the one side and kept on the other side.
Note: This is not a recommended way since messages sent during inactivity time will be lost. Also, it is recommended to make sure that other counterparty supports this functionality before relying on it.
The matrix of different combinations
| ForceSeqNumReset | 0 | 1 | 2 |
|---|---|---|---|
| IntradayLogoutTolerance | |||
| true | FIXEdge will always use the same set of logs and will never reset sequence numbers. This is the most safe combination, but you have to make sure that your counterparties don’t reset sequence numbers on their side. Otherwise, they will send you confirming Logon with SeqNum=1 and FIXEdge will terminate the session. | FIXEdge will send only first Logon with ResetSeqNum flag (141=Y), after that it will always use the same set of logs and will reset sequence numbers only after logs cleanup. | FIXEdge will always send Logon with ResetSeqNum flag (141=Y). |
| false | FIXEdge will create new set of logs after Logout. | FIXEdge will create new set of logs after Logout. | Each Logon will be sent with SeqNum=1 and with ResetSeqNum flag (141=Y). |
Other Cases of Sequence Number Handling
The property ResetSeqNumAfter24hourscan be used for sequence number resetting after each 24 hour period via sending the tag ResetSeqNumFlag (141) = Y in Logon message.Heartbeat and Test Request Messages
During periods of message inactivity, counterparties have to generate the Heartbeat messages at a regular pre-defined time interval (Heartbeat Interval). The recipient also has to generate the Heartbeat message in response.
The heartbeat interval is declared by the Initiator using the HeartBtInt (108) tag in the Logon message. If HeartBtInt tag is set to zero then no regular Heartbeat messages will be generated.
When either counterparty has not received any messages for some period of inactivity (heartbeat interval + delta (reasonable transmission time)), it has to generate a Test Request message. The other counterparty has to send Heartbeat message in response to the Test Request message.
In this manner, counterparties regularly are checking sequence numbers or communication line status:
- When a gap in sequence numbers is detected, the counterparty initiates the standard message recovery process.
- It is considered that FIX Connection is lost (state "Telecommunication link failed") when response Heartbeat message is not received after the heartbeat interval plus delta.
Standard Message Recovery Process
When the gap in sequence numbers is detected each counterparty can initiate a request for message retransmission - Resend Request message. The counterparty can request a single message or range of missed messages: BeginSeqNo (7) and EndSeqNo (16) tags are used.
In response to the Resend Request message the other counterparty retransmits the application messages or sends the Sequence Reset messages. The Sequence Reset message (in ‘Gap Fill’ mode) is used when sender wants to skip some messages for the following reasons: when missed messages were application messages and became obsolete or when missed messages were just session messages.
Figure ... Message recovery
The properties OutgoingMessagesStorageSize and ResendMessagesBlockSize are used for limiting the number of requested and sent messages.
Logging Storage Type
According to the FIXprotocol session is responsible for outgoing message flow. This means that any time counterparty may request retransmission of the previously sent messages. Therefore, the session must store all sent messages to some storage.
Moreover, to successful restore the session after failure the following logs of data have to be stored:
- Session parameters (SenderCompID, TargetCompID, FIX version, etc.)
- Session incoming and outgoing sequence numbers.
- Incomming messages. Incoming message is stored to the log after the business layer processes it (optional).
- Outgoing messages. Outgoing message is stored to the log before sending.
Incoming messages are stored in files with the ‘.in’ extension. Outgoing messages are stored in files with the ‘.out’ extension.
There are the following modes of storage that can be defined for the FIX session:
| Type | Description |
|---|---|
Persistent | In case of the persistent session, the logs are stored to the files. This guarantees that session can recover its state (sent messages and latest sequence numbers) after connection failure but it decreases the performance. |
PersistentMM | In this case, all related information is stored to the persistent memory mapped files. |
SplitPersistent | Like persistent session, in this case the information is stored to the log-files but there is a log-file size limitation. When log-file size exceeds the limit then new log-file will be created. At the same time, the previous log-files become available to change or delete because the FIXEdge does not lock them. So, it is possible to recover the session state and to re-transmit of the previously sent messages from old log-files if these files have not been changed. |
Transient | Transient session stores all related information in memory. This means that this type of session has greater throughput and lower latency. However, such session cannot be restored after failure, and hence message loss is possible. This session type is recommended when recovery after failure is not required, i.e. when every time session is connected from scratch. This applicable for market data sessions, when client has to subscribe and request snapshot on every logon and hence recovery is not required. Another variant is when persistent already exists in application so having yet another storage of recovery information is redundant. In the latter case the application is responsible to restore session state after creation and before connect. |
Null | No storage is used. This means that incoming and outgoing messages are not stored. This session type is recommended when messages resend, recovery after failure and logging are not required. |
The mode of storage is defined by the different properties FixLayer.FixEngine.Session.Session_Name.StorageType and Configuring FIX Sessions#UnregisteredAcceptor.SessionStorageType, for registered and unregistered sessions correspondingly. Refer also to part ‘Configuring FIX Sessions#Logging and Backup Settings’ for more details.
Encryption
The exchange of sensitive data across public carrier networks may make it advisable to employ data encryption techniques to mask the application messages. FIXEdge can perform message encryption in the session by means of several cryptographic technologies: PGP, PEM, PKCS, DES or DES-MD5.
The choice of encryption method is determined by mutual agreement of the two counterparties of FIX session.
The required encryption method is defined in the session parameter EncryptMethod. FIXEdge requires GNU Privacy Guard command-line utility to use encryption. Others settings of encryption are set in a special configuration file.
Note: Problems in use of encryption may occur in case of separated configuration of sessions that will be connected subsequently (i.e. when the related sessions have different encryption methods). In this case a session will be started, but errors will be logged during the action of message sending. The server does not decrypt the encrypted messages on the business layer, so only unencrypted tags (such as TargetCompID, SenderCompID, etc.) could be used for routing purposes.
Usage the SSL is an alternative to encryption of FIX messages. In case of SSL, the protection will be spread to the whole connection, and encryption of messages is not required.
Common Settings of Sessions
This part contains a list of common properties and their detailed description related to registered and unregistered sessions. These properties are stored in both configuration files 'FIXEdge.properties' and 'engine.properties'.
Business Rules parameters
BusinessLayer.RoutingRules
Mandatory.PathtoBusiness Layer routing rules configuration file in XML format.
Default value: BusinessLayer.RoutingRules = FIXEdge1/conf/BL_Config.xml
BusinessLayer.JS.ExecuteInParallel
Optional.Upperlimit of JS scripts that can be executed in parallel. Each parallel executed script requires separate JS environment. Set a positive number or "auto".
Defaultvalueisauto.
Configuration File FIXEdge.properties
The ‘FIXEdge.properties’ file contains the following common properties that describe registered sessions specified below:
FixLayer.FixEngine.Sessions
Mandatory. Contains a comma-separated list of names of FIX Sessions registered in the FIXEdge
Example: FixLayer.FixEngine.Sessions = TestFIXAcceptor, TestFIXInitiator
Default value: FixLayer.FixEngine.Sessions = TestFIXAcceptor - this session is defined in installation procedure
FixLayer.FixEngine.Sessions.ArchivePath
Optional. Defines the path to move log files after the session is closed.
Note: directory must exist otherwise the backup procedure will fail.
Attention: it shouldn't point to the path from BackupDirectory (defined in engine.properties), otherwise an error message will occur on session start, and session won't start
Default value: FixLayer.FixEngine.Sessions.ArchivePath = FixEdge1/log/archive
FixLayer.FixEngine.Sessions.DefaultIgnoreDuplicateResendRequests
Optional. This property allows to ignore resend request duplicates and to respond to multiple similar resend request messages only once.
The recommended value is 'true'.
Example: FixLayer.FixEngine.Sessions.DefaultIgnoreDuplicateResendRequests = false
Default value: FixLayer.FixEngine.Sessions.DefaultIgnoreDuplicateResendRequests = true
FIXEdge.RootDir
The path is used as a root directory for relative paths in the other parameters. The path from a directory where FIXEdge binary was run (usually it's a FIXEdge/bin).
IncludeProperties
The parameter is available since FIXEdge C++ 6.15.0 release.
Optional. This parameter defines the list of paths to the auxiliary properties files to be included in the FIXEdge.properties file. FIXEdge C++ also provides the ability to include auxiliary properties files recursively.
If some property is specified in several configuration files then the value from the last read file will be used.
Example: IncludeProperties = FIXEdge1/conf/FIXEdge.properties1, FIXEdge1/conf/FIXEdge.properties2
Configuration File Engine.properties
Common parameters
HiddenLogonCredentials
Optional. Provides an option to mask password in in/out log files.
Valid values: "true" | "false"
Default value: HiddenLogonCredentials = false
LogDirectory
Mandatory. Defines the path of the directory in which the logs for all incoming (if LogIncomingMessages is set to 'true') and outgoing FIX messages are stored. A path is specified relative to the EngineRoot directory.
Default value: LogDirectory = FixEdge1/log
LogIncomingMessages
Mandatory. Provides an option to log incoming FIX messages (those received) from a counterparty FIXEdge.Log-file will be stored in the directory specified by the LogDirectory property in a file with extension "in".
Valid values: "true" | "false"
Default value: LogIncomingMessages = true
TotalOutgoingStorageMemoryLimit
Mandatory. Defines the total amount of the memory (in MB) that active session may use. If the limit is exceeded then the sessions will be closed ‘non-gracefully’.
Valid values: The valuemustbeinteger and not negative. The value “0’ means that allocated memory is unlimited.
Default value: TotalOutgoingStorageMemoryLimit = 0
EnableIncrementalLogFileCreation
Mandatory. Defines whether the size of disc space for session logging must be reserved to 10Mb.
Valid values: "true" | "false". The value ‘true’ means that the 10 Mb of disc space will be reserved for logging.Iflog-files reaches 10Mbs, another 10Mbs will be reserved and so on.
Note: If set to ‘true’ the FIXEdge performance is greatly increased.
Default value: EnableIncrementalLogFileCreation = false
BackupDirectory
Mandatory. Defines a relative path to the backup folder. This folder will be used for message storage files of the backup connections.
Default value: BackupDirectory = FixEdge1/log/backup
Backup Connection
Optional. Provides an option to switch from an active session to a backup one on a predefined backup port/host. Backup session has its own configuration settings, yet not every option is supported for Backup connection (for example, UsernameTag and PasswordTag).
Example:
FixLayer.FixEngine.Session.Session_Name.Backup.Host = XXXX
FixLayer.FixEngine.Session.Session_Name.Backup.Port = YYYY
Note: if the primary connection is an SSL connection, then the backup connection will use the same SSL parameters (certificate, protocols) as the primary connection.
Logging Settings
Detailed information about Logging parameters is available here: FIX Engine parameters#Loggingparameters
Integrity Control Settings
LogonTimeFrame
Mandatory. Defines the time period (in seconds) after which a session is ‘non-gracefully terminated’ when confirming Logon message is not received to a Logon message. The corresponding Logout message must be sent to the counterparty.
Valid values: The value must be integer and not negative. The recommended value is 30 seconds for dedicated connections or private networks. Trading connections via the internet will require calibration. If it is set to "0", then the time period is unlimited.
Default value: LogonTimeFrame = 10
LogoutTimeFrame
Mandatory. Defines the time period (in seconds) after which a session is automatically terminated when confirming Logout message is not received to a Logout message.
Valid values: The value must be an integer and greater than 0. The recommended value is 10 seconds for dedicated connections or private networks. Trading connections via the internet will require calibration.
Default value: LogoutTimeFrame = 10
IntradayLogoutTolerance
Mandatory. Defines whether the Intraday Logout Tolerance Mode will be used. The property is applied to all of the sessions which have not possessed the own parameter IntradayLogoutTolerance.
Valid values: "true" | "false"
Default value: IntradayLogoutTolerance = false
ForceSeqNumReset
Mandatory. Defines using of the Configuring FIX Sessions#Force Sequence Number Reset Mode for all sessions by default. Used when parameter ForseSeqNumReset is not set for a particular session
Valid values: "0" or "false" | "1" or "true" | "2"
Default value: ForceSeqNumReset = false
ResetSeqNumAfter24hours
Optional. Defines whether FIXEdge sends a Logon message with the ResetSeqNumFlag (141) tag after each 24 hour period of session's activity to establish a new set of sequence numbers (starting with 1).
Valid values: "true" | "false"
Note: This option does not affect sessions that use version 4.0 of the FIX protocol.
Default value: ResetSeqNumAfter24hours = false
DuplicateResendRequestLimit
This parameter specifies the number of duplicate resend request messages(35=2)that can be received before the Application::OnResendRequestLoop callback is called. The recommended option and default value for this parameter is DuplicateResendRequestLimit = 2. This gives the user the option to respond to identical resend requests only once and ignore all other duplicates.
The following conditions cause the FIX Engine to consider resend requests as duplicates:
- The batch of messages that is to be resent, specified by the interval determined by the tagsBeginSeqNo(7) &EndSeqNo(16), is the same
- Resend requests are received while the FIX engine is processing other resend requests
The FIX Standard Protocol recommends responding to every resend request received, which can make engine behavior unstable and lead to unexpected traffic growth.
Responding to every resend request is not the recommended behavior for FIX Antenna C++ products because doing so may lead to an infinite resend loop when one of the counterparties can’t process a batch of messages properly and initiates a resend request for the same batch of messages again and again. By reducing the volume of outgoing messages and duplicate responses, traffic is minimized and applications on both sides are made more stable.
This parameter can be added to the engine.properties file.
Settings of Session Reconnection
Reconnect.MaxTries
Mandatory. Defines the number of attempts to restore the session (see also ForceReconnect). The session is considered as restored if the telecommunication link is restored and the exchange of Logon messages is successful.
Valid values: 0, 1, 2, ... The value "-1" means that the number of attempts is unlimited.
Default Value: Reconnect.MaxTries = 5
Reconnect.Interval
Mandatory. Defines the time interval (in milliseconds) between reconnection attempts in order to restore a communications link.
Valid values: The value must be integer and greater than 0. The recommended value is 1000 for dedicated connections and private networks. Internet connections require calibration.
Default value: Reconnect. Interval = 5000
Settings of Message Validation
MessageMustBeValidated
Mandatory. Defines whether the each application message is checked for existence of required tags.
Valid values: "true" | "false"
If set to ‘true’ then all application level messages are checked. If set to ‘false’ then the responsibility for message validity rests with the counterparty.
Note: Session level messages are checked in all cases. The recommended setting is ‘false’. Changing this value will impact up on the FIXEdge performance. Use ‘true’ for debugging and ‘false’ to increase performance.
Default value: MessageMustBeValidated = false
VerifyTagsValues
Optional. Defines whether the each application message is verified for tag values
Valid values: "true" | "false"
If set to ‘true’ then all messages will be verified. If set to 'false' then the responsibility for message verification rests with the counterparty.
Note: Ignored if MessageMustBeValidated = false
Default value: VerifyTagsValues = true
ProhibitUnknownTags
Optional. Defines whether the each application message is checked for the unknown tags.
Valid values: "true" | "false".
If set to ‘false’ then all application messages with unknown tags will be handled. If set to ‘true’ then FIXEdge will reject messages with unknown tags.
Note: Ignored if MessageMustBeValidated = false
Default value: ProhibitUnknownTags = false
VerifyRepeatingGroupBounds
Optional. Defines whether the each application message is verified for repeating group size.
Valid values: "true" | "false".
If set to ‘true’ then FIXEdge will reject messages with incorrect repeating group size. Otherwise message will be passed to the application layer. In this case, the responsibility for message validity rests with the counterparty.
Note: Ignored if MessageMustBeValidated = false
Default value: VerifyRepeatingGroupBounds = true
Prior to FIXEdge version 6.11.0, VerifyRepeatingGroupBounds was called VerifyReperatingGroupBounds.
IgnoreUnknownFields
Mandatory. If true then any field that is unknown to dictionary will be ignored. Should be false for development, true for production because if false FA stores all unknown fields in the FIXMessage in the list on the heap. With true it would ignore these fields thus limit storage on heap
Valid values: "true" | "false".
Important: this value has priority over all other validation settings: Even If (MessageMustBeValidated = true and (ProhibitUnknownTags = true or VerifyTagsValues= true)) unknown fields are ignored.
Warning: Changing this value will impact upon the performance of FIXEdge.
Note: Ignored if MessageMustBeValidated = false
Default value: IgnoreUnknownFields = false
Validation.CheckRequiredGroupFields
Optional. Controls the validation of required fields in repeating group.
Valid values: "true" | "false".
If set to ‘true’ then repeating groups will be checked for presence of required fields. If set to ‘false’ then the responsibility for repeating group validity rests with the counterparty. The recommended setting is 'true'.
Note: Ignored if MessageMustBeValidated = false
Default value: Validation.CheckRequiredGroupFields = true
AllowEmptyFieldValue
Mandatory. Defines whether the raw message may contain tags without values.
Valid values: "true" | "false".
If set to ‘true’, the raw message may contain tags without values that will be ignored.Otherwise an exception will be fired.
Default value: AllowEmptyFieldValue = false
ProhibitDuplicatedTags
Optional. This parameter defines whether incoming FIX messages containing duplicated tags must be processed or rejected.
If set to 'true' the incoming FIX message with duplicated tags will be rejected with the following message:
Tag appears more than once [RefSeqNum: _, RefTagID: _, RefMsgType: _].
If set to 'false' the incoming FIX message will not be rejected, all duplicates will be removed from this message and the value of the last duplicated tag will be set for the tag.
Valid values: true | false
Default value: FixLayer.FixEngine.Session.<SessionID>.Validation.ProhibitDuplicatedTags = true
Settings of Unregistered Acceptors
The following properties describe the behavior of unregistered acceptors:
UnregisteredAcceptor.CreateSession
Mandatory. Defines whether the FIXEdge works with Unregistered Acceptors.
Valid values: "true" | "false"
Default value: UnregisteredAcceptor.CreateSession = false
UnregisteredAcceptor.SessionStorageType
Optional. Commented. Defines the storage type for unregistered sessions.
Valid values: "persistent" | "persistentMM" | "splitPersistent" | "transient" | "null"
Default value: UnregisteredAcceptor.SessionStorageType = persistent
UnregisteredAcceptor.IgnoreSeqNumTooLowAtLogon
Optional. Commented. Defines how the FIXEdge should resolve ‘Sequence number is too low’ problem at a Logon message.
Valid values: "true" | "false". When it set to 'true' then the session ignores error and continues to work with received sequence number.
Default value: UnregisteredAcceptor.IgnoreSeqNumTooLowAtLogon = false
UnregisteredAcceptor.RejectMessageWhileNoConnection
Optional.
UnregisteredAcceptor.tcpBufferDisabled
Optional.
UnregisteredAcceptor.maxMessagesAmountInBunch
Optional.
Other Settings
EncryptionConfigFile
Optional. Defines the path to an encryption config file.
Default value: EncryptionConfigFile=encryption.properties
CustomLogonMessageFileName
Optional. This property defines the path to the file with a custom Logon message for the initiator.
Default value: empty
ThirdPartyRoutingIsEnabled
Mandatory. Defines whether the FIXEdge supports the "Deliver To On Behalf Of" mechanism as specified by the FIX protocol.
Valid values: "true" | "false".
If set to 'true' then the FIXEdge will redirect FIX messages automatically to other FIX sessions that it maintains when OnBehalfOfCompID (115) tag in the incoming message is defined.
If set to ‘false’ then the FIXEdge directs all received messages in accordance with business rules.
Default value: ThirdPartyRoutingIsEnabled = false
DelayedProcessing.MaxDeliveryTries
Optional. Defines the number of attempts that will be made to deliver an application level message to the registered client application. If this value is exceeded then the session will be closed with the logout reason "Application not available".
Valid values: The value must be integer and not negative. The recommended value is 10.
Default value: DelayedProcessing.MaxDeliveryTries = 2
DelayedProcessing.DeliveryTriesInterval
Optional. Defines the time interval (in milliseconds) between attempts to deliver an application level message to a registered client application in the event the application does not confirm receipt and operation upon the message.
Valid values: The value must be integer and greater than 0.
Note: This parameter is required only if the DelayedProcessing.MaxDeliveryTries property is specified.
Default value: DelayedProcessing.DeliveryTriesInterval = 500
MessageTimeToLive
Optional. Defines the time period (in milliseconds) after which a message rejecting is starting while the session doesn't exist.
Valid values: The value must be an integer and greater than 0.
Default value: MessageTimeToLive = 500
OutgoingMessagesStorageSize
Mandatory. Defines the upper limit to the number of outgoing messages that are resent in the event of a Resend Request message.
Valid values: The value must be integer and greater than 0. The value "-1" means that the number of the messages is unlimited. The recommended value is 1000 if there is no data on mean.
Default value: OutgoingMessagesStorageSize = 1000
ResendMessagesBlockSize
Mandatory. Defines how many missed messages can be requested in the one Resend Request message. If number of missed messages exceeds the value then several Resend Request messages will be sent.
Valid values: The value must be integer and not less than 0. The value “0” means that all required messages can be requested in one Resend Request message.
Default value: ResendMessagesBlockSize = 1000
CheckVersionOfOutgoingMessages
Mandatory. Defines whether the FIXEdge must validate the the version of FIX protocol (BeginString (8) tag) used for the outgoing message against the version that is established for session.
Valid values: "true" | "false"
If set to ‘true’ then the application must use the same version of the protocol as the established session otherwise an error occurs. If set to ‘false’ then the application level message will be sent to the counterparty. The recommended value is "true".
Default value: CheckVersionOfOutgoingMessages = false
DictionariesFilesList
Mandatory: Defines a semicolon (or comma) separated list of XML files with FIX protocol definitions. In additional, this parameter could containlistof XML files with additional protocol customization, if required.
Note: FIX protocol customization files must be specified after protocol definition files.
Example: DictionariesFilesList = FixEdge1/conf/fixdic44.xml;FixEdge1/conf/fixdic50.xml;FixEdge1/conf/fixdic50sp1.xml;FixEdge1/conf/fixdic50sp2.xml;FixEdge1/conf/fixdict11.xml;additional.xml
CustomRawDataTagStrategies
Optional: Array of Length* fields interpretation strategies.
Attention: this option is introduced as workaround for exchanges, which doesn't follow FIX standard and pass length in symbols, instead of length in bytes for Length* fields, if you don't interact with such exchange, you don't need it
Example:
CustomRawDataTagStrategies.Count = 1 CustomRawDataTagStrategies.1.Tag = 213 CustomRawDataTagStrategies.1.Strategy = BY_CHARS CustomRawDataTagStrategies.1.Encoding = UTF8
CustomRawDataTagStrategies.Count
Mandatory: Count of strategies,whichwilldefined
Example: CustomRawDataTagStrategies.Count = 5
Valid values: integer not less than 1.
CustomRawDataTagStrategies.<index>.Tag
Mandatory: Define raw data tag, which Length tagged field interpretation strategy is changed
Example: CustomRawDataTagStrategies.1.Tag = 213
Valid values: integer not less than 1.Iftag doesn't have Length field - this strategy will be ignored.
CustomRawDataTagStrategies.<index>.Strategy
Mandatory: Define how to interpret corresponding length field
Example: CustomRawDataTagStrategies.5.Strategy = BY_CHARS
Valid values: BY_CHARS - use count of characters | BY_BYTES - use count of bytes
CustomRawDataTagStrategies.<index>.Encoding
Mandatory: Defines which encoding should be used if to obtain raw data field value size in bytes if BY_CHARS strategy is used
Example: CustomRawDataTagStrategies.3.Encoding = UTF8
Valid values: UTF8 | ASCII
Monitoring.ListenPort
Optional. Allows to define port which will be added to set of engine listen ports and administrative sessions will be accepted on this port only. At the same time common session acceptance is permitted on the port.
Example:
# The engine TCP listen port that is enabled for administrative sessions # The parameter is not required. # If port is configured it will be added to set of engine listen ports and administrative sessions will be accepted on this port only # If not exists or empty common engine listen ports are used to accept administrative sessions Monitoring.ListenPort = 8901
Hint: If you don't know what FIXICC agent version is installed in your system, you can put Monitoring.ListenPort to the list of listen ports at the first place. Therefore FE behavior will be the same as in the example regardless of the FIXICC agent version.
Hint example:
ListenPort = 8900, 8901 Monitoring.ListenPort = 8900
Settings of Registered FIX Sessions
This part describes a set of properties related to each registered FIX session (‘FIXEdge.properties’ configuration file). Each property's name contains within itself the name of the FIX session.
For primary connection, the format is: FixLayer.FixEngine.Session.<Session_Name>.<ParameterName>.
For backup connection, the format is: FixLayer.FixEngine.Session.<Session_Name>.Backup.<ParameterName>.
The following session parameters cannot be configured for the backup connection, their value will be the same as for the primary connection: SenderCompID, TargetCompID, Version, CustomLogonFileName, SessionQualifierValue.
The ability to configure a backup connection with the same properties as a primary connection of the session is available since FIXEdge C++ 6.14.0 release.
Properties for Acceptors and Initiators
FixLayer.FixEngine.Session.Session_Name.Description
Optional. Contains the session description.
Example: FixLayer.FixEngine.Session.TestFIXAcceptor.Description = Just a FIX session for testing.
FixLayer.FixEngine.Session.Session_Name.Version
Mandatory. Defines the version of FIX protocol or custom protocol of the registered session. The first standard application version in the list will be considered as the default application FIX version and will be passed to the 1137 tag of the Logon message.
Please be aware that the value of the default application version of the FIX protocol should meet the counterparty's requirements. Otherwise, the Logout message will be received and the session connection process will be terminated.
Example: FixLayer.FixEngine.Session.TestFIXAcceptor.Version = FIXT11:FIX50SP2, FIX50SP2, where FIX50SP2 is the default application version.
For further details please refer to the FIX Engine parameters#ParserVersion.
FixLayer.FixEngine.Session.Session_Name.Role
Mandatory. Defines a role of the registered session
Valid values: "Acceptor" | "Initiator"
Example: FixLayer.FixEngine.Session.TestFIXAcceptor.Role = Acceptor
FixLayer.FixEngine.Session.Session_Name.SenderCompID
Mandatory Key parameter for purposes of session identification. Sets value of SenderCompID (49) tag in outgoing FIX messages.
Example: FixLayer.FixEngine.Session.TestFIXAcceptor.SenderCompID = FIXEDGE
FixLayer.FixEngine.Session.Session_Name.TargetCompID
Mandatory. Key parameter for purposes of session identification.Sets value of TargetCompID (56) tag in outgoing FIX messages.
Example: FixLayer.FixEngine.Session.TestFIXAcceptor.TargetCompID = FIXCLIENT
FixLayer.FixEngine.Session.Session_Name.SessionQualifierValue
Optional. Allows setting the name of SessionQualifier.
Example: FixLayer.FixEngine.Session.TestFIXAcceptor.SessionQualifierValue = Q1
FixLayer.FixEngine.Session.Session_Name.StorageType
Mandatory. Defines the session storage type.
Valid values: "persistent" | "persistentMM" | "splitPersistent" | "transient" | "null"
Default value: FixLayer.FixEngine.Session.TestFIXAcceptor.StorageType = persistentMM
FixLayer.FixEngine.Session.Session_Name.LogDirectory
This parameter is available since FIXEdge C++ 6.14.0 release.
Optional. Defines the path to the directory in which connection logs of the session are stored.
If this property was not specified with value then the value of the LogDirectory will be used.
Since FIXEdge C++ 6.14.3 release, if this property was specified with the non-existent path then FIXEdge C++ will try to create a new directory in the specified path.
Since the FIXEdge C++ 6.14.0 release LogDirectory can also be specified for the backup connection of a particular session using FixLayer.FixEngine.Session.Session_Name.Backup.LogDirectory.
FixLayer.FixEngine.Session.Session_Name.Username
Optional. Sets the value of the Username (553) tag in the Logon message.
The ability to export the Username value from the vault (i.e. Azure Key Vault) is available since the FIXEdge C++ 6.15.4 release.
FIXEdge C++ provides the ability to export the Username value from the vault using a script. This can be achieved by defining the Username property in the FIXEdge.properties file in the following format:
- FixLayer.FixEngine.Session.<Session_Name>.Username = script://@[timeout=<value>, trim]<path_to_script>
Where
- timeout - is an optional attribute that defines the time interval to wait for successful script execution. If this attribute is not defined, then 5 sec will be used by default.
- trim - is an optional attribute that defines whether the value returned by the script should be trimmed. If this attribute is present, then the line break symbol will be deleted from the Username value received from the vault.
- path to script - is a path to the script that will be used to get the Username from the vault. If the path is relative, it must be relative to the current working directory.
This feature additionally allows the execution of procedural scripts, if necessary.
Example: FixLayer.FixEngine.Session.TestFIXAcceptor.Username = user
FixLayer.FixEngine.Session.Session_Name.Password
Optional. Sets the value of the Password (554) tag in the Logon message.
The ability to export the Password value from the vault (i.e. Azure Key Vault) is available since the FIXEdge C++ 6.15.4 release.
FIXEdge C++ provides the ability to export the Password value from the vault using a script. This can be achieved by defining the Password property in the FIXEdge.properties file in the following format:
- FixLayer.FixEngine.Session.<Session_Name>.Password = script://@[timeout=<value>, trim]<path_to_script>
Where
- timeout - is an optional attribute that defines the time interval to wait for successful script execution. If this attribute is not defined, then 5 sec will be used by default.
- trim - is an optional attribute that defines whether the value returned by the script should be trimmed. If this attribute is present, then the line break symbol will be deleted from the Password value received from the vault.
- path to script - is a path to the script that will be used to get a Password from the vault. If the path is relative, it must be relative to the current working directory.
This feature additionally allows the execution of procedural scripts, if necessary.
Example: FixLayer.FixEngine.Session.TestFIXAcceptor.Password = foobar
FixLayer.FixEngine.Session.Session_Name.UsernameTag
Optional. This parameter of Username field sets tag value of Username in Logon message.
Example: FixLayer.FixEngine.Session.Session_Name.UsernameTag=10533 – sends Username in a custom tag 10533
Default value: FixLayer.FixEngine.Session.Session_Name.UsernameTag=553
FixLayer.FixEngine.Session.Session_Name.PasswordTag
Optional. This parameter of Password field sets tag value of Password in Logon message.
Example: FixLayer.FixEngine.Session.Session_Name.PasswordTag=10554 – sends Password in a custom tag 10544
Default value: FixLayer.FixEngine.Session.Session_Name.PasswordTag=554
FixLayer.FixEngine.Session.Session_Name.SenderSubID
Optional. Sets value of SenderSubID (50) tag in outgoing FIX messages
FixLayer.FixEngine.Session.Session_Name.TargetSubID
Optional. Sets value of TargetSubID (57) tag in outgoing FIX messages
FixLayer.FixEngine.Session.Session_Name.SenderLocationID
Optional. Sets value of SenderLocationID (142) tag in outgoing FIX messages
FixLayer.FixEngine.Session.Session_Name.TargetLocationID
Optional. Sets value of TargetLocationID (143) tag in outgoing FIX messages
FixLayer.FixEngine.Session.Session_Name.EncryptMethod
Mandatory. Defines method of encryption for registered session. Sets value of EncryptMethod (98) tag in Logon message.
Valid values:
- 0 - None / other
- 1 - PKCS (proprietary)
- 2 - DES (ECB mode)
- 3 - PKCS/DES (proprietary)
- 4 - PGP/DES (defunct)
- 5 - PGP/DES-MD5 (see app note on FIX web site)
- 6 - PEM/DES-MD5 (see app note on FIX web site)
Default value: FixLayer.FixEngine.Session.TestFIXAcceptor.EncryptMethod = 0
FixLayer.FixEngine.Session.Session_Name.InSeqNum
Optional. Defines the initial incoming sequence number. It is expected that the first incoming message will have the specified sequence number.
Valid values: 0, 1, 2, ... Value "0" means that initial sequence number = 1.
Default value: FixLayer.FixEngine.Session.TestFIXAcceptor.InSeqNum = 0
FixLayer.FixEngine.Session.Session_Name.OutSeqNum
Optional. Defines the initial outgoing sequence number. The first outgoing message will be sent with the specified sequence number.
Valid values: 0, 1, 2, ... Value "0" means that initial sequence number = 1.
Default value: FixLayer.FixEngine.Session.TestFIXAcceptor.OutSeqNum = 0
FixLayer.FixEngine.Session.Session_Name.RecreateOnLogout
Mandatory. Defines whether the session must be recreated on the logout.
Valid values: "true" | "false"
If set to 'false' then the session is removed from the list of sessions after successful disconnection.
If set to 'true' then the session will be recreated after disconnection, it means:
the Acceptor will wait for the Logon message from the counterparty
- the Initiator will send the Logon message to the counterparty
Note: Recreation will take place only if the disconnection is initialized by the counterparty by the logout message.
Default value: FixLayer.FixEngine.Session.TestFIXAcceptor.RecreateOnLogout = false
FixLayer.FixEngine.Session.Session_Name.TerminateOnLogout
Optional.
Valid values: "true" | "false"
FixLayer.FixEngine.Session.Session_Name.IntradayLogoutTolerance
Optional. Defines using of the Intraday Logout Tolerance mode in particular registered session.
This property overrides the IntradayLogoutTolerance property in the configuration file 'engine.properties' for the particular session.
Note: If a new session is created via FIXICC then the default value is taken from the IntradayLogoutTolerance property.
Example: FixLayer.FixEngine.Session.TestFIXAcceptor.IntradayLogoutTolerance = true
FixLayer.FixEngine.Session.Session_Name.ForceSeqNumReset
Optional. Defines using the Force Sequence Number Reset mode for a particular session.
Valid values: "0" or "false" | "1" or "true" | "2". If property is set in another value - the value from property ForceSeqNumReset in configuration file 'engine.properties' is used.
Example: FixLayer.FixEngine.Session.TestFIXAcceptor.ForceSeqNumReset = 2
FixLayer.FixEngine.Session.Session_Name.HandleSeqNumAtLogon
Optional. If set to 'true' then FIX Engine will use value of NextExpectedMsgSeqNum (789) field in Logon for sequence number handling. The application will send missing messages to the counterparty in case of sequence number gap.
If the option is set to 'false' then the sequence number gap recovery requires an explicit Resend Request (35=2). FIX Engine will send resend requests automatically on the gap detection.
Valid values: "true" | "false"
Default value: "false"
FixLayer.FixEngine.Session.Session_Name.SocketPriority
Optional. Defines priority of the socket Send \ Receive operations.
Valid values:
EVEN - Share worker thread among all sessions in the Engine
AGGRESSIVE_SEND - Use a dedicated thread to send outgoing messages
AGGRESSIVE_RECEIVE - Use a dedicated thread to receive incoming messages
AGGRESSIVE_SEND_AND_RECEIVE - Enable both aggressive sending and aggressive receiving options
- DIRECT_SEND - use the current thread for sending, if this would block, perform as "EVEN".
Note: If the parameter is not specified for the session then ‘SocketOpPriority’ engine parameters will be used instead.
Default value: FixLayer.FixEngine.Session.TestFIXAcceptor.SocketPriority = EVEN
FixLayer.FixEngine.Session.Session_Name.AggressiveReceiveDelay
Optional. Defines a polling interval in microseconds for reading data from the socket.
Works only with aggressive sessions i.e. Engine::AGGRESSIVE_RECEIVE_SOCKET_OP_PRIORITY or Engine::AGGRESSIVE_SEND_AND_RECEIVE_SOCKET_OP_PRIORITY modes.
Setting a lower value reduces the latency but causes high CPU utilization.
Default value: 500 microseconds.
FixLayer.FixEngine.Session.Session_Name.TcpBufferDisabled
Optional.
Valid values: "true" | "false"
FixLayer.FixEngine.Session.Session_Name.RejectMessageWhileNoConnection
Optional.
Valid values: "true" | "false"
FixLayer.FixEngine.Session.Session_Name.ForceReconnect
Optional.
Session will be reconnected in the following situations:
1) In WaitForConfirmLogon state when session received not a confirming logon
2) In WaitForConfirmLogon state when logon frame expired
3) In Reconnect state when session was closed
4) In Initial state of session-initiator, when there were no acceptor exists. In this case, this property works with the 'Reconnect.MaxTries' property in 'engine.properties' for registered session:
a) if FixLayer.FixEngine.Session.Session_Name.ForceReconnect = false, the parameter Reconnect.MaxTries will be ignored, Utils::Exception will be thrown
b) If FixLayer.FixEngine.Session.Session_Name.ForceReconnect = true, the parameter Reconnect.MaxTries will be used
Valid values: "true" | "false"
Default value: FixLayer.FixEngine.Session.FIXAcceptor.ForceReconnect = false
FixLayer.FixEngine.Session.Session_Name.DefaultApplicationProtocol
Optional.
FixLayer.FixEngine.Session.Session_Name.PredefinedMessages
Optional.
FixLayer.FixEngine.Session.Session_Name.PredefinedMessage
Optional.
FixLayer.FixEngine.Session.Session_Name.ActiveConnection
Optional.
FixLayer.FixEngine.Session.Session_Name.KeepConnectionState
Optional. This property defines whether primary to backup (and vice versa) connection switching continue using existing messages storage.
Valid values: "true" | "false"
Default value: FixLayer.FixEngine.Session.Session_Name.KeepState = true
FixLayer.FixEngine.Session.Session_Name.EnableAutoSwitchToBackupConnection
Optional. If it is set as "true" an active session can automatically reconnect to its backup session (after ReconnectMaxTries attempts to connect) in case there is a problem to connect to host/port of the active one. In order to maintain the proper sequence number between two sessions HandleSeqNumAtLogon should be defined as "true".
Valid values: "true" | "false"
Default value: FixLayer.FixEngine.Session.Session_Name.EnableAutoSwitchToBackupConnection = false
FixLayer.FixEngine.Session.Session_Name.EnableCyclicSwitchBackupConnection
Optional. If it is set as "true" a backup session can automatically switch back to the active session (after ReconnectMaxTries attempts to connect) once the backup connection has problems.
Valid values: "true" | "false"
Default value: FixLayer.FixEngine.Session.Session_Name.EnableCyclicSwitchBackupConnection = false
FixLayer.FixEngine.Session.Session_Name.MaxMessagesAmountInBunch
Optional.
Default value: FixLayer.FixEngine.Session.TestFIXAceptor.MaxMessagesAmountInBunch = 0
FixLayer.FixEngine.Session.Session_Name.SecurityGroups
Optional.
FixLayer.FixEngine.Session.Session_Name.Protocol
Optional. Defines underlying protocol of FIX session.
Valid values: "FIX_TCP" | " FIXT11_TCP" | "FIXT11_FAST_TCP"
Default value: FixLayer.FixEngine.Session.TestFIXAceptor.Protocol =FIX_TCP - if session Version is FIX4x
FixLayer.FixEngine.Session.TestFIXAceptor.Protocol = FIXT11_TCP - if session Version is FIX5x
FixLayer.FixEngine.Session.Session_Name.CustomRawDataTagStrategies
Optional: Array of references to CustomRawDataTagStrategies array entries
Example:
FixLayer.FixEngine.Session.Session1.CustomRawDataTagStrategies.Count = 2 FixLayer.FixEngine.Session.Session1.CustomRawDataTagStrategies.1.Strategy = 2 FixLayer.FixEngine.Session.Session1.CustomRawDataTagStrategies.2.Strategy = 5
FixLayer.FixEngine.Session.Session_Name.CustomRawDataTagStrategies.Count
Mandatory: Count of references to strategies, used by session
Valid values: integer not less than 1.
Example: FixLayer.FixEngine.Session.Session1.CustomRawDataTagStrategies.Count = 2
FixLayer.FixEngine.Session.Session_Name.CustomRawDataTagStrategies.<index>.Strategy
Mandatory: Reference to CustomRawDataTagStrategies array entry
Valid values: integer not less than 1.
Example: FixLayer.FixEngine.Session.Session1.CustomRawDataTagStrategies.3.Strategy = 2
FixLayer.FixEngine.Session.Session_Name.IncomingMessagesLimit
Optional. Define a limit for messages received by session. Both the session-level messages and application level messages are counted.
Example: FixLayer.FixEngine.Session.TestFIXAcceptor.IncomingMessagesLimit = 1000
Default value for parameter is '0' - unlimited, no events will be created on business level in such case.
For more information please read the article Overload protection in FIXEdge.
FixLayer.FixEngine.Session.Session_Name.IncomingThroughputLimit
Optional. Define a limit for incoming messages throughput.
Example: FixLayer.FixEngine.Session.TestFIXAcceptor.IncomingThroughputLimit = 25
Default value for parameter is '0' - unlimited, no events will be created on business level in such case.
For more information please read the article Overload protection in FIXEdge.
FixLayer.FixEngine.Session.Session_Name.OutgoingQueueSize
Optional. Define a limit for outgoing queue.
Example: FixLayer.FixEngine.Session.TestFIXAcceptor.OutgoingQueueSize = 10.
Default value for parameter is '0' - unlimited, no events will be created on the business level in such case.
For more information please read the article Overload protection in FIXEdge.
FixLayer.FixEngine.Session.Session_Name.StorageRecoveryStrategy
Define a recovery storage strategy in case of broken storage.
Valid values:
- NONE - exception on error in FA, don't start session in FixEdge
- CREATE_NEW_ON_ERROR - create new storage on any error
Example: FixLayer.FixEngine.Session.TestFIXAcceptor.StorageRecoveryStrategy = CREATE_NEW_ON_ERROR
Default value for parameter is 'NONE'.
FixLayer.FixEngine.Session.Session_Name.HiddenLogonCredentials
Optional. Provides an option to mask password in in/out log files.
Valid values: "true" | "false".
Example: FixLayer.FixEngine.Session.TestFIXAcceptor.HiddenLogonCredentials = true.
FixLayer.FixEngine.Session.Session_Name.MaskedTags
Optional. Provides an option to mask any tag value in the log files.
Example: FixLayer.FixEngine.Session.TestFIXAcceptor.MaskedTags = 554,553.
The message will be written to the log file in the following way: 8=FIX.4.4^9=85^35=A^49=a_t1^56=a_s1^34=1^52=20161005-17:29:14.339^98=0^108=10^141=Y^553=***^554=***^10=176^
FixLayer.FixEngine.Session.Session_Name.SendingTimestampUnit
Parameter is available since FIXEdge C++ 6.2.0 release.
Optional. Defines the precision of the timestamp to be specified in 52 tag (SendingTime) and 122 tag (OrigSendingTime) in the outgoing message.
Valid values: second | millisecond | microsecond | nanosecond
Defaults:
- For FIX 4.0 и FIX 4.1:
- if KeepMillisecondsInUTCTimeFields = 0, 52 tag (SendingTime) and 122 tag (OrigSendingTime) will have seconds precision
- if KeepMillisecondsInUTCTimeFields = 1, 52 tag (SendingTime) will have seconds precision and 122 tag (OrigSendingTime) will have milliseconds precision
- if KeepMillisecondsInUTCTimeFields = 2, 52 tag (SendingTime) and 122 tag (OrigSendingTime) will have seconds precision
- Millisecond for all other FIX versions
Example: FixLayer.FixEngine.Session.TestFIXAcceptor.SendingTimestampUnit = nanosecond
FixLayer.FixEngine.Session.Session_Name.ResendMessagesLimit
Optional. Defines the maximum volume of messages sent as a reply to resend request.
Valid values:
- "-1" - disabled
- "0" - do not resend real messages, reply with GapFill
- positive number - max number of messages.
Default value: FixLayer.FixEngine.Session.Session_Name.ResendMessagesLimit = -1
Important: if ResendMessagesLimit property for the FIX session is set to "0" or to any positive number, then another mechanism for ignoring duplicate resend requests is automatically enabled.
For more information please read the article How to handle Resend Requests.
FixLayer.FixEngine.Session.Session_Name.CustomSessionType
Optional. Specifies whether a session should encrypt the password each time.
Valid values:
- GENERIC - generic session
- LME_SELECT- encrypt password tag each time
- TOTAL_SSN_TYPES - represent number of sessions types
- CME_SECURE_LOGON - use CME secure logon scheme
Default value: GENERIC
FixLayer.FixEngine.Session.Session_Name.CMESecureKeysFile
Optional. Specifies a path to CME keys files used for CME secure logon
Example: FixLayer.FixEngine.Session.TestFIXAcceptor.CMESecureKeysFile = CMEKeys.txt
FixLayer.FixEngine.Session.Session_Name.sendLastMsgSeqNumProcessed
Optional. Allows automatic adding the LastMsgSeqNumProcessed(369) tag to outgoing messages.
Valid values: "true" | "false"
Default value: false
FixLayer.FixEngine.Session.Session_Name.IgnoreDuplicateResendRequests
FIXEdge will ignore Resend Request (2) duplicates if the option is set to 'true'. This option should be used the property DuplicateResendRequestLimit > 0.
Ignoring resend requests is not compliant with the FIX Standard Protocol.
However, it can be used for reducing the load between the FIX engine and the counterparty and makes the application more reliable.
Optional. The default value is 'false'
FixLayer.FixEngine.Session.Session_Name.ResetSeqNumOnNonGracefulTermination
This parameter is available starting with FIXEdge version 6.11.0
This parameter provides the option, upon a session’s non-graceful termination, to reset sequence numbers. To use this functionality, set it to ‘true’. Then, following non-graceful termination, ingoing and outgoing sequence numbers will be reset to 1.
The default value is 'false'. If the parameter is set to ‘false’, ingoing and outgoing sequence numbers will not be reset following non-graceful termination.
The group of settings for FAST sessions
FixLayer.FixEngine.Session.Session_Name.FastTemplateFn
Mandatory for FAST session (Protocol = FIXT11_FAST_TCP). Defines the path to file with FAST templates.
Example: FixLayer.FixEngine.Session.TestFIXAcceptor.FastTemplateFn = FixEdge1/conf/fixt11-fix50sp2-templates.xml
FixLayer.FixEngine.Session.Session_Name.EnableFastScp
Optional. Enables or disables sending of FAST Hello message before Logon.
Default value: FixLayer.FixEngine.Session.TestFIXAcceptor.EnableFastScp = true
FixLayer.FixEngine.Session.Session_Name.FASTCodecParameters.BoolNtoString
Optional. Defines string representation of FIX boolean 'false' value in FAST encoded message
Default value: Character with ASCII code 0
FixLayer.FixEngine.Session.Session_Name.FASTCodecParameters.BoolYtoString
Optional. Defines string representation of FIX boolean 'true' value in FAST encoded message
Default value: Character with ASCII code 1
FixLayer.FixEngine.Session.Session_Name.InvalidLogonStrategy
The parameter has been available since the FIXEdge 6.16.0 release.
Optional. This property defines how Acceptor and Initiator respond to invalid Logon messages. The parameter may be configured on the default session level.
Valid values:
- RejectAndLogout (send both Reject (35=3) and Logout (35=5) messages)
- Logout (send only a Logout (35=5) message).
Default value: Logout
Additional properties for Acceptors only
FixLayer.FixEngine.Session.Session_Name.SourceIPaddress
Optional. Defines the expected value of the sourceIP address. If the real value is not equal to the expected one then the session is disconnected without sending a message and an error condition is generated in the log output.
For more details read the following article: How to specify multiple IP addresses per FIX Session
FixLayer.FixEngine.Session.Session_Name.LogonMessageSessionQualifierTag
Optional. Allows to set a tag into the logon message in which the SessionQualifier will be sent. Even custom tags can be used but it's recommended to use standard tags for this purpose, e.g. 553 (Username) or 50 (SenderSubID).
Example: FixLayer.FixEngine.Session.TestFIXAcceptor.LogonMessageSessionQualifierTag = 553
FixLayer.FixEngine.Session.Session_Name.ListenAddress
Parameter is available since FIXEdge 6.11.0.
Optional. The local IP address of the network interface accepting a specified session.
Default value: 0.0.0.0 (Listens to connections on all network interfaces).
Example: FixLayer.FixEngine.Session.TestFIXAcceptor.ListenAddress = 172.16.254.1
FixLayer.FixEngine.Session.Session_Name.ListenPort
Parameter is available since FIXEdge 6.11.0.
Optional. Port that listens to incoming connections for a specified session.
Listen Address and Listen Port values are taken from the acceptor session configured parameters. If these parameters are not set for an acceptor FIX session, ListenAddress and ListenPort values are taken from the FIXEdge C++ default session configured parameters. If these parameters are not set for a default FIX session, the global ports of the FIXEdge C++ Engine will be used.
FIXEdge stops to accept connections to the given port when the session is not ready to accept connection. For example, the session is terminated according to the schedule or established and not able to accept another connection.
Validation
Additional properties for Initiators only
FixLayer.FixEngine.Session.Session_Name.IgnoreSeqNumTooLowAtLogon
Optional. Defines how the FIXEdge should resolve ‘Sequence number is too low’ problem at a logon message.
Valid values: "true" | "false". When it set to 'true' then the session ignores error and continues to work with received sequence number.
Default value: FixLayer.FixEngine.Session.TestFIXAcceptor.IgnoreSeqNumTooLowAtLogon = false
FixLayer.FixEngine.Session.Session_Name.CustomLogonFileName
The parameter is deprecated since FIXEdge 6.14.2 release. The CustomLogonMessageFileName parameter must be used instead.
Optional. Defines a path to the custom logon file. It is possible to customize the Logon message to be sent by the initiator during connection process.
Note: the path is related to the 'FIXEdge.RootDir'.
Example: FixLayer.FixEngine.Session.TestFIXInitiator.CustomLogonFileName = logon.msg
FixLayer.FixEngine.Session.Session_Name.Host
Mandatory. Defines a network IP address of the computer, to which connection is established.
Default value: FixLayer.FixEngine.Session.TestFIXInitiator.Host = localhost
FixLayer.FixEngine.Session.Session_Name.Port
Mandatory. Defines a port's network number on the computer, to which connection is established.
Default value: FixLayer.FixEngine.Session.TestFIXInitiator.Port = 9106
FixLayer.FixEngine.Session.Session_Name.HBI
Mandatory. 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 will require calibration. '0' means that no Heartbeat messages will be sent.
Default value: FixLayer.FixEngine.Session.TestFIXInitiator.HBI = 60
FixLayer.FixEngine.Session.Session_Name.ReconnectMaxTries
Optional. Defines the number of attempts to restore the session if telecommunication error is detected during one connection attempt. "-1" means unlimited number of attempts.
Default value: FixLayer.FixEngine.Session.TestFIXInitiator.ReconnectMaxTries = 3 (defined in engine.properties)
FixLayer.FixEngine.Session.Session_Name.ReconnectInterval
Optional. Defines the time interval in milliseconds between reconnection attempts. The value must be greater than 0 if specified.
Default value: FixLayer.FixEngine.Session.TestFIXInitiator.ReconnectInterval = 1000 (defined in engine.properties)
FixLayer.FixEngine.Session.Session_Name.ReconnectGroup
Optional. Defines the name of reconnection group. All sessions in one reconnection group will be connected one by one with ReconnectInterval delay.
Note: disable ReconnectMaxTries ( =0 ) to avoid simultaneous connecting of sessions on FIXAntenna level
FixLayer.FixEngine.Session.Session_Name.ConfirmingLogonStrategy
This parameter is available starting with FIXEdge version 6.11.0
This parameter controls FIXEdge's behavior when a Logout (5) message is received instead of confirming Logon (A) during a FIX login procedure.
FIXEdge supports the following strategies:
Value | FIX Edge's response |
|---|---|
'RejectLogout' |
|
'ConfirmLogout' |
|
'SilentLogout' |
|
The default value is ‘RejectLogout’.
Additional properties for SSL configuration
This section describes a set of parameters to be added for the FIX session (initiator or acceptor) to configure a secured SSL connection.
The ability to configure the same set of SSL properties for acceptor and initiator sessions was introduced in FIXEdge 6.11.0 release.
The self-signed SSL certificate is required for this configuration and must be created separately.
Please refer to the How to configure built-in SSL support for FIX sessions in FIXEdge page for more details.
SSL parameters specified in the FIXEdge.properties file have a higher priority than similar parameters specified in the engine.properties file.
FixLayer.FixEngine.Session.Session_Name.SSL
Optional. Turns ON/OFF secure connection. Applicable for initiator and acceptor sessions.
Valid values: "true" | "false".
Default value: false.
Example: FixLayer.FixEngine.Session.TestFIXSession.SSL = true
FixLayer.FixEngine.Session.Session_Name.SSLProtocols
Mandatory, if FixLayer.FixEngine.Session.Session_Name.SSL = true.
Contains a comma-separated list of supported SSL protocol versions.
Valid values: "SSLv2" | "SSLv3" | "TLSv1" | "TLSv1_1" | "TLSv1_2" | "TLSv1_3" (supported since versions FIXEdge 6.12.0 and FIX Antenna 2.29.0).
Example: FixLayer.FixEngine.Session.TestFIXSession.SSLProtocols = TLSv1_2
FixLayer.FixEngine.Session.Session_Name.SSLCheckPrivateKey
The parameter is deprecated since FIXEdge 6.8.0 release.
Correspondence between the key and certificate will be checked automatically. FIXEdge will not start the session if the key doesn't correspond to the certificate.
Optional. Specifies whether the private key should be checked.
Valid values: "true" | "false".
Default value: "true" (if SSL support is turned on).
Example: FixLayer.FixEngine.Session.TestFIXSession.SSLCheckPrivateKey = false
FixLayer.FixEngine.Session.Session_Name.SSLValidatePeerCertificate
Optional. If set to "true" then connection counter-parties without a certificate are rejected. SSLCACertificate parameter must be specified.
Valid values: "true" | "false".
Default value: "false".
Example: FixLayer.FixEngine.Session.TestFIXSession.SSLValidatePeerCertificate = true
FixLayer.FixEngine.Session.Session_Name.SSLCertificate
Optional, if FixLayer.FixEngine.Session.Session_Name.SSL = true. Path to SSL certificate.
Example: FixLayer.FixEngine.Session.TestFIXSession.SSLCertificate = FIXEdge/FixEdge1/conf/cert.pem
FixLayer.FixEngine.Session.Session_Name.SSLCACertificate
The parameter is available since FIXEdge C++ 6.8.0 release.
Optional. This is a path to the file containing CA certificates (all in one file after another, PEM format only).
Example: FixLayer.FixEngine.Session.TestFIXSession.SSLCACertificate = FIXEdge/FixEdge1/conf/cert.pem
FixLayer.FixEngine.Session.Session_Name.SSLCertificatePassword
The parameter is available since FIXEdge C++ 6.8.0 release.
Optional. Certificate's password.
Example: FixLayer.FixEngine.Session.TestFIXSession.SSLCertificatePassword = CertificatePassword
FixLayer.FixEngine.Session.Session_Name.SSLPrivateKey
Optional. Path to SSL private key. If it is omitted Engine tries to load the private key from the same file as SSLCertificate parameter states.
Example: FixLayer.FixEngine.Session.TestFIXSession.SSLPrivateKey = FIXEdge/FixEdge1/conf/cert.pem
FixLayer.FixEngine.Session.Session_Name.SSLPrivateKeyPassword
The parameter is available since FIXEdge C++ 6.8.0 release.
Optional. Private key's password.
Example: FixLayer.FixEngine.Session.TestFIXSession.SSLPrivateKeyPassword = CertificateKeyPassword
FixLayer.FixEngine.Session.Session_Name.SSLCiphersList
The parameter is available since FIXEdge C++ 6.8.0 release.
Optional. The default OpenSSL built-in configuration is used in case of parameter absence.
The list is passed as is to OpenSSL during engine initialization in case of acceptor sessions (acceptor sessions are sharing the same configuration) and during session initialization in case of initiator sessions. See a list of the supported ciphers and list format at the official OpenSSL site.
Validation Settings
FixLayer.FixEngine.Session.Session_Name.Validation.AllowZeroNumInGroup
The session parameter defines whether repeating groups with a group size equal to '0' and no entries should be accepted.
Valid values: 'true' | 'false'
If set to 'true', FIXEdge C++ will accept messages as is. If set to 'false' and the VerifyTagsValues parameter is set to 'false' then the empty group will be removed from the message. Otherwise, the message will be rejected with the ERROR.
Default value: false
Throttling Settings
Please refer to the How to configure FIX messages throttling in FIXEdge C++ page for more details.
Throttling outgoing FIX messages is available since FIXEdge 6.14.0 release. Throttling incoming FIX messages is available since FIXEdge 6.15.0 release.
FixLayer.FixEngine.Session.Session_Name.Throttlers
Optional. The property defines the list of throttlers being configured.
Example: FixLayer.FixEngine.Session.TestFIXAcceptor.Throttlers = MyGeneralOutLimiter1, MyGeneralOutLimiter2
FixLayer.FixEngine.Session.Session_Name.Throttlers.<Throttler_Name>.Direction
Optional. The property defines the direction of the throttling.
Valid values: Outgoing, Incoming
Example: FixLayer.FixEngine.Session.TestFIXAcceptor.Throttlers.MyGeneralOutLimiter1.Direction = Outgoing
FixLayer.FixEngine.Session.Session_Name.Throttlers.<Throttler_Name>.Type
Optional. The property defines the type of throttling algorithm.
Valid values: SlidingWindowMessages
Example: FixLayer.FixEngine.Session.TestFIXAcceptor.Throttlers.MyGeneralOutLimiter1.Type = SlidingWindowMessages
FixLayer.FixEngine.Session.Session_Name.Throttlers.<Throttler_Name>.MessagesLimit
Optional. The property defines the number of messages within the time interval.
Example: FixLayer.FixEngine.Session.TestFIXAcceptor.Throttlers.MyGeneralOutLimiter1.MessagesLimit = 50
FixLayer.FixEngine.Session.Session_Name.Throttlers.<Throttler_Name>.IntervalMs
Optional. The property defines the throttling time interval in milliseconds.
Example: FixLayer.FixEngine.Session.TestFIXAcceptor.Throttlers.MyGeneralOutLimiter1.IntervalMs = 2000
FixLayer.FixEngine.Session.Session_Name.Throttlers.<Throttler_Name>.DefaultAction
The parameter is available since FIXEdge C++ 6.15.0 release.
Optional. The property defines the action to be performed when the incoming message exceeds the throttling limit.
Valid values: TerminateWithLogout, TerminateNonGracefully, SendReject, SkipThrottling, Wait
Default value: Wait
Example: FixLayer.FixEngine.Session.TestFIXAcceptor.Throttlers.MyGeneralInLimiter1.DefaultAction = TerminateWithLogout
Session Schedule Settings
Default Session Schedule Properties
This section describes default session schedule properties that are used for session schedule management functionality.
FixLayer.FixEngine.Sessions.DefaultStartTime
Optional. Defines local time to start FIX sessions (HH:MM). Used when a registered session doesn't have StartTime parameter. If the FIXEdge start-up time is greater than the specified value then the sessions will be started immediately.
E.g.: FixLayer.FixEngine.Sessions.DefaultStartTime = 08:00
FixLayer.FixEngine.Sessions.DefaultTerminateTime
Optional. Defines local time to terminate FIX sessions (HH:MM). Used when registered session doesn't have TerminateTime parameter.
E.g.: FixLayer.FixEngine.Sessions.DefaultTerminateTime = 23:59
Old-Style Session Schedule Properties
This section describes session schedule properties which are used for session schedule management functionality.
FixLayer.FixEngine.Session.Session_Name.StartTime
Optional. Defines the local time (HH:MM) when the session is registered by FIXEdge. Session can be used for routing purposes (via BL rules) but it doesn’t make the session available for connection.
If FIXEdge's start-up time is greater than the specified value then the session will be started immediately. See also default property DefaultStartTime to know when a default value is applied.
E.g.: FixLayer.FixEngine.Session.TestFIXAcceptor.StartTime = 08:00
FixLayer.FixEngine.Session.Session_Name.ConnectTime
Optional. Defines the local time (HH:MM) when FIXEdge determines the registered session as ready for connection.
StartTime vs ConnectTime
E.g. if StartTime = 08:00, ConnectTime = 09:00, then Session will be registered at 08:00, but will be not be ready for connection until 09:00.
Due to the fact that parameters are optional, below are some if-then scenarios:
- If ConnectTime parameter is not specified and StartTime is specified, then ConnectTime = StartTime. In other words, on the StartTime the session will be registered and then will be immediately ready for connection;
- If ConnectTime parameter is specified and StartTime is not specified, then session becomes registered right after FIXEdge start, but is ready for connection only after ConnectTime comes;
- If both ConnectTime and StartTime are not specified, then session becomes registered and ready for connection right after FIXEdge start.
E.g.: FixLayer.FixEngine.Session.TestFIXAcceptor.ConnectTime = 09:00
FixLayer.FixEngine.Session.Session_Name.DisconnectTime
Optional. Defines the local time (HH:MM) when FIXEdge sends logout message. In opposite to TerminateTime, when DisconnectTime comes, session remains registered and logs are not archived.
E.g.: FixLayer.FixEngine.Session.TestFIXAcceptor.DisconnectTime = 23:58
FixLayer.FixEngine.Session.Session_Name.TerminateTime
Optional. Defines the local time (HH:MM) when FIXEdge sends logout message, removes the session from the list of registered sessions and archives logs, so that after the session restore SeqNums will be reset.
TerminateTime should be 1-2 minutes earlier than FIXEdge shutdown to ensure that all logs moved correctly.
If FIXEdge's start-up time is greater than the specified value then the session will not be started. See also default property DefaultTerminateTime to know when default value is applied.
E.g.: FixLayer.FixEngine.Session.TestFIXAcceptor.TerminateTime = 23:59
Cron-Like Session Schedule Properties
The section below describes new session schedule management functionality that was introduced in FIXEdge 6.0. See How to upgrade Session Schedule to Cron-Like format article for upgrade and functionality details.
CRON expressions that should be assigned to schedule properties have the following syntax:
┌──────────── second (0 - 59) │ ┌───────────── minute (0 - 59) | │ ┌───────────── hour (0 - 23) | │ │ ┌───────────── day of month (1 - 31) | │ │ │ ┌───────────── month (1 - 12) | │ │ │ │ ┌───────────── day of week (1 - 7: Sunday to Saturday) | │ │ │ │ │ │ │ │ │ │ │ │ │ │ │ │ │ * * * * * *
Support of the CRON expressions is limited by quartz. In particular, specifying both a day-of-week and a day-of-month values is prohibited (you'll need to use the '*' character in one of these fields).
The only note here is that '*' character is used instead of '?' character in compare with quartz.
Several CRON expressions can be assigned for each property, they should be delimited by semicolon.
The parameter FIXICC.Schedules should be set to true to edit and see schedules in the FIXICC
FixLayer.FixEngine.Session.Session_Name.Schedule
Optional. Defines a schedule for the session. This property can be assigned to each registered FIX session and it should contain only one value of the schedule name to be used.
Pay your attention to the following rules of new session schedule management functionality usage:
- If FixLayer.FixEngine.Session.Session_Name.Schedule is specified then the default and old-style session schedule's properties will be ignored.
- If FixLayer.FixEngine.Session.Session_Name.Schedule is not specified, old-style and default session schedule properties will be applied.
Example: FixLayer.FixEngine.Session.Session_Name.Schedule = TestFIXSchedule
Schedules.Schedule_Name.StartTime
Conditionally required. It must be specified if FixLayer.FixEngine.Session.Session_Name.Schedule is defined and none of Schedules.Schedule_Name.ConnectTime, Schedules.Schedule_Name.DisconnectTime, FixLayer.FixEngine.Session.Session_Name.TerminateTime properties is specified.
The meaning of the property is the same as for old-style StartTime property.
Valid values: The property should be configured using CRON expression.
Example: Schedules.TestFIXSchedule.StartTime = 0 0 8 * * 2-6
Schedules.Schedule_Name.ConnectTime
Conditionally required. It must be specified if FixLayer.FixEngine.Session.Session_Name.Schedule is defined and none of Schedules.Schedule_Name.StartTime, Schedules.Schedule_Name.DisconnectTime, FixLayer.FixEngine.Session.Session_Name.TerminateTime properties is specified.
The meaning of the property is the same as for old-style ConnectTime property.
Valid values: The property should be configured using CRON expression.
Example: Schedules.TestFIXSchedule.ConnectTime = 0 0 9 * * 2-6
Schedules.Schedule_Name.DisconnectTime
Conditionally required. It must be specified if FixLayer.FixEngine.Session.Session_Name.Schedule is defined and none of Schedules.Schedule_Name.StartTime, Schedules.Schedule_Name.ConnectTime, FixLayer.FixEngine.Session.Session_Name.TerminateTime properties is specified.
The meaning of the property is the same as for old-style DisconnectTime property.
Valid values: The property should be configured using CRON expression.
Example: Schedules.TestFIXSchedule.DisconnectTime = 0 0 21 * * 2-6
Schedules.Schedule_Name.TerminateTime
Conditionally required. It must be specified if FixLayer.FixEngine.Session.Session_Name.Schedule is defined and none of Schedules.Schedule_Name.StartTime, Schedules.Schedule_Name.ConnectTime, Schedules.Schedule_Name.DisconnectTime properties is specified.
The meaning of the property is the same as for old-style TerminateTime property.
Valid values: The property should be configured using CRON expression.
Example: Schedules.TestFIXSchedule.TerminateTime = 0 0 21 * * 6
Schedules.Schedule_Name.DaysOff
Optional. Defines the date and/or time when a schedule should not be applied, i.e. should be ignored.
Valid values: The property should be configured using CRON expression.
Example: Schedules.TestFIXSchedule.DaysOff = * * * 25 12 *
It means that the schedule TestFIXSchedule will not be executed on the December 25th of each year. In other words, if session was active before as December 25th came, it would remain active on December 25th, and the further schedule will be applied only on December 26th.
Schedules.Schedule_Name.TimeZone
Optional. Defines the time zone of the schedule.
Valid values: UTC/Local or TimeZone name from standard JAVA timezone list that depends on the used version of JRE. You can find some part of the supported time zones on the Oracle page.
To get the complete list of time zones, execute the following command: "java <path>/timelinegenerator.jar --tzlist"
Example: Schedules.TestFIXSchedule.TimeZone = America/New_York
Default value: Schedules.TestFIXSchedule.TimeZone = Local
Examples of Usage
Use Case #1
Say, you have the following configuration setup in FIXEdge.properties:
______________ FixLayer.FixEngine.Sessions.DefaultStartTime = 0 0 8 * * * FixLayer.FixEngine.Sessions.DefaultTerminateTime = 0 59 23 * * * ______________ FixLayer.FixEngine.Session.Session1.Version = FIX44 FixLayer.FixEngine.Session.Session1.Role = Acceptor FixLayer.FixEngine.Session.Session1.SenderCompID = FIXEdge FixLayer.FixEngine.Session.Session1.TargetCompID = SampleClient ______________
Note: StartTime/ConnectTime/DisconnectTime/TerminateTime as well as Schedule are not specified for the session.
Result:
The defaults should be applied. Thus session will be started at 8:00 and will be terminated at 23:59 every day of the week (Monday - Sunday) in local time. Every day it will be started with empty log files and sequence numbers reset.
Use Case #2
Say, you have the following configuration setup in FIXEdge.properties:
______________ FixLayer.FixEngine.Session.Session1.Version = FIX44 FixLayer.FixEngine.Session.Session1.Role = Acceptor FixLayer.FixEngine.Session.Session1.SenderCompID = FIXEdge FixLayer.FixEngine.Session.Session1.TargetCompID = SampleClient ______________ FixLayer.FixEngine.Session.Session1.ConnectTime = 0 0 8 * * 2-6 FixLayer.FixEngine.Session.Session1.DisconnectTime = 0 0 21 * * 2-6 FixLayer.FixEngine.Session.Session1.TerminateTime = 0 0 21 * * 6 ______________
Note: StartTime, as well as Schedule, are not specified for the session. Default Session Schedule Properties are also not set.
Result:
The session will connect at 8:00 and disconnect at 21:00 every working day of the week (on Monday, Tuesday, Wednesday, Thursday and Friday) in local time. Every Monday it will start with empty log files and sequence numbers will be reset.
Use Case #3
Say, you have the following configuration setup in FIXEdge.properties:
______________ FixLayer.FixEngine.Sessions.DefaultStartTime = 0 0 8 * * * FixLayer.FixEngine.Sessions.DefaultTerminateTime = 0 59 23 * * * ______________ FixLayer.FixEngine.Session.Session1.Version = FIX44 FixLayer.FixEngine.Session.Session1.Role = Acceptor FixLayer.FixEngine.Session.Session1.SenderCompID = FIXEdge FixLayer.FixEngine.Session.Session1.TargetCompID = SampleClient ______________ FixLayer.FixEngine.Session.Session1.ConnectTime = 0 0 8 * * 2-6 FixLayer.FixEngine.Session.Session1.DisconnectTime = 0 0 21 * * 2-6 FixLayer.FixEngine.Session.Session1.TerminateTime = 0 0 21 * * 6 ______________
Note: StartTime as well as Schedule are not specified for the session.
Result:
Session will connect at 8:00 and disconnect at 21:00 every working day of the week (on Monday, Tuesday, Wednesday, Thursday and Friday) in local time. Every Monday it will start with empty log files and sequence numbers will be reset. Default properties will be ignored.
Use Case #4
Say, you have the following configuration setup in FIXEdge.properties:
______________ Schedules.TestFIXSchedule.StartTime = 0 0 7 * * 2-6 Schedules.TestFIXSchedule.DisconnectTime = 0 0 23 * * 2-6 Schedules.TestFIXSchedule.TerminateTime = 0 0 23 * * 6 # catholic Christmas: Schedules.TestFIXSchedule.DaysOff = * * * 25 12 * # TimeZone Schedules.TestFIXSchedule.TimeZone = EST ______________ FixLayer.FixEngine.Session.Session1.Version = FIX44 FixLayer.FixEngine.Session.Session1.Role = Acceptor FixLayer.FixEngine.Session.Session1.SenderCompID = FIXEdge FixLayer.FixEngine.Session.Session1.TargetCompID = SampleClient ______________ FixLayer.FixEngine.Session.Session1.Schedule = TestFIXSchedule ______________
Note: Old-style StartTime/ConnectTime/DisconnectTime/TerminateTime as well as Default Session Schedule Properties are not specified.
Result:
Session will connect at 7:00 and disconnect at 23:00 on Monday, Tuesday, Wednesday, Thursday and Friday in EST time. Every Monday it will start with empty log files and sequence numbers will be reset. The schedule will not be executed on the December 25th of each year.
Use Case #5
Say, you have the following configuration setup in FIXEdge.properties:
______________ FixLayer.FixEngine.Sessions.DefaultStartTime = 0 0 9 * * * FixLayer.FixEngine.Sessions.DefaultTerminateTime = 0 59 23 * * * ______________ Schedules.TestFIXSchedule.StartTime = 0 0 7 * * 2-6 Schedules.TestFIXSchedule.DisconnectTime = 0 0 23 * * 2-6 Schedules.TestFIXSchedule.TerminateTime = 0 0 23 * * 6 # catholic Christmas: Schedules.TestFIXSchedule.DaysOff = * * * 25 12 * # TimeZone Schedules.TestFIXSchedule.TimeZone = EST ______________ FixLayer.FixEngine.Session.Session1.Version = FIX44 FixLayer.FixEngine.Session.Session1.Role = Acceptor FixLayer.FixEngine.Session.Session1.SenderCompID = FIXEdge FixLayer.FixEngine.Session.Session1.TargetCompID = SampleClient ______________ FixLayer.FixEngine.Session.Session1.Schedule = TestFIXSchedule ______________ FixLayer.FixEngine.Session.Session1.ConnectTime = 0 0 8 * * 2-6 FixLayer.FixEngine.Session.Session1.DisconnectTime = 0 0 21 * * 2-6 FixLayer.FixEngine.Session.Session1.TerminateTime = 0 0 21 * * 6 ______________
Result:
The session will connect at 7:00 and disconnect at 23:00 on Monday, Tuesday, Wednesday, Thursday and Friday in EST time. Every Monday it will start with empty log files and sequence numbers will be reset. Default Session Schedule Properties and Old-Style Session Schedule Properties will be ignored. The schedule will not be executed on December 25th of each year.