How to use a custom symbol instead of SOH

Intro

FA C++ supports custom symbols instead of SOH on per session basis. For this purpose, the TagsDelimiter parameter is used.

The TagsDelimiter parameter is configured through SessionExtraParameters and through the engine.properties file. If the parameter is set through a configuration file, either symbols ("S", "|", "^", etc.) or Hex code (0x24, 0x7C, 0x5E, etc.) are applicable. 

If a forbidden symbol is chosen for a delimiter, the following error is raised with the message: "The forbidden tags delimiter is specified".

In order to use the TagsDelimiter parameter for an acceptor, you should set a value for the default session in the config file: Session.Default.TagsDelimiter.

The tagsDelimiter is added as an argument in the following methods:

• StorageMgr::create
• FIXMessage::toString
• FIXMessage::::toRaw
• FIXMessage::prepare
• FIXMsgProcessor::parse
• FIXMsgProcessor::check
• FIXMsgProcessor::checkFields
• GenericPreparedMessage::GenericPreparedMessage (constructor)

Allowed Parameter Values

Forbidden Parameter Values

Config Sample

TagsDelimiter = 0x01
Session.ESVR/GTF.TagsDelimiter = 0xA5

Sample Message

8=FIX.4.4|9=1897|35=AE|49=ICE|34=2793|52=20201109-09:02:17.592044|56=123|57=41|571=185624|487=0|856=0|828=K|150=F|17=5833492|39=2|570=N|55=5863332|48=SECURITY_ID|22=8|461=FXXXXX|207=NDEX|9064=0|916=20210101|917=20210331|32=6|31=38.35|9018=18|9022=2159|75=20201109|60=20201109-08:58:00.000000|9413=2|762=800|9028=0|8013=____|552=1|54=1|37=5833490|11=5833490|453=1|448=PARTY_ID|447=D|452=11|448=PARTY_ID|447=D|452=13|448=PARTY_ID|447=D|452=56|448=PARTY_ID|447=D|452=1|448=PARTY_ID|447=D|452=61|448=PARTY_ID|447=D|452=12|448=PARTY_ID|447=D|452=35|448=PARTY_ID|447=D|452=4|448=PARTY_ID|447=D|452=51|448=PARTY_ID|447=D|452=60|448=PARTY_ID|447=D|452=63|448=PARTY_ID|447=D|452=54|376=ComplianceID|77=O|9123=64924188|555=3|600=5377544|602=LegSecurityID|603=8|608=FXXXXX|616=LegSecurityExchange|624=1|637=38.35|687=6|654=5833493|9019=6|9023=744|9020=20210101|9021=20210131|539=6|524=805|525=D|538=4|524=NestedPartyID|525=D|538=51|524=SNestedPartyID|525=D|538=60|524=NestedPartyID|525=D|538=63|524=H|525=D|538=54|524=NestedPartyID|525=D|538=35|9376=LegComplianceID|600=5377545|602=LegSecurityID|603=8|608=FXXXXX|616=NDEX|624=1|637=38.35|687=6|654=5833494|9019=6|9023=672|9020=20210201|9021=20210228|539=6|524=NestedPartyID|525=D|538=4|524=NestedPartyID|525=D|538=51|524=NestedPartyID|525=D|538=60|524=NestedPartyID|525=D|538=63|524=NestedPartyID|525=D|538=54|524=NestedPartyID|525=D|538=35|9376=LegComplianceID|600=5377546|602=LegSecurityID|603=8|608=FXXXXX|616=LegSecurityExchange|624=1|637=38.35|687=6|654=5833495|9019=6|9023=743|9020=20210301|9021=20210331|539=6|524=NestedPartyID|525=D|538=4|524=NestedPartyID|525=D|538=51|524=NestedPartyID|525=D|538=60|524=NestedPartyID|525=D|538=63|524=H|525=D|538=54|524=NestedPartyID|525=D|538=35|9376=LegComplianceID|10=034|

Specifics of a custom delimiter use

When the custom tags delimiter is defined for the session, it is applied to all incoming and outgoing transport and application messages.

The exceptions are:

• the first outgoing Logon message in the Initiator session
• the first incoming Logon message in the Acceptor session
• the first outgoing Logon (or Logout) message in the Acceptor session
• the first incoming Logon (or Logout) message in the Initiator session

Custom delimiter in outgoing message

When the Engine receives the outgoing message from the application to send it, the Engine uses the value of the TagsDelimiter parameter to concatenate the fields in the FIX message.

The exceptions are:

• the first outgoing Logon message in the Initiator session
• the first outgoing Logon (or Logout) message in the Acceptor session

Custom delimiter in incoming message

When the Engine receives the incoming message from the counterparty, the Engine uses the value of the TagsDelimiter parameter to parse the fields in the received FIX message.

The exceptions are:

• the first incoming Logon message in the Acceptor session
• the first incoming Logon (or Logout) message in the Initiator session

Custom delimiter at session routing

When the message is being routed from session A to session B with different tags delimiters, then:

• The tags delimiter for session A is used when the FIXEdge receives the message from the session A
• The tags delimiter for session B is used when the FIXEdge sends the message to the session B

Custom delimiter at session restart

When the session starts with an existing set of logs, the current TagsDelimeter is consistent with TagsDelimeter used in the logs. In case of inconsistency:

• The session is not created
• An error is raised with the message: "The new tags delimiter <value> is inconsistent with the existing log files. You can either change the tags delimiter back to the <value> to keep the sequence numbers or restart the session with new log files to use new tags delimiter and reset the sequence numbers."

Keeping delimiter in the storage

The FIX Engine writes the value of the TagsDelimiter parameter in the storage depending on the symbol code range.

• The printable symbols are specified as a printable symbol. Examples: ^, $, |.
• The Control characters and Extended codes are specified as a Hex code only. Examples: 0x01, 0x80, 0xCA.