Configuring FIX endpoints
This section describes how to configure FIX Engine and FIX session.
Configuring FIX Engine
The FIX Engine is based on the FIX Antenna Java library.
FIX Engine's basic settings are stored in the fixengine.properties file, located in the conf directory. Refer to the B2BITS FIX Antenna Java Programmer’s Guide for a complete list of FIX Antenna settings.
The fixengine.properties file contains global B2BITS FIX Antenna settings. A user can specify FIX session default parameters here as well.
The fixedge.properties file contains settings of the default FIX server port by which the FIX Antenna listens to incoming data.
The currently used default: server.port=8911.
Additional listening ports could be defined within FIX session configurations (see the port
property). In this case, the FIX Engine automatically manages their opening and closing according to started sessions.
Custom FIX dictionaries setup
The custom FIX dictionaries setup in the FIXEdge Java product is based on the FIX Antenna custom FIX dictionaries setup (see How to set up custom FIX dictionaries), but there is FIXEdge Java configuration specific.
Follow these steps to set up FIX dictionaries:
Place the customFIXVersions section into the default fixengine.properties file located in the conf directory to set up custom FIX version info for all FIX sessions.
fixengine.properties# comma-separated list of custom FIX dictionary aliases customFixVersions=FIX44Custom,FIX50Custom # pair of 'fixVersion' and 'fileName' for each FIX dictionary alias with the pattern: # customFixVersion.<custom FIX version alias>.fixVersion=<base standard FIX version> # customFixVersion.<custom FIX version alias>.fileName=<custom FIX dictionary file name> # example of custom FIX dictionary based on FIX.4.4 customFixVersion.FIX44Custom.fixVersion=FIX.4.4 customFixVersion.FIX44Custom.fileName=classpath:fixdic44-custom.xml # examples of custom FIX dictionary based on FIX.5.0 customFixVersion.FIX50Custom.fixVersion=FIX.5.0 customFixVersion.FIX50Custom.fileName=classpath:fixdic50-custom.xml
Set the defined dictionary aliases as session's fixVersion or appVersion in the appropriate FIXEdge Java session configuration file 's_fix_[SESSION_ID].properties':
s_fix_session1.properties# FIXEdge Java session configuration properties fixVersion=FIX44Custom
s_fix_session2.properties# FIXEdge Java session configuration properties fixVersion=FIX50Custom
The value of the default custom version is specified in the DefaultCstmApplVerID <1408> field of the Logon message. Its value is configured in the s_fix_[SESSION_ID].properties file via the appVersion property - the first custom version in the list will be considered the default one and its value will be set for the DefaultCstmApplVerID <1408> field of the Logon message.Please be aware that the value of the default custom 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.
Changes, which are made in the fixengine.properties file will be applied only after the FIXEdge Java server restart.
Configuring FIX Session
For establishing and managing FIX sessions, the FIX Antenna Java library is used. FEJ also introduces a per-file base configuration for each FIX session. All such configuration files are placed into subdirectories of the conf/session directory and should follow the s_fix_[SESSION_ID].properties mask (this behavior can be changed with the sessionConfigManager
bean into sysconf/fej-server.xml). Additionally, each subdirectory may have the s_fixDefault.properties configuration file which defines a common option for all groups of the FIX session.
To add a new FIX session, the s_fix_[SESSION_ID].properties file is used with new session settings.
To modify the FIX session, the changes to the s_fix_[SESSION_ID].properties file should be done.
To apply changes to the FIX session, the following options are available:
- Restart the FIXEdge Java server by using the administrative instruments (all sessions will be initialized in this case)
- Load or reload the session configuration from the FIXICC app (refer to the FIXICC & FEJ Integration User Guide)
NOTE: Changes, which are made in fixengine.properties will be applied to the FIX Engine and sessions only after the FIXEdge server restart.
For monitoring available sessions and their states, use the administrative tools (SSH, JMX), or FIXICC.
FIX session configuration options
(You can find the advanced options for the FIX session on the FIX Antenna Java configuration page).
Property name | Default value | Required for session initiator | Required for session acceptor | Description |
---|---|---|---|---|
sessionType | acceptor | Yes | Yes | Session type. If the type is not defined, then the session will be resolved as an acceptor. Valid values: acceptor/initiator. |
host | Yes | The connecting host for the initiator session | ||
port | Yes | Yes, if SSL is enabled | The connecting port for the initiator session or listening port for the acceptor session. If the port property is defined for the acceptor, the FIXEdge server tries to open this port during the acceptor session start and close during its stop. The FIXEdge server accepts such a session only on the defined port. The same port may be defined for several acceptor sessions. All of these sessions should contain the same value for the 'enableSSL' property. | |
senderCompID | Yes | Yes | The assigned value is used to identify a firm that sends the message | |
senderSubID | The assigned value is used to identify a specific message originator (desk, trader, etc.) | |||
senderLocationID | The assigned value is used to identify a specific message originator’s location (i.e. geographic location and/or desk, trader) | |||
targetCompID | Yes | Yes | The assigned value used to identify a receiving firm | |
targetSubID | The assigned value is used to identify a specific individual or a unit intended to receive the message | |||
targetLocationID | The assigned value is used to identify a specific message destination’s location (i.e. geographic location and/or desk, trader) | |||
fixVersion | Yes | Yes | A version of the FIX protocol, a version of the transport protocol in case of FIX 5.0-FIXLatest (FIXT1.1), or a custom version (see How to set up custom FIX dictionaries) Valid values: FIX.4.0, FIX.4.1, FIX.4.2, FIX.4.3, FIX.4.4, FIXT.1.1. | |
appVersion | A version of the application-level protocol or a custom version (see How to set up custom FIX dictionaries) Valid values: FIX.4.0, FIX.4.1, FIX.4.2, FIX.4.3, FIX.4.4, FIX.5.0, FIX.5.0SP1, FIX.5.0SP2, FIXLatest The FIXLatest application version is available since FIXEdge Java 1.10.3 release. | |||
backupHost | Backup host for initiator session | |||
backupPort | Backup port for initiator session | |||
incomingSequenceNumber | 0 | An initial incoming sequence number | ||
outgoingSequenceNumber | 0 | An initial outgoing sequence number | ||
heartbeatInterval | 30 | Heartbeat interval (in seconds) | ||
fixFieldList | User-defined fields for messages. If this list is not empty, the Engine adds it to each outgoing message. | |||
outgoingLoginFixFieldList | Additional fields for the outgoing Logon message | |||
groups | A comma-separated list of routing groups | |||
username | The assigned value is used to identify a username to send in the Logon message for the initiator session and a username to validate with the user name from the Logon request for a session acceptor. The session will be accepted if the username is not defined. | |||
password | The assigned value is used to identify a password to send in the Logon message for the session initiator and the password to validate with the password from the Logon request for the session acceptor. The session will be accepted if the password is not defined. | |||
disposeOnDisconnect | false | Disposes the FIX session when another side breaks the connection or in case of disconnection. More details about session statuses can be found in the FIX Antenna Java documentation. NOTE: If the property is set to true, then the reconnect logic will be suppressed. | ||
startOnload | false | Yes | Yes | Whether a FIX session should be started during FIXEdge Java server initialization. |
startTime | Yes | Yes | A cron expression that defines a FIX session start time | |
stopTime | Yes | Yes | A cron expression that defines a FIX session stop time | |
scheduleTimeZone | Yes | Yes | A time zone for the start and stop times | |
resetSequenceOnSchedule | false | Yes | Yes | Whether sequences of a FIX session should be reset at the moment, defined by the startTime expression. |
NOTE:
- The FIX session can be started or stopped only if the
startOnload
option is enabled or if any scheduling is applied. Otherwise, the session will be inactive. Please also refer to the Scheduler configuration section for more complex scheduling definitions. - It is possible to use environment variables in the configuration.
Example: password = ${ENV_PASSWORD}, where ENV_PASSWORD is the name of the environment variable.
Timestamps in storages
FIX Antenna Java library provides the ability to mark storages and messages inside them with timestamps. This feature is supported only for storages with human-readable formats
- Filesystem Storage - persistent storage, all messages will be saved on disk;
- Sliced File Storage - persistent storage with a defined maximum file size;
- MMF Storage - persistent file storage that uses the technology of the memory-mapped file.
Incoming and outgoing message storages could contain the timestamp of the FIX sessions starting in their names. The following session properties are responsible for such a configuration:
Configuration options
Property name | Default value | Description |
---|---|---|
storageNameTimestamped | false | Ability to add a session creation timestamp to the storage file name. The timestamp replaces the placeholder {3} from the format defined in the outgoingLogFile parameter (see below). If the option is enabled and the storage filename includes a timestamp of the session start, during the backup procedure such file will be moved to a backup folder with the same name. Otherwise, if the filename is simple and without a timestamp, the file will be copied with the timestamp by the FIX Engine backup procedure to support the uniqueness of this file in the backup folder. |
storageTimestampFormat | yyyy-MM-dd_HH-mm-ss | The SimpleDateFormat pattern. NOTE: Avoid delimiter chars that are not valid for file system file names. |
incomingLogFile | {0}.in | Incoming storage file name pattern.
Acceptable values:
|
outgoingLogFile | {0}.out | Outgoing storage file name pattern.
Acceptable values:
|
timestampsInLogs | true | Ability to write timestamps in the in/out log files. |
timestampsPrecisionInLogs | Milli | The desired precision of timestamps in the in/out log files. Valid values:
By default, human-readable storages include a millisecond timestamp for each message. This behavior could be flexibly changed. For example, it's possible to disable timestamps to minimize the latency and save time for timestamp generation. Or to increase the precision of timestamps if it is needed for better statistics. |
markIncomingMessageTime | false | Transport will set the additional time mark in nanoseconds for incoming messages right after reading data from the socket if this option is set to true. Note that, by default, messages are marked with a timestamp at the moment of storing them in the storage. But, for incoming messages, it is possible to store the timestamp of the message reading with the enabled |
Secure connection configuration
FIXEdge Java supports configuring secure transport separately for each session.
FIX Sessions can use a mutual store of private keys (KeyStores) and a mutual store of trusted keys (TrustStore).
In some cases (for security reasons, administrative convenience, or flexibility), each session must use independent KeyStore and TrustStore.
Default session settings can be configured in the s_fixDefault.properties file (see details here) located in the same directory as the s_fix<session id>.properties session configuration file.
Each acceptor can use the dedicated port if this port is defined in the session configuration file. Otherwise, the default settings port is used.
If Secure Connection settings for a session differ, the use of a dedicated port is mandatory.
Secure connection parameters
The full list of configuration parameters can be found here: B2BITS FIX Antenna Java Programmer’s Guide.
Property | Default value | Description |
---|---|---|
enableSSL | false | Enable secure transport for the session |
keyStorePath | Path to a KeyStore, which contains private keys for a secure connection. One key is to be set per port. | |
keyStorePassword | KeyStore password | |
trustStorePath | Path to a TrustStore. Usually contains a chain of trusted certificates. | |
trustStorePassword | TrustStore password | |
sslKeystoreType | JKS | The type of a KeyStore. See the KeyStore section in the Java Cryptography Architecture Standard Algorithm Name Documentation for information about standard types. Examples of value: JKS, JCEKS, PKCS12, PKCS11 |
sslTruststoreType | JKS | The type of a TrustStore. See the KeyStore section in the Java Cryptography Architecture Standard Algorithm Name Documentation for information about standard types. Examples of value: JKS, JCEKS, PKCS12, PKCS11 |
sslKeystoreKeyAlias | Alias filter for used entities in a KeyStore. The only keys with defined alias will be used for a secure connection if this property is defined. | |
sslTruststoreKeyAlias | Alias filter for used entities in a TrustStore. The only certificates with defined alias will be used for a secure connection if this property is defined. | |
sslProtocol | TLSv1.2 | Preferred SSL protocol. |
acceptedSslServerProtocols | Accepted SSL protocols for connection to the server. This option is used to restrict the SSL protocols to which the initiator can connect. Value type: comma-separated string Examples of value: "TLSv1.2", "TLSv1.1, TLSv1.2" | |
acceptedSslCipherSuites | Accepted SSL cipher suites for connection to the server. | |
keyManagerAlgorithm | SunX509 | Key manager factory algorithm name (see Customizing the Default Key Managers and Trust Managers). Possible values are SunX509, and PKIX. |
keyManagerProvider | Key manager provider. Used to get the KeyManagerFactory instance. | |
trustManagerAlgorithm | SunX509 | Trust manager factory algorithm name (see Customizing the Default Key Managers and Trust Managers). Possible values are SunX509, and PKIX. |
sslServerNeedClientAuth | false | Define if authentication is required for the server-side socket. This option is working only for the acceptor sessions. |
Example configuration for default acceptor session parameters
# FIXEdge Java SSL default session configuration properties fixVersion=FIX.4.4 startOnload = true # Define options for secure connection port=5555 enableSSL=true sslProtocol = TLS acceptedSslServerProtocols = TLSv1.2 # SSL Properties keyStorePath=conf/ssl/FIXEdge_Server_Keystore1.jks keyStorePassword=FIXEdgeServer trustStorePath=conf/ssl/FIX_Client_Truststore1.jks trustStorePassword=FIXClient
Example configuration for a secure acceptor session using default secure properties
# FIXEdge Java session configuration properties with default SSL settings sessionType=acceptor senderCompID=FIXEdgeJ targetCompID=FIXClient1 fixVersion=FIX.4.4
Example configuration for a secure acceptor session using custom secure properties
# FIXEdge Java session configuration properties with custom SSL settings sessionType=acceptor senderCompID=FIXEdgeJ targetCompID=FIXClient2 fixVersion=FIX.4.4 # Specifing custom port because secure configuration is changed port=6666 enableSSL=true sslProtocol = TLS acceptedSslServerProtocols = TLSv1.2 # SSL Properties keyStorePath=conf/ssl/FIXEdge_Server_Keystore2.jks keyStorePassword=FIXEdgeServer trustStorePath=conf/ssl/FIX_Client_Truststore2.jks trustStorePassword=FIXClient
Example configuration for a secure initiator session using custom secure properties
host=localhost port=3000 senderCompID=FIXEdgeJ targetCompID=FIXClient3 fixVersion=FIX.4.4 # Define options for secure connection enableSSL=true keyStorePath=conf/ssl/FIXEdge_Server_Keystore3.jks keyStorePassword=FIXEdgeServer trustStorePath=conf/ssl/FIX_Client_Truststore3.jks trustStorePassword=FIXClient