FIX Antenna HFT Engine Parameters
- 1 Overview
- 2 Engine parameters
- 2.1 FIXCompIdCutoffMarker
- 2.1.1 Usage Example
- 2.1.1.1 Configuration
- 2.1.1.2 Example
- 2.1.1.3 Outcome
- 2.1.1 Usage Example
- 2.1 FIXCompIdCutoffMarker
- 3 Session parameters
Overview
FIX Antenna reads the configuration parameters by default from the engine.properties file during initialization.
The user can also assign another name for the configuration file, such as the Engine::FixEngine::init(const std::string& aPropertiesFileName = "")
call parameter.
For example:
Engine::FixEngine::init("FE.properties") |
Engine parameters
FIXCompIdCutoffMarker
The parameter has been available since the FIX Antenna HFT 1.0.16 release.
Optional. This property allows the creation of multiple initiator sessions with identical Sender/Target CompIDs in the FIX messaging environment. By configuring a special pattern, appended to the Sender/Target during setup, the engine will strip this pattern (and any subsequent characters) from the CompID before sending a message to an external system. This configurable pattern ensures unique session identification while maintaining the consistency of Sender/Target CompIDs across various sessions.
Valid type: string
Usage Example
Configuration
Choose a cutoff marker, e.g.,
'-ID-'
.Set
FIXCompIdCutoffMarker = '-ID-'
in the FIX Antenna HFT configurations.For each session, configure the internal CompIDs by appending the marker and a unique identifier, then the FIX Antenna HFT will remove this for external messages.
Example
Before sending:
FIXCompIdCutoffMarker = '-ID-'
Session 1: Internal IDs:
SenderCompID = 'TradeFast-ID-1'
,TargetCompID = 'ExchangeXYZ-ID-1'
.Session 2: Internal IDs:
SenderCompID = 'TradeFast-ID-2'
,TargetCompID = 'ExchangeXYZ-ID-2'
.
After processing:
Session 1 & 2 external IDs:
SenderCompID = 'TradeFast'
,TargetCompID = 'ExchangeXYZ'
.
Outcome
Internally, sessions are differentiated as -ID-1
, -ID-2
, but externally, they appear consistent and originate from the same CompIDs.
Session parameters
To configure a session parameter for a session defined by SenderCompId (49) and TargetCompId (56)Â the following line should be added to the engine.properties file:
Session.<SenderCompID>/<TargetCompID>.<Parameter> = <value>
To configure the default session parameter the following line should be added to the engine.properties file:
Session.Default.<Parameter> = <value>