FIX Antenna HFT Engine 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

  1. Choose a cutoff marker, e.g., '-ID-'.

  2. Set FIXCompIdCutoffMarker = '-ID-' in the FIX Antenna HFT configurations.

  3. 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) 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>