B2BITS' FIX CME Drop Copy Solution is pre-configured to work with CME Drop Copy interface. CME Drop Copy Solution is based on B2BITS' generic server FIXEdge, therefore it leverages all FIXEdge features including easy configuration, administration and monitoring.
Supported FIX Messages
CME Drop Copy Solution data is captured by FIXEdge via FIX 4.2 session. The CME Drop Copy Solution supports the following FIX messages:
- Administrative messages:
- Custom Logon (MsgType = 'A');
- Heartbeat (MsgType = '0');
- Test Request (MsgType = '1');
- Resend Request (MsgType = '2');
- Sequence Reset (MsgType = '4');
- Logout (MsgType = '5');
- Application messages:
- Custom XML message (MsgType = 'n').
See also step-by-step description below:
- CME Drop Copy Solution starts and establishes FIX Session to CME Drop Copy using from FIXEdge.properties file.
- CME Drop Copy Solution sends custom Logon (35=A) message with CME secure key data.
- Once FIX session is established, CME Drop Copy Solution starts receiving Execution Reports (35=8) encapsulated within an XML non-FIX message (35=n) as soon as appear in the session.
- Business Layer extracts Execution report (35=8) from each XML non-FIX message (35=n) message.
- (Optional). Business Layer passes each message to the Transport Adapter or stores into the DB.
- CME Drop Copy Solution continues receiving live updates.
- Session with CME Drop Copy is not established.
- Notice about a failed attempt to create the session is logged into FIXEdge.log.
- CME Drop Copy Solution performs an attempt to recreate the session based on the session configuration parameters.
Note: email notification can be configured for any supported Session Events or particular incoming/outgoing FIX message.
CME Drop Copy Solution Configuration
Please see the table below that represents the components included into the FIXEdge package intended for CME Drop Copy Solution:
Is used to specify the following:
|Base dictionary for FIX4.2 protocol|
|Additional dictionary with updates for CME Drop Copy Solution|
Is used to specify FIX Session details.
Version = FIX42
Schedule can be used for multiple sessions. Includes:
Text file with custom logon message, see example below: