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
EngineRoot
The top of the directory tree under which the Engine's configuration and log files are kept.
DO NOT add a slash at the end of the directory path.
ListenPort
Optional. Port or several ports, delimited by a comma, on which acceptors listen to FIX sessions' incoming connections.
One incoming port can be used for several sessions.
The parameter is ignored for the entire application if a listen port is set for a specific session. In this case, another ListenPort parameter (on session level) is used by FIX Engine.
If the listen port is not set neither globally, nor for a specific session, FIX Engine will not accept connections.
LogFileName
Optional. Engine's log file name. If this parameter is commented or empty, LogFileName = "engine.log" as default.
Actually represents the alias for the "Log.Engine.File.Name" parameter. If both parameters are specified simultaneously, then:
- If Log.Engine.Device is not specified, "LogFileName" is used;
- If Log.Engine.Device is specified, "Log.Engine.File.Name" is used;
ListenAddress
Optional. The local IP address of the network interface accepting incoming connections.
Default 0.0.0.0 - listens to connections at all network interfaces.
SourceIPAddress
The expected IP address of a remote counterparty. Incoming connections from other endpoints will be filtered out.
If the real value is not equal to the expected one, then the connections are dropped without sending a message and the error condition is generated in the log output.
The parameter supports masks. For example: 10.96.0.0/11
Default 0.0.0.0 - accepts all connections from IP addresses on every network interface.
LicenseFile
The license file path.
LogDirectory
This property is the path of the directory in which the logs for all incoming (if LogIncomingMessages is set to "true") and outgoing FIX messages are stored.
It is possible to specify a path related to the EngineRoot directory. For example, if LogDirectory is set to "logs", then the real path is /logs. The specified directory must exist.
ConnectAddress
Optional. Engine's local IP address to send messages from.
It is used only for multi-homed hosts. If this parameter is commented or empty, the Engine will send IP datagrams from any/all local addresses.
NumberOfWorkers
A number of threads that serve FIX sessions (heartbeat generation/check, message rejecting, message delay delivering, etc.).
The recommended value is 10. The value must be an integer and greater than zero.
Changing this value will impact the performance of FIX Engine.
The most efficient parameter value should be distinguished during testing.
Workers are used for the following operations:
Process incoming connections (for acceptors) until incoming Logon message is delivered
Initiate session reconnect (for acceptors) when logout is received and Application marks session to connect again
Process outgoing connections (for initiators) until TCP connection is established and outgoing Logon is sent in case async connect is used
Deliver rejected messages back to Application if EnableMessageRejecting = true and message cannot be sent on time
Deliver delayed messages to Applicationwhenfirstcallofprocess() returns false
OutOfSequenceMessagesStrategy
Optional. This parameter sets strategy for processing out-of-sequence messages. Parameter is available since FIX Antenna 2.23.0
Valid values:
- RequestAlways - send resend request with BeginSeqNo (7) = <out-of-sequence message number>, EndSeqNo (16) =0 on any out-of-sequence message
- RequestOnce - send the only resend request on the gap. Duplicates of resend requests for the same interval are not sent
- IgnoreGap - send resend request on gap and process out-of-sequence messages
- Queue - use temporary queue for storing out-of-sequence messages and process them after the gap is closed
Is not supported for FAST sessions
Default value: RequestAlways.
OutOfSequenceMessagesStrategy.QueueSize
Optional. The size of the temporary queue for processing out-of-sequence messages (measured in a count of messages). The parameter is used if parameter OutOfSequenceMessagesStrategy=Queue. Parameter is available since FIX Antenna 2.23.0
The default value is 2000.
A queue should be cleared after exceeding the limit of out-of-sequence messages and a new resend request should be sent.
Session parameters
Session parameters should be preceded by the prefix 'Session.<SenderCompId>/<TargedCompId>.'
for a session defined by SenderCompId (49) and TargetCompId (56).
In the case of setting default parameter for all sessions, the prefix is 'Session.Default.'.
More detailed information can be found at: How to configure FIX Sessions with engine.properties file.
LogonTimeFrame
This parameter sets the time period after which a session is non-gracefully terminated if a response is not received to a first "Logon" message (message type A).
The corresponding Logout message is sent to the counterparty. This value is in seconds. The recommended value is 30 seconds for dedicated connections or private networks. Trading connections via the internet will require calibration. If it is set to "0", then the time period is unlimited. The value must be integer and not negative.
LogoutTimeFrame
This parameter sets the time period after which a session is automatically terminated if a response is not received to a "Logout message" (message type 5).
This value is in seconds. The recommended value is 10 seconds for dedicated connections or private networks. Trading connections via the internet will require calibration. The value must be an integer and greater than 0.
IntradayLogoutTolerance
An option not to reset sequence numbers after Logout.
Valid values:
- true - enables IntradayLogoutTolerance mode;
- false - disables IntradayLogoutTolerance mode.
If set to true, sequence numbers are not reset after Logout. Logout sender should initiate session recovery by sending Logon message with SeqNum = <last outgoing="" seqnum>=""> + 1; expecting reply Logon with SeqNum = <last incoming="" seqnum>=""> + 1. If a gap is detected, standard message recovery or gap filling process takes place.
If set to false, sequence numbers are reset after Logout.
ReasonableTransmissionTime
This parameter specifies the delta (increment) to the Heartbeat interval between a TestRequest message being sent by FIX Engine and a Response Heartbeat being received.
The session attains a "telecommunication failed state" if no Response Heartbeat message is received after the normal Heartbeat interval plus delta. For example, if no message (application or session level) is received during the Heartbeat interval, the engine sends the TestRequest message. If the required Response Heartbeat message is not received during Heartbeat interval plus Delta, then the session moves to the "Telecommunication link failed" state. This parameter is specified in (Heartbeat Interval/100). The recommended value is 20%.
ForceSeqNumReset
This parameter allows to resolve sequence gap problem automatically.
When the mode is ON, the session uses the 141(ResetSeqNumFlag) tag in sending/confirming Logon message to reset SeqNum at the initiator or at the acceptor. Valid values:
- "0" or "false" - Disable ForceSeqNumReset mode;
- "1" or "true" - Enable SeqNum reset at first time of session initiation;
- "2" - Enable SeqNum reset for every session initiation.
DuplicateResendRequestLimit
This parameter specifies the number of duplicate resend request messages (35=2) that can be received before the Application::OnResendRequestLoop callback is called. The recommended option and default value for this parameter is DuplicateResendRequestLimit = 2. This gives the user the option to respond to identical resend requests only once and ignore all other duplicates.
The following conditions cause the FIX Engine to consider resend requests as duplicates:
- The batch of messages that is to be resent, specified by the interval determined by the tags BeginSeqNo (7) & EndSeqNo (16), is the same
- Resend requests are received while the FIX engine is processing other resend requests
Ignoring resend requests is not compliant with the FIX Standard Protocol.
The FIX Standard Protocol recommends responding to every resend request received, which can make engine behavior unstable and lead to unexpected traffic growth.
To follow the FIX Standard Protocol, DuplicateResendRequestLimit should be set to ‘0’.
Responding to every resend request is not the recommended behavior for FIX Antenna C++ products because doing so may lead to an infinite resend loop when the one of the counterparties can’t process a batch of messages properly and initiates a resend request for the same batch of messages again and again. By reducing the volume of outgoing messages and duplicate responses, traffic is minimized and applications on both sides are made more stable.
This parameter can be added in the engine.properties file.
AdditionalParsersList
This parameter defines the list of additional (custom) protocols which require registering of the corresponding parsers.
When FIX Antenna is started, all dictionaries from DictionariesFilesList are loaded. If dictionaries are standard, predefined standard parsers (like FIX40; FIX41; FIX42; FIX43; FIX44; FIXT11) are created basing on them. If any dictionary from DictionariesFilesList is custom, parser is not automatically created and therefore such parsers should be listed in the AdditionalParsersList parameter.
Format of the value: [UNIQUE_PARSER_NAME@][FIXT_PROTOCOL1:]APP_PROTOCOL1[,APP_PROTOCOL2...], where:
- UNIQUE_PARSER_NAME - optional, name of the parser;
- FIXT_PROTOCOL1 - optional, session protocol. Required if APP_PROTOCOL doesn't contain session messages;
- APP_PROTOCOL1 - required, application protocol;
- APP_PROTOCOL2, ... - optional, list of other application protocols.
Below are examples of possible parsers with correct format:
- MyFixParser@FIXT11:FIX50SP2,FIX50SP1;
- FIXT11:FIX50SP2,FIX50SP1;
- FIXT11:FIX50SP2;
- FIX44.
These are examples of one entry. Entries can be combined with semicolon to define more than one parser:
AdditionalParsersList = FIX44; FIXT11:FIX50SP2; FIXT11:FIX50SP2,FIX50SP1; MyFixParser@FIXT11:FIX50SP2,FIX50SP1
Parsers are not used for Market Data Adapters and for FAST Sessions.
ThirdPartyRoutingIsEnabled
FIX Engine has inbuilt FIX message routing capability and fully supports the "Deliver To On Behalf Of" mechanism as specified by the FIX protocol.
If this parameter is set to "true", Engine redirects FIX messages automatically to other FIX sessions it maintains if the OnBehalfOfCompID field in the message is defined. If this parameter is set to "false", Engine directs all messages received to the client application.
DelayedProcessing.DeliveryTriesInterval
This parameter specifies the time interval between attempts to deliver an application level message to a registered client application in the event the application does not confirm receipt and operation upon the message.
The value is specified in milliseconds. The value must be integer and greater than 0. This parameter is required only if the DelayedProcessing.MaxDeliveryTries parameter is specified.
DelayedProcessing.MaxDeliveryTries
Optional. This parameter specifies the number of attempts that will be made to deliver an application level message to the registered client application.
If this value is exceeded then the session will be closed with the logout reason "Application not available". The recommended value is 10. The value must be an integer and not negative.
Reconnect.Interval
This parameter specifies the time interval between reconnection attempts in order to restore a communications link.
This value is specified in milliseconds (seconds*10-3). The recommended value is 1000 for dedicated connections and private networks. Internet connections require calibration. The value must be an integer and greater than 0.
Reconnect.MaxTries
This parameter specifies the number of attempts to restore the session.
The session is considered as restored if the telecommunication link was restored and the exchange of Logon messages was successful. If it is set to "-1", then the number of attempts is unlimited. This value is integer.
MessageTimeToLive
Optional. This parameter sets the time period after which a message rejecting is started while the session doesn't exist.
Value is specified in milliseconds (seconds*10-3), must be integer and greater than 0.
CheckVersionOfOutgoingMessages
This parameter is an option whereby the version of FIX protocol used for the outgoing message is validated against that of the established session.
If set to "true", then the application must use the same version of the protocol as the established session otherwise an error occurs. If set to false then the application level message will be sent to the counterparty. The recommended value is "true".
Changing this value will impact the performance of FIX Engine. In the development should be true. In production should be false.
ResendMessagesBlockSize
Resend Request resend messages by blocks.
This parameter defines how many messages proceed in block. The value “0” means that all messages will be resent in one block. The value must be an integer and not less than 0.
The default value is "1000".
ResetSeqNumAfter24hours
Optional. An option to send a Logon message with the ResetSeqNumFlag set after each 24 hour period of session's activity to establish a new set of sequence numbers (starting with 1).
The default value is false.
DictionariesFilesList
This parameter contains a list of names of XML files with extensions of the FIX protocols delimited by semicolon.
EncryptionConfigFile
Encryption config file name.
TotalOutgoingStorageMemoryLimit
Specifies the total amount of the memory (in MB) that active session may use.
0 - means infinite. When the limit is reached, the "hardest" sessions will be closed non-gracefully.
Debug.LogSessionExtraParameters
If this property value is true, all session parameters will be printed to the engine.log file.
OutOfSequenceMessagesStrategy
Optional. This parameter sets strategy for processing out-of-sequence messages for specific session. Parameter is available since FIX Antenna 2.23.0
Valid values:
- RequestAlways - send resend request with BeginSeqNo (7) = <out-of-sequence message number>, EndSeqNo (16) =0 on any out-of-sequence message. ResendRequestBlockSize is not supported (will be used strategy RequestOnce).
- RequestOnce - send resend request on gap (considering ResendRequestBlockSize parameter). Duplicates of resend requests for the same interval are not sent.
- IgnoreGap - send resend request on gap and process out-of-sequence messages.
- Queue - use temporary queue for storing out-of-sequence messages and process them after the gap is closed.
Is not supported for FAST sessions
Default value is Engine parameter OutOfSequenceMessagesStrategy.
Old parameters DeliverAppMessagesOutOfOrder, SuppressDoubleResendRequest must be removed for specified strategy for sessions. Old parameters have higher priority.
OutOfSequenceMessagesStrategy.QueueSize
Optional. The size of temporary queue for processing out-of-sequence messages (measured in a count of messages). The parameter is used if parameter OutOfSequenceMessagesStrategy=Queue. Parameter is available since FIX Antenna 2.23.0
Default value is Engine parameter OutOfSequenceMessagesStrategy.QueueSize.
A queue should be cleared after exceeding the limit out-of-sequence messages and a new resend request should be sent.
SocketOpPriority
The priority of the socket Send/Receive operations.
Valid values:
- EVEN (default) - share worker thread among all session in the Engine;
- AGGRESSIVE_SEND - use dedicated per session thread to send outgoing messages;
- AGGRESSIVE_RECEIVE - use dedicated per session thread to receive incoming messages;
- AGGRESSIVE_SEND_AND_RECEIVE - use dedicated per session threads to send and receive messages;
DIRECT_SEND - use the current thread for sending, if this would block, performs as "EVEN".
AggressiveReceiveDelay
Optional. Defines a polling interval in microseconds for reading data from the socket.
Works only with aggressive sessions i.e. Engine::AGGRESSIVE_RECEIVE_SOCKET_OP_PRIORITY
or Engine::AGGRESSIVE_SEND_AND_RECEIVE_SOCKET_OP_PRIORITY
modes.
Setting lower value reduces the latency but causes high CPU utilization.
The default value is 500 microseconds.
Schedule
Optional. Specifies a defined schedule for the session.
There is no defined schedule by default. See details in the Programmer's Guide.
SSL
For Initiator FIX Session:
Mandatory if SSL is used. Enable SSL support for the session.
Default value is false.
For Acceptor FIX Session:
Optional. If true, accept SSL connection only. If false, accept both SSL and non-SSL connections for the session.
Default value is false.
ParserVersion
Name of unique parser for FIX protocol
Role
Role of the session
Host
The host for initiator session
Port
TCP port for connection to the remote site
ListenPort
Port dedicated for a session.
For acceptors, it is a port that listens to incoming connections for a specified session.
The same incoming port cannot be re-used for several sessions.
The Engine stops to accept connections to the given port when the session is no longer used, i.e. terminated. For example, the session is terminated according to the schedule.
Introduced in FIX Antenna 2.28.0
ListenAddress
The local IP address of the network interface accepting a specified session.
Default 0.0.0.0 - listens to connections on all network interfaces.
Introduced in FIX Antenna 2.28.0
SourceIPAddress
The expected IP address of a remote counterparty. Incoming connections from other endpoints will be filtered out.
If the real value is not equal to the expected one, then the connections are dropped without sending a message and the error condition is generated in the log output.
The parameter supports masks. For example: 10.96.0.0/11
Default 0.0.0.0 - accepts all connections from IP addresses on every network interface.
HBI
The heartbeat interval in seconds for the initiator session
CustomLogonMessageFileName
Path to file with a Custom logon message for the initiator.
The default value is empty.
TagsDelimiter
The character used as a tags delimiter in a FIX message. The default delimiter is '0x01' (SOH). Refer to How to use a custom symbol instead of SOH.
ResetSeqNumFromFirstLogon
This parameter provides the ability to reset a session’s sequence numbers to the ones received in the logon message in the case where session sequence numbers seem outdated.
The following fields control the frequency with which the sequence numbers are reset:
- ‘never’ – sequence numbers do not reset at logon
- ‘schedule’ – sequence numbers reset according to an existing schedule defined by the schedule parameter of the session, initiated by a first-time logon message
- cron expression – sequence numbers reset according to a customizable date and time, initiated by a first-time logon message
The default value is ‘never’.
This parameter can be added via the engine.properties file for the acceptor session or set it via API.
ResetSeqNumOnNonGracefulTermination
This parameter provides the option, upon a session’s non-graceful termination, to reset sequence numbers. To use this functionality, set it to ‘true’. Then, following non-graceful termination, ingoing and outgoing sequence numbers will be reset to 1.
The default value is ‘false’. If the parameter is set to ‘false’, ingoing and outgoing sequence numbers will not be reset following non-graceful termination.
This parameter can be added via the engine.properties file for the acceptor session or set it via API.
confirmingLogonStrategy
This parameter controls the engine’s behavior when a logout message is received upon logon and a session was not established.
The following fields determine the parameter’s response:
confirmingLogonStrategy | Response |
---|---|
'RejectLogout' | Continues previous behavior, i.e.
|
'ConfirmLogout' |
|
'SilentLogout' |
|
The default value is ‘RejectLogout’.
This parameter should be added to session properties and default properties in the engine.properties file, and can also be set via API.
Storages
LogIncomingMessages
This property provides an option to log incoming FIX messages (those received) from a counterparty FIX Engine.
They will be stored in the directory specified by the LogDirectory parameter in a file with extension "in".
Changing this value will impact the performance of FIX Engine. In the development should be true. In production should be false.
OutgoingMessagesStorageSize
This parameter defines the upper limit to the number of outgoing messages that are resent in the event of a Resend Request.
The recommended value is 20000 if no data on mean activity is known.
Changing this value will impact the performance of FIX Engine. Large storage increases application working set.
ExtraSafeMode
If this parameter is true than file streams are flushed after each I/O operation.
Changing this value will impact the performance of FIX Engine. In the development and in production should be true.
TimestampsInLogs
Optional. An option to write timestamps in the log files.
The default value is true.
Changing this value will impact the performance of FIX Engine. In the development should be true. In production should be false.
EnableIncrementalLogFileCreation
Setting property "true" will reserve 10MB of disc space for logging.
If log reaches 10Mbs, another 10Mbs will be reserved and so on. When property is "true" FixAntenna performance is greatly increased.
Persistents.LogIncrementSize
Specifies the amount of memory in bytes reserved for memory mapped file message storage for *.out/*.in files.
It defines how FIX Antenna reserves space on the HDD for PersistentMM (in any cases) and Persistent (if EnableIncrementalLogFileCreation is ON). It is recommended to set large enough value to minimize the number of resizes during the storage life time. Each resize can cause a latency spike.
Changing this value will impact the performance of FIX Engine.
Persistents.IdxIncrementSize
Specifies the amount of memory in bytes reserved for memory mapped file message storage for *.idx file It defines how FIX Antenna reserves space on the HDD for PersistentMM (in any cases) and Persistent (if EnableIncrementalLogFileCreation is ON).
It is recommended to set large enough value to minimize the number of resizes during the storage life time. Each resize can cause a latency spike.
Changing this value will impact the performance of FIX Engine. In the development should be true. In production should be false.
SplitPersistentMsgStorage.BackupDir
This property is the path to the directory, where sliced message storage will search for log files in case they are not found in the primary location.
It is the user's responsibility to move files from the primary location to backup. The default value is empty - backup path disabled.
SplitPersistentMsgStorage.MaxSliceSize
Specifies the maximum size of one slice for sliced message storage.
Recommended value: any multiple of Persistents.LogIncrementSize Default value is 500000000 - 500Mb.
MessageStorage.IndexRebuildEnabled
Optional. If this parameter is true, FIX Engine will try to restore the index file from the log file in case the index file is missed or corrupted. The default value is false.
MessageStorage.RequireRejectFlagSupport
Optional. If this option is enabled, FIX Engine will not rebuild index files for message storages, that does not support the embedded Reject Flag Marker. The default value is "true".
MessageStorage.TimestampUnit
This property specifies precision of timestamps in session logs (.in / .out storage files).
Possible values are: "millisecond", "microsecond", "nanosecond".
Optional. The property is global for all sessions. The default value is "millisecond".
Unregistered Acceptors parameters
CreateUnregisteredAcceptorSession
This parameter provides an option whereby FIX Engine will accept a FIX session for which it has no registered application (an acceptor).
If set to 'true', Engine accepts an incoming connection and creates the corresponding Session object. If there is no Application associated with the session, all application level messages are rejected with the Application Level Reject(3) message. If an application is registered, the behavior is as standard. If set to 'false', Logon messages are ignored and the incoming connection is dropped. Property is obsolete, UnregisteredAcceptor.CreateSession should be used instead.
UnregisteredAcceptor.CreateSession
This parameter provides an option whereby FIX Engine will accept a FIX session for which it has no registered application (an acceptor).
If set to 'true', Engine accepts an incoming connection and creates the corresponding Session object. If there is no Application associated with the session, all application level messages are rejected with the Application Level Reject(3) message. If an application is registered, the behavior is as standard. If set to 'false', Logon messages are ignored and the incoming connection is dropped.
UnregisteredAcceptor.IgnoreSeqNumTooLowAtLogon
This parameter allows accepting sessions with seqNum in the Logon lower than it is expected by FIX Engine.
When true, the session continues with the received seqNum.
UnregisteredAcceptor.maxMessagesAmountInBunch
FA is able to join packages that wait for sending into the socket, these parameters control how many messages could be joined.
0 means infinite. The value should be less than 1000000.
UnregisteredAcceptor.RejectMessageWhileNoConnection
When true, unregistered acceptors will reject messages in case they couldn't be sent during the interval specified in the MessageTimeToLive parameter.
You can find more information about how to use this parameter here: How to use "RejectMessageWhileNoConnection" parameter
UnregisteredAcceptor.tcpBufferDisabled
When true, the TCP buffer (Nagle algorithm) will be disabled for unregistered acceptors.
Otherwise, TCP may join and enqueue small packages until timeout ends.
UnregisteredAcceptor.SessionStorageType
Default storage type of created unregistered sessions.
By default, the persistentMM storage type is used. Use the "transient" value to use transient storage for the sessions.
Message Validation parameters
MessageMustBeValidated
Mandatory. Defines whether each application message is checked for the existence of required tags.
Valid values: "true" | "false"
If set to ‘true’, all application-level messages are checked. If set to ‘false’, the responsibility for message validity rests with the counterparty.
Note: Session level messages are checked in all cases. The recommended setting is ‘false’. Changing this value will impact the FIX Engine performance. Use ‘true’ for debugging and ‘false’ to increase performance.
Default value: MessageMustBeValidated = false
VerifyTagsValues
Optional. Defines whether each application message is verified for tag values.
Valid values: "true" | "false"
If set to ‘true’, all messages will be verified. If set to 'false', the responsibility for message verification rests with the counterparty.
Note: Ignored if MessageMustBeValidated = false
Default value: VerifyTagsValues = true
ProhibitUnknownTags
Optional. Defines whether each application message is checked for the unknown tags.
Valid values: "true" | "false".
If set to ‘false’, all application messages with unknown tags will be processed. If set to ‘true’, the Engine will reject messages with unknown tags.
Note: Ignored if MessageMustBeValidated = false
Default value: ProhibitUnknownTags = false
VerifyReperatingGroupBounds
Optional. Defines whether each application message is verified for repeating group size.
Valid values: "true" | "false".
If set to ‘true’, the Engine will reject messages with incorrect repeating group size. Otherwise, the message will be passed to the application layer. In this case, the responsibility for message validity rests with the counterparty.
Note: Ignored if MessageMustBeValidated = false
Default value: VerifyReperatingGroupBounds = true
VerifyReperatingGroupBounds = "false" has no effect since FIX Antenna 2.26
IgnoreUnknownFields
Valid values: "true" | "false".
Mandatory. If set to 'true', the unknown (undefined or user's) fields would not affect the message processing. In this case, FIX Engine removes unknown fields so that performance can be increased. If set to 'false', the unknown tags will remain in the message consuming memory and reducing performance.
Note: Ignored if MessageMustBeValidated = false
Default value: IgnoreUnknownFields = false
Validation.CheckRequiredGroupFields
Optional. Controls the validation of required fields in the repeating group.
Valid values: "true" | "false".
If set to ‘true’, repeating groups will be checked for the presence of required fields. If set to ‘false’, the responsibility for repeating group validity rests with the counterparty. The recommended setting is 'true'.
Note: Ignored if MessageMustBeValidated = false
Default value: Validation.CheckRequiredGroupFields = true
AllowEmptyFieldValue
Mandatory. Defines whether the raw message may contain tags without values.
Valid values: "true" | "false".
If set to ‘true’, the raw message may contain tags without values that will be ignored. Otherwise, an exception will be fired.
Default value: AllowEmptyFieldValue = false
AllowZeroNumInGroup
The parameter defines if Engine should accept repeating groups with a group size equal to '0' and no entries.
Valid values: "true" | "false".
If set to ‘true’, FIX Engine will accept messages as is. Otherwise, the empty group would be removed from the message.
Default value: AllowZeroNumInGroup = false
Logging parameters
Log.File.Format
Customformatoflogfilerecord. Can be defined separately for each log file e.g. Log.Version.File.Format = ...
Format string can contain any symbols and keywords:
- %% - put '%' symbol;
- %level - put severity level name: 'ERROR', 'WARN' etc.;
- %tablevel - put extra spaces for vertical alignment of records after %level;
- %date{FIX} - date in 'YYYYMMDD-HH:MM:SS.sss' format;
- %date{ISO8601} - date in 'YYYY-MM-DD HH:MM:SS,sss' format;
- %date - date in 'DD MMM YYYY HH:MM:SS,sss' format;
- %timezone - time zone abbreviation or name (setup TZ env variable to take abbreviation in windows) or 'UTC';
- %logger - log category, component;
- %thread - thread id;
- %thread_name - prints a name of the thread
- %message - logged message.
Default value:
Log.File.Format = [%level] %tablevel%date{FIX} [%thread] [%logger] - %message
Log.File.CreateUniqueFileName
If true new unique file name will be created. Log.File.Name value is a pattern.
If false Log.File.Name will be used as a file name.
If Log.Device is not specified explicitly (in other words, Log.Device = "File" as default), Log.File.CreateUniqueFileName = "false" as default.
Log.Cycling
Enables/disables log file cycling.
Valid values:
- true - to enable cycling;
- false - to disable cycling.
If set to true, then repeating records in logs will be controlled and replaced with the single "cycling record" according to the specified cycling parameters. Seecyclling parameters described below for details.
Log.Cycling.Ignore
Number of repeating records to be placed to log before cycling is started.
Example: Log.Cycling.Ignore = 3
Log.Cycling.BlockSize
Number of repeating records to be accumulated (hidden) before write the "cycle record" to the log.
Example: Log.Cycling.BlockSize = 10
Log.Cycling.Multiplier
Multiplier for the BlockSize. If BlockSize number of messages is accumulated and the same message still appears then next BlockSize is calculated as the previous one multiplied by Multiplier.
Example: Log.Cycling.Multiplier = 10
Log.Device
Default target devices.
Valid values:
- File - messages will be written to the file;
- Console - messages will be written to the console;
- EventLog (Windows specific) - messages will be written to the Windows Event Log;
- WinDebug (Windows specific) - messages will be written to the OutputDebugString;
- Syslog (Linux/Unix specific) - messages will be written to the system log.
Log4Cplus - messages will be written to Log4Cplus (since FIXEdge version 6.7)
If Log.Device is not specified explicitly, Log.Device = "File" as default.
The properties of the device are in the "Log.<name>" section. For instance Log.File contains all properties of the File device.
Multiple devices can be chosen - the names of devices should be separated by a space in this case. E.g.: by setting Log.Device = File Log4Cplus
logging will be performed with both creating standard log files and forwarding to Log4Cplus.
Log4Cplus can be used to send log messages to external services such as Splunk. FIXEdge does not guarantee each log message delivery when:
- Log message receiver is not available (not listening on the given port).
- Log message receiver throughput is less than log flow produced by FIXEdge.
In these cases, FIXEdge will drop the messages it was unable to send.
Log.EventLog.EventSource
A string that specifies the name of the source. The source name must be a subkey of a log file entry under the EventLog key in the registry.
For example, "WinApp" is a valid source name if the registry has the following key: "HKEY_LOCAL_MACHINE\System\CurrentControlSet\Services\Event Log\Application\WinApp".
Log.File.AutoFlush
If set to 'true', then buffer will be flushed after each logging call.
If set to false then flush is not called.
Setting to true decreases program performance; setting to false increases a risk of records loss in case of program failure.
Log.File.Backup.Time
Optional. Local time when logs should be backed up. When the specified backup time comes, the scheduler moves log files to the specified backup directory.
Should be in format 'hh:mm' or 'hh:mm:ss'.
Log.File.Locked
If set to true then lock file <Log.File.RootDir/Log.File.Name>.lock will be created. This will prevent other instance of the application use the same file.
Valid values:
- true - lock log file;
- false - do not lock log file.
Log.File.Recreate
Specifies if FIX Engine should create a new file with a unique name or append logs to the existing file.
Valid values:
- true - the new log file will be created on each start. The filename contains a timestamp of creation.
- false - the engine appends the logs to the already created file.
Log.File.RootDir
The root directory for log files. It will be concatenated with each file name specified by 'Log.File.Name'. If Log.Device is not specified explicitly (in other words, Log.Device = "File" as default), Log.File.RootDir = LogDirectoryas default.
You can find more information about how to configure paths to log files here: How to configure paths to FIXEdge log files.
Log.File.Rotate
Enables/disables log file rotation.
Valid values:
- true - to enable rotation;
- false - to disable rotation.
If set to true, after the specified file size is reached, it is renamed and a new log file is created. See rotation parameters described below for details.
Log.File.Rotate.SizeLimit
Sizeoffileinbytes.Whenlogfilereaches this size it is renamed (follow standard rotation approach) and the new file is created.
Example: Log.File.Rotate.SizeLimit = 104857600
Log.File.Rotate.FileLimit
Number of files to be involved in rotation. When the number is exceeded, the older file is removed.
Example: Log.File.Rotate.FileLimit = 10
Log.File.Rotate.Dir
Rotation directory. Directory to store rotated files.
Example: Log.File.Rotate.Dir = <%SERVICE_NAME%>/log
Log.File.TimeZone
Time zone of the log message timestamp.
Valid values:
- Local - display time as local;
- UTC - UTC.
Log.File.Name
File name. If more than one category uses files with the same name, the same file will be used simultaneously.
Log.DebugIsOn
Enable Debug messages.
Valid values:
- true - to enable Debug messages;
- false - to disable Debug messages.
Log.ErrorIsOn
Enable Error messages.
Valid values:
- true - to enable Error messages;
- false - to disable Error messages.
Log.FatalIsOn
Enable Fatal Error messages.
Valid values:
- true - to enable Fatal Error messages;
- false - to disable Fatal Error messages.
Log.NoteIsOn
Enable Note messages.
Valid values:
- true - to enable Note messages;
- false - to disable Note messages.
Starting from FIX Antenna 2.10.16.3, Note messages are indicated as INFO records in logs.
Log.WarnIsOn
Enable Warning messages.
Valid values:
- true - to enable Warning messages;
- false - to disable Warning messages.
Log.TraceIsOn
Enable Trace messages.
Valid values:
- true - to enable Trace messages;
- false - to disable Trace messages
Log.OpenLDAP.TraceIsOn
Enableswritingofdebuglog records fromOpenLDAPlibrary to the logs. The parameter has been added since FIXEdge 6.2.
Valid values:
- true - to enable OpenLDAP library debug-level logging;
- false - to disable OpenLDAP library debug-level logging
Affinity parameters
WorkerCpuAffinity
Defines an affinity mask for all worker pool threads.
Affinity is specified as bit mask where the serial number of the bit is the serial number of the core if read from the right to the left. Mask should be presented in the decimal system.
E.g. to specify second, third and fourth cores, the affinity in bytes will look like "1110". It is "14"in the decimal system. So, for proper use the property should be set in the following way:
WorkerCpuAffinity = 14
Default value is 0. It means that the Engine will not change thread affinity mask.
HelperCpuAffinity
Defines an affinity mask for dispatcher and other auxiliary threads.
Affinity is specified as bit mask where serial number of the bit is the serial number of the core if read from the right to the left. Mask should be presented in the decimal system.
E.g. to specify third and fourth cores, the affinity in bytes will look like "1100". It is "12"in the decimal system. So, for proper use the property should be set in the following way:
HelperCpuAffinity = 12
Default value is 0. It means that the Engine will not change thread affinity mask.
CpuAffinity
Specifies affinity mask for dedicated threads of session. It makes sense only for aggressive modes.
Affinity is specified as bit mask where serial number of the bit is the serial number of the core if read from the right to the left. Mask should be presented in the decimal system.
E.g. to specify fourth, sixth and eighth cores, the affinity in bytes will look like "10101000". It is "168"in the decimal system. So, for proper use the property should be set in the following way:
CpuAffinity = 168
Default value is 0. It means that the Engine will not change thread affinity mask.
RecvCpuAffinity
Specifies affinity mask for dedicated receiving thread of session. It makes sense only for aggressive receive mode.
Affinity is specified as bit mask where serial number of the bit is the serial number of the core if read from the right to the left. Mask should be presented in the decimal system.
E.g. to specify third, sixth, seventhand eighthcores, the affinity in bytes will look like "11100100". It is "228"in the decimal system. So, for proper use the property should be set in the following way:
RecvCpuAffinity = 228
Default value is 0. It means that the Engine will not change thread affinity mask.
SendCpuAffinity
Specifies affinity mask for dedicated sending thread of session. It makes sense only for aggressive send mode.
Affinity is specified as bit mask where serial number of the bit is the serial number of the core if read from the right to the left. Mask should be presented in the decimal system.
E.g. to specify second, fifth and seventhcores, the affinity in bytes will look like "01010010". It is "82"in the decimal system. So, for proper use the property should be set in the following way:
SendCpuAffinity = 82
Default value is 0. It means that the Engine will not change thread affinity mask.
Backup parameters
BackupDirectory
Relative path to the backup folder.
This folder will be used for message storage files of the backup connections.
EnableAutoSwitchToBackupConnection
Defines if there should be an auto switch to the backup connection in case the primary connection is used and it is interrupted.
Valid values:
- true - to enable EnableAutoSwitchToBackupConnection mode;
- false - to disable EnableAutoSwitchToBackupConnection mode.
EnableCyclicSwitchBackupConnection
Defines if there should be an auto switch to the primary connection in case backup connection is used and it is interrupted.
Valid values:
- true - to enable EnableCyclicSwitchBackupConnection mode;
- false - to disable EnableCyclicSwitchBackupConnection mode.
Monitoring parameters
Monitoring parameters can be defined as defaults (Monitoring.AdminSessionDef.<Name_Of_Parameter>) or for a particular administrative session (Monitoring.AdminSession..<Name_Of_Administrative_Session>.<Name_Of_Parameter>). Below the defining of defaults is presented.
Monitoring.AdminSessionDef.DisableTCPBuffer
When true TCP buffer (Nagle algorithm) will be disabled for the session.
Monitoring.AdminSessionDef.EncryptMethod
The expected value of the encryption method.
Monitoring.AdminSessionDef.ForceSeqNumResetMode
Force SeqNum reset mode.
An option to use 141 tag in Logon message to reset sequence number.
Monitoring.AdminSessionDef.IgnoreSeqNumTooLowAtLogon
When true, session ignore 'SeqNum too low' at incoming Logon message and continue with received SeqNum.
Monitoring.AdminSessionDef.IntradayLogoutToleranceMode
Intraday logout tolerance mode.
An option to reset or not to reset sequence numbers after Logout.
Monitoring.AdminSessionDef.MaxMessagesAmountInBunch
Enqueued outgoing messages could merged and sent as a single buffer.
This parameter controls how many messages could be merged into the bunch. The 0 means an infinite amount.
Monitoring.AdminSessionDef.Password
The expected value of the Password (Tag 554) field in the incoming Logon message.
If the real value is not equal to the expected one, the session is dropped without sending a message and the error condition is generated in the log output.
Monitoring.AdminSessionDef.SenderLocationID
SenderLocationID (tag 142) - assigned value used to identify specific message originator's location (i.e. geographic location and/or desk, trader).
Monitoring.AdminSessionDef.SocketOpPriority
Priority of the socket SendReceive operations.
Valid values:
- EVEN (default) - share worker thread among all session in the Engine;
- AGGRESSIVE_SEND - use dedicated thread to send outgoing messages;
- AGGRESSIVE_RECEIVE - use dedicated thread to send outgoing messages;
- AGGRESSIVE_SEND_AND_RECEIVE - use dedicated per session threads to send and receive messages;
DIRECT_SEND - use the current thread for sending, if this would block, performs as "EVEN".
Monitoring.AdminSessionDef.SourceIPaddress
The expected IP address of a remote counterparty for administrative sessions.
If the real value is not equal to the expected one, then the connections are disconnected without sending a message and the error condition is generated in the log output.
Default 0.0.0.0 - listens to connections on all network interfaces for all IP addresses.
Global parameter for all monitoring sessions.
Monitoring.AdminSessionDef.TargetLocationID
TargetLocationID_ (tag 143) - assigned value used to identify specific message destination's location (i.e. geographic location and/or desk, trader).
Monitoring.AdminSessionDef.TargetSubID
TargetSubID (tag 57) - assigned value used to identify a specific individual or unit intended to receive messages.
Monitoring.AdminSessionDef.Username
The expected value of the Username (Tag 553) field in the incoming Logon message.
If the real value is not equal to the expected one then the session is disconnected without sending a message and the error condition is generated in the log output.
Monitoring.ListenPort
Port on which FIX Engine accepts administrative FIX sessions. The name of this session starts with 'Monitoring'.
If the port is configured, it will be added to the set of Engine listen ports, and administrative sessions will be accepted on this port only.
If the parameter does not exist or empty, global Engine listen ports are used to accept administrative sessions.
Does not support a secure connection.
To enable SSL on Monitoring.ListenPort, the port number must be also added to the ListenSSLPort parameter.
Measuring.Enable
Enables/disables Engine measuring.
Valid values:
- true - to enable Engine measuring;
- false - to disable Engine measuring.
If this parameter omitted, it is "false" by default.
Monitoring.Enable
Enables/disables Engine monitoring.
Scheduler parameters
TimezoneDB
Optional. Timeline CSV file where all valid time zones are defined. Scheduler works in UTC only.
Generic name of timeline file: date_time_zonespec.csv
Path to the timeline file in the FIX Antenna package: <Package>/data/date_time_zonespec.csv
Schedule.<schedule_name>.TradePeriodBegin
Mandatory. Timetable for the beginning of the trade day.
Defined in the cron format. <schedule_name> is the schedule name. <schedule_name> is the schedule name.
Schedule.<schedule_name>.TradePeriodEnd
Mandatory. Timetable for the ending of the trade day.
Defined in the cron format. <schedule_name> is the schedule name. <schedule_name> is the schedule name.
Schedule.<schedule_name>.Timezone
Optional. Selects a time zone defined in the TimezoneDB property pointing file to use with the schedule.
UTC is used by default.
All possible values can be found in the file that the TimezoneDB property points to.
See <Package>/data/date_time_zonespec.csv in the FIX Antenna package.
<schedule_name> is the schedule name.
Schedule.<schedule_name>.LateExecution
Optional. Selects a time zone defined in the TimezoneDB property pointing file to use with the schedule. False is used by default.
Set to 'true' to forcefully trigger the TradePeriodBegin
event or to 'false' to avoid forceful triggering of the TradePeriodBegin
event.
When set to true, forcefully triggers the trade period begin event when the application's start occurred inside the trading period (between TradePeriodBegin
and TradePeriodEnd
).
Schedule.<schedule_name>.DayOffs
Optional. Defines a cron expression when events are not triggered (for example, holidays when the venue does not work). Defined in the cron format.
dayoffs - is a cron expression like others. If the following event matches the dayoffs expression, it is considered to be a day off, and the schedule is not notified about the event. When this occurs, the Scheduler asks the timeline generator for the next event.
<schedule_name> is the schedule name.
SSL parameters
ListenSSLPort
Optional. Engine's port or several ports, delimited by a comma, on which acceptors listen to FIX sessions' secure incoming connections.
One incoming port can be used for several sessions if these sessions have similar SSL settings.
Must not contain the value of global ListenPort.
SSLCACertificate
Optional. Engine's SSL CA certificate file path.
SSLCertificate
Mandatory if ListenSSLPort is not empty. Engine's SSL certificate file path.
SSLPrivateKey
Mandatory if ListenSSLPort is not empty. The path to the file containing certificate private key. Certificate and private key can be the same file.
SSLCheckPrivateKey
Optional. Engine's SSL option whatever to check if the private key matches the certificate.
Default value is false.
SSLProtocols
Mandatory. Engine's SSL protocols to use.
It is a comma-separated list of protocols to use. Valid values are SSLv2, SSLv3, TLSv1, TLSv1_1, TLSv1_2.
Since some security issues with SSL v3 and RC4 encryption algorithm have been discovered recently and TLS 1.0, TLS 1.1 also contain known vulnerabilities, we strongly recommend using TLS 1.2 protocol.
SSLRequireClientCertificate
Optional. Whatever client's certificate is mandatory.
Decline clients without a valid certificate if true. The default value is false.
SSLCertificatePassword
Optional. A certificate's password.
SSLPrivateKeyPassword
Optional. A private key's password.
Introduced in FIX Antenna 2.26
SSLValidatePeerCertificate
Optional. If set to "true" then client connections without a certificate will be rejected.
The default value is false.
Introduced in FIX Antenna 2.26. Use SSLValidatePeerCertificate parameter instead of deprecated SSLRequireClientCertificate.
SSLCiphersList
The parameter is optional. The default OpenSSL built-in configuration is used in case of the parameter absence.
The list is passed as is to OpenSSL during engine initialization in case of acceptor sessions (acceptor sessions are sharing the same configuration) and during session initialization in case of initiator sessions. See a list of the supported ciphers and list format is at official OpenSSL site: https://www.openssl.org/docs/man1.0.2/apps/ciphers.html
TCP Protection parameters
ProtectionTCP.Enabled
The property enables TCP protection.
Valid values: true/false. The default value is false.
ProtectionTCP.WaitLogon
The property to specify connection timeout (in milliseconds) of waiting for logon.
Disable when equal to 0. The default value is 0.
The property will be enabled only if ProtectionTCP.Enabled = true
ProtectionTCP.SizeWaitHostMax
The property to specify a maximum of connections waiting for logon from one host. When the number of connections from the same host exceeds the specified value of the property, new connections will be rejected.
Disable when equal to 0. The default value is 0.
The property will be enabled only if ProtectionTCP.Enabled = true
ProtectionTCP.SizeBufferMax
Specifies the maximum size (in bytes) of the buffer to be able to avoid the situation when users end high-loaded garbage.
When the limit is exceeded, the connection will be closed and the corresponding reason will be written to the log.
The minimum size of the property which can be specified is 262144. If a lower value is specified in the property, it will be replaced with 262144 on the start of the FIXEdge.
If 0 is specified, there is no limit for the size of the buffer.
The default value is 0.
The property will be enabled only if ProtectionTCP.Enabled = true
Other parameters
AnchorFile
Myricom.Dbl.TcpListenAddresses
Optional. DBL TCP listen address and port.
Format: <XXX.XXX.XXX.XXX>:<port>.
Myricom.Dbl.UseSocketAdaptor
Optional. This property tells how will be initialized Myricom DBL TCP API.
If true, it will use SocketAdaptor to emulate DBL API via generic sockets. The default value is false.
EnableDnsEntrySpoofingDetection
When it's set to true there is being enabled backward resolve based DNS entry spoofing detection mechanism in DNS related functions.
This option is disabled by default.
If the parameter is enabled, a user should use Fully Qualified Domain Name (FQDN) or IP addresses as configuration/function parameters (e.g. 'workstation1.epam.com' instead of 'workstation1'). Otherwise, errors about DNS spoofing will be reported.
KeepMillisecondsInUTCTimeFields
Defines how to serialize UTCTimestamp or UTCTimeOnly field values:
0 - default mode - if the value of milliseconds is not equal to 0 then it will be serialized.
1 - always serialize milliseconds
2 - always truncate milliseconds
By default, this parameter is 0.
It is a global option for FixEngine. It works only when a value is passed as Engine::UTCTimestamp or Engine::UTCTimeOnly.