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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

OptionalPort 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 either globally, or 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:

ListenAddress

OptionalThe local IP address of the network interface accepting incoming connections.

Default 0.0.0.0 - listens to connections at all network interfaces.

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.

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

Introduced in FIX Antenna 2.23.0

Optional. This parameter sets a strategy for processing out-of-sequence messages. The details about the strategies can be found here: How to set strategy for processing out-of-sequence messages

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 a 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

Introduced in FIX Antenna 2.23.0

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. 

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.

The details about the strategies can be found here: How to set strategy for processing out-of-sequence messages

DictionariesFilesList

This parameter contains a list of names of XML files with extensions of the FIX protocols delimited by semicolon.

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 based on them. If any dictionary from DictionariesFilesList is custom, the 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 the 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.

CheckVersionOfOutgoingMessages

This parameter is an option whereby the version of the 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.

Debug.LogSessionExtraParameter

If this property value is true, all session parameters will be printed to the application log file.

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 an 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 controls the ResetSeqNumFlag (141) flag in the Logon (A) messages and allows resolving sequence gaps.

When the mode is ON, the session uses the ResetSeqNumFlag (141) tag in sending/confirming Logon message and reset sequence numbers for an initiator or an acceptor. Valid values:

  • "0" or "false" - Disable ForceSeqNumReset mode. Do not reset sequence numbers on Logon.
  • "1" or "true" - Reset sequences at the first session initiation.
  • "2" - Reset sequences for every Logon.

DuplicateResendRequestLimit

This parameter specifies the number of duplicates 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 to the engine.properties file.

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

OptionalThis 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.

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.

This option does not affect sessions that use version 4.0 of the FIX protocol.

EncryptionConfigFile

Encryption config file name.

TotalOutgoingStorageMemoryLimit

Specifies the total amount of the memory (in MB) that the active session may use.

0 - means infinite. When the limit is reached, the "hardest" sessions will be closed non-gracefully.

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 a 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 a specified strategy for sessions. Old parameters have higher priority.

DeliverAppMessagesOutOfOrder

The parameter is deprecated

SuppressDoubleResendRequest

The parameter is deprecated

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. The 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 of out-of-sequence messages and a new resend request should be sent.

SocketOpPriority

The mode of how FIX Engine performs the socket Send/Receive operations.

Valid values:

  • EVEN (default) - FIX Engine uses the thread pool and share a worker thread among all session with this SocketOpPriority=EVEN
  • AGGRESSIVE_SEND - FIX Engine uses a dedicated thread for a session that will send outgoing messages in exceptional cases (if it would block). By default, the current thread is used
  • AGGRESSIVE_RECEIVE - FIX Engine uses a dedicated thread for a session that receives incoming messages. The engine constantly polls the data from the socket for achieving the minimum latency (See AggressiveReceiveDelay)
  • AGGRESSIVE_SEND_AND_RECEIVE - FIX Engine uses two dedicated threads per session. One for receiving and another for sending messages in exceptional cases (if it would block).
  • DIRECT_SEND - FIX Engine uses the current thread for sending if this would block, performs as "EVEN".

    DIRECT_SEND mode is available since FIX Antenna 2.23.0

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.

There will not be a delay after an attempt to receive a message if the socket buffer still is not empty.

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.
The 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.
The default value is false.

Introduced in FIX Antenna 2.26

ParserVersion

Name of unique parser for FIX protocol. It is an identification of the FIX dictionary used for the session, i.e. the value of the 'id' parameter or in the case of QuickFIX dictionary it's a filename.

Possible values:

  • FIX40

  • FIX41

  • FIX42

  • FIX43

  • FIX44,

  • FIXT11@FIX50

  • FIXT11@FIX50SP1

  • FIXT11@FIX50SP2

  • <user's transport version>@<user's protocol version>

Introduced in FIX Antenna 2.25.1

Role

Role of the session. Possible values:

  • Initiator
  • Acceptor
Introduced in FIX Antenna 2.25.1

Host

The destination host for the initiator session

Introduced in FIX Antenna 2.25.1

Port

TCP port for connection to the remote site

Introduced in FIX Antenna 2.25.1

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.

If the parameter is not be set for the session or not set for the entire application (ListenPort), FIX Engine will not accept the connection.

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

Introduced in FIX Antenna 2.25.1

CustomLogonMessageFileName

The parameter is available since FIX Antenna 2.25.1

Path to file with a Custom logon message for the initiator.

The default value is empty.

TagsDelimiter

The character is 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.

Introduced in FIX Antenna 2.28.0

ResetSeqNumFromFirstLogon

Introduced in FIX Antenna 2.28.0

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

The parameter is available since FIX Antenna 2.28.0

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 (5) message is received instead of confirming Logon (A) during a FIX login procedure.

FIX engine supports the following strategies:

Value

Response

'RejectLogout'

Reject unexpected Logout (5) message and send a Logout message with the reason ‘The Logon message expected!’ to the counterparty.

The event is logged with the notification "Option confirmingLogonStrategy is set to RejectLogout. The Logout messages received in response to Logon will be treated as an unexpected behavior.and the connection is terminated in this case.

'ConfirmLogout'

Accepts the unexpected Logout (5) message and send a Logout with the reason ‘Confirming Logout’ message to the counterparty.

The expected MsgSeqNum of the next incoming sequence number is updated if there is no gap detected.

FIX Engine switches session's state to CORRECTLY_TERMINATED

'SilentLogout'

FIX Engine switches the session's state to NON_GRACEFULLY_TERMINATED without sending messages to the counterparty.

The expected MsgSeqNum of the next incoming sequence number is updated if there is no gap detected

The default value is ‘RejectLogout’.

ConnectAddress

OptionalEngine's local IP address to send messages from.

It is used only for hosts with multiple networks. If this parameter is commented, empty, or equal to 0.0.0.0 the Engine will send IP datagrams from any/all local addresses.


ConnectPort

An outbound port is used to connect to the counter-party. The parameter applies only if the parameter ConnectAddress is specified, for using a port and any network interface ConnectAddress should be set to 0.0.0.0.

Do not confuse this parameter with Port specifying destination port. 

OptionalThe default value is 0 letting the operating system decide what outbound port will be used.

The value of this parameter can't be equal to the value of ListenPort because this port is already occupied by the system.

CustomRawDataTagStrategies

CustomRawDataTagStrategies.<N>.Encoding

CustomRawDataTagStrategies.<N>.Strategy

CustomRawDataTagStrategies.<N>.Tag

CustomRawDataTagStrategies.Count

CustomSessionType

Specifies a type of session type with specific encryption or authentication rules.

The default value is 'GENERIC'.

FixKey

Mandatory if CustomSessionType = LME_SELECT

Specifies a FIX key for LME sessions

CMESecureKeysFile

Mandatory if CustomSessionType = CME_SECURE_LOGON

Specifies a path to CME keys files used for CME secure logon

The parameter is available since FIX Antenna C++ 2.23.0

CyclicSwitchBackupConnection

When true, a connection will be switched from primary to backup and back until the connection will be established.

The default value is 'false'.

DisableTCPBuffer

When true, TCP buffer (Nagle algorithm) will be disabled for a session.

The default value is 'false'.

EnableFastScp

EnableMessageRejecting

When true, the session rejects application messages when the session is unable to send them during a specified period or was disconnected.

The default value is 'false'.

EncryptMethod

FASTCodecParameters.BoolNtoString

FASTCodecParameters.BoolYtoString

ForcedReconnect

When set to 'true' the session will try to reconnect when:

  1. In WaitForConfirmLogon state, when the session received an unconfirmed logon

  2. In WaitForConfirmLogon state, when the logon frame has expired

  3. In Reconnect state, when the session was closed.

The default value is 'false'.

GenerateCheckSum

If false, the session will not calculate CRC for outgoing messages.

The default value is 'true'.

HandleSeqNumAtLogon

HiddenLogonCredentials

Masks password in in/out log files

The default value is 'false'.

IgnoreSeqNumTooLowAtLogon

When true, the session ignores 'SeqNum too low' at an incoming Logon message and continues with the received SeqNum.

The default value is 'false'.

IntradayLogoutToleranceMode

If set to 'false' FIX Engine ends the trading day for the session after Logout (5) from the counterparty and the session becomes correctly terminated. Sequence number reset is expected after receiving the logout.

If set to 'true' FIX Engine will be able to re-establish the session multiple times and treats every disconnection as an unexpected switching session to a NON-GRACEFULLY TERMINATED state. This option is recommended if multiple reconnections are expected during the trading session.

The default value is 'false'.

IsForwardingFixMessagesToLog

KeepConnectionState

When true, primary to backup (and back) connection switching continue using existing message storage.

The default value is 'true'.

LogonMessageSessionQualifierTag

Defines the tag of the field to be used by FIX Engine when dispatching an incoming connection.
SessionQualifier is passed in this field. SenderCompID(49), TargetCompID(56) and this field are used for searching for the appropriated acceptor among existing registered acceptors. The field is optional if the application doesn't intend to accept an incoming connection.
See also SessionId and SessionQualifier Notes 

MaskedTags

Optional. This parameter contains a list of sensitive tags which values should be masked in the log files (for example, Username and Password). These tag values in in/out log files for the messages of A, BE, BF, n types will be replaced with ***. 

Example: FixLayer.FixEngine.Session.TestFIXAcceptor.MaskedTags = 554,553.

The message will be written to the log file in the following way: 8=FIX.4.4^9=85^35=A^49=a_t1^56=a_s1^34=1^52=20161005-17:29:14.339^98=0^108=10^141=Y^553=***^554=***^10=176^

Masks are also applied to User Modification messages (MsgType = CB).

MaxMessagesAmountInBunch

Enqueued outgoing messages could be merged and sent as a single batch with the size specified by this parameter.

The default value is 0 (The 0 means infinite amount).

MessagesStorageSize

This parameter specifies in-memory messages storage size.

The default value is 20000.

Password

User's password for the session

  • For initiator: Value of this field will be transferred to the acceptor in the Password (Tag 554) field of the Logon(A) message;

  • For acceptor: The value of this field will be compared to the value of the Password (Tag 554) field of the incoming Logon(A) message. If values are not equal, Logon will be rejected.

PasswordTag

Specifies a tag used to store a password

ReconnectInterval

This parameter specifies the time interval between reconnection attempts in order to restore a communications link.
This value is specified in milliseconds. The recommended value is 1000 for dedicated connections and private networks. Internet connections may require calibration.

The value must be an integer and greater than 0.

The default value is 1000.

ReconnectMaxTries

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.

The default value is 3.

ResendRequestBlockSize

Defines the number of messages requested using Resend Request messages.

If the message sequence gap is larger than SessionExtraParameters::resendRequestBlockSize_Session will split resend requests by blocks of SessionExtraParameters::resendRequestBlockSize_ size.

he default value is -1.

SenderLocationID

SenderLocationID (142) assigned value used to identify specific message originator's location (i.e. geographic location and/or desk, trader).

The property is ignored if it is not specified.

SenderSubID

SenderSubID (50) assigned value used to identify specific message originator (desk, trader, etc.).

The property is ignored if it is not specified.

SendingTimestampUnit

The parameter is available since FIX Antenna C++ 2.20.0.

Defines the precision of the timestamp to be specified in tags SendingTime (52) and OrigSendingTime (122) in the outgoing message.

Valid values:

  • second
  • millisecond
  • microsecond
  • nanosecond

Default values:

SendLastMsgSeqNumProcessed

SocketBusyPollTime

SocketRecvBufSize

Socket incoming buffer size.

The default value is -1 (unlimited).

SocketSendBufSize

Socket outgoing buffer size.

The default value is -1 (unlimited).

SocketTcpMaxSeg

StorageRecoveryStrategy

StorageType

Message storage type

Valid values:

  • persistent - save messages to the disk
  • persistentMM  - save messages to the disk using memory-mapped files
  • splitPersistent - save messages to the disk and limit maximum storage size
  • transient - keep messages in memory
  • null - do not keep session state at all

The default value is 'persistentMM'.

TargetLocationID

TargetLocationID (143) assigned value used to identify specific message destination's location (i.e. geographic location and/or desk, trader).

The property is ignored if it is not specified.

TargetSubID

TargetSubID (57) assigned value used to identify a specific individual or unit intended to receive the message.

'ADMIN' reserved for administrative messages not intended for a specific user.

The property is ignored if it is not specified.

Transport

Low-level transport of the session.

Valid values:

  • SOCKETS - Kernel sockets
  • MYRICOM_DBL - Myricom DBL sockets

Default value is 'SOCKETS'.

UseAsyncConnect

When true, the session initiator will use async TCP connect.

The default value is 'false'.

UseBlockingSockets

If true, the session will use blocking I/O.
This mode is useful for OpenOnload and is enabled if the aggressive mode is ON. AggressiveReceiveDelay or Engine::SessionExtraParameters::aggressiveReceiveDelay_ are used as a timeout parameter.
See also:

The default value is 'false'. 

Username

User name for the session.

  • For initiator: Value of this field will be transferred to the acceptor in the Username (Tag 553) field of the Logon(A) message;

  • For acceptor: The value of this field will be compared to the value of the Username (Tag 553) field of the incoming Logon(A) message. If values are not equal, Logon will be rejected.

UsernameTag

Specifies a tag used to store a username

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 the 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.

Storage slices are created with step, specified with Persistents.LogIncrementSize parameter value. If MaxSliceSize value is no multiple of Persistents.LogIncrementSize,result file size will be less, than specified. If value is less than LogIncrementSize, LogIncrementSize value will be used.

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.

Please be careful when you enable this property: restoring process uses some heuristic algorithms, and some data (not messages) could be missed.

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.

General Message Validation parameters

These parameters apply validation on the whole application (Engine level 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

If set to "true", the FIX engine will reject messages with undefined tags in the FIX dictionary. For additional information see How to configure validation for non-user tags?

Note: Ignored if MessageMustBeValidated = false

Default value: ProhibitUnknownTags = false

VerifyRepeatingGroupBounds

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. 

Note: Ignored if MessageMustBeValidated = false

Default value: VerifyRepeatingGroupBounds = true

VerifyRepeatingGroupBounds = "false" has no effect since FIX Antenna 2.28.1

Prior to FIX Antenna version 2.28.1, VerifyRepeatingGroupBounds was called VerifyReperatingGroupBounds.

IgnoreUnknownFields

If set to "true", FIX Engine removes the undefined or user's fields from the message and this increases the performance.

If set to "false", FIX Engine allocates and keeps in memory the undefined or user's fields so performance is reduced but Engine doesn't truncate the data in the message. This parameter should be used along with the ProhibitUnknownTags parameter. For more details see How to configure validation for non-user tags?

Note: Ignored if MessageMustBeValidated = false

Default value: IgnoreUnknownFields = false

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 valueAllowZeroNumInGroup = false

AllowMessageWithoutPossDupFlag

ValidateCheckSum

If true, the session will skip CRC validation for incoming messages.

Default valueValidateCheckSum = true

MaxTagNumberForValidation

Available starting with version 2.29.0

The FIX trading community allows a user to introduce their own tags as user defined tags. The FIX Antenna engine has special rules for the validation of user-defined tags. It will accept any tag higher than the MaxTagNumberForValidation, even if the tags are not described in the dictionary. That means that FIX Antenna will not treat these tags as unknown so validation rejects will not be generated for these kinds of tags. If the user needs to validate unknown tags higher than 4999, the user should switch the maximum value as needed by modifying this property. For versions of FIX Antenna prior to 2.29.0, the maximum value of user-defined tags was hardcoded as 4999.

The maximum value of user-defined tags can differ from venue to venue. If a venue needs validation, the user should set MaxTagNumberForValidation equal to or higher than the highest tag value of custom tags in the venue's specification.

For example, for ICE, this property should be set to 10,000 or higher because for ICE TC v. 4.11. the highest custom value is 9904.

For CQG, this property should be 60,000 or higher.

The value for this property must be a positive number.

The default value = 4999. This default value maintains backward compatible behavior for FIX Antenna prior to version 2.29.0.

 Troubleshooting for MaxTagNumberForValidation

When the maximum tag value in FIX Antenna is not set to a number equal to or higher than the highest tag in a venue's specification, it can lead to an error in message validation. In turn, FIX Antenna may reference an unexpected and incorrect cause of the validation error in the error message it returns.

For example, the attached message ICE_SECDEF_9134.in will result in a validation error due to not defined tag 9134 being in position 254, however, the error explanation (below) shows a different position (99846).

8=FIX.4.4|9=200|35=3|49=FIXEDGE|56=SENDER|34=3|52=20201106-11:48:35.966|45=3|371=326|372=d|373=2|58=Tag 326 is not defined for this message type. Parsing stopped at column: 99846 in message d with sequence number 3.|10=181|

Session Message Validation parameters

These parameters apply validation on a single session (Session level parameters). For applying parameters to multiple session as defaults see Configure Defaults for All Sessions

Validation.IsEnabled

Option to enable message validation. Pass true to enable; false to disable.

Default valueValidation.IsEnabled = true

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

Validation.AllowZeroNumInGroup

The session 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: Validation.AllowZeroNumInGroup = false

Validation.IgnoreUnknownFields

If set to "true", FIX Engine removes the undefined or user's fields from the message and this increases the performance.

If set to "false", FIX Engine allocates and keeps in memory the undefined or user's fields so performance is reduced but Engine doesn't truncate the data in the message. This parameter should be used along with Validation.ProhibitUnknownTags parameter. For more details see How to configure validation for non-user tags?

Note: Ignored if MessageMustBeValidated = false

Default value: IgnoreUnknownFields = false

Validation.ProhibitDuplicatedTags

When a parameter is set to "false" the raw message may contain duplicated field definitions. Otherwise, the messages reject is rejected.

Default valueValidation.ProhibitDuplicatedTags = true

Validation.ProhibitTagsWithoutValue

Valid values: "true" | "false".

When false, a raw message may contain tags without values - they will be ignored. Otherwise, std::exception is fired.

Validation.ProhibitUnknownTags

If set to "true", the FIX engine will reject messages with undefined tags in the FIX dictionary. For additional information see How to configure validation for non-user tags?

Default valueValidation.ProhibitUnknownTags = false

Validation.VerifyRepeatingGroupBounds

Optional. If set to 'true', verifies a repeating group size for messages received by the session. Invalid messages will be rejected.

It has a higher priority than VerifyRepeatingGroupBounds.

Valid values: "true" | "false".

Note: Ignored if MessageMustBeValidated = false

Default value: Validation.VerifyRepeatingGroupBounds = true

Validation.VerifyRepeatingGroupBounds = "false" has no effect since FIX Antenna 2.28.1

Prior to FIX Antenna version 2.28.1, Validation.VerifyRepeatingGroupBounds was called Validation.VerifyReperatingGroupBounds.

Validation.VerifyTagsValues

Valid values: "true" | "false".

This parameter controls tag values validation.

The possible values are "true" and "false". If set to "true", then all messages will be validated. If set to "false" then the responsibility for message validity rests with the counterparty.

Default value: Validation.VerifyTagsValues = 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:

  1. Log message receiver is not available (not listening on the given port).
  2. 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.

ExampleLog.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 the session. It makes sense only for aggressive modes.

Affinity is specified as bitmask where a 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 "168in the decimal system. So, for proper use the property should be set in the following way:

CpuAffinity = 168

The default value is 0. It means that the Engine will not change the 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

The default value is 0. It means that the Engine will not change the 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 a 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

The 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.TargetLocationIDDisableTCPBuffer

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.AdminSessionNames

The list of administrative FIX sessions separated by a comma.

To set a property for a session in this list the user should add a property 'Monitoring.AdminSession.<session name>.<parameter name>', where <session name> is the name of the session from the list.

Monitoring.ListenPort

The 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

OptionalTimeline 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

OptionalSelects 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

OptionalSelects 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

OptionalDefines 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

OptionalEngine'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.

This parameter is similar to ListenPort. It is the list of ports, where SSL connection will be accepted.

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.

FIX Antenna 2.26 supports certificates in PEM, PFX and DER formats along with private keys in PEM and DER formats. Earlier versions support *.pem certificates only.

SSLCheckPrivateKey

OptionalEngine's SSL option whatever to check if the private key matches the certificate.

Default value is false.

Deprecated since FIX Antenna 2.26. Correspondence between the key and certificate will be checked automatically. FIX Antenna does not establish a session if the key doesn't correspond to the certificate.

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, TLSv1_3.

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 TLSv1_2 protocol.

SSLRequireClientCertificate

OptionalWhatever client's certificate is mandatory.

Decline clients without a valid certificate if true. The default value is false.

Deprecated since FIX Antenna 2.26. Use SSLValidatePeerCertificate parameter instead.

SSLCertificatePassword 

Optional. A certificate's password.

Introduced in FIX Antenna 2.26

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

Introduced in FIX Antenna 2.25.1

TCP Protection parameters

The set of parameters below is applicable since FIX Antenna C++/.Net 2.24.0 

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

OptionalDBL TCP listen address and port.

Format: <XXX.XXX.XXX.XXX>:<port>.

Myricom.Dbl.UseSocketAdaptor

OptionalThis 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.






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