Overview
FIX sessions can be preconfigured via FIX Antenna properties file - engine.properties. Parameters defined in engine.properties will be used during session creation process.
To configure session parameter just add the following line into the engine.properties file:
Session.<SessionName>.<Parameter> = <value>
<SessionName> - SessionCompID and TargetCompID separated by '/' symbol or "Default"
<Parameter> - Configurable session parameter
<Value> - desired session parameter value
Configure Defaults for All Sessions
In order to configure default parameter value for all sessions use Default as SessionName. See example below for details.
Session.Default.UseBlockingSockets = true Session.Default.DisableTCPBuffer = true Session.Default.StorageType = persistentMM Session.Default.Validation.IsEnabled = false
Configure Specific Session
In order to configure parameters for some specific session use its SenderCompID/TargetCompID pair as SessionName. See example below for details.
Session.CLIENT1/EXECUTOR.UseBlockingSockets = true Session.CLIENT1/EXECUTOR.DisableTCPBuffer = true Session.CLIENT1/EXECUTOR.StorageType = persistentMM Session.CLIENT1/EXECUTOR.Validation.IsEnabled = false
Prioritizing Rules
The engine uses properties for being created session in the following order (If the property is not defined on the current step then value from the next step is used):
- Configured in the C++ code as Engine::SessionExtraParameters value before the session creation
- Session specific settings defined as properties with Session.SenderCompID/TargetCompID pair in the engine.properties
- Default sessions settings defined as Session.Default properties in the engine.properties
- Hardcoded FIX Antenna Engine defaults.
List of Available Parameters
Session Parameters
Property | Description | Valid values | Defaults |
|---|---|---|---|
SenderSubID | SenderSubID (tag 50) - assigned value used to identify specific message originator (desk, trader, etc.). Ignored if NULL value specified. | ||
TargetSubID | TargetSubID (tag 57) - assigned value used to identify specific individual or unit intended to receive message. 'ADMIN' reserved for administrative messages not intended for a specific user. Ignored if NULL value is specified. | ||
SenderLocationID | SenderLocationID (tag 142) - assigned value used to identify specific message originator's location (i.e. geographic location and/or desk, trader). Ignored if NULL value is specified. | ||
TargetLocationID | TargetLocationID (tag 143) - assigned value used to identify specific message destination's location (i.e. geographic location and/or desk, trader). Ignored if NULL value specified. | ||
Username | User name.
| ||
Password | User's password.
| ||
UsernameTag | Specifies a tag used to store an username. | ||
PasswordTag | Specifies a tag used to store a password. | ||
CustomSessionType | Specifies whether a session should encrypt password each time. | GENERIC - generic session | GENERIC |
FixKey | Specifies a FIX key for LME sessions. | ||
| ForcedReconnect | Forced Reconnect mode - session will tries to reconnect when:
| false | |
| EnableMessageRejecting | When true, session reject application messages, when session unable to sent them during specified period or was disconnected. | false | |
| IgnoreSeqNumTooLowAtLogon | When true, session ignore 'SeqNum too low' at incoming Logon message and continue with received SeqNum. | false | |
IntradayLogoutToleranceMode | Intraday logout tolerance mode. An option to reset or not to reset sequence numbers after Logout. | false | |
HandleSeqNumAtLogon | Handle sequence gaps using NextExpectedMsgSeqNum field in the Logon. | false | |
| ForceSeqNumReset | Force SeqNum reset mode. | FSNR_NA - take the value from properties file. FSNR_ON - Use tag 141 at first Logon to reset sequence number. FSNR_ALWAYS - Reset sequence number at every Logon. FSNR_OFF - Do not use tag 141 at Logon to reset sequence number. | FSNR_NA |
| EncryptMethod | Encryption method. | NONE | NONE |
SuppressDoubleResendRequest | Suppresses session to send Resend request message on every incoming message with sequence greater than expected. | false | |
AllowMessageWithoutPossDupFlag | Allows messages without PossDupFlag(43) field. | false | |
SendLastMsgSeqNumProcessed | Allows automatic adding the LastMsgSeqNumProcessed(369) tag to outgoing messages. | false | |
ResendRequestBlockSize | Defines number of messages requested using Resend Request messages. If message sequence gap is larger than SessionExtraParameters::resendRequestBlockSize_, Session will split resend requests by blocks of SessionExtraParameters::resendRequestBlockSize_ size. | -1 | |
CpuAffinity | Specifies affinity mask for dedicated threads of session. It makes sense only for aggressive modes. | Mask should be presented in the decimal system. | 0 |
RecvCpuAffinity | Specifies affinity mask for dedicated receiving thread of session. It makes sense only for aggressive receive mode. | Mask should be presented in the decimal system. | 0 |
SendCpuAffinity | Specifies affinity mask for dedicated sending thread of session. It makes sense only for aggressive send mode. | Mask should be presented in the decimal system. | 0 |
LogonMessageSessionQualifierTag | Defines tag of the field to be used by FIX Engine when dispatching incoming connection. | ||
SendingTimestampUnit Parameter is available since FIX Antenna C++ 2.20.0. | Defines the precision of the timestamp to be specified in 52 tag (SendingTime) and 122 tag (OrigSendingTime) in outgoing message. |
|
|
Validation Parameters
Property | Description | Valid values | Defaults |
|---|---|---|---|
ValidateCheckSum | If true, session skip CRC validation for incoming messages. | true | |
GenerateCheckSum | If false, session will not calculate CRC for outgoing messages | true | |
Validation.IsEnabled | Option to enable message validation. Pass true to enable; false to disable. | false | |
Validation.ProhibitTagsWithoutValue | When false, raw message may contains tags without values - they will be ignored. Otherwise std::exception was fired. | ||
Validation.VerifyTagsValues | 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. | false | |
Validation.ProhibitUnknownTags | This parameter controls unknown tag handling. The possible values are "true" and "false". If set to "true" then all unknown fields will be stored to the message. If set to "false", engine will reject messages with unknown fields. | false | |
Validation.VerifyReperatingGroupBounds | This parameter controls repeating group size checking. If true, engine will reject messages with incorrect repeating group size. Otherwise message will be passed to the application layer. In this case the responsibility for message validity rests with the counterparty. | false | |
Validation.CheckRequiredGroupFields | This parameter controls the validation of required fields in repeating group. The possible values are "true" and "false". If set to "true" then repeating groups will be checked for presence of required fields. If set to "false" then the responsibility for repeating group validity rests with the counterparty. The recommended setting is "true". This parameter is optional. | true | |
Validation.AllowZeroNumInGroup | When true, raw message may contains leading group tag with 0 value - it will be ignored. Otherwise reject will be fired. | false | |
Validation.ProhibitDuplicatedTags | When false, raw message may contains duplicated field definitions. Otherwise reject will be fired. | ||
Validation.IgnoreUnknownFields | Ignore undefined fields during message parsing. | false |
Storage and FIX Logging Parameters
Property | Description | Valid values | Defaults |
|---|---|---|---|
HiddenLogonCredentials | Masks password in in/out log files. | false | |
MessagesStorageSize | This parameter specifies in-memory messages storage size. | 20000 | |
LogIncomingMessages | If true, session will store incoming FIX messages. | true | |
StorageType | Message storage type. | persistent transient persistentMM splitPersistent null | persistentMM |
.
Connection Parameters
Property | Description | Valid values | Defaults |
|---|---|---|---|
| KeepConnectionState | When true, primary to backup (and back) connection switching continue using existing message storage. | true | |
| UseAsyncConnect | When true, session initiator will use async TCP connect. | false | |
| DisableTCPBuffer | When true TCP buffer (Nagle algorithm) will be disabled for session. | false | |
SocketRecvBufSize | Socket incoming buffer size. | -1 | |
SocketSendBufSize | Socket outgoing buffer size. | -1 | |
| MaxMessagesAmountInBunch | Enqueued outgoing messages could merged and sent as a single buffer. | The 0 means infinite amount. | 0 |
EnableAutoSwitchToBackupConnection | When true, automatic switch mode is enabled. | false | |
CyclicSwitchBackupConnection | When true, connection will be switched from primary to backup and back until connection will be established. | false | |
SourceIPaddress | The expected value of the source IP address. | ||
SocketOpPriority | Priority of the socket send/receive operations. | NA EVEN AGGRESSIVE_SEND AGGRESSIVE_RECEIVE AGGRESSIVE_SEND_AND_RECEIVE | EVEN |
Transport | Low level transport of the session. | SOCKETS - Kernel sockets | SOCKETS |
AggressiveReceiveDelay | Changes aggressive receive behaviour. Defines delay in microseconds between message receive attempts. Less value improves latency but cause high CPU utilization. Default is 500 microseconds. Note: there will not be a delay after an attempt to receive a message if the socket buffer still is not empty. | 500 | |
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. | 3 | |
ReconnectInterval | This parameter specifies the time interval between reconnection attempts in order to restore a communications link. | 1000 | |
ConnectAddress | Specifies IP of the NIC interface used to connect to the remote site. | ||
ConnectPort | Specifies TCP port used to connect to the remote site. | ||
UseBlockingSockets | If true, session will use blocking I/O. | false |