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The solution is using the following components:

  • FIX Engine – responsible for session management and messages validation.

Categories: [Engine], [EngineAdaptor]

  • Business Layer – responsible for routing and rules processing.

Categories: [BL_Layer], [BL_RoutingTable]

  • JavaScript Engine - responsible for scripts processing on Business Layer

Category: [JS_interpreter]

  • FM XML Handler – responsible for FIX to FMXML conversions

Category: [FMXMLHandler]

  • CME STP Transport Adapter – responsible for communication with CME STP, prepares and sends 35=AD and 35=BE messages, receives and process 35=AE messages.

Category: [STPAdaptor]


Each component could generate error records depending on conditions causing the issue.


Description for logs:

1. FMXML Handler initialization:

<timestamp> INFO    [FMXMLHandler]  <thread> FMXMLHandler v.0.0.0.3 has been initialized.

2. FIX Engine initialization:

<timestamp> INFO    [Engine]  <thread>   The B2BITS FIX Engine 2.20.2 (r59) is starting (using /cme/apps/run/qa/FixEdge1-qa/FixEdge1/conf/engine.properties)
<timestamp> INFO    [Engine]  <thread>   The B2BITS FIX Engine was started successfully.

3. Sessions initialization:

<timestamp> INFO    [Engine]  <thread>   Session <CMESTPFIX1, nasdaq> :  Change state: old state=Initial new state=WaitForFirstLogon

4. STP adaptor initialization:

<timestamp> INFO    [STPAdaptor]  <thread>   CMESTP Adaptor 0.1 rev. 238 has been initialized.
<timestamp> INFO    [STPAdaptor]  <thread> STP Adaptor v.0.1 started.

5. FIXEdge initialization has been finished:

<timestamp>  INFO    [FIXEdge init]  <thread>  FixEdge pid file '/cme/apps/run/qa/FixEdge1-qa/FixEdge.pid'.

It is the last record related to FIXEdge initialization.

There should be no messages with ERROR and FATAL before this record.

6. STP adaptor receives a Logon message from session. The session isn’t defined in STP configuration:

<timestamp>  INFO    [STPAdaptor]  <thread>  Received FIX Email message contains unknown sender name 'CMESTPFIX1:orchestrade_financial', message was skipped.

7. Administrative session for FIXICC has been connected:

<timestamp> INFO    [Engine]  <thread>  Incoming TCP connection was detected (from 127.0.0.1:<port>).
<timestamp> INFO    [Engine]  <thread>  Session <FIXADMIN, AdminClient> : session with 127.0.0.1:<port> was established
<timestamp> INFO    [Engine]  <thread>  Session <FIXADMIN, AdminClient> :  Change state: old state=WaitForFirstLogon new state=Established

8. Error. STP adapter unable to route a message:

<timestamp> ERROR   [STPAdaptor]  <thread>  Send message to user failed, reason: 'Observer->send returns false'.

9. STP Adapte Sends tread capture to user:

<timestamp> UTC   INFO    [STPAdaptor]  <thread>  Start processing of <XXX> of <YYY> : <TrdCaptRpt > … </ TrdCaptRpt >

10. Session disconnections:

<timestamp>  INFO    [Engine]  <thread>  Session <FIXCLIENT, FIXSERVER> :  Change state: old state=Established new state=NonGracefullyTerminated

11. Connection attempts with unexpected session:

<timestamp>    WARN    [Engine]  <thread>  Session <FIXCLIENT, FIXSERVER> : Error during processing Logon message from 10.101.4.131:64333: Session with SenderCompID=FIXCLIENT, TargetCompID=FIXSERVER is not found.
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