A QuickFIX/J acceptor or initiator can maintain as many FIX sessions as you would like. A FIX session is identified by a group of settings defined within the configuration section for a session (or inherited from the default section). The identification settings are:
| Setting | Required? |
|---|---|
| BeginString | Y |
| SenderCompID | Y |
| SenderSubID | N |
| SenderLocationID | N |
| TargetCompID | Y |
| TargetSubID | N |
| TargetLocationID | N |
The sender settings are your identification and the target settings are for the counterparty. A SessionQualifier can also be use to disambiguate otherwise identical sessions. Session qualifier usage is not recommended. It is provided for compatibility with QuickFIX JNI and for the nonstandard FIX implementations where there are multiple sessions that would otherwise have the same identification without the qualifier. A SessionQualifier can only be used with an initiator.
Each of the sessions can have several settings associated with them. Some of these settings may not be known at compile time and are therefore passed around in a class called SessionSettings.
The SessionSettings class has the ability to pull settings out of any input stream such as a file stream. You can also simply pass it a filename. If you decide to write your own components, (storage for a particular database, a new kind of connector etc...), you may also use the session settings to store settings for your custom component.
A settings file is set up with two types of heading, a [DEFAULT] and a [SESSION] heading. [SESSION] tells QuickFIX/J that a new Session is being defined. [DEFAULT] is a place that you can define settings which will be inherited by sessions that don't explicitly define them. If you do not provide a setting that QuickFIX/J needs, it will throw a ConfigError telling you what setting is missing or improperly formatted.
These are the settings you can associate with a session based on the default components provided with QuickFIX, followed by an example.
| ID | Description | Valid Values | Default |
|---|---|---|---|
| Session | |||
| BeginString | Version of FIX this session should use | FIX.4.4 FIX.4.3 FIX.4.2 FIX.4.1 FIX.4.0 FIXT.1.1 (which then requires DefaultApplVerID, see below) |
|
| SenderCompID | Your compID as associated with this FIX session | case-sensitive alpha-numeric string | |
| SenderSubID | (Optional) Your subID as associated with this FIX session | case-sensitive alpha-numeric string | |
| SenderLocationID | (Optional) Your locationID as associated with this FIX session | case-sensitive alpha-numeric string | |
| TargetCompID | Counterparty's compID as associated with this FIX session | case-sensitive alpha-numeric string | |
| TargetSubID | (Optional) Counterparty's subID as associated with this FIX session | case-sensitive alpha-numeric string | |
| TargetLocationID | (Optional) Counterparty's locationID as associated with this FIX session | case-sensitive alpha-numeric string | |
| SessionQualifier | Additional qualifier to disambiguate otherwise identical sessions. This can only be used with initiator sessions. Note: See Special notes for Oracle. | case-sensitive alpha-numeric string | |
| DefaultApplVerID | Required only for FIXT 1.1 (and newer). Ignored for earlier transport versions. Specifies the default application version ID for the session. This can either be the ApplVerID enum (see the ApplVerID field) the beginString for the default version. | String. Examples:
|
No default. Required for FIXT 1.1 |
| ConnectionType | Defines if session will act as an acceptor or an initiator | initiator acceptor |
|
| TimeZone | Time zone for this session; if specified, the session start and end will be converted from this zone to UTC. | Time zone ID (America/New_York, Asia/Tokyo, Europe/London, etc.) | |
| StartTime | Time of day that this FIX session becomes activated | time in the format of HH:MM:SS [timezone]. The time zone is optional. The TimeZone setting will be used, if set, or UTC will be used by default. The timezone string should be one that the Java TimeZone class can resolve. For example, "15:00:00 US/Central". | |
| EndTime | Time of day that this FIX session becomes deactivated | time in the format of HH:MM:SS [timezone]. The time zone is optional. The TimeZone setting will be used, if set, or UTC will be used by default. The timezone string should be one that the Java TimeZone class can resolve. For example, "09:00:00 US/Eastern". | |
| StartDay | For week long sessions, the starting day of week for the session.
Use in combination with StartTime. Incompatible with Weekdays |
Day of week in the default locale (e.g. Monday, mon, lundi, lun. etc.) | |
| EndDay | For week long sessions, the ending day of week for the session.
Use in combination with EndTime. Incompatible with Weekdays |
Day of week in the default locale (e.g. Monday, mon, lundi, lun. etc.) | |
| Weekdays | For daily sessions that are active on specific days of the week.
Use in combination with StartTime and EndTime. Incompatible with StartDay and EndDay. If StartTime is before EndTime then the day corresponds to the StartTime. |
Comma-delimited list of days of the week in the default locale (e.g. "Sun,Mon,Tue", "Dimanche,Lundi,Mardi" etc.) | |
| NonStopSession | If set the session will never reset. This is effectively the same as setting 00:00:00 as StartTime and EndTime. | Y N |
N |
| TimeStampPrecision | Determines precision for timestamps in (Orig)SendingTime fields.
Only available for FIX.4.2 and greater. NB: This configuration is only considered for messages that are sent out. QuickFIX/J is able to receive UtcTimestamp fields with up to picosecond precision. Please note however that only up to nanosecond precision will be stored, i.e. the picoseconds will be truncated. |
One of
|
MILLIS |
| ClosedResendInterval | Use actual end of sequence gap for resend requests rather than using "infinity" as the end sequence of the gap. Not recommended by the FIX specification, but needed for some counterparties. | Y N |
N |
| Validation | |||
| UseDataDictionary | Tell session whether or not to expect a data dictionary. You should always use a DataDictionary if you are using repeating groups. | Y N |
Y |
| DataDictionary | XML definition file for validating incoming FIX messages. If no DataDictionary is supplied,
only basic message validation will be done
This setting should only be used with FIX transport versions old than FIXT 1.1. See TransportDataDictionary and ApplicationDataDictionary for FIXT 1.1 settings. |
Valid XML data dictionary file, QuickFIX/J comes with the following defaults in the etc directory:
FIXT11.xml, FIX50.xml, FIX44.xml, FIX43.xml, FIX42.xml, FIX41.xml, FIX40.xml.
|
If DataDictionary is not specified and UserDataDictionary=Y, then QuickFIX/J will look for a default dictionary based on the session's BeginString (e.g., FIX.4.2 = FIX42.xml). The DataDictionary file search strategy is to use a URL, then the file system, and then the thread context classloader (if any), and then the DataDictionary instance's classloader. Default data dictionary files are included in the QuickFIX/J jar file. |
| TransportDataDictionary | XML definition file for validating admin (transport) messages. This setting is only valid for
the FIXT 1.1 (or newer) sessions.
See DataDictionary for older transport versions (FIX 4.0-4.4) and for additional information. | Valid XML data dictionary file path. | If no dictionary path is supplied, an attempt will be made to load a default transport dictionary. |
| AppDataDictionary | XML definition file for validating application messages. This setting is only valid for
the FIXT 1.1 (or newer) sessions.
See DataDictionary for older transport versions (FIX 4.0-4.4) and for additional information. This setting supports the possibility of a custom application data dictionary for each session. This setting would only be used with FIXT 1.1 and new transport protocols. This setting can be used as a prefix to specify multiple application dictionaries for the FIXT transport. For example: | Valid XML data dictionary file path. | If no dictionary path is supplied, an attempt will be made to load a dictionary using the DefaultApplVerID for the session. |
| ValidateFieldsOutOfOrder | If set to N, fields that are out of order (i.e. body fields in the header, or header fields in the body) will not be rejected. Useful for connecting to systems which do not properly order fields. | Y N |
Y |
| ValidateFieldsHaveValues | If set to N, fields without values (empty) will not be rejected. Useful for connecting to systems which improperly send empty tags. | Y N |
Y |
| ValidateUserDefinedFields | If set to N, user defined fields (field with tag >= 5000) will not be rejected if they are not defined in the data dictionary, or are present in messages they do not belong to. | Y N |
Y |
| ValidateUnorderedGroupFields | Session validation setting for enabling whether field ordering is * validated. Values are "Y" or "N". Default is "Y". | Y N |
Y |
| ValidateIncomingMessage | Allow to bypass the message validation (against the dictionary). Default is "Y". | Y N |
Y |
| ValidateSequenceNumbers | Check the next expected target SeqNum against the received SeqNum. Default is "Y".
If enabled and a mismatch is detected, apply the following logic:
Must be enabled for EnableNextExpectedMsgSeqNum to work. |
Y N |
Y |
| ValidateChecksum | If ValidateChecksum is set to N, checksum validation will not be executed on messages. This setting cannot be set to N together with RejectGarbledMessage set to Y, in this case Config Error will be thrown. |
Y N |
Y |
| AllowUnknownMsgFields | If set to Y, non user defined fields (field with tag < 5000) will not be rejected if they are not defined in the data dictionary, or are present in messages they do not belong to. | Y N |
N |
| CheckCompID | If set to Y, messages must be received from the counterparty with the correct SenderCompID and TargetCompID. Some systems will send you different CompIDs by design, so you must set this to N. | Y N |
Y |
| CheckLatency | If set to Y, messages must be received from the counterparty within a defined number of seconds (see MaxLatency). It is useful to turn this off if a system uses localtime for its timestamps instead of GMT. | Y N |
Y |
| MaxLatency | If CheckLatency is set to Y, this defines the number of seconds latency allowed for a message to be processed. | positive integer | 120 |
| RejectGarbledMessage | If RejectGarbledMessage is set to Y, garbled messages will be rejected (with a generic error message in 58/Text field) instead of ignored. This is only working for messages that pass the FIX decoder and reach the engine. Messages that cannot be considered a real FIX message (i.e. not starting with 8=FIX or not ending with 10=xxx) will be ignored in any case. See Invalid vs Garbled Messages for further explanation. |
Y N |
N |
| RejectInvalidMessage | If RejectInvalidMessage is set to N, only a warning will be logged on reception of message that fails data dictionary validation. See Invalid vs Garbled Messages for further explanation. |
Y N |
Y |
| RejectMessageOnUnhandledException | If this configuration is enabled, an uncaught Exception or Error in the application's message processing
will lead to a (BusinessMessage)Reject being sent to the counterparty and the incoming message sequence number will be incremented.
If disabled (default), the problematic incoming message is discarded and the message sequence number is not incremented. Processing of the next valid message will cause detection of a sequence gap and a ResendRequest will be generated. |
Y N |
N |
| RequiresOrigSendingTime | If RequiresOrigSendingTime is set to N, PossDup messages lacking that field will not be rejected. | Y N |
Y |
| Initiator | |||
| ReconnectInterval | Time between reconnection attempts in seconds. Only used for initiators | positive integer | 30 |
| HeartBtInt | Heartbeat interval in seconds. Only used for initiators. | positive integer | |
| LogonTimeout | Number of seconds to wait for a logon response before disconnecting. | positive integer | 10 |
| LogoutTimeout | Number of seconds to wait for a logout response before disconnecting. | positive integer | 2 |
| SocketConnectPort | Socket port for connecting to a session. Only used with a SocketInitiator | positive integer | |
| SocketConnectHost | Host to connect to. Only used with a SocketInitiator | valid IP address in the format of x.x.x.x or a domain name | |
| SocketConnectProtocol | Specifies the initiator communication protocol. The SocketConnectHost is not used with the VM_PIPE protocol, but the SocketConnectPort is significant and must match the acceptor configuration. | "TCP" or "VM_PIPE". | "TCP" |
| SocketConnectPort<n> | Alternate socket port(s) for connecting to a session for failover or load balancing, where n is a positive integer, i.e. SocketConnectPort1, SocketConnectPort2, etc. Must be consecutive and have a matching SocketConnectHost<n> | positive integer | |
| SocketConnectHost<n> | Alternate socket host(s) for connecting to a session for failover or load balancing,
where n is a positive integer, i.e. SocketConnectHost1, SocketConnectHost2, etc.
Must be consecutive and have a matching SocketConnectPort<n>
Connection list iteration rules:
|
valid IP address in the format of x.x.x.x or a domain name | |
| SocketLocalPort | Bind the local socket to this port. Only used with a SocketInitiator. | positive integer | If unset the socket will be bound to a free port from the ephemeral port range. |
| SocketLocalHost | Bind the local socket to this host. Only used with a SocketInitiator. | valid IP address in the format of x.x.x.x or a domain name | If unset the socket will be bound to all local interfaces. |
| DynamicSession | Leave the corresponding session disconnected until AbstractSocketInitiator.createDynamicSession is called | Y N |
N |
| Acceptor | |||
| SocketAcceptPort | Socket port for listening to incoming connections. Only used with a SocketAcceptor | positive integer, valid open socket port. | |
| SocketAcceptAddress | Local IP address to for binding accept port. | A hostname or IP address parsable by java.net.InetAddress. |
Accept connections on any network interface. |
| SocketAcceptProtocol | Specifies the acceptor communication protocol. The SocketAcceptAddress is not used with the VM_PIPE protocol, but the SocketAcceptPort is significant and must match the initiator configuration. | "TCP" or "VM_PIPE". | "TCP" |
| AllowedRemoteAddresses | List of remote IP addresses which are allowed to connect to this acceptor. | comma-separated list of hostnames or IP addresses parseable by java.net.InetAddress
|
empty, ie all remote addresses are allowed |
| AcceptorTemplate | Designates a template Acceptor session. See Dynamic Acceptor Sessions | Y N |
N |
| Secure Communication Options | |||
| SocketUseSSL | Enables SSL usage for QFJ acceptor or initiator. | Y N |
N |
| SocketKeyStore | KeyStore to use with SSL | File path | |
| SocketKeyStorePassword | KeyStore password | ||
| KeyManagerFactoryAlgorithm | Algorithm used when generating an instance of KeyManagerFactory | SunX509 | |
| KeyStoreType | KeyStore type | JKS | |
| SocketTrustStore | TrustStore to use with SSL | File path | |
| SocketTrustStorePassword | TrustStore password | ||
| TrustManagerFactoryAlgorithm | Algorithm used when generating an instance of TrustManagerFactory | PKIX | |
| TrustStoreType | TrustStore type | JKS | |
| NeedClientAuth | Configures the SSL engine to require client authentication. This option is only useful to acceptors. | Y N |
N |
| EnabledProtocols | Protocols enabled for use with the SSL engine. | Java supported protocols | |
| CipherSuites | Cipher suites enabled for use with the SSL engine. | Java default cipher suites | |
| UseSNI | Configures the SSL engine to use Server Name Indication. This option is only useful to initiators. | Y N |
N |
| Socks Proxy Options (Initiator only) | |||
| ProxyType | Proxy type | http socks |
|
| ProxyVersion | Proxy HTTP or Socks version to use | For socks: 4, 4a or 5 For http: 1.0 or 1.1 |
For socks: For http: 1.0 |
| ProxyHost | Proxy server hostname or IP | valid IP address in the format of x.x.x.x or a domain name | |
| ProxyPort | Proxy server port | positive integer | |
| ProxyUser | Proxy user | ||
| ProxyPassword | Proxy password | ||
| ProxyDomain | Proxy domain (For http proxy) | ||
| ProxyWorkstation | Proxy workstation (For http proxy) | ||
| Socket Options (Acceptor or Initiator) | |||
| Acceptor and Initiator socket options can be set in either defaults or per-session settings. | |||
| SocketKeepAlive |
When the keepalive option is set for a TCP socket and no data
has been exchanged across the socket in either direction for
2 hours (NOTE: the actual value is implementation dependent),
TCP automatically sends a keepalive probe to the peer. This probe is a
TCP segment to which the peer must respond.
One of three responses is expected:
|
Y N |
|
| SocketOobInline | When the OOBINLINE option is set, any TCP urgent data received on the socket will be received through the socket input stream. When the option is disabled (which is the default) urgent data is silently discarded. | Y N |
|
| SocketReceiveBufferSize | Set a hint the size of the underlying buffers used by the platform for incoming network I/O. When used in set, this is a suggestion to the kernel from the application about the size of buffers to use for the data to be received over the socket. | Integer value. | |
| SocketReuseAddress | Sets SO_REUSEADDR for a socket. This is used only for MulticastSockets in java, and it is set by default for MulticastSockets. | Y N |
|
| SocketSendBufferSize | Set a hint the size of the underlying buffers used by the platform for outgoing network I/O. When used in set, this is a suggestion to the kernel from the application about the size of buffers to use for the data to be sent over the socket. | Integer value. | |
| SocketLinger | Specify a linger-on-close timeout. This option disables/enables immediate return from a close() of a TCP Socket. Enabling this option with a non-zero Integer timeout means that a close() will block pending the transmission and acknowledgement of all data written to the peer, at which point the socket is closed gracefully. Upon reaching the linger timeout, the socket is closed forcefully, with a TCP RST. Enabling the option with a timeout of zero does a forceful close immediately. If the specified timeout value exceeds 65,535 it will be reduced to 65,535. | Integer value. | |
| SocketTcpNoDelay | Disable Nagle's algorithm for this connection. Written data to the network is not buffered pending acknowledgement of previously written data. | Y N |
Y |
| SocketTrafficClass | Sets traffic class or type-of-service octet in the IP
header for packets sent from this Socket.
As the underlying network implementation may ignore this
value applications should consider it a hint.
The tc must be in the range 0 ≤ tc ≤ 255 or an IllegalArgumentException will be thrown. Notes: for Internet Protocol v4 the value consists of an octet with precedence and TOS fields as detailed in RFC 1349. The TOS field is bitset created by bitwise-or'ing values such the following :-
Setting bits in the precedence field may result in a SocketException indicating that the operation is not permitted. |
An integer value or a set of string options separated by "|" (e.g., "IPTOS_LOWCOST|IPTOS_LOWDELAY") | |
| SocketSynchronousWrites | Write messages synchronously. This is not generally recommended as it may result in performance degradation. The MINA communication layer is asynchronous by design, but this option will override that behavior if needed. | Y N |
N |
| SocketSynchronousWriteTimeout | The time in milliseconds to wait for a write to complete. | Integer. | 30000 ms (30 seconds) if SocketSynchronousWrites is "Y". |
| MaxScheduledWriteRequests | Number of scheduled write requests on which session is forcefully disconnected. | positive Integer. | 0 (disabled) |
| Storage | |||
| Note: Unlike in QuickFIX JNI, database-specific classes (MySQLStore, etc.) are not included in QuickFIX/J. Use the JDBC support instead. The message store and logging schema are simple and should be easily adapted to any JDBC-supported database. | |||
| PersistMessages | If set to N, no messages will be persisted. This will force QFJ to always send GapFills instead of resending messages. Use this if you know you never want to resend a message. Useful for market data streams. | Y N |
Y |
| FileStorePath | Directory to store sequence number and message files. Only used with FileStoreFactory. | valid directory for storing files, must have write access | |
| FileStoreMaxCachedMsgs | Maximum number of message index entries to cache in memory. | Integer. A zero will not cache any entries. | 10000 |
| FileStoreSync | Whether the FileStore syncs to the hard drive on every write. It's safer to sync, but it's also much slower. | Y N |
N |
| JdbcDataSourceName | JNDI name for the JDBC data source. This technique for finding the data source can be used as an alternative to specifying the driver details. It allows better integration with application servers and servlet containers that are already configured with JDBC data sources. | JNDI name of the data source. Configuration of the initial context must be done by an application server, through a property file or through system properties. See JNDI documentation for more information. | |
| JdbcDriver | JDBC driver for JDBC logger. Also used for JDBC log. | Class name for the JDBC driver. Specify driver properties directly will cause the
creation of a Proxool data source that supports connection pooling. If you are using a
database with it's own pooling data source (e.g., Oracle) then use the setDataSource()
method on the Jdbc-related factories to set the data source directly. |
|
| JdbcURL | JDBC database URL. Also used for JDBC log. | Depends on the JDBC database driver. | |
| JdbcUser | JDBC user. Also used for JDBC log. | ||
| JdbcPassword | JDBC password. Also used for JDBC log. | ||
| JdbcStoreMessagesTableName | Table name for messages table. | A valid SQL table name. | messages |
| JdbcStoreSessionsTableName | Table name for sessions table. | A valid SQL table name. | sessions |
| JdbcLogHeartBeats | Controls filtering of heartbeats for message logging (both in and out). | Y N |
N |
| JdbcLogIncomingTable | The name of the JDBC log incoming table. | valid table name | messages_log |
| JdbcLogOutgoingTable | The name of the JDBC log outgoing table. | valid table name | messages_log |
| JdbcLogEventTable | The name of the JDBC log events table. | valid table name | event_log |
| JdbcSessionIdDefaultPropertyValue | The default value for Session ID bean properties is an empty string. Oracle treats this as a SQL NULL and that causes problems. This configuration setting allows you to set the default value for unspecified Session ID properties. | Any nonempty string. | "" (empty string) |
| JdbcMaxActiveConnection | Specifies the maximum number of connections to the database. | Any number | 32 |
| JdbcMaxActiveTime | Specifies if the housekeeper comes across a thread that has been active for longer than this (milliseconds) then it will kill it. So make sure you set this to a number bigger than your slowest expected response! | Any number | 5000 |
| JdbcMaxConnectionLifeTime | Specifies the maximum amount of time that a connection exists for before it is killed (milliseconds). | Any number | 28800000 |
| JdbcSimultaneousBuildThrottle | Specifies the maximum number of connections we can be building at any one time. That is, the number of new connections that have been requested but aren't yet available for use. Because connections can be built using more than one thread (for instance, when they are built on demand) and it takes a finite time between deciding to build the connection and it becoming available we need some way of ensuring that a lot of threads don't all decide to build a connection at once. (We could solve this in a smarter way - and indeed we will one day) | Any number | 32 |
| Logging | |||
| FileLogPath | Directory to store logs. Only used with FileLogFactory. | valid directory for storing files, must have write access | |
| FileLogHeartbeats | Controls logging of heartbeat messages. | Y N |
N |
| FileIncludeMilliseconds | Controls whether milliseconds are included in log time stamps. | Y N |
N |
| FileIncludeTimeStampForMessages | Controls whether time stamps are included on message log entries. | Y N |
N |
| SLF4JLogEventCategory | Log category for logged events. | Depends on log engine. The SLF4J adapter for JDK 1.4 logging is included by default.
An adapter for Log4J and the Log4J JAR are in the lib/optional directory. See
slf4j.org
for other options. The SLF4J category options
support Session ID variables in the category names. The variables are:
|
quickfixj.event |
| SLF4JLogIncomingMessageCategory | Log category for incoming messages. |
Depends on log engine. See "SL4JLogEventCategory". | quickfixj.msg.incoming |
| SLF4JLogOutgoingMessageCategory | Log category for outgoing messages. | Depends on log engine. See "SL4JLogEventCategory". | quickfixj.msg.outgoing |
| SLF4JLogPrependSessionID | Controls whether session ID is prepended to log message. | Y N |
Y |
| SLF4JLogHeartbeats | Controls whether heartbeats are logged. | Y N |
N |
| JdbcDriver | JDBC driver for JDBC logger. Also used for JDBC message store. | Classname for the JDBC driver. | |
| JdbcURL | JDBC database URL. Also used for JDBC message store. | Depends on the JDBC database driver. | |
| JdbcUser | JDBC user. Also used for JDBC message store. | ||
| JdbcPassword | JDBC password. Also used for JDBC message store. | ||
| ScreenLogShowEvents | Log events to screen. | Y N |
Y |
| ScreenLogShowIncoming | Log incoming messages to screen. | Y N |
Y |
| ScreenLogShowOutgoing | Log outgoing messages to screen. | Y N |
Y |
| ScreenLogShowHeartBeats | Filter heartbeats from output (both incoming and outgoing) | Y N |
N |
| Miscellaneous | |||
| LogonTag | Tag/value pair which will be set on sent or received Logon message. | <tag>=<value>, where "tag" has to be a positive integer and "value" a String Example: LogonTag=553=foo |
|
| LogonTag<n> | Additional tag/value pairs which will be set on sent or received Logon message, where n is a positive integer, i.e. LogonTag1, LogonTag2, etc. Must be consecutive. |
<tag>=<value>, where "tag" has to be a positive integer and "value" a String Example: LogonTag=553=user LogonTag1=554=password |
|
| RefreshOnLogon | Refresh the session state when a Logon is received. This allows a simple form of failover when the message store data is persistent. The option will be ignored for message stores that are not persistent (e.g., MemoryStore). | Y N |
N |
| ResetOnLogon | Determines if sequence numbers should be reset before sending/receiving a logon request. | Y N |
N |
| ResetOnLogout | Determines if sequence numbers should be reset to 1 after a normal logout termination. | Y N |
N |
| ResetOnDisconnect | Determines if sequence numbers should be reset to 1 after an abnormal termination. | Y N |
N |
| ResetOnError | Session setting for doing an automatic reset when an error occurs. A reset means disconnect, sequence numbers reset, store cleaned and reconnect, as for a daily reset. | Y N |
N |
| DisconnectOnError | Session setting for doing an automatic disconnect when an error occurs. | Y N |
N |
| EnableLastMsgSeqNumProcessed | Add tag LastMsgSeqNumProcessed in the header (optional tag 369). | Y N |
N |
| EnableNextExpectedMsgSeqNum | Add tag NextExpectedMsgSeqNum (optional tag 789) on the sent Logon message and use value of tag 789 on received Logon message to synchronize session. This should not be enabled for FIX versions < 4.4. Only works when ValidateSequenceNumbers is enabled. | Y N |
N |
| ResendRequestChunkSize | Setting to limit the size of a resend request in case of missing messages.
This is useful when the remote FIX engine does not allow to ask for more than n message for a ResendRequest.
E.g. if the ResendRequestChunkSize is set to 5 and a gap of 7 messages is detected, a first resend request will be sent for 5 messages. When this gap has been filled, another resend request for 2 messages will be sent. If the ResendRequestChunkSize is set to 0, only one ResendRequest for all the missing messages will be sent. |
any positive integer | 0 (disables splitting) |
| ContinueInitializationOnError | Continue initializing sessions if an error occurs. Useful when having multiple sessions per connector and misconfigured session(s) should not prevent the connector from starting. | Y N |
N |
| SendRedundantResendRequests | Allows sending of redundant resend requests. | Y N |
N |
| TestRequestDelayMultiplier | Fraction of the heartbeat interval which defines the additional time to wait if a TestRequest sent after a missing heartbeat times out (final coefficient value is equal to TestRequestDelayMultiplier + 1.0). | any non-negative value | 0.5 |
| HeartBeatTimeoutMultiplier | Fraction of the heartbeat interval which defines the additional time to wait since the last message was received before disconnecting (final coefficient value is equal to HeartBeatTimeoutMultiplier + 1.0). | any non-negative value | 1.4 |
| DisableHeartBeatCheck | Heartbeat detection is disabled. A disconnect due to a missing heartbeat will never occur. | Y N |
N |
| ForceResendWhenCorruptedStore | Fill in heartbeats on resend when reading from message store fails. | Y N |
N |
There are mainly two settings that influence QFJ's rejection behaviour:
While the first applies to messages that fail data dictionary validation, the latter applies to messages that fail basic validity checks on the FIX protocol level.
If RejectInvalidMessage is set to
If RejectGarbledMessage is set to
In FIX it is legal to ignore a message under certain circumstances. Since FIX is an optimistic protocol it expects that some errors are transient and will correct themselves with the next message transmission. Therefore the sequence number is not incremented and a resend request is issued on the next received message that has a higher sequence number than expected.
In the case that the error is not transient, the default behaviour is not optimal because not consuming a message sequence number can lead to follow-up problems since QFJ will wait for the message to be resent and queue all subsequent messages until the resend request has been satisfied (i.e. infinite resend loop).
What constitutes a garbled message (taken from the FIX protocol specification):BeginString (tag #8) is not the first tag in a message or is not of the format 8=FIXT.n.m. BodyLength (tag #9) is not the second tag in a message or does not contain the correct byte count. MsgType (tag #35) is not the third tag in a message. Checksum (tag #10) is not the last tag or contains an incorrect value. If the MsgSeqNum(tag #34) is missing a logout message should be sent terminating the FIX Connection, as this indicates a serious application error that is likely only circumvented by software modification.
You have the possibility to adapt QFJ's behaviour for some of the cases mentioned above.
Here is a typical settings file you might find in a firm that wants to connect to several ECNs.
# default settings for sessions [DEFAULT] ConnectionType=initiator ReconnectInterval=60 SenderCompID=TW # session definition [SESSION] # inherit ConnectionType, ReconnectInterval and SenderCompID from default BeginString=FIX.4.1 TargetCompID=ARCA StartTime=12:30:00 EndTime=23:30:00 HeartBtInt=20 SocketConnectPort=9823 SocketConnectHost=123.123.123.123 DataDictionary=somewhere/FIX41.xml [SESSION] BeginString=FIX.4.0 TargetCompID=ISLD StartTime=12:00:00 EndTime=23:00:00 HeartBtInt=30 SocketConnectPort=8323 SocketConnectHost=23.23.23.23 DataDictionary=somewhere/FIX40.xml [SESSION] BeginString=FIX.4.2 TargetCompID=INCA StartTime=12:30:00 EndTime=21:30:00 # overide default setting for RecconnectInterval ReconnectInterval=30 HeartBtInt=30 SocketConnectPort=6523 SocketConnectHost=3.3.3.3 # (optional) alternate connection ports and hosts to cycle through on failover SocketConnectPort1=8392 SocketConnectHost1=8.8.8.8 SocketConnectPort2=2932 SocketConnectHost2=12.12.12.12 DataDictionary=somewhere/FIX42.xml