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Page Revision: 2012/09/04 13:18


Session Initiation

Upon an established TCP connection, the T4 FIX API basic requirement is to have the initiator and acceptor start sequence numbers from 1.

Drop of a physical (TCP socket) connection will result in the end of a FIX session. Upon reconnection, a new FIX session will be started with a sequence number of 1. Likewise, the T4 API server will respond with messages starting with a sequence number of 1.

Authentication Requirements

Following a sucessful physical connection to the FIX API server, authenticated access to the T4 FIX API is achieved with the following parameters of the Logon message:

1. Target CompId (Tag 56) - FIX API System
2. Sender CompId (Tag 46) - Your Firm Name
3. SecureData (Tag 91) - Application ID
4. SecureDataLen (Tag 90) - Length of Application ID string
5. RawData (Tag 96) - Firm Password
6. RawDataLen (Tag 95) - Length of Firm Password string


Failure to provide the correct parameters in the logon message will result in an logon failure. Appropriately, a Logout message will be sent to client. The Logout message will contain a short description of the failure to help the firm determine the cause of failed authentication. Thereafter, a physical disconnection will occur. As the FIX session failed, the T4 FIX API will expect a new attempt for a new FIX session. Therefore, the next logon message (from the client) must start with a sequence number of 1.

Message Dictionary

TagField NameReq'dComments
Standard HeaderYMsgType = A
91SecureDataYFIX API ID. Please contact your FIX API Administrator for your authorized value.
98EncryptMethodY(Always unencrypted). Value = None
108HeartBtIntYHeartbeat interval. Set to 30 seconds.
95RawDataLengthYLength of user Password string
96RawDataYPassword for user authentication
141ResetSeqNumFlagNIndicates both sides of a FIX session should reset sequence numbers
789NextExpectedMsgSeqNumNOptional, alternative via counterparty bi-lateral agreement message gap detection and recovery approach
383MaxMessageSizeNCan be used to specify the maximum number of bytes supported for messages received
Standard TrailerY

Sample Message

34=1|49=test|56=T4Test|50=TraderName|52=20120904-17:37:16.848|91=64768859-3DCF-4214-A4E8-DA66881AFC63|90=36|95=10|96=_password_|98=None|108=30|

[FIXLOGIN]
[MsgSeqNum] 34 = 1
[SenderCompID] 49 = test
[TargetCompID] 56 = T4Test
[SenderSubID] 50 = TraderName
[SendingTime] 52 = 20120904-17:33:50.398
[SecureData] 91 = 64768859-3DCF-4214-A4E8-DA66881AFC63
[SecureDataLen] 90 = 36
[RawDataLength] 95 = 10
[RawData] 96 = _password_
[EncryptMethod] 98 = None
[HeartBtInt] 108 = 30

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