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Page Revision: 2012/09/04 13:24

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:

Cell 1.1	Cell 1.2
Cell 2.1	Cell 2.2

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

Tag	Field Name	Req'd	Comments
	Standard Header	Y	MsgType = A
91	SecureData	Y	FIX API ID. Please contact your FIX API Administrator for your authorized value.
98	EncryptMethod	Y	(Always unencrypted). Value = None
108	HeartBtInt	Y	Heartbeat interval. Set to 30 seconds.
95	RawDataLength	Y	Length of user Password string
96	RawData	Y	Password for user authentication
141	ResetSeqNumFlag	N	Indicates both sides of a FIX session should reset sequence numbers
789	NextExpectedMsgSeqNum	N	Optional, alternative via counterparty bi-lateral agreement message gap detection and recovery approach
383	MaxMessageSize	N	Can be used to specify the maximum number of bytes supported for messages received
	Standard Trailer	Y

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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