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Page Revision: 2013/05/01 12:09
Session InitiationAfter a successful SSL connection, the T4 FIX API basic requirement is to have both the Initiator and Acceptor start with sequence number 1. The client will initiate the FIX Session by sending a Logon Message to the T4 FIX API server. Successful authentication will be responded with a Logon message echo. The Password field (Password - Tag 554) of the API server logon message will be identified with an asterisk.
Drop of a physical connection will result in the end of a FIX Session. Upon reconnection, the client is required to start a new FIX Session with sequence number 1. The T4 API server will appropriately respond with messages starting with sequence number 1.
Authentication RequirementsAfter a successful physical connection to the T4 FIX API server, authenticated access is achieved with the following T4 input parameters in the client's Logon message:
| Tag Name | Tag Number | Description |
|---|
| TargetCompId | 56 | T4 Firm |
| UserName | 553 | T4 User |
| Password | 554 | T4 Password |
| | | |
| SenderCompId | 49 | T4 Application Name |
| SecureData | 91 | License Code for the T4 Application |
| SecureDataLen | 90 | Length of License Code 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 the client. The
Logout message will contain a short description of the failure to help 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. The next Logon message (from the client) must start with sequence number 1.
Setting FIX Session Properties upon LogonThe T4 FIX API provides enhanced control of FIX Session functionalities. Upon successful authentication, the optional RefMsgType group allows the user to set FIX Session properties. Upon login, the T4 FIX API processes such RefMsgTypes and applies the requested connection characteristics. The functionalities include the ability to control the messages transmitted during order entry (i.e. pending reports), the market data and order pricing format (i.e. decimal or ticks), disabling auto subscribition to all user accounts and listing of the current portfolio orders, fills, positions and account details.
Default Logon PropertiesA sucessful FIX Session is acknowledged with the expected (echo) Logon message. In addition, if no RefMsgTypes (Tag 372) are specified in the Logon request, the T4 FIX API will also return the account portfolios (as
Execution Reports) and account details (as
Collateral Reports). To disable portfolio/account-details listing, the Logon message must explicitly include a RefMsgType equal to "d" (Tag 372=d). This option (Tag 372=d) provides minimum login message flow at the expense of potentially missing order/fill updates that occured while disconnected. By default, the T4 FIX API will also automatically subscribe to all user accounts (unless disabled with RefMsgType equal to "BB" - Tag 372=BB).
Message Dictionary| Tag | Field Name | Req'd | Comments |
|---|
| | Standard Header | Y | MsgType = A |
| 91 | SecureData | Y | License Code for the T4 Application |
| 90 | SecureDataLen | Y | Length of License Code string |
| 49 | SenderCompID | Y | T4 Application Name |
| 56 | TargetCompID | Y | T4 Firm |
| 553 | UserName | Y | T4 User |
| 554 | Password | Y | T4 Password |
| | Body | Y | |
| 98 | EncryptMethod | Y | Value = None. Always Unencrypted. |
| 108 | HeartBtInt | Y | Heartbeat interval. Set to 30 seconds. |
| 1408 | DefaultCstmApplVerID | N | The default custom application version (dictionary) for messages used in this FIX session. Version Id consists of the 4 octects: (1) Major Version (2) Minor Version (3) Build Number and (4) Revision. |
| | Start Repeating Group | |
| 384 | NoMsgTypes | N | Number of referenced MsgTypes (35) in repeating group. |
| 372 | RefMsgType | N | Sets MsgTypes for various FIX Session functionalities. Required if NoMsgTypes is > 0. The following MsgTypes set FIX Session properties as described below: |
| | | d = Disable listing of portfolio orders, positions and account details - upon sucessful login. |
| | | c = Disable security definitions requests. |
| | | BB = Disable automatic subscription to all accounts of the logon user. |
| | | 8 = Enables Pending Execution reports for order submittal, cancel replaces and cancel requests. |
| | | D = Enables Decimal pricing in order entry, amendment and cancellation. |
| | | BA = Enable Drop Copies only. All account events are reported but order submittal is disabled. |
| | | CB = Disable User Notifications. Account notices, exchange notices and market RFQs are not received. |
| | | BG = Enable dynamic account notifications. Position and Account collateral reports will be generated automatically. |
| | End Repeating Group | |
| | Standard Trailer | Y |
Sample Message
>> 5/1/2013 11:57:35 AM [FIXLOGIN] 34=1|49=T4Example|56=T4|52=20130501-16:57:35.437|91=64768859-3ACF-4224-A4E9-DA66901AFC63|90=36|98=None|108=30|553=_tradername_|554=_password_|384=2|372=d|372=c|
[FIXLOGIN]
[MsgSeqNum] 34 = 1
[SenderCompID] 49 = T4Example
[TargetCompID] 56 = T4
[SendingTime] 52 = 20130501-16:57:35.437
[SecureData] 91 = 64768859-3ACF-4224-A4E9-DA66901AFC63
[SecureDataLen] 90 = 36
[EncryptMethod] 98 = None
[HeartBtInt] 108 = 30
[UserName] 553 = _tradername_
[Password] 554 = _password_
[NoMsgTypes] 384 = 2
[RefMsgType] 372 = d (DISABLE_PORTFOLIO_LISTING)
[RefMsgType] 372 = c (DISABLE_SECURITY_DEFINITIONS)
<< 5/1/2013 11:57:36 AM [fixlogin] 34=1|49=T4|56=T4Example|50=T4FIX|52=20130501-16:57:36.420|98=none|108=30|553=_tradername_|554=***|1408=4.1.0.0|
[FIXLOGIN]
[MsgSeqNum] 34 = 1
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130501-16:57:36.420
[EncryptMethod] 98 = none
[HeartBtInt] 108 = 30
[UserName] 553 = _tradername_
[Password] 554 = ***
[DefaultCstmApplVerID] 1408 = 4.1.0.0
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