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Page Revision: 2013/02/12 16:14

Session Initiation

After 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 Requirements

After 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
SenderCompId	49	T4 Application Name
SecureData	91	License Code for the T4 Application
SecureDataLen	90	Length of License Code string
UserName	553	T4 User
Password	554	T4 Password

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 Logon

The 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 pricing format (i.e. decimal or ticks) of order submittal, disabling auto subscribition to all user accounts and listing of the current portfolio orders, fills and positions.

Default Logon Properties

A sucessful FIX Session will always be acknowledged with the expected (echo) Logonn message. In addition, if no RefMsgTypes 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). 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.
	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:
			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 = Upon a successful logon, it inhibits the listing of portfolio orders, positions and account details.
			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

>> 11/5/2012 5:50:55 PM   [FIXLOGIN] 34=1|49=T4Example|56=T4|52=20121105-23:50:55.492|91=64768859-3ACF-4224-A4E9-DA66901AFC63|90=36|98=None|108=30|553=_tradername_|554=_password_|
[FIXLOGIN]
[MsgSeqNum] 34 = 1
[SenderCompID] 49 = T4Example
[TargetCompID] 56 = T4
[SendingTime] 52 = 20121105-23:50:55.492
[SecureData] 91 = 64768859-3ACF-4224-A4E9-DA66901AFC63
[SecureDataLen] 90 = 36
[EncryptMethod] 98 = None
[HeartBtInt] 108 = 30
[UserName] 553 = _tradername_
[Password] 554 = _password_

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