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Page Revision: 2013/08/29 15:31

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
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 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. 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 Properties

A successful 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 automatically return the account portfolio (as Execution Reports) and account details (as Collateral Reports). To disable automatic portfolio/account-details listing (a.k.a. AutoPortfolio Refresh), 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 accounts authorized for the logon user (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 octets: (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 = Disables listing of portfolio orders, positions and account details (AutoPortfolio Refresh) - upon sucessful login.
			BB = Disables automatic subscription to all accounts of the logon user.
			c = Enables security definitions requests.
			8 = Enables Pending Execution reports for order submittal, cancel replaces and cancel requests.
			D = Enables Decimal pricing in order entry, amendment and cancellation.
			BA = Enables Drop Copies only. All account events are reported but order submittal is disabled.
			BG = Enables dynamic account notifications. Position and Account collateral reports will be generated automatically.
			CB = Disables User Notifications. Account notices, exchange notices and market RFQs are not received.
			V = Enables Chart Data requests.
	End Repeating Group
	Standard Trailer	Y

Sample

In this example, the T4 FIX API client requests the start of a FIX Session. The client disables portfolio lists (Tag 372=d). Subsequently, the login request is successful as signaled by a Login message response from the T4 FIX API.

Login Request from T4 FIX API Client

>> 6/7/2013 9:47:22 AM   [FIXLOGIN] 34=1|49=T4Example|56=T4|52=20130607-14:47:22.872|91=112A04B0-5AAF-42F4-994E-FA7CB959C60B|90=36|98=None|108=30|553=_username_554=_password_|384=1|372=d|
[FIXLOGIN]
[MsgSeqNum] 34 = 1
[SenderCompID] 49 = T4Example
[TargetCompID] 56 = T4
[SendingTime] 52 = 20130607-14:47:22.872
[SecureData] 91 = 112A04B0-5AAF-42F4-994E-FA7CB959C60B
[SecureDataLen] 90 = 36
[EncryptMethod] 98 = None
[HeartBtInt] 108 = 30
[UserName] 553 = _username_
[Password] 554 = _password_
[NoMsgTypes] 384 = 1
[RefMsgType] 372 = d (DISABLE_PORTFOLIO_LISTING)

Successful Login Response from T4 FIX API

<< 6/7/2013 9:47:24 AM  [fixlogin] 34=1|49=T4|56=T4Example|50=T4FIX|52=20130607-14:47:24.085|98=none|108=30|553=_username_554=***|1408=4.1.1.1|
[FIXLOGIN]
[MsgSeqNum] 34 = 1
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130607-14:47:24.085
[EncryptMethod] 98 = none
[HeartBtInt] 108 = 30
[UserName] 553 = _username_
[Password] 554 = ***
[DefaultCstmApplVerID] 1408 = 4.1.1.1

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