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Page Revision: 2012/09/04 14:55

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:

	Tag Name	Tag Number	Description
1.	TargetCompId	56	FIX API System
2.	SenderCompId	49	Your Firm Name
3.	SecureData	91	Application ID
4.	SecureDataLen	90	Length of Application ID string
5.	RawData	96	Firm Password
6.	RawDataLen	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 the 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 sequence number 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 id.
90	SecureDataLen	Y	Length of SecureData string
49	SenderCompID	Y	Assigned value used to identify firm sending message
56	TargetCompID	Y	Assigned value used to identify receiving firm
50	SenderSubID	Y	Assigned value used to identify specific message originator (trader, desk, etc.)
	Body	Y
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	Not used. Indicates both sides of a FIX session should reset sequence numbers
383	MaxMessageSize	N	Not used. Can be used to specify the maximum number of bytes supported for messages received
384	NoMsgType Group	N	Not used. Specifies the number of repeating MsgTypes specified
	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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