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Page Revision: 2012/09/04 10:53

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 (for the API User). Likewise, the T4 API server will respond with messages starting with a sequence number of 1.

Authentication Requirements

Message Dictionary Descriptions

! Field Name ! ! Req'd ! ! Comments
Standard Header | | Y | | MsgType = A
EncryptMethod | | Y | | (Always unencrypted)
HeartBtInt | | Y | | Note same value used by both sides
RawDataLength | | N || Required for some authentication methods
96 || RawData || N || Required for some authentication methods
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

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