Multiple TradersUnder an established FIX Session, multiple traders/users can be authenticated with the
Trader Logon message. Trader Logons allow order routing for multiple traders under the same physical connection of the FIX Session. Trader Logons must follow the successful
FIX Logon of the initial Master User.
To enter Multi-Trader mode, the Master User must explicitly request it as an option on the
FIX Logon with Tag 372 (RefMsgTypes) = UCG.
Authentication RequirementsAfter establishing a successful FIX Session, the Trader Logon authentication is achieved with the following input parameters in the client's Trader Logon message:
| Tag Name | Tag Number | Description |
|---|
| UserName | 553 | T4 User |
| Password | 554 | T4 Password |
A successful authentication of a Trader Logon is acknowledged with a
Trader Logon Response that contains a Success description in the Text tag (Tag 58).
Failure to provide the correct parameters in the Trader Logon message will result in a Trader Logon Response failure. Appropriately, a failed
Trader Logon Response message will be sent to the client. The
Trader Logon Response message may contain a short description of the failure in its Text tag (Tag 58). A failed Trader Logon does not result in a physical disconnection. The FIX Session continues with the participation of the Master User and other traders that were previously authenticated and remained logged in.
A logged on Trader may also be explicitly logged out with a
Trader Logout message. The logout of a Trader maintains the FIX Session. The FIX Session can only be terminated by a
FIX Logout message. Separate
Trader Logouts are not required to precede the FIX session termination with a
FIX Logout message. All logged-in traders are logged out automatically from the system.
FIX Session Properties Under Multi-Trader modeUnder Multi-Trader mode, all FIX Session functionalities (as established with RefMsgTypes (Tag 372) of the
FIX Logon message) are applied to all traders including the Master User.
All application messages (e.g.
New Order Single,
Cancel Replace Request,
Order Cancel Request, etc.) must also be identified with its originating trader. The trader's name (as entered into the UserName tag of the corresponding Trader Logon) must be specified in the SenderSubID (Tag 50) of the application message. Failure to identify the trader in the application message will result in a
FIX Reject message. Under Multi-Trader mode, SenderSubID (Tag 50) identifies the
target trader for which the client's message is intended. Order Routing responses from the FIX API (i.e.
Execution Reports,
Cancel Rejects) also identify the corresponding trader in the TargetSubID (Tag 57).
User ConfigurationFor a successful trader login, the T4 FIX API requires the Trader/User to have previously assigned accounts and exchanges. Before FIX API usage, the Trader/User is required to complete Market Data Requirements through its firm setup page. Lack of proper configuration will result in a failed Trader Logon Response - indicating the lack of account or exchange assignment for the violating User. This requirement is not applied for Chart data logins (Tag 372=V).
Message Dictionary| Tag | Field Name | Req'd | Comments |
|---|
| | Standard Header | Y | MsgType = UCG |
| 91 | SecureData | Y | License Code for the T4 Application |
| 90 | SecureDataLen | Y | Length of License Code string |
| 49 | SenderCompID | Y | T4 Application Name (inbound trader login into FIX API server). T4 Firm Name (outbound trader login response from FIX API server). |
| 56 | TargetCompID | Y | T4 Firm Name (inbound trader login into FIX API server). T4 Application Name (outbound trader login response from FIX API server). |
| | Body | Y | |
| 109 | ClientID | N | ID of organization the Trader/User pertains to |
| 553 | UserName | Y | T4 User |
| 554 | Password | Y | T4 Password |
| | Standard Trailer | Y |
SampleIn this example, the T4 FIX API client requests the start of a FIX Session. The client enables the Multi-Trader mode (with Tag 372=UCG). Subsequently, the login request's success is signaled by a Login message response from the T4 FIX API. This establishes the FIX Session with the Master User. Subsequently, the client sends a Trader Logon to authenticate a new Trader/User under the current FIX Session. The success of the Trader Logon is responded by the FIX API with a Success Trader Logon Response. Finally, the client requests the termination of the FIX Session with a FIX Logout message. The FIX API responds with a FIX Logout indicating the end of the FIX session.
Login Request from T4 FIX API Client
>> 6/11/2015 12:41:56 PM [FIXLOGIN] 34=1|49=T4Test|56=test|50=MasterUser|52=20150611-17:41:56.934|91=64768859-3ACF-4224-A4E9-DA66901AFC63|90=36|98=None|108=25|553=MasterUser|554=_password_|1407=58BD-B00F-5805-98AA-BD46-0417-C2B8-9C5F|384=2|372=d|372=UCG|
[FIXLOGIN]
[MsgSeqNum] 34 = 1
[SenderCompID] 49 = T4Test
[TargetCompID] 56 = test
[SenderSubID] 50 = MasterUser
[SendingTime] 52 = 20150611-17:41:56.934
[SecureData] 91 = 64768859-3ACF-4224-A4E9-DA66901AFC63
[SecureDataLen] 90 = 36
[EncryptMethod] 98 = None
[HeartBtInt] 108 = 25
[UserName] 553 = MasterUser
[Password] 554 = _password_
[DefaultApplExtID] 1407 = 58BD-B00F-5805-98AA-BD46-0417-C2B8-9C5F
[NoMsgTypes] 384 = 2
[RefMsgType] 372 = d (DISABLE_PORTFOLIO_LISTING)
[RefMsgType] 372 = UCG (ENABLE_TRADER_LOGINS)
Successful Login Response from T4 FIX API
<< 6/11/2015 12:41:57 PM [fixlogin] 34=1|49=test|56=T4Test|50=T4FIX|52=20150611-17:41:57.110|98=0|108=30|553=MasterUser|554=***|1408=4.3.34.4|
[FIXLOGIN]
[MsgSeqNum] 34 = 1
[SenderCompID] 49 = test
[TargetCompID] 56 = T4Test
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20150611-17:41:57.110
[EncryptMethod] 98 = 0 (NONE)
[HeartBtInt] 108 = 30
[UserName] 553 = MasterUser
[Password] 554 = ***
[DefaultCstmApplVerID] 1408 = 4.3.34.4
Trader Logon Request from T4 FIX API Client
>> 6/11/2015 12:42:02 PM [FIXTRADERLOGIN] 34=2|49=T4Test|56=test|52=20150611-17:42:02.813|91=64768859-3ACF-4224-A4E9-DA66901AFC63|90=36|553=Trader1|554=_TraderPassword_|
[FIXTRADERLOGIN]
[MsgSeqNum] 34 = 2
[SenderCompID] 49 = T4Test
[TargetCompID] 56 = test
[SendingTime] 52 = 20150611-17:42:02.813
[SecureData] 91 = 64768859-3ACF-4224-A4E9-DA66901AFC63
[SecureDataLen] 90 = 36
[UserName] 553 = Trader1
[Password] 554 = _TraderPassword_
Successful Trader Logon Response from T4 FIX API
<< 6/11/2015 12:42:03 PM [fixtraderloginresponse] 34=2|49=test|56=T4Test|50=T4FIX|52=20150611-17:42:03.486|553=Trader1|58=Success|
[FIXTRADERLOGINRESPONSE]
[MsgSeqNum] 34 = 2
[SenderCompID] 49 = test
[TargetCompID] 56 = T4Test
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20150611-17:42:03.486
[UserName] 553 = Trader1
[Text] 58 = Success
Logout Request from T4 FIX API Client
>> 6/11/2015 12:42:11 PM [FIXLOGOUT] 34=3|49=T4Test|56=test|52=20150611-17:42:11.133|
[FIXLOGOUT]
[MsgSeqNum] 34 = 3
[SenderCompID] 49 = T4Test
[TargetCompID] 56 = test
[SendingTime] 52 = 20150611-17:42:11.133
Successful Logout Response from T4 FIX API
<< 6/11/2015 12:42:11 PM [fixlogout] 34=3|49=test|56=T4Test|52=20150611-17:42:11.134|58=Successful logout upon request|
[FIXLOGOUT]
[MsgSeqNum] 34 = 3
[SenderCompID] 49 = test
[TargetCompID] 56 = T4Test
[SendingTime] 52 = 20150611-17:42:11.134
[Text] 58 = Successful logout upon request
FIX API Home Page.