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B2BITS FIX Antenna C++ 2.33.0
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B2BITS FIX Antenna C++ 2.33.0
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Use FixEngine::singleton()->getStatistics(&status) to get session statistics parameters. For example:
File system is used to log messages for FIX Antenna recovery. Log files are created in the directory specified in configuration parameters (the "LogDirectory" property).
Files with the *.conf extension (configuration files) contain basic session information.
Incoming messages are stored in files with the .in extension. Outgoing messages are stored in files with the .out extension.
Files related to the same session have the same base part of the name (the part before a dot)
The engine.log file, storing information about FE operation is also created in the log directory.
Log files are used during automatic session reestablishment. Thus, to ensure a "clean" run of FIX Antenna, it is necessary to remove all the files from the log directory (the "LogDirectory" property).
The exchange of sensitive data across public networks may require the usage of data encryption techniques to mask the FIX application-level messages. This chapter describes issues related to data encryption in FIX Antenna C++.
In order to operate in secure mode FIX Antenna C++ requires GNU Privacy Guard command-line utility (GnuPG). It can be downloaded from http://www.gnupg.org. Please follow the OS-specific installation instructions included into GNU Privacy Guard distribution when installing. On finishing the installation, a PATH environment variable must be adjusted to include the directory containing Gnu PG command-line utility (gpg.exe on Windows).
The following FIX protocol encryption methods are supported:
The following PGP public-key algorithms are supported:
The allowed key size for DSA and ElGamal algorithms is 768 up to 4096 bits. The highest recommended key size is 2048 bits.
FIX Antenna C++ operates in DES Cipher Block Chaining Mode (CBC) only. Applying other DES modes at the counterparty's side such as Electronic Codebook Mode (ECB), Cipher Feedback Mode (CFB) leads to premature session termination.
FIX Antenna C++ library does not have its own keyring storage and uses GnuPG keyring storages instead.
Establishing a secure FIX session requires at least two PGP keys to be present in GnuPG keyring storages. These are:
A secure password is required to access the private key. FIX Antenna C++ looks for this password in the file identified by EncryptionConfigFile configuration property.
All session-level details of FIX encryption are encapsulated inside the FIX Engine (FE).
Call the following method to create a secure session:
Session* FixEngine::createSession(Application* apApp, const std::string& aSenderCompID, const std::string& aTargetCompID, FIXVersion aVer) where:
Below you can see the alphabetically sorted list of all encryption parameters with references to their documentation:
The following parameters can be assigned in the encryption configuration file :
The following software was tested for compatibility with FIX Antenna C++:
In fact, any software supporting OpenPGP message format (see RFC2440) is compatible with FIX Antenna C++. Please refer to GNU Privacy Guard COMPATIBILITY ISSUES for details.
If errors occur, FIX Antenna C++ API throws exceptions, which are the Utils::Exception class objects or objects derived from it. To get an error cause report, use the const char *what() const method.
For example:
Yes, it is possible to create many instances of FIX Antenna C++ as soon as they use different listening ports. However FIX engine is a singleton, which means that only one instance of engine can be created in one application.
Yes. However it is recommended to set a different logging file. Otherwise different instances will put logging data to the same file and it will be difficult to distinguish records written by different instances.
According to FIX specification, sessions based on FIX50 works over FIXT11 session level protocol. So, to create such session, FIXT11_TCP should be passed as the underline protocol to the Engine::CreateSession function. Eg.:
Yes. FIX Antenna C++ loads all session information on session creation time.
Delete session log files from logs folder by mask:
User Defined Fields (the tag numbers 5000 to 9999) are handled like ordinary fields. User-defined FIX messages (e.g. U1, U2) are also handled like ordinary messages. To do the customization, please see the description of the Validation.AdditionalFields configuration property.
Example: 8=FIX.4.3 | 9=285 | 35=X | 49=FIXERBRIDGETRD1 | 34=1 | 57=B2BTEST1 | 52=99990909-17:17:17 | 268=4 | 269=2 | 270=9539.500000 | 271=1 | 272=20041208 | 273=13:34:10.000 | 290=1 | 269=4 | 27 0 =9539.500000 | 271=4294967295 | 272=20041208 | 273=13:34:10.000 | 290=1 | 269=Z | 270=9528.000000 | 271=401 | 290=1 | 269=Y | 270=0.000000 | 271=0 | 290=1 | 10=019 | [ERROR] Repeating group fields out of order [RefSeqNum: 1, RefTagID: 269, RefMsgType: X]
Solution: The reason of this problem cannot be detected easily. The required fields of both FIX message itself and (AdditionalFields) group must be filled out with corresponding values and any gap or change in tag order leads to an error (it is true for both standard and custom messages). Therefore, both standard and additional group fields must be checked for validity and then processed again. Extra attention must be paid to the order of fields in the repeating FIX group. For this particular example: tag 290 is placed before tag 269 (wrong tag order).Place the 290 tag and its value after the tag 269 and process the message again to solve the problem.
Use the FIXGroup.remove(int tag) method, where tag is a Repeating Group Leading Tag. Setting the corresponding tag to zero is prohibited by FAC++ (Parser Exception is thrown).
When session-acceptor receives a Logon message, the onLogonEvent is fired. Sending messages in this event handler causes session none graceful termination. The reason is that the FIX protocol requires the first message to be Logon. It is prohibited to send messages in onLogonEvent handler.
The AdditionalFields mechanism requires repeating the group specification fully. It is not enough to add a repeating group leading tag to add this group to the FIX message - all tags of this group have to be enumerated as well. For example the correct extension of the BF message is: Validation.AdditionalFields = FIX44:BF:386(336,625?)
It is prohibited to continue using FIXMessage and FixGroup objects after engine::destroy() call, you may only destroy them.
Format of the FIX dictionary file (a.k.a fixdict.xml) is defined by set of XSD files:
Format of the conditionally required expression is similar to Pascal syntax. Example:
Set of available functions/operators:
Sample of XML protocol file: Creating protocol customization
You can set reconnect count to -1. This will force FIX Antenna to reconnect infinitely. To interrupt reconnection call Session:: disconnectNonGracefully method.
There is currently no method to convert TagValue to string. Only FIXMessage can be represented as string.
When you are receiving "Not supported: CharFiledValue::toString" you should change your code to call FIXMessage::getAsChar. In general you should check type of the field in the FIX dictionary file and use appropriate getter method. Almost all FIX types and C++ types have same names. Exception is FIX::float. In C++ it is Engine::Decimal.
In version 2.10.15.5 of FIX Antenna and newer, you can first create Engine::SessionId structure by passing Sender, Target and unique Session Qualifier to its constructor. Then call one of overloaded methods createSession() which accepts Engine::SessionId structure as one of arguments. See section Session identifier of the documentation for more details
Session Qualifier is an extra identifier, which together with SenderCompID and TargetCompID uniquely identify session. In particular, this allow user creating several sessions with the same Sender/Target pair. See section Session identifier of the documentation for more details
This error means that you have some problem with license file. Possible cases:
Make sure that your engine.license file is located according to the value of 'LicenseFile' property. Try to set the full path to engine.license in the 'LicenseFile' property. Send your logs and license file to sales.nosp@m.@bto.nosp@m.bits..nosp@m.com.
Make sure that this port is not in use by some other application. Try
to get a list of used ports.
Make sure that correct value on underlineProtocol passed to Engine::createSession function. FIX50 based session use FIXT11 session level protocol, instead of FIX. For additional information see How to create FIX50, FIX50SP1 or FIX50SP2 session? and FIX Session
1.10.0