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FixSession.md

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FIX Session

Persistent session

All messages are saved in persistent storage.

Session data is stored to the hard drive and can be restored after failure. The following session information is stored in this case:

  • Session parameters (SenderCompID, TargetCompID, FIX version etc.)
  • Session incoming sequence number
  • Incoming messages (optional)
  • Outgoing messages

Session state

From the moment of session creation to the moment of its termination, the session uses a state that dictates its reaction to events. The session state can be obtained using the session.GetSessionState() method, which returns SessionState.

The SessionState class provides a set of predefined public static fields for each state available.
SessionState.ToString() returns the values listed below:

  • CONNECTING - connection process is in progress
  • WAITING_FOR_LOGON - connection has been estabished, but Logon has not been received yet
  • CONNECTED - session is connected
  • WAITING_FOR_LOGOFF - waiting for a Logoff message
  • DISCONNECTED - session is disconnected
  • LOGON_RECEIVED - Logon received (for acceptor sessions)
  • DEAD - session is disposed
  • DISCONNECTED_ABNORMALLY - session has been disconnected abnormally
  • RECONNECTING - session is reconnecting
  • WAITING_FOR_FORCED_LOGOFF - session is waiting for Logout and trying to terminate gracefully due to the certain FIX condition, but will be disconnected after a while even if Logout is not received. Engine will wait for Logout answer during next heartbeat interval.
  • WAITING_FOR_FORCED_DISCONNECT - session was disconnected due to an error (for example, received lower sequence number). The Logoff was sent to counterparty and the session is waiting a bit before closing connection. According to FIX specifications, the engine ignores all incoming messages in this state.

Sequence number handling

A session always has two sequence numbers:

  • Incoming sequence number is a counter of incoming messages
  • Outgoing sequence number is a counter of outgoing messages

Both sides must maintain those two values and control their synchronization. There are two types of sequence numbers desynchronization:

  • Sequence number too high indicates message loss and leads to resend procedure.
  • Sequence number too low indicates some serious problem and must lead to immediate session termination and manual sequence number synchronization.

Both sequence numbers are started from 1 when the session is created from scratch. If the connection is terminated, sequence numbers continue after restoration. A lot of service providers never reset sequence numbers during the day. The are also some that reset sequence numbers once per week. There are several cases to handle a deviation such as this one from the standard in FIX Antenna.

Resetting sequence numbers

To reset sequence numbers, simply set incomingSequenceNumber and outgoingSequenceNumber in SessionParameters to 1 or any other desired value. By default, it is set to 0 (automatically restore sequence number). It is also possible to remove FIX session persistent files from the logs directory. Since FIX Antenna stores the session state in those files, the absence of such files will be treated as a session being created from scratch, and thus sequence numbers will be set to 1. Files can be removed during the End-Of-Day or End-Of-Week procedure.

  • ForceSeqNumReset mode makes the session reset sequence numbers each time on Logon and forces a counterparty to do the same (standard FIX mechanism). This is not a recommended way since messages sent during inactivity time will be lost.

Session qualifier

The session qualifier gives a user the ability to create several sessions with the same SenderCompId and TargetCompId, as well as the ability to address these sessions by unique ID.

To establish several sessions with the same SenderCompId and TargetCompId, both the Initiator and Acceptor should create several session objects that differ from each other by SessionQualifier property. The SessionQualifier property on the Initiator side must be the same as the SessionQualifier property of the corresponding session on the Acceptor side. When the Initiator connects to the Acceptor, it sends the SessionQualifier along with the SenderCompId and TargetCompId in the logon message. The SessionQualifier tag in the logon message is optional and can be configured in the fixengine.properties file. When the Acceptor receives logon message with the SessionQualifier it searches for a registered session with a SessionId corresponding to the received TargetCompId, SenderCompId and SessionQualifier.

The FIX engine will automatically insert the SessionQualifier tag into the logon message if the user creates a session with a qualifier on the initiator side and the SessionQualifier tag is appropriately configured in fixengine.properties. To configure the SessionQualifier tag, the user needs to add the following lines to the config file:

logonMessageSessionQualifierTag = 9012

To create a session with a qualifier, you need set a unique qualifier to SessionParameters:

// define session
SessionParameters details = new SessionParameters();
details.SenderCompId = "senderId";
details.TargetCompId = "targetId";
// set session qualifier
details.SessionQualifier = "1";