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<!DOCTYPE html PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
<html>
<head>
<link href="doxygen.css" rel="stylesheet" type="text/css">
<title>Configuring QuickFIX</title>
</head>
<body>
<div class='header'>
<div class='headerTitle'>
Configuring QuickFIX
</div>
</div>
<div class='contents'>
<p>A quickfix acceptor or initiator can maintain multiple FIX
sessions. A FIX session is defined in QuickFIX as a unique
combination of a <b>BeginString</b> (the FIX version number), a
<b>SenderCompID</b> (your ID), and a <b>TargetCompID</b> (the
ID of your counterparty). A <b>SessionQualifier</b> can also be
use to disambiguate otherwise identical sessions.</p>
<p>The SessionSettings class has the ability to pull settings
out of any c++ stream such as a file stream. You can also pass
it a filename. If you decide to write your own components,
(storage for a particular database, a new kind of connector
etc...), you can also use this pass in settings.</p>
<p>A settings file is set up with two types of headings, a
<b>[DEFAULT]</b> and a <b>[SESSION]</b> heading.
<b>[SESSION]</b> tells QuickFIX that a new Session is being
defined. <b>[DEFAULT]</b> is a where you can define settings
that all sessions use by default. If you do not provide a
setting that QuickFIX needs, it will throw a ConfigError
telling you what setting is missing or improperly
formatted.</p>
<br/><hr/>
<h1>Sample Settings File</h1>
<pre class='fragment'>
# default settings for sessions
[DEFAULT]
ConnectionType=initiator
ReconnectInterval=60
SenderCompID=TW
# session definition
[SESSION]
# inherit ConnectionType, ReconnectInterval and SenderCompID from default
BeginString=FIX.4.1
TargetCompID=ARCA
StartTime=12:30:00
EndTime=23:30:00
HeartBtInt=20
SocketConnectPort=9823
SocketConnectHost=123.123.123.123
DataDictionary=somewhere/FIX41.xml
[SESSION]
BeginString=FIX.4.0
TargetCompID=ISLD
StartTime=12:00:00
EndTime=23:00:00
HeartBtInt=30
SocketConnectPort=8323
SocketConnectHost=23.23.23.23
DataDictionary=somewhere/FIX40.xml
[SESSION]
BeginString=FIX.4.2
TargetCompID=INCA
StartTime=12:30:00
EndTime=21:30:00
# overide default setting for RecconnectInterval
ReconnectInterval=30
HeartBtInt=30
SocketConnectPort=6523
SocketConnectHost=3.3.3.3
# (optional) alternate connection ports and hosts to cycle through on failover
SocketConnectPort1=8392
SocketConnectHost1=8.8.8.8
SocketConnectPort2=2932
SocketConnectHost2=12.12.12.12
DataDictionary=somewhere/FIX42.xml
</pre>
<div>
<br/><hr/>
<h1>QuickFIX Settings</h1>
<table class='doxtable'>
<tr align="center" valign="middle">
<td colspan="4" bgcolor="#DDDDDD"><h2>Session</h2></td>
</tr>
<tr align="left" valign="middle">
<th>ID</th>
<th>Description</th>
<th>Valid Values</th>
<th>Default</th>
</tr>
<tr align="left" valign="middle">
<td><b>BeginString</b></td>
<td>Version of FIX this session should use</td>
<td>FIXT.1.1<br>
FIX.4.4<br>
FIX.4.3<br>
FIX.4.2<br>
FIX.4.1<br>
FIX.4.0</td>
<td></td>
</tr>
<tr align="left" valign="middle">
<td><b>SenderCompID</b></td>
<td>Your ID as associated with this FIX session</td>
<td>case-sensitive alpha-numeric string</td>
<td></td>
</tr>
<tr align="left" valign="middle">
<td><b>TargetCompID</b></td>
<td>Counter parties ID as associated with this FIX
session</td>
<td>case-sensitive alpha-numeric string</td>
<td></td>
</tr>
<tr align="left" valign="middle">
<td><b>SessionQualifier</b></td>
<td>Additional qualifier to disambiguate otherwise
identical sessions</td>
<td>case-sensitive alpha-numeric string</td>
<td></td>
</tr>
<tr align="left" valign="middle">
<td><b>DefaultApplVerID</b></td>
<td>Required only for FIXT 1.1 (and newer). Ignored for
earlier transport versions. Specifies the default
application version ID for the session. This can either
be the ApplVerID enum (see the ApplVerID field) or the
BeginString for the default version.</td>
<td>FIX.5.0SP2<br>
FIX.5.0SP1<br>
FIX.5.0<br>
FIX.4.4<br>
FIX.4.3<br>
FIX.4.2<br>
FIX.4.1<br>
FIX.4.0<br>
9<br>
8<br>
7<br>
6<br>
5<br>
4<br>
3<br>
2</td>
<td></td>
</tr>
<tr align="left" valign="middle">
<td><b>ConnectionType</b></td>
<td>Defines if session will act as an acceptor or an
initiator</td>
<td>initiator<br>
acceptor</td>
<td></td>
</tr>
<tr align="left" valign="middle">
<td><b>StartTime</b></td>
<td>Time of day that this FIX session becomes
activated</td>
<td>time in the format of HH:MM:SS, time is represented
in UTC</td>
<td></td>
</tr>
<tr align="left" valign="middle">
<td><b>EndTime</b></td>
<td>Time of day that this FIX session becomes
deactivated</td>
<td>time in the format of HH:MM:SS, time is represented
in UTC</td>
<td></td>
</tr>
<tr align="left" valign="middle">
<td><b>StartDay</b></td>
<td>For week long sessions, the starting day of week for
the session. Use in combination with StartTime.</td>
<td>Day of week in English using any abbreviation (i.e.
mo, mon, mond, monda, monday are all valid)</td>
<td></td>
</tr>
<tr align="left" valign="middle">
<td><b>EndDay</b></td>
<td>For week long sessions, the ending day of week for
the session. Use in combination with EndTime.</td>
<td>Day of week in English using any abbreviation (i.e.
mo, mon, mond, monda, monday are all valid)</td>
<td></td>
</tr>
<tr align="left" valign="middle">
<td><b>LogonTime</b></td>
<td>Time of day that this session logs on</td>
<td>time in the format of HH:MM:SS, time is represented
in UTC</td>
<td>SessionTime value</td>
</tr>
<tr align="left" valign="middle">
<td><b>LogoutTime</b></td>
<td>Time of day that this session logs out</td>
<td>time in the format of HH:MM:SS, time is represented
in UTC</td>
<td>EndTime value</td>
</tr>
<tr align="left" valign="middle">
<td><b>LogonDay</b></td>
<td>For week long sessions, the day of week the session logs on.
Use in combination with LogonTime.</td>
<td>Day of week in English using any abbreviation (i.e.
mo, mon, mond, monda, monday are all valid)</td>
<td>StartDay value</td>
</tr>
<tr align="left" valign="middle">
<td><b>LogoutDay</b></td>
<td>For week long sessions, the day of week
the session logs out. Use in combination with LogoutTime.</td>
<td>Day of week in English using any abbreviation (i.e.
mo, mon, mond, monda, monday are all valid)</td>
<td>EndDay value</td>
</tr>
<tr align="left" valign="middle">
<td><b>UseLocalTime</b></td>
<td>Indicates StartTime and EndTime are expressed in
localtime instead of UTC. Times in messages will still be
set to UTC as this is required by the FIX
specifications.</td>
<td>Y<br>
N</td>
<td>N</td>
</tr>
<tr align="left" valign="middle">
<td><b>MillisecondsInTimeStamp</b></td>
<td>Determines if milliseconds should be added to
timestamps. Only available for FIX.4.2 and greater.</td>
<td>Y<br>
N</td>
<td>Y</td>
</tr>
<tr align="left" valign="middle">
<td><b>TimestampPrecision</b></td>
<td>Used to set the fractional part of timestamp. Allowable values are 0 to 9.
If set, overrrides MillisecondsInTimeStamp.</td>
<td>0-9</td>
<td></td>
</tr>
<tr align="left" valign="middle">
<td><b>SendRedundantResendRequests</b></td>
<td>If set to Y, QuickFIX will send all necessary resend
requests, even if they appear redundant. Some systems
will not certify the engine unless it does this. When set
to N, QuickFIX will attempt to minimize resend requests.
This is particularly useful on high volume systems.</td>
<td>Y<br>
N</td>
<td>N</td>
</tr>
<tr align="left" valign="middle">
<td><b>ResetOnLogon</b></td>
<td>Determines if sequence numbers should be reset when
recieving a logon request. Acceptors only.</td>
<td>Y<br>
N</td>
<td>N</td>
</tr>
<tr align="left" valign="middle">
<td><b>ResetOnLogout</b></td>
<td>Determines if sequence numbers should be reset to 1
after a normal logout termination.</td>
<td>Y<br>
N</td>
<td>N</td>
</tr>
<tr align="left" valign="middle">
<td><b>ResetOnDisconnect</b></td>
<td>Determines if sequence numbers should be reset to 1
after an abnormal termination.</td>
<td>Y<br>
N</td>
<td>N</td>
</tr>
<tr align="left" valign="middle">
<td><b>RefreshOnLogon</b></td>
<td>Determines if session state should be restored from
persistence layer when logging on. Useful for creating
hot failover sessions.</td>
<td>Y<br>
N</td>
<td>N</td>
</tr>
<tr align="left" valign="middle">
<td><b>SendNextExpectedMsgSeqNum</b></td>
<td>Adds tag NextExpectedMsgSeqNum (789) to the Logon
message and enables session synchronisation at
initiation.</td>
<td>Y<br>
N</td>
<td>N</td>
</tr>
<tr align="left" valign="middle">
<td><b>NonStopSession</b></td>
<td>When set to Y, the session will never stop based on
time (StartTime/EndTime are ignored). The session will
remain active 24/7. Useful for sessions that need to
run continuously.</td>
<td>Y<br>
N</td>
<td>N</td>
</tr>
<tr align="center" valign="middle">
<td colspan="4" bgcolor="#DDDDDD"><h2>Validation</h2></td>
</tr>
<tr align="left" valign="middle">
<th>ID</th>
<th>Description</th>
<th>Valid Values</th>
<th>Default</th>
</tr>
<tr align="left" valign="middle">
<td><b>UseDataDictionary</b></td>
<td>Tell session whether or not to expect a data
dictionary. You should always use a DataDictionary if you
are using repeating groups.</td>
<td>Y<br>
N</td>
<td>Y</td>
</tr>
<tr align="left" valign="middle">
<td><b>DataDictionary</b></td>
<td>XML definition file for validating incoming FIX
messages. If no DataDictionary is supplied, only basic
message validation will be done<br>
<br>
This setting should only be used with FIX transport
versions older than FIXT.1.1. See TransportDataDictionary
and AppDataDictionary for FIXT.1.1 settings.</td>
<td>valid XML data dictionary file, QuickFIX comes with
the following defaults in the spec directory<br>
<br>
FIX44.xml<br>
FIX43.xml<br>
FIX42.xml<br>
FIX41.xml<br>
FIX40.xml</td>
<td></td>
</tr>
<tr align="left" valign="middle">
<td><b>TransportDataDictionary</b></td>
<td>XML definition file for validating admin (transport)
messages. This setting is only valid for FIXT.1.1 (or
newer) sessions.<br>
<br>
See DataDictionary for older transport versions (FIX.4.0
- FIX.4.4) for additional information.</td>
<td>valid XML data dictionary file, QuickFIX comes with
the following defaults in the spec directory<br>
<br>
FIXT1.1.xml</td>
<td></td>
</tr>
<tr align="left" valign="middle">
<td><b>AppDataDictionary</b></td>
<td>
XML definition file for validating application
messages. This setting is only valid for FIXT.1.1 (or
newer) sessions.<br>
<br>
See DataDictionary for older transport versions
(FIX.4.0 - FIX.4.4) for additional information.<br>
<br>
This setting supports the possibility of a custom
application data dictionary for each session. This
setting would only be used with FIXT 1.1 and new
transport protocols. This setting can be used as a
prefix to specify multiple application dictionaries for
the FIXT transport. For example:
<pre class='fragment'>
DefaultApplVerID=FIX.4.2
# For default application version ID
AppDataDictionary=FIX42.xml
# For nondefault application version ID
# Use BeginString suffix for app version
AppDataDictionary.FIX.4.4=FIX44.xml
</pre>
</td>
<td>valid XML data dictionary file, QuickFIX comes with
the following defaults in the spec directory<br>
<br>
FIX50SP2.xml<br>
FIX50SP1.xml<br>
FIX50.xml<br>
FIX44.xml<br>
FIX43.xml<br>
FIX42.xml<br>
FIX41.xml<br>
FIX40.xml</td>
<td></td>
</tr>
<tr align="left" valign="middle">
<td><b>ValidateLengthAndChecksum</b></td>
<td>If set to N, messages with incorrect length or
checksum fields will not be rejected. You can also use
this to force acceptance of repeating groups without a
data dictionary. In this scenario you will not be able to
access all repeating groups.</td>
<td>Y<br>
N</td>
<td>Y</td>
</tr>
<tr align="left" valign="middle">
<td><b>ValidateFieldsOutOfOrder</b></td>
<td>If set to N, fields that are out of order (i.e. body
fields in the header, or header fields in the body) will
not be rejected. Useful for connecting to systems which
do not properly order fields.</td>
<td>Y<br>
N</td>
<td>Y</td>
</tr>
<tr align="left" valign="middle">
<td><b>ValidateFieldsHaveValues</b></td>
<td>If set to N, fields without values (empty) will not
be rejected. Useful for connecting to systems which
improperly send empty tags.</td>
<td>Y<br>
N</td>
<td>Y</td>
</tr>
<tr align="left" valign="middle">
<td><b>ValidateUserDefinedFields</b></td>
<td>If set to N, user defined fields will not be rejected
if they are not defined in the data dictionary, or are
present in messages they do not belong to.</td>
<td>Y<br>
N</td>
<td>Y</td>
</tr>
<tr align="left" valign="middle">
<td><b>PreserveMessageFieldsOrder</b></td>
<td>Should the order of fields in the main outgoing message body be preserved or not (as defined in the configuration file). Default: only groups specified order is preserved.</td>
<td>Y<br>
N</td>
<td>N</td>
</tr>
<tr align="left" valign="middle">
<td><b>CheckCompID</b></td>
<td>If set to Y, messages must be received from the
counterparty with the correct SenderCompID and
TargetCompID. Some systems will send you different
CompIDs by design, so you must set this to N.</td>
<td>Y<br>
N</td>
<td>Y</td>
</tr>
<tr align="left" valign="middle">
<td><b>CheckLatency</b></td>
<td>If set to Y, messages must be received from the
counterparty within a defined number of seconds (see
MaxLatency). It is useful to turn this off if a system
uses localtime for it's timestamps instead of GMT.</td>
<td>Y<br>
N</td>
<td>Y</td>
</tr>
<tr align="left" valign="middle">
<td><b>MaxLatency</b></td>
<td>If CheckLatency is set to Y, this defines the number
of seconds latency allowed for a message to be processed.
Default is 120.</td>
<td>positive integer</td>
<td>120</td>
</tr>
<tr align="center" valign="middle">
<td colspan="4" bgcolor="#DDDDDD">
<h2>Miscellaneous</h2></td>
</tr>
<tr align="left" valign="middle">
<th>ID</th>
<th>Description</th>
<th>Valid Values</th>
<th>Default</th>
</tr>
<tr align="left" valign="middle">
<td><b>HttpAcceptPort</b></td>
<td>Port to listen to HTTP requests. Pointing a browser
to this port will bring up a control panel. Must be in
DEFAULT section.</td>
<td>positive integer</td>
<td></td>
</tr>
<tr align="center" valign="middle">
<td colspan="4" bgcolor="#DDDDDD"><h2>Initiator</h2></td>
</tr>
<tr align="left" valign="middle">
<th>ID</th>
<th>Description</th>
<th>Valid Values</th>
<th>Default</th>
</tr>
<tr align="left" valign="middle">
<td><b>ReconnectInterval</b></td>
<td>Time between reconnection attempts in seconds. Only
used for initiators</td>
<td>positive integer</td>
<td>30</td>
</tr>
<tr align="left" valign="middle">
<td><b>HeartBtInt</b></td>
<td>Heartbeat interval in seconds. Only used for
initiators.</td>
<td>positive integer</td>
<td></td>
</tr>
<tr align="left" valign="middle">
<td><b>LogonTimeout</b></td>
<td>Number of seconds to wait for a logon response before
disconnecting.</td>
<td>positive integer</td>
<td>10</td>
</tr>
<tr align="left" valign="middle">
<td><b>LogoutTimeout</b></td>
<td>Number of seconds to wait for a logout response
before disconnecting.</td>
<td>positive integer</td>
<td>2</td>
</tr>
<tr align="left" valign="middle">
<td><b>SocketConnectPort</b></td>
<td>Socket port for connecting to a session. Only used
with a SocketInitiator</td>
<td>positive integer</td>
<td></td>
</tr>
<tr align="left" valign="middle">
<td><b>SocketConnectHost</b></td>
<td>Host to connect to. Only used with a
SocketInitiator</td>
<td>valid IP address in the format of x.x.x.x or a domain
name</td>
<td></td>
</tr>
<tr align="left" valign="middle">
<td><b>SocketConnectPort<n></b></td>
<td>Alternate socket ports for connecting to a session
for failover, where <b>n</b> is a positive integer.
(i.e.) SocketConnectPort1, SocketConnectPort2... must be
consecutive and have a matching SocketConnectHost[n]</td>
<td>positive integer</td>
<td></td>
</tr>
<tr align="left" valign="middle">
<td><b>SocketConnectHost<n></b></td>
<td>Alternate socket hosts for connecting to a session
for failover, where <b>n</b> is a positive integer.
(i.e.) SocketConnectHost1, SocketConnectHost2... must be
consecutive and have a matching SocketConnectPort[n]</td>
<td>valid IP address in the format of x.x.x.x or a domain
name</td>
<td></td>
</tr>
<tr align="left" valign="middle">
<td><b>HostSelectionPolicy</b></td>
<td>Determines how QuickFIX selects between multiple
configured hosts when failover addresses are configured.
When set to PRIORITY, QuickFIX will prioritize hosts in
the order they are configured and periodically try to
reconnect to higher priority hosts.</td>
<td>PRIORITY<br>
ROUNDROBIN</td>
<td>ROUNDROBIN</td>
</tr>
<tr align="left" valign="middle">
<td><b>HostSelectionPolicyPriorityStartOverInterval</b></td>
<td>When HostSelectionPolicy is set to PRIORITY, this
defines the interval (in seconds) at which QuickFIX will
attempt to reconnect to a higher priority host.</td>
<td>positive integer</td>
<td>120</td>
</tr>
<tr align="left" valign="middle">
<td><b>SocketNodelay</b></td>
<td>Indicates a socket should be created with
TCP_NODELAY. Currently, this must be defined in the
[DEFAULT] section.</td>
<td>Y<br>
N</td>
<td>N</td>
</tr>
<tr align="left" valign="middle">
<td><b>SocketSendBufferSize</b></td>
<td>Indicates the size of SO_SNDBUF. Currently, this must be defined in the
[DEFAULT] section.</td>
<td>positive integer</td>
<td>0</td>
</tr>
<tr align="left" valign="middle">
<td><b>SocketReceiveBufferSize</b></td>
<td>Indicates the size of SO_RCVBUF. Currently, this must be defined in the
[DEFAULT] section.</td>
<td>positive integer</td>
<td>0</td>
</tr>
<tr align="center" valign="middle">
<td colspan="4" bgcolor="#DDDDDD"><h2>Acceptor</h2></td>
</tr>
<tr align="left" valign="middle">
<th>ID</th>
<th>Description</th>
<th>Valid Values</th>
<th>Default</th>
</tr>
<tr align="left" valign="middle">
<td><b>SocketAcceptPort</b></td>
<td>Socket port for listening to incoming connections,
Only used with a SocketAcceptor</td>
<td>positive integer, valid open socket port. Currently,
this must be defined in the [DEFAULT] section.</td>
<td></td>
</tr>
<tr align="left" valign="middle">
<td><b>SocketReuseAddress</b></td>
<td>Indicates a socket should be created with
SO_REUSADDR, Only used with a SocketAcceptor</td>
<td>Y<br>
N</td>
<td>Y</td>
</tr>
<tr align="left" valign="middle">
<td><b>SocketNodelay</b></td>
<td>Indicates a socket should be created with
TCP_NODELAY. Currently, this must be defined in the
[DEFAULT] section.</td>
<td>Y<br>
N</td>
<td>N</td>
</tr>
<tr align="left" valign="middle">
<td><b>AllowedRemoteAddresses</b></td>
<td>Comma-separated list of IP addresses from which
connections will be accepted. This provides an IP
whitelist for additional security. Only applicable to
acceptor sessions. If not specified, connections from
any IP address are allowed.</td>
<td>Comma-separated list of IP addresses<br>
Example: 192.168.1.100,10.0.0.5</td>
<td></td>
</tr>
<tr align="center" valign="middle">
<td colspan="4" bgcolor="#DDDDDD"><h2>Storage</h2></td>
</tr>
<tr align="left" valign="middle">
<th>ID</th>
<th>Description</th>
<th>Valid Values</th>
<th>Default</th>
</tr>
<tr align="left" valign="middle">
<td><b>PersistMessages</b></td>
<td>If set to N, no messages will be persisted. This will
force QuickFIX to always send GapFills instead of
resending messages. Use this if you know you never want
to resend a message. Useful for market data streams.</td>
<td>Y<br>
N</td>
<td>Y</td>
</tr>
<tr align="center" valign="middle">
<td colspan="4" bgcolor="#BBBBBB"><h3>FILE</h3></td>
</tr>
<tr align="left" valign="middle">
<td><b>FileStorePath</b></td>
<td>Directory to store sequence number and message
files.</td>
<td>valid directory for storing files, must have write
access</td>
<td></td>
</tr>
<tr align="center" valign="middle">
<td colspan="4" bgcolor="#BBBBBB"><h3>MYSQL</h3></td>
</tr>
<tr align="left" valign="middle">
<td><b>MySQLStoreDatabase</b></td>
<td>Name of MySQL database to access for storing messages
and session state.</td>
<td>valid database for storing files, must have write
access and correct DB shema</td>
<td>quickfix</td>
</tr>
<tr align="left" valign="middle">
<td><b>MySQLStoreUser</b></td>
<td>User name logging in to MySQL database.</td>
<td>valid user with read/write access to appropriate
tables in database</td>
<td>root</td>
</tr>
<tr align="left" valign="middle">
<td><b>MySQLStorePassword</b></td>
<td>Users password.</td>
<td>correct MySQL password for user</td>
<td>empty password</td>
</tr>
<tr align="left" valign="middle">
<td><b>MySQLStoreHost</b></td>
<td>Address of MySQL database.</td>
<td>valid IP address in the format of x.x.x.x or a domain
name</td>
<td>localhost</td>
</tr>
<tr align="left" valign="middle">
<td><b>MySQLStorePort</b></td>
<td>Port of MySQL database.</td>
<td>positive integer</td>
<td>standard MySQL port</td>
</tr>
<tr align="left" valign="middle">
<td><b>MySQLStoreUseConnectionPool</b></td>