<link href="doxygen.css" rel="stylesheet" type="text/css">

<title>Configuring QuickFIX</title>

<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

<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

</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&lt;n&gt;</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&lt;n&gt;</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>