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FIX Adapter Reference

Logon and logout

Overview

These examples show how TT FIX Adapter responds to a Logon (A) message in the following scenarios:

  • Sending an invalid SenderCompID
  • Sending an invalid password
  • Logging in with a sequence number lower than expected
  • Logging in with a sequence number greater than expected
  • Logging in with the expected message sequence number
  • Logging in and resetting the message sequence number
  • Logging out

Sending an invalid SenderCompID

The following conversation shows the response when a FIX client sends a Logon (A) message with an invalid value for Tag 49 (SenderCompID).

Request:

8=FIX.4.2‡9=84‡35=A‡34=1‡49=REMOTE_INVALID‡52=20120309-16:54:02‡56=TT_ORDER‡96=12345678‡98=0‡108=60‡141=Y‡10=248‡

Response:

8=FIX.4.2‡9=00207‡35=5‡49=TT_ORDER‡56=REMOTE_INVALID‡34=1‡ 52=20120309-16:54:02.397‡58=Unable to login to adapter Test_FA: REMOTE_INVALID is not authorized to use FIX Adapter.. Please contact your System Administrator.‡18000=1‡10=083‡

Sending an invalid password

The following conversation shows the response when a FIX client sends a Logon (A) message with an invalid password in Tag 96 (RawData).

Request:

8=FIX.4.2‡9=82‡35=A‡34=1‡49=REMOTE‡52=20120309-17:37:58‡ 56=TT_ORDER‡96=invalid‡98=0‡108=60‡141=Y‡10=083‡

Response:

8=FIX.4.2‡9=00215‡35=5‡49=TT_ORDER‡56=REMOTE‡34=1‡ 52=20120309-17:37:59.002‡58=Username / Password not recognized.If you're having trouble logging in, try contacting Trading Systems Infrastructure tse@tradingtechnologies.com‡18000=1‡10=160‡

Logging in with a sequence number lower than expected

In this conversation, a FIX client using a persistent session sends a Logon (A) request to TT FIX Adapter with a message sequence number in Tag 34 (MsgSeqNum) that is less than TT FIX Adapter expects. TT FIX Adapter responds with a Logout (5) message and includes the error message in Tag 58 (Text).

Request:

8=FIX.4.2‡9=93‡35=A‡49=REMOTE‡56=TT_ORDER‡34=1‡52=20120425-20:55:34.913‡ 108=15‡98=Y‡95=8‡96=12345678‡141=N‡10=254‡

Response:

8=FIX.4.2‡9=00123‡35=5‡49=TT_ORDER‡56=REMOTE‡34=43‡ 52=20120425-20:55:34.991‡58=Sequence number too low. Expected sequence number: 5‡18000=1‡10=038‡

Logging in with a sequence number greater than expected

In this conversation, a FIX client using a persistent session sends a Logon (A) request to TT FIX Adapter with a message sequence number in Tag 34 (MsgSeqNum) that is greater than TT FIX Adapter expects.

Request:

8=FIX.4.2‡9=96‡35=A‡49=REMOTE‡56=TT_ORDER‡34=2000‡ 52=20120425-21:37:53.042‡108=15‡98=Y‡95=8‡96=12345678‡141=N‡10=141‡

TT FIX Adapter responds with two messages. First, it sends a Logon (A) message indicating that the client logged on successfully. Then it sends a Resend Request (2) message.

Response:

8=FIX.4.2‡9=00071‡35=A‡49=TT_ORDER‡56=REMOTE‡34=78‡ 52=20120425-21:37:53.062‡108=15‡98=0‡10=069‡

Request:

8=FIX.4.2‡9=00070‡35=2‡49=TT_ORDER‡56=REMOTE‡34=79‡ 52=20120425-21:37:53.062‡7=70316=0‡10=254‡

Finally, the FIX client sends the requested message to TT FIX Adapter. In this example, the message happens to be a Sequence Reset (4) message.

Response:

8=FIX.4.2‡9=79‡35=434=10‡43=Y‡49=REMOTE‡56=TT_ORDER‡ 52=20120425-21:37:53.153‡56=FIX Client‡‡123=Y36=17‡10=048‡

Logging in with the expected message sequence number

This conversation shows a normal Logon (A) message, where a FIX client using a persistent session sends the expected sequence number in Tag 34 (MsgSeqNum).

Request:

8=FIX.4.2‡9=71‡35=A‡34=21‡49=REMOTE‡52=20120330-19:23:32‡ 56=TT_ORDER‡96=1‡98=0‡108=60‡10=143‡

Response:

8=FIX.4.2‡9=00070‡35=A‡49=TT_ORDER‡56=REMOTE‡34=21‡ 52=20120330-19:23:32.550‡108=60‡98=0‡10=008‡

Logging in and resetting the message sequence number

In the following conversation, a FIX client using a non-persistent session sends a Logon (A) message and sets Tag 141 (ResetSeqNumFlag) to reset both the incoming and outgoing message sequence numbers.

Request:

FIX.4.2‡9=76‡35=A34=1‡49=REMOTE‡52=20120309-18:51:31‡ 56=TT_ORDER‡96=1234567898‡98=0‡108=60‡141=Y‡10=148‡

Response:

8=FIX.4.2‡9=00075‡35=A‡49=TT_ORDER‡56=REMOTE‡34=1‡ 52=20120309-18:51:31.541‡108=60‡141=Y‡98=0‡10=013‡

Logging out

This conversations shows a successful logout attempt by a FIX client.

Request:

8=FIX.4.2‡9=54‡35=534=20‡49=REMOTE‡52=20120330-19:23:20‡ 56=TT_ORDER‡10=134‡

Response:

8=FIX.4.2‡9=00077‡35=5‡49=TT_ORDER‡56=REMOTE‡34=2052=20120330-19:23:20.59758=Received logout‡10=122‡