Session level messages

The following messages are session-level messages and are processed by our server using the QuickFIX engine. Some of these messages can be generated as well as accepted by our server, and some messages are expected to be received only.

Heartbeat

Heartbeat messages can be initiated by either the client or the server.

Tag	Field Name	Required	Comments
	Standard Header	Y	MsgType = 0
112	TestReqID	Y	Set by the server when responding to a Test Request message. Data type: string
	Standard Trailer	Y

Test request

Test Request messages may be initiated by the client or the server. The server may initiate this message under the control of the QuickFIX engine if it believes there is a problem with the socket.

Upon receipt of this message, the server will respond with a Heartbeat message.

Tag	Field Name	Required	Comments
	Standard Header	Y	MsgType = 1
112	TestReqID	Y	Will be returned in tag 112 of Heartbeat. Data type: string
	Standard Trailer	Y

Resend request

Either the client or the server, in response to a detected gap in the message sequences, can initiate a Resend Request message. It requests a resend of the messages from BeginSeqNo through to and including EndSeqNo.

Tag	Field Name	Required	Comments
	Standard Header	Y	MsgType = 2
7	BeginSeqNo	Y
16	EndSeqNo	Y
	Standard Trailer	Y

A Resend Request will be responded to by retransmitting the requested messages, or by transmitting a Sequence Reset (Gap Fill) to skip some of those messages.

Reject (Session)

A message reject is issued when an incoming message fails session-level validation. Either the client or the server can produce this message, although the client is very unlikely to do so, as all fix messages produced by the server are supposed to be FIX-compliant.

When this type of message is produced by the server, the error will have been detected by the QuickFIX engine and suitable text will be found in tag 58. The field in error is found in tag 371 and the sequence number of the message in error is found in tag 45.

Tag	Field Name	Required	Comments
	Standard Header	Y	MsgType = 3
45	RefSeqNum	Y	MsgSeqNum of rejected message
371	RefTagID	Y	The tag failing validation
372	RefMsgType	Y	MsgType of the message in error
373	SessionRejectReason	Y	Refer to FIX documentation
58	Text	Y	Message to explain the error
	Standard Trailer	Y

Sequence reset

The client may generate a Sequence Reset message when responding to a Resend Request in order to skip messages. Please read the information on the importance of proper sequence number reset co-ordination and sequence number processing in section This is a recommended mechanism to ensure that stale orders are not re-transmitted in the event that the connection has been down for an extended period.

This message is not produced by the server, when the server responds to Resend Requests all requested messages are re-sent.

Tag	Field Name	Required	Comments
	Standard Header	Y	MsgType = 4
123	GapFillFlag	N	Normally present and set to “Y”
36	NewSeqNo	Y	Must only increase expected SeqNo
	Standard Trailer	Y

The GapResetFlag (tag 123) should normally be present and set to “Y” in order to skip the messages. This is called a Sequence Reset (Gap Fill) and the server will set the next expected sequence number to the value of NewSeqNo (tag 36), thus skipping intervening messages. It is important to note that the sequence number of this message should be the sequence number of the first message to be skipped.

Logon

FIX logon authentication requires a valid application user SenderID name and a password. The user must have rights for logon as “FIX client”.

Logon can be rejected for a number of reasons:

• the login name or password are invalid

• the user is already logged in the system in a different FIX session or via other means

• Logon request message sequence number is smaller than the last received FIX message (MsgSeqNum too low) – manual intervention on the client side is required to correct the sequence numbers and/or reset them via ResetSeqNumFlag field.

• You have connected to wrong Cluster Node – it’s required to recconect to another node (required IP adress and port you can find in Logout message).

A Logout message is sent in all these cases with the Text(58) field containing the error description.

Tag	Field Name	Required	Comments
	Standard Header	Y	MsgType = 5
58	Text	N
20005	NoClusterNodes	N	Total number of nodes in cluster
20009	NodeID	Y	Id of the cluster node
20008	ConnectionMode	Y	1 – Quote stream 2 – Trade stream 3 – Quote & Trade stream
20007	NodeLoad	Y	Load of the cluster node
20001	NoServerURLs	N	These data group provides information how you can connect to cluster node
20002	NodeHost	Y	IP or URL of the node
20003	NodePort	Y	port number
20004	NodeProtocol	Y	FIX API = 2
	Standard Trailer	Y

Logout

This message is created by the client application when it wishes to disconnect a session.

Tag	Field Name	Required	Comments
	Standard Header	Y	MsgType = 5
58	Text	N
20005	NoClusterNodes	N	Total number of nodes in cluster
20009	NodeID	Y	Id of the cluster node. 1 – Quote stream 2 – Trade stream 3 – Quote & Trade stream
20008	ConnectionMode	Y
20007	NodeLoad	Y	Load of the cluster node
20001	NoServerURLs	N	These data group provides information how you can connect to cluster node
20002	NodeHost	Y	IP or URL of the node
20003	NodePort	Y	port number
20004	NodeProtocol	Y	FIX API = 2
	Standard Trailer	Y