Session configuration

Citi sessions must be configured with the following configuration parameters:

Quote Stream Sessions

FixChannel = FIX : The Quote session will be dedicated to inbound requests for Executable Streaming Prices and the actual outbound ESPs in response to these requests.

Trading Sessions

FixChannel = FIX: The Trade session facilitates inbound "Quote Response" and "New Order" messages (which are requests to trade on the ESPs), and outbound Execution Reports (confirmations).

For example: For most Citi client installations the following session configuration could be used:

For Citi Quote streaming Session:

com.apama.fix.SessionConfiguration("CITI-QUOTE", {"FixChannel":"FIX",
"SERVICEID":"CITI-FIX",
"SubscriptionManager.IgnoreQuoteCancelOnUnsubscription":"true",
"SubscriptionManager.SuppressZeroQuantities":"true",
"SubscriptionManager.AcceptNonPositivePrices":"true"})

For Citi Trading Session:

com.apama.fix.SessionConfiguration("CITI-TRADE", {"FixChannel":"FIX",
"SERVICEID":"CITI-FIX"})

To send the trading session request as part of Login, use the following configuration parameters:

com.apama.fix.SessionConfiguration("CITI-TRADE", {"FixChannel":"FIX",
"SERVICEID":"CITI-FIX","SubscriptionManager.MarketDataFullRefresh":"true",
"SendSessionStatusRequest":"true"})