Capital Markets Adapters 10.7 | Apama Capital Markets Adapters Documentation 10.7 | Apama Base FIX Adapter | IAF FIX adapter | FIX MDA Transport | Transport properties configuration
 
Transport properties configuration
Property
Description
QuickFIX.FileStorePath
This parameter controls logging of persisted FIX messages (used for replay and gap recovery). This property must be specified to a valid path. This property accepts relative as well as absolute paths.
For example
*Windows(Absolute):- D:\XYZ\FIX_Log. Directory FIX_Log will be created if it does not exist.
*Windows(Relative):- Fix_Log. Directory FIX_Log will be created in current directory from where the IAF instance started.
QuickFIX.FileLogPath
This parameter controls logging of all incoming and outgoing FIX messages. If this property is not mentioned, the logging is disabled. This property accepts relative as well as absolute paths.
QuickFIX.SendBufferSize
QuickFIX.ReceiveBufferSize
These properties can be used to set the QuickFIX TCP socket send/receive buffer sizes to the number of bytes specified.
It defaults to OS specific.
For example
<property name="QuickFIX.SendBufferSize" value="1024" />
<property name="QuickFIX.ReceiveBufferSize"
value="1024" />
ConvertNativeStrings
(boolean, default false)
If true, any STRING-type fields in FIX messages should be converted from the native character encoding UTF-8 for downstream messages and from UTF-8, the native encoding for upstream messages. If false, all strings are assumed to be UTF-8.
NativeEncoding
(string, default empty)
If non-empty, this is the name of the native encoding to use for conversions to and from UTF-8. If not specified, the system encoding should be used - this parameter is to override it per-transport.
For example
<property name="ConvertNativeStrings" value="true" />
<property name="NativeEncoding" value="ISO8859-1" />
ExcludeTagsFromMessage
(string, default empty)
This property is used to filter field tags from a given message that needs to be sent to exchange. Field tag be part of header/body/trailer. This property applies to upstream messages. Also field tag cannot be a group tag or tag in group. The format is Message type followed by field tag separated with a space.
For example, BE 43 97 50 553 554.
The above message specifies that from message type 'BE', the field tags 43, 97, 50, 553, 554 must be removed from the message.
Each message group should be separated from another message group with a comma
D 11 55, BE 43 97 50 553 554
<property name="ExcludeTagsFromMessage"
value="D 11 55, BE 43 97 50 553 554" />
MaxSessionLogonAttempts
Configures the maximum number of session logon attempts. For unlimited attempts, you can configure as -1. Defaults to -1.
<property name="MaxSessionLogonAttempts" value="5" />
Once the session reaches maximum limit, you will be notified using com.apama.fix.NotifyUser event followed by stopping connection. You have to retry by sending com.apama.fix.doLogin event.
ValidateLogonRequests (boolean)
Enable it to authenticate clients in server scenarios. (valid only if QuickFIX.ConnectionType = acceptor). Defaults to false.
LogonValidationTimeout (in milliseconds)
Configure a timeout for client connection validation. Considered only if ValidateLogonRequests is enabled. Defaults to 2000.
StopAcceptorOnWatchdogTimeout
Prevents Acceptor connection from stopping if connection is lost between correlator and IAF. Default is true. For example,
<property name="StopAcceptorOnWatchdogTimeout"
value="false" />
FIXLog.ExcludeMsgTypes
Enable it to exclude writing fix messages to the transaction log on the basis of Message types or message groups. It accepts comma separated values of message types/groups.
Supported groups:
*ADMIN. Contains {HeartBeat, TestRequest, ResendReqeust, SequenceReset, Logon, Logout, UserRequest, UserResponse}
*MDRESPONSE. Contains {MarketDataSnapshotFullRefresh, MarketDataIncrementalRefresh, MarketDataRequestReject}
*MDREQUEST. Contains {MarketDataRequest}
*QUOTEREQUEST. Contains {QuoteRequest, RFQRequest}
*QUOTERESPONSE. Contains {Quote, QuoteCancel,QuoteRequestReject, QuoteResponse,MassQuote, MassQuoteAcknowledgement}
*ORDERREQUEST. Contains {NewOrderSingle, OrderCancelReplaceRequest, OrderCancelRequest}
*ORDERRESPONSE. Contains {ExecutionReport, OrderCancelReject}
*REJECT. Contains {Reject, BusinessMessageReject}
Examples:
<property name="FIXLog.ExcludeMsgTypes"
value="A,REJECT" />
<property name="FIXLog.ExcludeMsgTypes" value="W,X" />
<property name="FIXLog.ExcludeMsgTypes"
value="MDRESPONSE,ORDERREQUEST" />
ForwardrRefMessageonSessionReject
Enable it to forward the rejected message details on SessionReject. The default value is false.
MessageIdentifier
Identifies the context of an upstream message so that the message encoding can be performed in parallel and sent to the counter party, thus improving the overall performance of the adapter. This parameter is valid only if QuickFIX.ConnectionType = acceptor.
For example:
<property name="MessageIdentifier" value="262"/>
Where, 262 is the FIX Tag MDReqID.
PopulateLastMsgSeqNumProcessed
Enable it to set the last message sequence number processed 369 tag in the logon message 35=A.
For example:
<property name="PopulateLastMsgSeqNumProcessed"
value="Y"/>
DecimalPrecision
Enable it to set the desired decimal precision for float fix values. For example:
<property name="DecimalPrecision" value="8" />
If you are using connectivity plug-in, add this property in FixMessageCodec.
SetNextSeqNumFromLogout
Enable it to start the logon with the next expected sequence number detailed in the tag 789 in the last logout message from CME. For example:
<property name="SetNextSeqNumFromLogout" value="true"/>