Configuring FIX Module
Configuring FIX Module comprises setting the FIX engine sessions to which you are connecting and defining the retry thread parameters:
Session connections. These are the FIX engine sessions to which
FIX Module connects (to exchange messages between the FIX engine and
FIX Module).
Connection retry thread parameters. FIX Module retry thread parameters specify the number of times to retry a connection and the interval between the retries when the connection to the FIX engine is lost. There are two parameters that control the behavior of the thread:
Retry Limit is the number of times the thread tries to connect to the FIX engine when the connection between
FIX Module and the FIX engine is lost.
Retry Sleep Interval is the number of milliseconds the connection retry thread waits between connection attempts.
At startup, FIX Module determines if there is an active connection with the FIX engine using a “version” command to create a connection retry thread. If there is no active connection, the thread continues attempting to connect to the FIX engine, waiting the length of time specified in the Retry Sleep Interval between each connection attempt. If the thread cannot connect after the number of times specified in the Retry Limit, a log message is generated indicating that the thread has been killed and the WmFIX package must be reloaded. Once the package is reloaded, FIX Module starts a new connection retry thread and attempts to connect to the FIX engine again.
After you have successfully defined your session connections and retry thread parameters, you can perform administration tasks and issue operator commands to the FIX engine. For more information about working with the FIX engine, see
Working with FIX Engine Connections.
The remainder of the chapter provides the procedures for configuring FIX Module.