FIX Sessions

FIX Sessions

Adding and Configuring a FIX Session

Use the FIX sessions window to add FIX sessions to your company and configure them for third-party FIX client access.

You can add the following types of FIX sessions:

Adding a Drop Copy OUT FIX session

To add and configure a Drop Copy OUT FIX session:

  1. Click More | FIX Sessions in the left navigation pane.
  2. At the top of the FIX Sessions window, click +New Session.

    Add-PIC

  3. For FIX Type, select Drop Copy OUT (standard mode).
  4. Configure the following settings:
    • FIX Session Name — Sets the display name of the FIX server.
    • Remote Comp Id — Sets the FIX client ID. This FIX client ID value is sent in FIX Tag 49 (SenderCompID) by a FIX client connecting to the FIX server. The ID is populated in FIX Tag 56 (TargetCompID) for all messages sent by the FIX Server to the FIX client.
    • Session Password — The password associated with this FIX session and used to authenticate FIX Servers. FIX Session passwords do not expire and are not subject to any TT account password restrictions. It must be passed in Tag 96 (RawData) in the Logon (A) message.
    • Notification email — Sets the email address company administrators can use to receive notifications from TT for emergency maintenance, operational or product release information that could impact the FIX session.
    • Country — The country in which the FIX server machine is located.

      Based on the country selected, you may also need to provide a State/Province and Zip Code.

    • Send Staged / Synthetic Child order / fill messages — Sets whether to send order and fill messages to the FIX client for child order of staged or synthetic parent orders.
    • (Session Reset): — Schedule for resetting the FIX Server connection.

      To set the reset time:

      1. Click a day to enable the Reset Time (UTC) fields.
      2. Set the desired session reset time in UTC time.
  5. In the Status section, choose whether to make the session active. The session is inactive by default.
  6. Click Save Changes.
  7. Configure the connection to the FIX session via TCP or Secured TCP (SSL).

Adding an Order Routing FIX session

To add and configure an Order Routing FIX session:

  1. Click More | FIX Sessions in the left navigation pane.
  2. At the top of the FIX Sessions window, click +New Session.

    Add-PIC

  3. For FIX Type, select Order Routing.
  4. Configure the following settings:
    • FIX Session Name — Sets the display name of the FIX server.
    • Remote Comp Id — Sets the FIX client ID. This FIX client ID value is sent in FIX Tag 49 (SenderCompID) by a FIX client connecting to the FIX server. The ID is populated in FIX Tag 56 (TargetCompID) for all messages sent by the FIX Server to the FIX client.
    • Session Password — The password associated with this FIX session and used to authenticate FIX Servers. FIX Session passwords do not expire and are not subject to any TT account password restrictions. It must be passed in Tag 96 (RawData) in the Logon (A) message.
    • Notification email — Sets the email address company administrators can use to receive notifications from TT for emergency maintenance, operational or product release information that could impact the FIX session.
    • Country — The country in which the FIX server machine is located.

      Based on the country selected, you may also need to provide a State/Province and Zip Code.

    • Send unsolicited order and fill messages — Sets whether to send order and fill messages to the FIX client for those orders that originated outside of TT.
    • Send Staged / Synthetic Child order / fill messages — Sets whether to send order and fill messages to the FIX client for child order of staged or synthetic parent orders.
    • (Session Reset): — Schedule for resetting the FIX Server connection..

      To set the reset time:

      1. Click a day to enable the Reset Time (UTC) fields.
      2. Set the desired session reset time in UTC time.
  5. In the Status section, choose whether to make the session active. The session is inactive by default.
  6. Click Save Changes.
  7. Configure the connection to the FIX session via TCP or Secured TCP (SSL).

Adding a Security Definition FIX session

To add and configure a Security Definition FIX session:

  1. Click More | FIX Sessions in the left navigation pane.
  2. At the top of the FIX Sessions window, click +New Session.

    Add-PIC

  3. For FIX Type, select Security Definition.
  4. Configure the following settings:
    • FIX Session Name — Sets the display name of the FIX server.
    • Remote Comp Id — Sets the FIX client ID. This FIX client ID value is sent in FIX Tag 49 (SenderCompID) by a FIX client connecting to the FIX server. The ID is populated in FIX Tag 56 (TargetCompID) for all messages sent by the FIX Server to the FIX client.
    • Session Password — The password associated with this FIX session and used to authenticate FIX Servers. FIX Session passwords do not expire and are not subject to any TT account password restrictions. It must be passed in Tag 96 (RawData) in the Logon (A) message.
    • Notification email — Sets the email address company administrators can use to receive notifications from TT for emergency maintenance, operational or product release information that could impact the FIX session.
    • Country — The country in which the FIX server machine is located.

      Based on the country selected, you may also need to provide a State/Province and Zip Code.

  5. In the Status section, choose whether to make the session active. The session is inactive by default.
  6. Click Save Changes.
  7. Configure the connection to the FIX session via TCP or Secured TCP (SSL).

Adding a FIX Drop Copy IN session for a 7.X FIX Adapter

If you want to use the TT platform to monitor Execution Report (8) messages from a 7.X FIX Adapter, you must configure the following settings:

To add and configure a Security Definition FIX session:

  1. Click More | FIX Sessions in the left navigation pane.
  2. At the top of the FIX Sessions window, click +New Session.

    Add-PIC

  3. For FIX Type, select Drop Copy IN (import to TT).
  4. Configure the following settings:
    • FIX Session Name — Display name of the Target FIX Server.
    • FIX Type — Select Drop Copy IN (import to TT).
    • Remote Comp Id — Value of the SenderCompID field in the 7.X FIX Adapter configuration.
    • Country — Country in which the 7.X FIX Adapter machine is located.
      Based on the country selected, you may also need to provide a State/Province and Zip Code.
    • Remote Comp IP Address — IP address of the 7.X FIX Adapter.
    • Remote Port# — Port number of the 7.X FIX Adapter for the connection.
    • Remote Comp Password — Password associated with this FIX session and used to authenticate the connection to the 7.X FIX Adapter.
    • Notification email — Sets the email address company administrators can use to receive notifications from TT for emergency maintenance, operational or product release information that could impact the FIX session.
    • Target Comp ID — Value of the TargetCompID field in the 7.X FIX Adapter configuration (typically, TT_ORDER).
    • Include Inbound Orders — Whether to include Execution Report (8) for order acknowledgments in addition to fills. If disabled, TT FIX processes only Execution Report (8) for fill messages.
    • (Weekly Schedule): — Schedule for connecting to the 7.X FIX Adapter.

      To set the schedule:

      1. Click a day to enable the Start Time (UTC) and End Time (UTC) fields.
      2. Set the desired start time and end time for the connection in UTC time. Note that you can set start and end times on a daily basis, or you can set the start time on one day and the end time on another. For example, you click Sun and set Start Time (UTC) to 0:00, then click Fri and set Start Time (UTC) to 23:59.
  5. In the Status section, choose whether to make the session active. The session is inactive by default.
  6. Click Save Changes.
  7. Configure the connection to the FIX session via TCP or Secured TCP (SSL).

Modifying a FIX Session

To modify a FIX session:

  1. Click More | FIX Sessions in the left navigation pane.

    A list of FIX sessions displays in the FIX Sessions Grid.

  2. Select a session and modify the settings as needed.

    You can also filter sessions in the list.

  3. Click Save Changes.