A quickfix acceptor or initiator can maintain multiple FIX sessions. A FIX session is defined in QuickFIX as a unique combination of a BeginString (the FIX version number), a SenderCompID (your ID), and a TargetCompID (the ID of your counterparty). A SessionQualifier can also be use to disambiguate otherwise identical sessions.

The SessionSettings class has the ability to pull settings out of any c++ stream such as a file stream. You can also pass it a filename. If you decide to write your own components, (storage for a particular database, a new kind of connector etc...), you can also use this pass in settings.

A settings file is set up with two types of headings, a [DEFAULT] and a [SESSION] heading. [SESSION] tells QuickFIX that a new Session is being defined. [DEFAULT] is a where you can define settings that all sessions use by default. If you do not provide a setting that QuickFIX needs, it will throw a ConfigError telling you what setting is missing or improperly formatted.

Sample Settings File

# default settings for sessions
[DEFAULT]
ConnectionType=initiator
ReconnectInterval=60
SenderCompID=TW

# session definition
[SESSION]
# inherit ConnectionType, ReconnectInterval and SenderCompID from default
BeginString=FIX.4.1
TargetCompID=ARCA
StartTime=12:30:00
EndTime=23:30:00
HeartBtInt=20
SocketConnectPort=9823
SocketConnectHost=123.123.123.123
DataDictionary=somewhere/FIX41.xml

[SESSION]
BeginString=FIX.4.0
TargetCompID=ISLD
StartTime=12:00:00
EndTime=23:00:00
HeartBtInt=30
SocketConnectPort=8323
SocketConnectHost=23.23.23.23
DataDictionary=somewhere/FIX40.xml

[SESSION]
BeginString=FIX.4.2
TargetCompID=INCA
StartTime=12:30:00
EndTime=21:30:00
# overide default setting for RecconnectInterval
ReconnectInterval=30
HeartBtInt=30
SocketConnectPort=6523
SocketConnectHost=3.3.3.3
# (optional) alternate connection ports and hosts to cycle through on failover
SocketConnectPort1=8392
SocketConnectHost1=8.8.8.8
SocketConnectPort2=2932
SocketConnectHost2=12.12.12.12
DataDictionary=somewhere/FIX42.xml

QuickFIX Settings

ID	Description	Valid Values	Default
Session
BeginString	Version of FIX this session should use	FIXT.1.1 FIX.4.4 FIX.4.3 FIX.4.2 FIX.4.1 FIX.4.0
SenderCompID	Your ID as associated with this FIX session	case-sensitive alpha-numeric string
TargetCompID	Counter parties ID as associated with this FIX session	case-sensitive alpha-numeric string
SessionQualifier	Additional qualifier to disambiguate otherwise identical sessions	case-sensitive alpha-numeric string
DefaultApplVerID	Required only for FIXT 1.1 (and newer). Ignored for earlier transport versions. Specifies the default application version ID for the session. This can either be the ApplVerID enum (see the ApplVerID field) or the BeginString for the default version.	FIX.5.0SP2 FIX.5.0SP1 FIX.5.0 FIX.4.4 FIX.4.3 FIX.4.2 FIX.4.1 FIX.4.0 9 8 7 6 5 4 3 2
ConnectionType	Defines if session will act as an acceptor or an initiator	initiator acceptor
StartTime	Time of day that this FIX session becomes activated	time in the format of HH:MM:SS, time is represented in UTC
EndTime	Time of day that this FIX session becomes deactivated	time in the format of HH:MM:SS, time is represented in UTC
StartDay	For week long sessions, the starting day of week for the session. Use in combination with StartTime.	Day of week in English using any abbreviation (i.e. mo, mon, mond, monda, monday are all valid)
EndDay	For week long sessions, the ending day of week for the session. Use in combination with EndTime.	Day of week in English using any abbreviation (i.e. mo, mon, mond, monda, monday are all valid)
LogonTime	Time of day that this session logs on	time in the format of HH:MM:SS, time is represented in UTC	SessionTime value
LogoutTime	Time of day that this session logs out	time in the format of HH:MM:SS, time is represented in UTC	EndTime value
LogonDay	For week long sessions, the day of week the session logs on. Use in combination with LogonTime.	Day of week in English using any abbreviation (i.e. mo, mon, mond, monda, monday are all valid)	StartDay value
LogoutDay	For week long sessions, the day of week the session logs out. Use in combination with LogoutTime.	Day of week in English using any abbreviation (i.e. mo, mon, mond, monda, monday are all valid)	EndDay value
UseLocalTime	Indicates StartTime and EndTime are expressed in localtime instead of UTC. Times in messages will still be set to UTC as this is required by the FIX specifications.	Y N	N
MillisecondsInTimeStamp	Determines if milliseconds should be added to timestamps. Only available for FIX.4.2 and greater.	Y N	Y
TimestampPrecision	Used to set the fractional part of timestamp. Allowable values are 0 to 9. If set, overrrides MillisecondsInTimeStamp.	0-9
SendRedundantResendRequests	If set to Y, QuickFIX will send all necessary resend requests, even if they appear redundant. Some systems will not certify the engine unless it does this. When set to N, QuickFIX will attempt to minimize resend requests. This is particularly useful on high volume systems.	Y N	N
ResetOnLogon	Determines if sequence numbers should be reset when recieving a logon request. Acceptors only.	Y N	N
ResetOnLogout	Determines if sequence numbers should be reset to 1 after a normal logout termination.	Y N	N
ResetOnDisconnect	Determines if sequence numbers should be reset to 1 after an abnormal termination.	Y N	N
RefreshOnLogon	Determines if session state should be restored from persistence layer when logging on. Useful for creating hot failover sessions.	Y N	N
Validation
ID	Description	Valid Values	Default
UseDataDictionary	Tell session whether or not to expect a data dictionary. You should always use a DataDictionary if you are using repeating groups.	Y N	Y
DataDictionary	XML definition file for validating incoming FIX messages. If no DataDictionary is supplied, only basic message validation will be done This setting should only be used with FIX transport versions older than FIXT.1.1. See TransportDataDictionary and AppDataDictionary for FIXT.1.1 settings.	valid XML data dictionary file, QuickFIX comes with the following defaults in the spec directory FIX44.xml FIX43.xml FIX42.xml FIX41.xml FIX40.xml
TransportDataDictionary	XML definition file for validating admin (transport) messages. This setting is only valid for FIXT.1.1 (or newer) sessions. See DataDictionary for older transport versions (FIX.4.0 - FIX.4.4) for additional information.	valid XML data dictionary file, QuickFIX comes with the following defaults in the spec directory FIXT1.1.xml
AppDataDictionary	XML definition file for validating application messages. This setting is only valid for FIXT.1.1 (or newer) sessions. See DataDictionary for older transport versions (FIX.4.0 - FIX.4.4) for additional information. This setting supports the possibility of a custom application data dictionary for each session. This setting would only be used with FIXT 1.1 and new transport protocols. This setting can be used as a prefix to specify multiple application dictionaries for the FIXT transport. For example: DefaultApplVerID=FIX.4.2 # For default application version ID AppDataDictionary=FIX42.xml # For nondefault application version ID # Use BeginString suffix for app version AppDataDictionary.FIX.4.4=FIX44.xml	valid XML data dictionary file, QuickFIX comes with the following defaults in the spec directory FIX50SP2.xml FIX50SP1.xml FIX50.xml FIX44.xml FIX43.xml FIX42.xml FIX41.xml FIX40.xml
ValidateLengthAndChecksum	If set to N, messages with incorrect length or checksum fields will not be rejected. You can also use this to force acceptance of repeating groups without a data dictionary. In this scenario you will not be able to access all repeating groups.	Y N	Y
ValidateFieldsOutOfOrder	If set to N, fields that are out of order (i.e. body fields in the header, or header fields in the body) will not be rejected. Useful for connecting to systems which do not properly order fields.	Y N	Y
ValidateFieldsHaveValues	If set to N, fields without values (empty) will not be rejected. Useful for connecting to systems which improperly send empty tags.	Y N	Y
ValidateUserDefinedFields	If set to N, user defined fields will not be rejected if they are not defined in the data dictionary, or are present in messages they do not belong to.	Y N	Y
PreserveMessageFieldsOrder	Should the order of fields in the main outgoing message body be preserved or not (as defined in the configuration file). Default: only groups specified order is preserved.	Y N	N
CheckCompID	If set to Y, messages must be received from the counterparty with the correct SenderCompID and TargetCompID. Some systems will send you different CompIDs by design, so you must set this to N.	Y N	Y
CheckLatency	If set to Y, messages must be received from the counterparty within a defined number of seconds (see MaxLatency). It is useful to turn this off if a system uses localtime for it's timestamps instead of GMT.	Y N	Y
MaxLatency	If CheckLatency is set to Y, this defines the number of seconds latency allowed for a message to be processed. Default is 120.	positive integer	120
Miscellaneous
ID	Description	Valid Values	Default
HttpAcceptPort	Port to listen to HTTP requests. Pointing a browser to this port will bring up a control panel. Must be in DEFAULT section.	positive integer
Initiator
ID	Description	Valid Values	Default
ReconnectInterval	Time between reconnection attempts in seconds. Only used for initiators	positive integer	30
HeartBtInt	Heartbeat interval in seconds. Only used for initiators.	positive integer
LogonTimeout	Number of seconds to wait for a logon response before disconnecting.	positive integer	10
LogoutTimeout	Number of seconds to wait for a logout response before disconnecting.	positive integer	2
SocketConnectPort	Socket port for connecting to a session. Only used with a SocketInitiator	positive integer
SocketConnectHost	Host to connect to. Only used with a SocketInitiator	valid IP address in the format of x.x.x.x or a domain name
SocketConnectPort<n>	Alternate socket ports for connecting to a session for failover, where n is a positive integer. (i.e.) SocketConnectPort1, SocketConnectPort2... must be consecutive and have a matching SocketConnectHost[n]	positive integer
SocketConnectHost<n>	Alternate socket hosts for connecting to a session for failover, where n is a positive integer. (i.e.) SocketConnectHost1, SocketConnectHost2... must be consecutive and have a matching SocketConnectPort[n]	valid IP address in the format of x.x.x.x or a domain name
SocketNodelay	Indicates a socket should be created with TCP_NODELAY. Currently, this must be defined in the [DEFAULT] section.	Y N	N
SocketSendBufferSize	Indicates the size of SO_SNDBUF. Currently, this must be defined in the [DEFAULT] section.	positive integer	0
SocketReceiveBufferSize	Indicates the size of SO_RCVBUF. Currently, this must be defined in the [DEFAULT] section.	positive integer	0
Acceptor
ID	Description	Valid Values	Default
SocketAcceptPort	Socket port for listening to incoming connections, Only used with a SocketAcceptor	positive integer, valid open socket port. Currently, this must be defined in the [DEFAULT] section.
SocketReuseAddress	Indicates a socket should be created with SO_REUSADDR, Only used with a SocketAcceptor	Y N	Y
SocketNodelay	Indicates a socket should be created with TCP_NODELAY. Currently, this must be defined in the [DEFAULT] section.	Y N	N
Storage
ID	Description	Valid Values	Default
PersistMessages	If set to N, no messages will be persisted. This will force QuickFIX to always send GapFills instead of resending messages. Use this if you know you never want to resend a message. Useful for market data streams.	Y Y	N
FILE
FileStorePath	Directory to store sequence number and message files.	valid directory for storing files, must have write access
MYSQL
MySQLStoreDatabase	Name of MySQL database to access for storing messages and session state.	valid database for storing files, must have write access and correct DB shema	quickfix
MySQLStoreUser	User name logging in to MySQL database.	valid user with read/write access to appropriate tables in database	root
MySQLStorePassword	Users password.	correct MySQL password for user	empty password
MySQLStoreHost	Address of MySQL database.	valid IP address in the format of x.x.x.x or a domain name	localhost
MySQLStorePort	Port of MySQL database.	positive integer	standard MySQL port
MySQLStoreUseConnectionPool	Use database connection pools. When possible, sessions will share a single database connection. Otherwise each session gets its own connection.	Y N	N
POSTGRESQL
PostgreSQLStoreDatabase	Name of PostgreSQL database to access for storing messages and session state.	valid database for storing files, must have write access and correct DB shema	quickfix
PostgreSQLStoreUser	User name logging in to PostgreSQL database.	valid user with read/write access to appropriate tables in database	postgres
PostgreSQLStorePassword	Users password.	correct PostgreSQL password for user	empty password
PostgreSQLStoreHost	Address of MySQL database.	valid IP address in the format of x.x.x.x or a domain name	localhost
PostgreSQLStorePort	Port of PostgreSQL database.	positive integer	standard PostgreSQL port
PostgreSQLStoreUseConnectionPool	Use database connection pools. When possible, sessions will share a single database connection. Otherwise each session gets its own connection.	Y N	N
ODBC
OdbcStoreUser	User name logging in to ODBC database.	valid user with read/write access to appropriate tables in database. Ignored if UID is in the OdbcStoreConnectionString.	sa
OdbcStorePassword	Users password.	correct ODBC password for user. Ignored if PWD is in the OdbcStoreConnectionString.	empty password
OdbcStoreConnectionString	ODBC connection string for database	Valid ODBC connection string	DATABASE=quickfix;DRIVER={SQL Server};SERVER=(local);
Logging
ID	Description	Valid Values	Default
FILE
FileLogPath	Directory to store logs.	valid directory for storing files, must have write access
FileLogBackupPath	Directory to store backup logs.	valid directory for storing backup files, must have write access
SCREEN
ScreenLogShowIncoming	Print incoming messages to standard out.	Y N	Y
ScreenLogShowOutgoing	Print outgoing messages to standard out.	Y N	Y
ScreenLogShowEvents	Print events to standard out.	Y N	Y
MYSQL
MySQLLogDatabase	Name of MySQL database to access for logging.	valid database for storing files, must have write access and correct DB shema	quickfix
MySQLLogUser	User name logging in to MySQL database.	valid user with read/write access to appropriate tables in database	root
MySQLLogPassword	Users password.	correct MySQL password for user	empty password
MySQLLogHost	Address of MySQL database.	valid IP address in the format of x.x.x.x or a domain name	localhost
MySQLLogPort	Port of MySQL database.	positive integer	standard MySQL port
MySQLLogUseConnectionPool	Use database connection pools. When possible, sessions will share a single database connection. Otherwise each session gets its own connection.	Y N	N
MySQLLogIncomingTable	Name of table where incoming messages will be logged.	Valid table with correct schema.	messages_log
MySQLLogOutgoingTable	Name of table where outgoing messages will be logged.	Valid table with correct schema.	messages_log
MySQLLogEventTable	Name of table where events will be logged.	Valid table with correct schema.	event_log
POSTGRESQL
PostgreSQLLogDatabase	Name of PostgreSQL database to access for logging.	valid database for storing files, must have write access and correct DB shema	quickfix
PostgreSQLLogUser	User name logging in to PostgreSQL database.	valid user with read/write access to appropriate tables in database	postgres
PostgreSQLLogPassword	Users password.	correct PostgreSQL password for user	empty password
PostgreSQLLogHost	Address of PostgreSQL database.	valid IP address in the format of x.x.x.x or a domain name	localhost
PostgreSQLLogPort	Port of PostgreSQL database.	positive integer	standard PostgreSQL port
PostgreSQLLogUseConnectionPool	Use database connection pools. When possible, sessions will share a single database connection. Otherwise each session gets its own connection.	Y N	N
PostgresSQLLogIncomingTable	Name of table where incoming messages will be logged.	Valid table with correct schema.	messages_log
PostgresSQLLogOutgoingTable	Name of table where outgoing messages will be logged.	Valid table with correct schema.	messages_log
PostgresSQLLogEventTable	Name of table where events will be logged.	Valid table with correct schema.	event_log
ODBC
OdbcLogUser	User name logging in to ODBC database.	valid user with read/write access to appropriate tables in database	sa
OdbcLogPassword	Users password.	correct ODBC password for user. Ignored if UID is in the OdbcLogConnectionString.	empty password
OdbcLogConnectionString	ODBC connection string for database	Valid ODBC connection string. Ignored if PWD is in the OdbcStoreConnectionString.	DATABASE=quickfix;DRIVER={SQL Server};SERVER=(local);
OdbcLogIncomingTable	Name of table where incoming messages will be logged.	Valid table with correct schema.	messages_log
OdbcLogOutgoingTable	Name of table where outgoing messages will be logged.	Valid table with correct schema.	messages_log
OdbcLogEventTable	Name of table where events will be logged.	Valid table with correct schema.	event_log
SSL
ID	Description	Valid Values	Default
Parameters have to be defined in the DEFAULT section.
SSLProtocol	This directive can be used to control the SSL protocol flavors the application should use when establishing its environment. The available (case-insensitive) protocols are: SSLv2 This is the Secure Sockets Layer (SSL) protocol, version 2.0. It is the original SSL protocol as designed by Netscape Corporation. SSLv3 This is the Secure Sockets Layer (SSL) protocol, version 3.0. It is the successor to SSLv2 and the currently (as of February 1999) de-facto standardized SSL protocol from Netscape Corporation. It's supported by almost all popular browsers. TLSv1 This is the Transport Layer Security (TLS) protocol, version 1.0. TLSv1_1 This is the Transport Layer Security (TLS) protocol, version 1.1. TLSv1_2 This is the Transport Layer Security (TLS) protocol, version 1.2. all This is a shortcut for +SSLv2 +SSLv3 +TLSv1 +TLSv1_1 +TLSv1_2 and a convenient way for enabling all protocols except one when used in combination with the minus sign on a protocol as the example above shows. Example: enable all but not SSLv2 SSL_PROTOCOL = all -SSLv2		all -SSLv2
SSLCipherSuite	This complex directive uses a colon-separated cipher-spec string consisting of OpenSSL cipher specifications to configure the Cipher Suite the client is permitted to negotiate in the SSL handshake phase. Notice that this directive can be used both in per-server and per-directory context. In per-server context it applies to the standard SSL handshake when a connection is established. In per-directory context it forces a SSL renegotation with the reconfigured Cipher Suite after the HTTP request was read but before the HTTP response is sent. An SSL cipher specification in cipher-spec is composed of 4 major attributes plus a few extra minor ones. Key Exchange Algorithm: RSA or Diffie-Hellman variants. Authentication Algorithm: RSA, Diffie-Hellman, DSS or none. Cipher/Encryption Algorithm: DES, Triple-DES, RC4, RC2, IDEA or none. MAC Digest Algorithm: MD5, SHA or SHA1. For more details refer to mod_ssl documentation. Example: RC4+RSA:+HIGH:		HIGH:!RC4
CertificationAuthoritiesFile	This directive sets the all-in-one file where you can assemble the Certificates of Certification Authorities (CA) whose clients you deal with.
CertificationAuthoritiesDirectory	This directive sets the directory where you keep the Certificates of Certification Authorities (CAs) whose clients you deal with.
ACCEPTOR
ServerCertificateFile	This directive points to the PEM-encoded Certificate file and optionally also to the corresponding RSA or DSA Private Key file for it (contained in the same file).
ServerCertificateKeyFile	This directive points to the PEM-encoded Private Key file. If the Private Key is not combined with the Certificate in the server certificate file, use this additional directive to point to the file with the stand-alone Private Key.
CertificateVerifyLevel	This directive sets the Certificate verification level. It applies to the authentication process used in the standard SSL handshake when a connection is established. 0 implies do not verify. 1 implies verify.
CertificateRevocationListFile	This directive sets the all-in-one file where you can assemble the Certificate Revocation Lists (CRL) of Certification Authorities (CA) whose clients you deal with.
CertificateRevocationListDirectory	This directive sets the directory where you keep the Certificate Revocation Lists (CRL) of Certification Authorities (CAs) whose clients you deal with.
INITIATOR
ClientCertificateFile	This directive points to the PEM-encoded Certificate file and optionally also to the corresponding RSA or DSA Private Key file for it (contained in the same file).
ClientCertificateKeyFile	This directive points to the PEM-encoded Private Key file. If the Private Key is not combined with the Certificate in the server certificate file, use this additional directive to point to the file with the stand-alone Private Key.

Sample Settings File

QuickFIX Settings

Session

Validation

Miscellaneous

Initiator

Acceptor

Storage

FILE

MYSQL

POSTGRESQL

ODBC

Logging

FILE

SCREEN

MYSQL

POSTGRESQL

ODBC

SSL

ACCEPTOR

INITIATOR