1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480 481 482 483 484 485 486 487 488 489 490 491 492 493 494 495 496 497 498 499 500 501 502 503 504 505 506 507 508 509 510 511 512 513 514 515 516 517 518 519 520 521 522 523 524 525 526 527 528 529 530 531 532 533 534 535 536 537 538 539 540 541 542 543 544 545 546 547 548 549 550 551 552 553 554 555 556 557 558 559 560 561 562 563 564 565 566 567 568 569 570 571 572 573 574 575 576 577 578 579 580 581 582 583 584 585 586 587 588 589 590 591 592 593 594 595 596 597 598 599 600 601 602 603 604 605 606 607 608 609 610 611 612 613 614 615 616 617 618 619 620 621 622 623 624 625 626 627 628 629 630 631 632 633 634 635 636 637 638 639 640 641 642 643 644 645 646 647 648 649 650 651 652 653 654 655 656 657 658 659 660 661 662 663 664 665 666 667 668 669 670 671 672 673 674 675 676 677 678 679 680 681 682 683 684 685 686 687 688 689 690 691 692 693 694 695 696 697 698 699 700 701 702 703 704 705 706 707 708 709 710 711 712 713 714 715 716 717 718 719 720 721 722 723 724 725 726 727 728 729 730 731 732 733 734 735 736 737 738 739 740 741 742 743 744 745 746 747 748 749 750 751 752 753 754 755 756 757 758 759 760 761 762 763 764 765 766 767 768 769 770 771 772 773 774 775 776 777 778 779 780 781 782 783 784 785 786 787 788 789 790 791 792 793 794 795 796 797 798 799 800 801 802 803 804 805 806 807 808 809 810 811 812 813 814 815 816 817 818 819 820 821 822 823 824 825 826 827 828 829 830 831 832 833 834 835 836 837 838 839 840 841 842 843 844 845 846 847 848 849 850 851 852 853 854 855 856 857 858 859 860 861 862 863 864 865 866 867 868 869 870 871 872 873 874 875 876 877 878 879 880 881 882 883 884 885 886 887 888 889 890 891 892 893 894 895 896 897 898 899 900 901 902 903 904 905 906 907 908 909 910 911 912 913 914 915 916 917 918 919 920 921 922 923 924 925 926 927 928 929 930 931 932 933 934 935 936 937 938 939 940 941 942 943 944 945 946 947 948 949 950 951 952 953 954 955 956 957 958 959 960 961 962 963 964 965 966 967 968 969 970 971 972 973 974 975 976 977 978 979 980 981 982 983 984 985 986 987 988 989 990 991 992 993 994 995 996 997 998 999 1000 1001 1002 1003 1004 1005 1006 1007 1008 1009 1010 1011 1012 1013 1014 1015 1016 1017 1018 1019 1020 1021 1022 1023 1024 1025 1026 1027 1028 1029 1030 1031 1032 1033 1034 1035 1036 1037 1038 1039 1040 1041 1042 1043 1044 1045 1046 1047 1048 1049 1050 1051 1052 1053 1054 1055 1056 1057 1058 1059 1060 1061 1062 1063 1064 1065 1066 1067 1068 1069 1070 1071 1072 1073 1074 1075 1076 1077 1078 1079 1080 1081 1082 1083 1084 1085 1086 1087 1088 1089 1090 1091 1092 1093 1094 1095 1096 1097 1098 1099 1100 1101 1102 1103 1104 1105 1106 1107 1108 1109 1110 1111 1112 1113 1114 1115 1116 1117 1118 1119 1120 1121 1122 1123 1124 1125 1126 1127 1128 1129 1130 1131 1132 1133 1134 1135 1136 1137 1138 1139 1140 1141 1142 1143 1144 1145 1146 1147 1148 1149 1150 1151 1152 1153 1154 1155 1156 1157 1158 1159 1160 1161 1162 1163 1164 1165 1166 1167 1168 1169 1170 1171 1172 1173 1174 1175 1176 1177 1178 1179 1180 1181 1182 1183 1184 1185 1186 1187 1188 1189 1190 1191 1192 1193 1194 1195 1196 1197 1198 1199 1200 1201 1202 1203 1204 1205 1206 1207 1208 1209 1210 1211 1212 1213 1214 1215 1216 1217 1218 1219 1220 1221 1222 1223 1224 1225 1226 1227 1228 1229 1230 1231 1232 1233 1234 1235 1236 1237 1238 1239 1240 1241 1242 1243 1244 1245 1246 1247 1248 1249 1250 1251 1252 1253 1254 1255 1256 1257 1258 1259 1260 1261 1262 1263 1264 1265 1266 1267 1268 1269 1270 1271 1272 1273 1274 1275 1276 1277 1278 1279 1280 1281 1282 1283 1284 1285 1286 1287 1288 1289 1290 1291 1292 1293 1294 1295 1296 1297 1298 1299 1300 1301 1302 1303 1304 1305 1306 1307 1308 1309 1310 1311 1312 1313 1314 1315 1316 1317 1318 1319 1320 1321 1322 1323 1324 1325 1326 1327 1328 1329 1330 1331 1332 1333 1334 1335 1336 1337 1338 1339 1340 1341 1342 1343 1344 1345 1346 1347 1348 1349 1350 1351 1352 1353 1354 1355 1356 1357 1358 1359 1360 1361 1362 1363 1364 1365 1366 1367 1368 1369 1370 1371 1372 1373 1374 1375 1376 1377 1378 1379 1380 1381 1382 1383 1384 1385 1386 1387 1388 1389 1390 1391 1392 1393 1394 1395 1396 1397 1398 1399 1400 1401 1402 1403 1404 1405 1406 1407 1408 1409 1410 1411 1412 1413 1414 1415 1416 1417 1418 1419 1420 1421 1422 1423 1424 1425 1426 1427 1428 1429 1430 1431 1432 1433 1434 1435 1436 1437 1438 1439 1440 1441 1442 1443 1444 1445 1446 1447 1448 1449 1450 1451 1452 1453 1454 1455 1456 1457 1458 1459 1460 1461 1462 1463 1464 1465 1466 1467 1468 1469 1470 1471 1472 1473 1474 1475 1476 1477 1478 1479 1480 1481 1482 1483 1484 1485 1486 1487 1488 1489 1490 1491 1492 1493 1494 1495 1496 1497 1498 1499 1500 1501 1502 1503 1504 1505 1506 1507 1508 1509 1510 1511 1512 1513 1514 1515 1516 1517 1518 1519 1520 1521 1522 1523 1524 1525 1526 1527 1528 1529 1530 1531 1532 1533 1534 1535 1536 1537 1538 1539 1540 1541 1542 1543 1544 1545 1546 1547 1548 1549 1550 1551 1552 1553 1554 1555 1556 1557 1558 1559 1560 1561 1562 1563 1564 1565 1566 1567 1568 1569 1570 1571 1572 1573 1574 1575 1576 1577 1578 1579 1580 1581 1582 1583 1584 1585 1586 1587 1588 1589 1590 1591 1592 1593 1594 1595 1596 1597 1598 1599 1600 1601 1602 1603 1604 1605 1606 1607 1608
|
<!DOCTYPE html PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
<html>
<head>
<link href="doxygen.css" rel="stylesheet" type="text/css">
<title>Configuring QuickFIX</title>
</head>
<body>
<div class='header'>
<div class='headerTitle'>
Configuring QuickFIX
</div>
</div>
<div class='contents'>
<p>A quickfix acceptor or initiator can maintain multiple FIX
sessions. A FIX session is defined in QuickFIX as a unique
combination of a <b>BeginString</b> (the FIX version number), a
<b>SenderCompID</b> (your ID), and a <b>TargetCompID</b> (the
ID of your counterparty). A <b>SessionQualifier</b> can also be
use to disambiguate otherwise identical sessions.</p>
<p>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.</p>
<p>A settings file is set up with two types of headings, a
<b>[DEFAULT]</b> and a <b>[SESSION]</b> heading.
<b>[SESSION]</b> tells QuickFIX that a new Session is being
defined. <b>[DEFAULT]</b> 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.</p>
<br/><hr/>
<h1>Sample Settings File</h1>
<pre class='fragment'>
# 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
</pre>
<div>
<br/><hr/>
<h1>QuickFIX Settings</h1>
<table class='doxtable'>
<tr align="center" valign="middle">
<td colspan="4" bgcolor="#DDDDDD"><h2>Session</h2></td>
</tr>
<tr align="left" valign="middle">
<th>ID</th>
<th>Description</th>
<th>Valid Values</th>
<th>Default</th>
</tr>
<tr align="left" valign="middle">
<td><b>BeginString</b></td>
<td>Version of FIX this session should use</td>
<td>FIXT.1.1<br>
FIX.4.4<br>
FIX.4.3<br>
FIX.4.2<br>
FIX.4.1<br>
FIX.4.0</td>
<td></td>
</tr>
<tr align="left" valign="middle">
<td><b>SenderCompID</b></td>
<td>Your ID as associated with this FIX session</td>
<td>case-sensitive alpha-numeric string</td>
<td></td>
</tr>
<tr align="left" valign="middle">
<td><b>TargetCompID</b></td>
<td>Counter parties ID as associated with this FIX
session</td>
<td>case-sensitive alpha-numeric string</td>
<td></td>
</tr>
<tr align="left" valign="middle">
<td><b>SessionQualifier</b></td>
<td>Additional qualifier to disambiguate otherwise
identical sessions</td>
<td>case-sensitive alpha-numeric string</td>
<td></td>
</tr>
<tr align="left" valign="middle">
<td><b>DefaultApplVerID</b></td>
<td>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.</td>
<td>FIX.5.0SP2<br>
FIX.5.0SP1<br>
FIX.5.0<br>
FIX.4.4<br>
FIX.4.3<br>
FIX.4.2<br>
FIX.4.1<br>
FIX.4.0<br>
9<br>
8<br>
7<br>
6<br>
5<br>
4<br>
3<br>
2</td>
<td></td>
</tr>
<tr align="left" valign="middle">
<td><b>ConnectionType</b></td>
<td>Defines if session will act as an acceptor or an
initiator</td>
<td>initiator<br>
acceptor</td>
<td></td>
</tr>
<tr align="left" valign="middle">
<td><b>StartTime</b></td>
<td>Time of day that this FIX session becomes
activated</td>
<td>time in the format of HH:MM:SS, time is represented
in UTC</td>
<td></td>
</tr>
<tr align="left" valign="middle">
<td><b>EndTime</b></td>
<td>Time of day that this FIX session becomes
deactivated</td>
<td>time in the format of HH:MM:SS, time is represented
in UTC</td>
<td></td>
</tr>
<tr align="left" valign="middle">
<td><b>StartDay</b></td>
<td>For week long sessions, the starting day of week for
the session. Use in combination with StartTime.</td>
<td>Day of week in English using any abbreviation (i.e.
mo, mon, mond, monda, monday are all valid)</td>
<td></td>
</tr>
<tr align="left" valign="middle">
<td><b>EndDay</b></td>
<td>For week long sessions, the ending day of week for
the session. Use in combination with EndTime.</td>
<td>Day of week in English using any abbreviation (i.e.
mo, mon, mond, monda, monday are all valid)</td>
<td></td>
</tr>
<tr align="left" valign="middle">
<td><b>LogonTime</b></td>
<td>Time of day that this session logs on</td>
<td>time in the format of HH:MM:SS, time is represented
in UTC</td>
<td>SessionTime value</td>
</tr>
<tr align="left" valign="middle">
<td><b>LogoutTime</b></td>
<td>Time of day that this session logs out</td>
<td>time in the format of HH:MM:SS, time is represented
in UTC</td>
<td>EndTime value</td>
</tr>
<tr align="left" valign="middle">
<td><b>LogonDay</b></td>
<td>For week long sessions, the day of week the session logs on.
Use in combination with LogonTime.</td>
<td>Day of week in English using any abbreviation (i.e.
mo, mon, mond, monda, monday are all valid)</td>
<td>StartDay value</td>
</tr>
<tr align="left" valign="middle">
<td><b>LogoutDay</b></td>
<td>For week long sessions, the day of week
the session logs out. Use in combination with LogoutTime.</td>
<td>Day of week in English using any abbreviation (i.e.
mo, mon, mond, monda, monday are all valid)</td>
<td>EndDay value</td>
</tr>
<tr align="left" valign="middle">
<td><b>UseLocalTime</b></td>
<td>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.</td>
<td>Y<br>
N</td>
<td>N</td>
</tr>
<tr align="left" valign="middle">
<td><b>MillisecondsInTimeStamp</b></td>
<td>Determines if milliseconds should be added to
timestamps. Only available for FIX.4.2 and greater.</td>
<td>Y<br>
N</td>
<td>Y</td>
</tr>
<tr align="left" valign="middle">
<td><b>TimestampPrecision</b></td>
<td>Used to set the fractional part of timestamp. Allowable values are 0 to 9.
If set, overrrides MillisecondsInTimeStamp.</td>
<td>0-9</td>
<td></td>
</tr>
<tr align="left" valign="middle">
<td><b>SendRedundantResendRequests</b></td>
<td>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.</td>
<td>Y<br>
N</td>
<td>N</td>
</tr>
<tr align="left" valign="middle">
<td><b>ResetOnLogon</b></td>
<td>Determines if sequence numbers should be reset when
recieving a logon request. Acceptors only.</td>
<td>Y<br>
N</td>
<td>N</td>
</tr>
<tr align="left" valign="middle">
<td><b>ResetOnLogout</b></td>
<td>Determines if sequence numbers should be reset to 1
after a normal logout termination.</td>
<td>Y<br>
N</td>
<td>N</td>
</tr>
<tr align="left" valign="middle">
<td><b>ResetOnDisconnect</b></td>
<td>Determines if sequence numbers should be reset to 1
after an abnormal termination.</td>
<td>Y<br>
N</td>
<td>N</td>
</tr>
<tr align="left" valign="middle">
<td><b>RefreshOnLogon</b></td>
<td>Determines if session state should be restored from
persistence layer when logging on. Useful for creating
hot failover sessions.</td>
<td>Y<br>
N</td>
<td>N</td>
</tr>
<tr align="center" valign="middle">
<td colspan="4" bgcolor="#DDDDDD"><h2>Validation</h2></td>
</tr>
<tr align="left" valign="middle">
<th>ID</th>
<th>Description</th>
<th>Valid Values</th>
<th>Default</th>
</tr>
<tr align="left" valign="middle">
<td><b>UseDataDictionary</b></td>
<td>Tell session whether or not to expect a data
dictionary. You should always use a DataDictionary if you
are using repeating groups.</td>
<td>Y<br>
N</td>
<td>Y</td>
</tr>
<tr align="left" valign="middle">
<td><b>DataDictionary</b></td>
<td>XML definition file for validating incoming FIX
messages. If no DataDictionary is supplied, only basic
message validation will be done<br>
<br>
This setting should only be used with FIX transport
versions older than FIXT.1.1. See TransportDataDictionary
and AppDataDictionary for FIXT.1.1 settings.</td>
<td>valid XML data dictionary file, QuickFIX comes with
the following defaults in the spec directory<br>
<br>
FIX44.xml<br>
FIX43.xml<br>
FIX42.xml<br>
FIX41.xml<br>
FIX40.xml</td>
<td></td>
</tr>
<tr align="left" valign="middle">
<td><b>TransportDataDictionary</b></td>
<td>XML definition file for validating admin (transport)
messages. This setting is only valid for FIXT.1.1 (or
newer) sessions.<br>
<br>
See DataDictionary for older transport versions (FIX.4.0
- FIX.4.4) for additional information.</td>
<td>valid XML data dictionary file, QuickFIX comes with
the following defaults in the spec directory<br>
<br>
FIXT1.1.xml</td>
<td></td>
</tr>
<tr align="left" valign="middle">
<td><b>AppDataDictionary</b></td>
<td>
XML definition file for validating application
messages. This setting is only valid for FIXT.1.1 (or
newer) sessions.<br>
<br>
See DataDictionary for older transport versions
(FIX.4.0 - FIX.4.4) for additional information.<br>
<br>
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:
<pre class='fragment'>
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
</pre>
</td>
<td>valid XML data dictionary file, QuickFIX comes with
the following defaults in the spec directory<br>
<br>
FIX50SP2.xml<br>
FIX50SP1.xml<br>
FIX50.xml<br>
FIX44.xml<br>
FIX43.xml<br>
FIX42.xml<br>
FIX41.xml<br>
FIX40.xml</td>
<td></td>
</tr>
<tr align="left" valign="middle">
<td><b>ValidateLengthAndChecksum</b></td>
<td>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.</td>
<td>Y<br>
N</td>
<td>Y</td>
</tr>
<tr align="left" valign="middle">
<td><b>ValidateFieldsOutOfOrder</b></td>
<td>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.</td>
<td>Y<br>
N</td>
<td>Y</td>
</tr>
<tr align="left" valign="middle">
<td><b>ValidateFieldsHaveValues</b></td>
<td>If set to N, fields without values (empty) will not
be rejected. Useful for connecting to systems which
improperly send empty tags.</td>
<td>Y<br>
N</td>
<td>Y</td>
</tr>
<tr align="left" valign="middle">
<td><b>ValidateUserDefinedFields</b></td>
<td>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.</td>
<td>Y<br>
N</td>
<td>Y</td>
</tr>
<tr align="left" valign="middle">
<td><b>PreserveMessageFieldsOrder</b></td>
<td>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.</td>
<td>Y<br>
N</td>
<td>N</td>
</tr>
<tr align="left" valign="middle">
<td><b>CheckCompID</b></td>
<td>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.</td>
<td>Y<br>
N</td>
<td>Y</td>
</tr>
<tr align="left" valign="middle">
<td><b>CheckLatency</b></td>
<td>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.</td>
<td>Y<br>
N</td>
<td>Y</td>
</tr>
<tr align="left" valign="middle">
<td><b>MaxLatency</b></td>
<td>If CheckLatency is set to Y, this defines the number
of seconds latency allowed for a message to be processed.
Default is 120.</td>
<td>positive integer</td>
<td>120</td>
</tr>
<tr align="center" valign="middle">
<td colspan="4" bgcolor="#DDDDDD">
<h2>Miscellaneous</h2></td>
</tr>
<tr align="left" valign="middle">
<th>ID</th>
<th>Description</th>
<th>Valid Values</th>
<th>Default</th>
</tr>
<tr align="left" valign="middle">
<td><b>HttpAcceptPort</b></td>
<td>Port to listen to HTTP requests. Pointing a browser
to this port will bring up a control panel. Must be in
DEFAULT section.</td>
<td>positive integer</td>
<td></td>
</tr>
<tr align="center" valign="middle">
<td colspan="4" bgcolor="#DDDDDD"><h2>Initiator</h2></td>
</tr>
<tr align="left" valign="middle">
<th>ID</th>
<th>Description</th>
<th>Valid Values</th>
<th>Default</th>
</tr>
<tr align="left" valign="middle">
<td><b>ReconnectInterval</b></td>
<td>Time between reconnection attempts in seconds. Only
used for initiators</td>
<td>positive integer</td>
<td>30</td>
</tr>
<tr align="left" valign="middle">
<td><b>HeartBtInt</b></td>
<td>Heartbeat interval in seconds. Only used for
initiators.</td>
<td>positive integer</td>
<td></td>
</tr>
<tr align="left" valign="middle">
<td><b>LogonTimeout</b></td>
<td>Number of seconds to wait for a logon response before
disconnecting.</td>
<td>positive integer</td>
<td>10</td>
</tr>
<tr align="left" valign="middle">
<td><b>LogoutTimeout</b></td>
<td>Number of seconds to wait for a logout response
before disconnecting.</td>
<td>positive integer</td>
<td>2</td>
</tr>
<tr align="left" valign="middle">
<td><b>SocketConnectPort</b></td>
<td>Socket port for connecting to a session. Only used
with a SocketInitiator</td>
<td>positive integer</td>
<td></td>
</tr>
<tr align="left" valign="middle">
<td><b>SocketConnectHost</b></td>
<td>Host to connect to. Only used with a
SocketInitiator</td>
<td>valid IP address in the format of x.x.x.x or a domain
name</td>
<td></td>
</tr>
<tr align="left" valign="middle">
<td><b>SocketConnectPort<n></b></td>
<td>Alternate socket ports for connecting to a session
for failover, where <b>n</b> is a positive integer.
(i.e.) SocketConnectPort1, SocketConnectPort2... must be
consecutive and have a matching SocketConnectHost[n]</td>
<td>positive integer</td>
<td></td>
</tr>
<tr align="left" valign="middle">
<td><b>SocketConnectHost<n></b></td>
<td>Alternate socket hosts for connecting to a session
for failover, where <b>n</b> is a positive integer.
(i.e.) SocketConnectHost1, SocketConnectHost2... must be
consecutive and have a matching SocketConnectPort[n]</td>
<td>valid IP address in the format of x.x.x.x or a domain
name</td>
<td></td>
</tr>
<tr align="left" valign="middle">
<td><b>SocketNodelay</b></td>
<td>Indicates a socket should be created with
TCP_NODELAY. Currently, this must be defined in the
[DEFAULT] section.</td>
<td>Y<br>
N</td>
<td>N</td>
</tr>
<tr align="left" valign="middle">
<td><b>SocketSendBufferSize</b></td>
<td>Indicates the size of SO_SNDBUF. Currently, this must be defined in the
[DEFAULT] section.</td>
<td>positive integer</td>
<td>0</td>
</tr>
<tr align="left" valign="middle">
<td><b>SocketReceiveBufferSize</b></td>
<td>Indicates the size of SO_RCVBUF. Currently, this must be defined in the
[DEFAULT] section.</td>
<td>positive integer</td>
<td>0</td>
</tr>
<tr align="center" valign="middle">
<td colspan="4" bgcolor="#DDDDDD"><h2>Acceptor</h2></td>
</tr>
<tr align="left" valign="middle">
<th>ID</th>
<th>Description</th>
<th>Valid Values</th>
<th>Default</th>
</tr>
<tr align="left" valign="middle">
<td><b>SocketAcceptPort</b></td>
<td>Socket port for listening to incoming connections,
Only used with a SocketAcceptor</td>
<td>positive integer, valid open socket port. Currently,
this must be defined in the [DEFAULT] section.</td>
<td></td>
</tr>
<tr align="left" valign="middle">
<td><b>SocketReuseAddress</b></td>
<td>Indicates a socket should be created with
SO_REUSADDR, Only used with a SocketAcceptor</td>
<td>Y<br>
N</td>
<td>Y</td>
</tr>
<tr align="left" valign="middle">
<td><b>SocketNodelay</b></td>
<td>Indicates a socket should be created with
TCP_NODELAY. Currently, this must be defined in the
[DEFAULT] section.</td>
<td>Y<br>
N</td>
<td>N</td>
</tr>
<tr align="center" valign="middle">
<td colspan="4" bgcolor="#DDDDDD"><h2>Storage</h2></td>
</tr>
<tr align="left" valign="middle">
<th>ID</th>
<th>Description</th>
<th>Valid Values</th>
<th>Default</th>
</tr>
<tr align="left" valign="middle">
<td><b>PersistMessages</b></td>
<td>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.</td>
<td>Y<br>
Y</td>
<td>N</td>
</tr>
<tr align="center" valign="middle">
<td colspan="4" bgcolor="#BBBBBB"><h3>FILE</h3></td>
</tr>
<tr align="left" valign="middle">
<td><b>FileStorePath</b></td>
<td>Directory to store sequence number and message
files.</td>
<td>valid directory for storing files, must have write
access</td>
<td></td>
</tr>
<tr align="center" valign="middle">
<td colspan="4" bgcolor="#BBBBBB"><h3>MYSQL</h3></td>
</tr>
<tr align="left" valign="middle">
<td><b>MySQLStoreDatabase</b></td>
<td>Name of MySQL database to access for storing messages
and session state.</td>
<td>valid database for storing files, must have write
access and correct DB shema</td>
<td>quickfix</td>
</tr>
<tr align="left" valign="middle">
<td><b>MySQLStoreUser</b></td>
<td>User name logging in to MySQL database.</td>
<td>valid user with read/write access to appropriate
tables in database</td>
<td>root</td>
</tr>
<tr align="left" valign="middle">
<td><b>MySQLStorePassword</b></td>
<td>Users password.</td>
<td>correct MySQL password for user</td>
<td>empty password</td>
</tr>
<tr align="left" valign="middle">
<td><b>MySQLStoreHost</b></td>
<td>Address of MySQL database.</td>
<td>valid IP address in the format of x.x.x.x or a domain
name</td>
<td>localhost</td>
</tr>
<tr align="left" valign="middle">
<td><b>MySQLStorePort</b></td>
<td>Port of MySQL database.</td>
<td>positive integer</td>
<td>standard MySQL port</td>
</tr>
<tr align="left" valign="middle">
<td><b>MySQLStoreUseConnectionPool</b></td>
<td>Use database connection pools. When possible,
sessions will share a single database connection.
Otherwise each session gets its own connection.</td>
<td>Y<br>
N</td>
<td>N</td>
</tr>
<tr align="center" valign="middle">
<td colspan="4" bgcolor="#BBBBBB"><h3>POSTGRESQL</h3></td>
</tr>
<tr align="left" valign="middle">
<td><b>PostgreSQLStoreDatabase</b></td>
<td>Name of PostgreSQL database to access for storing
messages and session state.</td>
<td>valid database for storing files, must have write
access and correct DB shema</td>
<td>quickfix</td>
</tr>
<tr align="left" valign="middle">
<td><b>PostgreSQLStoreUser</b></td>
<td>User name logging in to PostgreSQL database.</td>
<td>valid user with read/write access to appropriate
tables in database</td>
<td>postgres</td>
</tr>
<tr align="left" valign="middle">
<td><b>PostgreSQLStorePassword</b></td>
<td>Users password.</td>
<td>correct PostgreSQL password for user</td>
<td>empty password</td>
</tr>
<tr align="left" valign="middle">
<td><b>PostgreSQLStoreHost</b></td>
<td>Address of MySQL database.</td>
<td>valid IP address in the format of x.x.x.x or a domain
name</td>
<td>localhost</td>
</tr>
<tr align="left" valign="middle">
<td><b>PostgreSQLStorePort</b></td>
<td>Port of PostgreSQL database.</td>
<td>positive integer</td>
<td>standard PostgreSQL port</td>
</tr>
<tr align="left" valign="middle">
<td><b>PostgreSQLStoreUseConnectionPool</b></td>
<td>Use database connection pools. When possible,
sessions will share a single database connection.
Otherwise each session gets its own connection.</td>
<td>Y<br>
N</td>
<td>N</td>
</tr>
<tr align="center" valign="middle">
<td colspan="4" bgcolor="#BBBBBB"><h3>ODBC</h3></td>
</tr>
<tr align="left" valign="middle">
<td><b>OdbcStoreUser</b></td>
<td>User name logging in to ODBC database.</td>
<td>valid user with read/write access to appropriate
tables in database. Ignored if UID is in the
OdbcStoreConnectionString.</td>
<td>sa</td>
</tr>
<tr align="left" valign="middle">
<td><b>OdbcStorePassword</b></td>
<td>Users password.</td>
<td>correct ODBC password for user. Ignored if PWD is in
the OdbcStoreConnectionString.</td>
<td>empty password</td>
</tr>
<tr align="left" valign="middle">
<td><b>OdbcStoreConnectionString</b></td>
<td>ODBC connection string for database</td>
<td>Valid ODBC connection string</td>
<td>DATABASE=quickfix;DRIVER={SQL
Server};SERVER=(local);</td>
</tr>
<tr align="center" valign="middle">
<td colspan="4" bgcolor="#DDDDDD"><h2>Logging</h2></td>
</tr>
<tr align="left" valign="middle">
<th>ID</th>
<th>Description</th>
<th>Valid Values</th>
<th>Default</th>
</tr>
<tr align="center" valign="middle">
<td colspan="4" bgcolor="#BBBBBB"><h3>FILE</h3></td>
</tr>
<tr align="left" valign="middle">
<td><b>FileLogPath</b></td>
<td>Directory to store logs.</td>
<td>valid directory for storing files, must have write
access</td>
<td></td>
</tr>
<tr align="left" valign="middle">
<td><b>FileLogBackupPath</b></td>
<td>Directory to store backup logs.</td>
<td>valid directory for storing backup files, must have
write access</td>
<td></td>
</tr>
<tr align="center" valign="middle">
<td colspan="4" bgcolor="#BBBBBB"><h3>SCREEN</h3></td>
</tr>
<tr align="left" valign="middle">
<td><b>ScreenLogShowIncoming</b></td>
<td>Print incoming messages to standard out.</td>
<td>Y<br>N</td>
<td>Y</td>
</tr>
<tr align="left" valign="middle">
<td><b>ScreenLogShowOutgoing</b></td>
<td>Print outgoing messages to standard out.</td>
<td>Y<br>N</td>
<td>Y</td>
</tr>
<tr align="left" valign="middle">
<td><b>ScreenLogShowEvents</b></td>
<td>Print events to standard out.</td>
<td>Y<br>N</td>
<td>Y</td>
</tr>
<tr align="center" valign="middle">
<td colspan="4" bgcolor="#BBBBBB"><h3>MYSQL</h3></td>
</tr>
<tr align="left" valign="middle">
<td><b>MySQLLogDatabase</b></td>
<td>Name of MySQL database to access for logging.</td>
<td>valid database for storing files, must have write
access and correct DB shema</td>
<td>quickfix</td>
</tr>
<tr align="left" valign="middle">
<td><b>MySQLLogUser</b></td>
<td>User name logging in to MySQL database.</td>
<td>valid user with read/write access to appropriate
tables in database</td>
<td>root</td>
</tr>
<tr align="left" valign="middle">
<td><b>MySQLLogPassword</b></td>
<td>Users password.</td>
<td>correct MySQL password for user</td>
<td>empty password</td>
</tr>
<tr align="left" valign="middle">
<td><b>MySQLLogHost</b></td>
<td>Address of MySQL database.</td>
<td>valid IP address in the format of x.x.x.x or a domain
name</td>
<td>localhost</td>
</tr>
<tr align="left" valign="middle">
<td><b>MySQLLogPort</b></td>
<td>Port of MySQL database.</td>
<td>positive integer</td>
<td>standard MySQL port</td>
</tr>
<tr align="left" valign="middle">
<td><b>MySQLLogUseConnectionPool</b></td>
<td>Use database connection pools. When possible,
sessions will share a single database connection.
Otherwise each session gets its own connection.</td>
<td>Y<br>N</td>
<td>N</td>
</tr>
<tr align="left" valign="middle">
<td><b>MySQLLogIncomingTable</b></td>
<td>Name of table where incoming messages will be
logged.</td>
<td>Valid table with correct schema.</td>
<td>messages_log</td>
</tr>
<tr align="left" valign="middle">
<td><b>MySQLLogOutgoingTable</b></td>
<td>Name of table where outgoing messages will be
logged.</td>
<td>Valid table with correct schema.</td>
<td>messages_log</td>
</tr>
<tr align="left" valign="middle">
<td><b>MySQLLogEventTable</b></td>
<td>Name of table where events will be logged.</td>
<td>Valid table with correct schema.</td>
<td>event_log</td>
</tr>
<tr align="center" valign="middle">
<td colspan="4" bgcolor="#BBBBBB"><h3>POSTGRESQL</h3></td>
</tr>
<tr align="left" valign="middle">
<td><b>PostgreSQLLogDatabase</b></td>
<td>Name of PostgreSQL database to access for
logging.</td>
<td>valid database for storing files, must have write
access and correct DB shema</td>
<td>quickfix</td>
</tr>
<tr align="left" valign="middle">
<td><b>PostgreSQLLogUser</b></td>
<td>User name logging in to PostgreSQL database.</td>
<td>valid user with read/write access to appropriate
tables in database</td>
<td>postgres</td>
</tr>
<tr align="left" valign="middle">
<td><b>PostgreSQLLogPassword</b></td>
<td>Users password.</td>
<td>correct PostgreSQL password for user</td>
<td>empty password</td>
</tr>
<tr align="left" valign="middle">
<td><b>PostgreSQLLogHost</b></td>
<td>Address of PostgreSQL database.</td>
<td>valid IP address in the format of x.x.x.x or a domain
name</td>
<td>localhost</td>
</tr>
<tr align="left" valign="middle">
<td><b>PostgreSQLLogPort</b></td>
<td>Port of PostgreSQL database.</td>
<td>positive integer</td>
<td>standard PostgreSQL port</td>
</tr>
<tr align="left" valign="middle">
<td><b>PostgreSQLLogUseConnectionPool</b></td>
<td>Use database connection pools. When possible,
sessions will share a single database connection.
Otherwise each session gets its own connection.</td>
<td>Y<br>
N</td>
<td>N</td>
</tr>
<tr align="left" valign="middle">
<td><b>PostgresSQLLogIncomingTable</b></td>
<td>Name of table where incoming messages will be
logged.</td>
<td>Valid table with correct schema.</td>
<td>messages_log</td>
</tr>
<tr align="left" valign="middle">
<td><b>PostgresSQLLogOutgoingTable</b></td>
<td>Name of table where outgoing messages will be
logged.</td>
<td>Valid table with correct schema.</td>
<td>messages_log</td>
</tr>
<tr align="left" valign="middle">
<td><b>PostgresSQLLogEventTable</b></td>
<td>Name of table where events will be logged.</td>
<td>Valid table with correct schema.</td>
<td>event_log</td>
</tr>
<tr align="center" valign="middle">
<td colspan="4" bgcolor="#BBBBBB"><h3>ODBC</h3></td>
</tr>
<tr align="left" valign="middle">
<td><b>OdbcLogUser</b></td>
<td>User name logging in to ODBC database.</td>
<td>valid user with read/write access to appropriate
tables in database</td>
<td>sa</td>
</tr>
<tr align="left" valign="middle">
<td><b>OdbcLogPassword</b></td>
<td>Users password.</td>
<td>correct ODBC password for user. Ignored if UID is in
the OdbcLogConnectionString.</td>
<td>empty password</td>
</tr>
<tr align="left" valign="middle">
<td><b>OdbcLogConnectionString</b></td>
<td>ODBC connection string for database</td>
<td>Valid ODBC connection string. Ignored if PWD is in
the OdbcStoreConnectionString.</td>
<td>DATABASE=quickfix;DRIVER={SQL
Server};SERVER=(local);</td>
</tr>
<tr align="left" valign="middle">
<td><b>OdbcLogIncomingTable</b></td>
<td>Name of table where incoming messages will be
logged.</td>
<td>Valid table with correct schema.</td>
<td>messages_log</td>
</tr>
<tr align="left" valign="middle">
<td><b>OdbcLogOutgoingTable</b></td>
<td>Name of table where outgoing messages will be
logged.</td>
<td>Valid table with correct schema.</td>
<td>messages_log</td>
</tr>
<tr align="left" valign="middle">
<td><b>OdbcLogEventTable</b></td>
<td>Name of table where events will be logged.</td>
<td>Valid table with correct schema.</td>
<td>event_log</td>
</tr>
<tr align="center" valign="middle">
<td colspan="4" bgcolor="#DDDDDD"><h2>SSL</h2></td>
</tr>
<tr align="left" valign="middle">
<th>ID</th>
<th>Description</th>
<th>Valid Values</th>
<th>Default</th>
</tr>
<tr align="center" valign="middle">
<td colspan="4">Parameters have to be defined in the DEFAULT section.</td>
</tr>
<tr align="left" valign="middle">
<td><b>SSLProtocol</b></td>
<td>This directive can be used to control the SSL protocol flavors the application
should use when establishing its environment.<br><br>
The available (case-insensitive) protocols are:<br><br>
SSLv2<br>
This is the Secure Sockets Layer (SSL) protocol, version 2.0. It is the
original SSL protocol as designed by Netscape Corporation.<br><br>
SSLv3<br>
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.<br><br>
TLSv1<br>
This is the Transport Layer Security (TLS) protocol, version 1.0.<br><br>
TLSv1_1<br>
This is the Transport Layer Security (TLS) protocol, version 1.1.<br><br>
TLSv1_2<br>
This is the Transport Layer Security (TLS) protocol, version 1.2.<br><br>
all<br>
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.<br><br>
Example:<br>
enable all but not SSLv2<br>
SSL_PROTOCOL = all -SSLv2</td>
<td></td>
<td>all -SSLv2</td>
</tr>
<tr align="left" valign="middle">
<td><b>SSLCipherSuite</b></td>
<td>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.<br><br>
An SSL cipher specification in cipher-spec is composed of 4 major attributes
plus a few extra minor ones.<br><br>
Key Exchange Algorithm:<br>
RSA or Diffie-Hellman variants.<br><br>
Authentication Algorithm:<br>
RSA, Diffie-Hellman, DSS or none.<br><br>
Cipher/Encryption Algorithm:<br>
DES, Triple-DES, RC4, RC2, IDEA or none.<br><br>
MAC Digest Algorithm:<br>
MD5, SHA or SHA1.<br><br>
For more details refer to mod_ssl documentation.<br><br>
Example: RC4+RSA:+HIGH:</td>
<td></td>
<td>HIGH:!RC4</td>
</tr>
<tr align="left" valign="middle">
<td><b>CertificationAuthoritiesFile</b></td>
<td>This directive sets the all-in-one file where you can assemble the
Certificates of Certification Authorities (CA) whose clients you deal with.
<td></td>
<td></td>
</tr>
<tr align="left" valign="middle">
<td><b>CertificationAuthoritiesDirectory</b></td>
<td>This directive sets the directory where you keep the Certificates of
Certification Authorities (CAs) whose clients you deal with.</td>
<td></td>
<td></td>
</tr>
<tr align="center" valign="middle">
<td colspan="4" bgcolor="#BBBBBB"><h3>ACCEPTOR</h3></td>
</tr>
<tr align="left" valign="middle">
<td><b>ServerCertificateFile</b></td>
<td>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).</td>
<td></td>
<td></td>
</tr>
<tr align="left" valign="middle">
<td><b>ServerCertificateKeyFile</b></td>
<td>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.</td>
<td></td>
<td></td>
</tr>
<tr align="left" valign="middle">
<td><b>CertificateVerifyLevel</b></td>
<td>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.</td>
<td></td>
<td></td>
</tr>
<tr align="left" valign="middle">
<td><b>CertificateRevocationListFile</b></td>
<td>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.</td>
<td></td>
<td></td>
</tr>
<tr align="left" valign="middle">
<td><b>CertificateRevocationListDirectory</b></td>
<td>This directive sets the directory where you keep the Certificate Revocation
Lists (CRL) of Certification Authorities (CAs) whose clients you deal with.</td>
<td></td>
<td></td>
</tr>
<tr align="center" valign="middle">
<td colspan="4" bgcolor="#BBBBBB"><h3>INITIATOR</h3></td>
</tr>
<tr align="left" valign="middle">
<td><b>ClientCertificateFile</b></td>
<td>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).</td>
<td></td>
<td></td>
</tr>
<tr align="left" valign="middle">
<td><b>ClientCertificateKeyFile</b></td>
<td>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.</td>
<td></td>
<td></td>
</tr>
</table>
</div>
</div>
</body>
</html>
|