Initiator

FIX Initiator

A FIX Initiator application is a Buy-side application that initially establishes a communication link with the FIX Acceptor application server (Sell-side) of the counterparty and then sends a session initiating Logon message to the FIX Acceptor application via the established communication link.

The QXFIX Engine API library makes it easy for you to develop an application that can act as a FIX Initiator and connect to the counterparty (Acceptor application’s server) and conduct sessions as per mutually agreed FIX specifications.

Components of Initiator Application

Component details	Role in the Initiator application
Callback handler (FixInitiatorHandler)	Provides callback interface to listen to events
FIX configuration (FixConfig)	Represents FIX config XML
Persistence layer (FixDBConfig)	Handles DB persistence
FIX session (FixSession)	Manages FIX connection
Alert manager (FixAlertManager)	Handles alerts

FAQs

1. What is an Initiator?
2. How do I define my own callback handling mechanism in my Initiator application?
3. How do I configure my Initiator application for different FIX sessions?
4. How do I create a persistence layer for my entire Initiator application?
5. How do I extract a FixSession object associated with an instance of the Initiator?
6. How do I register to different session alerts?
7. How do I write my Initiator application?
8. How do I pass Logon credentials?
9. How do I handle exceptions?
10. Can I block AlertManager callbacks?
11. How do I use SSL?

1. What is an Initiator?

View Answer

The Initiator class provides abstraction over FixSession.

Key methods:

• Init() → initialize
• Start() → start session
• Stop() → stop session

---

2. How do I define my own callback handling mechanism?

View Answer

You can extend FixInitiatorHandler.

View Code

public class MyInitiatorCallbackListner : FixInitiatorHandler
{
    // override methods
}

3. How do I configure my Initiator application for different FIX sessions?

View Answer

An instance of the Initiator class requires a FixConfig object.

You can load configuration using an XML file.

View Code

string configFile = "...//Initiator.config";
FixConfig fixConfig = new FixConfig(configFile);

---

4. How do I create a persistence layer for my entire Initiator application?

View Answer

Persistence layer initialization is a one-time process.

FixDBConfig provides persistence configuration.

View Code

string dbName = "FFFix";

string dbHostName = Dns.GetHostName();

string dbConnectionString = string.Format(
    "Data Source={0};Initial Catalog={1};Integrated Security=SSPI;Pooling=true;Min Pool Size=0;Max Pool Size=100;Connect Timeout=30",
    dbHostName, dbName
);

FixDBConfig dbConfig = new FixDBConfig(eDBProvider.SqlServer, dbConnectionString);

FixProcess.Instance.Init(dbConfig);

---

5. How do I extract a FixSession object associated with an instance of the Initiator?

View Answer

After initializing the Initiator, you can retrieve the FixSession.

View Code

using com.QX.FIXEngine;
using com.QX.FIXEngine.Initiator;

Initiator _initiator = null;
FixSession _fixSession = null;

_initiator = new Initiator();
_initiator.Init(...);

_fixSession = _initiator.GetFixSession();

6. How do I register to different session alerts?

View Answer

You can register for session alerts using FixAlertManager.

View Code

_fixSession.GetAlertManager().RegisterAlertCallback(
    com.QX.FIXEngine.Core.eAlertType.All,
    new AlertCallbackRoutine(OnFIXSessionAlertMessage)
);

private void OnFIXSessionAlertMessage(SessionInfo fixSessionInfo,
    eAlertType alertType,
    string alertMessage,
    string additionalMessage)
{
    if (alertType == eAlertType.InboundMessageSeqNumber)
    {
        SetControlText(this.txtInboundSequenceNumber, alertMessage);
    }
    else if (alertType == eAlertType.OutboundMessageSeqNumber)
    {
        SetControlText(this.txtOutboundSequenceNumber, alertMessage);
    }
    else if (alertType == eAlertType.InboundMessage)
    {
        SetControlText(this.rtbMessageLog, "INBOUND MESSAGE: " + alertMessage);
    }
    else if (alertType == eAlertType.OutboundMessage)
    {
        SetControlText(this.rtbMessageLog, "OUTBOUND MESSAGE: " + alertMessage);
    }
    else if (alertType == eAlertType.SessionStateChange)
    {
        SetControlText(this.txtSessionState, alertMessage);
    }
    else if (alertType == eAlertType.Info ||
             alertType == eAlertType.Error ||
             alertType == eAlertType.Warning)
    {
        SetControlText(this.rtbLog,
            alertType.ToString().ToUpper() + ": " + alertMessage);
    }
}

7. How do I write my Initiator application? What steps do I need to follow?

View Answer

The steps are:

1. Create callback listener
2. Create FIX Data Dictionary
3. Create FIX configuration
4. Link dictionary in config
5. Start coding

Step 1: Callback listener

View Code

internal sealed class InitiatorCallbackListner : FixInitiatorHandler
{
    public override void OnSessionInitialize(FixSession fixSession) { }

    public override void OnConnect(FixSession fixSession) { }

    public override void OnApplicationMessage(FixSession fixSession, FixMessage message) { }
}

Step 2: FIX Data Dictionary

View Code

<?xml version="1.0" standalone="yes"?>
<fixDataDictionary version="FIX.4.2">
    <fixheader>
        <fixfield name="BeginString" required="Y" />
        <fixfield name="BodyLength" required="Y" />
    </fixheader>
</fixDataDictionary>

Step 3: FIX Configuration

View Code

<configuration>
    <Session>
        <add key="ConnectionType" value="Initiator" />
        <add key="HeartBtInt" value="30" />
    </Session>
</configuration>

Step 4: Link Data Dictionary

View Code

<add key="DataDictionary" value="InitiatorDataDictionary.xml" />

Step 5: Initiator Application Code

View Code

Initiator _initiator = new Initiator();

string configPath = "config.xml";
FixConfig fixConfig = new FixConfig(configPath);

string userID = "Initiator1";

FixDBConfig dbConfig = new FixDBConfig(
    eDBProvider.SqlServer,
    "connection string"
);

_initiator.Init(userID, fixConfig, dbConfig, null);

_initiator.Start();

_initiator.Stop();

8. How do I pass Logon credentials to my counterparty?

View Answer

You can pass Logon credentials in two ways:

Method 1: During Init()

View Code

Initiator initiator = new Initiator();

FixMessageBody logonMsgBody = new FixMessageBody();
logonMsgBody.SetField(FixFieldTag.Password_554, "Pwd");

initiator.Init(userName, fixConfig, persistConfig, callbackHandler, logonMsgBody);

initiator.Start();

Method 2: Override SendingLogonMessage

View Code

class InitiatorCallbackListner : FixInitiatorHandler
{
    public override void SendingLogonMessage(FixSession fixSession, FixMessage logonMessage)
    {
        logonMessage.SetField(FixFieldTag.Password_554, "Pwd");
    }
}

---

9. How do I handle exceptions thrown by the QXFIX Engine library?

View Answer

QXFIX Engine uses FixException for error handling.

View Code

try
{
    // Your code using QXFIX API
}
catch (FixException ex)
{
    System.Console.WriteLine("Exception " + ex.Message);
}

This approach ensures centralized error handling and improves code readability.

---

10. Can I block a callback method of AlertManager for lengthy processing?

View Answer

No. AlertManager uses threadPool threads which are designed for short tasks.

Long blocking operations may degrade performance.

Key Points

• Keep callback methods lightweight
• Avoid long-running tasks
• Prevent blocking threads

---

11. How do I use SSL to connect to my counterparty?

View Answer

To enable SSL, update your FIX configuration file:

1. Set UseSSLProtocol = Y
2. Provide CNName
3. Provide CertificateFile

View Code

<SecureSSLProtocol UseSSLProtocol="Y">

    <add key="CNName" value="..." />
    <add key="CertificateFile" value="..." />

    <!--<add key="PrivateKeyFile" value="..." />
    <add key="PrivateKeyPassword" value="..." />-->

</SecureSSLProtocol>