config

Documentation

Overview

Package config declares application and session settings for QuickFIX/Go

BeginString

Version of FIX this session should use. Valid values:

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. Value is case-sensitive alpha-numeric string.

TargetCompID

Counter parties ID as associated with this FIX session. Value is case-sensitive alpha-numeric string.

SessionQualifier

Additional qualifier to disambiguate otherwise identical sessions. Value is 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. Valid Values:

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

TimeZone

Time zone for this session; if specified, the session start and end will be converted from this zone to UTC. Valid Values:

IANA Time zone ID (America/New_York, Asia/Tokyo, Europe/London, etc.)
Local (The Zone on host)

Defaults to UTC.

StartTime

Time of day that this FIX session becomes activated. Valid Values:

time in the format of HH:MM:SS, time is represented in time zone configured by TimeZone

EndTime

Time of day that this FIX session becomes deactivated. Valid Values:

time in the format of HH:MM:SS, time is represented in time zone configured by TimeZone

StartDay

For week long sessions, the starting day of week for the session. Use in combination with StartTime. Valid Values:

Full day of week in English, or 3 letter abbreviation (i.e. Monday and Mon are valid)

EndDay

For week long sessions, the ending day of week for the session. Use in combination with EndTime. Valid Values:

Full day of week in English, or 3 letter abbreviation (i.e. Monday and Mon are valid)

ResetOnLogon

Determines if sequence numbers should be reset when receiving a logon request. Acceptors only. Valid Values:

Y
N

Defaults to N.

ResetOnLogout

Determines if sequence numbers should be reset to 1 after a normal logout termination. Valid Values:

Y
N

Defaults to N.

RefreshOnLogon

Determines if session state should be restored from persistence layer when logging on. Useful for creating hot failover sessions. Valid Values:

Y
N

Defaults to N.

Validation

The following settings are specific to message validation.

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. Value must be a valid XML data dictionary file. QuickFIX/Go 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. Value must be a valid XML data dictionary file, QuickFIX/Go 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

Value must be a valid XML data dictionary file. QuickFIX/Go 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

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. Valid Values:

Y
N

Defaults to Y.

ReconnectInterval

Time between reconnection attempts in seconds. Only used for initiators. Value must be positive integer.

Defaults to 30

HeartBtInt

Heartbeat interval in seconds. Only used for initiators. Value must be positive integer.

SocketConnectPort

Socket port for connecting to a session. Only used for initiators. Must be positive integer

SocketConnectHost

Host to connect to. Only used for initiators. Value must be a valid IPv4 or IPv6 address 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]. Value must be a 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]. Value must be a valid IPv4 or IPv6 address or a domain name

SocketAcceptHost

Socket host address for listening on incoming connections, only used for acceptors. By default acceptors listen on all available interfaces.

SocketAcceptPort

Socket port for listening to incoming connections, only used for acceptors. Value must be a positive integer, valid open socket port.

SocketPrivateKeyFile

Private key to use for secure TLS connections. Must be used with SocketCertificateFile.

SocketCertificateFile

Certificate to use for secure TLS connections. Must be used with SocketPrivateKeyFile.

SocketCAFile

Optional root CA to use for secure TLS connections. For acceptors, client certificates will be verified against this CA. For initiators, clients will use the CA to verify the server certificate. If not configurated, initiators will verify the server certificate using the host's root CA set.

FileLogPath

Directory to store logs. Value must be valid directory for storing files, application must have write access.

FileStorePath

Directory to store sequence number and message files. Only used with FileStoreFactory.

SQLStoreDriver

The name of the database driver to use (see https://github.com/golang/go/wiki/SQLDrivers for the list of available drivers). Only used with SqlStoreFactory.

SQLStoreDataSourceName

The driver-specific data source name of the database to use. Only used with SqlStoreFactory.

SQLStoreConnMaxLifetime

SetConnMaxLifetime sets the maximum duration of time that a database connection may be reused (see https://golang.org/pkg/database/sql/#DB.SetConnMaxLifetime). Defaults to zero, which causes connections to be reused forever. Only used with SqlStoreFactory.

If your database server has a config option to close inactive connections after some duration (e.g. MySQL "wait_timeout"), set SQLConnMaxLifetime to a value less than that duration.

Example Values:

SQLConnMaxLifetime=14400s # 14400 seconds
SQLConnMaxLifetime=2h45m  # 2 hours and 45 minutes

Index

• Constants

Constants

const (
	BeginString              string = "BeginString"
	SenderCompID             string = "SenderCompID"
	TargetCompID             string = "TargetCompID"
	SessionQualifier         string = "SessionQualifier"
	SocketAcceptHost         string = "SocketAcceptHost"
	SocketAcceptPort         string = "SocketAcceptPort"
	SocketConnectHost        string = "SocketConnectHost"
	SocketConnectPort        string = "SocketConnectPort"
	SocketPrivateKeyFile     string = "SocketPrivateKeyFile"
	SocketCertificateFile    string = "SocketCertificateFile"
	SocketCAFile             string = "SocketCAFile"
	DefaultApplVerID         string = "DefaultApplVerID"
	StartTime                string = "StartTime"
	EndTime                  string = "EndTime"
	StartDay                 string = "StartDay"
	EndDay                   string = "EndDay"
	TimeZone                 string = "TimeZone"
	DataDictionary           string = "DataDictionary"
	TransportDataDictionary  string = "TransportDataDictionary"
	AppDataDictionary        string = "AppDataDictionary"
	ResetOnLogon             string = "ResetOnLogon"
	RefreshOnLogon           string = "RefreshOnLogon"
	ResetOnLogout            string = "ResetOnLogout"
	ReconnectInterval        string = "ReconnectInterval"
	HeartBtInt               string = "HeartBtInt"
	FileLogPath              string = "FileLogPath"
	FileStorePath            string = "FileStorePath"
	SQLStoreDriver           string = "SQLStoreDriver"
	SQLStoreDataSourceName   string = "SQLStoreDataSourceName"
	SQLStoreConnMaxLifetime  string = "SQLStoreConnMaxLifetime"
	ValidateFieldsOutOfOrder string = "ValidateFieldsOutOfOrder"
)

Const configuration settings