Connectivity guide for the Zero Hash FIX STP Gateway.
Overview
The Connectivity and Logon process establishes a connection between your system and the Zero Hash FIX STP Gateway. This process ensures secure communication and authentication before initiating any data exchange.
Message Types
The following message types are utilized during the Connectivity and Logon process:
- Logon (35=A): Initiates the session between your system and the FIX STP Gateway. Includes essential session information and authentication credentials.
- Logon Acknowledgment (35=Ack): Confirms successful session establishment and authentication.
- Heartbeat (35=0): Periodic message sent to confirm connectivity and inform the counterparty that the connection is active.
- Test Request (35=1): Sent by one party to request a Test Response message from the counterparty.
Resend Request (35=2): Sent by one party to request the retransmission of missed messages. - Reject (35=3): Sent in response to a message that cannot be processed due to invalid or inconsistent data.
Sequence Reset (35=4): Indicates the reset of the incoming message sequence number to the specified value. - Logout (35=5): Gracefully terminates the session between your system and the FIX STP Gateway.
- Logon Process Initiation: Your system sends a Logon message to the Zero Hash FIX STP Gateway, providing authentication credentials and session information.
- Validation: The FIX STP Gateway verifies the provided credentials and session parameters.
Acknowledgment: Upon successful validation, the FIX STP Gateway responds with a Logon Acknowledgment message, confirming the establishment of the session. - Heartbeat Exchange: Once the session is established, both parties exchange Heartbeat messages periodically to maintain connectivity and confirm that the connection is active.
Session Management - Heartbeat: Sent at regular intervals to ensure connectivity and inform the counterparty of an active connection. If a heartbeat is not received within a specified time frame, the session may be terminated.
- Logout: Either party can initiate a Logout message to gracefully terminate the session. Upon receiving a Logout message, both parties should cease further message exchange and close the connection.
Resilience and Error Handling
- Resend Request: If a message is missed or received out of sequence, either party can request the retransmission of specific messages using a Resend Request message.
- Reject: If a received message contains invalid or inconsistent data, the recipient responds with a Reject message, indicating the reason for rejection and providing necessary details for correction.
Best Practices
Ensure that all messages adhere to the FIX protocol standards and contain valid data.
Monitor Heartbeat messages to detect connectivity issues and ensure the continuous operation of the session.
Implement robust error handling mechanisms to address message rejections, resend requests, and sequence resets effectively.
Adhere to the session management guidelines to maintain a stable and reliable connection throughout the trading session.