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OnixS C++ B3 BOE Binary Order Entry
1.2.0
API Documentation
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OnixS C++ B3 BOE Binary Order Entry
1.2.0
API Documentation
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Inner Contents | |
| File-Based Session Storage | |
| Asynchronous File-Based Session Storage | |
| Memory-based Session Storage | |
| Pluggable Session Storage | |
By default, the Handler uses File-Based Session Storage, so it stores incoming and outgoing messages and session's state data in files in the OnixS::B3::BOE::SessionSettings::storageDirectory folder.
However, it is possible to keep all session-related data in memory using the Memory-based Session Storage.
Also, one can use asynchronous-file-based-session-storage, which combines excellent performance with the File-Based Session Storage functionality.
Yet another option is to use the Pluggable Session Storage.
When the OnixS::B3::BOE::Session object is created, the session state (OnixS::B3::BOE::Session::sessionVerId, OnixS::B3::BOE::Session::negotiated, OnixS::B3::BOE::Session::inSeqNum, OnixS::B3::BOE::Session::outSeqNum, etc.) is restored from the session storage.
To start a session as a new one (so-called "clean start"), either remove the session storage files from the previous runs or call the OnixS::B3::BOE::Session::reset() method.
When the session is finished, the session storage files are not needed anymore. They can be backed up, and later a new FIXP session with a new SessionVerID will start message sequence numbers from 1.
The usual practice is to back up log files at the end of the business day (so-called "End Of Day procedure") to generate a new Session Version Identification (sessionVerId) and start the sequence numbers from 1 at the beginning of the next trading day.