OnixS C++ FIX Engine  3.24.0
API Documentation
FIX Session

Inner Contents

 Establishing FIX Connection
 Exchanging Messages
 Message Sequence Numbers

Detailed Description

A FIX session is defined as a bi-directional stream of ordered messages between two parties within a continuous sequence number series. It is represented by the OnixS::FIX::Session class.

Constructing FIX Session

To create a session the OnixS::FIX::Session::Session constructors have to be used.

Minimal set of parameters, required to construct session instance, contains sender, target identifiers and version of the FIX protocol, that is used by the session; and instance of the OnixS::FIX::ISessionListener class, whose members will be called by constructed session due to miscellaneous events like appearance of incoming FIX message.

FIX Session Role

A Session can participate in FIX connection in one of two roles: as an Acceptor or as an Initiator.

Acceptor is the receiving party of the FIX session. It listens to the incoming connection on the pre-defined port. The Acceptor has responsibility to perform the first level authentication and formally declares the connection request, "accepted" through transmission of an acknowledgment Logon message.

Initiator establishes the telecommunications link and initiates the session via transmission of the initial Logon message.

To determine the role of the session, the OnixS::FIX::Session::role member can be used.

Shutting Down Session

To gracefully terminate the session, the OnixS::FIX::Session::shutdown method must be used.