Predefined Schedules and Connection Settings

To simplify development, Session Scheduler provides an ability to define session schedules and connecting settings in configuration files for later referencing in the source code.

Once presets are defined in the file, the session scheduler can use them during the instance initialization stage (OnixS::FIX::Scheduling::SessionSchedulerOptions class exposes OnixS::FIX::Scheduling::SessionSchedulerOptions::configurationFile member for these purposes). Afterwards, both schedules and connection settings can be referenced in the source code using the string identifiers. Scheduler exposes the OnixS::FIX::Scheduling::SessionScheduler::add overload to schedule a session with parameters described in a configuration file.

Example

    using namespace OnixS::FIX::Scheduling;

    SessionSchedulerOptions schedulerOptions;

    schedulerOptions.configurationFile("Scheduler.conf");

    SessionScheduler scheduler(schedulerOptions);

    scheduler.add(&sessionWithCurrenex, "Currenex", "Currenex");

Moreover, OnixS::FIX::Scheduling::SessionScheduler exposes OnixS::FIX::Scheduling::SessionScheduler::findSchedule and OnixS::FIX::Scheduling::SessionScheduler::findConnectionSettings members to access real instances of schedules and connection settings described in the configuration file. These members can help when a session has to be registered with a partially predefined configuration.

Example

The following example demonstrates how a session can be registered with a predefined schedule, but custom connection settings are not described in the configuration file.

    using namespace OnixS::FIX::Scheduling;

    scheduler.add(
        &testingEnvironmentSession,
        *scheduler.findSchedule("ICE"),
        InitiatorConnectionSettings("testing-evironment.ice.com", 8000));

Configuration File Reference

Description of Scheduler settings has XML-based syntax. The following tags are supported:

Tag	Description
SchedulerSettings	Root element of scheduler's configuration.
Schedules	Contains descriptions of predefined schedules.
Schedule	Describes attributes of a particular session schedule.
Connections	Contains descriptions of predefined session connection settings.
Connection	Defines characteristics of a particular session connection.

Note

Up-to-date Scheduler settings configuration schema available on Corporate Website.

Defining Session Schedule

Session Schedule description consists in definition of the following attributes for the <Schedule> element:

Attribute	Values	Notes
id	Non-empty String	It's a unique identifier for the schedule. The value of this attribute is used later in the source code to refer to the described schedule. It must be unique among all schedules.
firstDay	Sunday, Monday, Tuesday, Wednesday, Thursday, Friday, Saturday	Defines the first day of the activity week for session.
lastDay	Sunday, Monday, Tuesday, Wednesday, Thursday, Friday, Saturday	Defines the last day of the activity week for session.
logonTime	Time value from 0:00 till 23:59 in 24 hours format (with optional seconds resolution).	Defines the time of logon for a session.
logoutTime	Time value from 0:00 till 23:59 in 24 hours format (with optional seconds resolution).	Defines the time of logout for a session.
sessionDuration	day, week	Defines, whether session continues the entire week, or the activity time frame is limited for a single day.
resetSessionNumber	never, daily, weekly	Defines session sequence number reset policy.

Defining Session Connection Settings

The description of connection settings consists of the definition of the following attributes for the <Connection> element:

Attribute	Values	Notes
id	Non-empty String	It's a unique identifier for the settings set. The value of this attribute is used later in the source code to refer to described settings. It must be unique among all settings sets.
role	initiator, acceptor	Specifies, whether session must be connected as acceptor or initiator.
host	String	If a session must be logged on in the role of initiator, this parameter defines a remote host to which the session must connect to. Otherwise, the attribute is ignored.
port	Number	If a session must be logged on in the role of initiator, this parameter defines a port number to which the session must connect to. Otherwise, the attribute is ignored.
heartbeatInterval	Number	If a session must be logged on in the role of initiator, this parameter defines time interval between two heartbeat messages sent by session on the connection idle state.
setResetSeqNumbers	false, true	If a session must be logged on in the role of initiator, this parameter defines, whether the session must include a special flag to the logon message for instructing counterparty how to reset session sequence numbers, once logon procedure is succeeded.
customLogonMessage	String	If a session must be logged on in the role of initiator, this parameter defines FIX message to be used each time the scheduled session tries to logon to a counterparty. NOTE: Since <SOH> symbol can't be used in XML-based config, '|' symbol is used as message fields delimiter.
customLogonMessageFieldDelimiter	String	Represents delimiter used to separate FIX fields (tag-value pairs) in custom logon message, defined by the customLogonMessage attribute.
customLogonMessageFile	String	If a session must be logged on in the role of initiator, this parameter defines the path to the file in which custom logon message is located. This message will be used each time the scheduled session tries to logon to a counterparty. It is ignored, if the customLogonMessage attribute is defined.

Note

It's possible to specify multiple counter parties in session connection settings description. If Scheduler fails to connect session to one counterparty, it will switch, using another one and so on, until a successful connection will be established. For this reason, the session connection settings XML description accepts inner <Counterparty> nodes with host and port attributes. Inner nodes are ignored if master <Connection>> node contains host and port attributes.

Example

Below is a typical configuration file for Sessions Scheduler.

<?xml version="1.0" encoding="utf-8" ?>
<SchedulerSettings
  xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"
  xsi:schemaLocation="https://ref.onixs.biz/fix/scheduler https://ref.onixs.biz/fix/scheduler/scheduler-settings-1.6.xsd"
  xmlns="https://ref.onixs.biz/fix/scheduler" >

  <Schedules>

    <Schedule
        id="CME"
        firstDay="Sunday"
        logonTime="18:00"
        lastDay="Friday"
        logoutTime="16:00"
        sessionDuration="week"
        resetSessionNumber="weekly"
    />

    <Schedule
      id="SimpleDaily"
      firstDay="Monday"
      lastDay="Friday"
      logonTime="08:00"
      logoutTime="17:00"
      sessionDuration="day"
      resetSessionNumber="weekly"
      />

    <Schedule
      id="SimpleWeekly"
      firstDay="Monday"
      lastDay="Friday"
      logonTime="08:00"
      logoutTime="17:00"
      sessionDuration="week"
      resetSessionNumber="weekly"
      />

    <Schedule
      id="DailyWithMidnightCross"
      firstDay="Monday"
      lastDay="Friday"
      logonTime="21:00"
      logoutTime="03:00"
      sessionDuration="day"
      resetSessionNumber="daily"
      />

    <Schedule
      id="WeeklyWithMidnightCross"
      firstDay="Monday"
      lastDay="Friday"
      logonTime="21:00"
      logoutTime="03:00"
      sessionDuration="week"
      resetSessionNumber="never"
      />

    <Schedule
      id="AllWeek"
      firstDay="Sunday"
      lastDay="Saturday"
      logonTime="0:00"
      logoutTime="23:59:00"
      sessionDuration="week"
      resetSessionNumber="never"
      />

    <Schedule
      id="DailyWithDailySeqNumberReset"
      firstDay="Monday"
      lastDay="Friday"
      logonTime="8:00"
      logoutTime="17:00"
      sessionDuration="day"
      resetSessionNumber="daily"
      />

    <Schedule
      id="DailyWithWeeklySeqNumberReset"
      firstDay="Monday"
      lastDay="Friday"
      logonTime="8:00"
      logoutTime="17:00"
      sessionDuration="day"
      resetSessionNumber="weekly"
      />

  </Schedules>

  <Connections>
    <Connection
        id="LocalInitiator"
        role="initiator"
        >
        <Counterparty host="localhost" port="4500"/>
    </Connection>
    <Connection
        id="InitiatorToTestingEnvironment"
        role="initiator"
        setResetSeqNumbers="true"
        >
        <Counterparty host="testing-evn.privatedomain.com" port="8000"/>
    </Connection>
    <Connection
        id="MultiTargetInitiator"
        role="initiator"
        setResetSeqNumbers="true"
        heartbeatInterval="45">
        <Counterparty host="primary.domain.com" port="4600"/>
        <Counterparty host="secondary.domain.com" port="4500"/>
    </Connection>
    <Connection
        id="InitiatorWithCustomLogonMessage"
        role="initiator"
        customLogonMessage="8=FIX.4.2|9=0|35=A|141=Y|5001=TraderId|10=000|"
        host="localhost">
        port="4500"
    </Connection>
    <Connection
        id="InitiatorWithCustomLogonMessageAndFieldDelimiter"
        role="initiator"
        customLogonMessage="8=FIX.4.2*9=0*35=A*141=Y*10=000*"
        customLogonMessageFieldDelimiter="*"
        host="localhost"
        port="4500">
    </Connection>
    
    <Connection
      id="Acceptor"
      role="acceptor"
      />
  </Connections>
</SchedulerSettings>