Interface ISession

A FIX Session. It is defined as a bi-directional stream of ordered messages between two parties within a continuous sequence number series. A single FIX session can exist across multiple sequential (not concurrent) physical connections. A FIX Connection is comprised of three parts: logon, message exchange, and logout. A FIX Session is comprised of one or more FIX Connections, meaning that a FIX Session spans multiple logins. Parties can connect and disconnect multiple times while maintaining a single FIX session. Connecting parties must bi-laterally agree as to when sessions are to be started/stopped based upon individual system and time zone requirements. Resetting the inbound and outbound sequence numbers back to 1, for whatever reason, constitutes the beginning of a new FIX session.

Inherited Members

IDisposable.Dispose()

Namespace: OnixS.Fix

Assembly: OnixS.Fix.Engine.dll

Syntax

public interface ISession : IDisposable

Properties

ConsiderRejectOnResendRequestAsGapFill

By default if the "Session Level Reject" message is received in replay to the "Resend Request" then this is considered as a serious problem and the FIX connection will be closed. This property allows to change this behavior and consider the "Session Level Reject" on the "Resend Request" as the "Sequence Reset Gap Fill" message.

Declaration

bool ConsiderRejectOnResendRequestAsGapFill { get; set; }

Property Value

Type	Description
Boolean	Consider the "Session Level Reject" on the "Resend Request" as the "Sequence Reset Gap Fill" message

CounterpartyHost

Counterparty host name.

Declaration

string CounterpartyHost { get; }

Property Value

Type	Description
String	Counterparty host name

CounterpartyIpAddress

Counterparty IP address.

Declaration

IPAddress CounterpartyIpAddress { get; }

Property Value

Type	Description
IPAddress	Counterparty IP address

CounterpartyPort

Counterparty port number.

Declaration

int CounterpartyPort { get; }

Property Value

Type	Description
Int32	Counterparty port

CreationTime

The time when the session instance was created or the last local reset of sequence numbers was performed.

Declaration

DateTime CreationTime { get; }

Property Value

Type	Description
DateTime	Session's creation time

CustomKey

Custom key that can be used to distinguish sessions with the same values of the SenderCompID, TargetCompID and the FIX Protocol version.

Declaration

string CustomKey { get; }

Property Value

Type	Description
String	Custom key

Dictionary

Session's Dictionary.

Declaration

Dictionary Dictionary { get; }

Property Value

Type	Description
Dictionary	Session's Dictionary

Encryption

Method of encryption

Declaration

EncryptionMethod Encryption { get; set; }

Property Value

Type	Description
EncryptionMethod

HeartBtInt

Gets the Heartbeat interval (seconds, HeartBtInt, tag=108 field value).

Declaration

int HeartBtInt { get; }

Property Value

Type	Description
Int32	The Heartbeat interval (seconds, HeartBtInt, tag=108 field value).

IgnoreLessThanExpectedSequenceNumber

By default if the incoming message has a sequence number less than expected and the PossDupFlag is not set, it indicates a serious error and leads to FIX connection closing. This property allows to change this behavior and consider the sequence number of the incoming message, which less than expected, as an expected one.

Declaration

bool IgnoreLessThanExpectedSequenceNumber { get; set; }

Property Value

Type	Description
Boolean

InboundMessageLogFilter

Incoming message types to be filtered out from the logs.

Declaration

string[] InboundMessageLogFilter { get; set; }

Property Value

Type	Description
String[]	Incoming message types to be filtered out from the logs.

IncomingMessageGapQueueMaximumSize

Returns maximum size of the incoming message gap queue.

Declaration

int IncomingMessageGapQueueMaximumSize { get; set; }

Property Value

Type	Description
Int32	maximum size of the incoming message gap queue.

InSeqNum

The expected sequence number of the next incoming message.

Declaration

int InSeqNum { get; set; }

Property Value

Type	Description
Int32	The expected sequence number of the next incoming message.

KeepSequenceNumbersBetweenFixConnections

Option to keep sequence numbers after the exchange of Logout (MsgType=5) messages.

By default the value is true.

Declaration

bool KeepSequenceNumbersBetweenFixConnections { get; set; }

Property Value

Type	Description
Boolean	whether to keep sequence numbers after the exchange of Logout (MsgType=5) messages

ListenPort

Port to listen on for incoming connections in Acceptor mode.

Declaration

int ListenPort { get; set; }

Property Value

Type	Description
Int32	Port to listen on for incoming connections in Acceptor mode

LocalNetworkInterface

The network interface for establishing the TCP connection as an Initiator.

The default value is LocalNetworkInterface.

Declaration

IPAddress LocalNetworkInterface { get; set; }

Property Value

Type	Description
IPAddress	The network interface for establishing the TCP connection as an Initiator

LocalPort

Returns the local port that is used by the outgoing connection.

Declaration

int LocalPort { get; }

Property Value

Type	Description
Int32	Local ports

See Also

LocalPortRange

LocalPortRange

The local port range for outgoing connections, the first available port from this range will be used to send and receive data.

By default, a random port will be used.

Declaration

PortRange LocalPortRange { get; set; }

Property Value

Type	Description
PortRange	Local port range.

LogBeforeSending

Option to switch on/off logging of outbound messages before/after sending.

/// The default value is LogBeforeSending.

Declaration

bool LogBeforeSending { get; set; }

Property Value

Type	Description
Boolean	'true' if outbound messages are logged before sending, otherwise - 'false'.

LogInboundMessages

Store inbound messages in the session storage.

The default value is LogInboundMessages.

Declaration

bool LogInboundMessages { get; set; }

Property Value

Type	Description
Boolean	Store inbound messages in the session value

LogOutboundMessages

Store outbound messages in the session storage.

/// The default value is LogOutboundMessages.

Declaration

bool LogOutboundMessages { get; set; }

Property Value

Type	Description
Boolean	Store outbound messages in the session storage

MessageGrouping

Message sending grouping.

The default value is MessageGrouping.

Declaration

int MessageGrouping { get; set; }

Property Value

Type	Description
Int32	Value 0 means the default grouping - the messages will be sent ASAP and pending messages (if any) will be grouped until reaching the TCP buffer size. Value 1 means the messages will be sent ASAP and will never be grouped. Value 2 (or greater) means the messages will be sent ASAP and pending messages will be grouped maximum by 2 (or greater).

OutboundMessageLogFilter

Outgoing message types to be filtered out from the logs.

Declaration

string[] OutboundMessageLogFilter { get; set; }

Property Value

Type	Description
String[]	Outgoing message types to be filtered out from the logs.

OutboundQueueBytes

Returns the total size of messages in the outgoing queue in bytes.

Declaration

ulong OutboundQueueBytes { get; }

Property Value

Type	Description
UInt64	the total size of messages in bytes

OutSeqNum

The sequence number of the next outgoing message.

Declaration

int OutSeqNum { get; set; }

Property Value

Type	Description
Int32	the sequence number of the next outgoing message

Proxy

HTTP proxy settings.

Declaration

ProxySettings Proxy { get; }

Property Value

Type	Description
ProxySettings

ReceiveBufferSize

TCP socket receive buffer size allocated to FIX connection, in bytes.

The default value is ReceiveBufferSize.

Declaration

int ReceiveBufferSize { get; set; }

Property Value

Type	Description
Int32	TCP socket receive buffer size in bytes

ReceiveSpinningTimeout

The non-blocking receive spinning timeout (in microseconds) before the receiving thread enters into the blocking wait mode.

Should not be greater than 1 sec. (the minimal HeartbeatInterval interval).

The default value is ReceiveSpinningTimeout.

Declaration

int ReceiveSpinningTimeout { get; set; }

Property Value

Type	Description
Int32	Receive spinning timeout (in microseconds)

ReceivingThreadAffinity

Receiving thread affinity.

Declaration

int[] ReceivingThreadAffinity { get; set; }

Property Value

Type	Description
Int32[]

ReceivingThreadPriority

Gets or sets the priority of the session receiving thread.

The default value is set by OS.

Declaration

ThreadPriority ReceivingThreadPriority { get; set; }

Property Value

Type	Description
ThreadPriority	The priority of the session receiving thread

ReportNewMessagesWhileWaitingForMissedMessages

When the message gap is detected the "Resend Request" FIX Message is sent and Session state is changed to WaitForRetransmission. By default in this state the incoming new messages (without the PossDupFlag (tag #43) flag) are ignored because we expect them to be re-sent later again with the PossDupFlag flag. This property allows to change this behavior and report the new messages anyway.

Note: In this mode messages could be reported out of the original order: e.g. MsgSeqNum could be: 3 (original), 4 (original), 2 (PossDupFlag='Y'), 3 (PossDupFlag='Y'), 4 (PossDupFlag='Y') and some messages could be received two times: first time without PossDupFlag='Y' and second time - with this flag.

Default value is false.

Declaration

bool ReportNewMessagesWhileWaitingForMissedMessages { get; set; }

Property Value

Type	Description
Boolean	Report new messages even when the message gap is detected and the reply on the "Resend Request" message is expected.

RequestOnlyMissedMessages

By default, the "Resend Request" message requests all messages beginning from the first missed one. This property allows to change this behavior and request only missed messages.

The default is false.

Declaration

bool RequestOnlyMissedMessages { get; set; }

Property Value

Type	Description
Boolean	Request only missed messages

ResendingQueueSize

The number of sent messages that are available for resending in reply on counterparty's Resend Request(2) message.

The default value is ResendingQueueSize.

Declaration

int ResendingQueueSize { get; set; }

Property Value

Type	Description
Int32	The number of sent messages that are available for resending in reply on counterparty's Resend Request(2) message

ResendRequestMaximumRange

The maximum number of messages to be requested in one Resend Request(2) message.

The default value is ResendRequestMaximumRange.

Declaration

int ResendRequestMaximumRange { get; set; }

Property Value

Type	Description
Int32	The maximum number of messages to be requested in one Resend Request (MsgType=2) message or ResendRequestMaximumRangeNoLimit for no limit

ResetLocalSequenceNumbersOnLogon

Option to automatically reset the local sequence numbers to 1 during every logon. The default is the opposite value of keepSequenceNumbersBetweenFixConnections session constructor's parameter.

Declaration

bool ResetLocalSequenceNumbersOnLogon { get; set; }

Property Value

Type	Description
Boolean	whether to automatically reset the local sequence numbers to 1 during every logon

ReuseEventArguments

Re-use event arguments.

Note: If it is turned on, then the client code must copy event arguments for using outside of event handlers.

The default value is false.

Declaration

bool ReuseEventArguments { get; set; }

Property Value

Type	Description
Boolean	Re-use event arguments

ReuseInboundMessage

Re-use the same Message object for incoming messages.

Note: If it is turned on, then the client code must copy the Message object for using outside of inbound event handlers.

The default value is false.

Declaration

bool ReuseInboundMessage { get; set; }

Property Value

Type	Description
Boolean	Re-use the same Message object for incoming messages

Role

Session's role.

Declaration

SessionRole Role { get; }

Property Value

Type	Description
SessionRole	Session's role

ScramblePassword

Specify whether to scramble Logon<A> tag Password<554> in the session storage. Default value is false.

Declaration

bool ScramblePassword { get; set; }

Property Value

Type	Description
Boolean	True, to scramble password

SendBufferSize

TCP socket send buffer size allocated to FIX connection, in bytes.

The default value is SendBufferSize.

Declaration

int SendBufferSize { get; set; }

Property Value

Type	Description
Int32	TCP socket send buffer size in bytes

SenderCompId

Assigned value used to identify firm sending message (the SenderCompID (tag 49) field value in outgoing messages).

Declaration

string SenderCompId { get; }

Property Value

Type	Description
String	SenderCompID (tag 49) field value

SenderLocationId

The value of the SenderLocationID (tag 142) field that will be set in all outgoing messages.

Declaration

string SenderLocationId { get; set; }

Property Value

Type	Description
String	SenderLocationID (tag 142) field value.

SenderSubId

The value of the SenderSubID (tag 50) field that will be set in all outgoing messages.

Declaration

string SenderSubId { get; set; }

Property Value

Type	Description
String	SenderSubID (tag 50) field value.

SendingThreadAffinity

Sending thread affinity.

Declaration

int[] SendingThreadAffinity { get; set; }

Property Value

Type	Description
Int32[]

SendingThreadPriority

Gets or sets the priority of the session sending thread.

The default value is set by OS.

Declaration

ThreadPriority SendingThreadPriority { get; set; }

Property Value

Type	Description
ThreadPriority	The priority of the session sending thread

SendingTimeFormat

Sets the time format of SendingTime of every sent message. By default, the YYYYMMDDHHMMSSMsec format is used.

Declaration

TimestampFormat SendingTimeFormat { set; }

Property Value

Type	Description
TimestampFormat	The time format of the SendingTime (52) field

SendLogoutOnException

Send the Logout message before dropping the telecommunication link in case of an exception during the processing of an incoming FIX message.

The default value is SendLogoutOnException.

Declaration

bool SendLogoutOnException { get; set; }

Property Value

Type	Description
Boolean	option to send or not to send

SendResendRequestOnEachMessageGap

By default the "Resend Request" message is sent only once - when the first gap is detected. This property allows to send the "Resend Request" message on each detected message sequence number gap.

Declaration

bool SendResendRequestOnEachMessageGap { get; set; }

Property Value

Type	Description
Boolean	Send the "Resend Request" message on each detected message sequence number gap

SendSpinningTimeout

The send spinning timeout (in microseconds) of the Send(IMessage) method to wait for the socket sending buffer availability in the spin loop mode before placing the message to the outgoing queue (to be sent later by the sending thread).

Should not be greater than 1 sec (the minimal Heartbeat interval).

The default value is SendSpinningTimeout.

Declaration

int SendSpinningTimeout { get; set; }

Property Value

Type	Description
Int32	The send spinning timeout (in microseconds)

SetLastMsgSeqNumProcessed

Option to set the LastMsgSeqNumProcessed(369) field in outgoing messages.

The default value is SetLastMsgSeqNumProcessed.

Declaration

bool SetLastMsgSeqNumProcessed { get; set; }

Property Value

Type	Description
Boolean	Set the LastMsgSeqNumProcessed(369) field in outgoing messages

Ssl

Declaration

SslSettings Ssl { get; }

Property Value

Type	Description
SslSettings

State

Session's state.

Declaration

SessionState State { get; }

Property Value

Type	Description
SessionState	Session's state

StorageDirectory

Inbound and outbound FIX messages and session's state data are stored in this directory.

The default value is StorageDirectory.

Declaration

string StorageDirectory { get; set; }

Property Value

Type	Description
String	Storage directory

StorageId

The Id of the session storage.

Declaration

string StorageId { get; }

Property Value

Type	Description
String	Session storage id

StorageType

Session's storage type.

Declaration

SessionStorageType StorageType { get; }

Property Value

Type	Description
SessionStorageType	Session's storage type.

SupportNextExpectedMsgSeqNum

Option to support the NextExpectedMsgSeqNum field (tag 789) in Logon (MsgType=A) messages.

The default value is SupportNextExpectedMsgSeqNum.

Declaration

bool SupportNextExpectedMsgSeqNum { get; set; }

Property Value

Type	Description
Boolean	Support the NextExpectedMsgSeqNum field (tag 789) in Logon (MsgType=A) messages

TargetCompId

Assigned value used to identify receiving firm (the TargetCompID (tag 56) field value in outgoing messages).

Declaration

string TargetCompId { get; }

Property Value

Type	Description
String	TargetCompID (tag 56) field Value

TargetLocationId

The value of TargetLocationID (tag 143) field that will be set in all outgoing messages.

Declaration

string TargetLocationId { get; set; }

Property Value

Type	Description
String	TargetLocationID (tag 143) field value.

TargetSubId

The value of the TargetSubID (tag 57) field that will be set in all outgoing messages.

Declaration

string TargetSubId { get; set; }

Property Value

Type	Description
String	TargetSubID (tag 57) field value.

TcpNoDelay

Option to improves latency at the expense of throughput (disable/enable Nagle's algorithm).

The default value is TcpNoDelay.

Declaration

bool TcpNoDelay { get; set; }

Property Value

Type	Description
Boolean	Improve latency at the expense of throughput (disable/enable Nagle's algorithm)

UpdateSendingTime

Option to update the SendingTime (52) field in the outgoing message even if it is already set.

The default value is UpdateSendingTime.

Declaration

bool UpdateSendingTime { get; set; }

Property Value

Type	Description
Boolean	Update the SendingTime (52) field in the outgoing message if it is already set

ValidateDuplicatedFields

Option to validate the presence of fields that appears more than once.

The default value is ValidateDuplicatedFields.

Declaration

bool ValidateDuplicatedFields { get; set; }

Property Value

Type	Description
Boolean	Validate the presence of fields that appears more than once

ValidateEmptyFieldValues

Option to validate empty message field values.

The default value is ValidateEmptyFieldValues.

Declaration

bool ValidateEmptyFieldValues { get; set; }

Property Value

Type	Description
Boolean	Validate empty message field values

ValidateFieldValues

Option to validate field values of FIX messages in accordance with the FIX protocol or its FIX Dialect.

The default value is ValidateFieldValues.

Declaration

bool ValidateFieldValues { get; set; }

Property Value

Type	Description
Boolean	Validate message field values

ValidateRepeatingGroupEntryCount

Option to validate that the declared number of repeating group instances is equal to the actual one.

The default value is ValidateRepeatingGroupEntryCount.

Declaration

bool ValidateRepeatingGroupEntryCount { get; set; }

Property Value

Type	Description
Boolean	Validate that the declared number of repeating group instances is equal to the actual one

ValidateRepeatingGroupLeadingField

Option to validate that repeating group starts from required by dialect leading tag.

The default value is ValidateRepeatingGroupLeadingField.

Declaration

bool ValidateRepeatingGroupLeadingField { get; set; }

Property Value

Type	Description
Boolean	Validate that repeating group starts from required by dialect leading tag

ValidateRequiredFields

Validate the presence of required fields.

The default value is ValidateRequiredFields.

Declaration

bool ValidateRequiredFields { get; set; }

Property Value

Type	Description
Boolean	Validate the presence of required fields

ValidateSequenceNumbers

Returns whether to validate incoming message sequence numbers. Default value is true.

Declaration

bool ValidateSequenceNumbers { get; set; }

Property Value

Type	Description
Boolean	whether to validate incoming message sequence numbers

ValidateUnknownFields

Validate that there are no unknown message fields.

The default value is ValidateUnknownFields.

Declaration

bool ValidateUnknownFields { get; set; }

Property Value

Type	Description
Boolean	Validate that there are no unknown message fields.

ValidateUnknownMessages

Validate that there are no unknown messages received.

The default value is ValidateUnknownMessages.

Declaration

bool ValidateUnknownMessages { get; set; }

Property Value

Type	Description
Boolean	Validate that there are no unknown messages received.

Version

Returns the FIX Protocol version.

Declaration

ProtocolVersion Version { get; }

Property Value

Type	Description
ProtocolVersion	FIX version

Methods

BreakConnection(Boolean)

Breaks the FIX connection non-gracefully (without the exchange of Logout (MsgType=5) messages).

Declaration

ISession BreakConnection(bool async = false)

Parameters

Type	Name	Description
Boolean	async

Returns

Type	Description
ISession

ClearOutboundQueue(Boolean)

Removes all messages from the outbound queue.

Declaration

void ClearOutboundQueue(bool removeFragmentedPacket)

Parameters

Type	Name	Description
Boolean	removeFragmentedPacket	Specifies whether to remove the last packet, which is partly sent.

FindSentMessage(Int32)

Finds the sent FIX message by the given message sequence number.

Declaration

IMessage FindSentMessage(int messageSequenceNumber)

Parameters

Type	Name	Description
Int32	messageSequenceNumber

Returns

Type	Description
IMessage	Found message or null if the message is not found

FlushSessionStorage()

Flushes all internal buffers of the underlying storage.

Declaration

ISession FlushSessionStorage()

Returns

Type	Description
ISession

LogonAsAcceptor()

Establishes FIX Connection as Acceptor.

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

Declaration

ISession LogonAsAcceptor()

Returns

Type	Description
ISession

LogonAsInitiator(IPAddress, Int32, Int32, Boolean, IMessage, Boolean)

Establishes the FIX connection as Initiator.

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

Declaration

ISession LogonAsInitiator(IPAddress address, int port, int heartBtInt = 30, bool setResetSeqNumFlagInFirstLogon = false, IMessage customLogonMessage = null, bool async = false)

Parameters

Type	Name	Description
IPAddress	address	Counterparty's host Internet Protocol (IP) address
Int32	port	Counterparty's port number
Int32	heartBtInt	Heartbeat interval (seconds)
Boolean	setResetSeqNumFlagInFirstLogon	Set the ResetSeqNumFlag (tag 141) in the initial Logon (MsgType=A) message
IMessage	customLogonMessage	Custom Logon message
Boolean	async	If false then the method blocks until the acknowledgment Logon message is received or the Heartbeat interval is elapsed. If true then the method returns immediately without waiting for the acknowledgment Logon message.

Returns

Type	Description
ISession

Exceptions

Type	Condition
CannotEstablishLinkException	The telecommunication link cannot be established
LinkErrorException	After sending the initial Logon message the telecommunication link error is detected
FirstMessageNotLogonException	The first received message is not a Logon
UnexpectedSequenceNumberException	The first received message has an unexpected sequence number
InvalidInboundLogonException	The first received message is an invalid Logon message
LogonReplyTimeoutException	After sending the initial Logon message the acknowledgment Logon message has not been received during the timeout period. The timeout is calculated using the heartbeat value.

LogonAsInitiator(String, Int32, Int32, Boolean, IMessage, Boolean)

Establishes the FIX connection as Initiator.

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

Declaration

ISession LogonAsInitiator(string host, int port, int heartBtInt = 30, bool setResetSeqNumFlagInFirstLogon = false, IMessage customLogonMessage = null, bool async = false)

Parameters

Type	Name	Description
String	host	Counterparty's host name or address
Int32	port	Counterparty's port number
Int32	heartBtInt	Heartbeat interval (seconds)
Boolean	setResetSeqNumFlagInFirstLogon	Set the ResetSeqNumFlag (tag 141) in the initial Logon (MsgType=A) message
IMessage	customLogonMessage	Custom Logon message
Boolean	async	If false then the method blocks until the acknowledgment Logon message is received or the Heartbeat interval is elapsed. If true then the method returns immediately without waiting for the acknowledgment Logon message.

Returns

Type	Description
ISession

Exceptions

Type	Condition
CannotEstablishLinkException	The telecommunication link cannot be established
LinkErrorException	After sending the initial Logon message the telecommunication link error is detected
FirstMessageNotLogonException	The first received message is not a Logon
UnexpectedSequenceNumberException	The first received message has an unexpected sequence number
InvalidInboundLogonException	The first received message is an invalid Logon message
LogonReplyTimeoutException	After sending the initial Logon message the acknowledgment Logon message has not been received during the timeout period. The timeout is calculated using the heartbeat value.

LogonAsInitiatorAsync(IPAddress, Int32, Int32, Boolean, IMessage)

Establishes the FIX connection as Initiator.

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

Declaration

Task LogonAsInitiatorAsync(IPAddress address, int port, int heartBtInt = 30, bool setResetSeqNumFlagInFirstLogon = false, IMessage customLogonMessage = null)

Parameters

Type	Name	Description
IPAddress	address	Counterparty's host Internet Protocol (IP) address
Int32	port	Counterparty's port number
Int32	heartBtInt	Heartbeat interval (seconds)
Boolean	setResetSeqNumFlagInFirstLogon	Set the ResetSeqNumFlag (tag 141) in the initial Logon (MsgType=A) message
IMessage	customLogonMessage	Custom Logon message

Returns

Type	Description
Task	A task that represents the asynchronous logon operation

Exceptions

Type	Condition
CannotEstablishLinkException	The telecommunication link cannot be established
LinkErrorException	After sending the initial Logon message the telecommunication link error is detected
FirstMessageNotLogonException	The first received message is not a Logon
UnexpectedSequenceNumberException	The first received message has an unexpected sequence number
InvalidInboundLogonException	The first received message is an invalid Logon message
LogonReplyTimeoutException	After sending the initial Logon message the acknowledgment Logon message has not been received during the timeout period. The timeout is calculated using the heartbeat value.

LogonAsInitiatorAsync(String, Int32, Int32, Boolean, IMessage)

Establishes the FIX connection as Initiator.

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

Declaration

Task LogonAsInitiatorAsync(string host, int port, int heartBtInt = 30, bool setResetSeqNumFlagInFirstLogon = false, IMessage customLogonMessage = null)

Parameters

Type	Name	Description
String	host	Counterparty's host name or address
Int32	port	Counterparty's port number
Int32	heartBtInt	Heartbeat interval (seconds)
Boolean	setResetSeqNumFlagInFirstLogon	Set the ResetSeqNumFlag (tag 141) in the initial Logon (MsgType=A) message
IMessage	customLogonMessage	Custom Logon message

Returns

Type	Description
Task	A task that represents the asynchronous logon operation

Exceptions

Type	Condition
CannotEstablishLinkException	The telecommunication link cannot be established
LinkErrorException	After sending the initial Logon message the telecommunication link error is detected
FirstMessageNotLogonException	The first received message is not a Logon
UnexpectedSequenceNumberException	The first received message has an unexpected sequence number
InvalidInboundLogonException	The first received message is an invalid Logon message
LogonReplyTimeoutException	After sending the initial Logon message the acknowledgment Logon message has not been received during the timeout period. The timeout is calculated using the heartbeat value.

Logout(IMessage, Boolean)

Terminates the FIX connection.

The provided Logout message is sent to the counterparty.

Declaration

ISession Logout(IMessage logoutMessage, bool async = false)

Parameters

Type	Name	Description
IMessage	logoutMessage	The Logout message to be sent to the counterparty
Boolean	async	If false then the method blocks until the acknowledgment Logout message is received or the Heartbeat interval is elapsed. If true then the method returns immediately without waiting for the acknowledgment Logout message.

Returns

Type	Description
ISession

Logout(Boolean)

Terminates the FIX connection.

The initial Logout message is sent to the counterparty.

Declaration

ISession Logout(bool async = false)

Parameters

Type	Name	Description
Boolean	async	If false then the method blocks until the acknowledgment Logout message is received or the Heartbeat interval is elapsed. If true then the method returns immediately without waiting for the acknowledgment Logout message.

Returns

Type	Description
ISession

Logout(String, Boolean)

Terminates the FIX connection.

The initial Logout message is sent to the counterparty.

Declaration

ISession Logout(string text, bool async = false)

Parameters

Type	Name	Description
String	text	Free format text string that is sent to the counterparty in the Text (tag=58) field of the initial Logout message
Boolean	async	If false then the method blocks until the acknowledgment Logout message is received or the Heartbeat interval is elapsed. If true then the method returns immediately without waiting for the acknowledgment Logout message.

Returns

Type	Description
ISession

LogoutAsync()

Terminates the FIX connection asynchronously.

The initial Logout message is sent to the counterparty.

Declaration

Task LogoutAsync()

Returns

Type	Description
Task	A task that represents the asynchronous logout operation

LogoutAsync(IMessage)

Terminates the FIX connection asynchronously.

The provided Logout message is sent to the counterparty.

Declaration

Task LogoutAsync(IMessage logoutMessage)

Parameters

Type	Name	Description
IMessage	logoutMessage	The Logout message to be sent to the counterparty

Returns

Type	Description
Task	A task that represents the asynchronous logout operation

LogoutAsync(String)

Terminates the FIX connection asynchronously.

The initial Logout message is sent to the counterparty.

Declaration

Task LogoutAsync(string text)

Parameters

Type	Name	Description
String	text	Free format text string that is sent to the counterparty in the Text (tag=58) field of the initial Logout message

Returns

Type	Description
Task	A task that represents the asynchronous logout operation

PreFill(IMessage)

Declaration

ISession PreFill(IMessage message)

Parameters

Type	Name	Description
IMessage	message

Returns

Type	Description
ISession

PreFill(SerializedMessage)

Declaration

ISession PreFill(SerializedMessage message)

Parameters

Type	Name	Description
SerializedMessage	message

Returns

Type	Description
ISession

ResetLocalSequenceNumbers()

Resets the local sequence numbers to 1 and backups the current log files.

NOTE: This method can be called only when the session is disconnected.

Declaration

ISession ResetLocalSequenceNumbers()

Returns

Type	Description
ISession

ResetSequenceNumbersViaLogonExchange()

Sends an intra-connection Logon (MsgType=A) message with the ResetSeqNumFlag (tag=141) flag set.

Declaration

ISession ResetSequenceNumbersViaLogonExchange()

Returns

Type	Description
ISession

Send(IMessage)

Sends the given IMessage to the counterparty.

As soon as a session is created, it is possible to start sending messages via the session. If the session is not established, the messages are stored in the session storage and will be sent in reply to the Resend Request message when the connection is established and the sequence numbers mismatch is detected.

Warning: it is critical to avoid the message object modification until the method returns control.

Declaration

ISession Send(IMessage message)

Parameters

Type	Name	Description
IMessage	message	Message to send

Returns

Type	Description
ISession

Send(SerializedMessage)

Sends the given SerializedMessage to the counterparty.

As soon as a session is created, it is possible to start sending messages via the session. If the session is not established, the messages are stored in the session storage and will be sent in reply to the Resend Request message when the connection is established and the sequence numbers mismatch is detected.

Warning: it is critical to avoid the message object modification until the method returns control.

Declaration

ISession Send(SerializedMessage message)

Parameters

Type	Name	Description
SerializedMessage	message	Message to send

Returns

Type	Description
ISession

Send(IEnumerable<IMessage>)

Sends messages in a batch to the counterparty.

As soon as a session is created, it is possible to start sending messages via the session. If the session is not established, the messages are stored in the session storage and will be sent in reply to the Resend Request message when the connection is established and the sequence numbers mismatch is detected.

Warning: it is critical to avoid the message object modification until the method returns control.

Declaration

ISession Send(IEnumerable<IMessage> messages)

Parameters

Type	Name	Description
IEnumerable<IMessage>	messages	Message to send

Returns

Type	Description
ISession

SendReject(Int32, String)

Sends the Reject (MsgType 3) message.

Declaration

ISession SendReject(int refSeqNumber, string text)

Parameters

Type	Name	Description
Int32	refSeqNumber	The sequence number of the rejected message.
String	text	The reject reason text.

Returns

Type	Description
ISession

SendResendRequest(Int32)

Sends the Resend Request (MsgType 2) message.

Normally, the "Resend Request" message is sent automatically. This method allows to simulate a sequence gap by sending this message manually in some venue-specific cases.

Note: This method should not be used in the normal scenarios.

Declaration

ISession SendResendRequest(int beginSeqNumber)

Parameters

Type	Name	Description
Int32	beginSeqNumber	The sequence number of the first requested message in the range.

Returns

Type	Description
ISession

SendTestRequest(String, TimeSpan)

Sends the Test Request (1) message. The method blocks until the heartbeat message is received from the counterparty or timeout ended.

Declaration

ISession SendTestRequest(string testReqId, TimeSpan timeout = default(TimeSpan))

Parameters

Type	Name	Description
String	testReqId	The identifier included in Test Request (MsgType 1) message to be returned in resulting Heartbeat (MsgType 0) message from the counterparty
TimeSpan	timeout	Maximum interval to wait until the reply is received from the counterparty, 0 if no waiting is required

Returns

Type	Description
ISession

Throttle()

Performs throttling of a session that must be called before each of a send function call. If the count of messages per a time unit exceeds a throttling limit, the function will be blocked until the given time interval is passed.

Declaration

ISession Throttle()

Returns

Type	Description
ISession

ThrottlingLimit(Int32, TimeSpan)

Sets throttling limit parameters.

Declaration

ISession ThrottlingLimit(int messagesCount, TimeSpan interval)

Parameters

Type	Name	Description
Int32	messagesCount	The message limit per a time unit.
TimeSpan	interval	The time interval to limit messages.

Returns

Type	Description
ISession

WarmUp(SerializedMessage)

Declaration

ISession WarmUp(SerializedMessage message)

Parameters

Type	Name	Description
SerializedMessage	message

Returns

Type	Description
ISession

Events

BytesReceived

Data is received from the network.

Declaration

event BytesReceivedEventHandler BytesReceived

Event Type

Type	Description
BytesReceivedEventHandler

Error

Error condition is detected.

Declaration

event EventHandler<SessionErrorEventArgs> Error

Event Type

Type	Description
EventHandler<SessionErrorEventArgs>

InboundApplicationMessage

Application-level message is received from the counterparty.

Declaration

event EventHandler<InboundMessageEventArgs> InboundApplicationMessage

Event Type

Type	Description
EventHandler<InboundMessageEventArgs>

InboundSessionMessage

Session-level message is received from the counterparty.

Declaration

event EventHandler<InboundMessageEventArgs> InboundSessionMessage

Event Type

Type	Description
EventHandler<InboundMessageEventArgs>

MessageResending

Sent application-level message is about to be resent to the counterparty.

Declaration

event EventHandler<MessageResendingEventArgs> MessageResending

Event Type

Type	Description
EventHandler<MessageResendingEventArgs>

MessageSending

Message will be sent to the counterparty.

Declaration

event EventHandler<MessageSendingEventArgs> MessageSending

Event Type

Type	Description
EventHandler<MessageSendingEventArgs>

OutboundApplicationMessage

Application-level message will be sent to the counterparty.

Declaration

event EventHandler<MessageEventArgs> OutboundApplicationMessage

Event Type

Type	Description
EventHandler<MessageEventArgs>

OutboundSessionMessage

Session-level message will be sent to the counterparty.

Declaration

event EventHandler<MessageEventArgs> OutboundSessionMessage

Event Type

Type	Description
EventHandler<MessageEventArgs>

StateChanged

Session state is changed.

Declaration

event EventHandler<SessionStateChangeEventArgs> StateChanged

Event Type

Type	Description
EventHandler<SessionStateChangeEventArgs>

Warning

Warning condition is detected.

Declaration

event EventHandler<SessionWarningEventArgs> Warning

Event Type

Type	Description
EventHandler<SessionWarningEventArgs>