Class Session

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.

Inheritance

object

Session

Implements

ISession

IDisposable

Inherited Members

object.Equals(object)

object.Equals(object, object)

object.GetHashCode()

object.GetType()

object.MemberwiseClone()

object.ReferenceEquals(object, object)

Namespace: OnixS.Fix

Assembly: OnixS.Fix.Engine.dll

Syntax

public class Session : ISession, IDisposable

Constructors

Session(string, string, IMessageInfoDictionary, bool, SessionStorageType, string)

Creates the FIX session.

Declaration

public Session(string senderCompId, string targetCompId, IMessageInfoDictionary dictionary, bool keepSequenceNumbersBetweenFixConnections = true, SessionStorageType storageType = SessionStorageType.FileBasedStorage, string customKey = "")

Parameters

Type	Name	Description
string	senderCompId	Assigned value used to identify firm sending message (the SenderCompID (tag=49) field value in outgoing messages)
string	targetCompId	Assigned value used to identify receiving firm (the TargetCompID (tag=56) field value in outgoing messages)
IMessageInfoDictionary	dictionary	FIX dictionary
bool	keepSequenceNumbersBetweenFixConnections	Option to keep sequence numbers after the exchange of Logout (MsgType=5) messages
SessionStorageType	storageType	Session's storage type.
string	customKey	Custom key that can be used to distinguish sessions with the same values of the SenderCompID, TargetCompID and the FIX Protocol version.

Session(string, string, IMessageInfoDictionary, bool, ISessionStorage, string)

Creates the FIX session.

Declaration

public Session(string senderCompId, string targetCompId, IMessageInfoDictionary dictionary, bool keepSequenceNumbersBetweenFixConnections, ISessionStorage sessionStorage, string customKey = "")

Parameters

Type	Name	Description
string	senderCompId	Assigned value used to identify firm sending message (the SenderCompID (tag=49) field value in outgoing messages)
string	targetCompId	Assigned value used to identify receiving firm (the TargetCompID (tag=56) field value in outgoing messages)
IMessageInfoDictionary	dictionary	FIX dictionary
bool	keepSequenceNumbersBetweenFixConnections	Option to keep sequence numbers after the exchange of Logout (MsgType=5) messages
ISessionStorage	sessionStorage
string	customKey	Custom key that can be used to distinguish sessions with the same values of the SenderCompID, TargetCompID and the FIX Protocol version.

Session(string, string, ProtocolVersion, bool, SessionStorageType, string)

Creates the FIX session.

Declaration

public Session(string senderCompId, string targetCompId, ProtocolVersion version, bool keepSequenceNumbersBetweenFixConnections = true, SessionStorageType storageType = SessionStorageType.FileBasedStorage, string customKey = "")

Parameters

Type	Name	Description
string	senderCompId	Assigned value used to identify firm sending message (the SenderCompID (tag=49) field value in outgoing messages)
string	targetCompId	Assigned value used to identify receiving firm (the TargetCompID (tag=56) field value in outgoing messages)
ProtocolVersion	version	FIX Protocol version
bool	keepSequenceNumbersBetweenFixConnections	Option to keep sequence numbers after the exchange of Logout (MsgType=5) messages
SessionStorageType	storageType	Session's storage type.
string	customKey	Custom key that can be used to distinguish sessions with the same values of the SenderCompID, TargetCompID and the FIX Protocol version.

Session(string, string, ProtocolVersion, bool, ISessionStorage, string)

Creates the FIX session.

Declaration

public Session(string senderCompId, string targetCompId, ProtocolVersion version, bool keepSequenceNumbersBetweenFixConnections, ISessionStorage sessionStorage, string customKey = "")

Parameters

Type	Name	Description
string	senderCompId	Assigned value used to identify firm sending message (the SenderCompID (tag=49) field value in outgoing messages)
string	targetCompId	Assigned value used to identify receiving firm (the TargetCompID (tag=56) field value in outgoing messages)
ProtocolVersion	version	FIX Protocol version
bool	keepSequenceNumbersBetweenFixConnections	Option to keep sequence numbers after the exchange of Logout (MsgType=5) messages
ISessionStorage	sessionStorage
string	customKey	Custom key that can be used to distinguish sessions with the same values of the SenderCompID, TargetCompID and the FIX Protocol version.

Fields

DefaultHeartBeatIntervalSeconds

Default Heartbeat Interval (seconds).

Declaration

public const int DefaultHeartBeatIntervalSeconds = 30

Field Value

Type	Description
int

ResendRequestMaximumRangeNoLimit

Represents the unlimited number of messages to be requested in one Resend Request (MsgType=2) message.

Declaration

public const int ResendRequestMaximumRangeNoLimit = 0

Field Value

Type	Description
int	The unlimited number of messages to be requested in one Resend Request (MsgType=2) message

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

public bool ConsiderRejectOnResendRequestAsGapFill { get; set; }

Property Value

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

CounterpartyHost

Counterparty host name.

Declaration

public string CounterpartyHost { get; }

Property Value

Type	Description
string	Counterparty host name

CounterpartyIpAddress

Counterparty IP address.

Declaration

public IPAddress CounterpartyIpAddress { get; }

Property Value

Type	Description
IPAddress	Counterparty IP address

CounterpartyPort

Counterparty port number.

Declaration

public int CounterpartyPort { get; }

Property Value

Type	Description
int	Counterparty port

CreationTime

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

Declaration

public 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

public string CustomKey { get; }

Property Value

Type	Description
string	Custom key

Dictionary

Session's Dictionary.

Declaration

public IMessageInfoDictionary Dictionary { get; }

Property Value

Type	Description
IMessageInfoDictionary	Session's Dictionary

Encryption

Connection encryption method.

Declaration

public EncryptionMethod Encryption { get; set; }

Property Value

Type	Description
EncryptionMethod

Engine

Declaration

public Engine Engine { get; }

Property Value

Type	Description
Engine

HeartBtInt

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

Declaration

public int HeartBtInt { get; }

Property Value

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

HeartbeatResolution

Heartbeat resolution in milliseconds.

Note: This property should be used only to speed up heartbeat-related Unit Tests.

Declaration

public int HeartbeatResolution { get; set; }

Property Value

Type	Description
int	Heartbeat resolution in milliseconds

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

public bool IgnoreLessThanExpectedSequenceNumber { get; set; }

Property Value

Type	Description
bool

InSeqNum

The expected sequence number of the next incoming message.

Declaration

public int InSeqNum { get; set; }

Property Value

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

InboundMessageLogFilter

Incoming message types to be filtered out from the logs.

Declaration

public 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

public int IncomingMessageGapQueueMaximumSize { get; set; }

Property Value

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

IsDisposed

Gets a value indicating whether the Session has been disposed of.

Declaration

public bool IsDisposed { get; }

Property Value

Type	Description
bool	`true` if the Session has been disposed of; otherwise, `false`.

KeepSequenceNumbersBetweenFixConnections

Option to keep sequence numbers after the exchange of Logout (MsgType=5) messages. By default the value is true.

Declaration

public bool KeepSequenceNumbersBetweenFixConnections { get; set; }

Property Value

Type	Description
bool	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

public int ListenPort { get; set; }

Property Value

Type	Description
int	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

public 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

public int LocalPort { get; }

Property Value

Type	Description
int	Local ports

Declaration

public 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.

By default, the logging of an outgoing message to the session storage is performed before sending to the wire. This is more reliable because we guarantee that an outgoing message is stored before going to the counterparty and if the application is shut down after sending, for some reasons, the sent message can be resent afterward.

However, this approach adds the logging latency to the FIX Engine sending latency. As a result, it increases the tick-to-trade latency. When the latency is more important, one can switch off the logging before sending, by setting the OnixS::FIX::Session::logBeforeSending option to false. In this case, the logging of outgoing messages to the session storage will be performed after sending to the wire. This way, one can exclude the logging latency from the FIX Engine sending latency and as a result, decrease the tick-to-trade latency.

Declaration

public bool LogBeforeSending { get; set; }

Property Value

Type	Description
bool

LogInboundMessages

Store inbound messages in the session storage.

The default value is LogInboundMessages.

Declaration

public bool LogInboundMessages { get; set; }

Property Value

Type	Description
bool	Store inbound messages in the session value

LogOutboundMessages

Store outbound messages in the session storage.

/// The default value is LogOutboundMessages.

Declaration

public bool LogOutboundMessages { get; set; }

Property Value

Type	Description
bool	Store outbound messages in the session storage

LogonTimeout

Number of seconds to wait for a logon response before disconnecting.

/// The default value is LogonTimeout.

Declaration

public int LogonTimeout { get; set; }

Property Value

Type	Description
int	Number of seconds to wait for a logon response before disconnecting

LogoutTimeout

Number of seconds to wait for a logout response before disconnecting.

/// The default value is LogoutTimeout.

Declaration

public int LogoutTimeout { get; set; }

Property Value

Type	Description
int	Number of seconds to wait for a logout response before disconnecting

MemoryPoolSettings

Settings of memory pool for the reused inbound message.

Declaration

public MessageMemoryPoolSettings MemoryPoolSettings { get; }

Property Value

Type	Description
MessageMemoryPoolSettings

MessageGrouping

Message sending grouping.

The default value is MessageGrouping.

Declaration

public int MessageGrouping { get; set; }

Property Value

Type	Description
int	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).

MessageMode

Type of messages to be used in Session's events.

The default value is Message.

Declaration

public MessageMode MessageMode { get; set; }

Property Value

Type	Description
MessageMode	Type of messages to be used in Session's events

OutSeqNum

The sequence number of the next outgoing message.

Declaration

public int OutSeqNum { get; set; }

Property Value

Type	Description
int	the sequence number of the next outgoing message

OutboundMessageLogFilter

Outgoing message types to be filtered out from the logs.

Declaration

public 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

public ulong OutboundQueueBytes { get; }

Property Value

Type	Description
ulong	the total size of messages in bytes

Proxy

Proxy settings.

Declaration

public ProxySettings Proxy { get; }

Property Value

Type	Description
ProxySettings

ReasonableTransmissionTime

Reasonable transmission time as % from the heartbeat interval.

The default value is ReasonableTransmissionTime.

Declaration

public int ReasonableTransmissionTime { get; set; }

Property Value

Type	Description
int	Reasonable transmission time as % from the heartbeat interval

ReceiveBufferSize

Size of the TCP socket buffer allocated for receiving data, in bytes.

Declaration

public int ReceiveBufferSize { get; set; }

Property Value

Type	Description
int

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

public int ReceiveSpinningTimeout { get; set; }

Property Value

Type	Description
int	Receive spinning timeout (in microseconds)

ReceivingThreadAffinity

Receiving thread affinity.

Declaration

public int[] ReceivingThreadAffinity { get; set; }

Property Value

Type	Description
int[]

ReceivingThreadPriority

Gets or sets the priority of the session receiving thread.

The default value is set by OS.

Declaration

public ThreadPriority ReceivingThreadPriority { get; set; }

Property Value

Type	Description
ThreadPriority	The priority of the session receiving thread

ReconnectAttempts

Number of attempts to restore the FIX connection.

The default value is ReconnectAttempts.

Declaration

public int ReconnectAttempts { get; set; }

Property Value

Type	Description
int	Number of attempts to restore the FIX connection

ReconnectInterval

Time interval between attempts to restore the FIX connection (in seconds).

The default value is ReconnectInterval.

Declaration

public int ReconnectInterval { get; set; }

Property Value

Type	Description
int	Time interval between attempts to restore the FIX connection (in seconds)

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

public bool ReportNewMessagesWhileWaitingForMissedMessages { get; set; }

Property Value

Type	Description
bool	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

public bool RequestOnlyMissedMessages { get; set; }

Property Value

Type	Description
bool	Request only missed messages

ResendRequestMaximumRange

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

The default value is ResendRequestMaximumRange.

Declaration

public int ResendRequestMaximumRange { get; set; }

Property Value

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

ResendTimeout

The timeout during which counterparty should send a reply to the Resend Request (MsgType=2) message. If a counterparty does not reply or reply incorrectly during this timeout, then the Warning is called. By default, the resend request timeout equal to zero, which means an infinite timeout.

Declaration

public TimeSpan ResendTimeout { get; set; }

Property Value

Type	Description
TimeSpan	The timeout during which counterparty should send a reply to the Resend Request (MsgType=2) message.

ResendingBatchSize

The maximum number of messages sent in reply to the Resend Request(2) before temporarily releasing the Session’s lock.

The default value is ResendingBatchSize.

Declaration

public int ResendingBatchSize { get; set; }

Property Value

Type	Description
int	The maximum number of messages sent in reply to the Resend Request(2) before temporarily releasing the Session’s lock

ResendingQueueSize

The number of sent messages that are available for resending in reply to the counterparty's "Resend Request" message.

The default value is ResendingQueueSize.

Declaration

public int ResendingQueueSize { get; set; }

Property Value

Type	Description
int	The number of sent messages that are available for resending in reply to the counterparty's "Resend Request" message

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

public bool ResetLocalSequenceNumbersOnLogon { get; set; }

Property Value

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

ReuseEventArguments

Reuse 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

public bool ReuseEventArguments { get; set; }

Property Value

Type	Description
bool	Reuse event arguments

ReuseInboundMessage

Reuse 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

public bool ReuseInboundMessage { get; set; }

Property Value

Type	Description
bool	Reuse the same Message object for incoming messages.

Role

Session's role.

Declaration

public SessionRole Role { get; }

Property Value

Type	Description
SessionRole	Session's role

ScrambledLogonFields

Tags for the Logon(A) message fields to scramble in the session storage for security reasons.

Declaration

public Collection<int> ScrambledLogonFields { get; set; }

Property Value

Type	Description
Collection<int>

SendBufferSize

Size of the TCP socket buffer allocated for sending data, in bytes.

Declaration

public int SendBufferSize { get; set; }

Property Value

Type	Description
int

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

public bool SendLogoutOnException { get; set; }

Property Value

Type	Description
bool	option to send or not to send

SendQueueMaxSize

Send queue maximum size in bytes.

The default value is SendQueueMaxSize.

Declaration

public int SendQueueMaxSize { get; set; }

Property Value

Type	Description
int	Send queue maximum size in bytes

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

public bool SendResendRequestOnEachMessageGap { get; set; }

Property Value

Type	Description
bool	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

public int SendSpinningTimeout { get; set; }

Property Value

Type	Description
int	The send spinning timeout (in microseconds)

SenderCompId

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

Declaration

public 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

public 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

public string SenderSubId { get; set; }

Property Value

Type	Description
string	SenderSubID (tag 50) field value.

SendingThreadAffinity

Sending thread affinity.

Declaration

public int[] SendingThreadAffinity { get; set; }

Property Value

Type	Description
int[]

SendingThreadPriority

Gets or sets the priority of the session sending thread.

The default value is set by OS.

Declaration

public 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

public TimestampFormat SendingTimeFormat { set; }

Property Value

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

SetApplId

Option to set the ApplVerID (1128) field in all outgoing application messages when a FIX protocol version FIX 5.0 or above is used.

The default value is SetApplVerId.

Declaration

public bool SetApplId { get; set; }

Property Value

Type	Description
bool	Set the ApplVerID (1128) field in all outgoing application messages when a FIX protocol version FIX 5.0 or above is used

SetLastMsgSeqNumProcessed

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

The default value is SetLastMsgSeqNumProcessed.

Declaration

public bool SetLastMsgSeqNumProcessed { get; set; }

Property Value

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

Ssl

SSL connection settings.

Declaration

public SslSettings Ssl { get; }

Property Value

Type	Description
SslSettings

State

Session's state.

Declaration

public 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

public string StorageDirectory { get; set; }

Property Value

Type	Description
string	Storage directory

StorageId

The Id of the session storage.

Declaration

public string StorageId { get; }

Property Value

Type	Description
string	Session storage id

StorageType

Session's storage type.

Declaration

public 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.

Note: Using of this option should be bilaterally agreed upon between counterparts.

The default value is SupportNextExpectedMsgSeqNum.

Declaration

public bool SupportNextExpectedMsgSeqNum { get; set; }

Property Value

Type	Description
bool	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

public 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

public 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

public string TargetSubId { get; set; }

Property Value

Type	Description
string	TargetSubID (tag 57) field value.

TcpNoDelay

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

The default value is TcpNoDelay.

Declaration

public bool TcpNoDelay { get; set; }

Property Value

Type	Description
bool	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

public bool UpdateSendingTime { get; set; }

Property Value

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

ValidateCheckSum

Validate the CheckSum (tag 10) field value.

The default value is ValidateCheckSum.

Declaration

public bool ValidateCheckSum { get; set; }

Property Value

Type	Description
bool	Validate the CheckSum (tag 10) field value

ValidateDuplicatedFields

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

The default value is ValidateDuplicatedFields.

Declaration

public bool ValidateDuplicatedFields { get; set; }

Property Value

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

ValidateEmptyFieldValues

Option to validate empty message field values.

The default value is ValidateEmptyFieldValues.

Declaration

public bool ValidateEmptyFieldValues { get; set; }

Property Value

Type	Description
bool	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

public bool ValidateFieldValues { get; set; }

Property Value

Type	Description
bool	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

public bool ValidateRepeatingGroupEntryCount { get; set; }

Property Value

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

ValidateRepeatingGroupLeadingField

Validate that repeating group instances start with the correct leading fields.

The default value is ValidateRepeatingGroupLeadingField.

Declaration

public bool ValidateRepeatingGroupLeadingField { get; set; }

Property Value

Type	Description
bool	Validate that repeating group instances start with the correct leading fields.

ValidateRequiredFields

Validate the presence of required fields.

The default value is ValidateRequiredFields.

Declaration

public bool ValidateRequiredFields { get; set; }

Property Value

Type	Description
bool	Validate the presence of required fields

ValidateSequenceNumbers

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

Declaration

public bool ValidateSequenceNumbers { get; set; }

Property Value

Type	Description
bool	whether to validate incoming message sequence numbers

ValidateUnknownFields

Validate that there are no unknown message fields.

The default value is ValidateUnknownFields.

Declaration

public bool ValidateUnknownFields { get; set; }

Property Value

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

ValidateUnknownMessages

Validate that there are no unknown messages received.

The default value is ValidateUnknownMessages.

Declaration

public bool ValidateUnknownMessages { get; set; }

Property Value

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

Version

Returns the FIX Protocol version.

Declaration

public ProtocolVersion Version { get; }

Property Value

Type	Description
ProtocolVersion	FIX version

Methods

BreakConnection(bool)

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

Declaration

public ISession BreakConnection(bool async = false)

Parameters

Type	Name	Description
bool	async	If `false` then the method blocks until the TCP connection is closed. If `true` then the method returns immediately.

Returns

Type	Description
ISession

ClearOutboundQueue(bool)

Removes all messages from the outbound queue.

Declaration

public void ClearOutboundQueue(bool removeFragmentedPacket)

Parameters

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

Dispose()

Terminates the FIX Session, explicitly releases resource and removes the object from Garbage Collector.

Declaration

public void Dispose()

Dispose(bool)

Declaration

protected virtual void Dispose(bool disposing)

Parameters

Type	Name	Description
bool	disposing

~Session()

Perform cleanup operations on unmanaged resources held by the current Session object before the object is destroyed.

Declaration

protected ~Session()

FindSentMessage(int)

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

Declaration

public IMessage FindSentMessage(int sequenceNumber)

Parameters

Type	Name	Description
int	sequenceNumber	Message sequence number

Returns

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

FlushSessionStorage()

Calls Flush() method of the session storage.

Declaration

public 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

public ISession LogonAsAcceptor()

Returns

Type	Description
ISession

LogonAsInitiator(IPAddress, int, int, bool, IMessage, bool)

Establishes the FIX connection as Initiator.

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

Declaration

public 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
int	port	Counterparty's port number
int	heartBtInt	Heartbeat interval (seconds)
bool	setResetSeqNumFlagInFirstLogon	Set the ResetSeqNumFlag (tag 141) in the initial Logon (MsgType=A) message
IMessage	customLogonMessage	Custom Logon message
bool	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, int, int, bool, IMessage, bool)

Establishes the FIX connection as Initiator.

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

Declaration

public 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
int	port	Counterparty's port number
int	heartBtInt	Heartbeat interval (seconds)
bool	setResetSeqNumFlagInFirstLogon	Set the ResetSeqNumFlag (tag 141) in the initial Logon (MsgType=A) message
IMessage	customLogonMessage	Custom Logon message
bool	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, int, int, bool, 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

public 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
int	port	Counterparty's port number
int	heartBtInt	Heartbeat interval (seconds)
bool	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, int, int, bool, 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

public 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
int	port	Counterparty's port number
int	heartBtInt	Heartbeat interval (seconds)
bool	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, bool)

Terminates the FIX connection.

The provided Logout message is sent to the counterparty.

Declaration

public ISession Logout(IMessage logoutMessage, bool async = false)

Parameters

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

Terminates the FIX connection.

The initial Logout message is sent to the counterparty.

Declaration

public ISession Logout(bool async = false)

Parameters

Type	Name	Description
bool	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, bool)

Terminates the FIX connection.

The initial Logout message is sent to the counterparty.

Declaration

public 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
bool	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

public 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

public 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

public 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

OnError(SessionErrorEventArgs)

Declaration

protected virtual void OnError(SessionErrorEventArgs e)

Parameters

Type	Name	Description
SessionErrorEventArgs	e

OnStateChanged(EventHandler<SessionStateChangeEventArgs>, SessionStateChangeEventArgs)

Declaration

protected virtual void OnStateChanged(EventHandler<SessionStateChangeEventArgs> eventHandler, SessionStateChangeEventArgs e)

Parameters

Type	Name	Description
EventHandler<SessionStateChangeEventArgs>	eventHandler
SessionStateChangeEventArgs	e

OnWarning(SessionWarningEventArgs)

Declaration

protected virtual void OnWarning(SessionWarningEventArgs e)

Parameters

Type	Name	Description
SessionWarningEventArgs	e

PreFill(IMessage)

Pre-fills session-level fields that are constant during the session's lifetime: SenderCompId, TargetCompId, SenderLocationId, TargetLocationID, SenderSubID, TargetSubID.

Declaration

public ISession PreFill(IMessage message)

Parameters

Type	Name	Description
IMessage	message	Message to pre-fill

Returns

Type	Description
ISession

PreFill(SerializedMessage)

Pre-fills session-level fields that are constant during the session's lifetime: SenderCompId, TargetCompId, SenderLocationId, TargetLocationID, SenderSubID, TargetSubID.

Declaration

public ISession PreFill(SerializedMessage message)

Parameters

Type	Name	Description
SerializedMessage	message	Message to pre-fill

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

public ISession ResetLocalSequenceNumbers()

Returns

Type	Description
ISession

ResetSequenceNumbersViaLogonExchange()

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

Declaration

public ISession ResetSequenceNumbersViaLogonExchange()

Returns

Type	Description
ISession

Send(FlatMessage)

Declaration

public ISession Send(FlatMessage message)

Parameters

Type	Name	Description
FlatMessage	message

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

public ISession Send(IMessage message)

Parameters

Type	Name	Description
IMessage	message	Message to send

Returns

Type	Description
ISession

Send(Message)

Declaration

public ISession Send(Message message)

Parameters

Type	Name	Description
Message	message

Returns

Type	Description
ISession

Send(SerializedMessage)

Sends the given SerializedMessage to the counterparty.

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

Declaration

public 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.

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

Declaration

public ISession Send(IEnumerable<IMessage> messages)

Parameters

Type	Name	Description
IEnumerable<IMessage>	messages	Messages to send

Returns

Type	Description
ISession

Send(IEnumerable<SerializedMessage>)

Sends messages in a batch to the counterparty.

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

Declaration

public ISession Send(IEnumerable<SerializedMessage> messages)

Parameters

Type	Name	Description
IEnumerable<SerializedMessage>	messages	Messages to send

Returns

Type	Description
ISession

SendReject(int, string)

Sends the Reject (MsgType 3) message.

Declaration

public ISession SendReject(int refSeqNumber, string text)

Parameters

Type	Name	Description
int	refSeqNumber	The sequence number of the rejected message.
string	text	The reject reason text.

Returns

Type	Description
ISession

SendResendRequest(int)

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

public ISession SendResendRequest(int beginSeqNumber)

Parameters

Type	Name	Description
int	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

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

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 send function call. If the count of messages per time unit exceeds the throttling limit, the function will be blocked until the given time interval is passed.

Declaration

public ISession Throttle()

Returns

Type	Description
ISession

ThrottlingLimit(int, TimeSpan)

Sets throttling limit parameters.

Declaration

public ISession ThrottlingLimit(int messagesCount, TimeSpan interval)

Parameters

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

Returns

Type	Description
ISession

ToString()

Returns a string that represents the session.

Declaration

public override string ToString()

Returns

Type	Description
string

Overrides

object.ToString()

TryThrottle(bool)

Checks the throttling of a session that must be called before each send function call. If the count of messages per time unit exceeds the throttling limit, the function returns the delay until the sending becomes possible. Otherwise, it returns TimeSpan.Zero.

Declaration

public TimeSpan TryThrottle(bool resetWhenDelay = false)

Parameters

Type	Name	Description
bool	resetWhenDelay	The flag to indicate if the amount of messages per throttling interval should be reset when a delay is returned.

Returns

Type	Description
TimeSpan

WarmUp(IMessage)

Warms up the sending path.

Declaration

public ISession WarmUp(IMessage message)

Parameters

Type	Name	Description
IMessage	message	message to be used for warm up

Returns

Type	Description
ISession

Exceptions

Type	Condition
NullReferenceException	if message is null
EngineException	if error occurs
ObjectDisposedException	If Session object is disposed

WarmUp(SerializedMessage)

Warms up the sending path.

Declaration

public ISession WarmUp(SerializedMessage message)

Parameters

Type	Name	Description
SerializedMessage	message	message to be used for warm up

Returns

Type	Description
ISession

Exceptions

Type	Condition
NullReferenceException	if message is null
EngineException	if error occurs
ObjectDisposedException	If Session object is disposed

Events

BytesReceived

Data is received from the network.

Declaration

public event BytesReceivedEventHandler BytesReceived

Event Type

Type	Description
BytesReceivedEventHandler

Error

Error condition is detected.

Declaration

public event EventHandler<SessionErrorEventArgs> Error

Event Type

Type	Description
EventHandler<SessionErrorEventArgs>

InboundApplicationMessage

Application-level message is received from the counterparty.

Declaration

public event EventHandler<InboundMessageEventArgs> InboundApplicationMessage

Event Type

Type	Description
EventHandler<InboundMessageEventArgs>

InboundSessionMessage

Session-level message is received from the counterparty.

Declaration

public event EventHandler<InboundMessageEventArgs> InboundSessionMessage

Event Type

Type	Description
EventHandler<InboundMessageEventArgs>

MessageResending

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

Declaration

public event EventHandler<MessageResendingEventArgs> MessageResending

Event Type

Type	Description
EventHandler<MessageResendingEventArgs>

MessageSending

Message is about to be sent to the counterparty.

Declaration

public event EventHandler<MessageSendingEventArgs> MessageSending

Event Type

Type	Description
EventHandler<MessageSendingEventArgs>

OutboundApplicationMessage

Application-level message will be sent to the counterparty.

Declaration

public event EventHandler<MessageEventArgs> OutboundApplicationMessage

Event Type

Type	Description
EventHandler<MessageEventArgs>

OutboundSessionMessage

Session-level message will be sent to the counterparty.

Declaration

public event EventHandler<MessageEventArgs> OutboundSessionMessage

Event Type

Type	Description
EventHandler<MessageEventArgs>

ResendingFinished

Resending process is completed.

Declaration

public event EventHandler<ResendingStartedFinishedEventArgs> ResendingFinished

Event Type

Type	Description
EventHandler<ResendingStartedFinishedEventArgs>

ResendingStarted

ResendRequest (MsgType=2) message is received and the session is about to start resending messages.

Declaration

public event EventHandler<ResendingStartedFinishedEventArgs> ResendingStarted

Event Type

Type	Description
EventHandler<ResendingStartedFinishedEventArgs>

StateChanged

Session state is changed.

Declaration

public event EventHandler<SessionStateChangeEventArgs> StateChanged

Event Type

Type	Description
EventHandler<SessionStateChangeEventArgs>

Warning

Warning condition is detected.

Declaration

public event EventHandler<SessionWarningEventArgs> Warning

Event Type

Type	Description
EventHandler<SessionWarningEventArgs>

Implements

ISession

IDisposable