Posted: Nov 04, 2013 @ 10:43 AM             Msg. 1 of 12

Hi, I can't connect to the FAST server (error message in my logs is "Pending connection not established after 11004 ms"). I'm using the following connection values:

[DEFAULT]# Settings which apply to all the Sessions.
FileStorePath=C:\Work\sessioninfo\FAST
ConnectionType=initiator
SenderCompID=MHall4001
TargetCompID=OEC_TEST
ReconnectInterval=5
LogonTimeout=30
ResetOnLogon=Y
FileLogPath=C:\Work\logs\FAST

[SESSION]# Settings specifically for one session
BeginString=FIX.4.4
SocketConnectHost=api.openecry.com
SocketConnectPort=9304
Username=MHall4001
StartDay=sunday
EndDay=friday
StartTime=00:00:00
EndTime=00:00:00
HeartBtInt=30
UseDataDictionary=Y
DataDictionary=C:\Work\datadictionary\FIX44.xml

Any ideas why the connection is not accepted? (I have no problems connecting to the FIX Order Server).

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Michael Hall

Posted: Nov 04, 2013 @ 11:04 AM             Msg. 2 of 12

Hi. It looks like you are trying to connect to FAST server with FIX client.

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Victor Vins
Lead Software Developer

Posted: Nov 04, 2013 @ 01:53 PM             Msg. 3 of 12

Yes I was. So I presume I need to start a TCP session then send the Hello handshake and then Logon with the FIX message on p41 of your OECFIXAPI.
Is that correct?

Is the TCP connection multicast? If so what group name should use?

Thanks.

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Michael Hall

Posted: Nov 04, 2013 @ 02:57 PM             Msg. 4 of 12

We have two separate servers: FIX for trading and FAST for data feed. First, you need to connect to FIX and perform logon procedure. Logon response from us will contain a hash code that you need to use in FAST session instead of password. After that you need to connect to FAST server starting with Hello handshake.

TCP connection is not a multicast. All what you need to do is to connect to specified host/port.

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Victor Vins
Lead Software Developer

Posted: Nov 05, 2013 @ 12:51 PM             Msg. 5 of 12

I can login to the FIX for trading server and I get the hash code.

Do you have a template definition of what you expect the Hello template to be?

The OEC API doc has the other templates defined but not the Hello template. BTW the XML Namespace in the template definitions xmlns=http://www.fixprotocol.org/ns/fast/td/1.1 is not longer valid.

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Michael Hall

Posted: Nov 05, 2013 @ 01:07 PM             Msg. 6 of 12

Hello message is a part of FAST Session Control Protocol 1.1. If you will use some platform like OpenFAST, it can happen that this part of protocol is already implemented inside.

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Victor Vins
Lead Software Developer

Posted: Nov 05, 2013 @ 01:47 PM             Msg. 7 of 12

Yes, I’m using openFAST version 1.1.2 and it doesn’t have a definition of the Hello template in the template definition file. Do you have it?

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Michael Hall

Posted: Nov 05, 2013 @ 02:13 PM             Msg. 8 of 12

If you are using OpenFAST, you don't need Hello template in your registry: native implementation of ISessionProtocol handles it.

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Victor Vins
Lead Software Developer

Posted: Nov 06, 2013 @ 07:09 AM             Msg. 9 of 12

After logging onto the FAST server I get Logged out with the message below:

Hello -> {16002, OEC FAST Prices, http://OpenFAST.org/OpenFAST/1.1}
Logout -> {61, 5, 20131106120316, SoftwareNotPermitted}

Solution ?

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Michael Hall

Posted: Nov 06, 2013 @ 08:41 AM             Msg. 10 of 12

You need to contact Customer Service to get UUID and have this UUID enabled for your user.

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Victor Vins
Lead Software Developer

Posted: Nov 06, 2013 @ 10:05 AM             Msg. 11 of 12

OK will do.

FYI the FIX api doc says (p5) "UUID(12003)
It should be populated with a unique application identifier provided by Customer Service. Optional."

Also when I set up the account, customer service said "A UUID is not needed for FIX access."

Thanks for your help. Almost there!

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Michael Hall

Posted: Nov 07, 2013 @ 01:05 PM             Msg. 12 of 12

I was able to get market data from the FAST server today. Thank you for help and answering my questions promptly.

BTW the OEC FIX API doc has an inconsistency on p44: NoMDEntryTypes is shown as having a tag ID of 267 when it should be 268 (according to the XML definition and which is what the server returns).

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Michael Hall