Logon

Logon must be the first message sent by the TPH after the TCP connection is established. EncryptMethod is ignored (FIX level encryption is not supported).

CFE will wait one second after a Logon is received to ensure that no Resend Request messages are in flight from the TPH. A Heartbeat will be sent to indicate that the one second wait period has ended. TPHs should not send any orders prior to receiving this first Heartbeat from CFE.

The IP Address of the TPH, the SenderCompID, SenderSubID, TargetCompID, and TargetSubID ( TEST/PROD) will be validated. If validation fails the connection will be dropped without a reject (to avoid corrupting the TPHs sequence in the case that the TPH merely mistakenly connected to the wrong port).

If connection is unexpectedly broken, upon reconnection the TPH may receive a login reply with a sequence number greater than expected. This means that in-flight messages were missed (likely important execution reports). The TPH should issue a Resend Request to retrieve the missed messages.

Similarly CFE will issue a Resend Request to the TPH for messages that it missed. The TPH may wish to send gap fill messages in place of new orders to avoid re-submission of potentially stale orders.

HeartbeatInterval must be specified by the TPH in the Logon message. This value will be clamped between five and 300 seconds and returned in the logon reply message. We recommend using as low a value as the reliability and latency of your telecommunications channel will allow.