About the FIX Monitor app
The FIX Monitor app can monitor your FIX environment by ingesting and analyzing FIX log data.
With the FIX Monitor app, you can:
- Detect potential critical session events.
- Track common FIX metrics.
- View session details.
- Drill-down FIX conversations.
- Search and filter FIX messages.
In addition, the app produces alerts and metrics about the app itself.
Note
The app does not interact directly with the FIX engines or sessions it is monitoring. It processes FIX log data instead.
Session events Copied
Session events are potential warning or critical events detected during a FIX session and are persisted in the app.
The following session events are monitored:
- Session not following schedule (logged in or out when the schedule says otherwise)
- Session inactivity
- Session rejects
- Business message rejects
- Resend requests
- Sequence resets
- “Don’t Know Trades”
Based on the event type, the FIX session severity will either be set to Warning or Critical. The session severity will return to Normal when all events are cleared in the session. Events can be cleared manually or when the scheduled reset time occurs for the session.
If a FIX message generated the event, then it is possible to view the raw FIX message.
Session severity timelines Copied
Session severity timelines show the session severity history for the selected time interval as well as a range for the future period. Lines on the timeline indicate past and future scheduled events for each session. Hover over the timelines see their short descriptions.
Session metrics Copied
As messages are being processed, the app publishes a set of common metrics to Obcerv for viewing in other parts of the app. You will see these metrics displayed in KPI boxes and time-series charts in the app.
For each session, the following metrics are tracked and are displayed for all messages or for each individual session:
- Messages
- New orders
- Rejected orders
- Cancelled orders
- Replaced orders
- Partially filled orders
- Filled orders
You can also view ack latency histograms for the following message exchanges:
- New order ack latency
- Replace order ack latency
- Cancel order ack latency
The following session attributes are also tracked:
- Schedule
- Sequence numbers
- FIX version
- Heartbeat interval
- Last activity
- Logged on/off
Application monitoring Copied
The app tracks the liveness of incoming FIX message data. You will see a banner displayed in the UI when the following are detected:
- Message data processing lag (incoming message data being received by processing is delayed)
- Message data no longer being received (incoming message data no longer being received)
Session discovery Copied
When a FIX message is received for a previously unseen FIX session, the app attempts to determine the direction of messages (whether inbound or outbound) depending on the user.
| Method | Description |
|---|---|
| FIX session entities | If a FIX Session has been previously seen, it should be persisted as an entity in Obcerv. |
FIX session sender CompID prefix list |
This is a list of CompID prefixes that can be configured to match against the sender and target CompID values on messages received by the new session. |
If neither attempt is successful, you will see a red icon for the session and a tooltip of Configuration Required.
You can resolve in the Session > Configure tab and manually set which compID are the sender and target.
See FIX Sender CompIds for more information.
You can also modify the Sender CompID list after startup by navigating to FIX Monitor > Configure and then
clicking 
beside
Sender CompId List.
Session recovery Copied
During application start-up, the app attempts to recovery FIX session entities from Obcerv. Recovered sessions are displayed in the app with an Unknown status until FIX messages are received for them.
If a session is inactive (no new messages received), it will eventually be purged from Obcerv.
Holiday calendars Copied
Application-level holiday calendars can be applied to any session schedule configuration, and sessions are not expected to be logged in during holidays. Only one holiday calendar can be attached to each session.
To add a holiday calendar:
- From the web console, go to FIX Monitor > Configure.
- Click
beside Holiday Calendars.
- On the Add Holiday Calendar window that opens, provide the calendar name and select the appropriate timezone.
- Click Save.
- On the added calendar section, click Add day and choose the date of the holiday. You can add multiple holidays. To remove a holiday, click
.
Session schedules Copied
For the app to detect FIX sessions that are not following their schedules, you need to configure a schedule for each session. Otherwise, the default schedule is used.
See Default Schedule for more information. The default schedule can only be set in the Helm chart for the app.
The following parameters can be configured for every schedule:
| Parameter | Description |
|---|---|
| Timezone | Standard time in the region. |
| Holiday calendar (optional) | Only one can be set for each schedule. |
| Logon or start time | When the session is scheduled to be logged on. |
| Logout or end time | when the session is scheduled to be logged out. |
| Reset or EOD time | When the session is scheduled to reset itself. The app resets a number of persisted items at this time. |
Schedule types Copied
The following schedule types can be configured:
| Type | Description |
|---|---|
| Weekday schedules | The most common schedule type where the same logon, logout, and reset times are set on all weekdays (Monday to Friday). |
| Daily schedules | Similar to the weekday schedule, but individual days of the week can be selected. |
| Weekly schedules | This schedule only allows a single logon, logout, and reset times to be scheduled each week. This is typically used for long-running FIX sessions. |
Admin functionality Copied
The app maintains different types of application data and states to monitor FIX sessions and to create parts of the UI. The following data can be manually purged by admins or purged when the session reset time is scheduled.
Session signals Copied
FIX session entities all have a latest Signal based on the past session events that have occurred. Admins are able to reset the signal to Normal and archive all events on one or all sessions. Otherwise, this data will be purged when the session reset time occurs.
Session data Copied
This includes FIX messages, session events, and message correlation IDs. Admins are able to clear this data on one or all sessions. Otherwise, this data will be purged when the session reset time occurs.
FIX session entities Copied
When a new FIX session is discovered, it is added to Obcerv as an entity. Admins are able to force the removal of a FIX session entity. Otherwise, if the session receives no new messages for a certain amount of time it will be automatically removed from Obcerv.
