FIX II Quiz

Batch processing is implemented in which moxy version?

How many executions can FIX handle per second?

To be able to write messages to the FIX log, FIX.NET needs which system credential?

In order to access the FIXNET database, FIX.NET service needs permission to recover the DatabaseConnectionString which is located in:

Select all the details the DatabaseConnectionString from SolutionForge registry key contains:

Which tables are consulted in order to read tags and parse FIX messages before they are stored in the RX_MESSAGE_STORE table?

All messages are stored in the RX_MESSAGE_STORE table, except heartbeats.

To be able to store heartbeats, what should be installed?

Which column in the FIX_MESSAGES table should be set to value = 1 to make sure heartbeats are being stored?

FIX.NET service tracks the state of each open session with each provider in which table?

MxFIXNETServices installation ties the FIX.NET service to which two objects?

The ADVS.MxFIXInboundProcessor is a COM+ object that lives within the comadptr.dll.

Which tables are checked to know which Moxy database to deliver fills?

Which of the following are parameters passed by the pMxFIXInPutMessage sproc to Moxy?

The sproc pMxFIXInPutMessage kicks off the following actions and procedures: 1. Increment the [blank_start]LastRxMsgSeqNum[blank_end] in MoxyFIXConnectionData table when it gets a heartbeat or any FIX message that Moxy's not interested in 2. Trigger [blank_start]replay[blank_end] of FIX Messages from FIXNET if Moxy's sequence number is behind, calling a sproc that puts an [blank_start]Event 91[blank_end] into the RTM Event Queue 3. Check to see how many times it should request a replay by looking at [blank_start]MaxReXmit[blank_end] 4. Detect [blank_start]duplicate[blank_end] FIX message by noticing if the FIX sequence number is lower than the Moxy sequence number 5. Log the fact that the new message was successfully received in the [blank_start]Moxy Event Log[blank_end] 6. Increment the Moxy [blank_start]sequence number[blank_end] after each successfully processed message 7. Call upon the [blank_start]pMxFIXPutMessageStaging[blank_end] sproc to actually process the incoming message

The pMxFIXPutMessageStaging sproc will: 1. Parse the [blank_start]FIX message[blank_end] out, separate all the tags and verify that execution actually applies to an actual Moxy order/FIX place 2. Insert the [blank_start]acknowledgement[blank_end] messages in the [blank_start]MoxyFIXExtMessage[blank_end] where a trigger fires to put an [blank_start]Event 72[blank_end] in the RTM Event Queue 3. Insert every [blank_start]acknowledgement[blank_end] and every [blank_start]fill[blank_end] in to the MoxyFIXExtMessage table 4. Trigger a stored procedure [blank_start]_pMxFIXGenRTMFillEvent[blank_end] to insert an Event 72 into RTM Event Queue

Both the pMxFIXPutMessageStaging and pMxFIXInPutMessage sprocs won't be executed if the RTM service is not started.

The FIX Inbound Processor through triggering the pMxFIXInputMessage sproc inserts new events into the RTM Event Queue but if the RTM service is not running, these events will simple sit forever in the queue and will never be processed.

Sender and Target CompID values are contained in which tags?

Sender and Target CompIDs are stored in which table?

The MoxyFIXExtMessage table is basically like the RX_MESSAGE_STORE table in the FIXNET database since it also stores heartbeats.

Messages that Moxy cannot process successfully are also stored in the MoxyFIXExtMessage table.

Acknowledgements like all execution reports have a value of Tag 35=8 with the addition of having:

RTM Event Queue Status: -3 = [blank_start]Retry[blank_end] -2 = [blank_start]On the Bubble[blank_end] -1 = [blank_start]Failure[blank_end] 0 = [blank_start]Unprocessed[blank_end] 1 = [blank_start]Success[blank_end]

Select all the correct statements regarding the ExecTime and ExecType in the MoxyRTMEventQueue

RTM Events: Event ID - Event Name 51 - [blank_start]FIX SEND Order[blank_end] 52 - [blank_start]FIX Replace Order[blank_end] 53 - [blank_start]FIX Cancel Order[blank_end] 54 - FIX Request Order Status 55 - [blank_start]FIX Send DK Trade[blank_end] 56 - FIX Send Reject 72 = [blank_start]FIX Recv Message[blank_end] 73 - FIX Recv State Change 81 - FIX Connect 82 - FIX Disconnect 83 - [blank_start]FIX EOD[blank_end] 91 - FIX Request Retransmit RX Messages

Select all options that can flush the Moxy RTM Event Queue:

Select all possible reasons why an entry in the RTM Event Queue is not being processed while other RTM events are processing just fine:

Select all tables where the statuses are flipped to 1 once RTM is able to process entries/events successfully:

If there is an entry in the Event Queue for EventID = 72 and Status = 0, Moxy will think "go and process ALL available fills".

Before fills are put into the MoxyFill table, they are:

Sequence numbers are tracked in which tag?

Moxy and FIXNET are "in sync" when Moxy's sequence number is ahead of FIXNET.

To check if Moxy and the FIXNet database are in sync, we can verify the sequence numbers stored in their respective tables. For Moxy, we can check the [blank_start]LastRxMsgSeqNum[blank_end] column in the [blank_start]MoxyFIXConnectionData[blank_end] table which represents the sequence number of the [blank_start]last processed[blank_end] incoming FIX message. While in FIXNET, we can check the [blank_start]FIX_SESSION_STATE[blank_end] table for the [blank_start]RX_MSG_SEQ_NUM[blank_end] column that contains the [blank_start]next anticipated[blank_end] incoming sequence number. Moxy's sequence number should always be [blank_start]one less[blank_end] than the FIX sequence number.

Which SQL Agent job will perform an EOD on the Moxy/FIXNET system?

Select all true statements regarding Moxy's mechanism for getting back in sync with the FIXNET database:

Moxy replays messages from FIXNET in batches of 100.

Bad messages to have "Failed the SolutionForge session-level validation" are caused by:

Bad messages to have "Failed the SolutionForge session-level validation" will be responded by FIX.NET with a:

In order to prevent RTM from forever asking for the same missing message, MoxyFIXConnectionData maintains a request count number in which column?

This hidden dipswitch/setting tells RTM how many times it should request the same sequence number:

To activate the hidden dispwitch for RTM replay logic, which should you run?

To delete the hidden dipswitch/setting for RTM replay logic, which should you run?

FIXNET will not replay EXPIRED messages.

What should you do to unexpire a FIX message?

Tag 11 is for which field?

Tag 11 or Client Order ID can be found in which column of the MoxyFIXPlaceOrder table?

If Moxy receives a FIX message with a Tag = 11 that doesn't correspond to real Client Order ID, what will be sent to the broker?

Subsequent executions can still find their way to the correct trade even after Close and Split off Remainder is used because of which column in the MoxyFIXPlaceOrder table?

What is tag 37 for?

Select all true statements for Tag 37:

What is the tag number for Broker's Execution ID?

Which tag indicates the broker who executed the trade?

To prevent duplicate fills while processing executions, Moxy will extract 4 pieces of data which will be combined into a Message Key. This Message Key contains which of the following?

If Moxy sees a duplicate Message Key while processing executions, what would it do?

All incoming FIX messages are recorded in which two places?

Name the following tags: Tag 52 - [blank_start]Sending Time[blank_end] Tag 60 - [blank_start]Transaction Time[blank_end] Tag 63 - [blank_start]Settlement Type[blank_end] Tag 75 - [blank_start]Trade Date[blank_end]

Tag 60 is an optional standard tag that takes precedence over Tag 52 or Tag 75.

If this tag is present, Moxy will take the date supplied as Fill Settle Date and will override all other tags.

You need to activate a dipswitch to be able to use Tag 75 as your Trade Date.

You need to activate a dipswitch to use Tag 52 as your Trade Date.

Select all the methods clients employ to make Moxy's functionality work for International trading:

What are the requirements for UTRs or Drop Copies?