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Common Components

StandardHeader​

TAGNAMETYPEREQDESCRIPTION
8BeginStringstringYMust be set to FIXT.1.1. Since FIX version 5.0, this field represents the session version. The application version gets specified in Logon message's DefaultApplVerID (1137) tag.
9BodyLengthintYMessage length in bytes up to the checksum field; must be the second field in message.
35MsgTypestringYThe type of message proceeding the header; must be the third field in the message. Supported values include:
Administrative (all sessions)
  • A — Login
  • j — BusinessReject
  • 0 — Heartbeat
  • 1 — TestRequest
  • 2 — ResendRequest
  • 3 — Reject
  • 4 — SequenceReset
  • 5 — Logout
Order Entry
  • D — NewOrderSingle
  • G — OrderCancelReplaceRequest
  • F — OrderCancelRequest
  • 9 — OrderCancelReject
Market Data
  • x — SecurityListRequest
  • y — SecurityList
  • BK — SecurityListUpdateReport
  • V — MarketDataRequest
  • Y — MarketDataRequestReject
  • W — MarketDataSnapshotFullRefresh
  • X — MarketDataIncrementalRefresh
49SenderCompIDstringYValue chosen by the user used to identify sending session.
56TargetCompIDstringYValue assigned by the exchange.
34MsgSeqNumintYMonotonically increasing sequence number.
43PossDupFlagbooleanCIndicates possible retransmission of a message:
  • N — Original Transmission
  • Y — Possible duplicate
97PossResendcharCIndicates whether the message may have already been sent with a different sequence number. Useful when performing a replay:
  • N — Original transmission
  • Y — Possible resend
52SendingTimeutc timestampYTime the message was transmitted, expressed in UTC, microseconds: YYYYMMDD-HH:MM:SS.ssssss.

StandardTrailer​

TAGNAMETYPEREQDESCRIPTION
10CheckSumstringYThree-byte checksum calculated by summing every byte in the message up to and not including the checksum field itself. This value is then moduloed by 256 and written with prefixed 0s (if necessary) to meet the 3-byte requirement.

Parties​

TAGNAMETYPEREQDESCRIPTION
453NoPartyIDsintYNumber of PartyID (448), PartyIDSource (447), and PartyRole (452) entries. This tag must be the first entry before the repeating group(s). Must be set equal to 1. Only one party is supported per request.
↳448PartyIDstringYStart of a new party group entry. Party identifier/code.
↳452PartyRoleintYIdentifies the type or role of the PartyID (448) specified:
  • 3 — Client ID
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