Common FIX Messages
Header Format
Standard FIX Header format.
| Field tag | Field name | Format | Req | Comments |
|---|---|---|---|---|
| 8 | BeginString | String | Y | Always FIX.4.4 |
| 9 | BodyLength | Length | Y | Message length in bytes forward to the CheckSum (10) field |
| 35 | MessageType | String | Y | Message type |
| 49 | SenderCompID | String | Y | BTNL_PF (pricefeed) or BTNL_DC (dropcopy) |
| 50 | SenderSubID | String | N | |
| 56 | TargetCompID | String | Y | Negotiated value to identify receiving firm |
| 34 | MsgSeqNum | SeqNum | Y | Integer message sequence number |
| 52 | SendingTime | UTCTimestamp | Y | Time of message transmission |
| 43 | PossDupFlag | Boolean | C | Required for resent messages. Y = Possible duplicate |
| 97 | PossResend | Boolean | C | Required for messages resent under a new sequence number. Y = Possible resend |
Trailer Format
Standard FIX Trailer Format.
| Field tag | Field name | Format | Req | Comments |
|---|---|---|---|---|
| 10 | CheckSum | String | Y | Three byte, simple checksum. Always last field in message. See Volume 2: “Checksum Calculation” |
Administrative Messages
| Message type | Tag 35 (MsgType) |
|---|---|
| Logon | A |
| Heartbeat | 0 |
| Test Request | 1 |
| Logout | 5 |
Logon Message
The Logon (A) message authenticates a user establishing a connection to a remote system.
| Field tag | Field name | Format | Req | Comments |
|---|---|---|---|---|
| 553 | Username | String | Y | Username will be provisioned by Bitnomial. |
| 554 | Password | String | Y | Password will be provisioned by Bitnomial. |
| 98 | EncryptMethod | Int | Y | Constant 0 (None) required. |
| 108 | HeartBtInt | Int | Y | Heartbeat interval in seconds (No less than 10). Recommend 30-60. |
| 141 | ResetSeqNumFlag | Bool | N | Y or N indicates that both sides of a FIX session should reset seq nums. |
Example:
8=FIX.4.4 | 9=88 | 35=A | 49=fix_client | 56=BTNL_PF | 34=1 | 52=20061124-15:47:02.951 | 98=0 | 108=30 | 553=10 | 554=AUTHTOKEN | 141=Y | 10=CHECKSUM |
Heartbeat
The Heartbeat (0) message monitors the status of the communication link and identifies when the last of a string of messages was not received.
| Field tag | Field name | Format | Req | Comments |
|---|---|---|---|---|
| 112 | TestReqID | String | C | Required if the result of a Test Request (1) message |
Example:
8=FIX.4.4 | 9=57 | 35=0 | 34=2 | 49=BTNL_DC | 56=BTNL_DC | 52=20210525-16:59:02.564 | 10=012 |
Test Request
The TestRequest (1) message forces a heartbeat from the connected application.
| Field tag | Field name | Format | Req | Comments |
|---|---|---|---|---|
| 112 | TestReqID | String | Y | Identifier to be returned in the resulting Heartbeat (0) |
Example:
8=FIX.4.4 | 9=75 | 35=1 | 49=BTNL_PF | 56=fix_client | 34=2 | 52=20061124-15:50:32.215 | 112=PostLogon_00001 | 10=CHECKSUM |
Logout
The Logout (5) message terminates the FIX session.
Disconnection without the exchange of Logout (5) messages should be interpreted as an abnormal condition.
| Field tag | Field name | Format | Req | Comments |
|---|---|---|---|---|
| 58 | Text | String | N | Free format text string |
Example:
8=FIX.4.4 | 9=95 | 35=5 | 49=BTNL_PF | 56=fix_client | 34=25 | 52=20061124-15:59:50.524 | 58=NormalLogoutInitiatedByCounterparty | 10=054 |