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 |
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” |
Message type | Tag 35 (MsgType) |
---|---|
Logon | A |
Heartbeat | 0 |
Test Request | 1 |
Logout | 5 |
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 is the connection id in hexadecimal. |
554 | Password | String | Y | Password is the connection auth token. |
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 |
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 |
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 |
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 |