FIX Gateway

Message structure: message header

Overview

Every message sent to and received from the TT FIX Gateways must start with message sender and receiver information, message type, and message size.

Header tags in messages from a TT FIX Gateway to a third-party FIX acceptor

Tag # Field Name Req’d Data type Comments
8 BeginString Y String

FIX protocol version

The tag indicates the beginning of a new message.

This tag must be the first tag in the message.

You must set the value to FIX4.2.

9 BodyLength Y int

Message length (in characters)

The value represents number of characters in the message following this tag up to, and including, the delimiter immediately preceding Tag 10 (CheckSum). This tag must be the second field in a message.

35 MsgType Y String

Type of message contained in the message body

This tag must appear third in the list of header tags.

49 SenderCompID Y String

Assigned value used to identify TT

56 TargetCompID Y String

Assigned value used to identify the counterparty

34 MsgSeqNum Y SeqNum

Message sequence number

43 PossDupFlag C Boolean

Whether the sequence number for this message is already used

Possible values include:

  • Y: Possible duplicate
  • N: Original transmission

Condition: Sent when a TT FIX Gateway resends messages

122 OrigSendingTime C UTCTimestamp

Original time of message transmission, when transmitting orders as the result of a resend request

Always expressed in UTC.

Condition: Required for resent messages

52 SendingTime Y UTCTimestamp

Time, in UTC, the message was sent.

Header tags in messages from a third-party FIX acceptor to a TT FIX Gateway

Tag # Field name Req’d Data type Comments
8 BeginString Y String

FIX protocol version

The tag indicates the beginning of a new message.

This tag is always the first tag in the message.

The value is always FIX4.2.

9 BodyLength Y int

Message length (in characters)

The value represents number of characters in the message following this tag up to, and including, the delimiter immediately preceding Tag 10 (CheckSum). This tag must be the second field in a message.

35 MsgType Y String

Type of message contained in the message body

This tag must appear third in the list of header tags.

49 SenderCompID Y String

Assigned value used to identify the counterparty

56 TargetCompID Y String

Assigned value used to identify TT

34 MsgSeqNum Y SeqNum

Message sequence number.

43 PossDupFlag C Boolean

Whether the sequence number for this message is already used

Possible values include:

  • Y: Possible duplicate
  • N: Original transmission

Condition: Must be sent when a third-party FIX acceptor resends messages

97 PossResendFlag C Boolean

Indicates the message may contain information that has been sent under another sequence number

Possible values include:

  • Y: Possible resend
  • N: Original transmission

Condition: Must be sent if the message may contain information that has been sent under another sequence number.

122 OrigSendingTime C UTCTimestamp

Original time of message transmission, when transmitting orders as the result of a resend request

Always expressed in UTC.

Condition: Sent when a third-party FIX acceptor resends a message

52

SendingTime

Y UTCTimestamp

Time, in UTC, the message was sent.