| 8 | BeginString | STRING | Y | 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 FIX.4.2 or FIX.4.4.
| | 9 | BodyLength | INT | Y | 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 | STRING | Y | Type of message contained in the message body
This tag must appear third in the list of header tags.
Possible values:- 0: Heartbeat
- 1: Test Request
- 2: Resend Request
- 3: Reject
- 4: Sequence Reset
- 5: Logout
- 8: Execution Report
- 9: Order Cancel Reject
- A: Logon
- B: News
- c: Security Definition Request
- D: Order Single
- d: Security Definition
- e: Security Status Request
- f: Security Status
- F: Order Cancel Request
- G: Order Cancel Replace Request
- H: Order Status Request
- Q: Don’t Know Trade (Inbound Drop Copy only)
- R: Quote Request
- V: Market Data Request
- W: Market Data Snapshot Full Refresh
- X: Market Data Incremental Refresh
- Y: Market Data Request Reject
- AD: Trade Capture Report Request
- AE: Trade Capture Report
- AQ: Trade Capture Report Request Ack
| | 49 | SenderCompID | STRING | Y | Assigned value used to identify the counterparty
| | 56 | TargetCompID | STRING | Y | Assigned value used to identify TT
| | 34 | MsgSeqNum | SEQNUM | Y | Message sequence number
| | 43 | PossDupFlag | BOOLEAN | CMust be sent when a third-party FIX acceptor resends messages
| Whether the sequence number for this message is already used
Possible values:- N: NO: Original transmission
- Y: YES: Possible duplicate
| | 97 | PossResend | BOOLEAN | CMust be sent if the message may contain information that has been sent under another sequence number.
| Whether the message might contain information that has been sent under another sequence number
Possible values:- N: NO: Original transmission
- Y: YES: Possible resend
| | 122 | OrigSendingTime | UTCTIMESTAMP | CSent when a third-party FIX acceptor resends a message
| Original time of message transmission, when transmitting orders as the result of a resend request
Always expressed in UTC.
| | 52 | SendingTime | UTCTIMESTAMP | Y | Time, in UTC, the message was sent.
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| 48 | SecurityID | STRING | Y | | | 55 | Symbol | STRING | CNot used when Tag 167 (SecurityType)=MLEG.
| Exchange-provided product symbol for the tradable product.
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| 387 | TotalVolumeTraded | QTY | Y | Total volume traded during the current trading session for this instrument.
Note: Include only in the first item in the repeating group.
| | 268 | NoMDEntries | NUMINGROUP | Y | Number of market data entries in the message. Starts the repeating group.
| | 269 | MDEntryType | CHAR | Y | Type of market data to request.
Note: When Tag 35 (MsgType) = V, (i.e., Market Data Request) or Tag 35 (MsgType) = X, (i.e., Market Data Snapshot), Tag 269 must be the first tag in each MDEntry repeating group.
Possible values:- 0: Bid
- 1: Ask
- 2: Trade
- 4: Opening price
- 5: Closing price
- 6: Settlement price
- 7: Trading session high price
- 8: Trading session Low price
- 9: VWAP price (Spot energy products only)
- A: Imbalance (B3 Auction and Pre-Open market states only)
- B: Trade volume
- J: Empty book
- L: Leg trade
- Y: Implied bid
- Z: Implied ask
- m: OTC trade (New for TT FIX)
- n: Market bid (B3 Auction and Pre-Open market states only)
- o: Market ask (B3 Auction and Pre-Open market states only)
- p: Indicative open
- q: Indicative close
- r: Indicative bid
- s: Indicative ask
- t: Indicative settlement
- u: Exchange sending time
- v: Exchange transaction time
- w: Exchange sequence number (TT internal only)
- x: Last traded
| | 270 | MDEntryPx | PRICE | Y | Price of the instrument associated with this entry. Interpret the value based on the entry type.
| | 271 | MDEntrySize | QTY | CRequired when Tag 269 (MDEntryType) contains:
- 0: Bid
- 1: Offer
- 2: Trade
- Y: Implied bid
- Z: Implied ask
| Quantity associated with the related instrument.
| | 290 | MDEntryPositionNo | INT | CRequired when Tag 269 (MDEntryType) is either 0 (bid), 1 (offer), Y (implied bid), or Z (implied offer)
| Position of the MD price level in relation to the best bid / best offer (1 being the best).
Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with 1. The FIX client must determine where the new price belongs based on Tag 270 (MDEntryPx).
| | 346 | NumberOfOrders | INT | CCondition: Send when both of the following are true:
- Tag 269 (MDEntryType) contains: 0 (Bid), 1 (Ask), Y (Implied bid), or Z (Implied ask).
- The data is available.
| Number of orders that comprise the quantity represented in Tag 271 (MDEntrySize) of this message.
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| 10 | CheckSum | STRING | Y | Unencrypted three-character checksum
This tag must always be the last field in a message (i.e. it serves, with the trailing <SOH>, as the end-of-message delimiter).
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