FIX Strategy Creation
FIX Strategy Creation
Strategy Creation Request & Successful “as-is” and “with changes” Responses
Security definition 35=c creation request
8=FIX.4.2 | 9=205 | 35=c | 34=3 | 49=MehulOR1 | 52=20230109-09:35:48 | 56=TT_ORDER | 167=MLEG | 320=2 | 207=CME | 55=GE | 1=mshaha_acc | 116=MShaha | 555=2 | 600=GE | 602=249651 | 603=96 | 623=1 | 624=1 | 600=GE | 602=21064 | 603=96 | 623=1 | 624=1 | 566=9618 | 811=0.22 | 10=213 |
Security definition 35=d response
8=FIX.4.2 | 9=01060 | 35=d | 49=TT_ORDER | 56=MehulOR1 | 34=4 | 52=20230109-09:35:58.579 | 320=2 | 322=2 | 323=4 | 393=1 | 15=USD | 167=MLEG | 762=Covered | 55=GE | 107=Eurodollar Futures | 460=6 | 200=202309 | 541=20230901 | 205=1 | 9787=1 | 48=8610690892906721483 | 207=CME | 100=XCME | 461=M | 16552=0.5 | 16554=25 | 454=6 | 455=U$ | 456=99 | 455=UD:U$:CFO 0109807395 | 456=98 | 455=1xGE Sep23 10125 0.22xGE Sep24@9618 C Covered | 456=97 | 455=807395 | 456=8 | 455=13463009530246646819 | 456=93 | 455=11169539431571269395 | 456=92 | 864=2 | 865=5 | 866=20230109 | 865=6 | 866=20230109 | 555=2 | 600=GE | 602=8841739006101959054 | 620=Eurodollar Futures | 607=6 | 603=96 | 609=OPT | 610=202309 | 611=20230918 | 18314=18 | 612=10125 | 1358=1 | 616=CME | 18100=XCME | 608=OC | 624=1 | 623=1 | 556=USD | 18212=M | 18224=202309 | 604=5 | 605=ZE | 606=99 | 605=GEU3 C0125 | 606=98 | 605=GE Sep23 C10125 | 606=97 | 605=1ED10125I3 | 606=5 | 605=249651 | 606=8 | 600=GE | 602=6936802686862801409 | 620=Eurodollar Futures | 607=6 | 603=96 | 609=FUT | 610=202409 | 611=20240916 | 18314=16 | 616=CME | 18100=XCME | 608=FFDXSX | 624=1 | 623=0.22 | 556=USD | 566=9618 | 18212=M | 18224=202409 | 604=4 | 605=GEU4 | 606=98 | 605=GE Sep24 | 606=97 | 605=EDU24 | 606=5 | 605=21064 | 606=8 | 16451=0 | 10=217 |
Strategy Creation Request & Failure Responses
Security definition 35=c creation request
8=FIX.4.2 | 9=217 | 35=c | 34=197 | 49=FIX_DEV |
52=20221118-16:51:06 | 56=TT_ORDER | 167=MLEG | 320=1425 |
207=CME | 55=GE | 1=LG-EUREX | 116=LGandhi |
555=2 | 600=GE | 602=317719 | 603=96 | 623=1 |
624=1 | 600=GE | 609=FUT | 602=94636 | 603=96
| 623=1 | 624=2 | 566=9780.00 | 1017=1 |
10=237 |
Security definition 35=d response
8=FIX.4.2 | 9=00244 | 35=d | 49=TT_ORDER |
56=FIX_DEV | 34=201 | 50=OP123 | 142=IN |
52=20221118-16:51:07.026 | 320=1425 | 322=1425 |
323=5 |
58=FIX field incorrect 'Covering contract without delta: 'GEM3'' | 555=2 |
602=16758494451134490642 | 624=1 | 623=1 |
602=8518679889488484758 | 624=2 | 623=1 | 10=018 |