For additional information about this component group, consult the documentation.
35=j (MsgType)
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
ID of the FIX session
The value will be the same value the FIX client sends in tag 56 (TargetCompID) in its requests to TT FIX.
56
TargetCompID
STRING
Y
FIX client ID, corresponding to the SenderCompID specified for the user in TT User Setup
The value is the same as sent in tag 49 (SenderCompID) in FIX client requests.
50
SenderSubID
STRING
N
Unique ID for the message sender
For CME, the value corresponds to the Operator ID.
142
SenderLocationID
STRING
N
Specific message originator’s location (i.e. geographic location and/or
desk, trader)
116
OnBehalfOfSubID
STRING
C
Required when multiple users are associated with the account.
Unique Trader ID (can also be provided in Tag 50 (SenderSubID))
The value maps to the Alias field configured for a user in Setup.
34
MsgSeqNum
SEQNUM
Y
Message sequence number
43
PossDupFlag
BOOLEAN
C
Must send when a FIX client resends messages
Whether the sequence number for this message is already used
Possible values:
N: NO: Original transmission
Y: YES: Possible duplicate
122
OrigSendingTime
UTCTIMESTAMP
C
Sent when TT FIX 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.
57
TargetSubID
STRING
C
If the Target Sub Id field has a value for the FIX Session in Setup, you must supply that value is this tag for a Logon (A) message.
Unique ID for the message receiver.
45
RefSeqNum
SEQNUM
Y
Value of Tag 34 (MsgSeqNum) in the rejected message
372
RefMsgType
STRING
Y
Value of Tag 35 (MsgType) in the rejected message
379
BusinessRejectRefID
STRING
C
Required when the rejected message contains an ID
Value of the business-level ID field in the referenced message
Maximum length: 63 characters
380
BusinessRejectReason
INT
Y
Reason for the rejecting the message
Possible values:
0: Other
1: Unknown ID
2: Unknown security
3: Unsupported Message Type
4: Application not available
5: Conditionally Required Field Missing
58
Text
STRING
N
Reason for rejection.
Trailer
Y
For additional information about this component group, consult the full documentation.
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).
Message Notes
The Business Message Reject (j) message is used by the TT FIX whenever it rejects an application-level message that fulfills session-level rules but cannot be rejected via any other means (i.e. Order Cancel Reject (9) message).
For example, suppose a FIX client sends an Order Cancel/Replace Request (G) message where Tag 11 (ClOrdID) matches an existing client order ID. When TT FIX receives the message, it verifies the validity of the message. However, business rules require that a client order ID remains unique for the trading session. Therefore, TT FIX responds with a Business Message Reject (j) message.
