| 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 FIX4.2.
| | 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.
| | 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
| | 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 TT
| | 49 | SenderCompID | STRING | Y | Assigned value used to identify the counterparty
| | 56 | TargetCompID | 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
| | 34 | MsgSeqNum | SEQNUM | Y | Message sequence number
| | 43 | PossDupFlag | BOOLEAN | CSent when a TT FIX Gateway resends messages
| Whether the sequence number for this message is already used
Possible values:- N: NO: Original transmission
- Y: YES: Possible duplicate
| | 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 | CRequired for resent messages
| Original time of message transmission, when transmitting orders as the result of a resend request
Always expressed in UTC.
| | 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.
| | 52 | SendingTime | UTCTIMESTAMP | Y | Time, in UTC, the message was sent.
|
|
| 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 FIX4.2.
| | 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.
| | 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
| | 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 TT
| | 49 | SenderCompID | STRING | Y | Assigned value used to identify the counterparty
| | 56 | TargetCompID | 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
| | 34 | MsgSeqNum | SEQNUM | Y | Message sequence number
| | 43 | PossDupFlag | BOOLEAN | CSent when a TT FIX Gateway resends messages
| Whether the sequence number for this message is already used
Possible values:- N: NO: Original transmission
- Y: YES: Possible duplicate
| | 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 | CRequired for resent messages
| Original time of message transmission, when transmitting orders as the result of a resend request
Always expressed in UTC.
| | 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.
| | 52 | SendingTime | UTCTIMESTAMP | Y | Time, in UTC, the message was sent.
|
|
| 16 | EndSeqNo | SEQNUM | Y |
Sequence number of the last message in the range to resend
Use this value in Tag 34 (MsgSeqNum) of the last message.
If the request is for a single message, then Tag 7 (BeginSeqNo)
must equal Tag 16 (EndSeqNo). If the request is for all messages
subsequent to a particular message, then you must set 16=0
(representing infinity).
|
| 16 | EndSeqNo | SEQNUM | Y |
Sequence number of the last message in the range to resend
Use this value in Tag 34 (MsgSeqNum) of the last message.
If the request is for a single message, then Tag 7 (BeginSeqNo)
must equal Tag 16 (EndSeqNo). If the request is for all messages
subsequent to a particular message, then you must set 16=0
(representing infinity).
|
| 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).
| | 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).
|
|
| 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).
| | 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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