Indexes

Message Layouts
Session
PreTrade
Trade
PostTrade

  • Documentation

  • Components

    Name
    ID
    Category
    Description
    Pedigree
    StandardHeader1024

    Each message, administrative or application, is preceded by a standard header. The header is used to identify the message type, length, destination, sequence number, origination point and time.

    Two fields are provided for use when resending messages. The PossDupFlag is set when resending a message as the result of a session level event (i.e. the retransmission of a message using reusing a sequence number). The PossResend is set when reissuing a message with a new sequence number (e.g. resending an order). The receiving application should process these messages as follows:

    • PossDup—if a message with this sequence number has been previously received, ignore message, if not, process normally.
    • PossResend—forward message to application and determine if previously received (i.e. verify order id and parameters)
    Added FIX.2.7
    Updated FIX.3.0
    StandardTrailer1025

    Each message, administrative or application, is terminated by a standard trailer. The trailer is used to segregate messages and contains the three digit character representation of the Checksum value.

    Added FIX.2.7

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