Indexes

Message Layouts
Session
PreTrade
Trade
PostTrade

  • Documentation

  • Datatypes

    Name
    Base Type
    Description
    Pedigree
    int

    none

    Sequence of digits without commas or decimals and optional sign character (ASCII characters "-" and "0" - "9" ). The sign character utilizes one byte (i.e. positive int is "99999" while negative int is "-99999").

    Examples:

    • 723 in field 21 would be mapped int as |21=723|.
    • -723 in field 12 would be mapped int as |12=-723|
    Added FIX.2.7
    Updated FIX.4.0
    float

    none

    Sequence of digits with optional decimal point and sign character (ASCII characters "-", "0" - "9" and "."); the absence of the decimal point within the string will be interpreted as the float representation of an integer value. All float fields must accommodate up to fifteen significant digits.

    Added FIX.2.7
    Updated FIX.4.0
    char

    none

    Alpha-numeric free format strings, can include any character or punctuation except the delimiter. All char fields are case sensitive (i.e. morstattMorstatt).

    Added FIX.2.7
    data

    none

    Raw data with no format or content restrictions. Data fields are always immediately preceded by a length field. The length field should specify the number of bytes of the value of the data field (up to but not including the terminating SOH). Caution: the value of one of these fields may contain the delimiter (SOH) character. Note that the value specified for this field should be followed by the delimiter (SOH) character as all fields are terminated with an “SOH”.

    Added FIX.2.7
    Updated FIX.4.1
    time

    none

    Time/date combination in YYYYMMDD-HH:MM:SS format, colons and dash required.

    Valid values:

    • YYYY = 0000-9999, MM = 01-12, DD = 01-31, HH = 00-23, MM = 00-59, SS = 00-59.
    Added FIX.4.0
    date

    none

    Date in YYYYMMDD format.

    Valid values:

    • YYYY = 0000-9999, MM = 01-12, DD = 01-31.
    Added FIX.4.0
    MonthYearchar

    char field representing month of a year in YYYYMM format.

    Valid values:

    • YYYY = 0000-9999, MM = 01-12.
    Added FIX.4.1
    DayOfMonthint

    int field representing a particular day of a month.

    Valid values:

    • 1-31.
    Added FIX.4.1

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