STANDARD HEADER
The Standard Header precedes all FIX messages and provides session identification, message routing, and sequencing information.
Core Components
- Message Identity: BeginString (8), MsgType (35), BodyLength (9)
- Session Identity: SenderCompID (49), TargetCompID (56)
- Sequencing: MsgSeqNum (34), SendingTime (52)
- Authentication: SecureData (91), SecureDataLen (90) - Logon only
Message Specification
Required in all messages
| Tag | Field Name | Type | Req'd | Description |
|---|---|---|---|---|
| 8 | BeginString | String | Y | Always “FIX.4.2” |
| 9 | BodyLength | Int | Y | Message length (excluding 8, 9, 10) |
| 35 | MsgType | String | Y | Message type identifier |
| 34 | MsgSeqNum | Int | Y | Message sequence number |
| 49 | SenderCompID | String | Y | Sender identifier |
| 56 | TargetCompID | String | Y | Target identifier |
| 52 | SendingTime | UTCTimestamp | Y | Message transmission time |
| 43 | PossDupFlag | Boolean | O | Y=Possible duplicate |
| 97 | PossResend | Boolean | O | Y=Possible resend |
| 50 | SenderSubID | String | C | Trader name (Multi-Trader mode) |
| 57 | TargetSubID | String | O | Target trader name |
| 122 | OrigSendingTime | UTCTimestamp | C | Original time (resends only) |
| 369 | LastMsgSeqNumProcessed | Int | O | Last received sequence |
| 90 | SecureDataLen | Int | C | License code length (Logon only) |
| 91 | SecureData | String | C | License code (Logon only) |
Direction Rules
Inbound (Client → T4):
- SenderCompID (49) = T4 Application Name
- TargetCompID (56) = T4 Firm Name
Outbound (T4 → Client):
- SenderCompID (49) = T4 Firm Name
- TargetCompID (56) = T4 Application Name
Notes
- First three tags must be: 8, 9, 35
- Multi-Trader mode requires SenderSubID (50) for order messages
- SecureData/SecureDataLen used only in Logon
- Times in UTC format: YYYYMMDD-HH:MM:SS.sss