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developers:fixapi:standardheader [2025/09/12 01:39] – ↷ Page moved and renamed from developers:fixapi.standardheader to developers:fixapi:standardheader chad | developers:fixapi:standardheader [2025/09/17 01:17] (current) – chad | ||
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- | ====== | + | ====== |
- | All messages (administrative or application) are preceded by a Standard Header. In addition to providing the identification of FIX Session participants, | + | The Standard Header |
- | ===== Standard Header Dictionary | + | ===== Core Components |
- | ^ Tag ^ Field Name ^ Req'd ^ Comments | + | |
- | | 8 | BeginString | + | * **Session Identity:** SenderCompID |
- | | 9 | BodyLength | + | * **Sequencing: |
- | | 35 | + | * **Authentication: |
- | | 49 | SenderCompID | + | |
- | | 56 | TargetCompID | + | |
- | | 90 | SecureDataLen | + | |
- | | 91 | SecureData | + | |
- | | 34 | MsgSeqNum | + | |
- | | 50 | SenderSubID | + | |
- | | 57 | TargetSubID | + | |
- | | 43 | PossDupFlag | + | |
- | | 97 | PossResend | + | |
- | | 52 | SendingTime | + | |
- | | 122 | OrigSendingTime | + | |
- | | 369 | LastMsgSeqNumProcessed | N | The last Sequence Number (Tag 34) value received by the T4 FIX API | | + | |
+ | ===== Message Specification ===== | ||
- | [[developers: | + | **Required in all messages** |
+ | ^ Tag ^ Field Name ^ Type ^ Req'd ^ Description ^ | ||
+ | | 8 | BeginString | String | Y | Always " | ||
+ | | 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/ | ||
+ | * Times in UTC format: YYYYMMDD-HH: |