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BZX Exchange US Equities FIX Specification - Bats

BZX Exchange US Equities FIX Specification Version October 8, 2014 BATS BZX Exchange US Equities FIX Specification (Version ) Contents 1 Introduction .. 4 Overview .. 4 Hours of 4 BZX and BYX Exchanges .. 4 Data Types .. 5 Document Format .. 5 2 Protocol .. 6 Message Format .. 6 Sequence Numbers .. 6 Version Compatibility .. 6 3 Sessions .. 6 Connectivity .. 7 7 Heartbeat .. 7 Test Request .. 8 Resend Request .. 8 Reject .. 8 Sequence Reset .. 8 Logout .. 8 4 FIX Messages .. 9 Standard Message Header .. 9 Standard Message Trailer ..10 BATS Specific Fields ..10 Order Protocol Member to BATS ..12 New Order Single.

5.4.2 financial information exchange protocol / session protocol / logon 44 5.4.3 financial information exchange protocol / session protocol /

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