Transcription of BZX Exchange US Equities FIX Specification - Bats
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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 ..12 Order Cancel Request ..31 Order Cancel/Replace Request ..32 Order Protocol BATS to Member ..34 Execution Report ..34 Cancel Reject ..41 Trade Cancel/Correct.
1 Introduction 1.1 Overview BATS members use a subset of the FIX 4.2 protocol for order entry and drop copies. It is assumed that the reader …
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