Transcription of FIX 4.2 Protocol Specification Guide
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FIX 4.2 Protocol Specification Guide
Technical Specifications June 2017 1 Version FIX Protocol Specification Guide 2 Introduction 6 Purpose 6 Readership 6 Revision History 6 Overview 8 Terms and Acronyms 8 Required Fields 8 Drop Copy for FIX Protocol 8 Message Header and Trailer 11 Standard Message Header 11 Standard Message Trailer 11 Administrative Messages 12 A: Logon 12 0: Heartbeat 12 1: Test Request 12 2: Resend Request 13 3: FIX Protocol Error / Reject 13 4: Sequence Reset 14 5: Logout 14 Application Messages 15 AE: Trade Capture Report 15 AF: Order Mass Status Request 18 AR: Trade Capture Report Acknowledgment 19 D: New Order Single 22 G: Order Cancel/Replace Request (Order Modification Request) 24 F: Order Cancel Request 26 R: Quote Request 27 Table of Contents 3 b: Quote Acknowledgement 28 c: Security Definition Request 28 d: Security Definition 30 j: Business Reject 31 s: New Order Cross 32 8: Execution Report 35 9: Order Cancel Reject 41 Field Definitions 43
SAIL SOLA Access Information Language (native protocol) SEP Self Execution Prevention 2.2 Required Fields Each message within the protocol is comprised of fields which are either: Y = Required N = Not mandatory C = Conditional (fields which are required based on the presence, or value of other fields). 2.3 Drop Copy for FIX protocol
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