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
9 Reconciliation between FIX Front End and FIX Drop Copy Protocols can be performed using TAGs [ExecID 17], [ExecRefID 19], [SecondaryExecID 527], [OrderID 37] …
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