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 Cont
2.1 March 2014 Added the Message Flow section. Corrected “Order Type” specification with all possible markers. 3.0 October 2014 Added Sola 7 Message Impacts 3.1 November 2014 Added Self Execution Prevention (SEP) impacts 3.2 December 2014 Reviewed version 3.3 January 2015
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