FIXT.1.1 reference

Date
2019-09-24
Generated by
Erik Rigtorp <erik@rigtorp.se>

Table Of Contents

Datatypes

Name Base type Example Description Added
int Sequence of digits without commas or decimals and optional sign character (ASCII characters "-" and "0" - "9" ). The sign character utilizes one byte (i.e. positive int is "99999" while negative int is "-99999"). Note that int values may contain leading zeros (e.g. "00023" = "23").
Examples:
723 in field 21 would be mapped int as |21=723|.
-723 in field 12 would be mapped int as |12=-723|
The following data types are based on int.		 FIX.2.7
Length int int field representing the length in bytes. Value must be positive. FIX.4.3
TagNum int int field representing a field's tag number when using FIX "Tag=Value" syntax. Value must be positive and may not contain leading zeros. FIX.4.3
SeqNum int int field representing a message sequence number. Value must be positive. FIX.4.3
NumInGroup int int field representing the number of entries in a repeating group. Value must be positive. FIX.4.3
DayOfMonth int int field representing a day during a particular monthy (values 1 to 31). FIX.4.1
float Sequence of digits with optional decimal point and sign character (ASCII characters "-", "0" - "9" and "."); the absence of the decimal point within the string will be interpreted as the float representation of an integer value. All float fields must accommodate up to fifteen significant digits. The number of decimal places used should be a factor of business/market needs and mutual agreement between counterparties. Note that float values may contain leading zeros (e.g. "00023.23" = "23.23") and may contain or omit trailing zeros after the decimal point (e.g. "23.0" = "23.0000" = "23" = "23.").
Note that fields which are derived from float may contain negative values unless explicitly specified otherwise. The following data types are based on float.		 FIX.2.7
Qty float float field capable of storing either a whole number (no decimal places) of "shares" (securities denominated in whole units) or a decimal value containing decimal places for non-share quantity asset classes (securities denominated in fractional units). FIX.4.2
Price float Strk="47.50" float field representing a price. Note the number of decimal places may vary. For certain asset classes prices may be negative values. For example, prices for options strategies can be negative under certain market conditions. Refer to Volume 7: FIX Usage by Product for asset classes that support negative price values. FIX.4.2
PriceOffset float float field representing a price offset, which can be mathematically added to a "Price". Note the number of decimal places may vary and some fields such as LastForwardPoints may be negative. FIX.4.2
Amt float Amt="6847.00" float field typically representing a Price times a Qty FIX.4.2
Percentage float float field representing a percentage (e.g. 0.05 represents 5% and 0.9525 represents 95.25%). Note the number of decimal places may vary. FIX.4.3
char Single character value, can include any alphanumeric character or punctuation except the delimiter. All char fields are case sensitive (i.e. m != M).
The following fields are based on char.		 FIX.2.7
Boolean char char field containing one of two values:
'Y' = True/Yes
'N' = False/No		 FIX.4.2
String Alpha-numeric free format strings, can include any character or punctuation except the delimiter. All String fields are case sensitive (i.e. morstatt != Morstatt). FIX.4.2
MultipleCharValue String string field containing one or more space delimited single character values (e.g. |18=2 A F| ). FIX.4.4
MultipleStringValue String string field containing one or more space delimited multiple character values (e.g. |277=AV AN A| ). FIX.4.2
Country String string field representing a country using ISO 3166 Country code (2 character) values (see Appendix 6-B). FIX.4.4
Currency String StrkCcy="USD" string field representing a currency type using ISO 4217 Currency code (3 character) values (see Appendix 6-A). FIX.4.2
Exchange String string field representing a market or exchange using ISO 10383 Market Identifier Code (MIC) values (see"Appendix 6-C). FIX.4.2
MonthYear String MonthYear="200303", MonthYear="20030320", MonthYear="200303w2" string field representing month of a year. An optional day of the month can be appended or an optional week code.
Valid formats:
YYYYMM
YYYYMMDD
YYYYMMWW
Valid values:
YYYY = 0000-9999; MM = 01-12; DD = 01-31; WW = w1, w2, w3, w4, w5.		 FIX.4.1
UTCTimestamp String TransactTm="2001-12-17T09:30:47-05:00" string field representing Time/date combination represented in UTC (Universal Time Coordinated, also known as "GMT") in either YYYYMMDD-HH:MM:SS (whole seconds) or YYYYMMDD-HH:MM:SS.sss (milliseconds) format, colons, dash, and period required.
Valid values:
* YYYY = 0000-9999, MM = 01-12, DD = 01-31, HH = 00-23, MM = 00-59, SS = 00-60 (60 only if UTC leap second) (without milliseconds).
* YYYY = 0000-9999, MM = 01-12, DD = 01-31, HH = 00-23, MM = 00-59, SS = 00-60 (60 only if UTC leap second), sss=000-999 (indicating milliseconds).
Leap Seconds: Note that UTC includes corrections for leap seconds, which are inserted to account for slowing of the rotation of the earth. Leap second insertion is declared by the International Earth Rotation Service (IERS) and has, since 1972, only occurred on the night of Dec. 31 or Jun 30. The IERS considers March 31 and September 30 as secondary dates for leap second insertion, but has never utilized these dates. During a leap second insertion, a UTCTimestamp field may read "19981231-23:59:59", "19981231-23:59:60", "19990101-00:00:00". (see http://tycho.usno.navy.mil/leapsec.html)		 FIX.4.2
UTCTimeOnly String MDEntryTime="13:20:00.000-05:00" string field representing Time-only represented in UTC (Universal Time Coordinated, also known as "GMT") in either HH:MM:SS (whole seconds) or HH:MM:SS.sss (milliseconds) format, colons, and period required. This special-purpose field is paired with UTCDateOnly to form a proper UTCTimestamp for bandwidth-sensitive messages.
Valid values:
HH = 00-23, MM = 00-60 (60 only if UTC leap second), SS = 00-59. (without milliseconds)
HH = 00-23, MM = 00-59, SS = 00-60 (60 only if UTC leap second), sss=000-999 (indicating milliseconds).		 FIX.4.2
UTCDateOnly String MDEntryDate="2003-09-10" string field representing Date represented in UTC (Universal Time Coordinated, also known as "GMT") in YYYYMMDD format. This special-purpose field is paired with UTCTimeOnly to form a proper UTCTimestamp for bandwidth-sensitive messages.
Valid values:
YYYY = 0000-9999, MM = 01-12, DD = 01-31.		 FIX.4.4
LocalMktDate String BizDate="2003-09-10" string field represening a Date of Local Market (as oppose to UTC) in YYYYMMDD format. This is the "normal" date field used by the FIX Protocol.
Valid values:
YYYY = 0000-9999, MM = 01-12, DD = 01-31.		 FIX.4.2
TZTimeOnly String string field representing the time represented based on ISO 8601. This is the time with a UTC offset to allow identification of local time and timezone of that time.
Format is HH:MM[:SS][Z | [ + | - hh[:mm]]] where HH = 00-23 hours, MM = 00-59 minutes, SS = 00-59 seconds, hh = 01-12 offset hours, mm = 00-59 offset minutes.
Example: 07:39Z is 07:39 UTC
Example: 02:39-05 is five hours behind UTC, thus Eastern Time
Example: 15:39+08 is eight hours ahead of UTC, Hong Kong/Singapore time
Example: 13:09+05:30 is 5.5 hours ahead of UTC, India time		 FIX.4.4
TZTimestamp String string field representing a time/date combination representing local time with an offset to UTC to allow identification of local time and timezone offset of that time. The representation is based on ISO 8601.
Format is YYYYMMDD-HH:MM:SS[Z | [ + | - hh[:mm]]] where YYYY = 0000 to 9999, MM = 01-12, DD = 01-31 HH = 00-23 hours, MM = 00-59 minutes, SS = 00-59 seconds, hh = 01-12 offset hours, mm = 00-59 offset minutes
Example: 20060901-07:39Z is 07:39 UTC on 1st of September 2006
Example: 20060901-02:39-05 is five hours behind UTC, thus Eastern Time on 1st of September 2006
Example: 20060901-15:39+08 is eight hours ahead of UTC, Hong Kong/Singapore time on 1st of September 2006
Example: 20060901-13:09+05:30 is 5.5 hours ahead of UTC, India time on 1st of September 2006		 FIX.4.4
data String string field containing raw data with no format or content restrictions. Data fields are always immediately preceded by a length field. The length field should specify the number of bytes of the value of the data field (up to but not including the terminating SOH).
Caution: the value of one of these fields may contain the delimiter (SOH) character. Note that the value specified for this field should be followed by the delimiter (SOH) character as all fields are terminated with an "SOH".		 FIX.2.7
Pattern Used to build on and provide some restrictions on what is allowed as valid values in fields that uses a base FIX data type and a pattern data type. The universe of allowable valid values for the field would then be the union of the base set of valid values and what is defined by the pattern data type. The pattern data type used by the field will retain its base FIX data type (e.g. String, int, char). FIX.4.4
Tenor Pattern used to allow the expression of FX standard tenors in addition to the base valid enumerations defined for the field that uses this pattern data type. This pattern data type is defined as follows:
Dx = tenor expression for "days", e.g. "D5", where "x" is any integer > 0
Mx = tenor expression for "months", e.g. "M3", where "x" is any integer > 0
Wx = tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0
Yx = tenor expression for "years", e.g. "Y1", where "x" is any integer > 0		 FIX.4.4
Reserved100Plus Pattern Values "100" and above are reserved for bilaterally agreed upon user defined enumerations. FIX.4.4
Reserved1000Plus Pattern Values "1000" and above are reserved for bilaterally agreed upon user defined enumerations. FIX.4.4
Reserved4000Plus Pattern Values "4000" and above are reserved for bilaterally agreed upon user defined enumerations. FIX.4.4
XMLData String Contains an XML document raw data with no format or content restrictions. XMLData fields are always immediately preceded by a length field. The length field should specify the number of bytes of the value of the data field (up to but not including the terminating SOH). FIX.5.0

Fields

Tag Name Type Description Added Updated Deprecated
7 BeginSeqNo SeqNum Message sequence number of first message in range to be resent FIX.2.7
8 BeginString String Identifies beginning of new message and protocol version. ALWAYS FIRST FIELD IN MESSAGE. (Always unencrypted)
Valid values:
FIXT.1.1 		FIX.2.7
9 BodyLength Length Message length, in bytes, forward to the CheckSum field. ALWAYS SECOND FIELD IN MESSAGE. (Always unencrypted) FIX.2.7
10 CheckSum String Three byte, simple checksum (see Volume 2: "Checksum Calculation" for description). ALWAYS LAST FIELD IN MESSAGE; i.e. serves, with the trailing , as the end-of-message delimiter. Always defined as three characters. (Always unencrypted) FIX.2.7
16 EndSeqNo SeqNum Message sequence number of last message in range to be resent. If request is for a single message BeginSeqNo (7) = EndSeqNo. If request is for all messages subsequent to a particular message, EndSeqNo = "0" (representing infinity). FIX.2.7
34 MsgSeqNum SeqNum Integer message sequence number. FIX.2.7
35 MsgType String Defines message type ALWAYS THIRD FIELD IN MESSAGE. (Always unencrypted)
Note: A "U" as the first character in the MsgType field (i.e. U, U2, etc) indicates that the message format is privately defined between the sender and receiver.
*** Note the use of lower case letters *** 		FIX.2.7
36 NewSeqNo SeqNum New sequence number FIX.2.7
43 PossDupFlag Boolean Indicates possible retransmission of message with this sequence number
Value SymbolicName Description Added Updated Deprecated
N OriginalTransmission Original transmission FIX.2.7
Y PossibleDuplicate Possible duplicate FIX.2.7
FIX.2.7
45 RefSeqNum SeqNum Reference message sequence number FIX.2.7
49 SenderCompID String Assigned value used to identify firm sending message. FIX.2.7
50 SenderSubID String Assigned value used to identify specific message originator (desk, trader, etc.) FIX.2.7
52 SendingTime UTCTimestamp Time of message transmission (always expressed in UTC (Universal Time Coordinated, also known as "GMT") FIX.2.7
56 TargetCompID String Assigned value used to identify receiving firm. FIX.2.7
57 TargetSubID String Assigned value used to identify specific individual or unit intended to receive message. "ADMIN" reserved for administrative messages not intended for a specific user. FIX.2.7
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.2.7
89 Signature data Electronic signature FIX.2.7 FIXT.1.1
90 SecureDataLen Length Length of encrypted message FIX.2.7 FIXT.1.1
91 SecureData data Actual encrypted data stream FIX.2.7 FIXT.1.1
93 SignatureLength Length Number of bytes in signature field FIX.2.7 FIXT.1.1
95 RawDataLength Length Number of bytes in raw data field. FIX.2.7
96 RawData data Unformatted raw data, can include bitmaps, word processor documents, etc. FIX.2.7
97 PossResend Boolean Indicates that message may contain information that has been sent under another sequence number.
Value SymbolicName Description Added Updated Deprecated
N OriginalTransmission Original Transmission FIX.4.1
Y PossibleResend Possible Resend FIX.4.1
FIX.2.7
98 EncryptMethod int Method of encryption.
Value SymbolicName Description Added Updated Deprecated
0 NoneOther None / Other FIX.2.7
1 PKCS PKCS (Proprietary) FIX.2.7
2 DES DES (ECB Mode) FIX.2.7
3 PKCSDES PKCS / DES (Proprietary) FIX.2.7
4 PGPDES PGP / DES (Defunct) FIX.3.0
5 PGPDESMD5 PGP / DES-MD5 (See app note on FIX web site) FIX.4.0
6 PEMDESMD5 PEM / DES-MD5 (see app note on FIX web site) FIX.4.0
FIX.2.7
108 HeartBtInt int Heartbeat interval (seconds) FIX.3.0
112 TestReqID String Identifier included in Test Request message to be returned in resulting Heartbeat FIX.3.0
115 OnBehalfOfCompID String Assigned value used to identify firm originating message if the message was delivered by a third party i.e. the third party firm identifier would be delivered in the SenderCompID field and the firm originating the message in this field. FIX.4.0
116 OnBehalfOfSubID String Assigned value used to identify specific message originator (i.e. trader) if the message was delivered by a third party FIX.4.0
122 OrigSendingTime UTCTimestamp Original time of message transmission (always expressed in UTC (Universal Time Coordinated, also known as "GMT") when transmitting orders as the result of a resend request. FIX.4.0
123 GapFillFlag Boolean Indicates that the Sequence Reset message is replacing administrative or application messages which will not be resent.
Value SymbolicName Description Added Updated Deprecated
N SequenceResetIgnoreMsgSeqNum Sequence Reset, Ignore Msg Seq Num (N/A For FIXML - Not Used) FIX.4.0
Y GapFillMessageMsgSeqNumFieldValid Gap Fill Message, Msg Seq Num Field Valid FIX.4.0
FIX.4.0
128 DeliverToCompID String Assigned value used to identify the firm targeted to receive the message if the message is delivered by a third party i.e. the third party firm identifier would be delivered in the TargetCompID (56) field and the ultimate receiver firm ID in this field. FIX.4.0
129 DeliverToSubID String Assigned value used to identify specific message recipient (i.e. trader) if the message is delivered by a third party FIX.4.0
141 ResetSeqNumFlag Boolean Indicates that the both sides of the FIX session should reset sequence numbers.
Value SymbolicName Description Added Updated Deprecated
N No No FIX.4.1
Y YesResetSequenceNumbers Yes, reset sequence numbers FIX.4.1
FIX.4.1
142 SenderLocationID String Assigned value used to identify specific message originator’s location (i.e. geographic location and/or desk, trader) FIX.4.1
143 TargetLocationID String Assigned value used to identify specific message destination’s location (i.e. geographic location and/or desk, trader) FIX.4.1
144 OnBehalfOfLocationID String Assigned value used to identify specific message originator’s location (i.e. geographic location and/or desk, trader) if the message was delivered by a third party FIX.4.1
145 DeliverToLocationID String Assigned value used to identify specific message recipient’s location (i.e. geographic location and/or desk, trader) if the message was delivered by a third party FIX.4.1
212 XmlDataLen Length Length of the XmlData data block. FIX.4.2
213 XmlData data Actual XML data stream (e.g. FIXML). See approriate XML reference (e.g. FIXML). Note: may contain embedded SOH characters. FIX.4.2
347 MessageEncoding String Type of message encoding (non-ASCII (non-English) characters) used in a message’s "Encoded" fields. FIX.4.2
354 EncodedTextLen Length Byte length of encoded (non-ASCII characters) EncodedText (355) field. FIX.4.2
355 EncodedText data Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Text field. FIX.4.2
369 LastMsgSeqNumProcessed SeqNum The last MsgSeqNum (34) value received by the FIX engine and processed by downstream application, such as trading engine or order routing system. Can be specified on every message sent. Useful for detecting a backlog with a counterparty. FIX.4.2
371 RefTagID int The tag number of the FIX field being referenced. FIX.4.2
372 RefMsgType String The MsgType (35) of the FIX message being referenced. FIX.4.2
373 SessionRejectReason int Code to identify reason for a session-level Reject message.
Value SymbolicName Description Added Updated Deprecated
0 InvalidTagNumber Invalid Tag Number FIX.4.2
1 RequiredTagMissing Required Tag Missing FIX.4.2
2 TagNotDefinedForThisMessageType Tag not defined for this message type FIX.4.2
3 UndefinedTag Undefined tag FIX.4.2
4 TagSpecifiedWithoutAValue Tag specified without a value FIX.4.2
5 ValueIsIncorrect Value is incorrect (out of range) for this tag FIX.4.2
6 IncorrectDataFormatForValue Incorrect data format for value FIX.4.2
7 DecryptionProblem Decryption problem FIX.4.2
8 SignatureProblem Signature problem FIX.4.2
9 CompidProblem CompID problem FIX.4.2
10 SendingtimeAccuracyProblem SendingTime Accuracy Problem FIX.4.2
11 InvalidMsgtype Invalid MsgType FIX.4.2
12 XMLValidationError XML Validation Error FIX.4.3
13 TagAppearsMoreThanOnce Tag appears more than once FIX.4.3
14 TagSpecifiedOutOfRequiredOrder Tag specified out of required order FIX.4.3
15 RepeatingGroupFieldsOutOfOrder Repeating group fields out of order FIX.4.3
16 IncorrectNumingroupCountForRepeatingGroup Incorrect NumInGroup count for repeating group FIX.4.3
17 NonDataValueIncludesFieldDelimiter Non "Data" value includes field delimiter ( character) FIX.4.3
18 InvalidUnsupportedApplicationVersion Invalid/Unsupported Application Version FIX.5.0EP-1
99 Other Other FIX.4.4
FIX.4.2
383 MaxMessageSize Length Maximum number of bytes supported for a single message. FIX.4.2
464 TestMessageIndicator Boolean Indicates whether or not this FIX Session is a "test" vs. "production" connection. Useful for preventing "accidents".
Value SymbolicName Description Added Updated Deprecated
N Fales Fales (Production) FIX.4.3
Y True True (Test) FIX.4.3
FIX.4.3
553 Username String Userid or username. FIX.4.3
554 Password String Password or passphrase. FIX.4.3
627 NoHops NumInGroup Number of HopCompID entries in repeating group. FIX.4.3
628 HopCompID String Assigned value used to identify the third party firm which delivered a specific message either from the firm which originated the message or from another third party (if multiple "hops" are performed). It is recommended that this value be the SenderCompID (49) of the third party.
Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (115) is being used. 		FIX.4.3
629 HopSendingTime UTCTimestamp Time that HopCompID (628) sent the message. It is recommended that this value be the SendingTime (52) of the message sent by the third party.
Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (115) is being used. 		FIX.4.3
630 HopRefID SeqNum Reference identifier assigned by HopCompID (628) associated with the message sent. It is recommended that this value be the MsgSeqNum (34) of the message sent by the third party.
Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (115) is being used. 		FIX.4.3
789 NextExpectedMsgSeqNum SeqNum Next expected MsgSeqNum value to be received. FIX.4.4
925 NewPassword String New Password or passphrase FIX.4.4
1128 ApplVerID String Specifies the service pack release being applied at message level. Enumerated field with values assigned at time of service pack release
Value SymbolicName Description Added Updated Deprecated
0 FIX27 FIX27 FIX.4.4EP-1
1 FIX30 FIX30 FIX.4.4EP-1
2 FIX40 FIX40 FIX.4.4EP-1
3 FIX41 FIX41 FIX.4.4EP-1
4 FIX42 FIX42 FIX.4.4EP-1
5 FIX43 FIX43 FIX.4.4EP-1
6 FIX44 FIX44 FIX.4.4EP-1
7 FIX50 FIX50 FIX.4.4EP-1
8 FIX50SP1 FIX50SP1 FIX.5.0EP-1
FIX.5.0
1129 CstmApplVerID String Specifies a custom extension to a message being applied at the message level. Enumerated field FIX.5.0
1130 RefApplVerID String Specifies the service pack release being applied to a message at the session level. Enumerated field with values assigned at time of service pack release. Uses same values as ApplVerID FIX.5.0
1131 RefCstmApplVerID String Specifies a custom extension to a message being applied at the session level. FIX.5.0
1137 DefaultApplVerID String Specifies the service pack release being applied, by default, to message at the session level. Enumerated field with values assigned at time of service pack release. Uses same values as ApplVerID FIX.5.0
1156 ApplExtID int The extension pack number associated with an application message. FIX.5.0SP1
1400 EncryptedPasswordMethod int Enumeration defining the encryption method used to encrypt password fields.
At this time there are no encryption methods defined by FPL. 		FIX.5.0SP1
1401 EncryptedPasswordLen Length Length of the EncryptedPassword(1402) field FIX.5.0SP1
1402 EncryptedPassword data Encrypted password - encrypted via the method specified in the field EncryptedPasswordMethod(1400) FIX.5.0SP1
1403 EncryptedNewPasswordLen Length Length of the EncryptedNewPassword(1404) field FIX.5.0SP1
1404 EncryptedNewPassword data Encrypted new password - encrypted via the method specified in the field EncryptedPasswordMethod(1400) FIX.5.0SP1
1406 RefApplExtID int The extension pack number associated with an application message. FIX.5.0SP1
1407 DefaultApplExtID int The extension pack number that is the default for a FIX session. FIX.5.0SP1
1408 DefaultCstmApplVerID String The default custom application version ID that is the default for a session. FIX.5.0SP1
1409 SessionStatus int Status of a FIX session
Value SymbolicName Description Added Updated Deprecated
0 SessionActive Session active FIX.5.0EP-1
1 SessionPasswordChanged Session password changed FIX.5.0EP-1
2 SessionPasswordDueToExpire Session password due to expire FIX.5.0EP-1
3 NewSessionPasswordDoesNotComplyWithPolicy New session password does not comply with policy FIX.5.0EP-1
4 SessionLogoutComplete Session logout complete FIX.5.0EP-1
5 InvalidUsernameOrPassword Invalid username or password FIX.5.0EP-1
6 AccountLocked Account locked FIX.5.0EP-1
7 LogonsAreNotAllowedAtThisTime Logons are not allowed at this time FIX.5.0EP-1
8 PasswordExpired Password expired FIX.5.0EP-1
FIX.5.0SP1

Messages

Heartbeat (35=0)

The Heartbeat monitors the status of the communication link and identifies when the last of a string of messages was not received.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = 0 FIX.2.7
112 TestReqID String Required when the heartbeat is the result of a Test Request message. FIX.4.0
StandardTrailer ✔ FIX.2.7

TestRequest (35=1)

The test request message forces a heartbeat from the opposing application. The test request message checks sequence numbers or verifies communication line status. The opposite application responds to the Test Request with a Heartbeat containing the TestReqID.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = 1 FIX.2.7
112 TestReqID ✔ String Identifier included in Test Request message to be returned in resulting Heartbeat FIX.4.0
StandardTrailer ✔ FIX.2.7

ResendRequest (35=2)

The resend request is sent by the receiving application to initiate the retransmission of messages. This function is utilized if a sequence number gap is detected, if the receiving application lost a message, or as a function of the initialization process.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = 2 FIX.2.7
7 BeginSeqNo ✔ SeqNum Message sequence number of first message in range to be resent FIX.2.7
16 EndSeqNo ✔ SeqNum Message sequence number of last message in range to be resent. If request is for a single message BeginSeqNo (7) = EndSeqNo. If request is for all messages subsequent to a particular message, EndSeqNo = "0" (representing infinity). FIX.2.7
StandardTrailer ✔ FIX.2.7

Reject (35=3)

The reject message should be issued when a message is received but cannot be properly processed due to a session-level rule violation. An example of when a reject may be appropriate would be the receipt of a message with invalid basic data which successfully passes de-encryption, CheckSum and BodyLength checks.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = 3 FIX.2.7
45 RefSeqNum ✔ SeqNum MsgSeqNum of rejected message FIX.2.7
371 RefTagID int The tag number of the FIX field being referenced. FIX.4.2
372 RefMsgType String The MsgType of the FIX message being referenced. FIX.4.2
1130 RefApplVerID String Recommended when rejecting an application message that does not explicitly provide ApplVerID ( 1128) on the message being rejected. In this case the value from the DefaultApplVerID(1137) or the default value specified in the NoMsgTypes repeating group on the logon message should be provided. FIX.5.0
1406 RefApplExtID int Recommended when rejecting an application message that does not explicitly provide ApplExtID(1156) on the rejected message. In this case the value from the DefaultApplExtID(1407) or the default value specified in the NoMsgTypes repeating group on the logon message should be provided. FIX.5.0
1131 RefCstmApplVerID String Recommended when rejecting an application message that does not explicitly provide CstmApplVerID(1129) on the message being rejected. In this case the value from the DefaultCstmApplVerID(1408) or the default value specified in the NoMsgTypes repeating group on the logon message should be provided. FIX.5.0
373 SessionRejectReason int Code to identify reason for a session-level Reject message.
Value SymbolicName Description Added Updated Deprecated
0 InvalidTagNumber Invalid Tag Number FIX.4.2
1 RequiredTagMissing Required Tag Missing FIX.4.2
2 TagNotDefinedForThisMessageType Tag not defined for this message type FIX.4.2
3 UndefinedTag Undefined tag FIX.4.2
4 TagSpecifiedWithoutAValue Tag specified without a value FIX.4.2
5 ValueIsIncorrect Value is incorrect (out of range) for this tag FIX.4.2
6 IncorrectDataFormatForValue Incorrect data format for value FIX.4.2
7 DecryptionProblem Decryption problem FIX.4.2
8 SignatureProblem Signature problem FIX.4.2
9 CompidProblem CompID problem FIX.4.2
10 SendingtimeAccuracyProblem SendingTime Accuracy Problem FIX.4.2
11 InvalidMsgtype Invalid MsgType FIX.4.2
12 XMLValidationError XML Validation Error FIX.4.3
13 TagAppearsMoreThanOnce Tag appears more than once FIX.4.3
14 TagSpecifiedOutOfRequiredOrder Tag specified out of required order FIX.4.3
15 RepeatingGroupFieldsOutOfOrder Repeating group fields out of order FIX.4.3
16 IncorrectNumingroupCountForRepeatingGroup Incorrect NumInGroup count for repeating group FIX.4.3
17 NonDataValueIncludesFieldDelimiter Non "Data" value includes field delimiter ( character) FIX.4.3
18 InvalidUnsupportedApplicationVersion Invalid/Unsupported Application Version FIX.5.0EP-1
99 Other Other FIX.4.4
FIX.4.2
58 Text String Where possible, message to explain reason for rejection FIX.2.7
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.2
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.2
StandardTrailer ✔ FIX.2.7

SequenceReset (35=4)

The sequence reset message is used by the sending application to reset the incoming sequence number on the opposing side.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = 4 FIX.2.7
123 GapFillFlag Boolean Indicates that the Sequence Reset message is replacing administrative or application messages which will not be resent.
Value SymbolicName Description Added Updated Deprecated
N SequenceResetIgnoreMsgSeqNum Sequence Reset, Ignore Msg Seq Num (N/A For FIXML - Not Used) FIX.4.0
Y GapFillMessageMsgSeqNumFieldValid Gap Fill Message, Msg Seq Num Field Valid FIX.4.0
FIX.4.0
36 NewSeqNo ✔ SeqNum New sequence number FIX.2.7
StandardTrailer ✔ FIX.2.7

Logout (35=5)

The logout message initiates or confirms the termination of a FIX session. Disconnection without the exchange of logout messages should be interpreted as an abnormal condition.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = 5 FIX.2.7
1409 SessionStatus int Session status at time of logout.
Value SymbolicName Description Added Updated Deprecated
0 SessionActive Session active FIX.5.0EP-1
1 SessionPasswordChanged Session password changed FIX.5.0EP-1
2 SessionPasswordDueToExpire Session password due to expire FIX.5.0EP-1
3 NewSessionPasswordDoesNotComplyWithPolicy New session password does not comply with policy FIX.5.0EP-1
4 SessionLogoutComplete Session logout complete FIX.5.0EP-1
5 InvalidUsernameOrPassword Invalid username or password FIX.5.0EP-1
6 AccountLocked Account locked FIX.5.0EP-1
7 LogonsAreNotAllowedAtThisTime Logons are not allowed at this time FIX.5.0EP-1
8 PasswordExpired Password expired FIX.5.0EP-1
FIX.5.0
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.2.7
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.2
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.2
StandardTrailer ✔ FIX.2.7

Logon (35=A)

The logon message authenticates a user establishing a connection to a remote system. The logon message must be the first message sent by the application requesting to initiate a FIX session.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = A FIX.2.7
98 EncryptMethod ✔ int (Always unencrypted)
Value SymbolicName Description Added Updated Deprecated
0 NoneOther None / Other FIX.2.7
1 PKCS PKCS (Proprietary) FIX.2.7
2 DES DES (ECB Mode) FIX.2.7
3 PKCSDES PKCS / DES (Proprietary) FIX.2.7
4 PGPDES PGP / DES (Defunct) FIX.3.0
5 PGPDESMD5 PGP / DES-MD5 (See app note on FIX web site) FIX.4.0
6 PEMDESMD5 PEM / DES-MD5 (see app note on FIX web site) FIX.4.0
FIX.2.7
108 HeartBtInt ✔ int Note same value used by both sides FIX.3.0
95 RawDataLength Length Required for some authentication methods FIX.2.7
96 RawData data Required for some authentication methods FIX.2.7
141 ResetSeqNumFlag Boolean Indicates both sides of a FIX session should reset sequence numbers
Value SymbolicName Description Added Updated Deprecated
N No No FIX.4.1
Y YesResetSequenceNumbers Yes, reset sequence numbers FIX.4.1
FIX.4.1
789 NextExpectedMsgSeqNum SeqNum Optional, alternative via counterparty bi-lateral agreement message gap detection and recovery approach (see "Logon Message NextExpectedMsgSeqNum Processing" section) FIX.4.4
383 MaxMessageSize Length Can be used to specify the maximum number of bytes supported for messages received FIX.4.2
MsgTypeGrp FIX.4.4
464 TestMessageIndicator Boolean Can be used to specify that this FIX session will be sending and receiving "test" vs. "production" messages.
Value SymbolicName Description Added Updated Deprecated
N Fales Fales (Production) FIX.4.3
Y True True (Test) FIX.4.3
FIX.4.3
553 Username String Userid or username. FIX.4.3
554 Password String Note: minimal security exists without transport-level encryption. FIX.4.3
925 NewPassword String Specifies a new password for the FIX Logon. The new password is used for subsequent logons. FIX.5.0
1400 EncryptedPasswordMethod int Enumeration defining the encryption method used to encrypt password fields.
At this time there are no encryption methods defined by FPL. 		FIX.5.0
1401 EncryptedPasswordLen Length Length of the EncryptedPassword(1402) field FIX.5.0
1402 EncryptedPassword data Encrypted password - encrypted via the method specified in the field EncryptedPasswordMethod(1400) FIX.5.0
1403 EncryptedNewPasswordLen Length Length of the EncryptedNewPassword(1404) field FIX.5.0
1404 EncryptedNewPassword data Encrypted new password- encrypted via the method specified in the field EncryptedPasswordMethod(1400) FIX.5.0
1409 SessionStatus int Session status at time of logon. Field is intended to be used when the logon is sent as an acknowledgement from acceptor of the FIX session.
Value SymbolicName Description Added Updated Deprecated
0 SessionActive Session active FIX.5.0EP-1
1 SessionPasswordChanged Session password changed FIX.5.0EP-1
2 SessionPasswordDueToExpire Session password due to expire FIX.5.0EP-1
3 NewSessionPasswordDoesNotComplyWithPolicy New session password does not comply with policy FIX.5.0EP-1
4 SessionLogoutComplete Session logout complete FIX.5.0EP-1
5 InvalidUsernameOrPassword Invalid username or password FIX.5.0EP-1
6 AccountLocked Account locked FIX.5.0EP-1
7 LogonsAreNotAllowedAtThisTime Logons are not allowed at this time FIX.5.0EP-1
8 PasswordExpired Password expired FIX.5.0EP-1
FIX.5.0
1137 DefaultApplVerID ✔ String The default version of FIX messages used in this session. FIX.4.4
1407 DefaultApplExtID int The default extension pack for FIX messages used in this session FIX.5.0
1408 DefaultCstmApplVerID String The default custom application version (dictionary) for FIX messages used in this session FIX.5.0
58 Text String Available to provide a response to logon when used as a logon acknowledgement from acceptor back to the logon initiator. FIX.5.0
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.5.0
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.5.0
StandardTrailer ✔ FIX.2.7

XMLnonFIX (35=n)

None

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ FIX.2.7
StandardTrailer ✔ FIX.2.7

Components

StandardHeader

The standard FIX message header

Tag Name Reqd Type Description Added Updated Deprecated
8 BeginString ✔ String FIXT.1.1 (Always unencrypted, must be first field in message) FIX.4.0
9 BodyLength ✔ Length (Always unencrypted, must be second field in message) FIX.4.0
35 MsgType ✔ String (Always unencrypted, must be third field in message) FIX.4.0
1128 ApplVerID String Indicates application version using a service pack identifier. The ApplVerID applies to a specific message occurrence.
Value SymbolicName Description Added Updated Deprecated
0 FIX27 FIX27 FIX.4.4EP-1
1 FIX30 FIX30 FIX.4.4EP-1
2 FIX40 FIX40 FIX.4.4EP-1
3 FIX41 FIX41 FIX.4.4EP-1
4 FIX42 FIX42 FIX.4.4EP-1
5 FIX43 FIX43 FIX.4.4EP-1
6 FIX44 FIX44 FIX.4.4EP-1
7 FIX50 FIX50 FIX.4.4EP-1
8 FIX50SP1 FIX50SP1 FIX.5.0EP-1
FIX.4.4
1156 ApplExtID int The extension pack number associated with an application message. FIX.5.0
1129 CstmApplVerID String Used to support bilaterally agreed custom functionality FIX.4.4
49 SenderCompID ✔ String (Always unencrypted) FIX.4.0
56 TargetCompID ✔ String (Always unencrypted) FIX.4.0
115 OnBehalfOfCompID String Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.) FIX.4.0
128 DeliverToCompID String Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.) FIX.4.0
90 SecureDataLen Length Required to identify length of encrypted section of message. (Always unencrypted) FIX.4.0
91 SecureData data Required when message body is encrypted. Always immediately follows SecureDataLen field. FIX.4.0
34 MsgSeqNum ✔ SeqNum (Can be embedded within encrypted data section.) FIX.4.0
50 SenderSubID String (Can be embedded within encrypted data section.) FIX.4.0
142 SenderLocationID String Sender's LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.) FIX.4.1
57 TargetSubID String "ADMIN" reserved for administrative messages not intended for a specific user. (Can be embedded within encrypted data section.) FIX.4.0
143 TargetLocationID String Trading partner LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.) FIX.4.1
116 OnBehalfOfSubID String Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.) FIX.4.0
144 OnBehalfOfLocationID String Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.) FIX.4.1
129 DeliverToSubID String Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.) FIX.4.0
145 DeliverToLocationID String Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.) FIX.4.1
43 PossDupFlag Boolean Always required for retransmitted messages, whether prompted by the sending system or as the result of a resend request. (Can be embedded within encrypted data section.)
Value SymbolicName Description Added Updated Deprecated
N OriginalTransmission Original transmission FIX.2.7
Y PossibleDuplicate Possible duplicate FIX.2.7
FIX.4.0
97 PossResend Boolean Required when message may be duplicate of another message sent under a different sequence number. (Can be embedded within encrypted data section.)
Value SymbolicName Description Added Updated Deprecated
N OriginalTransmission Original Transmission FIX.4.1
Y PossibleResend Possible Resend FIX.4.1
FIX.4.0
52 SendingTime ✔ UTCTimestamp (Can be embedded within encrypted data section.) FIX.4.0
122 OrigSendingTime UTCTimestamp Required for message resent as a result of a ResendRequest. If data is not available set to same value as SendingTime (Can be embedded within encrypted data section.) FIX.4.0
212 XmlDataLen Length Required when specifying XmlData to identify the length of a XmlData message block. (Can be embedded within encrypted data section.) FIX.4.2
213 XmlData data Can contain a XML formatted message block (e.g. FIXML). Always immediately follows XmlDataLen field. (Can be embedded within encrypted data section.) See Volume 1: FIXML Support FIX.4.2
347 MessageEncoding String Type of message encoding (non-ASCII characters) used in a message’s "Encoded" fields. Required if any "Encoding" fields are used. FIX.4.2
369 LastMsgSeqNumProcessed SeqNum The last MsgSeqNum value received by the FIX engine and processed by downstream application, such as trading system or order routing system. Can be specified on every message sent. Useful for detecting a backlog with a counterparty. FIX.4.2
HopGrp Number of repeating groups of historical "hop" information. Only applicable if OnBehalfOfCompID is used, however, its use is optional. Note that some market regulations or counterparties may require tracking of message hops. FIX.4.4

StandardTrailer

The standard FIX message trailer

Tag Name Reqd Type Description Added Updated Deprecated
93 SignatureLength Length Required when trailer contains signature. Note: Not to be included within SecureData field FIX.4.0
89 Signature data Note: Not to be included within SecureData field FIX.4.0
10 CheckSum ✔ String (Always unencrypted, always last field in message) FIX.4.0

HopGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
627 NoHops NumInGroup Number of HopCompID entries in repeating group. FIX.4.4
⇒628 HopCompID String Assigned value used to identify the third party firm which delivered a specific message either from the firm which originated the message or from another third party (if multiple "hops" are performed). It is recommended that this value be the SenderCompID (49) of the third party.
Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (115) is being used. 		FIX.4.4
⇒629 HopSendingTime UTCTimestamp Time that HopCompID (628) sent the message. It is recommended that this value be the SendingTime (52) of the message sent by the third party.
Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (115) is being used. 		FIX.4.4
⇒630 HopRefID SeqNum Reference identifier assigned by HopCompID (628) associated with the message sent. It is recommended that this value be the MsgSeqNum (34) of the message sent by the third party.
Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (115) is being used. 		FIX.4.4

MsgTypeGrp

None

Tag Name Reqd Type Description Added Updated Deprecated