| 8 | BeginString | STRING | Y | FIX protocol version
The tag indicates the beginning of a new message.
This tag must be the first tag in the message.
You must set the value to FIX.4.2 or FIX.4.4.
| | 9 | BodyLength | INT | Y | Message length (in characters)
The value represents number of characters in the message following
this tag up to, and including, the delimiter immediately preceding Tag
10 (CheckSum). This tag must be the second field in a message.
| | 35 | MsgType | STRING | Y | Type of message contained in the message body
This tag must appear third in the list of header tags.
Possible values:- 0: Heartbeat
- 1: Test Request
- 2: Resend Request
- 3: Reject
- 4: Sequence Reset
- 5: Logout
- 8: Execution Report
- 9: Order Cancel Reject
- A: Logon
- B: News
- c: Security Definition Request
- D: Order Single
- d: Security Definition
- e: Security Status Request
- f: Security Status
- F: Order Cancel Request
- G: Order Cancel Replace Request
- H: Order Status Request
- Q: Don’t Know Trade (Inbound Drop Copy only)
- R: Quote Request
- V: Market Data Request
- W: Market Data Snapshot Full Refresh
- X: Market Data Incremental Refresh
- Y: Market Data Request Reject
- AD: Trade Capture Report Request
- AE: Trade Capture Report
- AQ: Trade Capture Report Request Ack
| | 49 | SenderCompID | STRING | Y | ID for the FIX client, corresponding to the RemoteCompID specified for the user in TT User Setup
| | 56 | TargetCompID | STRING | Y | FIX client ID, corresponding to the SenderCompID specified for the user in TT User Setup
The value is the same as sent in tag 49 (SenderCompID) in FIX client requests.
| | 50 | SenderSubID | STRING | N | Unique ID for the message sender
For CME, the value corresponds to the Operator ID.
| | 142 | SenderLocationID | STRING | N | Specific message originator’s location (i.e. geographic location and/or
desk, trader)
| | 116 | OnBehalfOfSubID | STRING | CRequired when multiple users are associated with the account.
| Unique Trader ID
The value maps to the Alias field configured for a user in Setup.
| | 34 | MsgSeqNum | SEQNUM | Y | Message sequence number
| | 43 | PossDupFlag | BOOLEAN | CMust send when a FIX client resends messages
| Whether the sequence number for this message is already used
Possible values:- N: NO: Original transmission
- Y: YES: Possible duplicate
| | 122 | OrigSendingTime | UTCTIMESTAMP | CSent when TT FIX resends a message
| Original time of message transmission, when transmitting orders as the result of a resend request
Always expressed in UTC.
| | 52 | SendingTime | UTCTIMESTAMP | Y | Time, in UTC, the message was sent.
| | 57 | TargetSubID | STRING | CIf the Target Sub Id field has a value for the FIX Session in Setup, you must supply that value is this tag for a Logon (A) message.
| Unique ID for the message receiver.
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| 453 | NoPartyIDs | NUMINGROUP | N | Number of parties in the PartiesGrp repeating group
| | 448 | PartyID | STRING | CRequired when NoPartyIds (453) is greater than 0.
| Party identifier code
Reserved values when 452=3 (ClientID) and 447=P (Short code):
- 0: Own account; no client
- 1: PNAL (Pending allocation)
- 2: AGGR (Aggregated)
- GU: CME give-up code (to override the Give-up code configured in Setup)
- SX: SGX give-up code (to override the Give-up code configured in Setup)
Reserved when 452=12 (Executing trader) and 447=P (Short code):
- 3: NORE: Execution decision outside firm
| | 452 | PartyRole | INT | CRequired when NoPartyIds (453) is greater than 0.
| Type or role of PartyID (tag 448)
| | 2376 | PartyRoleQualifier | INT | N | Qualifies the PartyRole (tag 452) supplied for this PartyID (tag 448).
Default values are set for this tag when PartyRole (tag 452) is one of the following:
- When 452=3 (Client ID), the default is 2376=23 (Firm).
- When 452=12 (Execution Decision Maker), the default is 2376=24 (Natural Person).
- When 452=122 (Investment Decision Maker), the default is 2376=24 (Natural Person).
Condition: Required when NoPartyIds (453) is greater than 0.
Possible values:- 22: Algorithm
- 23: Firm or legal entity
- 24: Natural person
| | 447 | PartyIDSource | CHAR | CRequired when NoPartyIds (453) is greater than 0.
| Identifies class or source of the PartyID (448) value.
Possible values:- 1: Korean investor ID
- 2: Taiwanese qualified investor ID (QFII FID)
- 3: Taiwanese trading account
- 4: Malaysian central depository
- 5: Chinese investor ID
- 6: UK national insurance or pension number
- 7: US social security number
- 8: US employer or tax ID number
- 9: Australian business number
- A: Australian tax file number
- B: BIC
- C: Generally-accepted market participant identifier
- D: Proprietary
- E: ISO country code
- F: Settlement entity location
- G: MIC
- H: CSD participant member code
- I: Directed broker three-character acronym as defined in the ISITC ETC Best Practice Guidelines document
- P: Short code
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| 442 | MultiLegReportingType | CHAR | N | Indicates what an Execution Report represents (e.g. used with multi-leg securities, such as option strategies, spreads, etc.)
Possible values:- 1: Single security
- 2: Individual leg of multi-leg security
- 3: Parent of multi-leg security (summary fill)
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| 10 | CheckSum | STRING | Y | Unencrypted three-character checksum
This tag must always be the last field in a message (i.e. it serves, with the trailing <SOH>, as the end-of-message delimiter).
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