Heartbeat (35=0)

Heartbeats are sent periodically to signal a connection is still active. They are sent on an interval defined by HeartBtInt in the Logon message. If an expected heartbeat is missed, a TestRequest is sent to verify the connection is still active.

Tag	Field Name	Required	Description
Standard Header, MsgType 35=0
112	TestReqID	C	Field is required when the Heartbeat is the response to a Test Request message
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Logon (35=A)

Logon messages from Client to Saxo FIX API are for two types of sessions:

Market Data Session: To request market data and receive it. This is only available for FX Spot currently. Support on CFD Indices and CFD Futures will be added soon.
Order session: To submit orders, change orders and send allocation instructions; and receive execution reports and allocation instruction acknowledgements.

Tag	Field Name	Required	Description
Standard Header, MsgType 35=A
98	EncryptMethod	Y	0 = NONE
108	HeartBtInt	Y	Heartbeat interval (seconds). Must be 30 seconds, unless otherwise agreed.
141	ResetSeqNumFlag	N	Note: sequence numbers reset over the weekend. Should be set to Y for Quote Session Should generally be set to N for Order Session except the first log on of the week Y = YES N = NO
553	Username	Y	Saxo-supplied username
554	Password	Y	Saxo-supplied password
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Logon response from Saxo FIX API to Client.

Tag	Field Name	Required	Description
Standard Header, MsgType 35=A
98	EncryptMethod	Y	0 = NONE
108	HeartBtInt	Y	Heartbeat interval (seconds). Must be 30 seconds, unless otherwise agreed.
141	ResetSeqNumFlag	N	Note: sequence numbers reset over the weekend. Should be set to Y for Quote Session Should generally be set to N for Order Session except the first log on of the week Y = YES N = NO
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TestRequest (35=1)

TestRequests will be sent in response to missed heartbeats, and may be sent periodically by Saxo Bank. They must be responded to immediately with a Heartbeat containing the TestReqID or the session will be considered unresponsive and the connection terminated.

Tag	Field Name	Required	Description
Standard Header, MsgType 35=1
112	TestReqID	Y	Identifier to be returned in resulting Heartbeat
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ResendRequest (35=2)

ResendRequests can be issued if messages are missed and a message with a higher than expected sequence number is received, i.e. a message has been lost in transit—for example during a disconnect/reconnect.

Tag	Field Name	Required	Description
Standard Header, MsgType 35=2
7	BeginSeqNo	Y	MsgSeqNum of first message in range to be resent
16	EndSeqNo	Y	MsgSeqNum of last message in range to be resent
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Reject (35=3)

Rejects indicates a serious error in the implementation of FIX API specification by either FIX Client or Saxo FIX API. Message contains information indicating the message, tag and reason for rejection of the message. Immediately after SessionLevelReject is exchanged between FIX Client and Saxo FIX API, the session will be closed by Saxo FIX API..

Tag	Field Name	Required	Description
Standard Header, MsgType 35=3
45	RefSeqNum	Y	Reference message sequence number
371	RefTagID	N	Tag of the FIX field being referenced.
372	RefMsgType	N	The MsgType of the FIX message being referenced.
373	SessionRejectReason	N	Code to identify reason for a session level reject message
58	Text	N	Where possible, text describing reject reason
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SequenceReset (35=4)

SequenceResets are used to reset the sender's sequence number during a session.

Tag	Field Name	Required	Description
Standard Header, MsgType 35=4
123	GapFillFlag	N	Indicates that the SequenceReset is replacing administrative or application messages which will not be resent Y = YES N = NO
36	NewSeqNo	Y	New sequence number
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Logout (35=5)

Logouts are sent to terminate a session.

Tag	Field Name	Required	Description
Standard Header, MsgType 35=5
58	Text	N	Text describing logout reason
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