Standard Header
The Standard Header is present at the start of every FIX message.
| Tag | Field Name | Required | Description |
|---|---|---|---|
| 8 | BeginString | Y | FIX.4.4 |
| 9 | BodyLength | Y | Message body length |
| 35 | MsgType | Y | 0 = HEARTBEAT 1 = TEST_REQUEST 2 = RESEND_REQUEST 3 = REJECT 4 = SEQUENCE_RESET 5 = LOGOUT 8 = EXECUTION_REPORT 9 = ORDER_CANCEL_REJECT A = LOGON D = ORDER_SINGLE F = ORDER_CANCEL_REQUEST G = ORDER_CANCEL V = QUOTE_REQUEST W = QUOTE |
| 49 | SenderCompID | Y | Saxo Bank supplied SenderCompID |
| 56 | TargetCompID | Y | Saxo Bank supplied TargetCompID |
| 34 | MsgSeqNum | Y | Sequence number of this message. Note: sequence numbers reset over the weekend. |
| 43 | PossDupFlag | N | Indicates message is possibly a duplicate (i.e. |
| 52 | SendingTime | Y | Time that message was sent |
| 142 | SenderLocationID | C | Required for Contract Futures product 167='FUT' and 775=0 on New Order Single, Order Cancel Request and Order Cancel Replace Request messages. Physical location of the trader specified in the Parties group. The first two bytes is always the ISO 3166-1 country code. For Canada this must be followed by ',' and the two bytes province code. Examples: 'FR' = France, 'JP' = Japan, 'CA,BC' = British Columbia, Canada. |
| 122 | OrigSendingTime | C | Required for message resent as a result of a ResendRequest. If data is not available, set to same value as SendingTime. Format: YYYYMMDD-HH:MM:SS.sss (ms is optional). |
Standard Trailer
The Standard Trailer is present at the end of every FIX message.
| Tag | Field Name | Required | Description |
|---|---|---|---|
| 10 | CheckSum | Y | Checksum calculated as per the official FIX Protocol definition |