The standard FIX message header
Added in protocol FIX.4.0
See in: FIX.4.0, FIX.4.1, FIX.4.2, FIX.4.4, FIX.5.0, FIX.5.0SP1, FIX.5.0SP2, FIX.5.0SP2 EP240, FIXT.1.1.
Field or Component | Name | Description | Is Required | Added | Is Deprecated |
---|---|---|---|---|---|
8 | BeginString | FIX.4.3 (Always unencrypted, must be first field in message) | Y | FIX.4.0 | |
9 | BodyLength | (Always unencrypted, must be second field in message) | Y | FIX.4.0 | |
35 | MsgType | (Always unencrypted, must be third field in message) | Y | FIX.4.0 | |
49 | SenderCompID | (Always unencrypted) | Y | FIX.4.0 | |
56 | TargetCompID | (Always unencrypted) | Y | FIX.4.0 | |
115 | OnBehalfOfCompID | Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.) | FIX.4.0 | ||
128 | DeliverToCompID | Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.) | FIX.4.0 | ||
90 | SecureDataLen | Required to identify length of encrypted section of message. (Always unencrypted) | FIX.4.0 | ||
91 | SecureData | Required when message body is encrypted. Always immediately follows SecureDataLen (90) field. | FIX.4.0 | ||
34 | MsgSeqNum | (Can be embedded within encrypted data section.) | Y | FIX.4.0 | |
50 | SenderSubID | (Can be embedded within encrypted data section.) | FIX.4.0 | ||
142 | SenderLocationID | Sender’s LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.) | FIX.4.1 | ||
57 | TargetSubID | "ADMIN" reserved for administrative messages not intended for a specific user. (Can be embedded within encrypted data section.) | FIX.4.0 | ||
143 | TargetLocationID | Trading partner LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.) | FIX.4.1 | ||
116 | OnBehalfOfSubID | Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.) | FIX.4.0 | ||
144 | OnBehalfOfLocationID | 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 | Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.) | FIX.4.0 | ||
145 | DeliverToLocationID | 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 | 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.) | FIX.4.0 | ||
97 | PossResend | Required when message may be duplicate of another message sent under a different sequence number. (Can be embedded within encrypted data section.) | FIX.4.0 | ||
52 | SendingTime | (Can be embedded within encrypted data section.) | Y | FIX.4.0 | |
122 | OrigSendingTime | 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 | 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 | Can contain a XML formatted message block (e.g. FIXML). Always immediately follows XmlDataLen (212) field. (Can be embedded within encrypted data section.) See Volume 1: "FIXML Support" |
FIX.4.2 | ||
347 | MessageEncoding | 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 | 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 | ||
370 | OnBehalfOfSendingTime | (deprecated) Used when a message is sent via a "hub" or "service bureau". If A sends to Q (the hub) who then sends to B via a separate FIX session, then when Q sends to B the value of this field should represent the SendingTime on the message A sent to Q. (always expressed in UTC (Universal Time Coordinated, also known as "GMT") |
FIX.4.2 | ||
627 | NoHops | 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.4.3 | ||
628 | HopCompID | 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. | FIX.4.3 | ||
629 | HopSendingTime | 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. | FIX.4.3 | ||
630 | HopRefID | 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. | FIX.4.3 |
Used in messages
- Advertisement (7)
- Allocation (J)
- Allocation ACK (P)
- Bid Request (k)
- Bid Response (lowercase L) (l)
- Business Message Reject (j)
- Cross Order Cancel/Replace Request (a.k.a. Cross Order Modification Request) (t)
- Cross Order Cancel Request (u)
- Derivative Security List (AA)
- Derivative Security List Request (z)
- Dont Know Trade (DK) (Q)
- Email (C)
- Execution Report (8)
- Heartbeat (0)
- Indication of Interest (6)
- List Cancel Request (K)
- List Execute (L)
- List Status (N)
- List Status Request (M)
- List Strike Price (m)
- Logon (A)
- Logout (5)
- Market Data-Incremental Refresh (X)
- Market Data Request (V)
- Market Data Request Reject (Y)
- Market Data-Snapshot/Full Refresh (W)
- Mass Quote (i)
- Mass Quote Acknowledgement (b)
- Multileg Order Cancel/Replace (a.k.a. Multileg Order Modification Request) (AC)
- New Order – Cross (s)
- Order List (E)
- New Order – Multileg (AB)
- Order Single (D)
- News (B)
- Order Cancel Reject (9)
- Order Cancel/Replace Request (G)
- Order Cancel Request (F)
- Order Mass Cancel Report (r)
- Order Mass Cancel Request (q)
- Order Mass Status Request (AF)
- Order Status Request (H)
- Quote (S)
- Quote Cancel (Z)
- Quote Request (R)
- Quote Request Reject (AG)
- Quote Status Report (AI)
- Quote Status Request (a)
- RFQ Request (AH)
- Registration Instructions (o)
- Registration Instructions Response (p)
- Reject (3)
- Resend Request (2)
- Security Definition (d)
- Security Definition Request (c)
- Security List (y)
- Security List Request (x)
- Security Status (f)
- Security Status Request (e)
- Security Type Request (v)
- Security Types (w)
- Sequence Reset (4)
- Settlement Instructions (T)
- Test Request (1)
- Trade Capture Report (AE)
- Trade Capture Report Request (AD)
- Trading Session Status (h)
- Trading Session Status Request (g)
- XML message (e.g. non-FIX MsgType) (n)