First message that is required immediately upon connection to authenticate the connection.
Tag
Name
Type
Required
Description
98
EncryptMethod
int
N
Must be 0 (None)
108
HeartBtInt
int
O
Must be ≤ 30 (secs). Values greater are capped at 30. Server sends Test Request if client messages are not received in approximately (HeartBtInt x 1.5) seconds. Server terminates session if client messages are not received in approximately (HeartBtInt x 2 seconds). Defaults to 10 seconds if not value provided.
141
ResetSeqNumFlag
boolean
N
Sequence numbers always get reset after a disconnect. Defaults to Y and a value of N will result in a Reject on the Login message.
789
NextExpectedMsgSeqNum
int
N
The next expected message sequence number. Not applicable to Market Data sessions.
553
Username
string
C
Client API Key
9407
AccessKey
string
C
The API key used for authentication.
554
Password
string
C
Passphrase for the API key
96
RawData
string
C
Raw data field used for authentication.
58
Text
string
C
A base64 encoded signature generated using HMAC SHA-256 with the secret of the API Key specified in Username (553) and the following payload: Time + Client API Key + Session + Passphrase
Where time is the value in SendingTime (52), Client API key is the value in Username (553), Session is the value in TargetCompID (56), and Passphrase is the value in Password (554).
Important: SendingTime (52) must be in UTC milliseconds YYYYMMDD-HH:MM:SS.sss.
1137
DefaultApplVerID
string
Y
Contains the version of the FIX protocol the exchange uses. Only FIX50SP2 is supported. Supported values: 9
8001
DefaultSelfTradePreventionStrategy
char
N
Only applies to Order Entry sessions. The default SelfTradePreventionStrategy applied to all orders sent on the session unless overridden on a per order basis using the SelfTradePreventionStrategy (8000) in the order request message. The following values specify what to do when two orders submitted by the same Organization/Account attempt to match:
N = Cancel aggressing order Q = Cancel both orders
Default if not specified is Cancel both orders (Q).
8013
CancelOrdersOnDisconnect
char
N
Cancels all the open orders upon a disconnection. Only applies to Order Entry sessions. The configuration values include:
N = No cancel on disconnect Y = Only cancels orders from this session A = Cancels all open orders for this API key
Defaults to Y, only cancel orders from this session, if the tag is not provided.
Note: using the session level cancel on disconnect may result in cancellations even when the FIX connection remains healthy. This can occur when the FIX gateway momentarily loses connectivity to its downstream component due to the component getting upgraded or from an AWS failure.
8014
CancelOrdersOnInternalDisconnect
boolean
N
Cancels all the open orders upon an internal disconnection. This happens if the FIX gateway experiences a disconnect to internal systems or other internal applications experience a disconnect that would impact the ability to cancel orders. These internal disconnects can occur from any scenario including planned software updates or unexpected technical issues. Only applies to Order Entry sessions. The configuration values include:
N = No cancel on internal disconnect Y = Cancel on internal disconnect
Defaults to Y, cancel orders on internal disconnect, if the tag is not provided.
This message forces the other side of the connection to send a heartbeat message (35=0) with the TestReqID (tag 112) populated with the same value provided on this message.
Tag
Name
Type
Required
Description
112
TestReqID
string
Y
A unique identifier used to track the response to a test request
A session level reject message sent when the FIX session can’t process a message.
Tag
Name
Type
Required
Description
45
RefSeqNum
int
Y
The MsgSeqNum of the referenced message that was rejected.
371
RefTagID
int
N
The tag number of the FIX field referenced in the reject.
372
RefMsgType
string
N
The MsgType of the FIX message referenced in the reject.
373
SessionRejectReason
int
N
A code to quickly identify common reasons for a reject. Values could include:
0 = Invalid Tag Number 1 = Required Tag Missing 2 = Tag not defined for this message type 3 = Undefined tag 4 = Tag specified without a value 5 = Value is incorrect (out of range) for this tag 6 = Incorrect data format for value 7 = Decryption problem 8 = Signature problem 9 = CompID problem 10 = SendingTime Accuracy Problem (SendingTime must be within 1 second of server time) 11 = Invalid MsgType 12 = XML validation error 13 = Tag appears more than once 14 = Tag specified out of required order 15 = Repeating group fields out of order 16 = Incorrect NumInGroup count for repeating group 17 = Non-data value includes field delimiter (<SOH> character) 99 = Other
58
Text
string
N
A message explaining why the message was rejected.
Send this message to request the execId of the last (most recent) event sent by the trading system to this user/session. Can be used to determine if the client missed any events while disconnected. Also serves as a means of validating that the trading system is available and accepting requests.
Send this message to request order events in the specified range be resent. Since this is an application-level request, resent messages will have new sequence numbers and PossDupFlag (tag 43) will not be set; rather, PossResend (tag 97) will be set. Rejects (and any other message that does not contain an execId) will not be resent. Only available on the drop copy session.
Tag
Name
Type
Required
Description
22003
BeginExecID
string
Y
Lower bound (inclusive) of execIds.
22004
EndExecID
string
N
Upper bound (inclusive) of execIds. Resend all events up to the most current event if not set.
