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FIX 4.2 : StandardHeader

Structure | Used In

Description

Each administrative or application message is preceded by a standard header. The header identifies the message type, length, destination, sequence number, origination point and time

Two fields help with resending messages. The PossDupFlag <43> is set to Y when resending a message as the result of a session level event (i.e. the retransmission of a message reusing a sequence number). The PossResend <97> is set to Y when reissuing a message with a new sequence number (e.g. resending an order). The receiving application should process these messages as follows:

  • PossDupFlag <43> — if a message with this sequence number has been previously received, ignore message, if not, process normally.
  • PossResend <97> — forward message to application and determine if previously received (i.e. verify order id and parameters).

Note that if OnBehalfOfCompID <115> or DeliverToCompID <128> message source identification/routing is used for a FIX session, then it must be used on all Application messages transmitted via that session accordingly (Reject <3> message if not).

The following table provides examples regarding the use of SenderCompID <49>, TargetCompID <56>, DeliverToCompID <128>, and OnBehalfOfCompID <115> when using a single point-to-point FIX session between two firms. Assumption (A=sellside, B=buyside):

SenderCompID <49> OnBehalfOfCompID <115> TargetCompID <56> DeliverToCompID <128>
A to B directly A B
B to A directly B A

The following table provides examples regarding the use of SenderCompID <49>, TargetCompID <56>, DeliverToCompID <128>, and OnBehalfOfCompID <115> when using a single FIX session to represent multiple firms. Assumption (A=sellside, B and C=buyside, Q=third party):

SenderCompID <49> OnBehalfOfCompID <115> TargetCompID <56> DeliverToCompID <128> OnBehalfOfSendingTime <370>
Send from A to B via Q
1) A sends to Q A Q B
2) Q sends to B Q A B A's SendingTime <52>
B responds to A via Q
1) B sends to Q B Q A
2) Q sends to A Q B A B's SendingTime <52>
Send from A to B *AND* C via Q
1) A sends to Q A Q B
2) Q sends to B Q A B A's SendingTime <52>
3) A sends to Q A Q C
4) Q sends to C Q A C A's SendingTime <52>
B *AND* C send to A via Q
1) B sends to Q B Q A
2) Q sends to A Q B A B's SendingTime <52>
3) C sends to Q C Q A
4) Q sends to A Q C A C's SendingTime <52>

Structure

Tag Field Name Req'd Comments
8 BeginString Y

FIX.4.2 (Always unencrypted, must be first field in message)

9 BodyLength Y

(Always unencrypted, must be second field in message)

35 MsgType Y

(Always unencrypted, must be third field in message)

49 SenderCompID Y

(Always unencrypted)

56 TargetCompID Y

(Always unencrypted)

115 OnBehalfOfCompID N

Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)

128 DeliverToCompID N

Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)

90 SecureDataLen N

Required to identify length of encrypted section of message. (Always unencrypted)

91 SecureData N

Required when message body is encrypted. Always immediately follows SecureDataLen <90> field.

34 MsgSeqNum Y

(Can be embedded within encrypted data section.)

50 SenderSubID N

(Can be embedded within encrypted data section.)

142 SenderLocationID N

Sender's LocationID <283> (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)

57 TargetSubID N

'ADMIN' reserved for administrative messages not intended for a specific user. (Can be embedded within encrypted data section.)

143 TargetLocationID N

Trading partner LocationID <283> (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)

116 OnBehalfOfSubID N

Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)

144 OnBehalfOfLocationID N

Trading partner LocationID <283> (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.)

129 DeliverToSubID N

Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)

145 DeliverToLocationID N

Trading partner LocationID <283> (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.)

43 PossDupFlag N

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.)

97 PossResend N

Required when message may be duplicate of another message sent under a different sequence number. (Can be embedded within encrypted data section.)

52 SendingTime Y

(Can be embedded within encrypted data section.)

122 OrigSendingTime N

Required for message resent as a result of a ResendRequest. If data is not available set to same value as SendingTime <52> (Can be embedded within encrypted data section.)

212 XmlDataLen N

Required when specifying XmlData <213> to identify the length of a XmlData <213> message block. (Can be embedded within encrypted data section.)

213 XmlData N

Can contain a XML formatted message block (e.g. FIXML). Always immediately follows XmlDataLen <212> field. (Can be embedded within encrypted data section.)

See Appendix M - FIXML Support

347 MessageEncoding N

Type of message encoding (non-ASCII characters) used in a message's 'Encoded' fields. Required if any 'Encoding' fields are used.

369 LastMsgSeqNumProcessed N

The last MsgSeqNum <34> value received and processed. Can be specified on every message sent. Useful for detecting a backlog with a counterparty.

370 OnBehalfOfSendingTime N

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 <52> on the message A sent to Q. (always expressed in UTC (Universal Time Coordinated, also known as 'GMT')

Used In

Onix Solutions