FIX 4.1

Messages by Category

Appendix A

Appendix B

Appendix C

Glossary

Component Blocks
StandardHeader
StandardTrailer
Data Types
Type Description
char

Alpha-numeric free format strings, can include any character or punctuation except the delimiter. All char fields are case sensitive (i.e. morstatt != Morstatt).

=> date

Date in YYYYMMDD format. Valid values: YYYY = 0000-9999, MM = 01-12, DD = 01-31.

=> month-year

Char field representing month of a year in YYYYMM format. Valid values: YYYY = 0000-9999, MM = 01-12.

=> time

Time/date combination in YYYYMMDD-HH:MM:SS format, colons and dash required. Valid values: YYYY = 0000-9999, MM = 01-12, DD = 01-31, HH = 00-23, MM = 00-59, SS = 00-59.

data

Raw data with no format or content restrictions. Data fields are always immediately preceded by a length field. The length field should specify the number of bytes of the value of the data field (up to but not including the terminating SOH). Caution: the value of one of these fields may contain the delimiter (SOH) character. Note that the value specified for this field should be followed by the delimiter (SOH) character as all fields are terminated with an "SOH".

float

Sequence of digits with optional decimal point and sign character (ASCII characters "-", "0" - "9" and "."); the absence of the decimal point within the string will be interpreted as the float representation of an integer value. All float fields must accommodate up to fifteen significant digits. The number of decimal places used should be a factor of business/market needs and mutual agreement between counterparties.

int

Sequence of digits without commas or decimals and optional sign character (ASCII characters "-" and "0" - "9" ). The sign character utilizes one byte (i.e. positive int is "99999" while negative int is "-99999"). Examples: 723 in field 21 would be mapped int as |21=723|, -723 in field 12 would be mapped int as |12=-723|.

=> day-of-month

Int field representing a particular day of a month. Valid values: 1-31.

 

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