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Standard Header from Client System to CME STP FIX

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FIX Tag

Field NameReqData Type

Description

Supporting Values

8

BeginString

Y

String

Identifies beginning of new message and protocol version.
Always unencrypted, must be first field in message.

FIX.4.4

9

BodyLength

Y

Length

Message length, in bytes, forward to the CheckSum field.
Always unencrypted, must be second field in message.


35

MsgType

Y

String

Defines message type.
Always unencrypted, must be third field in message.


49

SenderCompID

Y

String

Assigned value as defined by CME Group used to identify firm sending message.
Always unencrypted.


50

SenderSubID

N

String

Optional Client Assigned value used to identify specific message originator (user) within a firm.

If populated in Logon message, same value must be populated in subsequent messages from client to CME STP. 

CME STP will populate this value in 57-TargetSubID on messages routed to the client.


56

TargetCompID

Y

String

Assigned value used to identify receiving firm.

Format: ‘CMESTPFIX#’

The value will be incremented for each new user at the Firm, e.g., CMESTPFIX1, CMESTPFIX2, CMESTPFIX3, etc.

Always unencrypted.


57

TargetSubID

N

String

If populated in Logon message, Only acceptable value is "STP" and same value need to be populated in subsequent messages from client to CME STP.
CME STP will populate this value in 50-SenderSubID on messages routed to the client. Always unencrypted.


34

MsgSeqNum

Y

SeqNum

Integer message sequence number.


43

PossDupFlag

N

Boolean

Indicates possible retransmission of message with this sequence number. Required for retransmitted messages.

‘Y’ (Possible duplicate)

'N' (Original transmission)

97

PossResend

N

Boolean

Indicates that message may contain information that has been sent under another sequence number.

‘Y’ (Possible resend)
‘N’ (Original transmission)

52

SendingTime

Y

UTCTimestamp

Time of message transmission (expressed in UTC).

YYYYMMDD-HH:MM:SS.sss
Can be embedded within encrypted data section.

UTC Timestamps are sent in number of nanoseconds since Unix epoch synced to a master clock to microsecond accuracy.


122

OrigSendingTime

N

UTCTimestamp

Original time of message transmission when transmitting messages as the result of resend request (expressed in UTC).

UTC Timestamps are sent in number of nanoseconds since Unix epoch synced to a master clock to microsecond accuracy.

Required for message resent as a result of a resend request.


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