Standard Header from Client System to CME STP FIX
FIX Tag | Field Name | Req | Data Type | Description | Supporting Values |
---|---|---|---|---|---|
8 | BeginString | Y | String | Identifies beginning of new message and protocol version. | FIX.4.4 |
9 | BodyLength | Y | Length | Message length, in bytes, forward to the CheckSum field. | |
35 | MsgType | Y | String | Defines message type. | |
49 | SenderCompID | Y | String | Assigned value as defined by CME Group used to identify firm sending message. | |
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. | |
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) |
52 | SendingTime | Y | UTCTimestamp | Time of message transmission (expressed in UTC). YYYYMMDD-HH:MM:SS.sss 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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