Standard Header from CME STP FIX to Client System
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 used to identify firm sending message. Format: ‘CMESTPFIX#’ The value will be increased for each new user at the Firm, e.g., CMESTPFIX1, CMESTPFIX2, CMESTPFIX3, etc. Always unencrypted. | |
50 | SenderSubID | N | String | Only applicable value is 'STP'. Will be populated by CME STP if 57-TargetSubID is provided by client on Session Logon Request. | |
56 | TargetCompID | Y | String | Assigned value as defined by CME Group used to identify receiving firm. | |
57 | TargetSubID | N | String | CME STP will populate this value from 50-SenderSubID if provided by client Session Logon Request. | |
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). UTC Timestamps are sent in number of nanoseconds since Unix epoch synced to a master clock to microsecond accuracy. YYYYMMDD-HH:MM:SS.sss | |
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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