Standard Header from CME STP FIX to Client System for BrokerTec Trades

FIX Tag

Field Name

Req

Data 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 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.
Always unencrypted.



57

TargetSubID

N

String

CME STP will populate this value from 50-SenderSubID if provided by client Session Logon Request.
Will be present in all messages routed CME STP back to FIX Clients. 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). UTC Timestamps are sent in number of nanoseconds since Unix epoch synced to a master clock to microsecond accuracy.

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



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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