CME STP FIX - FIX Protocol
- Space Sync for Confluence
CME STP FIX based on the standard FIX 4.4 specification with custom CME Group extensions and FIX Data dictionary.
All FIX administration-level messages are supported. The structure and semantics of FIX messages adhere to the standard, with some modifications. The following FIX application-level messages are supported:
From FIX Client to CME STP FIX:
Trade Capture Report Request (tag 35-MsgType= AD)
From CME STP FIX to FIX Client:
Trade Capture Report Request Ack (tag 35-MsgType = AQ)
Trade Capture Report (tag 35-MsgType = AE)
Collateral Report (tag 35-MsgType = BA) - Applicable to BrokerTec Repo Markets only.
If an unsupported message is received by CME STP FIX, Session Level Reject (tag 35-MsgType= 3) message is sent in a response.
All FIX messages contain Standard Message Header (Client system to CME STP FIX / CME STP FIX to client system) and Standard Message Trailer component blocks. CME STP FIX usage of these blocks is compliant with standard FIX 4.4.
How was your Client Systems Wiki Experience? Submit Feedback
Copyright © 2024 CME Group Inc. All rights reserved.