Document Structure

This document is divided into the following chapters:

Chapter 2 – Session and Infrastructure messages.

Chapter 5 – Market Data

Chapter 6 – Reference Data

Appendix A describes the FIX Standard Header and Standard Trailer.

Appendix B describes the various component blocks used throughout this document.

Appendix C describes the enumerations for fields with multiple valid values.

Appendix D describes the FIX data types referred to in the ‘format’ column of each message description.