The Financial Information eXchange (“FIX”) Protocol is a series of messaging specifications for the electronic communication of trade-related messages. For more information, see http://www.fixprotocol.org.
Our current FIX implementation is FIX 4.2 compliant, with some extensions and changes.
Supported FIX Messages are listed in the following tables.
Session Messages
|
MsgType (35) |
Description |
|
|
| ||
|
A |
Logon |
|
|
5 |
Logout |
|
|
0 |
Heartbeat |
|
|
1 |
Test Request |
|
|
2 |
Resend Request |
|
|
3 |
Reject |
|
|
4 |
Sequence Reset |
|
Application Messages
|
MsgType (35) |
Description |
|
|
| ||
|
8 |
Execution Report |
|
|
9 |
Order Cancel Reject |
|
|
D |
New Order Single |
|
|
F |
Order Cancel Request |
|
|
G |
Order Cancel/Replace Request |
|