8

BeginString

String

Y

Identifies beginning of new message and protocol version. Always first field in message.

Valid value:

“FIX.4.2”

9

BodyLength

Int

Y

Message length, in bytes, forward to the CheckSum field. Always second field in message.

35

MsgType

String

Y

Defines message type. Always third field in message. See Supported Message Types.

34

MsgSeqNum

Int

Y

Integer message sequence number. Note each Logon message should have sequence number 1.

43

PossDupFlag

Boolean

C

Always required for retransmitted messages, whether prompted by the sending system or as the result of a resend request. Currently the field is ignored.

Valid values:

Y = Possible duplicate

N = Original transmission

49

SenderCompID

String(32)

Y

Trader logon name.

50

SenderSubID

String(32)

C

Identifier of  FIX Connect vendor. It must be obtained from CQG. Required in Logon message only, optional in other messages.

If this field is set incorrectly or the  FIX Connect vendor is not enabled for a trader, then logon is rejected with “The brand of client is not allowed” message.

52

SendingTime

UTC Timestamp

Y

Time of message transmission (always expressed in UTC, Universal Time Coordinated, also known as GMT). Curre

56

TargetCompID

String(32)

Y

“CQG_Gateway”

57

TargetSubID

String

N

Identifier of  FIX Connect vendor. Must be obtained from CQG. Present in all outgoing messages.

97

PossResend

Boolean

N

Can be set to ‘Y’ only during session restoration after unexpected connection termination. Set for messages that were possibly sent earlier with different sequence numbers.

Session persistence option is configured by FIX vendor.

115

OnBehalfOfCompID

String(32)

C

Server-to-client messages:

Broker company ID used when sending notifications via the CQG gateway. Returned only with OnBehalfOfSubID (tag 116) and DeliverToCompID (tag 129).Present in Execution Report, Order Cancel Reject and Current Day Fills Position Report messages. It contains the same information as DeliverToCompID (tag 128).

Client-to-server messages:

Can be specified in New Order Single, Order Cancel Request, and Order Cancel/Replace Request messages.

It should be used with OnBehalfOfSubID (tag 116) and contain the firm this trader belongs to.

116

OnBehalfOfSubID

String(32)

N

CQG username of the trader on whose behalf order is being placed. Used with OnBehalfOfCompID (tag 115).

Can be specified in New Order Single, Order Cancel Request, and Order Cancel/Replace Request messages and can be different from SenderCompID (tag 49). It is returned in DeliverToSubID (tag 129) in execution report messages.

Note that both traders specified in SenderCompID (tag 49) and OnBehalfOfSubID (tag 116) need to be authorized to trade on the account on which the order is being placed.

122

OrigSendingTime

UTC Timestamp

C

Required for message resent as a result of a Resend Request (2). If data is not available, set to the same value as SendingTime (52).

128

DeliverToCompID

String(32)

C

Server-to-client messages:

Trading firm that the trader specified in tag 116 (OnBehalfOfSubID) belongs to. Present in Execution Report, Order Cancel Reject, and Current Day Fills Position Report. Required if OnBehalfOfCompID (tag 115) and OnBehalfOfSubID (tag 116) are specified.

Client-to-server messages:

Broker company ID to deliver messages via the CQG gateway. Can be specified in New Order Single, Order Cancel Request, and Order Cancel/Replace Request.

129

DeliverToSubID

String(32)

N

CQG username of the trader who placed the order. Present in Execution Report, Order Cancel Reject, and Current Day Fills Position Report messages.

142

SenderLocationID 

String(12)

C

Identifies specific message originator's location (i.e. geographic location).

Required when using 'DirectOnBehalfOfSubID' mode.

If the field is not specified then CQG Gateway use configured trader’s location.

CQG Gateway location format: Country code and (optionally) state of trader/ATS that placed the order in format "CC[,SS]", where CC and SS are ISO codes of country/state. Samples: "US,CA", "GB".

143

TargetLocationID

String(12)

N

Identifies specific message destination location (i.e. geographic location). See SenderLocationID (tag 142). Present in Execution Report.

20173

SendingTimeHR

UTC HR Timestamp

Y

The high-precision time of message transmission (always expressed in UTC, Universal Time Coordinated, also known as GMT). Supported format: YYYYMMDD-HH:MM:SS.ssssss (microseconds).

20174

OrigSendingTimeHR

UTC HR Timestamp

C

Required for message resent as a result of a Resend Request (2). If data is not available, set to the same value as SendingTimeHR (20173). Supported format: YYYYMMDD-HH:MM:SS.ssssss (microseconds).

Tag

Name

Format

Req

Comments

10

CheckSum

String

Y

Three byte, simple checksum. Always last field in message; i.e. serves as the end-of-message delimiter with the trailing <SOH>. Always defined as 3 characters.