Preamble
A preamble is sent before any FAST encoded message. It consists of 5 non-FAST encoded bytes in Big Endian format, of which the first 4 bytes represent the sequence number, followed by the 1-byte sub-channel identifier, which is always 0x00 at the moment.
For FAST messages sent over TCP, a FAST encoded message length (1-3 bytes) precedes the preamble. Processing of the Preamble is optional and FAST messages will not be impacted by it.
|
TCP specific header |
Packet length = size of (UDP packet content) |
FAST encoded (1-3 bytes) | |
|
UDP packet content |
Packet preamble |
Sequence number |
Uint32_t |
|
Unused |
Uint8_t | ||
|
Packet data |
FAST encoded data | ||
Header
|
Tag |
FIX Name |
Format |
Valid Values |
Description |
|
35 |
MsgType |
String (2) |
35 = 0 35 = 4 35 = 5 35 = A 35 = c 35 = d 35 = V 35 = X 35 = R |
Defines the type of the message. 35 = 0 - Heartbeat 35 = 4 - Sequence reset 35 = 5 - Logout 35 = A - Logon 35 = c - Security Definition Request 35 = d - Security Definition 35 = V – Market Data Request 35 = W - Market Data Snapshot Full Refresh 35 = X - Market Data Incremental Refresh 35 = R – Quote Request |
|
1128 |
ApplVerID |
String (1) |
8 |
8= FIX.5.0.SP1. Specifies the service pack release being applied at message level. |
|
49 |
SenderCompID |
String (7) |
CQG |
Assigned value used to identify firm sending message. |
|
34 |
MsgSeqNum |
SeqNum (9) |
|
Integer message sequence number. |
|
52 |
SendingTime |
UTCTimestamp (21) |
|
Time of message transmission (always expressed in UTC: Coordinated Universal Time) |