Standard Message Header

The Standard Message Header is required to be at the beginning of each and every message. The tags found in the message header should not be found anywhere other than the message header section of each message.

 

 

Tag

Field Name

Req’d

Comment

8

BeginString

Y

FIX 4.2, or another value agreed with FIX Client

9

BodyLength

Y

Message length, in bytes, forward to the CheckSum field.

Always be the second field in any message and must be unencrypted.

35

MsgType

Y

This field defines the FIX message type. It must be the third field in any FIX message and must be unencrypted.

49

SenderCompID

Y

Assigned value used to identify firm sending message.

56

TargetCompID

Y

Assigned value to identify receiving firm.

50

SenderSubID

N

 The fix Client populates this tag with internal numeric trader ID in application messages.

142

SenderLocationID

N

ISO identifier of the physical location of the originating trader's location. Presence of this tag is configurable at session level.

57

TargetSubID

N

Assigned value used to specify individual or unit intended to receive message.

128

DeliverToCompID

N

Tag should be sent if it isn’t empty for fix messages (new, modify and cancel).  

Presence of this tag is configurable at session level.

34

MsgSeqNum

Y

Integer message sequence number.

43

PossDupFlag

N

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

97

PossResend

N

Required when message may be duplicate of another

52

SendingTime

Y

Time of message transmission.  Always expressed in UTC.

122

OrigSendingTime

N

Required when the message is resent. Specifies the original sending time of the message in UTC.

115

OnBehalfOfCompID

N

Used to identify firm originating message.

The content of the tag is populated by FIX Client based on session level configuration and the following is possible:

- do not populate;

- populate with CQG FCM Name;

- populate with CQG FCM ID.

Note: this tag is used in New Order Single (D), Order Cancel/Replace Request (G) and Order Cancel Request (F) messages.