tag=value<SOH> format, where <SOH> is ASCII 0x01.
Standard header
| Tag | Name | Req | Type | Description |
|---|---|---|---|---|
8 | BeginString | Y | String | FIX version. Use FIX.4.2. This field must be the first field in the message. |
9 | BodyLength | Y | Length | Message body length in bytes, calculated from the field after BodyLength (9) through the delimiter before CheckSum (10). |
34 | MsgSeqNum | Y | SeqNum | Sequence number for the current message direction. |
35 | MsgType | Y | String | FIX message type. |
43 | PossDupFlag | N | Boolean | Set to Y when resending a message that may duplicate a previous transmission. |
49 | SenderCompID | Y | String | Sender identifier assigned for the FIX session. |
52 | SendingTime | Y | UTCTimestamp | Time when the message is sent. |
56 | TargetCompID | Y | String | Target identifier assigned for the FIX session. |
122 | OrigSendingTime | N | UTCTimestamp | Original send time for a resent message. Required when PossDupFlag (43)=Y. |
Standard trailer
| Tag | Name | Req | Type | Description |
|---|---|---|---|---|
10 | CheckSum | Y | String | Three-digit modulo 256 checksum for the message. This field must be the final field. |
Sequence numbers
Each side maintains its own outbound sequence number.MsgSeqNum (34) starts at 1 for a reset session and increments by 1 for every session and application message sent in that direction.
If a sequence gap is detected, the receiving side requests retransmission with ResendRequest (35=2).
If a sequence number is lower than expected and is not a permitted duplicate, the service rejects the session state and requires a corrected logon.
Logon and reconnect behavior
| Scenario | Client behavior | Service behavior |
|---|---|---|
| First logon for the trading day | Send Logon (35=A) with MsgSeqNum (34)=1. | Accepts the session when credentials, identifiers, and sequence state are valid. |
| Normal relogon | Send ResetSeqNumFlag (141)=N and MsgSeqNum (34) equal to the last client-sent sequence plus 1. | Accepts the logon when the sequence matches. |
| Client sequence is higher than expected | Send the current client sequence. | Accepts the logon, then sends ResendRequest (35=2) for the missing range. |
| Client sequence is lower than expected | Relogon with the expected value returned in Logout (35=5) text. | Sends Logout (35=5) with text in the form MsgSeqNum too low, expecting X but received Y. |
| Service sequence is higher than client expected | Send ResendRequest (35=2) for the missing service messages. | Resends the requested application messages or sends gap fills for non-resendable messages. |
Heartbeat rules
| Rule | Requirement |
|---|---|
| Heartbeat interval | HeartBtInt (108) must be greater than 15 seconds and less than 100 seconds. The recommended value is 30 seconds. |
| Idle connection check | If no application message is received within the heartbeat interval, send TestRequest (35=1). |
| Test response | The peer must respond with Heartbeat (35=0) containing the received TestReqID (112) when applicable. |
| Disconnect threshold | If no message is received for two heartbeat intervals, close the TCP connection. |
Resend and gap fill
| Case | Required behavior |
|---|---|
| Service requests client messages | The service sends ResendRequest (35=2) with BeginSeqNo (7) equal to the expected sequence and EndSeqNo (16)=0 when requesting all messages from that point onward. |
| Client requests service messages | The client sends ResendRequest (35=2) with BeginSeqNo (7) equal to the expected sequence and EndSeqNo (16) equal to the last missing sequence, or 0 for all messages from that point onward. |
| Resent application message | Set PossDupFlag (43)=Y and include OrigSendingTime (122). Preserve the original application payload. |
| One non-resendable message | Send SequenceReset (35=4) with MsgSeqNum (34)=x, NewSeqNo (36)=x+1, and GapFillFlag (123)=Y. |
| Non-resendable range | Send SequenceReset (35=4) with MsgSeqNum (34)=x, NewSeqNo (36)=y+1, and GapFillFlag (123)=Y for range x through y. |
Endpoint failover
Primary and secondary endpoints do not share FIX session state. Use the secondary endpoint only when the primary endpoint cannot be reconnected after30 seconds and the switch is authorized for the session.
| Switch | Sequence behavior | Order behavior |
|---|---|---|
| Reconnect to primary endpoint | Send ResetSeqNumFlag (141)=N and continue with the next expected sequence number. | Existing orders continue on the same route. |
| Switch to secondary endpoint | Send ResetSeqNumFlag (141)=Y and MsgSeqNum (34)=1. | Orders routed before the switch are not automatically cancelled and do not update through the secondary session. Confirm or cancel active orders before switching when operationally required. |
Logout
To close a FIX session, the initiating side sendsLogout (35=5).
The receiving side replies with Logout (35=5), then the TCP connection closes.