Derivatives FIX Header/Trailer Messages
All FIX messages (administrative and business) require a Standard Header and Standard Trailer component.
Standard Header
Tag | Name | FIX Type | Req | Description |
---|---|---|---|---|
8 | BeginString | String(7) | Y | FIX version for session, e.g., FIX.4.4 . |
9 | BodyLength | Int(6) | Y | Number of bytes in the message body. |
35 | MsgType | String(2) | Y | FIX message type. |
34 | MsgSeqNum | Int(9) | Y | Message sequence number. |
43 | PossDupFlag | Boolean(1) | N | Flag that represents whether or not the message may have been retransmitted with this sequence number. Must be Y for messages sent in response to a Resend Request from the exchange. |
49 | SenderCompID | String(6) | Y | Consists of SubFirmID and SessionID. SubFirmID is left-most 3 chars. SessionID is right-most 3 chars. Example: EBR123 To Exchange: Connection ID assigned by Coinbase Derivatives Exchange. From Exchange: Value from order entry tag 56, TargetCompID: COIND |
50 | SenderSubID | String(18) | Y | Unique identifier for the end trader submitting orders, issued by an exchange clearing member firm (clearing member), their contracted vendors, or assignees |
116 | OnBehalfOfSubID | String(18) | N | Can be used to identify the end trader submitting orders if SenderSubID (50) is populated by a third party connection provider. |
52 | SendingTime | UTCTimestamp(21) | Y | Time the message was transmitted, expressed in UTC, microseconds: YYYYMMDD-HH:MM:SS.ssssss . |
56 | TargetCompID | String(7) | Y | To Exchange: ID of entity receiving the message: COIND From Exchange: Value from order entry SenderCompID (49), example: EBR123 |
57 | TargetSubID | String(20) | Y | To Exchange: ID of destination exchange system: PROD or TEST From Exchange: Echo back TargetSubID (57) sent by client system |
122 | OrigSendingTime | UTCTimestamp(21) | C | For resent messages only, contains timestamp from SendingTime (52) from original message. |
369 | LastMsgSeqNumProcessed | Int(9) | N | MsgSeqNum (34) of the last message from the client received and processed by the gateway. |
Standard Trailer
Tag | Name | FIX Type | Req | Description |
---|---|---|---|---|
10 | CheckSum | String(3) | Y | Always the last tag in a message. Functions as end-of-message delimiter. |