INTX FIX Admin Messages

Standard

Logon (35=A)

First message that is required immediately upon connection to authenticate the connection.

Tag	Name	Type	Required	Description
98	EncryptMethod	int	N	Must be 0 (None)
108	HeartBtInt	int	O	Must be ≤ 30 (secs). Values greater are capped at 30. Server sends Test Request if client messages are not received in approximately (HeartBtInt x 1.5) seconds. Server terminates session if client messages are not received in approximately (HeartBtInt x 2 seconds). Defaults to 10 seconds if not value provided.
141	ResetSeqNumFlag	boolean	Y	Sequence numbers always get reset after a disconnect. Defaults to Y and a value of N will result in a Reject on the Login message.
553	Username	string	Y	Client API Key
554	Password	string	Y	Passphrase for the API key
58	Text	string	Y	A base64 encoded signature generated using HMAC SHA-256 with the secret of the API Key specified in Username (553) and the following payload: Time + Client API Key + Session + Passphrase Where time is the value in SendingTime (52), Client API key is the value in Username (553), Session is the value in TargetCompID (56), and Passphrase is the value in Password (554). Important: SendingTime (52) must be in UTC milliseconds YYYYMMDD-HH:MM:SS.sss.
1137	DefaultApplVerID	string	Y	Contains the version of the FIX protocol the exchange uses. Only FIX50SP2 is supported. Supported values: 9
8001	DefaultSelfTradePreventionStrategy	char	N	The default SelfTradePreventionStrategy applied to all orders sent on the session unless overridden on a per order basis using the SelfTradePreventionStrategy (8000) in the order request message. The following values specify what to do when two orders submitted by the same portfolio attempt to match: N = Cancel aggressing order Q = Cancel both orders Default if not specified is Cancel both orders (Q).
8013	CancelOrdersOnDisconnect	char	N	Cancels all the open orders upon a disconnection. Only applies to Order Entry sessions. The configuration values include: N = No cancel on disconnect Y = Only cancels orders from this session A = Cancels all open orders for this API key Defaults to N, no cancel on disconnect, if the tag is not provided. Note: using the session level cancel on disconnect may result in cancellations even when the FIX connection remains healthy. This can occur when the FIX gateway momentarily loses connectivity to its downstream component due to the component getting upgraded or from an AWS failure.
8014	CancelOrdersOnInternalDisconnect	char	N	Cancels all the open orders upon an internal disconnection. This happens if the FIX gateway experiences a disconnect to internal systems or other internal applications experience a disconnect that would impact the ability to cancel orders. These internal disconnects can occur from any scenario including planned software updates or unexpected technical issues. Only applies to Order Entry sessions. The configuration values include: N = No cancel on internal disconnect Y = Only cancels orders from this session A = Cancels all open orders for this API key Defaults to N, no cancel on internal disconnect, if the tag is not provided.

Heartbeat (35=0)

Sent at a prearranged interval from both sides to indicate liveness of the connections and used in response to a TestRequest message (35=1).

Tag	Name	Type	Required	Description
112	TestReqID	string	C	Conditionally required when the heartbeat message is sent in response to a TestRequest (35=1) message.

TestRequest (35=1)

This message forces the other side of the connection to send a heartbeat message (35=0) with the TestReqID (tag 112) populated with the same value provided on this message. |

Tag	Name	Type	Required	Description
112	TestReqID	string	Y	A unique identifier used to track the response to a test request

Reject (35=3)

A session level reject message sent when the FIX session can't process a message.

Tag	Name	Type	Required	Description
45	RefSeqNum	int	Y	The MsgSeqNum of the referenced message that was rejected.
371	RefTagID	int	N	The tag number of the FIX field referenced in the reject.
372	RegMsgType	string	N	The MsgType of the FIX message referenced in the reject.
373	SessionRejectReason	int	N	A code to quickly identify common reasons for a reject. Values could include: 0 = Invalid Tag Number 1 = Required Tag Missing 2 = Tag not defined for this message type 3 = Undefined tag 4 = Tag specified without a value 5 = Value is incorrect (out of range) for this tag 6 = Incorrect data format for value 8 = Signature problem 9 = CompID problem 10 = SendingTime Accuracy Problem 11 = Invalid MsgType 13 = Tag appears more than once 14 = Tag specified out of required order 15 = Repeating group fields out of order 16 = Incorrect NumInGroup count for repeating group 17 = Non-data value includes field delimiter (<SOH> character) 18 = Invalid/Unsupported Application Version 99 = Other
58	Text	string	N	A message explaining why the message was rejected.

Logout (35=5)

Sent by either side to terminate the FIX session

Tag	Name	Type	Required	Description
58	Text	string	N	Description of the disconnection reason

Replay

LastExecIDRequest (35=F1)

Send this message to request the execId of the last (most recent) event sent by the trading system to this user/session. Can be used to determine if the client missed any events while disconnected. Also serves as a means of validating that the trading system is available and accepting requests.

Tag	Name	Type	Required	Description
112	TestReqID	string	Y	A unique identifier for the LastExecIDRequest

LastExecID (35=F2)

Sent in response to LastExecIdRequest.

Tag	Name	Type	Required	Description
45	RefSeqNum	int	Y	MsgSeqNum (tag 34) of request message.
17	ExecID	string	Y	ExecID of the last event sent to this user.

EventResendRequest (35=F3)

Send this message to request order events in the specified range be resent. Since this is an application-level request, resent messages will have new sequence numbers and PossDupFlag (tag 43) will not be set; rather, PossResend (tag 97) will be set. Rejects (and any other message that does not contain an execId) will not be resent. Only available on the drop copy session.

Tag	Name	Type	Required	Description
22003	BeginExecID	string	Y	Lower bound (inclusive) of execIds.
22004	EndExecID	string	N	Upper bound (inclusive) of execIds. Resend all events up to the most current event if not set.

EventResendComplete (35=F4)

Sent in response to a successful Event Resend Request following all resent events. Only available on the drop copy session.

Tag	Name	Type	Required	Description
45	RefSeqNum	int	Y	MsgSeqNum (tag 34) of request message.
22005	ResentEventCount	int	Y	Total number of events resent.

EventResendReject (35=F5)

Sent in response to an Event Resend Request if the request cannot be fulfilled. Only available on the drop copy session.

Tag	Name	Type	Required	Description
45	RefSeqNum	int	Y	MsgSeqNum (tag 34) of request message.
22006	EventResendRejectReason	int	Y	Code identifying reject reason: 1 = BeginExecID is too small 2 = EndExecID is too large 3 = Resend already in progress 4 = Too many resend requests 5 = Server error
58	Text	string	N	Description of the reject reason