FIX API
About FIX messages
FIX 4.4 Message Reference
This section lists the messages in detail and provides information on our use of these FIX 4.4 messages. Tags marked “Not supported” are not used by our server, but may be required to conform to FIX protocol. All field values must conform to FIX protocol definitions. For example, order quantity must be a float; a date must not contain alphabetical characters. Specifying invalid field values may cause unexpected behavior. The documentation at www.fixprotocol.org provides information on field data types.
Charset Support
If it is planned to send non-Latin characters (Arabic, for example), it is required to enable the UTF-8 encoding at the levels of TraderEvolution Server and the FIX client, which connects to the server:
• For enabling the UTF-8 encoding on the server, in the tomcat/bin/setenv.sh you need to add the ‘-DFIX_CHARSET=UTF-8’ option for the server start.
Warning! Enabling this encoding affects all the FIX connections and all routes of the server
• To enable the UTF-8 encoding in the FIX client, you need to call ‘CharsetSupport.setCharset("UTF-8");’
Thus, both the server and the FIX client will have the same encoding, which will ensure correct interaction between them.
About message structure
The TraderEvolution FIX Trading Server expects and sends standard headers and trailers on each message. Our QuickFIX engine will reject messages not containing correct headers and trailers. Unsupported tags should not be specified but in general, if they are present, will be ignored. All fields should be specified in the order that the fields are specified in the message definition within the current document (for repeating data groups this rule is a must)
Standard header
8
BeginString
Y
FIX.4.4
9
BodyLength
Y
35
MsgType
Y
49
SenderCompID
Y
Clients should use TraderEvolution user login
56
TargetCompID
Y
By default clients should use TEPRICE for price connection and TEORDER for trade connection.
115
OnBehalfOfCompID
N
Not supported
128
DeliverToCompID
N
Not supported
90
SecureDataLen
N
Not supported
91
SecureData
N
Not supported
34
MsgSeqNum
Y
50
SenderSubID
N
Not supported
142
SenderLocationID
N
Not supported
57
TargetSubID
N
Not supported
143
TargetLocationID
N
Not supported
116
OnBehalfOfSubID
N
Not supported
144
OnBehalfOfLocationID
N
Not supported
129
DeliverToSubID
N
Not supported
145
DeliverToLocationID
N
Not supported
97
PossResend
N
Send when message may be duplicate of another message sent under a different sequence number. (As example for Execution report)
52
SendingTime
Y
122
OrigSendingTime
N
Required if message was resent as a result of a ResendRequest. Can set to SendingTime.
212
XmlDataLen
N
Only for xml messages
213
XmlData
N
Only for xml messages
347
MessageEncoding
N
Not supported
369
LastMsgSeqNumProcessed
N
Not supported
370
OnBehalfOfSendingTime
N
Not supported
Standard trailer
93
SignatureLength
N
Not supported.
89
Signature
N
Not supported.
10
CheckSum
Y
Please refer to the FIX documentation available at checksum calculation algorithm specifications.
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