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The table below defines the Standard Header to be used for all Client messages:

Tag	Description	Required	Values	Example
8	BeginString	Yes	Must be "FIXT.1.1".	FIXT.1.1
9	BodyLength	Yes	Message length, in bytes, forward to the CheckSum field.	109
35	MsgType	Yes

1..n

Standard FIX protocol enumeration values.	AB
1129	CstmApplVerID	No	Populated by Whisperer, provides detail of configured schema version.	mfsbe4.18459.0.0

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49	SenderCompID	Yes	MF-created and assigned MFAPI username.	MyUsername
56	TargetCompID	Yes	<VenueName>.<SessionType> VenueName is MF-defined and provided SessionType: Indicates desired session type for user, bilaterally agreed with MF. One of {Pricing \| Orders \| RFS \| DropCopy}	qa-360t.RFS
43	PossDupFlag	No	Conditionally required for retransmitted messages.	Y
34	MsgSeqNum	Yes	1..n	12345
52	SendingTime	Yes	YYYYMMDD-HH:MM:SS.sssssssss The fractions of seconds may be empty when no fractions of seconds are conveyed (in such a case the period is not conveyed). It may include 3 digits to convey milliseconds, 6 digits to convey microseconds, 9 digits to convey nanoseconds.	20200812-08:31:06.527
122	OrigSendingTime	No	Conditionally required when PossDupFlag = Y	20200812-08:25:05.128

Standard Trailer

The table below defines the Standard Header to be used for all Client messages:

Tag	Description	Required	Values	Example
10	CheckSum	Yes	Three byte, simple checksum that serves, with the trailing <SOH>, as the end-of-message delimiter. Always defined as three characters.	042

Session Messages

Session-level messages used by Whisperer are a subset of the standard FIXT1.1. session definition, as defined below.

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Full details of the required fields is provided in the table below:

Tag	Description	Required	Values	Example
	Standard Header	Yes
98	EncryptMethod	Yes	Must be '0' (Unencrypted)	0
108	HeartBtInt	Yes	Integer between 0-300 inclusive. Heartbeat-generation interval in seconds.	30
141	ResetSeqNumFlag	No	N - Do not reset sequence numbers. Default, if not populated. Y - Indicates that both Client and Whisperer should reset session sequence numbers. This should not be used if the client requires any missed messages (e.g. `ExecutionReports`) to be resent.	N
789	NextExpectedMsgSeqNum	Yes	Provided by MFAPI Client to support MF message gap checks. If equal to the next-to-be-assigned MF sequence then Whisperer will respond with a LogonResponse message and then proceed with the session as normal. If lower, then Whisperer will respond with a LogonResponse message and immediately (re)send persisted messages or GapFills, in order. On completion, it will proceed with the session as normal. If higher, then Whisperer will respond with a Logout message to abort the session.	1234
553	Username	Yes	MF-created and assigned MFAPI username. This is the same value as the Client SenderCompID.	MyUsername
554	Password	Yes	MF-created password for user	MyPassword
1137	DefaultApplVerID	Yes	Should be '9' (FIX50SP2). Mandated by FIXT.1.1	9
58	Text	No	Free-form text string the client may wish to use for support purposes.	Start of Session
	Standard Trailer	Yes

Logout

Tag	Description	Required	Values	Example
	Standard Header	Yes
58	Text	No	Text string detailing the logout reason.	System Shutdown
	Standard Trailer	Yes

SequenceReset

Tag	Description	Required	Values	Example
	Standard Header	Yes
123	GapFillFlag	Yes	Must be set to Y	Y
36	NewSeqNo	Yes	The sequence number of the next message to be transmitted.	1234
	Standard Trailer	Yes

TestRequest

Tag	Description	Required	Values	Example
	Standard Header	Yes
112	TestReqID	No	Free-form text string to be returned in resulting Heartbeat. e.g. UTC/Epoch Timestamp.	TR_678
	Standard Trailer	Yes

Heartbeat

The Client Heartbeat message differs from the SBE equivalent in that the Header TargetCompID is used to convey the desired venue name and session type. Note that the Username is not echoed back as in SBE.

Full details of the required fields is provided in the table below:

Tag	Description	Required	Values	Example
	Standard Header	Yes
112	TestReqID	No	Conditionally populated if the Heartbeat is sent in response to a TestRequest. Free-form text string as populated in the TestRequest. e.g. UTC/Epoch Timestamp.	TR_678
	Standard Trailer	Yes

Application Messages

For details of all application messages please refer to the FIX Data Dictionary.

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Versions Compared

Old Version 17

New Version 18

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