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The MarketFactory FIX Drop Copy Server works as per the standard FIX Spec (4.4) with regards to the following messages:

MsgType (tag 35)	Message	Description
A	Logon	Initiates a FIX session. Heartbeat interval must be between 2 and 60, inclusive or the Logon attempt will be rejected.
0	Heartbeat	Monitors the status of the connection.
1	Test Request	Requests a Heartbeat from receiver.
2	Resend Request	Requests re-transmission of messages.
3	Reject	Session level message rejection.
4	Sequence Reset (Gap Fill)	Reset receiver’s sequence number.
5	Logout	Terminates a FIX session.

Logon

Tag	Field	Description	Req	Format	Notes

Standard FIX Header

Y

35

MsgType

Logon MessageY

='A'
108	HeartBtInt	Used to determine the heartbeat interval.

(Seconds)

Y

Int

>=2 AND <=

60

60 (Seconds)
554	Password	Password provided by MF	Y	String

...

Heartbeat

Tag	Field	Description	Req	Format	Notes


	Standard FIX Header

Y

35

MsgType

TradeCapture ReportY 'AE'

TradeReportID

MF Unique Identifier of TradeCapture Report

YString

Does not identify the underlying execution. A replayed TradeCapture Report will have a different TradeReportID than one you might have seen earlier for the same underlying trade. Use the ExecID to identify the actual execution.

75TradeDateTrade DateYDateYYYYMMDD

60

TransactTime

Trade date and time including milliseconds

Y

UTC

Timestamp

YYYYMMDD-HH:MM:SS.000570

PreviouslyReported

A flag that indicates whether this execution might have been previously reported

YBoolean'Y' or 'N'17ExecIDUnique Identifier of the the underlying executionYStringUnique identifier of the underlying execution.55

Symbol

Symbol of the tradeYStringEUR/USD, XAU/USD, etc31

LastPx

The price of the fill

YPriceDecimal price32

LastQty

The quantity of the fillYQtyDecimal quantity64SettlDateTrade Settlement DateYDateYYYYMMDD75

TradeDate

The date this execution occurred onYYYYYMMDD

552

NoSides

The number of sides in the transaction.

Y

Int

The only supported value is 1. Repeating Group.>54SideThe side of the execution - Buy or SellYChar

‘1’ = Buy, ‘2’ = Sell

>1AccountAccount IDYString >11

ClOrdID

The ID assigned by Trader to the order

YString >37

OrderID

The ID assigned by the executing venue

YString >120

SettlCurrency

The contra currency of the trade

YCurrencyWill be 1 of the 2 currencies in the Symbol(55) field - specifically the one not specified in the Currency(15) field>15CurrencyBase Currency of the trade. Quantities like LastQty(32) will be in this currencyYCurrency

Will be 1 of the 2 currencies in the Symbol(55) field. For example, if the Symbol(55) is 'EUR/USD', this field will either be 'EUR' or 'USD'.

>453

NoPartyIDs

Number of parties in this trade capture report

YIntUsually 2. Repeating Group.>>448

PartyID

Party identifier/codeYString >>447

PartyIDSource

Identifies class or source of PartyIDYCharD = PropCode>>452PartyRoleIdentifies the type or role of the PartyIDYInt

	35='0'
112	TestReqID	Conditionally populated if the Heartbeat is sent in response to a TestRequest.	C	String	Free-form text string as populated in the TestRequest. e.g. UTC/Epoch Timestamp

Test Request

Tag	Field	Description	Req	Format	Notes
	Standard FIX Header		Y		35='1'
112	TestReqID	Free-form text string to be returned in resulting Heartbeat.	Y	String	E.g. UTC/Epoch Timestamp.

Resend Request

Tag

Field

Description

Req

Format

Notes

Standard FIX Header

Y

35='2'

7

BeginSeqNo

Message sequence number of first message in range to be resent.

Y

Int

-

16

EndSeqNo

Message sequence number of last message in range to be resent.

Y

Int

If request is for a single message BeginSeqNo (7) = EndSeqNo.

If request is for all messages subsequent to a particular message, EndSeqNo = "0" (representing infinity).

Reject

Tag	Field	Description	Req	Format	Notes
	Standard FIX Header		Y		35='3'
45	RefSeqNum	FIX sequence number of the rejected message.	Y	SeqNum	-
58	Text	Human-friendly string providing reason for rejection.	Y	String	-

Sequence Reset (Gap Fill)

Tag	Field	Description	Req	Format	Notes
	Standard FIX Header		Y		35='4'
23	GapFillFlag	-	Y	String	Always 'Y'.
36	NewSeqNo	The sequence number of the next message which will be transmitted by the sender	Y	SeqNum	-

Logout

Tag	Field	Description	Req	Format	Notes
	Standard FIX Header		Y		35='5'
58	Text	Human-friendly string providing reason for logout.	Y	String	-

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