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. |
| Tag | Field | Description | Req | Format | Notes |
|---|---|---|---|---|---|
Standard FIX Header | Y | 35='A' | |||
| 108 | HeartBtInt | Used to determine the heartbeat interval. | Y | Int | >=2 AND <=60 (Seconds) |
| 554 | Password | Password provided by MF | Y | String |
| Tag | Field | Description | Req | Format | Notes |
|---|---|---|---|---|---|
Standard FIX Header | Y | 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 |
| 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. |
| 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). |
| 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 | - |
| 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 | - |
| Tag | Field | Description | Req | Format | Notes |
|---|---|---|---|---|---|
Standard FIX Header | Y | 35='5' | |||
| 58 | Text | Human-friendly string providing reason for logout. | Y | String | - |