Indexes

Message Layouts
Session
PreTrade
Trade
PostTrade

  • Documentation

  • Datatypes

    Name
    Base Type
    Description
    Pedigree
    int

    none

    Sequence of digits without commas or decimals and optional sign character (ASCII characters "-" and "0" - "9" ). The sign character utilizes one byte (i.e. positive int is "99999" while negative int is "-99999").

    Examples:

    • 723 in field 21 would be mapped int as |21=723|.
    • -723 in field 12 would be mapped int as |12=-723|
    Added FIX.2.7
    float

    none

    Sequence of digits with optional decimal point and sign character (ASCII characters "-", "0" - "9" and "."); the absence of the decimal point within the string will be interpreted as the float representation of an integer value.

    Added FIX.2.7
    char

    none

    Alpha-numeric free format strings, can include any character or punctuation except the delimiter. All char fields are case sensitive (i.e. morstatt ≠ Morstatt).

    Added FIX.2.7
    data

    none

    Raw data with no format or content restrictions. Data fields are always preceeded by a length field. Caution: may contain the delimiter (SOH) character.

    Added FIX.2.7