Standard Header

BeginString

String

Y

Identifies beginning of new message and protocol version. Always first field in message.

Valid values

FIXT.1.1

BodyLength

Length

Y

Message length, in bytes, forward to the CheckSum field. Always second field in message.

MsgType

String

Y

Defines message type. Always third field in message. See individual messages for value to be used.

ApplVerID

String

Specifies the service pack release being applied at the message level.

Valid values

9 = FIX50SP2

SenderCompID

String [30]

Y

Identifies the firm sending the message.

TargetCompID

String [30]

Y

Identifies the firm receiving the message.

MsgSeqNum

SeqNum

Y

Sequence Number.

SenderSubID

String [30]

Assigned value used by a client to identify specific message originator (e.g. desk, trader, etc.). Can specify the user/trader for a transaction.

Identifies the entering trader on messages sent to the NSX. See specific messages for further details.

TargetSubID

String [30]

Assigned value used by the exchange to identify specific message recipient (e.g. desk, trader, etc.).

Identifies the trader associated with the message on messages sent by NSX. See specific messages for further details.

PossDupFlag

Boolean

Always required for retransmitted messages, whether prompted by the sending system or as the result of a resend request.

Indicates possible retransmission of message with this sequence number.

Valid values

N = Original transmission
Y = Possible duplicate

SendingTime

UTCTimeStamp

Y

Time the message was sent.

OrigSendingTime

UTCTimeStamp

Original time of message transmission when transmitting orders as the result of a resend request.

Required for message resent as a result of a ResendRequest. If data is not available set to same value as SendingTime.

LastMsgSeqNumProcessed

SeqNum

Sent by NSX on a Logout message to indicate the last MsgSeqNum (34) value received from the client and successfully processed.