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The core QuickFIX/J engine
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<fix type="FIXT" major="1" minor="1"> <header> <field name="BeginString" required="Y"/> <field name="BodyLength" required="Y"/> <field name="MsgType" required="Y"/> <field name="ApplVerID" required="N"/> <field name="ApplExtID" required="N"/> <field name="CstmApplVerID" required="N"/> <field name="SenderCompID" required="Y"/> <field name="TargetCompID" required="Y"/> <field name="OnBehalfOfCompID" required="N"/> <field name="DeliverToCompID" required="N"/> <field name="SecureDataLen" required="N"/> <field name="SecureData" required="N"/> <field name="MsgSeqNum" required="Y"/> <field name="SenderSubID" required="N"/> <field name="SenderLocationID" required="N"/> <field name="TargetSubID" required="N"/> <field name="TargetLocationID" required="N"/> <field name="OnBehalfOfSubID" required="N"/> <field name="OnBehalfOfLocationID" required="N"/> <field name="DeliverToSubID" required="N"/> <field name="DeliverToLocationID" required="N"/> <field name="PossDupFlag" required="N"/> <field name="PossResend" required="N"/> <field name="SendingTime" required="Y"/> <field name="OrigSendingTime" required="N"/> <field name="XmlDataLen" required="N"/> <field name="XmlData" required="N"/> <field name="MessageEncoding" required="N"/> <field name="LastMsgSeqNumProcessed" required="N"/> <component name="HopGrp" required="N"/> </header> <trailer> <field name="SignatureLength" required="N"/> <field name="Signature" required="N"/> <field name="CheckSum" required="Y"/> </trailer> <messages> <message name="Heartbeat" msgtype="0" msgcat="admin"> <field name="TestReqID" required="N"/> </message> <message name="TestRequest" msgtype="1" msgcat="admin"> <field name="TestReqID" required="Y"/> </message> <message name="ResendRequest" msgtype="2" msgcat="admin"> <field name="BeginSeqNo" required="Y"/> <field name="EndSeqNo" required="Y"/> </message> <message name="Reject" msgtype="3" msgcat="admin"> <field name="RefSeqNum" required="Y"/> <field name="RefTagID" required="N"/> <field name="RefMsgType" required="N"/> <field name="RefApplVerID" required="N"/> <field name="RefApplExtID" required="N"/> <field name="RefCstmApplVerID" required="N"/> <field name="SessionRejectReason" required="N"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> </message> <message name="SequenceReset" msgtype="4" msgcat="admin"> <field name="GapFillFlag" required="N"/> <field name="NewSeqNo" required="Y"/> </message> <message name="Logout" msgtype="5" msgcat="admin"> <field name="SessionStatus" required="N"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> </message> <message name="Logon" msgtype="A" msgcat="admin"> <field name="EncryptMethod" required="Y"/> <field name="HeartBtInt" required="Y"/> <field name="RawDataLength" required="N"/> <field name="RawData" required="N"/> <field name="ResetSeqNumFlag" required="N"/> <field name="NextExpectedMsgSeqNum" required="N"/> <field name="MaxMessageSize" required="N"/> <component name="MsgTypeGrp" required="N"/> <field name="TestMessageIndicator" required="N"/> <field name="Username" required="N"/> <field name="Password" required="N"/> <field name="NewPassword" required="N"/> <field name="EncryptedPasswordMethod" required="N"/> <field name="EncryptedPasswordLen" required="N"/> <field name="EncryptedPassword" required="N"/> <field name="EncryptedNewPasswordLen" required="N"/> <field name="EncryptedNewPassword" required="N"/> <field name="SessionStatus" required="N"/> <field name="DefaultApplVerID" required="Y"/> <field name="DefaultApplExtID" required="N"/> <field name="DefaultCstmApplVerID" required="N"/> <field name="Text" required="N"/> <field name="EncodedTextLen" required="N"/> <field name="EncodedText" required="N"/> </message> <!-- <message name="XMLnonFIX" msgtype="n" msgcat="admin"> </message> --> </messages> <components> <component name="HopGrp"> <group name="NoHops" required="N"> <field name="HopCompID" required="N"/> <field name="HopSendingTime" required="N"/> <field name="HopRefID" required="N"/> </group> </component> <component name="MsgTypeGrp"> <group name="NoMsgTypes" required="N"> <field name="RefMsgType" required="N"/> <field name="MsgDirection" required="N"/> <field name="RefApplVerID" required="N"/> <field name="RefApplExtID" required="N"/> <field name="RefCstmApplVerID" required="N"/> <field name="DefaultVerIndicator" required="N"/> </group> </component> </components> <fields> <field number="7" name="BeginSeqNo" type="SEQNUM"/> <field number="8" name="BeginString" type="STRING"/> <field number="9" name="BodyLength" type="LENGTH"/> <field number="10" name="CheckSum" type="STRING"/> <field number="16" name="EndSeqNo" type="SEQNUM"/> <field number="34" name="MsgSeqNum" type="SEQNUM"/> <field number="35" name="MsgType" type="STRING"> <value enum="0" description="HEARTBEAT"/> <value enum="1" description="TEST_REQUEST"/> <value enum="2" description="RESEND_REQUEST"/> <value enum="3" description="REJECT"/> <value enum="4" description="SEQUENCE_RESET"/> <value enum="5" description="LOGOUT"/> <value enum="6" description="INDICATION_OF_INTEREST"/> <value enum="7" description="ADVERTISEMENT"/> <value enum="8" description="EXECUTION_REPORT"/> <value enum="9" description="ORDER_CANCEL_REJECT"/> <value enum="A" description="LOGON"/> <value enum="B" description="NEWS"/> <value enum="C" description="EMAIL"/> <value enum="D" description="ORDER_SINGLE"/> <value enum="E" description="ORDER_LIST"/> <value enum="F" description="ORDER_CANCEL_REQUEST"/> <value enum="G" description="ORDER_CANCEL_REPLACE_REQUEST"/> <value enum="H" description="ORDER_STATUS_REQUEST"/> <value enum="J" description="ALLOCATION_INSTRUCTION"/> <value enum="K" description="LIST_CANCEL_REQUEST"/> <value enum="L" description="LIST_EXECUTE"/> <value enum="M" description="LIST_STATUS_REQUEST"/> <value enum="N" description="LIST_STATUS"/> <value enum="P" description="ALLOCATION_INSTRUCTION_ACK"/> <value enum="Q" description="DONT_KNOW_TRADE"/> <value enum="R" description="QUOTE_REQUEST"/> <value enum="S" description="QUOTE"/> <value enum="T" description="SETTLEMENT_INSTRUCTIONS"/> <value enum="V" description="MARKET_DATA_REQUEST"/> <value enum="W" description="MARKET_DATA_SNAPSHOT_FULL_REFRESH"/> <value enum="X" description="MARKET_DATA_INCREMENTAL_REFRESH"/> <value enum="Y" description="MARKET_DATA_REQUEST_REJECT"/> <value enum="Z" description="QUOTE_CANCEL"/> <value enum="a" description="QUOTE_STATUS_REQUEST"/> <value enum="b" description="MASS_QUOTE_ACKNOWLEDGEMENT"/> <value enum="c" description="SECURITY_DEFINITION_REQUEST"/> <value enum="d" description="SECURITY_DEFINITION"/> <value enum="e" description="SECURITY_STATUS_REQUEST"/> <value enum="f" description="SECURITY_STATUS"/> <value enum="g" description="TRADING_SESSION_STATUS_REQUEST"/> <value enum="h" description="TRADING_SESSION_STATUS"/> <value enum="i" description="MASS_QUOTE"/> <value enum="j" description="BUSINESS_MESSAGE_REJECT"/> <value enum="k" description="BID_REQUEST"/> <value enum="l" description="BID_RESPONSE"/> <value enum="m" description="LIST_STRIKE_PRICE"/> <value enum="n" description="XML_MESSAGE"/> <value enum="o" description="REGISTRATION_INSTRUCTIONS"/> <value enum="p" description="REGISTRATION_INSTRUCTIONS_RESPONSE"/> <value enum="q" description="ORDER_MASS_CANCEL_REQUEST"/> <value enum="r" description="ORDER_MASS_CANCEL_REPORT"/> <value enum="s" description="NEW_ORDER_CROSS"/> <value enum="t" description="CROSS_ORDER_CANCEL_REPLACE_REQUEST"/> <value enum="u" description="CROSS_ORDER_CANCEL_REQUEST"/> <value enum="v" description="SECURITY_TYPE_REQUEST"/> <value enum="w" description="SECURITY_TYPES"/> <value enum="x" description="SECURITY_LIST_REQUEST"/> <value enum="y" description="SECURITY_LIST"/> <value enum="z" description="DERIVATIVE_SECURITY_LIST_REQUEST"/> <value enum="AA" description="DERIVATIVE_SECURITY_LIST"/> <value enum="AB" description="NEW_ORDER_MULTILEG"/> <value enum="AC" description="MULTILEG_ORDER_CANCEL_REPLACE"/> <value enum="AD" description="TRADE_CAPTURE_REPORT_REQUEST"/> <value enum="AE" description="TRADE_CAPTURE_REPORT"/> <value enum="AF" description="ORDER_MASS_STATUS_REQUEST"/> <value enum="AG" description="QUOTE_REQUEST_REJECT"/> <value enum="AH" description="RFQ_REQUEST"/> <value enum="AI" description="QUOTE_STATUS_REPORT"/> <value enum="AJ" description="QUOTE_RESPONSE"/> <value enum="AK" description="CONFIRMATION"/> <value enum="AL" description="POSITION_MAINTENANCE_REQUEST"/> <value enum="AM" description="POSITION_MAINTENANCE_REPORT"/> <value enum="AN" description="REQUEST_FOR_POSITIONS"/> <value enum="AO" description="REQUEST_FOR_POSITIONS_ACK"/> <value enum="AP" description="POSITION_REPORT"/> <value enum="AQ" description="TRADE_CAPTURE_REPORT_REQUEST_ACK"/> <value enum="AR" description="TRADE_CAPTURE_REPORT_ACK"/> <value enum="AS" description="ALLOCATION_REPORT"/> <value enum="AT" description="ALLOCATION_REPORT_ACK"/> <value enum="AU" description="CONFIRMATION_ACK"/> <value enum="AV" description="SETTLEMENT_INSTRUCTION_REQUEST"/> <value enum="AW" description="ASSIGNMENT_REPORT"/> <value enum="AX" description="COLLATERAL_REQUEST"/> <value enum="AY" description="COLLATERAL_ASSIGNMENT"/> <value enum="AZ" description="COLLATERAL_RESPONSE"/> <value enum="CA" description="ORDER_MASS_ACTION_REQUEST"/> <value enum="CB" description="USER_NOTIFICATION"/> <value enum="CC" description="STREAM_ASSIGNMENT_REQUEST"/> <value enum="CD" description="STREAM_ASSIGNMENT_REPORT"/> <value enum="CE" description="STREAM_ASSIGNMENT_REPORT_ACK"/> <value enum="BA" description="COLLATERAL_REPORT"/> <value enum="BB" description="COLLATERAL_INQUIRY"/> <value enum="BC" description="NETWORK_STATUS_REQUEST"/> <value enum="BD" description="NETWORK_STATUS_RESPONSE"/> <value enum="BE" description="USER_REQUEST"/> <value enum="BF" description="USER_RESPONSE"/> <value enum="BG" description="COLLATERAL_INQUIRY_ACK"/> <value enum="BH" description="CONFIRMATION_REQUEST"/> <value enum="BI" description="TRADING_SESSION_LIST_REQUEST"/> <value enum="BJ" description="TRADING_SESSION_LIST"/> <value enum="BK" description="SECURITY_LIST_UPDATE_REPORT"/> <value enum="BL" description="ADJUSTED_POSITION_REPORT"/> <value enum="BM" description="ALLOCATION_INSTRUCTION_ALERT"/> <value enum="BN" description="EXECUTION_ACKNOWLEDGEMENT"/> <value enum="BO" description="CONTRARY_INTENTION_REPORT"/> <value enum="BP" description="SECURITY_DEFINITION_UPDATE_REPORT"/> <value enum="BQ" description="SETTLEMENT_OBLIGATION_REPORT"/> <value enum="BR" description="DERIVATIVE_SECURITY_LIST_UPDATE_REPORT"/> <value enum="BS" description="TRADING_SESSION_LIST_UPDATER_EPORT"/> <value enum="BT" description="MARKET_DEFINITION_REQUEST"/> <value enum="BU" description="MARKET_DEFINITION"/> <value enum="BV" description="MARKET_DEFINITION_UPDATE_REPORT"/> <value enum="BW" description="APPLICATION_MESSAGE_REQUEST"/> <value enum="BX" description="APPLICATION_MESSAGE_REQUEST_ACK"/> <value enum="BY" description="APPLICATION_MESSAGE_REPORT"/> <value enum="BZ" description="ORDER_MASS_ACTION_REPORT"/> </field> <field number="36" name="NewSeqNo" type="SEQNUM"/> <field number="43" name="PossDupFlag" type="BOOLEAN"> <value enum="N" description="ORIGINAL_TRANSMISSION"/> <value enum="Y" description="POSSIBLE_DUPLICATE"/> </field> <field number="45" name="RefSeqNum" type="SEQNUM"/> <field number="49" name="SenderCompID" type="STRING"/> <field number="50" name="SenderSubID" type="STRING"/> <field number="52" name="SendingTime" type="UTCTIMESTAMP"/> <field number="56" name="TargetCompID" type="STRING"/> <field number="57" name="TargetSubID" type="STRING"/> <field number="58" name="Text" type="STRING"/> <field number="89" name="Signature" type="DATA"/> <field number="90" name="SecureDataLen" type="LENGTH"/> <field number="91" name="SecureData" type="DATA"/> <field number="93" name="SignatureLength" type="LENGTH"/> <field number="95" name="RawDataLength" type="LENGTH"/> <field number="96" name="RawData" type="DATA"/> <field number="97" name="PossResend" type="BOOLEAN"> <value enum="N" description="ORIGINAL_TRANSMISSION"/> <value enum="Y" description="POSSIBLE_RESEND"/> </field> <field number="98" name="EncryptMethod" type="INT"> <value enum="0" description="NONE_OTHER"/> <value enum="1" description="PKCS"/> <value enum="2" description="DES"/> <value enum="3" description="PKCS_DES"/> <value enum="4" description="PGP_DES"/> <value enum="5" description="PGP_DES_MD5"/> <value enum="6" description="PEM_DES_MD5"/> </field> <field number="108" name="HeartBtInt" type="INT"/> <field number="112" name="TestReqID" type="STRING"/> <field number="115" name="OnBehalfOfCompID" type="STRING"/> <field number="116" name="OnBehalfOfSubID" type="STRING"/> <field number="122" name="OrigSendingTime" type="UTCTIMESTAMP"/> <field number="123" name="GapFillFlag" type="BOOLEAN"> <value enum="N" description="SEQUENCE_RESET_IGNORE_MSG_SEQ_NUM"/> <value enum="Y" description="GAP_FILL_MESSAGE_MSG_SEQ_NUM_FIELD_VALID"/> </field> <field number="128" name="DeliverToCompID" type="STRING"/> <field number="129" name="DeliverToSubID" type="STRING"/> <field number="141" name="ResetSeqNumFlag" type="BOOLEAN"> <value enum="N" description="NO"/> <value enum="Y" description="YES_RESET_SEQUENCE_NUMBERS"/> </field> <field number="142" name="SenderLocationID" type="STRING"/> <field number="143" name="TargetLocationID" type="STRING"/> <field number="144" name="OnBehalfOfLocationID" type="STRING"/> <field number="145" name="DeliverToLocationID" type="STRING"/> <field number="212" name="XmlDataLen" type="LENGTH"/> <field number="213" name="XmlData" type="DATA"/> <field number="347" name="MessageEncoding" type="STRING"/> <field number="354" name="EncodedTextLen" type="LENGTH"/> <field number="355" name="EncodedText" type="DATA"/> <field number="369" name="LastMsgSeqNumProcessed" type="SEQNUM"/> <field number="371" name="RefTagID" type="INT"/> <field number="372" name="RefMsgType" type="STRING"/> <field number="373" name="SessionRejectReason" type="INT"> <value enum="0" description="INVALID_TAG_NUMBER"/> <value enum="1" description="REQUIRED_TAG_MISSING"/> <value enum="2" description="TAG_NOT_DEFINED_FOR_THIS_MESSAGE_TYPE"/> <value enum="3" description="UNDEFINED_TAG"/> <value enum="4" description="TAG_SPECIFIED_WITHOUT_A_VALUE"/> <value enum="5" description="VALUE_IS_INCORRECT"/> <value enum="6" description="INCORRECT_DATA_FORMAT_FOR_VALUE"/> <value enum="7" description="DECRYPTION_PROBLEM"/> <value enum="8" description="SIGNATURE_PROBLEM"/> <value enum="9" description="COMPID_PROBLEM"/> <value enum="10" description="SENDINGTIME_ACCURACY_PROBLEM"/> <value enum="11" description="INVALID_MSGTYPE"/> <value enum="12" description="XML_VALIDATION_ERROR"/> <value enum="13" description="TAG_APPEARS_MORE_THAN_ONCE"/> <value enum="14" description="TAG_SPECIFIED_OUT_OF_REQUIRED_ORDER"/> <value enum="15" description="REPEATING_GROUP_FIELDS_OUT_OF_ORDER"/> <value enum="16" description="INCORRECT_NUMINGROUP_COUNT_FOR_REPEATING_GROUP"/> <value enum="17" description="NON_DATA_VALUE_INCLUDES_FIELD_DELIMITER"/> <value enum="18" description="INVALID_UNSUPPORTED_APPLICATION_VERSION"/> <value enum="99" description="OTHER"/> </field> <field number="383" name="MaxMessageSize" type="LENGTH"/> <field number="384" name="NoMsgTypes" type="NUMINGROUP"/> <field number="385" name="MsgDirection" type="CHAR"> <value enum="R" description="RECEIVE"/> <value enum="S" description="SEND"/> </field> <field number="464" name="TestMessageIndicator" type="BOOLEAN"> <value enum="N" description="FALES"/> <value enum="Y" description="TRUE"/> </field> <field number="553" name="Username" type="STRING"/> <field number="554" name="Password" type="STRING"/> <field number="627" name="NoHops" type="NUMINGROUP"/> <field number="628" name="HopCompID" type="STRING"/> <field number="629" name="HopSendingTime" type="UTCTIMESTAMP"/> <field number="630" name="HopRefID" type="SEQNUM"/> <field number="789" name="NextExpectedMsgSeqNum" type="SEQNUM"/> <field number="925" name="NewPassword" type="STRING"/> <field number="1128" name="ApplVerID" type="STRING"> <value enum="0" description="FIX27"/> <value enum="1" description="FIX30"/> <value enum="2" description="FIX40"/> <value enum="3" description="FIX41"/> <value enum="4" description="FIX42"/> <value enum="5" description="FIX43"/> <value enum="6" description="FIX44"/> <value enum="7" description="FIX50"/> <value enum="8" description="FIX50SP1"/> <value enum="9" description="FIX50SP2"/> </field> <field number="1129" name="CstmApplVerID" type="STRING"/> <field number="1130" name="RefApplVerID" type="STRING"/> <field number="1131" name="RefCstmApplVerID" type="STRING"/> <field number="1137" name="DefaultApplVerID" type="STRING"/> <field number="1156" name="ApplExtID" type="INT"/> <field number="1400" name="EncryptedPasswordMethod" type="INT"/> <field number="1401" name="EncryptedPasswordLen" type="LENGTH"/> <field number="1402" name="EncryptedPassword" type="DATA"/> <field number="1403" name="EncryptedNewPasswordLen" type="LENGTH"/> <field number="1404" name="EncryptedNewPassword" type="DATA"/> <field number="1406" name="RefApplExtID" type="INT"/> <field number="1407" name="DefaultApplExtID" type="INT"/> <field number="1408" name="DefaultCstmApplVerID" type="STRING"/> <field number="1409" name="SessionStatus" type="INT"> <value enum="0" description="SESSION_ACTIVE"/> <value enum="1" description="SESSION_PASSWORD_CHANGED"/> <value enum="2" description="SESSION_PASSWORD_DUE_TO_EXPIRE"/> <value enum="3" description="NEW_SESSION_PASSWORD_DOES_NOT_COMPLY_WITH_POLICY"/> <value enum="4" description="SESSION_LOGOUT_COMPLETE"/> <value enum="5" description="INVALID_USERNAME_OR_PASSWORD"/> <value enum="6" description="ACCOUNT_LOCKED"/> <value enum="7" description="LOGONS_ARE_NOT_ALLOWED_AT_THIS_TIME"/> <value enum="8" description="PASSWORD_EXPIRED"/> </field> <field number="1410" name="DefaultVerIndicator" type="BOOLEAN"/> </fields> </fix>