Conventions

Each flow contains a table presenting the FIX fields to be used. We place the message name above the table. For example, here is a partial table:

Message is “Execution Report” (35=8)

TagNameRequiredNotes
…
55SymbolOISIN
48SecurityIDYISIN
22SecurityIDSourceY4=ISIN or 1=CUSIP (If configured)
…
  • Tag: This is the FIX Tag Number for this segment of the message
  • Name: The FIX standard Field Name for this tag
  • Required: Determines whether the field is required or optional
    • Y: Field is required to be sent and will appear on all received messages
    • O: Field is optional to send, and may not appear on a received message
    • Yi: If this field is set, the other fields marked Yi must be set. Any fields marked Yj may not be set
    • Oi: If this block is set, then all other fields marked Oi must be set. Fields marked Oj are optional as well as a block
  • Notes: Explanation of the values that must be set or what goes into this field’s value

Fix messages are presented in the following format, with tags set to value and separated by spaces:

8=FIX.4.4 9=230 35=8 34=706 49=OPENYIELD-TR 52=20230130-20:42:39.834 56=NATIONAL-TR 6=0 11=NATIO20230130-00220 14=0 17=FILLS20230130-000000331 22=4 32=0 37=ORDER20230130-000000036 38=30 39=0 44=0 48=XX0000000011 54=1 55=XX0000000011 150=0 151=30 10=105

All fix messages will start with 8=FIX.4.4 and end with the checksum tag 10.

FIX messages in black are messages sent by Subscribers. FIX messages in blue are actual messages sent by OpenYield in response. FIX messages in orange are simulated.