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)
| Tag | Name | Required | Notes |
|---|---|---|---|
| … | |||
| 55 | Symbol | O | ISIN |
| 48 | SecurityID | Y | ISIN |
| 22 | SecurityIDSource | Y | 4=ISIN or 1=CUSIP (If configured) |
| … |
- Tag: The FIX tag number for this field
- Name: The FIX field name for this tag. Party-role and fee-type tables use OpenYield labels; where these differ from the FIX name, the FIX name is noted.
- 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
- Y/O: Conditionally required: required in the cases described in Notes (or if configured for your connection), otherwise optional
- Yi / Yj: Mutually exclusive required groups: set all fields in one group (for example, all fields marked Yi) and none of the fields in the other group (Yj)
- Oi / Oj: Optional groups: if any field marked Oi is set, all fields marked Oi must be set. Fields marked Oj form a separate, independent optional group
- 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 each tag=value pair separated by a space (standing in for the SOH delimiter):
All FIX messages start with 8=FIX.4.4 and end with CheckSum (10).
Messages sent by subscribers are shown in bright blue (cyan in dark mode). Messages sent by OpenYield are shown in dark blue (white in dark mode). To tell them apart reliably, check SenderCompID (49): messages sent by OpenYield always have a SenderCompID starting with OPENYIELD- (for example, 49=OPENYIELD-TR).