Standard Header

Overview

Every message sent to and received from QST FIX server must start with message sender and receiver information, message type, and message size.

Message header tags in requests from a FIX client to QST FIX server

BeginString - 8

Tag number

Field Name

Required

Data type

8

BeginString

Y

String

Comments

This tag indicates the beginning of a new message and it should contain the FIX protocol version. This tag must be the first tag in the message. QST FIX server support FIX.4.2 or FIX.4.4 FIX protocol version and sets the value to FIX.4.2 or FIX.4.4.

BodyLength - 9

Tag number

Field Name

Required

Data type

9

BodyLength

Y

int

Comments

Message length (in characters)

The value represents number of characters in the message following this tag up to, and including, the delimiter immediately preceding Tag 10 (CheckSum). This tag must be the second field in a message.

MsgType - 35

Tag number

Field Name

Required

Data type

35

MsgType

Y

String

Comments

Type of message contained in the message body This tag must appear third in the list of header tags.

Supported values include:

  • 0 Heartbeat

  • 1 Test Request

  • 2 Resend Request

  • 3 Reject

  • 4 Sequence Reset

  • 5 Logout

  • A Logon

  • c Security Definition Request

  • d Security Definition

  • e Security Status Request

  • f Security Status

  • j Business Message Reject

  • V Market Data Request

  • W Market Data Snapshot Full Refresh

  • X Market Data Incremental Refresh

  • Y Market Data Request Reject

SenderCompID - 49

Tag number

Field Name

Required

Data type

49

SenderCompID

Y

String

Comments

ID for the FIX client, corresponding to the RemoteCompID specified for the user in QST User Setup.

The client should populate this with the username received alongside this documentation.

TargetCompID - 56

Tag number

Field Name

Required

Data type

56

TargetCompID

Y

String

Comments

QST session identity - QST FIX server does not validate this field. To guarantee session persistence, the FIX client must maintain the same value of this field for the life of the session. You can use any value in this tag to identify the QST session for the FIX client. QST FIX server will return this value in tag 49 (SenderCompID) in its responses.

Note

If the client sends other TargetCompID than the one provided alongside this docuemntation, the server will not accept the connection.

MsgSeqNum - 34

Tag number

Field Name

Required

Data type

34

MsgSeqNum

Y

SeqNum

Comments

Note

If you are using a thirdparty library for implementing the fix protocol, eg: quickfix, the MsgSeqNum will be automatically incremented for each message, which is a requirement.

Message sequence number

SendingTime - 52

Tag number

Field Name

Required

Data type

52

SendingTime

Y

UTCTimestamp

Comments

Time, in UTC, the message was sent.

Message header tags in responses from QST FIX server to a FIX client

BeginString - 8

Tag number

Field Name

Required

Data type

8

BeginString

Y

String

Comments

This tag indicates the beginning of a new message and it should contain the FIX protocol version. This tag must be the first tag in the message. QST FIX server support FIX.4.2 or FIX.4.4 FIX protocol version and sets the value to FIX.4.2 or FIX.4.4.

BodyLength - 9

Tag number

Field Name

Required

Data type

9

BodyLength

Y

int

Comments

Message length (in characters)

The value represents number of characters in the message following this tag up to, and including, the delimiter immediately preceding Tag 10 (CheckSum). This tag must be the second field in a message.

MsgType - 35

Tag number

Field Name

Required

Data type

35

MsgType

Y

String

Comments

Type of message contained in the message body This tag must appear third in the list of header tags.

Supported values include:

  • 0 Heartbeat

  • 1 Test Request

  • 2 Resend Request

  • 3 Reject

  • 4 Sequence Reset

  • 5 Logout

  • A Logon

  • d Security Definition

  • f Security Status

  • j Business Message Reject

  • W Market Data Snapshot Full Refresh

  • X Market Data Incremental Refresh

  • Y Market Data Request Reject

SenderCompID - 49

Tag number

Field Name

Required

Data type

49

SenderCompID

Y

String

Comments

ID of the FIX session The value will be the same value the FIX client sends in tag 56 (TargetCompID) in its requests to QST FIX server.

TargetCompID - 56

Tag number

Field Name

Required

Data type

56

TargetCompID

Y

String

Comments

FIX client ID, corresponding to the SenderCompID specified for the user in QST User Setup The value is the same as sent in tag 49 (SenderCompID) in FIX client requests, which is the username.

MsgSeqNum - 34

Tag number

Field Name

Required

Data type

34

MsgSeqNum

Y

SeqNum

Comments

Message sequence number

SendingTime - 52

Tag number

Field Name

Required

Data type

52

SendingTime

Y

UTCTimestamp

Comments

Time, in UTC, the message was sent.