F I X message
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iteye_5554
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Tag 22, Tag 55, Tag 48
Tag 22: It’s regulation tag for tag 48. If tag 48 is set to local code(OMX code, e.g. : HSIZ8), then, 22 must be set to value “8” If tag 48 is set to RIC code, then 22 must be s...2009-03-03 10:00:43 · 278 阅读 · 0 评论 -
Tag 20 -- unsolicited order/trade cancel
1) For all the execution report messages, tag 20 should be first looked at. If tag 20(execTransType) = 1(CANCEL), then, this is an unsolicited trade cancel. And we need to overlook tag 150(ExecTyp...2009-03-03 17:42:52 · 315 阅读 · 0 评论 -
Tag 49, 50, 56
message.setTag(SENDERCOMPID, SENDERCOMPIDVALUE); // 49 message.setTag(SENDERSUBID, VIPERINSTANCE); // 50 message.setTag(TARGETCOMPID, TARGETCOMPIDVALUE); // 56 ...2009-03-03 17:49:24 · 158 阅读 · 0 评论 -
F I X message type
Tag 35 35 = D New Order Single Request 35 = G Modification Request 35 = F Cancel Request 35 = 8 New Order Single Ack New Order Single Reject 35...原创 2009-03-11 10:24:25 · 133 阅读 · 0 评论 -
Usual FIX tag meaning
Order Type 35 = 8 à D à New Order Request; F à Cancel Request; 8 à Execution Report; 9 à Cancel Reject All ids 11=1BPnBE4ua.60FjQF à clientOrderId 41=1...原创 2009-06-15 10:27:31 · 236 阅读 · 0 评论
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