Message Structure
All Messages are composed of the standard header followed by the body.
Native API has been modeled on the lines of FIX i.e. the convention followed is tag=value pair for any information. The messaging format is ASCII. All the fields are pipe (β|β) separated.
π·οΈ Message Headerβ
Standard message Headerβ
| Tag | FieldName | Reqβd | Data type (Max) | Comment |
|---|---|---|---|---|
| NA | MessageStartValue | Y | Byte | This field will be start of the message. This field doesnβt contain any tag no. Default value = 5 Length = 1 This field is not compressed and has to be prefix at start of compressed FT message. |
| 63 | Version | Y | String | Identify the version number Currently, this is to be hardcoded as FIX3.0 |
| 64 | Message Code | Y | short | This field contains message type specified in Summary of message code For E.g. for Logon Request = 101 Logon Response = 102 |
| 65 | Message Length | Y | short | Length of the whole message excluding MessageStartValue character |
| 66 | Message Time | O | String | Date and Time of the message in following format, time is in 24 hour format E.g. hhmmss (24 hour format) |
Header and Body will consist of delimited String which looks like the following:
63=FIX3.0|64=102|65=73|66=2003-01-01155434|1=11|7=10004|230=1
Message Header: 63=FIX3.0|64=102|65=73|66=2003-01-01155434
Body: 1=11|7=10004|230=1
** π‘ Remarks:**
All messages will contain Message Header at the start.
Since data will be formed using Tag and Value Pair, Message Header Length is not fixed. Message Header will include the following (in sequence):
- Version β 63=FIX3.0
- Message Code β 64=255
- Message Length β 65=99
- Message Time β 66 in 24 Hour Format like: 233022
Maximum of 3 Delimiters are used:β
- β=β Assignment Delimiter for Tag=Value Pair
- β|β Field Delimiter
- β$β Join Delimiter, this is used when specifying array of values
π¦ Message Trailerβ
There is no message trailer