Session Messages

Session messages maintain any live FIX connection with the xPro FIX server, including market data sessions.

Standard Header

All FIX messages must begin with a Standard Header.

Tag	Name	Req’d	Datatype	Description
8	BeginString	Y	String	Marks the start of a message and indicates FIX version (FIX.4.4). Always the first field.
9	BodyLength	Y	int	Automatically computed message length in bytes. Always the second field.
35	MsgType	Y	String	The message type. See Supported Message Types. Always the third field.
34	MsgSeqNum	Y	int	Message sequence number, incremented by 1 for each consecutive message.
49	SenderCompID	Y	String	XPRO-supplied identifier of the client sending requests to the FIX server.
52	SendingTime	Y	Timestamp	Date/time the message was sent, UTC with milliseconds: YYYYMMDD-HH:MM:SS.sss.
56	TargetCompID	Y	String	XPRO-supplied identifier of the server receiving client messages.

Standard Trailer

Tag	Name	Req’d	Datatype	Description
10	CheckSum	Y	int	Three-digit simple checksum indicating the end of a message. Always the last field.

Supported Message Types

Type	Name	Direction	Category
A	Logon	Client → XPRO	Session
0	Heartbeat	Client ↔ XPRO	Session
1	Test Request	Client ↔ XPRO	Session
3	Reject	Client ← XPRO	Session
4	Sequence Reset	Client ↔ XPRO	Session
5	Logout	Client ↔ XPRO	Session
V	Market Data Request	Client → XPRO	MarketData
W	Market Data — Snapshot/Full Refresh	Client ← XPRO	MarketData
X	Market Data — Incremental Refresh	Client ← XPRO	MarketData
Y	Market Data Request Reject	Client ← XPRO	MarketData
j	Business Reject	Client ← XPRO	MarketData

Logon

Sent by the client to initiate a FIX session. Must be the first message in each connection. Credentials are provided by XBTFX upon account setup.

Tag	Name	Req’d	Datatype	Description
—	Standard Header	Y		MsgType = A
1	Account	Y	String	XPRO-supplied account identifier, provided by XBTFX.
98	EncryptMethod	Y	int	Message encryption method. Must always be 0 (no encryption).
108	HeartBtInt	Y	int	Heartbeat interval in seconds.
141	ResetSeqNumFlag	N	Boolean	Indicates whether both parties should reset sequence numbers.
553	Username	Y	String	Client username, as provided by XBTFX.
554	Password	Y	String	Client password, as provided by XBTFX.
—	Standard Trailer	Y

Example

Request (Client → XPRO):

8=FIX.4.4^9=117^35=A^1=68a4446ac84827ff5cd35c74^34=1^52=20231218-07:59:06.000^49=sender_xpro_trading^56=target_xpro_trading^554=password^553=username^98=0^108=30^10=117^

Response (XPRO → Client):

8=FIX.4.4^9=93^35=A^1=68a4446ac84827ff5cd35c74^34=225^49=target_xpro_trading^52=20231218-07:59:06.655^56=sender_xpro_trading^98=0^108=30^10=054^

Heartbeat

Sent back and forth between the FIX server and client to check connection status and in response to Test Request messages.

Tag	Name	Req’d	Datatype	Description
—	Standard Header	Y		MsgType = 0
112	TestReqID	Y	String	Identifier of the Test Request this Heartbeat is responding to.
—	Standard Trailer	Y

Example

8=FIX.4.4^9=79^35=0^34=2^52=20231218-07:59:36.000^49=sender_xpro_trading^56=target_xpro_trading^10=156^

Test Request

Sent back and forth between the FIX server and client in response to Heartbeat messages as a connectivity check.

Tag	Name	Req’d	Datatype	Description
—	Standard Header	Y		MsgType = 1
112	TestReqID	N	String	Identifier of a Heartbeat this Test Request is responding to.
—	Standard Trailer	Y

Example

8=FIX.4.4^9=87^35=1^34=137^52=20231218-10:12:38.000^49=sender_xpro_trading^56=target_xpro_trading^112=2^10=250^

Reject

Sent by the FIX server upon receiving a malformed message. The reason is specified in the <373> SessionRejectReason field.

Note

This message is unrelated to application-level rejections (Market Data Request Reject and Business Reject).

Tag	Name	Req’d	Datatype	Description
—	Standard Header	Y		MsgType = 3
45	RefSeqNum	Y	int	Sequence number of the rejected message (<34> MsgSeqNum).
371	RefTagID	N	int	Tag number of the field that caused rejection.
372	RefMsgType	N	int	Type of the rejected message (<35> MsgType).
373	SessionRejectReason	N	int	Reason the message was rejected. See Reject reasons.
58	Text	N	String	Detailed information about the rejection reason.
—	Standard Trailer	Y

Example

8=FIX.4.4^9=88^35=3^34=193^52=20231219-22:41:16.000^49=Q005^56=XCD197^45=18^371=12^372=12^373=1^58=135^10=126^

Reject reasons

Code	Meaning
0	Invalid tag number
1	Required tag missing
2	Tag not defined for this message type
3	Tag undefined
4	Tag has no value
5	Value out of range
6	Incorrect value data format
7	Decryption issue
8	Signature problem
9	CompID issue
10	SendingTime accuracy issue
11	Invalid MsgType
12	XML validation error
13	Duplicate tag
14	Tag not in required order
15	Wrong repeating group order
16	Incorrect NumInGroup count
17	SOH character in non-Data field
99	Other (unspecified)

Sequence Reset

Sent by the client or FIX server to indicate the sequence number of the next message. Used to recover from a disconnect where messages were lost or resending is undesirable.

Tag	Name	Req’d	Datatype	Description
—	Standard Header	Y		MsgType = 4
123	GapFillFlag	N	Boolean	Y — Gap fill: MsgSeqNum marks start of gap fill range. N — Sequence reset: MsgSeqNum ignored. Disaster recovery only.
36	NewSeqNo	Y	int	The new sequence number.
—	Standard Trailer	Y

Example

8=FIX.4.4^9=90^35=4^34=6^49=target_xpro_trading^52=20231219-21:11:38.578^56=sender_xpro_trading^123=Y^36=8^10=176^

Logout

Sent by the client or FIX server to terminate a session. The reason may be specified in the <58> Text field.

Tag	Name	Req’d	Datatype	Description
—	Standard Header	Y		MsgType = 5
58	Text	N	String	Detailed information about the reason for logging out.
—	Standard Trailer	Y

Example

Request (Client → XPRO):

8=FIX.4.4^9=89^35=5^34=5^52=20231218-13:40:48.000^49=sender_xpro_trading^56=target_xpro_trading^58=ST1234^10=183^

Response (XPRO → Client):

8=FIX.4.4^9=81^35=5^34=748^49=target_xpro_trading^52=20231218-13:40:49.016^56=sender_xpro_trading^10=009^