Standard Header
Present at the start of every message in both directions. The full standard FIX 4.4 header is supported: thirty fields, including the SecureData, XmlData and NoHops constructs that most drop-copy sessions never populate. Six fields are required; the remaining twenty-four are optional and may be left unused.string
required
FIX protocol version. Always FIX.4.4.
Length
required
Number of characters between this field and the checksum, counting the delimiter before the checksum.Format: Character count from after this field up to and including the delimiter before tag 10.
string
required
Message type of this message.Possible values:
0: Heartbeat.1: TestRequest.2: ResendRequest.3: Reject.4: SequenceReset.5: Logout.8: ExecutionReport.A: Logon.
string
required
Identifier of the party sending the message. Assigned during onboarding.Format: Assigned by Kraken at onboarding.
string
required
Identifier of the party receiving the message. Assigned during onboarding.Format: Assigned by Kraken at onboarding.
string
CompID of the firm the message is sent on behalf of, when a third party is relaying.
string
CompID of the firm the message is ultimately to be delivered to, when a third party is relaying.
Length
Length in bytes of the SecureData field that follows.Format: Byte count.Required: Conditional
data
Encrypted portion of the message. Unused where TLS protects the transport.Format: Raw data; length given by SecureDataLen (90).Required: Conditional
SeqNum
required
Sequence number of this message on the session.Format: Sequence number of this message on the session, per direction.
string
Sub-identifier within SenderCompID, e.g. a desk or trader.
string
Location of the sending party, e.g. a country or state code.
string
Sub-identifier within TargetCompID.
string
Location of the receiving party.
string
Sub-identifier within OnBehalfOfCompID.
string
Location of the OnBehalfOfCompID party.
string
Sub-identifier within DeliverToCompID.
string
Location of the DeliverToCompID party.
boolean
Whether the message may be a retransmission of one already sent with this sequence number.Possible values:
Y: Possible duplicate — this sequence number may have been sent before.N: Not a duplicate.
boolean
Whether the message was resent from the application layer rather than the session layer, so the receiver should check for a duplicate at the business level.Possible values:
Y: Yes.N: No.
UTCTimestamp
required
Time the sender transmitted the message, in UTC.Format: UTC timestamp, YYYYMMDD-HH:MM:SS.uuu
UTCTimestamp
Original sending time of a retransmitted message; set to SendingTime when no original is available. Required on a retransmission.Format: UTC timestamp, YYYYMMDD-HH:MM:SS.uuuRequired: Conditional
Length
Length in bytes of the XmlData field that follows.Format: Byte count.Required: Conditional
data
XML payload carried inside the FIX message.Format: Raw data; length given by XmlDataLen (212).Required: Conditional
string
Character encoding of the Encoded* fields in this message.Format: EUC-JP, ISO-2022-JP, Shift_JIS or UTF-8.
SeqNum
Highest MsgSeqNum the sender has processed from the counterparty. Lets each side confirm its position without a Test Request.Format: Sequence number.
NumInGroup
Number of hop entries that follow, recording each third party the message passed through.
Standard Trailer
Closes every message. CheckSum is always the final field. SignatureLength and Signature are the standard FIX 4.4 message-signing pair and are optional; they are rarely used where the transport is already protected by TLS.Length
Length in bytes of the Signature field that follows.Format: Byte count.
data
Message signature. Optional, and rarely used where TLS already protects the transport.Format: Raw data; length given by SignatureLength (93).
string
required
Modulo-256 checksum of the message. Always the last field.Format: Three digits, modulo-256 sum of every preceding byte.