This section contains information about CME STP FIX.
Use this search bar to search topics within CME STP FIX:
|Page Tree Search|
CME STP FIX processes Trade Capture Messages, converting outgoing CME STP FIXML messages to FIX and incoming CME STP FIX messages to FIXML. The CME STP FIX Interface is based on standard FIX 4.4 (Financial Information Exchange protocol, http://www.fixprotocol.org/).
All FIX administration-level messages are supported. The structure and semantics of FIX messages adhere to the standard, with some modifications.
The following FIX application-level messages are supported:
- From FIX Client to CME STP FIX:
- Trade Capture Report Request (tag 35-MsgType= AD).
- From CME STP FIX to FIX Client:
- Trade Capture Report Request Ack (tag 35-MsgType = AQ);
- Trade Capture Report (tag 35-MsgType = AE).
Other application-level messages are not supported. If an unsupported message is received by CME STP FIX, Session Level Reject (tag 35-MsgType= 3) message is sent in a response.
All FIX messages contain Standard Message Header and Standard Message Trailer component blocks. CME STP FIX usage of these blocks is compliant with standard FIX 4.4. For more information, please refer to the FIX 4.4 Specification available from the FIX Protocol Ltd. website.