Imported from previous forum
HI,
I am reading FIX messages. For tag 8 (BeginString) I am seeing different things come up like “OTFIX” . What does “OTFIX” mean and is there a place I can find all of the possible FIX versions? Is there any standard way of knowing what fields are in the header, body, and trailer of message regardless of type/version?
Hi Jonathan,
just look here: http://fixprotocol.org/FIXimate3.0/
The select FIX version presents all available versions to you:
FIX.4.0, FIX.4.1, FIX.4.2, FIX.4.3, FIX.4.4
Starting with FIX 5.0 there is a separation between transport level and application level. Now the tag 8 contains the transport level version (always FIXT.1.1).
Older versions are e.g. FIX.3.7 (not sure about this).
But I never heard of “OTFIX” – perhaps some proprietary invention?
If you want to read FIX messages, check for some free services
presenting nicely formatted FIX messages using JavaScript etc.
E.g.
http://fixsanity.targetcompid.com/
Regards, Jörg
I agree with Jorg that OTFIX is most likely a proprietary/bastardised version somewhere. Intrigued to know where you have seen this though?
Hi Jonathan,
just look here: http://fixprotocol.org/FIXimate3.0/
The select FIX version presents all available versions to you:
FIX.4.0, FIX.4.1, FIX.4.2, FIX.4.3, FIX.4.4
Starting with FIX 5.0 there is a separation between transport level and application level. Now the tag 8 contains the transport level version (always FIXT.1.1).
Older versions are e.g. FIX.3.7 (not sure about this).
But I never heard of “OTFIX” – perhaps some proprietary invention?
If you want to read FIX messages, check for some free services
presenting nicely formatted FIX messages using JavaScript etc.
E.g.http://fixsanity.targetcompid.com/
Regards, Jörg
FIXwiki (http://fixwiki.org/) is another tool that you might find useful.
For every message or component you see what it looked like for each version.
For example, tag 8 is part of the standard header. Welcome fixwiki.org - BlueHost.com shows what the header looks like (including tag 8) for each version.
A value of OTFIX is a nasty non standard value - run a mile from whoever is outputting it if at all possible. This sort of thing negates the whole value of FIX as a standard way we can all communicate.
Best regards
John Cameron
Hi Jonathan,
just look here: http://fixprotocol.org/FIXimate3.0/
The select FIX version presents all available versions to you:
FIX.4.0, FIX.4.1, FIX.4.2, FIX.4.3, FIX.4.4
Starting with FIX 5.0 there is a separation between transport level and application level. Now the tag 8 contains the transport level version (always FIXT.1.1).
Older versions are e.g. FIX.3.7 (not sure about this).
But I never heard of “OTFIX” – perhaps some proprietary invention?
If you want to read FIX messages, check for some free services
presenting nicely formatted FIX messages using JavaScript etc.
E.g.http://fixsanity.targetcompid.com/
Regards, Jörg
Thanks all for the help!
I believe the output came from CME
FIXwiki (http://fixwiki.org/) is another tool that you might find useful.
For every message or component you see what it looked like for each version.
For example, tag 8 is part of the standard header. Welcome fixwiki.org - BlueHost.com shows what the header looks like (including tag 8) for each version.
A value of OTFIX is a nasty non standard value - run a mile from whoever is outputting it if at all possible. This sort of thing negates the whole value of FIX as a standard way we can all communicate.
Best regards
John Cameron
Hi Jonathan,
just look here: http://fixprotocol.org/FIXimate3.0/
The select FIX version presents all available versions to you:
FIX.4.0, FIX.4.1, FIX.4.2, FIX.4.3, FIX.4.4
Starting with FIX 5.0 there is a separation between transport level and application level. Now the tag 8 contains the transport level version (always FIXT.1.1).
Older versions are e.g. FIX.3.7 (not sure about this).
But I never heard of “OTFIX” – perhaps some proprietary invention?
If you want to read FIX messages, check for some free services
presenting nicely formatted FIX messages using JavaScript etc.
E.g.http://fixsanity.targetcompid.com/
Regards, Jörg
That is strange – could you post the actual message if possible?
Thanks all for the help!
I believe the output came from CMEFIXwiki (http://fixwiki.org/) is another tool that you might find useful.
For every message or component you see what it looked like for each version.
For example, tag 8 is part of the standard header. http://fixwiki.org/fixwiki/Category:StandardHeader shows what the header looks like (including tag 8) for each version.
A value of OTFIX is a nasty non standard value - run a mile from whoever is outputting it if at all possible. This sort of thing negates the whole value of FIX as a standard way we can all communicate.
Best regards
John Cameron
Hi Jonathan,
just look here: http://fixprotocol.org/FIXimate3.0/
The select FIX version presents all available versions to you:
FIX.4.0, FIX.4.1, FIX.4.2, FIX.4.3, FIX.4.4
Starting with FIX 5.0 there is a separation between transport level and application level. Now the tag 8 contains the transport level version (always FIXT.1.1).
Older versions are e.g. FIX.3.7 (not sure about this).
But I never heard of “OTFIX” – perhaps some proprietary invention?
If you want to read FIX messages, check for some free services
presenting nicely formatted FIX messages using JavaScript etc.
E.g.http://fixsanity.targetcompid.com/
Regards, Jörg
Heartbeat example (all mesg types are like this though): 8=OTFIX|9=55|35=0|56=FR.OTFIX|49=user1|52=20121108-00:00:12|34=4711|10=200|
That is strange – could you post the actual message if possible?
Thanks all for the help!
I believe the output came from CMEFIXwiki (http://fixwiki.org/) is another tool that you might find useful.
For every message or component you see what it looked like for each version.
For example, tag 8 is part of the standard header. http://fixwiki.org/fixwiki/Category:StandardHeader shows what the header looks like (including tag 8) for each version.
A value of OTFIX is a nasty non standard value - run a mile from whoever is outputting it if at all possible. This sort of thing negates the whole value of FIX as a standard way we can all communicate.
Best regards
John Cameron
Hi Jonathan,
just look here: http://fixprotocol.org/FIXimate3.0/
The select FIX version presents all available versions to you:
FIX.4.0, FIX.4.1, FIX.4.2, FIX.4.3, FIX.4.4
Starting with FIX 5.0 there is a separation between transport level and application level. Now the tag 8 contains the transport level version (always FIXT.1.1).
Older versions are e.g. FIX.3.7 (not sure about this).
But I never heard of “OTFIX” – perhaps some proprietary invention?
If you want to read FIX messages, check for some free services
presenting nicely formatted FIX messages using JavaScript etc.
E.g.http://fixsanity.targetcompid.com/
Regards, Jörg
This looks like a market data heartbeat message and it is most likely not from CME – we don’t use Tag 8 in our standard header for market data messages – we use Tag 1128 instead to indicate version. Also the sender comp ID is not “CME”.
http://www.cmegroup.com/confluence/display/EPICSANDBOX/Market+Data+-+FIX+Header+Across+Messages
Heartbeat example (all mesg types are like this though): 8=OTFIX|9=55|35=0|56=FR.OTFIX|49=user1|52=20121108-00:00:12|34=4711|10=200|
That is strange – could you post the actual message if possible?
Thanks all for the help!
I believe the output came from CMEFIXwiki (http://fixwiki.org/) is another tool that you might find useful.
For every message or component you see what it looked like for each version.
For example, tag 8 is part of the standard header. http://fixwiki.org/fixwiki/Category:StandardHeader shows what the header looks like (including tag 8) for each version.
A value of OTFIX is a nasty non standard value - run a mile from whoever is outputting it if at all possible. This sort of thing negates the whole value of FIX as a standard way we can all communicate.
Best regards
John Cameron
Hi Jonathan,
just look here: http://fixprotocol.org/FIXimate3.0/
The select FIX version presents all available versions to you:
FIX.4.0, FIX.4.1, FIX.4.2, FIX.4.3, FIX.4.4
Starting with FIX 5.0 there is a separation between transport level and application level. Now the tag 8 contains the transport level version (always FIXT.1.1).
Older versions are e.g. FIX.3.7 (not sure about this).
But I never heard of “OTFIX” – perhaps some proprietary invention?
If you want to read FIX messages, check for some free services
presenting nicely formatted FIX messages using JavaScript etc.
E.g.http://fixsanity.targetcompid.com/
Regards, Jörg
Never seen that coming in from CME on any session I have with them, so I find that very odd.
Thanks all for the help!
I believe the output came from CMEFIXwiki (http://fixwiki.org/) is another tool that you might find useful.
For every message or component you see what it looked like for each version.
For example, tag 8 is part of the standard header. Welcome fixwiki.org - BlueHost.com shows what the header looks like (including tag 8) for each version.
A value of OTFIX is a nasty non standard value - run a mile from whoever is outputting it if at all possible. This sort of thing negates the whole value of FIX as a standard way we can all communicate.
Best regards
John Cameron
Hi Jonathan,
just look here: http://fixprotocol.org/FIXimate3.0/
The select FIX version presents all available versions to you:
FIX.4.0, FIX.4.1, FIX.4.2, FIX.4.3, FIX.4.4
Starting with FIX 5.0 there is a separation between transport level and application level. Now the tag 8 contains the transport level version (always FIXT.1.1).
Older versions are e.g. FIX.3.7 (not sure about this).
But I never heard of “OTFIX” – perhaps some proprietary invention?
If you want to read FIX messages, check for some free services
presenting nicely formatted FIX messages using JavaScript etc.
E.g.http://fixsanity.targetcompid.com/
Regards, Jörg