ABCDEFGHIJKLMNOPQRSTUVWXYZ
1
FXPIG
2
FIX Environment quotes/trades protocol
3
4
FIX.4.4
5
Note: every message and request that not clearly mentioned in the document is NOT SUPPORTED
6
7
LOGON MESSAGE
8
Tag #Tag NameRequiredDescription
9
35Message TypeY"A"
10
98Encryption methodYNo encryption method supported
11
108Heart Beat IntervalY
12
141Reset Sequence Number FlagYShould be set to "Y" If the session is used for market data. Can be set to "N" for trading.
13
553UsernameYMT4 account login
14
554PasswordYMT4 account password
15
16
17
LOGOUT
18
Tag #Tag NameRequiredDescription
19
35Message TypeY"5"
20
58TextNReason why the client disconnects
21
22
23
MARKET DATA REQUEST
24
Tag #Tag NameRequiredDescription
25
35Message TypeY"V"
26
262MDReqIDYUnique ID defined by the client
27
263SubscriptionRequestTypeY"1": Snapshot + update.
"2": Unsubscribe
28
264MarketDepthY"0": full book
"1" - "20": supported depth
29
265MDUpdateTypeCShould be set for SubscriptionRequestType = "1". Always "0" (full refresh)
30
267NoMDEntryTypesYAlways set to "2" (both bid and ask will be
send)
31
-> 269MDEntryTypeY"0" : Bid
"1" : Offer
32
146NoRelatedSymYShould be set to "1"
33
-> 55SymbolYMT4 symbol name
34
35
36
MARKET DATA SNAPSHOT / FULL REFRESH
37
Tag #Tag NameRequiredDescription
38
35Message TypeY"W"
39
55SymbolYMT4 symbol name
40
262MDReqIDYUnique ID defined by the client
41
268NoMDEntriesYNumber of repeating groups
42
-> 269MDEntryTypeY"0" : Bid
"1" : Offer
43
-> 270MDEntryPxYPrice
44
-> 271MDEntrySizeСVolume for current price.
Required for depth > 1
45
46
47
MARKET DATA REQUEST REJECT
48
Tag #Tag NameRequiredDescription
49
35Message TypeY"Y"
50
58TextYReason why the request is being
rejected
51
262MDReqIDYStream identifier
52
281MDReqRejReasonYReason why the request is being
rejected
53
54
55
BUSINESS MESSAGE REJECT
56
Tag #Tag NameRequiredDescription
57
35Message TypeY"j"
58
45RefSeqNumNIdentifier of the rejected message
59
372RefMsgTypeNType of the rejected message.
60
380BusinessRejectReasonYError code
61
58TextNThis field contains the reason of the
reject
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100