API documentation
FIX Session Management
Messages
- A
Logon (A)
The first message of the session must be a Logon (35=A) message sent by the client. If the credentials are accepted, the server will respond with a Logon (35=A). If the credentials are invalid, the connection will be closed.
- 0
Heartbeat (0)
A heartbeat should be sent before the timeout defined in the Logon (35=A) message is expired.
- 5
Logout (5)
Before closing the connection, the initiating side must send a Logout message (35=5), and then wait for a Logout message (35=5) sent in the reply before closing the connection.
- 3
Reject (3)
A Reject (35=3) will be sent when a session-level error was detected in the FIX message sent by the client. This usually happens due to malformed data.
- j
Business Reject (j)
Apart from malformed FIX messages, there may be combinations of FIX tags with values that do not make sense on a business level. For example, orders on instruments that are not supported. These messages will be rejected with a Business Reject (35=j) message.
