Message

FIX Message

This section provides an overview of the FIX Message structure, its formation and processing:

• Important terms
• General guidelines for building FIX Messages
• Repeating Groups in FIX Messages
• FAQs

Important terms

• FIX session: A FIX session is a bi-directional stream of ordered messages between two parties and in the FIX Protocol specified format.

• Field tag: A FIX Message is a sequence of the FIX Protocol defined as well as custom fields and their values. To reduce the size of a message, the FIX Protocol enumerates these fields with positive integers called tags.

• Enumerated field: Wherever relevant, the FIX Protocol enumerates field values of certain fields and provides their description.

• FIX Message syntax: A FIX Message is a sequence of fields in <tag>=<value><delimiter> format.

• Delimiter: <SOH> (ASCII 0x01), displayed as |.

• FIX Message blocks: Header, Body and Trailer.

• FIXimate: Standard repository for FIX definitions.

• Custom fields: Tags 5000–9999 reserved.

• Custom message types: Defined via Data Dictionary.

Standard Header

Field Tag	Field Name	Required	Description
8	BeginString	Y	FIX version
9	BodyLength	Y	Message length
35	MsgType	Y	Message type
49	SenderCompID	Y	Sender
56	TargetCompID	Y	Receiver
34	MsgSeqNum	Y	Sequence
52	SendingTime	Y	Time

Standard Trailer

Field Tag	Field Name	Required	Description
10	CheckSum	Y	Last field
93	SignatureLength	C	Conditional
89	Signature	N	Signature

General guidelines for building FIX Messages

Tags 8, 9, 35 must be first
Tag 10 must be last
Header → Body → Trailer
No duplicate tags
Do not set BodyLength or CheckSum manually

Repeating Groups in FIX Messages

A Repeating Group in FIX is used to represent a group of fields that can occur multiple times within a message.

Each repeating group starts with a field that specifies the number of repeating entries (NumInGroup).

This is followed by a set of fields that repeat based on the value of NumInGroup.

Example of Repeating Group

View Code

539=2|
524=XYZ|
525=B|
538=R5|
524=PQR|
525=C|
538=R4|

Explanation

539=2 → Indicates there are 2 repeating groups
Each group contains:
524 (PartyID)
525 (PartyIDSource)
538 (PartyRole)

So structure is:

Group 1: - 524=XYZ
- 525=B
- 538=R5

Group 2: - 524=PQR
- 525=C
- 538=R4

Note

Fields inside a repeating group must follow the exact order defined in the FIX Data Dictionary
NumInGroup field must always come before the repeating group entries
Missing or incorrect order can cause parsing failure
Repeating groups can also be nested

Key Points

Repeating groups improve message flexibility
They allow multiple entries of similar structured data
Widely used in market data, orders, and trade messages

FAQs

This section provides frequently asked questions related to FIX Message handling using QXFIX Engine.

Each FAQ explains a specific functionality of the FixMessage class along with examples.

List of FAQs

What functionalities does the FixMessage class provide?
How do I create a FIX Message?
How do I set fields in different parts of a FIX Message?
What are the different SetField methods available?
How do I extract raw FIX message string and bytes?
How do I work with data type fields?
What is the difference between SetField and AddField?
What are the different GetField methods?
How do I create repeating groups in FIX Message?
How do I read repeating groups from FIX Message?
How does QXFIX Engine validate data types?
How do I validate a FIX Message?
How do I iterate through FIX Message fields?
How do I handle repeating groups during iteration?
How do I get BodyLength and CheckSum?
How do I handle Unicode encoding in FIX Message?
How do I suppress a field from FIX Message?

Each of the above questions is explained in detail below with examples and code snippets.

1. What functionalities does the FixMessage class provide?

View Answer

The FixMessage class provides abstraction of a FIX Message and enables easy manipulation of FIX fields.

It provides the following functionalities:

Create FIX Messages
Add or set fields in Header, Body, and Trailer
Retrieve field values in multiple formats
Work with repeating groups
Validate FIX messages
Convert FIX message into string or byte array
Handle encoded and binary data
Iterate through fields

The FixMessage class simplifies the process of working with FIX Protocol messages by providing high-level APIs.

2. How do I create a FIX Message?

View Answer

A FIX Message can be created using the FixMessage class by specifying the Message Type and FIX Version.

View Code

FixMessage fixMessage = new FixMessage(FixMessageTypes.NewOrder_Single_D, "FIX.4.2");

FixMessage fixMessage = new FixMessage(U9, "FIX.4.4");

In the above examples:

FixMessageTypes.NewOrder_Single_D represents a standard FIX message type
"FIX.4.2" and "FIX.4.4" represent FIX protocol versions
Custom message types can also be used

3. How do I set fields in different parts of a FIX Message?

View Answer

The FixFieldTag class includes all FIX Protocol defined fields.

Fields can be set in different parts of a FIX Message:

Header
Body
Trailer

You can set fields using either predefined FIX field tags or custom tags.

Setting Header fields

View Code

fixMessage.Header.SetField(FixFieldTag.sgSeqNum_34, 1);
fixMessage.Header.SetField(FixFieldTag.SenderCompID_49, "FF");

View Code

fixMessage.Header.SetField(56, "AAACorporation");
fixMessage.Header.SetField(5660, "AAA");

Setting Body fields

View Code

fixMessage.Body.SetField(FixFieldTag.OrderQty_38, 5);

fixMessage.SetField(FixFieldTag.OrderQty_38, 5);

fixMessage.SetField(FixFieldTag.OrderQty_38, "5");

Setting Trailer fields

View Code

fixMessage.Trailer.SetDataField(89, "ABCL");

fixMessage.Trailer.SetDataField(FixFieldTag.Signature_89, "ABCL");

Key Points

Header fields must be set using fixMessage.Header
Body fields can be set using fixMessage or fixMessage.Body
Trailer fields must be set using fixMessage.Trailer
Both tag numbers and FixFieldTag constants can be used
Custom fields are also supported

4. What are the different SetField methods available?

View Answer

The FixMessage class provides multiple ways to set fields.

You can set fields using:

FixField objects
Specific typed fields (like FixFloatField)
Tag-value pairs

View Code

FixFloatField settlCurrFxRate = new FixFloatField(FixFieldTag.SettlCurrFxRate_155, 323.33);
fixMessage.SetField(settlCurrFxRate);

View Code

FixField fixField = new FixField(123, "N");
fixMessage.SetField(fixField);

View Code

fixMessage.SetField(49, "IBN456");
fixMessage.SetField(123, "Y");
fixMessage.SetField(44, "56.25");

Key Points

You can use strongly typed field classes
You can use generic FixField
You can directly use tag-value pairs
All methods internally map to FIX message structure

5. How do I extract raw FIX message string and bytes?

View Answer

The FixMessage class provides methods to convert the FIX Message into:

String format
Byte array format

View Code

string fixMessageString = fixMessage.ToString(1, true);

byte[] fixMessageBytes = fixMessage.ToArray(1, true);

Explanation

ToString() converts FIX message into readable string format
ToArray() converts FIX message into byte stream
Parameters control formatting and delimiter usage

6. How do I work with data type fields?

View Answer

Data type fields in FIX Messages are used when field values contain binary or encoded data.

These fields must be handled carefully using special methods.

View Code

fixMessage.SetDataField(FixFieldTag.EncodedText_355, "Hello World");

View Code

byte[] bEncodedText = GetUnicodeText();
fixMessage.SetField(FixFieldTag.EncodedText_355, bEncodedText);

View Code

FixMessage fixMessage = new FixMessage(FixMessageTypes.NewOrder_Single_D, "FIX.4.2");

string rawDataContent = "Hello|World";

fixMessage.SetDataField(FixFieldTag.RawData_96, rawDataContent);

Key Points

Use SetDataField for encoded or binary fields
Supports string and byte[] inputs
Required for handling FIX data fields like RawData and EncodedText

7. What is the difference between SetField and AddField?

View Answer

The difference between SetField and AddField is related to how fields are handled internally.

SetField

Replaces the value if the field already exists
Ensures only one instance of the field is present

AddField

Adds a new instance of the field
Allows duplicate fields (used in repeating groups or special cases)

Key Points

Use SetField for normal FIX fields
Use AddField when multiple instances of the same field are required
AddField is generally used in repeating group scenarios

8. What are the different GetField methods?

View Answer

The FixMessage class provides multiple methods to retrieve field values.

You can retrieve values as:

String
Integer
Byte array
Specific data types

View Code

string possDupFlag = fixMessage.Header.GetField(43);

View Code

string senderCompID = fixMessage.Header.GetField(49);

View Code

byte[] bSecureData = fixMessage.Header.GetField(FixFieldTag.SecureData_91);

View Code

string symbol = fixMessage.GetField(FixFieldTag.Symbol_55);

View Code

int quantity = fixMessage.GetFieldAsInt(FixFieldTag.Quantity_53);

View Code

string checkSum = fixMessage.Trailer.GetField(FixFieldTag.CheckSum_10);

Key Points

Use GetField for string values
Use GetFieldAsInt for numeric values
Header, Body, and Trailer fields can be accessed separately
Supports both tag numbers and FixFieldTag constants

9. How do I create repeating groups in FIX Message?

View Answer

Repeating groups allow multiple sets of structured fields within a FIX Message.

They are created using FixRepeatingGroupField and FixGroupField.

View Code

FixRepeatingGroupField fixRepeatingGroupField = new FixRepeatingGroupField(268, 2);

FixGroupField fixGroupField = new FixGroupField();
fixGroupField.SetField(79, 0);

fixRepeatingGroupField.AddGroup(fixGroupField);

Explanation

268 → NumInGroup field
2 → Number of groups
FixGroupField represents one group entry

Key Points

Always specify NumInGroup first
Add each group using AddGroup()
Maintain correct field order inside group

10. How do I read repeating groups from FIX Message?

View Answer

You can read repeating groups using the FixRepeatingGroupField class.

First check if the repeating group exists, then retrieve it.

View Code

bool hasRGF268 = fixMessage.HasRepeatingGroup(FixFieldTag.NoMDEntries_268);

FixRepeatingGroupField fixRepeatingGroupField =
    fixMessage.GetRepeatingGroupField(FixFieldTag.NoMDEntries_268);

Explanation

HasRepeatingGroup() checks existence
GetRepeatingGroupField() retrieves the group

Key Points

Always check existence before retrieving
Use correct FIX tag for group
Retrieved object contains all group entries

11. How does QXFIX Engine validate data types?

View Answer

QXFIX Engine validates data types automatically based on FIX Protocol definitions.

If invalid data is provided, validation errors may occur.

View Code

fixMessage.Header.SetField(43, 1000.2);
fixMessage.Header.SetField(43, "1000.2");

Explanation

FIX fields have defined data types
Engine validates values against expected types
Incorrect types may lead to parsing or runtime errors

Key Points

Always use correct data types
Prefer typed field classes when possible
Validation ensures message correctness

12. How do I validate a FIX Message?

View Answer

FIX Message validation ensures that the message structure and field values comply with FIX Protocol standards.

QXFIX Engine provides validation using FIX dialect and data dictionary.

View Code

FixDialect fixDialect = new FixDialect(eFixVersion.FIX44);

View Code

FixDataDictionary fixDataDictionary = fixDialect.GetFixDataDictionary();

Explanation

FixDialect defines FIX version rules
FixDataDictionary contains field and message definitions
Validation is performed based on these definitions

Key Points

Always use correct FIX version
Data dictionary is required for validation
Helps ensure message correctness and compliance

13. How do I iterate through FIX Message fields?

View Answer

You can iterate through FIX Message fields using collections provided in the FixMessage class.

View Code

foreach (FixField fixField in fixMessage.Header.FixFieldCollection)
{
    Console.WriteLine(fixField.Tag);
}

Explanation

FixFieldCollection contains all fields in that section
You can iterate using foreach loop
Access tag and value for each field

Key Points

Works for Header, Body, and Trailer
Useful for debugging and logging
Can be extended to process fields dynamically

14. How do I handle repeating groups during iteration?

View Answer

While iterating through FIX Message fields, you may encounter repeating groups.

These can be identified and processed separately.

View Code

if (fixField is FixRepeatingGroupField)
{
    FixRepeatingGroupField rg = fixField as FixRepeatingGroupField;
}

Explanation

Check if field is FixRepeatingGroupField
Cast it to access group entries
Iterate through each group if needed

Key Points

Repeating groups require special handling
Always check type before casting
Each group contains multiple field sets

15. How do I get BodyLength and CheckSum?

View Answer

FIX Messages automatically calculate BodyLength and CheckSum.

You can retrieve them using provided methods.

View Code

int BodyLength = fixMessage.GetBodyLength();
int CheckSum = fixMessage.GetCheckSum();

Explanation

BodyLength represents message size
CheckSum ensures message integrity

Key Points

Do not manually set these values
Always use provided methods
Automatically calculated by engine

16. How do I handle Unicode encoding in FIX Message?

View Answer

QXFIX Engine supports Unicode encoding for FIX Messages.

This is useful when dealing with international text data.

View Code

fixMessage.SetEncodedDataField(eMessageEncoding.Unicode, FixField.EncodedText_355, uCodeText);

Explanation

Unicode encoding allows multi-language support
EncodedText field is used for encoded data

Key Points

Use encoding methods for special characters
Required for global trading systems
Ensures proper data transmission

17. How do I suppress a field from FIX Message?

View Answer

You can suppress (exclude) a field from the FIX Message using built-in methods.

View Code

fixMessage.ExcludeField(FixFieldTag.Symbol_55);

Explanation

ExcludeField removes a field from the message
Useful for dynamic message customization

Key Points

Field will not be included in output
Helps control message content
Useful in conditional scenarios