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FIXtags

FIX MESSAGE 35=EH

AlgoCertificateRequest

MsgType (35) = EHTestingAdded FIX.Latest

Definition

AlgoCertificateRequest(35=EH) is used to request algo testing certificate information for one or more algorithms.

Additional detail from the official source

This message may be used by venues to request algo test certificates from their participants using participant and algo identifiers as the request key. Absence of an identifier for an algorithm represents a request to obtain all active certificates for all algorithms from the participant. This message may also be used by clients of algo trading firms to request the certified algos they are eligible to use.

Message structure 152 distinct fields

Source order, including nested components and groups. Group counts precede the repeated entries. “Required here” is relative to the enclosing component or group, not unconditional in the message. A dash means not marked required; conditional requirements remain in the source notes. This is a reference, not a counterparty-specific validator.

  1. StandardHeaderComponentRequired

    MsgType = EH

    StandardHeader definition & usage →

    1. 8 BeginStringStringRequired here

      FIX session profile (Always unencrypted, must be first field in message)

    2. 9 BodyLengthLengthRequired here

      (Always unencrypted, must be second field in message)

    3. 35 MsgTypeStringRequired here

      (Always unencrypted, must be third field in message)

    4. 1128 ApplVerIDString—

      Indicates application version using a service pack identifier. The ApplVerID applies to a specific message occurrence.

    5. 1156 ApplExtIDint—
    6. 1129 CstmApplVerIDString—

      Used to support bilaterally agreed custom functionality

    7. 49 SenderCompIDStringRequired here

      (Always unencrypted)

    8. 56 TargetCompIDStringRequired here

      (Always unencrypted)

    9. 115 OnBehalfOfCompIDString—

      Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)

    10. 128 DeliverToCompIDString—

      Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)

    11. 90 SecureDataLenDeprecated FIX.5.0SP2Length—

      Required to identify length of encrypted section of message. (Always unencrypted)

    12. 91 SecureDataDeprecated FIX.5.0SP2data—

      Required when message body is encrypted. Always immediately follows SecureDataLen field.

    13. 34 MsgSeqNumSeqNumRequired here

      (Can be embedded within encrypted data section.)

    14. 50 SenderSubIDString—

      (Can be embedded within encrypted data section.)

    15. 142 SenderLocationIDString—

      Sender's LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)

    16. 57 TargetSubIDString—

      "ADMIN" reserved for administrative messages not intended for a specific user. (Can be embedded within encrypted data section.)

    17. 143 TargetLocationIDString—

      Trading partner LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)

    18. 116 OnBehalfOfSubIDString—

      Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)

    19. 144 OnBehalfOfLocationIDString—

      Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.)

    20. 129 DeliverToSubIDString—

      Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)

    21. 145 DeliverToLocationIDString—

      Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.)

    22. 43 PossDupFlagBoolean—

      Always required for retransmitted messages, whether prompted by the sending system or as the result of a resend request. (Can be embedded within encrypted data section.)

    23. 97 PossResendBoolean—

      Required when message may be duplicate of another message sent under a different sequence number. (Can be embedded within encrypted data section.)

    24. 52 SendingTimeUTCTimestampRequired here

      (Can be embedded within encrypted data section.)

    25. 122 OrigSendingTimeUTCTimestamp—

      Required for message resent as a result of a ResendRequest. If data is not available set to same value as SendingTime (Can be embedded within encrypted data section.)

    26. 212 XmlDataLenLength—

      Required when specifying XmlData to identify the length of a XmlData message block. (Can be embedded within encrypted data section.)

    27. 213 XmlDataXMLData—

      Can contain a XML formatted message block (e.g. FIXML). Always immediately follows XmlDataLen field. (Can be embedded within encrypted data section.)

      See Volume 1: FIXML Support

    28. 347 MessageEncodingString—

      Type of message encoding (non-ASCII characters) used in a message's "Encoded" fields. Required if any "Encoding" fields are used.

    29. 369 LastMsgSeqNumProcessedSeqNum—

      The last MsgSeqNum value received by the FIX engine and processed by downstream application, such as trading system or order routing system. Can be specified on every message sent. Useful for detecting a backlog with a counterparty.

    30. HopGrpRepeating groupCount tag 627—

      Number of repeating groups of historical "hop" information. Only applicable if OnBehalfOfCompID is used, however, its use is optional. Note that some market regulations or counterparties may require tracking of message hops.

      HopGrp definition & usage →

      1. 627 NoHopsGroup count—
      2. 628 HopCompIDString—
      3. 629 HopSendingTimeUTCTimestamp—
      4. 630 HopRefIDSeqNum—
  2. 3014 AlgoCertificateRequestIDStringRequired

    Unique identifier assigned by request initiator.

  3. 3016 AlgoCertificateRequestTransTypeintRequired
  4. 3077 AlgoCertificateRequestTypeintRequired
  5. 3015 AlgoCertificateRequestRefIDString—

    Required for AlgoCertificateRequestTransType(3016)=1 (Cancel) or 2 (Replace).

  6. 3012 AlgoCertificateIDString—

    May be used when the certificate identifier is already known to the requesting party. Conditionally required when AlgoCertificateRequestType(3077)=2 (Change certificate status) or 3 (Forward certificate).

  7. 3013 AlgoCertificateDescString—
  8. 3022 AlgoCertificateStatusint—

    May be used to change the status of the certificate.

  9. PartiesRepeating groupCount tag 453—

    May be used to specify the algos and/or venues subject to the request identified by AlgoCertificateRequestType(3077).

    Parties definition & usage →

    1. 453 NoPartyIDsGroup count—

      Repeating group below should contain unique combinations of PartyID, PartyIDSource, and PartyRole

    2. 448 PartyIDString—

      Required if NoPartyIDs(453) > 0.

      Identification of the party.

    3. 447 PartyIDSourcechar—

      Required if NoPartyIDs(453) > 0.

      Used to identify classification source.

    4. 452 PartyRoleint—

      Required if NoPartyIDs(453) > 0.

      Identifies the type of PartyID(448).

    5. 2376 PartyRoleQualifierint—
    6. PtysSubGrpRepeating groupCount tag 802—

      Repeating group of Party sub-identifiers.

      PtysSubGrp definition & usage →

      1. 802 NoPartySubIDsGroup count—
      2. 523 PartySubIDString—
      3. 803 PartySubIDTypeint—
  10. TargetPartiesRepeating groupCount tag 1461—

    May be used to identify a venue to send the certificate to. Requires AlgoCertificateRequestType(3077)=3 (Forward certificate).

    TargetParties definition & usage →

    1. 1461 NoTargetPartyIDsGroup count—

      Repeating group below should contain unique combinations of TargetPartyID, TargetPartyIDSource, and TargetPartyRole.

    2. 1462 TargetPartyIDString—

      Required if NoTargetPartyIDs(1461) > 0.

      Used to identify the party targeted for the action specified in the message.

    3. 1463 TargetPartyIDSourcechar—

      Used to identify source of target party identifier.

    4. 1464 TargetPartyRoleint—

      Used to identify the role of target party identifier.

    5. 1818 TargetPartyRoleQualifierint—

      Used to further qualify the role of the target party role.

    6. TargetPtysSubGrpRepeating groupCount tag 2433—

      Repeating group of target party sub-identifiers.

      TargetPtysSubGrp definition & usage →

      1. 2433 NoTargetPartySubIDsGroup count—
      2. 2434 TargetPartySubIDString—

        Required when NoTargetPartySubIDs(2433) > 0.

      3. 2435 TargetPartySubIDTypeint—

        Required when NoTargetPartySubIDs(2433) > 0.

  11. 3079 TestScenarioGroupIDString—

    May be used to reference a group of test scenarios to be included in the certificate. Requires AlgoCertificateRequestType(3077)=1 (Generate certificate).

  12. TestScenarioGrpRepeating groupCount tag 3028—

    May be used to provide details for the test scenarios to be included in the certificate. Requires AlgoCertificateRequestType(3077)=1 (Generate certificate).

    TestScenarioGrp definition & usage →

    1. 3028 NoTestScenariosGroup count—
    2. 3029 TestScenarioIDString—

      Required if NoTestScenarios(3028) > 0.

    3. 3030 TestScenarioStatusint—

      Required if NoTestScenarios(3028) > 0.

    4. 3031 TestScenarioStartTimeUTCTimestamp—

      Overall starting time of this test scenario.

    5. 3032 TestScenarioEndTimeUTCTimestamp—

      Overall ending time of this test scenario.

    6. TestScenarioParameterGrpRepeating groupCount tag 3130—

      May be used to define test system parameters at the scenario level.

      TestScenarioParameterGrp definition & usage →

      1. 3130 NoTestScenarioParametersGroup count—
      2. 3131 TestScenarioParameterNameString—

        Required if NoTestScenarioParameters(3130) > 0.

      3. 3132 TestScenarioParameterTypeint—

        Required if NoTestScenarioParameters(3130) > 0.

      4. 3133 TestScenarioParameterValueString—

        Required if NoTestScenarioParameters(3130) > 0.

    7. NestedPartiesRepeating groupCount tag 539—

      May be used to identify one or more execution venues.

      NestedParties definition & usage →

      1. 539 NoNestedPartyIDsGroup count—

        Repeating group below should contain unique combinations of NestedPartyID, NestedPartyIDSource, and NestedPartyRole

      2. 524 NestedPartyIDString—

        Used to identify source of NestedPartyID. Required if NestedPartyIDSource is specified. Required if NoNestedPartyIDs > 0.

      3. 525 NestedPartyIDSourcechar—

        Used to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0.

      4. 538 NestedPartyRoleint—

        Identifies the type of NestedPartyID (e.g. Executing Broker). Required if NoNestedPartyIDs > 0.

      5. 2384 NestedPartyRoleQualifierint—
      6. NstdPtysSubGrpRepeating groupCount tag 804—

        Repeating group of NestedParty sub-identifiers.

        NstdPtysSubGrp definition & usage →

        1. 804 NoNestedPartySubIDsGroup count—
        2. 545 NestedPartySubIDString—
        3. 805 NestedPartySubIDTypeint—
    8. InstrumentScopeGrpRepeating groupCount tag 1656—

      InstrumentScopeSecurityGroup(1545) may be used to reference a list of securities provided with the SecurityList(35=y) message.

      InstrumentScopeGrp definition & usage →

      1. 1656 NoInstrumentScopesGroup count—
      2. 1535 InstrumentScopeOperatorint—

        Required when NoInstrumentScopes > 0.

      3. InstrumentScopeComponent—

        InstrumentScope definition & usage →

        1. 1536 InstrumentScopeSymbolString—
        2. 1537 InstrumentScopeSymbolSfxString—
        3. 1538 InstrumentScopeSecurityIDString—
        4. 1539 InstrumentScopeSecurityIDSourceString—
        5. InstrumentScopeSecurityAltIDGrpRepeating groupCount tag 1540—

          InstrumentScopeSecurityAltIDGrp definition & usage →

          1. 1540 NoInstrumentScopeSecurityAltIDGroup count—
          2. 1541 InstrumentScopeSecurityAltIDString—

            Required when NoInstrumentScopeSecurityAltID > 0.

          3. 1542 InstrumentScopeSecurityAltIDSourceString—

            Required when NoInstrumentScopeSecurityAltID > 0.

        6. 1543 InstrumentScopeProductint—
        7. 1544 InstrumentScopeProductComplexString—
        8. 1545 InstrumentScopeSecurityGroupString—
        9. 1546 InstrumentScopeCFICodeString—
        10. 2895 InstrumentScopeUPICodeString—
        11. 1547 InstrumentScopeSecurityTypeString—
        12. 1548 InstrumentScopeSecuritySubTypeString—
        13. 1549 InstrumentScopeMaturityMonthYearMonthYear—
        14. 1550 InstrumentScopeMaturityTimeTZTimeOnly—
        15. 1551 InstrumentScopeRestructuringTypeString—
        16. 1552 InstrumentScopeSeniorityString—
        17. 1553 InstrumentScopePutOrCallint—
        18. 1554 InstrumentScopeFlexibleIndicatorBoolean—
        19. 1555 InstrumentScopeCouponRatePercentage—
        20. 1616 InstrumentScopeSecurityExchangeExchange—
        21. 1556 InstrumentScopeSecurityDescString—
        22. 1620 InstrumentScopeEncodedSecurityDescLenLength—
        23. 1621 InstrumentScopeEncodedSecurityDescdata—
        24. 1557 InstrumentScopeSettlTypeString—

          Can be used to specify FX tenors.

    9. 1024 MDOriginTypeint—
    10. 3033 MDOriginDescString—
    11. 3034 MDOriginTimeUTCTimestamp—
    12. 3035 TestStepGroupIDString—

      May be used to define a shortcut for TestStepGrp.

    13. TestStepGrpRepeating groupCount tag 3036—

      TestStepGrp definition & usage →

      1. 3036 NoTestStepsGroup count—
      2. 3037 TestStepIDString—

        Required if NoTestSteps(3036) > 0.

      3. 3038 TestStepDescString—
      4. 3039 TestStepStartTimeUTCTimestamp—

        Use for an absolute starting time. Mutually exclusive with TestStepStartOffsetUnit(3041) and TestStepStartOffsetPeriod(3040).

      5. 3040 TestStepStartOffsetPeriodint—

        Use for a starting time relative to the overall starting time defined by TestScenarioStartTime(3031). Required when TestStepStartOffsetUnit(3041) is specified.

      6. 3041 TestStepStartOffsetUnitint—

        Use for a starting time relative to the overall starting time defined by TestScenarioStartTime(3031). Required when TestStepStartOffsetPeriod(3040) is specified.

      7. 3042 TestStepEndTimeUTCTimestamp—

        Use for an absolute ending time. Mutually exclusive with TestStepEndOffsetUnit(3044) and TestStepEndOffsetPeriod(3043).

      8. 3043 TestStepEndOffsetPeriodint—

        Use for an ending time relative to the starting time of the step defined by TestStepStartTime(3039). Required when TestStepEndOffsetUnit(3044) is specified.

      9. 3044 TestStepEndOffsetUnitint—

        Use for an ending time relative to the starting time of the step defined by TestStepStartTime(3039). Required when TestStepEndOffsetPeriod(3043) is specified.

      10. TestStepParameterGrpRepeating groupCount tag 3045—

        May be used to define test system parameters at the step level.

        TestStepParameterGrp definition & usage →

        1. 3045 NoTestStepParametersGroup count—
        2. 3046 TestStepParameterNameString—

          Required if NoTestStepParameters(3045) > 0.

        3. 3047 TestStepParameterTypeint—

          Required if NoTestStepParameters(3045) > 0.

        4. 3048 TestStepParameterValueString—

          Required if NoTestStepParameters(3045) > 0.

    14. TestSystemModuleGrpRepeating groupCount tag 3049—

      TestSystemModuleGrp definition & usage →

      1. 3049 NoTestSystemModulesGroup count—
      2. 3050 TestSystemModuleNameString—

        Required if NoTestSystemModules(3049) > 0.

      3. 3051 TestSystemModuleVersionString—

        Required if NoTestSystemModules(3049) > 0.

      4. 3081 TestSystemModuleLastUpdateTimeUTCTimestamp—
    15. TestMeasureGrpRepeating groupCount tag 3052—

      Use to provide the metrics and thresholds for the scenario identified by TestScenarioID(3029). Required unless TestSuiteStatus(3070)=0 (Undefined).

      TestMeasureGrp definition & usage →

      1. 3052 NoTestMeasuresGroup count—
      2. 3053 TestMeasureNameString—

        Required if NoTestMeasures(3052) > 0.

      3. 3054 TestMeasureDescString—
      4. 3055 TestMeasureTypeint—

        Required if NoTestMeasures(3052) > 0.

      5. 3056 TestMeasurePrecisionint—
      6. 3057 TestMeasureResultint—

        Required if NoTestMeasures(3052) > 0.

      7. 3058 TestThresholdTypeint—

        Required if NoTestMeasures(3052) > 0.

      8. 3059 TestWarningLevelValuefloat—
      9. 3060 TestFailLevelValuefloat—

        Required if NoTestMeasures(3052) > 0.

      10. 3061 TestPeakLevelValuefloat—
    16. TestOrderGrpRepeating groupCount tag 3082—

      Use to provide a list of orders to be used for testing the scenario.

      TestOrderGrp definition & usage →

      1. 3082 NoTestOrdersGroup count—
      2. 3083 TestOrderIDString—

        Required if NoTestOrders(3082) > 0.

      3. 3084 TestOrderSymbolString—
      4. 3085 TestOrderSecurityIDString—
      5. 3086 TestOrderSecurityIDSourceString—
      6. 3087 TestOrderPricePrice—
      7. 3088 TestOrderPriceTypeint—
      8. 3089 TestOrderQtyQty—
      9. 3090 TestOrderOffsetPeriodint—

        Use for an effective time relative to the overall starting time defined by TestScenarioStartTime(3031). Required when TestOrderOffsetUnit(3091) is specified.

      10. 3091 TestOrderOffsetUnitint—

        Use for an effective time relative to the overall starting time defined by TestScenarioStartTime(3031). Required when TestOrderOffsetPeriod(3090) is specified.

  13. 168 EffectiveTimeUTCTimestamp—

    May be used to provide the activation time of the certificate to the test system.

  14. 3023 ApprovalTimeUTCTimestamp—

    May be used to provide the approval time of the certificate to the test system.

  15. 60 TransactTimeUTCTimestampRequired
  16. 58 TextString—
  17. 354 EncodedTextLenLength—

    Must be set if EncodedText(355) field is specified and must immediately precede it.

  18. 355 EncodedTextdata—

    Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field.

  19. StandardTrailerComponentRequired

    StandardTrailer definition & usage →

    1. 93 SignatureLengthDeprecated FIX.5.0SP2Length—

      Required when trailer contains signature. Note: Not to be included within SecureData field

    2. 89 SignatureDeprecated FIX.5.0SP2data—

      Note: Not to be included within SecureData field

    3. 10 CheckSumStringRequired here

      (Always unencrypted, always last field in message)