FIX Protocol and Usage Notes

FIX Version

This specification follows the FIX 4.4 standard, with selected extensions from FIX 5.0 SP2 (including EP284) to meet newer regulatory and functional requirements. Unless noted, field numbers, names, and data types follow the conventions of the FIX Trading Community.

Non-standard Fields

ACY Connect adds certain custom fields or values—prefixed with ACY—to support extra reporting and operational needs.

Required Column in Message Definitions

Each message definition includes a Req column:

• Y – field must always be present.
• N – field is optional.
• C – field is conditional; the Notes column specifies when it is required.

FIX Field Order

Fields are grouped as header, body, or trailer and appear in the specified order.

ACY Connect messages may rearrange fields within a group except for the first field in each repeating group, which always remains at the start.

Connection Keep-Alive

Clients must send a Heartbeat (35=0) at least every 30 seconds on each active FIX session. Missing heartbeats can cause session termination.

UTCTimestamp

Timestamps use UTC in either millisecond (YYYYMMDD-HH:MM:SS.sss) or microsecond (YYYYMMDD-HH:MM:SS.ssssss) precision.