FIX 4.4December 2025

FIX Specification

tZERO Technologies — All Activity

Introduction

This document details the client interface to tZERO via FIX 4.4 protocol. While the majority of the tZERO FIX 4.4 specification follows the FIX 4.4 protocol as outlined at fixprotocol.org, all customizations are noted here. Where no comments exist in this document, apply the comments and values from the FIX 4.4 document as found on fixprotocol.org.

FIX Protocol Information

Communications Protocol

tZERO supports TCP/IP only

Connection and Logon

tZERO can act as either the initiator or the acceptor of the FIX session, depending on the customer's preference.

Encryption

tZERO does not support encryption of FIX messages.

Authentication

Session Level – CompIDs must match as agreed upon Application Layer – SenderSubID and Account (if provided) must be valid

Message Header

Tag #Field NameReq'dComments
8BeginStringYValue is always "FIX.4.4" (Must be first field in message)
9BodyLengthY(Must be second field in message)
35MsgTypeY(Must be third field in message)
49SenderCompIDYAssigned by tZERO
56TargetCompIDYAssigned by tZERO
34MsgSeqNumY
57TargetSubIDNAssigned by tZERO
97PossResendNIndicates that message may contain information that has been sent under another sequence number. Value Description Y Possible resend N Original transmission Required when message may be duplicate of another message sent under a different sequence number.
52SendingTimeYTime of message transmission (always expressed in UTC, also known as "GMT").

Message Trailer

Tag #Field NameReq'dComments
10ChecksumY(Must be last field in message)

Administrative Messages

Session-level messages used to manage the FIX connection lifecycle.

Heartbeat

Tag #Field NameReq'dComments
HeaderYMsgType = 0
112TestReqIDNRequired when Heartbeat is the result of a Test Request message. The value must then be the TestReqID of the causal Test Request message.
TrailerY

Logon

Tag #Field NameReq'dComments
HeaderYMsgType = A
98EncryptMethodYEncryption method 0 (none) is currently supported.
108HeartBtIntYThe initiator of the session dictates the Heartbeat Interval (in seconds). The acceptor must comply.
TrailerY

Test Request

Tag #Field NameReq'dComments
HeaderYMsgType = 1
112TestReqIDY
TrailerY

Resend Request

Tag #Field NameReq'dComments
HeaderYMsgType = 2
7BeginSeqNoY
16EndSeqNoY
TrailerY

Reject (session-level)

Tag #Field NameReq'dComments
HeaderYMsgType = 3
45RefSeqNumY
58TextNExplanation for reject, when possible
TrailerY

Sequence Reset (Gap Fill)

Tag #Field NameReq'dComments
HeaderYMsgType = 4
123GapFillFlagN
36NewSeqNoY
TrailerY

Logout

Tag #Field NameReq'dComments
HeaderYMsgType = 5
58TextN
TrailerY

tZERO Technologies · FIX 4.4 DROPCOPY Specification · December 2025