CONNEQTOR FIX Interface Specifications (Investor/Data Format)

Created in June 2023

①A “△” in the field indicates a space of the character code.

②The mandatory attributes of the FIX tag are described as follows.

• ◎：Mandatory for the FIX message
  
• ○：Not Mandatory for the FIX message but mandatory for CONNEQTOR
  
• □：Conditionally mandatory
  

③Price set/output methods for each trading
　The format of price set/output is ZZZZZZZ9. 9999. Specifically, it is as follows.

④Unless stated specifically, all field values are set according to the definition in 2.2 Data Types.
　　Example1: When the field is defined as “Int” and values range from '0' to '100', setting to '0' will be |0|, and setting to '100' will be |100|.
　　Example2: When the field is defined as “Char” and values range from '△△1' to '100', setting to '△△1' will be|△△1|, setting to '100' will be |100|.

⑤Dummy values
When stated “dummy value(s)” in the data format tables, the system checks the format/range of those field values but ignores appropriateness between fields.
⑥Description for Standard Header of Messages
The “Standard Header” description for each message includes the following information: 1) TAG35:MsgType value for that message and 2) “conditionally mandatory” tag values for the Standard Header (refer to 2.5 Standard Header).
⑦Order quantity set for each trading
Set on a per unit basis. (e.g. when placing an order for 1,000 units, set Tag38 to 1000.)

A FIX message consists of a standard header, message body and a standard trailer as shown below.

Each message consists of a series of fields, each of them is represented as a combination of the tag number and the value (tag number=value) and separated (or terminated) by a delimiter, i.e. ASCII “SOH” (#001).

For example, a FIX message starts with “8=FIX.4.2” and ends with “10=nnn<SOH>”, like this:
8=FIX.4.2<SOH>9=60<SOH>35=A<SOH> . . . (omitted) . .\\

The following tags are discarded as invalid.

• Any tag other than tags defined by each message in CONNEQTOR
  
• Any Standard Header tag that exists in the Body or Standard Trailer
  
• Any Body tag that exists in the Standard Trailer
  

　●Message integrity assurance
　The integrity of message data content is confirmed in two ways: 1) verification of message length (Tag=9: BodyLength) and 2) verification of checksum of characters (Tag=10: CheckSum).
　If it is not possible to assure the integrity of a message, it is discarded as an invalid message.

Data Type represents the type of the value defined for each tag. The following table shows data types in use.

For a message that contains valid data as a FIX message, the message format is checked in accordance with the rules of the FIX Protocol Specification (Ver4.2Errata).
Check items are as follows.

• 　Existence of mandatory tags (mandatory as FIX protocol)
• 　Existence of conditionally mandatory tags (mandatory as FIX protocol)
• 　Conformance with the type of data
• 　Range check (the setting value must be within the range defined in the FIX protocol)

When a message not compliant with any of the above rules is received, a Reject shall be sent to the other party’s system to notify the message of the format error.

Described in Annex 1 "Standard Message Header/Trailer Format".

Described in Annex 2 "Administrative Message Format".

Described in Annex 3 "Application Message Format".

*The legend for the required fields is as follows:
　　◎ : mandatory as FIX message
　　○: not mandatory as FIX message, but mandatory as CONNEQTOR
　　□: conditionary mandatory

• Reason Code: 0xxxx (excluding 00000) is notified to the investor system by the Text tag (tag 58) of Logout or Reject.
• Reason Code: 2xxxx and 3xxxx are notified to the investor system by the Text tag (tag 58) of RFQ Acceptance Notice (Execution Report).
• Reason Code: 4xxxx is notified to the investor system by the Text tag (tag 58) of RFQ Cancellation Notice (Execution Report).

Prior to use of these interface specifications, users are required to read and agree to the terms and conditions described below.

• Copyright, etc.
  • All rights, including copyright for various pieces of information in these interface specifications (hereinafter referred to as “technical information, etc.”) belong to TSE.

• Prohibitions
  • Whether with or without consideration, in whatever form or media, including but not limited to a license, transfer, resale or lease, these interface specifications or any part of it including but not limited to technical information, etc. herein must not be provided to any third parties or published.

• Disclaimer
  • In no event shall TSE be liable for any damage or loss arising directly or indirectly from the use or inability to use of information due to errors, omission, or missing, etc. of information in this document.
  • TSE accepts no responsibility or liability for damage or loss incurred by the users or customers of the users, etc. arising from connecting their systems to the TSE trading system according to information provided in this document or arising in connection with the use of this document unless due to intentional act or gross negligence of TSE.
  • In addition, TSE accepts no liability for damage or loss of profit incurred by the users or customers of the users, etc. arising from any special circumstances irrespective of whether or not TSE has foreseen such circumstances.
  • The right to claim compensation for damage or loss shall be extinguished unless exercised within 12 months from the date such damage or loss occurs.

• Breaches
  • In the event of any breach of terms or conditions described herein, users shall accept instructions of TSE without dissent.

• Miscellaneous
  • TSE does not warrant, whether express or implied, that the content in these interface specifications is error-free.

Issued by: Tokyo Stock Exchange, Inc.
2-1 Nihombashi Kabutocho, Chuo-ku Tokyo 103-8220
MAIL:ask-conneqtor@jpx.co.jp
Phone Number to reconnect FIX session: 050-3377-7751