Session Messages - Paxos Documentation

Logon

Initiate a FIX session with a Logon message — MsgType (35) set to A. Set EncryptMethod (98) to 0 and HeartBtInt (108) to the desired interval (default: 30 seconds).

Message Format

Standard FIX Fields

Tag	Field	When to Include	Notes
`8`	BeginString	Always	Standard FIX header
`9`	BodyLength	Always	Standard FIX header
`35`	MsgType	Always	`A` (Logon)
`49`	SenderCompID	Always	Standard FIX header
`56`	TargetCompID	Always	Standard FIX header
`34`	MsgSeqNum	Always	Standard FIX header
`52`	SendingTime	Always	Standard FIX header

Standard FIX Trailer

Tag	Field	When to Include	Notes
`10`	CheckSum	Always

Logon Fields

Tag	Field	When to Include	Notes
`98`	EncryptMethod	Always	Must be `0`
`108`	HeartBtInt	Always	Heartbeat interval in seconds (default: `30`)

Outgoing
Response

Send the Logon message to initiate the session:

Tag	Field	Value	Notes
`49`	SenderCompID	Your client ID
`56`	TargetCompID	`ITBIT_PROD` / `ITBIT_SANDBOX`

Paxos responds with a matching Logon message:

Tag	Field	Value	Notes
`49`	SenderCompID	`ITBIT_PROD` / `ITBIT_SANDBOX`
`56`	TargetCompID	Your client ID

Logon with Reset Sequence Number Flag

Reset sequence numbers on both sides by sending a Logon with ResetSeqNumFlag (141) set to Y.

Implement a sequence number management strategy to promote a stable trading environment.

Message Format

Uses the same Standard FIX Fields and Logon Fields as a regular Logon, plus:

Tag	Field	When to Include	Notes
`141`	ResetSeqNumFlag	Always	`Y` — reset sequence numbers on both sides

Outgoing
Response

Send the Logon with ResetSeqNumFlag (141) = Y.

Paxos responds with a matching Logon that also includes ResetSeqNumFlag (141) = Y.

Replay Messages

Request retransmission of messages with a Resend Request — MsgType (35) set to 2. Use this when a gap in sequence numbers is detected, a message is lost, or higher-than-expected sequence numbers arrive from the counterparty.

Resend Scenarios

Scenario	BeginSeqNo (`7`)	EndSeqNo (`16`)
Single message	N	N (same value)
Range of messages	First in range	Last in range
All subsequent messages	N	`0`

Message Format

Standard FIX Fields

Tag	Field	When to Include	Notes
`8`	BeginString	Always	Standard FIX header
`9`	BodyLength	Always	Standard FIX header
`35`	MsgType	Always	`2` (Resend Request)
`49`	SenderCompID	Always	Standard FIX header
`56`	TargetCompID	Always	Standard FIX header
`34`	MsgSeqNum	Always	Standard FIX header
`52`	SendingTime	Always	Standard FIX header

Standard FIX Trailer

Tag	Field	When to Include	Notes
`10`	CheckSum	Always

Outgoing
Response

Required

Tag	Field	When to Include	Notes
`7`	BeginSeqNo	Always	First message sequence number in range
`16`	EndSeqNo	Always	Last message sequence number in range (`0` for all subsequent)

Paxos resends the requested messages sequentially. Resent messages include:Required

Tag	Field	When Present	Notes
`7`	BeginSeqNo	Always	First message sequence number in range
`16`	EndSeqNo	Always	Last message sequence number in range

Conditional

Tag	Field	When Present	Notes
`43`	PossDupFlag	Retransmitted messages	`Y` — indicates possible retransmission
`122`	OrigSendingTime	Retransmitted messages	Original time of message transmission

Heartbeat

Monitor the FIX connection with Heartbeat messages — MsgType (35) set to 0. The default HeartBtInt (108) interval is 30 seconds.

Key Behavior

Reset the heartbeat timer after every transmitted message, not just heartbeats.
If no data is received within the heartbeat interval, send a Test Request (MsgType 1) to verify the connection.
Include TestReqID (112) to match Test Requests with Heartbeat responses. Any string can be used (a timestamp is recommended).
If no Heartbeat response arrives in a reasonable time, consider the connection lost.

Message Format

Standard FIX Fields

Tag	Field	When to Include	Notes
`8`	BeginString	Always	Standard FIX header
`9`	BodyLength	Always	Standard FIX header
`35`	MsgType	Always	`0` (Heartbeat)
`49`	SenderCompID	Always	Standard FIX header
`56`	TargetCompID	Always	Standard FIX header
`34`	MsgSeqNum	Always	Standard FIX header
`52`	SendingTime	Always	Standard FIX header

Standard FIX Trailer

Tag	Field	When to Include	Notes
`10`	CheckSum	Always

Heartbeat Fields

Tag	Field	When to Include	Notes
`112`	TestReqID	In response to a Test Request	Echoes the TestReqID from the Test Request

Outgoing
Response

Send a Heartbeat when no message has been sent within the HeartBtInt interval, or in response to a Test Request.

Paxos responds to Test Requests with a Heartbeat containing the matching TestReqID (112).

Reject

A Reject message — MsgType (35) set to 3 — is sent when a message cannot be processed due to a session-level rule violation.

Message Format – Response Message

Standard FIX Fields

Tag	Field	When Present	Notes
`8`	BeginString	Always	Standard FIX header
`9`	BodyLength	Always	Standard FIX header
`35`	MsgType	Always	`3` (Reject)
`49`	SenderCompID	Always	Standard FIX header
`56`	TargetCompID	Always	Standard FIX header
`34`	MsgSeqNum	Always	Standard FIX header
`52`	SendingTime	Always	Standard FIX header

Standard FIX Trailer

Tag	Field	When Present	Notes
`10`	CheckSum	Always

Reject Fields

Always Present

Tag	Field	When Present	Notes
`45`	RefSeqNum	Always	Sequence number of the rejected message
`58`	Text	Always	Human-readable reason for the reject
`373`	SessionRejectReason	Always	Reject reason code

Logout

A Logout message — MsgType (35) set to 5 — initiates or confirms FIX session termination.

Disconnection without exchanging Logout messages indicates an abnormal condition. An unsolicited Logout may indicate a connection or account issue — Text (58) contains a human-readable message. If you cannot reconnect with ResetSeqNumFlag (141) set to Y, contact Support.

Message Format – Incoming Message

Standard FIX Fields

Tag	Field	When Present	Notes
`8`	BeginString	Always	Standard FIX header
`9`	BodyLength	Always	Standard FIX header
`35`	MsgType	Always	`5` (Logout)
`49`	SenderCompID	Always	Standard FIX header
`56`	TargetCompID	Always	Standard FIX header
`34`	MsgSeqNum	Always	Standard FIX header
`52`	SendingTime	Always	Standard FIX header

Standard FIX Trailer

Tag	Field	When Present	Notes
`10`	CheckSum	Always

Logout Fields

Always Present

Tag	Field	When Present	Notes
`58`	Text	Always	Human-readable message indicating any issues

​Logon

​Message Format

​Standard FIX Fields

​Standard FIX Trailer

​Logon Fields

​Logon with Reset Sequence Number Flag

​Message Format

​Replay Messages

​Resend Scenarios

​Message Format

​Standard FIX Fields

​Standard FIX Trailer

​Heartbeat

​Key Behavior

​Message Format

​Standard FIX Fields

​Standard FIX Trailer

​Heartbeat Fields

​Reject

​Message Format – Response Message

​Standard FIX Fields

​Standard FIX Trailer

​Reject Fields

​Logout

​Message Format – Incoming Message

​Standard FIX Fields

​Standard FIX Trailer

​Logout Fields

Logon

Message Format

Standard FIX Fields

Standard FIX Trailer

Logon Fields

Logon with Reset Sequence Number Flag

Message Format

Replay Messages

Resend Scenarios

Message Format

Standard FIX Fields

Standard FIX Trailer

Heartbeat

Key Behavior

Message Format

Standard FIX Fields

Standard FIX Trailer

Heartbeat Fields

Reject

Message Format – Response Message

Standard FIX Fields

Standard FIX Trailer

Reject Fields

Logout

Message Format – Incoming Message

Standard FIX Fields

Standard FIX Trailer

Logout Fields