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SGX FX Composite Market Data FIX
Specification
Version 1
17
th
Oct 2024
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SGX FX Systems UK Limited
Legal Notices
This document and all portions thereof are the exclusive property of SGX FX Systems UK Limited (“SGX-
FX”). This document is protected by copyright law and international treaties. Unauthorized possession,
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severe civil and criminal penalties. Prosecution will be to the maximum extent possible under the law.
All SGX-FX computer programs and all SGX-FX source code are the exclusive property of SGX-FX. All
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Unauthorized reproduction of such programs and/or code, or any portions thereof, may result in severe
civil and criminal penalties, and will be prosecuted to the maximum extent possible under the law.
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limited to, the implied warranties of merchantability, fitness for a particular purpose, or non-infringement.
Information in this document is subject to change without notice. Technical updates are periodically added
to the information herein. SGX-FX may make improvements and/or changes to the product(s) and/or the
program(s) described in this publication at any time.
Companies, names, and data used in examples herein are fictitious unless otherwise noted. No part of this
document may be reproduced or transmitted in any form or by any means, electronic or mechanical, for
any purpose, without the express written permission of SGX-FX.
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Contents
1. Introduction .......................................................................................................... 4
2. Connectivity .......................................................................................................... 4
2.1. Connection medium ............................................................................................... 4
3. Session Management ............................................................................................ 4
3.1. Message Formats ................................................................................................... 5
3.1.1. Logon.................................................................................................................. 5
4. Market Data ......................................................................................................... 5
4.1. Message Flow ........................................................................................................ 5
4.2. Message Formats ................................................................................................... 6
4.2.1. Market Data Request .......................................................................................... 6
4.2.2. Market Data Request Reject ............................................................................... 9
4.2.3. Market Data – Full Refresh ................................................................................ 9