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AlgoCertificateRequest(35=EH) is used to request algo testing certificate information for one or more algorithms.
This message may be used by venues to request algo test certificates from their participants using participant and algo identifiers as the request key. Absence of an identifier for an algorithm represents a request to obtain all active certificates for all algorithms from the participant.
This message may also be used by clients of algo trading firms to request the certified algos they are eligible to use.
| Tag | Field Name | FIXML | Req'd | Comments | |||
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| <Standard Message Header> | Y | MsgType = EH | |||||
| 3014 | AlgoCertificateRequestID | @CertReqID | Y |
Unique identifier assigned by request initiator. |
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| 3016 | AlgoCertificateRequestTransType | @TxnTyp | Y |
Identifies the message transaction type. |
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| 3077 | AlgoCertificateRequestType | @ReqTyp | Y |
Specifies the type of business event related to an algo certification request. |
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| 3015 | AlgoCertificateRequestRefID | @CertReqRefID | N |
Required for AlgoCertificateRequestTransType(3016)=1 (Cancel) or 2 (Replace). |
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| 3012 | AlgoCertificateID | @CertID | N |
May be used when the certificate identifier is already known to the requesting party. Conditionally required when AlgoCertificateRequestType(3077)=2 (Change certificate status) or 3 (Forward certificate). |
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| 3013 | AlgoCertificateDesc | @CertDesc | N |
Description of a certificate issued by an algorithmic trading firm. |
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| 3022 | AlgoCertificateStatus | @CertStat | N |
May be used to change the status of the certificate. |
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| <Parties> | N |
May be used to specify the algos and/or venues subject to the request identified by AlgoCertificateRequestType(3077). |
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| <TargetParties> | N |
May be used to identify a venue to send the certificate to. Requires AlgoCertificateRequestType(3077)=3 (Forward certificate). |
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| 3079 | TestScenarioGroupID | @TstScnroGrpID | N |
May be used to reference a group of test scenarios to be included in the certificate. Requires AlgoCertificateRequestType(3077)=1 (Generate certificate). |
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| <TestScenarioGrp> | N |
May be used to provide details for the test scenarios to be included in the certificate. Requires AlgoCertificateRequestType(3077)=1 (Generate certificate). |
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| 168 | EffectiveTime | @EfctvTm | N |
May be used to provide the activation time of the certificate to the test system. |
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| 3023 | ApprovalTime | @AprvlTm | N |
May be used to provide the approval time of the certificate to the test system. |
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| 60 | TransactTime | @TxnTm | Y |
Timestamp when the business transaction represented by the message occurred. |
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| 58 | Text | @Txt | N |
Free format text string (Note: this field does not have a specified maximum length) |
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| 354 | EncodedTextLen | @EncTxtLen | N |
Must be set if EncodedText(355) field is specified and must immediately precede it. |
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| 355 | EncodedText | @EncTxt | N |
Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. |
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| <Standard Message Trailer> | Y | ||||||
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