Glossary

FIX protocol

BeginString: FIX transport version in tag 8, such as FIX.4.4 or FIXT.1.1.

CompID: Session-party identifier. SenderCompID is tag 49; TargetCompID is tag 56.

FIXT.1.1: Version-independent FIX transport used here with FIX 5.0 SP2 application messages.

Logon: Administrative message that establishes a FIX session after the transport connects.

MsgSeqNum: Ordered session sequence in tag 34.

Execution Report: Message type 8; communicates acknowledgement, reject, trade, cancel, replace, bust, correction, and order state.

ClOrdID / OrigClOrdID: Client instruction identifier and the identifier of the instruction being changed.

OrderID / ExecID: Venue order identifier and execution-event identifier.

ExecType / OrdStatus: The event represented by a report and the order state after that event.

SecurityID / SecurityIDSource: Instrument identifier and the scheme that gives it meaning.

Session: Tenant-owned FIX acceptor identity plus runtime and persisted simulation state.

Overview override: Temporary live behaviour layered over Sim Config.

Sim Config: Persisted policy for acknowledgement, probability, timing, rejection, dictionaries, rules, routing, and instrument overrides.

Blotter In / Out: Messages received from the initiator and sent by the simulator.

Dictionary: XML schema describing FIX messages, fields, and repeating groups for a protocol version.

Broker: Stable code used as a routing destination.

Route slice: Broker plus percentage allocation. Slices in one route total 100.

Wire mode: Whether routed activity appears as one aggregated order or broker-level child streams.

ATDL: FIXatdl document describing algorithm parameters, controls, FIX mappings, and state rules.

Tenant: Isolation boundary for accounts, sessions, dictionaries, brokers, ATDL files, and configuration.

Demo lease: Temporary anonymous session allocated from the shared demo pool.

REST contract snapshot: Committed OpenAPI document used to generate frontend transport types.

SignalR: Live-update channel; REST remains the command and query boundary.

Content build: Workflow that rebuilds and publishes the released application version with updated MDX content.

Updated 2026-09-08 · Edit on GitHub