Messages
This section will provide necessary documentation for the FIX protocol messages.
New Order Single 35=D
| FIX Field Name | WebSocket Field Name | Description |
|---|---|---|
ClOrdID | client_order_id | The unique identifier of the order assigned by the client. |
ClOrdLinkID | client_order_id | The same value as for ClOrdID. |
ExDestination | exchange_id | Exchange identifier used to identify the routing destination. |
SecurityID | symbol_coinapi or symbol_exchange | CoinAPI or Exchange symbol, depends on the value of SecurityIDSource <22> type |
SecurityIDSource | N/A | Identifies source of the SecurityID <48> value. 8 = EXCHANGE, 101 = COINAPI |
Symbol | The same value as for SecurityID. | |
TransactTime | N/A | Time this order request was initiated/released by the trader, trading system, or intermediary. |
OrdType | order_type | Order types are documented in the separate section: EMS / Starter Guide / Order parameters / Order type |
Side | side | Side of order. |
Price | price | Order price. |
OrderQty | amount_order | Order quantity. |
TimeInForce | time_in_force | Order time in force options are documented in the separate section: EMS / Starter Guide / Order parameters / Time in force |
ExpireTime | expire_time | Expiration time. Conditionaly required if TimeInForce <59> = GTD |
ExecInst | exec_inst | Order execution instructions are documented in the separate section: EMS / Starter Guide / Order parameters / Execution instructions |
Order Cancel Request 35=F
| FIX Field Name | WebSocket Field Name | Description |
|---|---|---|
ClOrdID | N/A | Unique ID of cancel request as assigned by the client. |
OrigClOrdID | client_order_id | The unique identifier of the order assigned by the client. One of the properties (OrigClOrdID, OrderID) is required to identify the order. |
OrderID | exchange_order_id | Unique identifier of the order assigned by the exchange or executing system. One of the properties (OrigClOrdID, OrderID) is required to identify the order. |
SecurityExchange | exchange_id | Exchange identifier used to identify the routing destination. |
TransactTime | N/A | Time this order request was initiated/released by the trader, trading system, or intermediary. |
Side | N/A | This value is ignored. |
Symbol | N/A | This value is ignored. |
Order Mass Cancel Request 35=q
| FIX Field Name | WebSocket Field Name | Description |
|---|---|---|
ClOrdID | N/A | Unique ID of Order Mass Cancel Request <q> as assigned by the client. |
MassCancelRequestType | N/A | 7 = Cancel all orders |
SecurityExchange | exchange_id | Exchange identifier used to identify routing destination. |
Execution Report 35=8
| FIX Field Name | WebSocket Field Name | Description |
|---|---|---|
OrderID | client_order_id | Unique identifier of the order as assigned by client. |
SecondaryOrderID | exchange_order_id | Unique identifier of the order assigned by the exchange or executing system. |
ExecID | N/A | Unique identifier of execution message as assigned by sell-side. |
ExecType | N/A | I = Order Status. Describes the purpose of the execution report. |
OrdStatus | status | Order statuses and the lifecycle are documented in the separate section: EMS / Starter Guide / Order Lifecycle |
SecurityID | symbol_coinapi or symbol_exchange | CoinAPI or Exchange symbol, depends on the value of SecurityIDSource <22> type |
SecurityIDSource | N/A | Identifies source of the SecurityID <48> value. 8 = EXCHANGE, 101 = COINAPI |
Symbol | The same value as for SecurityID. | |
SecurityExchange | exchange_id | Exchange identifier used to identify the routing destination. |
Side | side | Side of order. |
OrderQty | amount_order | Quantity ordered. |
CumQty | amount_filled | Total quantity filled. |
LeavesQty | amount_open | Quantity open for further execution. LeavesQty <151> = OrderQty <38> - CumQty <14>. |
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