Trading Digital Assets

Recommended Practices for Trading Digital Assets

Trading Digital Assets

Message Set Overview

The following table lists all messages described in this report.

Name | Description
ExecutionReport | The execution report message is used to:
NewOrderSingle | The new order message type is used by institutions wishing to electronically submit securities and forex orders to a broker for execution.
OrderCancelReject | The order cancel reject message is issued by the broker upon receipt of a cancel request or cancel/replace request message which cannot be honored.
OrderCancelReplaceRequest | The order cancel/replace request is used to change the parameters of an existing order.
OrderCancelRequest | The order cancel request message requests the cancellation of all of the remaining quantity of an existing order. Note that the Order Cancel/Replace Request should be used to partially cancel (reduce) an order).
OrderStatusRequest | The order status request message is used by the institution to generate an order status message back from the broker.

ExecutionReport

Category: SingleGeneralOrderHandling

Message Functionality

The execution report message is used to:

confirm the receipt of an order

confirm changes to an existing order (i.e. accept cancel and replace requests)

relay order status information

relay fill information on working orders

relay fill information on tradeable or restricted tradeable quotes

reject orders

report post-trade fees calculations associated with a trade

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = 8
OrderID | [1..1] | String |
ClOrdID | [0..1] | String |
OrigClOrdID | [0..1] | String |
Parties | [0..*] | Group |
ExecID | [1..1] | String |
ExecRefID | [0..1] | String | Required for Trade Cancel and Trade Correct ExecType(150) messages.
ExecType | [1..1] | CodeSet |
OrdStatus | [1..1] | CodeSet |
OrdRejReason | [0..1] | CodeSet | For optional use with ExecType(150)=8 (Rejected)
ExecRestatementReason | [0..1] | CodeSet | Required for ExecType(150)=D (Restated)
Instrument | [1..1] | Component |
Side | [1..1] | CodeSet |
OrderQtyData | [0..1] | Component |
OrdType | [0..1] | CodeSet |
PriceType | [0..1] | CodeSet |
Price | [0..1] | Price | Required if specified on the order.
StopPx | [0..1] | Price | Required if specified on the order.
Currency | [0..1] | Currency |
CurrencyCodeSource | [0..1] | CodeSet |
TimeInForce | [0..1] | CodeSet | Absence of this field indicates Day order.
ExecInst | [0..1] | CodeSet |
LastQty | [0..1] | Qty |
CalculatedCcyLastQty | [0..1] | Qty |
LastPx | [0..1] | Price |
LastMkt | [0..1] | Exchange | If ExecType(150)=F (Trade), indicates the market where the trade was executed. If ExecType(150)=0 (New), indicates the market where the order was routed.
LastCapacity | [0..1] | CodeSet |
LeavesQty | [1..1] | Qty |
CumQty | [1..1] | Qty |
AvgPx | [0..1] | Price | Not required for markets where average price is not calculated by the market. Conditionally required otherwise.
TradeDate | [0..1] | LocalMktDate | Used when reporting other than current day trades.
TransactTime | [0..1] | UTCTimestamp |
SettlCurrAmt | [0..1] | Amt |
SettlCurrency | [0..1] | Currency |
SettlCurrencyCodeSource | [0..1] | CodeSet |
HandlInst | [0..1] | CodeSet |
Text | [0..1] | String |
TrdRegTimestamps | [0..*] | Group |
StandardTrailer | [1..1] | Component |

NewOrderSingle

Category: SingleGeneralOrderHandling

Message Functionality

The new order message type is used by institutions wishing to electronically submit securities and forex orders to a broker for execution.

The New Order message type may also be used by institutions or retail intermediaries wishing to electronically submit Collective Investment Vehicle (CIV) orders to a broker or fund manager for execution.

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = D
ClOrdID | [1..1] | String |
Parties | [0..*] | Group |
HandlInst | [0..1] | CodeSet |
ExecInst | [0..1] | CodeSet |
ExDestination | [0..1] | Exchange | Can be used to identify the destination Cryptoexchange.
ExDestinationIDSource | [0..1] | CodeSet |
Instrument | [1..1] | Component |
Side | [1..1] | CodeSet |
TransactTime | [1..1] | UTCTimestamp | Time this order request was initiated/released by the trader, trading system, or intermediary.
OrderQtyData | [1..1] | Component |
OrdType | [1..1] | CodeSet |
PriceType | [0..1] | CodeSet |
Price | [0..1] | Price |
StopPx | [0..1] | Price | Required for OrdType(40)=3 (Stop) or OrdType(40)=4 (Stop limit).
Currency | [0..1] | Currency |
CurrencyCodeSource | [0..1] | CodeSet |
TimeInForce | [0..1] | CodeSet |
SettlCurrency | [0..1] | Currency |
SettlCurrencyCodeSource | [0..1] | CodeSet |
Text | [0..1] | String |
TrdRegTimestamps | [0..*] | Group |
StandardTrailer | [1..1] | Component |

OrderCancelReject

Category: SingleGeneralOrderHandling

Message Functionality

The order cancel reject message is issued by the broker upon receipt of a cancel request or cancel/replace request message which cannot be honored.

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = 9
OrderID | [1..1] | String | If CxlRejReason(102)=1 (Unknown order), specify "NONE".
ClOrdID | [0..1] | String |
OrigClOrdID | [0..1] | String |
OrdStatus | [1..1] | CodeSet |
TransactTime | [1..1] | UTCTimestamp |
CxlRejResponseTo | [1..1] | CodeSet |
CxlRejReason | [0..1] | CodeSet |
Text | [0..1] | String |
StandardTrailer | [1..1] | Component |

OrderCancelReplaceRequest

Category: SingleGeneralOrderHandling

Message Functionality

The order cancel/replace request is used to change the parameters of an existing order.

Do not use this message to cancel the remaining quantity of an outstanding order, use the Order Cancel Request message for this purpose.

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = G
OrderID | [0..1] | String | Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN).
Parties | [0..*] | Group |
OrigClOrdID | [0..1] | String |
ClOrdID | [1..1] | String |
HandlInst | [0..1] | CodeSet |
ExecInst | [0..1] | CodeSet |
ExDestination | [0..1] | Exchange |
ExDestinationIDSource | [0..1] | CodeSet |
Instrument | [1..1] | Component |
Side | [1..1] | CodeSet |
TransactTime | [1..1] | UTCTimestamp |
OrderQtyData | [1..1] | Component |
OrdType | [1..1] | CodeSet |
PriceType | [0..1] | CodeSet |
Price | [0..1] | Price |
StopPx | [0..1] | Price | Required for OrdType(40)=3(Stop) or OrdType(40) =4(Stop limit).
Currency | [0..1] | Currency |
CurrencyCodeSource | [0..1] | CodeSet |
TimeInForce | [0..1] | CodeSet | Absence of this field indicates Day order.
SettlCurrency | [0..1] | Currency |
SettlCurrencyCodeSource | [0..1] | CodeSet |
Text | [0..1] | String |
TrdRegTimestamps | [0..*] | Group |
StandardTrailer | [1..1] | Component |

OrderCancelRequest

Category: SingleGeneralOrderHandling

Message Functionality

The order cancel request message requests the cancellation of all of the remaining quantity of an existing order. Note that the Order Cancel/Replace Request should be used to partially cancel (reduce) an order).

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = F
OrigClOrdID | [0..1] | String |
OrderID | [0..1] | String |
ClOrdID | [1..1] | String | Unique ID of cancel request as assigned by the institution.
Parties | [0..*] | Group |
Instrument | [1..1] | Component |
Side | [1..1] | CodeSet |
TransactTime | [1..1] | UTCTimestamp | Time this order request was initiated/released by the trader or trading system.
OrderQtyData | [1..1] | Component |
Text | [0..1] | String |
StandardTrailer | [1..1] | Component |

OrderStatusRequest

Category: SingleGeneralOrderHandling

Message Functionality

The order status request message is used by the institution to generate an order status message back from the broker.

Structure

Name | Mult. | Type | Description
StandardHeader | [1..1] | Component | MsgType = H
OrderID | [0..1] | String | Conditionally required if ClOrdID(11) is not provided. Either OrderID(37) or ClOrdID(11) must be provided.
ClOrdID | [0..1] | String | The ClOrdID(11) of the order whose status is being requested. Conditionally required if the OrderID(37) is not provided. Either OrderID(37) or ClOrdID(11) must be provided.
Parties | [0..*] | Group |
OrdStatusReqID | [0..1] | String | Optional, can be used to uniquely identify a specific OrderStatusRequest(35=H) message. Echoed back on ExecutionReport(35=8) if provided.
Instrument | [1..1] | Component |
Side | [1..1] | CodeSet |
StandardTrailer | [1..1] | Component |

Message Elements

Data Types

Data type
Base type
Description

Amt
float
float field typically representing a Price times a Qty

char

Single character value, can include any alphanumeric character or punctuation except the delimiter. All char fields are case sensitive (i.e. m != M).

Currency
String
string field representing a currency type using ISO 4217 Currency code (3 character) values (see Appendix 6-A).

Exchange
String
string field representing a market or exchange using ISO 10383 Market Identifier Code (MIC) values (see"Appendix 6-C).

int

Sequence of digits without commas or decimals and optional sign character (ASCII characters "-" and "0" - "9" ). The sign character utilizes one byte (i.e. positive int is "99999" while negative int is "-99999"). Note that int values may contain leading zeros (e.g. "00023" = "23").

Length
int
int field representing the length in bytes. Value must be positive.

LocalMktDate
String
string field representing a Date of Local Market (as opposed to UTC) in YYYYMMDD format. This is the "normal" date field used by the FIX Protocol. Valid values:. YYYY = 0000-9999, MM = 01-12, DD = 01-31

MultipleCharValue
String
string field containing one or more space delimited single character values (e.g.

NumInGroup
int
int field representing the number of entries in a repeating group. Value must be positive.

Price
float
float field representing a price. Note the number of decimal places may vary. For certain asset classes prices may be negative values. For example, prices for options strategies can be negative under certain market conditions. Refer to Volume 7: FIX Usage by Product for asset classes that support negative price values.

Qty
float
float field capable of storing either a whole number (no decimal places) of "shares" (securities denominated in whole units) or a decimal value containing decimal places for non-share quantity asset classes (securities denominated in fractional units).

SeqNum
int
int field representing a message sequence number. Value must be positive.

String

Alpha-numeric free format strings, can include any character or punctuation except the delimiter. All String fields are case sensitive (i.e. morstatt != Morstatt).

UTCTimestamp
String
string field representing time/date combination represented in UTC (Universal Time Coordinated, also known as "GMT") in either YYYYMMDD-HH:MM:SS (whole seconds) or YYYYMMDD-HH:MM:SS.sss* format, colons, dash, and period required. Valid values:. YYYY = 0000-9999, MM = 01-12, DD = 01-31, HH = 00-23, MM = 00-59, SS = 00-60 (60 only if UTC leap second), sss* fractions of seconds. The fractions of seconds may be empty when no fractions of seconds are conveyed (in such a case the period is not conveyed), it may include 3 digits to convey milliseconds, 6 digits to convey microseconds, 9 digits to convey nanoseconds, 12 digits to convey picoseconds; Other number of digits may be used with bilateral agreement. Leap Seconds: Note that UTC includes corrections for leap seconds, which are inserted to account for slowing of the rotation of the earth. Leap second insertion is declared by the International Earth Rotation Service (IERS) and has, since 1972, only occurred on the night of Dec. 31 or Jun 30. The IERS considers March 31 and September 30 as secondary dates for leap second insertion, but has never utilized these dates. During a leap second insertion, a UTCTimestamp field may read "19981231-23:59:59", "19981231-23:59:60", "19990101-00:00:00". (see http://tycho.usno.navy.mil/leapsec.html)

Data Dictionary

AvgPx

Type: Price

Used in messages: ExecutionReport

BeginString

Type: String

Used in components: StandardHeader

BodyLength

Type: Length

Used in components: StandardHeader

CalculatedCcyLastQty

Type: Qty

Used in messages: ExecutionReport

CashOrderQty

Type: Qty

Used in components: OrderQtyData

CheckSum

Type: String

Used in components: StandardTrailer

ClOrdID

Type: String

Used in messages: ExecutionReport, NewOrderSingle, OrderCancelReject, OrderCancelReplaceRequest, OrderCancelRequest, OrderStatusRequest

CumQty

Type: Qty

Used in messages: ExecutionReport

Currency

Type: Currency

Used in messages: ExecutionReport, NewOrderSingle, OrderCancelReplaceRequest

CurrencyCodeSource

Type: String

Allowed values in CurrencyCodeSourceCodeSet:

Code | Name | Description
1 | CUSIP | CUSIP
2 | SEDOL | SEDOL
4 | ISINNumber | ISIN
6 | ISOCurrencyCode | ISO Currency Code (ISO 4217)
S | FinancialInstrumentGlobalIdentifier | Financial Instrument Global Identifier (FIGI)
Y | DigitalTokenIdentifier | Digital Token Identifier (ISO 24165)

Used in messages: ExecutionReport, NewOrderSingle, OrderCancelReplaceRequest

CxlRejReason

Type: int

Allowed values in CxlRejReasonCodeSet:

Code | Name | Description
0 | TooLateToCancel | Too late to cancel
1 | UnknownOrder | Unknown order
2 | BrokerCredit | Broker / Exchange Option

Used in messages: OrderCancelReject

CxlRejResponseTo

Type: char

Allowed values in CxlRejResponseToCodeSet:

Code | Name | Description
1 | OrderCancelRequest | Order cancel request
2 | OrderCancelReplaceRequest | Order cancel/replace request

Used in messages: OrderCancelReject

ExDestination

Type: Exchange

Used in messages: NewOrderSingle, OrderCancelReplaceRequest

ExDestinationIDSource

Type: char

Allowed values in ExDestinationIDSourceCodeSet:

Code | Name | Description
D | Proprietary | Proprietary / Custom code
G | MIC | MIC (ISO 10383 - Market Identifier Code)

Used in messages: NewOrderSingle, OrderCancelReplaceRequest

ExecID

Type: String

Used in messages: ExecutionReport

ExecInst

Type: MultipleCharValue

Allowed values in ExecInstCodeSet:

Code | Name | Description
G | AllOrNone | All or none (AON)

Used in messages: ExecutionReport, NewOrderSingle, OrderCancelReplaceRequest

ExecRefID

Type: String

Used in messages: ExecutionReport

ExecRestatementReason

Type: int

Allowed values in ExecRestatementReasonCodeSet:

Code | Name | Description
0 | GTCorporateAction | GT corporate action
1 | GTRenewal | GT renewal / restatement (no corporate action)
2 | VerbalChange | Verbal change

Used in messages: ExecutionReport

ExecType

Type: char

Allowed values in ExecTypeCodeSet:

Code | Name | Description
0 | New | New
4 | Canceled | Canceled
5 | Replaced | Replaced
8 | Rejected | Rejected
B | Calculated | Calculated
D | Restated | Restated (ExecutionReport(35=8) message sent unsolicited by sellside, with ExecRestatementReason(378) set)
F | Trade | Trade (partial fill or fill)
G | TradeCorrect | Trade Correct
I | OrderStatus | Order Status

Used in messages: ExecutionReport

HandlInst

Type: char

Allowed values in HandlInstCodeSet:

Code | Name | Description
1 | AutomatedExecutionNoIntervention | Automated execution order, private, no Broker intervention
2 | AutomatedExecutionInterventionOK | Automated execution order, public, Broker intervention OK
3 | ManualOrder | Manual order, best execution

Used in messages: ExecutionReport, NewOrderSingle, OrderCancelReplaceRequest

Instrument

No component usage documentation for Instrument

Name | Mult. | Type | Description
Symbol | [1..1] | String |
SecurityID | [0..1] | String |
SecurityIDSource | [0..1] | CodeSet |
SecAltIDGrp | [0..*] | Group |
SecurityType | [0..1] | CodeSet |
SecurityExchange | [0..1] | Exchange |
Issuer | [0..1] | String |

Used in messages: ExecutionReport, NewOrderSingle, OrderCancelReplaceRequest, OrderCancelRequest, OrderStatusRequest

Issuer

Type: String

Used in components: Instrument

LastCapacity

Type: char

Allowed values in LastCapacityCodeSet:

Code | Name | Description
1 | Agent | Agent
2 | CrossAsAgent | Cross as agent
3 | CrossAsPrincipal | Cross as principal

Used in messages: ExecutionReport

LastMkt

Type: Exchange

Used in messages: ExecutionReport

LastPx

Type: Price

Used in messages: ExecutionReport

LastQty

Type: Qty

Used in messages: ExecutionReport

LeavesQty

Type: Qty

Used in messages: ExecutionReport

MsgSeqNum

Type: SeqNum

Used in components: StandardHeader

MsgType

Type: String

Allowed values in MsgTypeCodeSet:

Code | Name | Description
8 | ExecutionReport | ExecutionReport
9 | OrderCancelReject | OrderCancelReject
D | NewOrderSingle | NewOrderSingle
F | OrderCancelRequest | OrderCancelRequest
G | OrderCancelReplaceRequest | OrderCancelReplaceRequest
H | OrderStatusRequest | OrderStatusRequest

Used in components: StandardHeader

NoPartyIDs

Type: NumInGroup

Used in groups: Parties

NoPartySubIDs

Type: NumInGroup

Used in groups: PtysSubGrp

NoSecurityAltID

Type: NumInGroup

Used in groups: SecAltIDGrp

NoTrdRegTimestamps

Type: NumInGroup

Used in groups: TrdRegTimestamps

OrderID

Type: String

Used in messages: ExecutionReport, OrderCancelReject, OrderCancelReplaceRequest, OrderCancelRequest, OrderStatusRequest

OrderQty

Type: Qty

Used in components: OrderQtyData

OrderQtyData

No component usage documentation for OrderQtyData

Name | Mult. | Type | Description
OrderQty | [0..1] | Qty | Used to specify order quantity in number of tokens.
CashOrderQty | [0..1] | Qty | Used to specify the order quantity as a total amount of ccy1 currency.

Used in messages: ExecutionReport, NewOrderSingle, OrderCancelReplaceRequest, OrderCancelRequest

OrdRejReason

Type: int

Allowed values in OrdRejReasonCodeSet:

Code | Name | Description
0 | BrokerCredit | Broker / Exchange Option
1 | UnknownSymbol | Unknown symbol
2 | ExchangeClosed | Exchange Closed

Used in messages: ExecutionReport

OrdStatus

Type: char

Allowed values in OrdStatusCodeSet:

Code | Name | Description
0 | New | New
1 | PartiallyFilled | Partially filled
2 | Filled | Filled

Used in messages: ExecutionReport, OrderCancelReject

OrdStatusReqID

Type: String

Used in messages: OrderStatusRequest

OrdType

Type: char

Allowed values in OrdTypeCodeSet:

Code | Name | Description
1 | Market | Market
2 | Limit | Limit
3 | Stop | Stop/Stop Loss
4 | StopLimit | Stop Limit

Used in messages: ExecutionReport, NewOrderSingle, OrderCancelReplaceRequest

OrigClOrdID

Type: String

Used in messages: ExecutionReport, OrderCancelReject, OrderCancelReplaceRequest, OrderCancelRequest

Parties

The Parties component block is used to identify and convey information on the entities both central and peripheral to the financial transaction represented by the FIX message containing the Parties Block. The Parties block allows many different types of entities to be expressed through use of the PartyRole(452) field and identifies the source of the PartyID(448) through the the PartyIDSource(447).

Name | Mult. | Type | Description
NoPartyIDs | [1..1] | NumInGroup |
PartyID | [0..1] | String |
PartyIDSource | [0..1] | CodeSet |
PartyRole | [0..1] | CodeSet |
PtysSubGrp | [0..*] | Group |

Used in messages: ExecutionReport, NewOrderSingle, OrderCancelReplaceRequest, OrderCancelRequest, OrderStatusRequest

PartyID

Type: String

Used in groups: Parties

PartyIDSource

Type: char

Allowed values in PartyIDSourceCodeSet:

Code | Name | Description
C | GeneralIdentifier | Generally accepted market participant identifier (e.g. NASD mnemonic)
D | Proprietary | Proprietary / Custom code. Custom ID schema used between counterparties, trading platforms and repositories.
N | LegalEntityIdentifier | Legal Entity Identifier (ISO 17442) LEI

Used in groups: Parties

PartyRole

Type: int

Allowed values in PartyRoleCodeSet:

Code | Name | Description
1 | ExecutingFirm | Executing Firm
3 | ClientID | Client ID

Used in groups: Parties

PartySubID

Type: String

Used in groups: PtysSubGrp

PartySubIDType

Type: int

Allowed values in PartySubIDTypeCodeSet:

Code | Name | Description
1 | Firm | Firm

Used in groups: PtysSubGrp

Price

Type: Price

Used in messages: ExecutionReport, NewOrderSingle, OrderCancelReplaceRequest

PriceType

Type: int

Allowed values in PriceTypeCodeSet:

Code | Name | Description
2 | PerUnit | Per unit (i.e. per share or contract). Use for Cryptotokens (i.e. per token) representing other assets (ICOs).
3 | FixedAmount | Fixed amount (absolute value). Use for Cryptocurrency with Price(44) in Currency(15) units

Used in messages: ExecutionReport, NewOrderSingle, OrderCancelReplaceRequest

PtysSubGrp

No component usage documentation for PtysSubGrp

Name | Mult. | Type | Description
NoPartySubIDs | [1..1] | NumInGroup |
PartySubID | [0..1] | String |
PartySubIDType | [0..1] | CodeSet |

Used in groups: Parties

SecAltIDGrp

No component usage documentation for SecAltIDGrp

Name | Mult. | Type | Description
NoSecurityAltID | [1..1] | NumInGroup |
SecurityAltID | [0..1] | String |
SecurityAltIDSource | [0..1] | CodeSet |
SymbolPositionNumber | [0..1] | int |

Used in components: Instrument

SecurityAltID

Type: String

Used in groups: SecAltIDGrp

SecurityAltIDSource

Type: String

Allowed values in SecurityIDSourceCodeSet:

Code | Name | Description
1 | CUSIP | CUSIP
2 | SEDOL | SEDOL
4 | ISINNumber | ISIN
6 | ISOCurrencyCode | ISO Currency Code (ISO 4217)
S | FinancialInstrumentGlobalIdentifier | Financial Instrument Global Identifier (FIGI)
Y | DigitalTokenIdentifier | Digital Token Identifier (ISO 24165)

Used in groups: SecAltIDGrp

SecurityExchange

Type: Exchange

Used in components: Instrument

SecurityID

Type: String

Used in components: Instrument

SecurityIDSource

Type: String

Allowed values in SecurityIDSourceCodeSet:

Code | Name | Description
1 | CUSIP | CUSIP
2 | SEDOL | SEDOL
4 | ISINNumber | ISIN
6 | ISOCurrencyCode | ISO Currency Code (ISO 4217)
S | FinancialInstrumentGlobalIdentifier | Financial Instrument Global Identifier (FIGI)
Y | DigitalTokenIdentifier | Digital Token Identifier (ISO 24165)

Used in components: Instrument

SecurityType

Type: String

Allowed values in SecurityTypeCodeSet:

Code | Name | Description
DIGITAL | DigitalAsset | Digital Asset. Asset that exists only in digital form or which is the digital representation of another asset (Source: ISO 24165 - Terms and Definitions).

Used in components: Instrument

SenderCompID

Type: String

Used in components: StandardHeader

SendingTime

Type: UTCTimestamp

Used in components: StandardHeader

SettlCurrAmt

Type: Amt

Used in messages: ExecutionReport

SettlCurrency

Type: Currency

Used in messages: ExecutionReport, NewOrderSingle, OrderCancelReplaceRequest

SettlCurrencyCodeSource

Type: String

Allowed values in CurrencyCodeSourceCodeSet:

Code | Name | Description
1 | CUSIP | CUSIP
2 | SEDOL | SEDOL
4 | ISINNumber | ISIN
6 | ISOCurrencyCode | ISO Currency Code (ISO 4217)
S | FinancialInstrumentGlobalIdentifier | Financial Instrument Global Identifier (FIGI)
Y | DigitalTokenIdentifier | Digital Token Identifier (ISO 24165)

Used in messages: ExecutionReport, NewOrderSingle, OrderCancelReplaceRequest

Side

Type: char

Allowed values in SideCodeSet:

Code | Name | Description
1 | Buy | Buy
2 | Sell | Sell

Used in messages: ExecutionReport, NewOrderSingle, OrderCancelReplaceRequest, OrderCancelRequest, OrderStatusRequest

StandardHeader

The standard FIX message header.

Name | Mult. | Type | Description
BeginString | [1..1] | String | FIXT.1.1 (Always unencrypted, must be first field in message)
BodyLength | [1..1] | Length | (Always unencrypted, must be second field in message)
MsgType | [1..1] | CodeSet | (Always unencrypted, must be third field in message)
SenderCompID | [1..1] | String | (Always unencrypted)
TargetCompID | [1..1] | String | (Always unencrypted)
MsgSeqNum | [1..1] | SeqNum | (Can be embedded within encrypted data section.)
SendingTime | [1..1] | UTCTimestamp | (Can be embedded within encrypted data section.)

Used in messages: ExecutionReport, NewOrderSingle, OrderCancelReject, OrderCancelReplaceRequest, OrderCancelRequest, OrderStatusRequest

StandardTrailer

The standard FIX message trailer.

Name | Mult. | Type | Description
CheckSum | [1..1] | String | (Always unencrypted, always last field in message)

Used in messages: ExecutionReport, NewOrderSingle, OrderCancelReject, OrderCancelReplaceRequest, OrderCancelRequest, OrderStatusRequest

StopPx

Type: Price

Used in messages: ExecutionReport, NewOrderSingle, OrderCancelReplaceRequest

Symbol

Type: String

Used in components: Instrument

SymbolPositionNumber

Type: int

Used in groups: SecAltIDGrp

TargetCompID

Type: String

Used in components: StandardHeader

Text

Type: String

Used in messages: ExecutionReport, NewOrderSingle, OrderCancelReject, OrderCancelReplaceRequest, OrderCancelRequest

TimeInForce

Type: char

Allowed values in TimeInForceCodeSet:

Code | Name | Description
0 | Day | Day (or session)
1 | GoodTillCancel | Good Till Cancel (GTC)
3 | ImmediateOrCancel | Immediate Or Cancel (IOC)

Used in messages: ExecutionReport, NewOrderSingle, OrderCancelReplaceRequest

TradeDate

Type: LocalMktDate

Used in messages: ExecutionReport

TransactTime

Type: UTCTimestamp

Used in messages: ExecutionReport, NewOrderSingle, OrderCancelReject, OrderCancelReplaceRequest, OrderCancelRequest

TrdRegTimestamp

Type: UTCTimestamp

Used in groups: TrdRegTimestamps

TrdRegTimestamps

No component usage documentation for TrdRegTimestamps

Name | Mult. | Type | Description
NoTrdRegTimestamps | [1..1] | NumInGroup |
TrdRegTimestamp | [0..1] | UTCTimestamp |
TrdRegTimestampType | [0..1] | CodeSet |

Used in messages: ExecutionReport, NewOrderSingle, OrderCancelReplaceRequest

TrdRegTimestampType

Type: int

Allowed values in TrdRegTimestampTypeCodeSet:

Code | Name | Description
1 | ExecutionTime | Execution Time
2 | TimeIn | Time in
3 | TimeOut | Time out

Used in groups: TrdRegTimestamps