FIX API
FIX Messages
Documentation for the FIX protocol messages mapping between FIX fields and WebSocket fields.
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>. |