Order Entry

Overview

Cancel on Disconnect

Cancel on Disconnect is configured by default for all FIX Order Entry session IDs. Upon a disconnect all GTD/GTT orders will be cancelled, but GTC orders will remain on the book.

Unsolicited Cancel

In the event EDX cancels an order, we will send an ExecutionReport message confirming details of the cancel. These messages can be identified by tag 39=4, 150=4 and 58=ADMINISTRATIVE_CANCEL.

New Order

NewOrderSingle (IN)

Fields

Tag	Name	Required	Comments
	Standard Header	Y	MsgType 35=D
11	ClOrdID	Y	Client Identifier for the Order.
583	ClOrdLinkID	N	Client provided metadata for the order that is echoed on Execution Reports. No behavior currently associated with this tag.
18	ExecInst	N	Additional controls around the execution of an order. Currently supported options: PARTICIPATE_DONT_INITIATE [6] – Indicates that this is a Post Only Limit Order.
9416	ExtendedExecInst	N	Designates that an order is a Retail order or a Retail Liquidity Providing order. DESIGNATED_RETAIL [R] – Indicates that this is a Retail Taker order. RETAIL_LIQUIDITY_PROVIDER [T] – Indicates that this is a Retail Maker order.
55	Symbol	Y	The Instrument for the Order. Example: BTC/USD, ETH/USD, LTC/USD
54	Side	Y	Order Side. BUY [1] – This is a buy order. SELL [2] – This is a sell order.
60	TransactTime	Y	Client provided UTC timestamp. Not Exchange Validated
38	OrderQty	Y	Quantity of the order.
152	CashOrdQty	N	The notional quantity of the order.
40	OrdType	Y	Describes the type of Order being placed. MARKET [1] With OrderQty: IOC, FOK Supported With CashOrderQty: IOC Supported LIMIT [2] With OrderQty: GTC, GTT, GTD, IOC, FOK Supported With CashOrderQty: GTC, GTD, IOC Supported
44	Price	Y	The Price of the Traded Instrument. Do not include any commas.
59	TimeInForce	Y	When the order should expire. GTC [1] IOC [3] FOK [4] GTD [6] GTT [A]
126	ExpireTime	N	UTC timestamp. Expiry Time for a GTD Limit Order.
58	Text	N	Client provided text. Unused.
21001	SelfMatchPrevention	N	Defines what action to take if an order self matches. CANCEL_NEWEST [0] – Cancels the incoming aggressing order leading to the self-match. Default behavior if no value is specified. CANCEL_OLDEST [1] – Cancels the existing passive order on the book. CANCEL_BOTH [3] – Cancels both the newly placed aggressive order and the passive order on the book that it would have self-matched.
528	OrderCapacity	Y	Designates the capacity of the firm placing the order. AGENCY [A] PRINCIPAL [P] RISKLESS PRINCIPAL [R]
582	CustOrderCapacity	Y	Capacity of customer placing the order. MEMBER_TRADING_FOR_THEIR_OWN_ACCOUNT [1] RETAIL_CUSTOMER [5]
	Standard Footer	Y

Example

[BeginString]        8   = FIXT.1.1
[BodyLength]         9   = 140
[MsgType]            35  = D
[MsgSeqNum]          34  = 10
[SendingTime]        52  = 20240715-00:42:43.652
[SenderCompID]       49  = USERNAME
[TargetCompID]       56  = EDXM
[ClOrdID]            11  = 100830204
[Side]               54  = 1
[TransactTime]       60  = 20240715-00:42:44.000
[OrdType]            40  = 2
[Price]              44  = 57000
[TimeInForce]        59  = 1
[OrderCapacity]      528 = P
[CustOrderCapacity]  582 = 1
[Symbol]             55  = BTC/USD
[OrderQty]           38  = 3.4928
[CheckSum]           10  = 198

ExecutionReport (OUT)

Sent in response to a NewOrderSingle (IN).

Fields

Tag	Name	Required	Comments
	Standard Header	Y	MsgType 35=8
37	OrderID	Y	Exchange provided OrderID.
11	ClOrdID	Y	Client Identifier for the Order.
583	ClOrdLinkID	N	Client provided metadata for the order that is echoed on execution reports.
17	ExecID	Y	Unique identifier of execution message as assigned by the exchange.
150	ExecType	Y	Specified the Type of the Execution Report. NEW [0] TRADE [F] – Partial fill or fill. EXPIRED [C] REJECTED [8]
39	OrdStatus	Y	Indicates the status of an order. NEW [0] PARTIALLY_FILLED [1] FILLED [2] EXPIRED [C] REJECTED [8]
103	OrdRejReason	N	Identifies the reason a new order was rejected by the system. EDX supports the following values: BROKER_EXCHANGE_OPTION [0] UNKNOWN_SYMBOL [1] UNKNOWN_ORDER [5] DUPLICATE_ORDER [6] UNSUPPORTED_ORDER_CHARACTERISTIC [11] INCORRECT_QUANTITY [13] PRICE_EXCEEDS_CURRENT_PRICE_BAND [16] OTHER [99] EDX exclusive values: ORDER_BOOK_IN_SUSPENDED_STATE [100] ORDER_BOOK_IN_HALT_STATE [101] ORDER_BOOK_IN_EXPIRED_STATE [102] ORDER_BOOK_IN_LISTED_STATE [103] ORDER_BOOK_IN_POST_ONLY_STATE [104] ORDER_BREACHES_BASE_POSITION_LIMIT [105] ORDER_BREACHES_QUOTE_POSITION_LIMIT [106] ACCESS_TO_DESIGNATED_RETAIL_DENIED [200]
1	Account	Y	Account mnemonic.
55	Symbol	Y	The instrument for the Order. Example: BTC/USD, ETH/USD, LTC/USD
54	Side	Y	Order Side. BUY [1] – This is a buy order. SELL [2] – This is a sell order.
38	OrderQty	Y	Quantity of the Order.
152	CashOrderQty	N	The notional quantity of the order.
5151	LeavesQuoteQty	N	The remaining notional quantity of the order. Only applies to orders placed as CashOrderQty.
5152	CumQuoteQty	N	The filled notional quantity of the order. Only applies to orders placed as CashOrderQty.
40	OrdType	Y	Describes the type of Order being placed. MARKET [1] With OrderQty: IOC, FOK Supported With CashOrderQty: IOC Supported LIMIT [2] With OrderQty: GTC, GTT, GTD, IOC, FOK Supported With CashOrderQty: GTC, GTD, IOC Supported
44	Price	Y	The Price of the Traded Instrument.
15	Currency	N	Identifies currency used for price or quantity fields. Example: BTC, ETH, LTC
59	TimeInForce	Y	When the order should expire. GOOD_TILL_CANCEL [1] IMMEDIATE_OR_CANCEL [3] FILL_OR_KILL [4] GOOD_TILL_DATE [6] GOOD_FOR_TIME [A]
126	ExpireTime	N	UTC timestamp/ Expiry Time for a GTD Limit Order.
18	ExecInst	N	Additional controls around the execution of an order. Currently supported options: PARTICIPATE_DONT_INITATE [6] – Indicates that this is a Post Only Limit Order.
9416	ExtendedExecInst	N	Designates that an order is a Retail order or a Retail Liquidity Providing order. DESIGNATED_RETAIL [R] – Indicates that this is a Retail Taker order. RETAIL_LIQUIDITY_PROVIDER [T] – Indicates that this is a Retail Maker order.
32	LastQty	N	Quantity bought/sold on this (last) fill.
31	LastPx	N	Price of this (last) fill.
151	LeavesQty	Y	Order Quantity available for further execution.
14	CumQty	Y	Quantity Executed in the current Order Chain.
6	AvgPx	Y	Calculated average price for fills and partial fills.
75	TradeDate	N	Indicates date of trade referenced in this message.
60	TransactTime	Y	Exchange provided timestamp generated by the match engine.
120	SettlCurrency	N	Currency code of settlement denomination.
58	Text	N	Describes cancel reason. In the case of unsolicited cancels due to limit breaches, will be set to BREACHED_QUOTE_POSITION_LIMIT or BREACHED_BASE_POSITION_LIMIT.
851	LastLiquidityInd	N	Indicates the liquidity code for this execution. ADDED_LIQUIDITY [1] - The order added displayed liquidity to the Exchange book. REMOVED_LIQUIDITY [2] - The order removed liquidity from the Exchange book. RETAIL_LIQUIDITY_ADDED [70] - The order available for retail access only added liquidity to the Exchange book. RETAIL_LIQUIDITY_REMOVED [71] - The order available for retail access only removed liquidity from the Exchange book. DESIGNATED_RETAIL_ADDED [170] - The designated retail-only order added liquidity to the Exchange book. DESIGNATED_RETAIL_REMOVED [171] - The designated retail only order removed liquidity from the Exchange book.
880	TrdMatchID	N	Identifier assigned to the Trade by the matching system.
828	TrdType	N	Conditionally required for perps instrument type trades. REGULAR_TRADE [0] - Occurs when the customer places orders in the open market. LIQUIDITION_TRADE [9000] - Occurs when the exchange's liquidation engine places an order in the open market.
528	OrderCapacity	Y	Designates the capacity of the firm placing the order. AGENCY [A] PRINCIPAL [P] RISKLESS_PRINCIPAL [R]
582	CustOrderCapacity	Y	Capacity of customer placing the order. MEMBER_TRADING_FOR_THEIR_OWN_ACCOUNT [1] RETAIL_CUSTOMER [5]
136	NoMiscFees	N	Number of repeating groups of miscellaneous fees.
>891	MiscFeeBasis	N	Defines the unit for miscellaneous fee. Always ABSOLUTE [0]
>137	MiscFeeAmt	N	Miscellaneous fee value.
>138	MiscFeeCurr	N	Currency of miscellaneous fee. Will match the quote asset associated with the traded instrument.
>139	MiscFeeType	N	Indicates type of miscellaneous fee. Other represents estimated fees for new and replaced order status. EXCHANGE FEES [4] OTHER [7] REBATE [33]
5040	NoCapacityEntries	Y	Number of repeating groups for capacity entries.
>5041	AvailableCapacity	Y	Remaining long/short trade limit capacity.
>5042	CapacityCurrency	Y	Long/short risk asset. Expect 2 entries for every spot order/instrument. Buy order example - BTC/USD order expect to see both Buy BTC and Sell USD entries. Sell order example - BTC/USD order expect to see both Sell BTC and Buy USD entries.
>5043	CapacitySide	Y	Long/short risk limit indicator. BUY [1] SELL [2]
	Standard Footer	Y

Example (NEW)

[BeginString]           8 = FIXT.1.1
[BodyLength]            9 = 140
[MsgType]              35 = 8
[SenderCompID]         49 = EDXM
[TargetCompID]         56 = USERNAME
[MsgseqNum]            34 = 11
[SendingTime]          52 = 20240714-21:59:12.714
[OrderID]              37 = 3247689654165569536
[ClOrdID]              11 = 100830205
[ExecID]               17 = 3247689654165569537
[ExecType]            150 = 0
[OrdStatus]            39 = 0
[Account]               1 = USERNAME
[Symbol]               55 = BTC/USD
[Side]                 54 = 1
[OrderQty]             38 = 3.4928
[OrdType]              40 = 2
[Price]                44 = 57000
[TimeInForce]          59 = 1
[LeavesQty]           151 = 3.4928
[CumQty]               14 = 0
[AvgPx]                 6 = 0
[NoMiscFees]           13 = 1
[MiscFeeAmt]          137 = 9.8725
[MiscFeeCurr]         138 = USD
[MiscFeeType]         139 = 7
[MiscFeeBasis]        891 = 0
[NoCapacityEntries]  5040 = 2
[AvailableCapacity]  5041 = 14300521.45892178
[CapacityCurrency]   5042 = USD
[CapacitySide]       5043 = 2
[AvailableCapacity]  5041 = 22.14569813
[CapacityCurrency]   5042 = BTC
[CapacitySide]       5043 = 1
[CheckSum]             10 = 089

Example (TRADE)

[BeginString]           8 = FIXT.1.1
[BodyLength]            9 = 306
[MsgType]              35 = 8
[SenderCompID]         49 = EDXM
[TargetCompID]         56 = USERNAME
[MsgseqNum]            34 = 12
[SendingTime]          52 = 20240717-00:10:01.495
[OrderID]              37 = 3248447350061924352
[ClOrdID]              11 = 200830207
[ExecID]               17 = 3248447350061924354
[ExecType]            150 = F
[OrdStatus]            39 = 2
[Account]               1 = USERNAME
[Symbol]               55 = BTC/USD
[Side]                 54 = 1
[OrderQty]             38 = 3.341
[OrdType]              40 = 2
[Price]                44 = 65350
[Currency]             15 = BTC
[TimeInForce]          59 = 1
[LastQty]              32 = 1.423
[LastPrice]            31 = 65350
[LeavesQty]           151 = 1.918
[CumQty]               14 = 3.341
[AvgPx]                 6 = 106976.97
[NoMiscFees]          136 = 1
[MiscFeeAmt]          137 = 9.8725
[MiscFeeCurr]         138 = USD
[MiscFeeType]         139 = 4
[MiscFeeBasis]        891 = 0
[LastLiquidityInd]    851 = 2
[TrdMatchID]          880 = 32484474501619224351
[NoCapacityEntries]  5040 = 2
[AvailableCapacity]  5041 = 14300521.45892178
[CapacityCurrency]   5042 = USD
[CapacitySide]       5043 = 2
[AvailableCapacity]  5041 = 22.14569813
[CapacityCurrency]   5042 = BTC
[CapacitySide]       5043 = 1
[CheckSum]             10 = 209

Example (EXPIRED)

[BeginString]     8 = FIXT.1.1
[BodyLength]      9 = 248
[MsgType]        35 = 8
[SenderCompID]   49 = EDXM
[TargetCompID]   56 = USERNAME
[MsgseqNum]      34 = 13
[SendingTime]    52 = 20240717-00:37:27.277
[OrderID]        37 = 3247482960093485773
[ClOrdID]        11 = 13442545xa2344gv
[OrigClOrdID]    41 = 13442545xa2344gv
[ExecID]         17 = 8450234902043591853
[ExecType]      150 = C
[OrdStatus]      39 = C
[Account]         1 = USERNAME
[Symbol]         55 = BTC/USD
[Side]           54 = 1
[OrderQty]       38 = 1.214
[OrdType]        40 = 2
[Price]          44 = 54523
[TimeInForce]    59 = 6
[ExpireTime]    126 = 20240717-00:37:20.000
[LeavesQty]     151 = 0
[CumQty]         14 = 0
[AvgPx]           6 = 0
[TransactTime]   60 = 20240717-00:37:27:268983611
[CheckSum]       10 = 205

Example (REJECTED)

[BeginString]           8 = FIXT.1.1
[BodyLength]            9 = 223
[MsgType]              35 = 8
[SenderCompID]         49 = EDXM
[TargetCompID]         56 = USERNAME
[MsgseqNum]            34 = 14
[SendingTime]          52 = 20240715-00:43:30.139
[OrderID]              37 = NONE
[ClOrdID]              11 = 200830206
[ExecID]               17 = 3246631999169122304
[ExecType]            150 = 8
[OrderStatus]          39 = 8
[OrdRejReason]        103 = 105
[Account]               1 = USERNAME
[Symbol]               55 = BTC/USD
[Side]                 54 = 1
[OrdType]              40 = 2
[LeavesQty]           151 = 0
[CumQty]               14 = 0
[AvgPx]                 6 = 0
[TransactTime]         60 = 20240715-00:43:30.126696960
[Text]                 58 = ORDER_BREACHES_BASE_POSITION_LIMIT
[NoCapacityEntries]  5040 = 2
[AvailableCapacity]  5041 = 14300521.45892178
[CapacityCurrency]   5042 = USD
[CapacitySide]       5043 = 2
[AvailableCapacity]  5041 = 22.14569813
[CapacityCurrency]   5042 = BTC
[CapacitySide]       5043 = 1
[CheckSum]             10 = 234

BusinessMessageReject (OUT)

Fields

Tag	Name	Required	Comments
	Standard Header	Y	MsgType 35=j
372	RefMsgType	Y	The Message Type of the FIX message being referenced.
380	BusinessRejectReason	Y	Code to identify reason for a Business Message Reject message.
58	Text	Y	Describes reason for rejection.
	Standard Footer	Y

Example

[BeginString]             8 = FIXT.1.1
[BodyLength]              9 = 89
[MsgType]                35 = J
[SenderCompID]           49 = EDXM
[TargetCompID]           56 = USERNAME
[MsgseqNum]              34 = 15
[SendingTime]            52 = 20240804-20:16:24.485
[RefMsgType]            372 = D
[BusinessRejectReason]  380 = 3
[Text]                   58 = UNHANDLED MESSAGE
[CheckSum]               10 = 156

Reject (OUT)

Fields

Tag	Name	Required	Comments
	Standard Header	Y	MsgType 35=3
45	RefSeqNum	Y	Reference message sequence number.
371	RefTagID	Y	The tag number of the field being referenced in the reject.
372	RegMsgType	Y	The Message Type of the FIX message being referenced.
373	SessionRejectReason	Y	Describes the reason for rejection. REQUIRED_TAG_MISSING [1] VALUE_IS_INCORRECT [5]
58	Text	Y	Describes the rejection reason.
	Standard Footer	Y

Example

[BeginString]            8 = FIXT.1.1
[BodyLength]             9 = 102
[MsgType]               35 = 3
[SenderCompID]          49 = EDXM
[TargetCompID]          56 = USERNAME
[MsgseqNum]             34 = 16
[SendingTime]           52 = 20240804-20:16:41.756
[RefSeqNum]             45 = 15
[RefTagID]             371 = 59
[RefMsgType]           372 = D
[SessionRejectReason]  373 = 5
[Text]                  58 = INVALID TAG VALUE
[CheckSum]              10 = 209

Cancel / Cancel Replace

Cancel Order

Cancel/Replace Order

OrderCancelRequest (IN)

Interaction Model

Fields

Tag	Name	Required	Comments
	Standard Header	Y	MsgType 35=F
41	OrigClOrdID	Y	Client Identifier for the Order to be cancelled.
37	OrderID	N	Exchange provided OrderID. Currently unused.
11	ClOrdID	Y	Client Identifier for the Order.
55	Symbol	Y	The Instrument for the Order.
54	Side	Y	Order Side. BUY [1] - This is a buy order. SELL [2] - This is a sell order.
60	TransactTime	Y	Client provided UTC timestamp. Not Exchange Validated
58	Text	N	Client provided text. Unused.
	Standard Footer	Y

Example

[BeginString]    8 = FIXT.1.1
[BodyLength]     9 = 106
[MsgType]       35 = F
[MsgSeqNum]     34 = 17
[SendingTime]   52 = 20240716-23:22:56.000
[SenderCompID]  49 = USERNAME
[TargetCompID]  56 = EDXM
[OrigClOrdID]   41 = 32443212305
[ClOrdID]       11 = 23564832459
[Side]          54 = 1
[TransactTime]  60 = 20240716-23:22:53.000
[Symbol]        55 = BTC/USD
[CheckSum]      10 = 185

OrderCancelReplaceRequest (IN)

Fields

Tag	Name	Required	Comments
	Standard Header	Y	MsgType 35=G
37	OrderID	N	Exchange provided OrderID.
41	OrigClOrdID	Y	Client Identifier for the Order to be cancelled.
11	ClOrdID	Y	Client Identifier for the Order.
583	ClOrdLinkID	N	Client provided metadata for the order that is echoed on Execution Reports. No behavior currently associated with this tag.
18	ExecInst	N	Additional controls around the execution of an order. Currently supported options: PARTICIPATE_DONT_INITIATE [6] – Indicates that this is a Post Only Limit Order.
55	Symbol	Y	The Instrument for the Order.
54	Side	Y	Order Side. BUY [1] - This is a buy order. SELL [2] - This is a sell order.
60	TransactTime	Y	Client provided UTC timestamp. Not Exchange Validated
38	OrderQty	Y	Quantity of the Order.
152	CashOrdQty	N	The notional quantity of the order.
40	OrdType	Y	Describes the type of Order being placed. LIMIT [2]
44	Price	Y	New Price of the Traded Instrument.
59	TimeInForce	Y	When the order should expire. GTC [1] IOC [3] FOK [4] GTD [6] GTT [A]
126	ExpireTime	N	UTC timestamp. Expiry Time for a GTD Limit Order.
58	Text	N	Client provided text. Unused.
21001	SelfMatchPrevention	N	Defines what action to take if an order self matches. CANCEL_NEWEST [0] – Cancels the incoming aggressing order leading to the self-match. Default behavior if no value is specified. CANCEL_OLDEST [1] – Cancels the existing passive order on the book. CANCEL_BOTH [3] – Cancels both the newly placed aggressive order and the passive order on the book that it would have self-matched.
	Standard Footer	Y

Example

[BeginString]    8 = FIXT.1.1
[BodyLength]     9 = 132
[MsgType]       35 = G
[MsgSeqNum]     34 = 18
[SendingTime]   52 = 20240720-01:14:02.000
[SenderCompID]  49 = USERNAME
[TargetCompID]  56 = EDXM
[OrigClOrdID]   41 = 31245JKf92
[ClOrdID]       11 = 43324FsJ31
[Side]          54 = 1
[TransactTime]  60 = 20240720-01:13:52.000
[OrdType]       40 = 2
[Price]         44 = 53000
[TimeInForce]   59 = 1
[Symbol]        55 = BTC/USD
[OrderQty]      38 = 2.422
[CheckSum]      10 = 037

ExecutionReport (OUT)

Sent in response to an OrderCancelRequest (IN) or an OrderCancelReplaceRequest (IN).

Fields

Tag	Name	Required	Comments
	Standard Header	Y	MsgType 35=8
37	OrderID	Y	Exchange provided OrderID.
11	ClOrdID	Y	Client Identifier for the Order.
41	OrigClOrdID	Y	Client Identifier for the Order to be cancelled.
583	ClOrdLinkID	N	Client provided metadata for the order that is echoed on execution reports.
17	ExecID	Y	Unique identifier of execution message as assigned by the exchange.
150	ExecType	Y	Specified the Type of the Execution Report. CANCELED [4] REPLACE [5]
39	OrdStatus	Y	Indicates the status of an order. NEW [0] CANCELED [4]
1	Account	Y	Account mnemonic.
55	Symbol	Y	The instrument for the Order. Example: BTC/USD, ETH/USD, LTC/USD
54	Side	Y	Order Side. BUY [1] - This is a buy order. SELL [2] - This is a sell order.
38	OrderQty	Y	Quantity of the Order.
152	CashOrdQty	N	The notional quantity of the order.
40	OrdType	Y	Describes the type of Order being placed. LIMIT [2]
44	Price	Y	The Price of the Traded Instrument.
59	TimeInForce	Y	When the order should expire. GTC [1] IOC [3] FOK [4] GTD [6] GTT [A]
126	ExpireTime	N	UTC timestamp/ Expiry Time for a GTD Limit Order.
18	ExecInst	N	Additional controls around the execution of an order. Currently supported options: PARTICIPATE_DONT_INITATE [6] – Indicates that this is a Post Only Limit Order.
9416	ExtendedExecInst	N	Designates that an order is a Retail order or a Retail Liquidity Providing order. DESIGNATED_RETAIL [R] – Indicates that this is a Retail Taker order. RETAIL_LIQUIDITY_PROVIDER [T] – Indicates that this is a Retail Maker order.
151	LeavesQty	Y	Order Quantity available for further execution.
14	CumQty	Y	Quantity Executed in the current Order Chain.
6	AvgPx	Y	Calculated average price for fills and partial fills.
60	TransactTime	Y	Exchange provided timestamp generated by the match engine.
58	Text	N	Free format text.
>136	NoMiscFees	N	Number of repeating groups of miscellaneous fees.
>891	MiscFeeBasis	N	Defines the unit for miscellaneous fee. Always ABSOLUTE [0]
>137	MiscFeeAmt	N	Miscellaneous fee value.
>138	MiscFeeCurr	N	Currency of miscellaneous fee. Will match the quote asset associated with the traded instrument.
>139	MiscFeeType	N	Indicates type of miscellaneous fee. Other represents estimated fees for new and replaced order status. EXCHANGE FEES [4] OTHER [7] REBATE [33]
5040	NoCapacityEntries	Y	Number of repeating groups for capacity entries.
>5041	AvailableCapacity	Y	Remaining long/short trade limit capacity.
>5042	CapacityCurrency	Y	Long/short risk asset. Expect 2 entries for every spot order/instrument. Buy order example - BTC/USD order expect to see both Buy BTC and Sell USD entries. Sell order example - BTC/USD order expect to see both Sell BTC and Buy USD entries.
>5043	CapacitySide	Y	Long/short risk limit indicator. BUY [1] SELL [2]
	Standard Footer	Y

Example (CANCELLED)

[BeginString]           8 = FIXT.1.1
[BodyLength]            9 = 236
[MsgType]              35 = 8
[SenderCompID]         49 = EDXM
[TargetCompID]         56 = USERNAME
[MsgseqNum]            34 = 19
[SendingTime]          52 = 20240713-22:50.01.068
[OrderID]              37 = 3247449971403947362
[ClOrdID]              11 = 2452547xbha9834HG83
[OrigClOrdID]          41 = 1343143fsdh938VK92
[ExecID]               17 = 8359285506034856357
[ExecType]            150 = 4
[OrderStatus]          39 = 4
[Account]               1 = USERNAME
[Symbol]               55 = BTC/USD
[Side]                 54 = 1
[OrderQty]             38 = 1.1
[OrdType]              40 = 2
[Price]                44 = 55847
[TimeInForce]          59 = 1
[LeavesQty]           151 = 0
[CumQty]               14 = 0
[AvgPx]                 6 = 0
[TransactTime]         60 = 20240713-22:50:01.064791452
[Text]                 58 = USER_INITIATED
[NoCapacityEntries]  5040 = 2
[AvailableCapacity]  5041 = 14300521.45892178
[CapacityCurrency]   5042 = USD
[CapacitySide]       5043 = 2
[AvailableCapacity]  5041 = 22.14569813
[CapacityCurrency]   5042 = BTC
[CapacitySide]       5043 = 1
[CheckSum]             10 = 170

Example (REPLACED)

[BeginString]           8 = FIXT.1.1
[BodyLength]            9 = 221
[MsgType]              35 = 8
[SenderCompID]         49 = EDXM
[TargetCompID]         56 = USERNAME
[MsgseqNum]            34 = 20
[SendingTime]          52 = 20240720-01:13:57.890
[OrderID]              37 = 3249559602857362573
[ClOrdID]              11 = 24524132494
[OrigClOrdID]          41 = 36685465446
[ExecID]               17 = 3459330504892394859
[ExecType]            150 = 5
[OrdStatus]            39 = 0
[Account]               1 = USERNAME
[Symbol]               55 = BTC/USD
[Side]                 54 = 1
[OrderQty]             38 = 5.43
[OrdType]              40 = 2
[Price]                44 = 53000
[TimeInForce]          59 = 1
[NoMiscFees]          136 = 1
[MiscFeeAmt]          137 = 9.8725
[MiscFeeCurr]         138 = USD
[MiscFeeType]         139 = 7
[MiscFeeBasis]        891 = 0
[NoCapacityEntries]  5040 = 2
[AvailableCapacity]  5041 = 14300521.45892178
[CapacityCurrency]   5042 = USD
[CapacitySide]       5043 = 2
[AvailableCapacity]  5041 = 22.14569813
[CapacityCurrency]   5042 = BTC
[CapacitySide]       5043 = 1
[CheckSum]             10 = 212

Example (ADMINISTRATIVE CANCEL)

[BeginString]           8 = FIXT.1.1
[BodyLength]            9 = 262
[MsgType]              35 = 8
[SenderCompID]         49 = EDXM
[TargetCompID]         56 = USERNAME
[MsgseqNum]            34 = 21
[SendingTime]          52 = 20240720-20:34:04.054
[OrderID]              37 = 4259821452982942499
[ClOrdID]              11 = 4259821452982942499
[OrigClOrdID]          41 = 2453252352
[ExecID]               17 = 3249842774981893592
[ExecType]            150 = 4
[OrdStatus]            39 = 4
[Account]               1 = USERNAME
[Symbol]               55 = BTC/USD
[Side]                 54 = 1
[OrderQty]             38 = 2.35
[OrdType]              40 = 2
[Price]                44 = 63240
[TimeInForce]          59 = 1
[LeavesQty]           151 = 0
[CumQty]               14 = 0
[AvgPx]                 6 = 0
[TransactTime]         60 = 20240720-20:34:04.048559828
[Text]                 58 = AMINISTRATIVE_CANCEL
[NoCapacityEntries]  5040 = 2
[AvailableCapacity]  5041 = 14300521.45892178
[CapacityCurrency]   5042 = USD
[CapacitySide]       5043 = 2
[AvailableCapacity]  5041 = 22.14569813
[CapacityCurrency]   5042 = BTC
[CapacitySide]       5043 = 1
[CheckSum]             10 = 095

OrderCancelReject (OUT)

Fields

Tag	Name	Required	Comments
	Standard Header	Y	MsgType 35=9
37	OrderID	Y	Exchange providided OrderID.
11	ClOrdID	Y	Client Identifier for the Order.
583	ClOrdLinkID	N	Permits order originators to tie together groups of orders in which trades resulting from orders are associated for a specific purpose, for example the calculation of average execution price for a customer.
41	OrigClOrdID	Y	Client Identifier for the Order to be cancelled.
39	OrdStatus	Y	Indicates the status of an order. REJECTED [8]
1	Account	Y	Account mnemonic.
60	TransactTime	Y	Exchange provided timestamp generated by the match engine.
434	CxlRejResponseTo	Y	Indicates the message type the Reject is in response to.
102	CxlRejReason	Y	The code which identifies the reason for the cancel reject. EDX's system supports the following values: UNKNOWN_ORDER [1] PRICE_EXCEEDS_CURRENT_PRICE_BAND [8] OTHER [99] EDX exclusive values: ORDER_BREACHES_BASE_POSITION_LIMIT [16] ORDER_BREACHES_QUOTE_POSITION_LIMIT [17] ORDER_BOOK_IN_SUSPENDED_STATE [100] ORDER_BOOK_IN_HALT_STATE [101] ORDER_BOOK_IN_EXPIRED_STATE [102] ORDER_BOOK_IN_LISTED_STATE [103] ORDER_BOOK_IN_POST_ONLY_STATE [104]
5040	NoCapacityEntries	Y	Number of repeating groups for capacity entries.
>5041	AvailableCapacity	Y	Remaining long/short trade limit capacity.
>5042	CapacityCurrency	Y	Long/short risk asset. Expect 2 entries for every spot order/instrument. Buy order example - BTC/USD order expect to see both Buy BTC and Sell USD entries. Sell order example - BTC/USD order expect to see both Sell BTC and Buy USD entries.
>5043	CapacitySide	Y	Long/short risk limit indicator. BUY [1] SELL [2]
58	Text	Y	Describes reason for rejection.
	Standard Footer	Y

Example

[BeginString]         8 = FIXT.1.1
[BodyLength]          9 = 140
[MsgType]            35 = 9
[SenderCompID]       49 = EDXM
[TargetCompID]       56 = USERNAME
[MsgSeqNum]          34 = 22
[SendingTime]        52 = 20240714-23:04:44.793
[OrdID]              37 = NONE
[ClOrdID]            11 = 48392004
[OrigClOrdID]        41 = 243598245
[OrdStatus]          39 = 8
[Account]             1 = USERNAME
[TransactTime]       60 = 20240714-23:04:44.787207021
[CxlRejResponseTo]  434 = 1
[CxlRejReason]      102 = 1
[Text]               58 = UNKNOWN_ORDER
[CheckSum]           10 = 103

Order Mass Status

OrderMassStatusRequest (IN)

Fields

Tag	Name	Required	Comments
	Standard Header	Y	MsgType 35=AF
584	MassStatusReqID	Y	Value assigned by issuer of Mass Status Request to uniquely identify the request.
585	MassStatusReqType	Y	Must be '7'. STATUS_FOR_ALL_ORDERS [7]
	Standard Footer	Y

Example

[BeginString]          8 = FIXT.1.1
[BodyLength]           9 = 69
[MsgType]             35 = AF
[MsgSeqNum]           34 = 24
[SendingTime]         52 = 20240720-18:29:45.000
[SenderCompID]        49 = USERNAME
[TargetCompID]        56 = EDXM
[MassStatusReqID]    584 = 4
[MassStatusReqType]  585 = 7
[CheckSum]            10 = 070

ExecutionReport (OUT)

Sent in response to an OrderMassStatusRequest (IN).

Fields

Tag	Name	Required	Comments
	Standard Header	Y	MsgType 35=8
37	OrderID	Y	Exchange provided OrderID.
11	ClOrdID	Y	Client Identifier for the Order.
583	ClOrdLinkID	N	Client provided metadata for the order that is echoed on execution reports.
17	ExecID	Y	Unique identifier of execution message as assigned by the exchange.
150	ExecType	Y	Specified the Type of the Execution Report. ORDER_STATUS [I]
39	OrdStatus	Y	Indicates the status of an order. NEW [0] PARTIALLY_FILLED [1]
55	Symbol	Y	The instrument for the Order. Example: BTC/USD, ETH/USD, LTC/USD
54	Side	Y	Order Side. BUY [1] – This is a buy order. SELL [2] – This is a sell order.
38	OrderQty	Y	Quantity of the Order.
152	CashOrdQty	N	The notional quantity of the order.
40	OrdType	Y	Describes the type of Order being placed. LIMIT [2]
44	Price	Y	The Price of the Traded Instrument.
59	TimeInForce	Y	When the order should expire. GOOD_TILL_CANCEL [1] IMMEDIATE_OR_CANCEL [3] FILL_OR_KILL [4] GOOD_TILL_DATE [6] GOOD_FOR_TIME [A]
126	ExpireTime	N	UTC timestamp/ Expiry Time for a GTD Limit Order.
18	ExecInst	N	Additional controls around the execution of an order. Currently supported options: PARTICIPATE_DONT_INITATE [6] – Indicates that this is a Post Only Limit Order.
9416	ExtendedExecInst	N	Designates that an order is a Retail order or a Retail Liquidity Providing order. DESIGNATED_RETAIL [R] – Indicates that this is a Retail Taker order. RETAIL_LIQUIDITY_PROVIDER [T] – Indicates that this is at Retail Maker order.
32	LastQty	N	Quantity bought/sold on this (last) fill.
31	LastPx	N	Price of this (last) fill.
151	LeavesQty	Y	Order Quantity available for further execution.
14	CumQty	Y	Quantity Executed in the current Order Chain.
6	AvgPx	Y	Calculated average price for fills and partial fills.
75	TradeDate	N	Indicates date of trade referenced in this message.
60	TransactTime	Y	Exchange provided timestamp generated by the match engine.
584	MassStatusReqID	Y	Value assigned by issuer of Mass Status Request to uniquely identify the request.
>136	NoMiscFees	N	Number of repeating groups of miscellaneous fees.
>891	MiscFeeBasis	N	Defines the unit for miscellaneous fee. Always ABSOLUTE [0]
>137	MiscFeeAmt	N	Miscellaneous fee value.
>138	MiscFeeCurr	N	Currency of miscellaneous fee. Will match the quote asset associated with the traded instrument.
>139	MiscFeeType	N	Indicates type of miscellaneous fee. Other represents estimated fees for new and replaced order status. EXCHANGE FEES [4] OTHER [7] REBATE [33]
	Standard Footer	Y

Example (ORDER STATUS)

[BeginString]        8 = FIXT.1.1
[BodyLength]         9 = 197
[MsgType]           35 = 8
[SenderCompID]      49 = EDXM
[TargetCompID]      56 = USERNAME
[MsgseqNum]         34 = 25
[SendingTime]       52 = 20240720-18:29:40.538
[OrderID]           37 = 4350920973394905095
[ClOrdID]           11 = 534ui345h435
[ExecID]            17 = 0
[ExecType]         150 = I
[OrderStatus]       39 = 0
[Symbol]            55 = ETH/USD
[Side]              54 = 1
[OrderQty]          38 = 34.323
[OrdType]           40 = 2
[Price]             44 = 3700
[TimeInForce]       59 = 1
[LeavesQty]        151 = 34.323
[CumQty]            14 = 0
[AvgPx]              6 = 0
[TransactTime]      60 = 20240720-18:28:31.9774533139
[MassStatusReqID]  584 = 4
[CheckSum]          10 = 116

OrderMassStatusRequestEnd (OUT)

Fields

Tag	Name	Required	Comments
	Standard Header	Y	MsgType 35=UMS
584	MassStatusReqID	Y	Value assigned by issuer of Mass Status Request to uniquely identify the request.
	Standard Footer	Y

Example

[BeginString]        8 = FIXT.1.1
[BodyLength]         9 = 64
[MsgType]           35 = UMS
[SenderCompID]      49 = EDXM
[TargetCompID]      56 = USERNAME
[MsgseqNum]         34 = 26
[SendingTime]       52 = 20240720-18:29:40.538
[MassStatusReqID]  584 = 4
[CheckSum]          10 = 164

Order Mass Cancel

OrderMassCancelRequest (IN)

Fields

Tag	Name	Required	Comments
	Standard Header	Y	MsgType 35=q
11	ClOrdID	Y	Client identifier for the order.
530	MassCancelRequestType	Y	Specifies the Type of the Mass Cancel Request. CANCEL_ORDERS_FOR_SECURITY [1] CANCEL_ALL_ORDERS [7]
55 †	Symbol	Y	The Instrument for the order. Example: BTC/USD, ETH/USD, LTC/USD
54	Side	N	Order Side. BUY [1] – This is a buy order. SELL [2] – This is a sell order.
60	TransactTime	Y	Client provided UTC timestamp. Not Exchange Validated
58	Text	N	Client provided text. Unused.
	Standard Footer	Y

† For OrderMassCancelRequest (IN) messages, tag 55 (Symbol) is required even if cancelling all orders. For example, if a client has 1 open order on LTC and 1 on ETH, in the OrderMassCancelRequest, the client can send either value in tag 55, and set tag 530=7, and both orders will be cancelled.

Example

[BeginString]              8 = FIXT.1.1
[BodyLength]               9 = 69
[MsgType]                 35 = q
[MsgSeqNum]               34 = 27
[SendingTime]             52 = 20240720-19:43:17.000
[SenderCompID]            49 = USERNAME
[TargetCompID]            56 = EDXM
[ClOrdID]                 11 = 32432413413
[MassCancelRequestType]  530 = 7
[TransactTime]            60 = 20240720-19:43:11.000
[Symbol]                  55 = BTC/USD
[CheckSum]                10 = 111

OrderMassCancelReport (OUT)

Fields

Tag	Name	Required	Comments
	Standard Header	Y	MsgType 35=r
37	OrderID	Y	Exchange provided OrderID.
11	ClOrdID	Y	Client identifier for the order.
530	MassCancelRequestType	Y	Specifies the Type of the Mass Cancel Request. CANCEL_ORDERS_FOR_SECURITY [1] CANCEL_ALL_ORDERS [7]
531	MassCancelResponse	Y	Indicates the action taken by Recipient of the Order Mass Cancel request, including reject. CANCEL_REQUEST_REJECTED [0] CANCEL_ORDERS_FOR_A_SECURITY [1] CANCEL_ALL_ORDERS [7]
532	MassCancelRejectReason	N	Describes the reason Mass Order Cancel Request was rejected. INVALID_OR_UNKNOWN_SECURITY [1]
60	TransactTime	Y	UTC timestamp. Exchange provided timestamp generated by the match engine.
	Standard Footer	Y

Example

[BeginString]              8 = FIXT.1.1
[BodyLength]               9 = 127
[MsgType]                 35 = R
[SenderCompID]            49 = EDXM
[TargetCompID]            56 = USERNAME
[MsgseqNum]               34 = 28
[SendingTime]             52 = 20240720-19:43:12.203
[OrderID]                 37 = 3249829853805061694
[ClOrdID]                 11 = 34133413412345
[MassCancelRequestType]  530 = 7
[MassCancelResponse]     531 = 7
[TransactTime]            60 = 20240720-19:43:12.196992734
[CheckSum]                10 = 220

ExecutionReport (OUT)

Sent in response to an OrderMassCancelRequest (IN), once per cancelled order.

Fields

Tag	Name	Required	Comments
	Standard Header	Y	MsgType 35=8
37	OrderID	Y	Exchange provided OrderID.
11	ClOrdID	Y	Client Identifier for the Order.
41	OrigClOrdID	Y	Client Identifier for the Order to be cancelled.
583	ClOrdLinkID	N	Client provided metadata for the order that is echoed on execution reports.
17	ExecID	Y	Unique identifier of execution message as assigned by the exchange.
150	ExecType	Y	Specified the Type of the Execution Report. CANCELED [4]
39	OrdStatus	Y	Indicates the status of an order. CANCELED [4]
1	Account	Y	Account mnemonic.
55	Symbol	Y	The instrument for the Order. Example: BTC/USD, ETH/USD, LTC/USD
54	Side	Y	Order Side. BUY [1] - This is a buy order. SELL [2] - This is a sell order.
38	OrderQty	Y	Quantity of the Order.
152	CashOrdQty	N	The notional quantity of the order.
40	OrdType	Y	Describes the type of Order being placed. LIMIT [2]
44	Price	Y	The Price of the Traded Instrument.
59	TimeInForce	Y	When the order should expire. GTC [1] IOC [3] FOK [4] GTD [6] GTT [A]
126	ExpireTime	N	UTC timestamp/ Expiry Time for a GTD Limit Order.
18	ExecInst	N	Additional controls around the execution of an order. Currently supported options: PARTICIPATE_DONT_INITATE [6] – Indicates that this is a Post Only Limit Order.
9416	ExtendedExecInst	N	Designates that an order is a Retail order or a Retail Liquidity Providing order. DESIGNATED_RETAIL [R] – Indicates that this is a Retail Taker order. RETAIL_LIQUIDITY_PROVIDER [T] – Indicates that this is a Retail Maker order.
151	LeavesQty	Y	Order Quantity available for further execution.
14	CumQty	Y	Quantity Executed in the current Order Chain.
6	AvgPx	Y	Calculated average price for fills and partial fills.
60	TransactTime	Y	Exchange provided timestamp generated by the match engine.
>136	NoMiscFees	N	Number of repeating groups of miscellaneous fees.
>891	MiscFeeBasis	N	Defines the unit for miscellaneous fee. Always ABSOLUTE [0]
>137	MiscFeeAmt	N	Miscellaneous fee value.
>138	MiscFeeCurr	N	Currency of miscellaneous fee. Will match the quote asset associated with the traded instrument.
>139	MiscFeeType	N	Indicates type of miscellaneous fee. Other represents estimated fees for new and replaced order status. EXCHANGE FEES [4] OTHER [7] REBATE [33]
	Standard Footer	Y

Example (MASS CANCEL)

[BeginString]        8 = FIXT.1.1
[BodyLength]         9 = 233
[MsgType]           35 = 8
[SenderCompID]      49 = EDXM
[TargetCompID]      56 = USERNAME
[MsgseqNum]         34 = 29
[SendingTime]       52 = 20240720-19:43:12.203
[OrderID]           37 = 4359829438244485384
[ClOrdID]           11 = 325483148901234
[OrigClOrdID]       41 = 231531531441244
[ExecID]            17 = 43599832957364758432
[ExecType]         150 = 4
[OrderStatus]       39 = 4
[Account]            1 = USERNAME
[Symbol]            55 = ETH/USD
[Side]              54 = 2
[OrderQty]          38 = 24.663
[OrdType]           40 = 2
[Price]             44 = 3649
[TimeInForce]       59 = 1
[LeavesQty]        151 = 0
[CumQty]            14 = 0
[AvgPx]              6 = 0
[TransactTime]      60 = 20240720-19:43:12.196992734
[Text]              58 = MASS_CANCEL
[CheckSum]          10 = 221

Change Log

Date	Section/Message	Description
3/4/2024	N/A	Initial v1.0 release of FIX Order Entry specifications for EDX Markets match engine
3/14/2024	Logon Message	v1.0.1 Updated sample Logon message to include standard header/footer.
3/26/2024	Tag 18 - ExecInst	v1.0.2 Removed option for cancel on system failure.
3/26/2024	Tag 851 - LastLiquidityInd	v1.0.2 Enumerated options for liquidity codes.
4/24/2024	ExecutionReport, OrderCancelReject	v1.0.3 Enumerated options for CxlRejReason and OrdRejReason codes
4/25/2024	OrderMassCancelRequest (IN)	v1.0.4 Updated OrderMassCancelRequest (IN) to correct MsgType 35=‘q’
4/26/2024	Login (IN)	v1.0.5 Updated ResetSeqNumFlag
4/26/2024	Logout (OUT)	v1.0.5 Updated ResetSeqNumFlag
4/26/2024	OrderMassCancelRequest (IN)	v1.0.5 Updated required = ‘Y’
4/26/2024	Login (IN)	v1.0.5 Updated ResetSeqNumFlag values/comments
4/26/2024	Logout (OUT)	v1.0.5 Updated ResetSeqNumFlag values/comments
4/29/2024	Interaction Model	v1.0.6 Added interaction model
5/1/2024	Throttle Limits	v1.0.7 Added Throttle Limits
5/3/2024	OrderMassStatusRequest (OUT), ExecutionReport (OUT), OrderCancelReject (OUT)	v1.0.8 Added references to values 8 [REJECTED] and C [EXPIRED] for Tag 39 (OrdStatus)
5/3/2024	OrderMassStatusRequest (OUT)	v1.0.8 Removed reference to D [RESTATED] and added I [ORDER STATUS] for Tag 150 (ExecType)
5/7/2024	OrderMassStatusRequest (OUT), ExecutionReport (OUT)	v1.0.9 Removed reference to 5 [REPLACED] for Tag 150 (ExecType)
5/7/2024	ExecutionReport (OUT)	v1.0.9 Removed reference to D [RESTATED] for Tag 150 (ExecType)
5/9/2024	OrderMassCancelRequest (IN), OrderMassCancelReport (OUT)	v1.0.10 Corrected example for mass cancel requests and reports from occurring at account level to occurring at the session level
5/13/2024	Sequence Reset	v1.0.11 Added Sequence Reset section
5/13/2024	Cancel on Disconnect	v1.0.11 Added COD section
5/14/2024	OrderMassStatusRequest (OUT)	ExecutionReport (OUT) v1.0.12 AvgPx changed to “Always 0”
6/7/2024	Sequence Reset	v1.0.13 Added interaction model
7/30/2024	Overview	v1.0.14 Interaction model broken down into several models for each corresponding message. Unsolicited Cancel section added. Test Request section added. Resend Request section added. Separated Standard Header into (IN) and (OUT) messages
7/30/2024	Logon	v1.0.14 Logon Interaction model created. Tag 1408 (DefaultCstmApplVerID) no longer in Logon (IN). Logout (IN) matrix added. Logout (IN) and Logout (OUT) sample messages added.
7/30/2024	Test Request	v1.0.14 Test Request interaction model added. Test Request (OUT) matrix added. Test Request (OUT) sample message added. Heartbeat in sample message added.
7/30/2024	Resend Request	v1.0.14 Resend Request interaction model added. Resend Request (OUT) matrix added. Sequence Reset (IN) matrix added. Reject (OUT) matrix added. Resend Request (OUT) sample message added. Sequence Reset (IN) sample message added. Reject (OUT) sample message added.
7/30/2024	New Single Order	v1.0.14 New Single Order interaction model added. Values/comments under tag 59 updated (6 and A show same value). Execution Report (OUT) matrix added below New Single Order. Execution Report NEW, TRADE, EXPIRED, REJECTED (OUT) sample messages added below new single order. Reject (OUT) Matrix added Business Message Reject (OUT) matrix added Reject sample message added. Business Message Reject sample message added.
7/30/2024	Order Cancel Request	v1.0.14 Order Cancel Request interaction model added.
7/30/2024	Order Cancel Replace Request	v1.0.14 Included in Order Cancel Request interaction model. Tag 44 (Price) changed req’d to yes. Tag 59 (TIF) changed req’d to yes. Tag 126 (ExpireTime) added missing req’d as N. Execution Report (OUT) matrix added. Order Cancel Reject (OUT) matrix added. Order Cancel Request (IN) sample message added Order Cancel Replace Request (IN) sample message updated. Execution Report CANCELLED, REPLACE, ADMINISTRATIVE CANCEL, ORDER CANCEL REJECT (OUT) sample messages added. Added Business Message Reject (OUT) matrix Added Business Message Reject (OUT) sample message
7/30/2024	Order Mass Status Request	v1.0.14 Order Mass Status Request interaction model added xecution Report (OUT) matrix added. Order Mass Status Request End (OUT) matrix added. Order Mass Status Request (IN) sample message updated. Order Mass status request (OUT) matrix completely removed as we do not return that message. Order mass status request (IN) sample message added. Execution report (OUT) sample message added. Order Mass status request end (OUT) sample message added.
7/30/2024	Order Mass Cancel Request	v1.0.14 Order Mass Cancel Request interaction model added. Tag 55 (Symbol) req’d changed to Y. Footnote added to tag 55 (Symbol). Order Mass Cancel Report (OUT) matrix added. Execution Report (OUT) matrix added. Order Mass Cancel Request (IN) sample message updated. Order Mass Cancel Report (OUT) sample message added. Execution Report (OUT) sample message added.
7/30/2024	Execution Report	v1.0.14 The appropriate execution report matrix and sample message was added to each corresponding message that returns a 35=8 message. Within each one of these execution reports is its own unique matrix appropriate for the response.
08/29/2024	Execution Report	V1.0.15 Added: NoMiscFees >MiscFeeAmt >MiscFeeCurr >MiscFeeType >MiscFeeBasis
9/24/2024	Execution Report	v1.0.16 Added TrdType
12/23/2025	Execution Report	v1.0.17 Added values sent in Text for unsolicited cancellations due to risk limit breaches
01/22/2025	OrderCancelReject	V1.0.18 Added Tag 1 Account
03/06/2025	Execution Report	V1.0.19 Added Tags: 5040 NoCapacityEntries 5041 AvailableCapacity 5042 CapacityCurrency 5043 CapacitySide
04/22/2025	Resend Request	v1.0.20 Events that occurred during a disconnect will now be re-playable.
05/15/2025	Execution Report	V1.0.21 AvgPx will return the Calculated average price for fills and partial fills.
06/12/2025	Standard Header (OUT)	V1.0.22 Added Tag 57 TargetSubID
7/15/2025	OrderCancelReject(OUT), ExecutionReport(OUT)	V1.0.23 Added Capacity Tags to Reject (OUT) messages: 5040 NoCapacityEntries >5041 AvailableCapacity >5042 CapacityCurrency
03/07/2026	New Single Order	V1.0.24 Added MARKET [1] to Tag 40 OrdType Added 152 CashOrdQty
03/07/2026	Execution Report	V1.0.24 Added MARKET [1] to Tag 40 OrdType Added 152 CashOrdQty Added 5151 LeavesQuoteQty Added 5152 CumQuoteQty
03/07/2026	New Single Order	V1.0.24 Added 152 CashOrdQty for LIMIT [2] OrdType
03/07/2026	Execution Report	V1.0.24 LIMIT [2] OrdType, added: 152 CashOrdQty 5151 LeavesQuoteQty 5152 CumQuoteQty

Overview​

Cancel on Disconnect​

Unsolicited Cancel​

New Order​

NewOrderSingle (IN)​

Fields​

Example​

ExecutionReport (OUT)​

Fields​

Example (NEW)​

Example (TRADE)​

Example (EXPIRED)​

Example (REJECTED)​

BusinessMessageReject (OUT)​

Fields​

Example​

Reject (OUT)​

Fields​

Example​

Cancel / Cancel Replace​

Cancel Order​

Cancel/Replace Order​

OrderCancelRequest (IN)​

Interaction Model​

Fields​

Example​

OrderCancelReplaceRequest (IN)​

Fields​

Example​

ExecutionReport (OUT)​

Fields​

Example (CANCELLED)​

Example (REPLACED)​

Example (ADMINISTRATIVE CANCEL)​

OrderCancelReject (OUT)​

Fields​

Example​

Order Mass Status​

OrderMassStatusRequest (IN)​

Fields​

Example​

ExecutionReport (OUT)​

Fields​

Example (ORDER STATUS)​

OrderMassStatusRequestEnd (OUT)​

Fields​

Example​

Order Mass Cancel​

OrderMassCancelRequest (IN)​

Fields​

Example​

OrderMassCancelReport (OUT)​

Fields​

Example​

ExecutionReport (OUT)​

Fields​

Example (MASS CANCEL)​

Change Log​

Overview

Cancel on Disconnect

Unsolicited Cancel

New Order

NewOrderSingle (IN)

Fields

Example

ExecutionReport (OUT)

Fields

Example (NEW)

Example (TRADE)

Example (EXPIRED)

Example (REJECTED)

BusinessMessageReject (OUT)

Fields

Example

Reject (OUT)

Fields

Example

Cancel / Cancel Replace

Cancel Order

Cancel/Replace Order

OrderCancelRequest (IN)

Interaction Model

Fields

Example

OrderCancelReplaceRequest (IN)

Fields

Example

ExecutionReport (OUT)

Fields

Example (CANCELLED)

Example (REPLACED)

Example (ADMINISTRATIVE CANCEL)

OrderCancelReject (OUT)

Fields

Example

Order Mass Status

OrderMassStatusRequest (IN)

Fields

Example

ExecutionReport (OUT)

Fields

Example (ORDER STATUS)

OrderMassStatusRequestEnd (OUT)

Fields

Example

Order Mass Cancel

OrderMassCancelRequest (IN)

Fields

Example

OrderMassCancelReport (OUT)

Fields

Example

ExecutionReport (OUT)

Fields

Example (MASS CANCEL)

Change Log