Order Entry
NewOrderSingle (35=D)
| TAG | NAME | TYPE | REQ | DESCRIPTION |
|---|---|---|---|---|
| 11 | ClOrdID | string | Y | An identifier specified by the sender to uniquely identify other messages correlating to this request. |
| 18 | ExecInst | string | N | Execution instructions separated by spaces: 6 = Add Liquidity Only (ALO) ALO: Matching engine only accepts the order if it doesn't match against any resting orders. |
| 38 | OrderQty | decimal128 | Y | Quantity requested. This represents the number of shares of the base asset. |
| 40 | OrdType | char | Y | Order type: 1 = Market 2 = Limit Note: Market (OrdType = 1) orders will automatically be converted to aggressively priced limit orders. |
| 41 | OrigClOrdID | string | C | ClOrdID (11) of the previous order as assigned by the institution, used to identify the previous order in cancel and cancel/replace requests. |
| 44 | Price | decimal128 | C | The limit price for limit orders of the quote asset. The requested limit price must meet the market's minimum price variation (MPV) requirements or will be rejected by the exchange. Note: Required when OrdType = 2 (Limit). Ignored for other order types. |
| 54 | Side | char | Y | Side of order: 1 = Buy 2 = Sell |
| 55 | Symbol | string | Y | Ticker symbol. Human-readable representation of the security. (e.g. BTC/USDC) |
| 59 | TimeInForce | char | Y | Specifies how long the order remains in effect. Absence of this field is interpreted as IOC: 1 = Good Till Cancel (GTC, up to 30 days) 3 = Immediate Or Cancel (IOC) |
| 453 | NoPartyIDs | int | Y | Number of PartyID (448) and PartyRole (452) entries. This tag must be the first entry before the repeating group(s). Must be set equal to 1. Only one party is supported per request. |
| ↳448 | PartyID | string | Y | Start of new fee group entry Party identifier/code. |
| ↳452 | PartyRole | int | Y | Identifies the type or role of the PartyID (448) specified: 3 = Client ID. |
OrderCancelReplaceRequest (35=G)
| TAG | NAME | TYPE | REQ | DESCRIPTION |
|---|---|---|---|---|
| 11 | ClOrdID | string | Y | An identifier specified by the sender to uniquely identify other messages correlating to this request. |
| 38 | OrderQty | decimal128 | N | New quantity requested. This represents the number of shares of the base asset. |
| 40 | OrdType | char | N | Order type: 1 = Market Note: Only allowed to modify Limit (OrdType = 2) to market. |
| 41 | OrigClOrdID | string | Y | ClOrdID (tag 11) of the previous order as assigned by the sender, used to identify the previous order in cancel/replace requests. |
| 44 | Price | decimal128 | C | The new limit price for the order of the quote asset. The new requested limit price must meet the market's minimum price variation (MPV) requirements or will be rejected by the exchange. Note: Conditionally required when OrdType = 2 (Limit). Ignored for other order types. |
| 453 | NoPartyIDs | int | Y | Number of PartyID (448) and PartyRole (452) entries. This tag must be the first entry before the repeating group(s). Must be set equal to 1. Only one party is supported per request. |
| ↳448 | PartyID | string | Y | Start of new fee group entry Party identifier/code. |
| ↳452 | PartyRole | int | Y | Identifies the type or role of the PartyID (448) specified: 3 = Client ID 24 = Customer account. |
ExecutionReport (35=8)
| TAG | NAME | TYPE | REQ | DESCRIPTION |
|---|---|---|---|---|
| 6 | AvgPx | decimal128 | C | Set when ExecType (150) equals Trade (F). Calculated average price of all fills on this order. |
| 11 | ClOrdID | string | Y | An identifier specified by the sender to uniquely identify other messages correlating to this request. |
| 15 | Currency | string | Y | Identifies currency used for prices, fees, and commissions within the execution report. |
| 17 | ExecID | string | Y | Unique identifier of execution message as assigned by the exchange. |
| 31 | LastPx | decimal128 | C | Set when ExecType (150) equals Partially Filled (1) or Filled (2). Price of this (last) trade. |
| 32 | LastQty | decimal128 | C | Set when ExecType (150) equals Partially Filled (1) or Filled (2). Quantity bought/sold of this (last) trade. |
| 37 | OrderID | string | Y | Unique identifier of order request as assigned by the exchange. |
| 38 | OrderQty | decimal128 | Y | Quantity requested. This represents the number of shares of the base asset. |
| 39 | OrdStatus | char | Y | Identifies current status of order: 0 = New 1 = Partially Filled 2 = Filled 4 = Canceled 6 = Pending Cancel 8 = Rejected 9 = Suspended A = Pending New E = Pending Replace C = Expired. |
| 150 | ExecType | char | Y | Describes the specific Execution report: 0 = New 4 = Canceled 5 = Replaced 6 = Pending Cancel 8 = Rejected A = Pending New C = Expired E = Pending Replace F = Trade G = Trade Correct H = Trade Cancel. |
OrderCancelReject (35=9)
| TAG | NAME | TYPE | REQ | DESCRIPTION |
|---|---|---|---|---|
| 11 | ClOrdID | string | Y | An identifier specified by the sender to uniquely identify other messages correlating to this request. |
| 37 | OrderID | string | Y | Unique identifier of order request as assigned by the exchange. |
| 41 | OrigClOrdID | string | Y | ClOrdID (tag 11) of the previous order as assigned by the sender, used to identify the previous order in cancel/replace requests. |
| 58 | Text | string | C | The message will indicate why the cancel was rejected. |
| 102 | CxlRejReason | int | C | A code to indicate a reason for more common scenarios that produce a cancel reject. Supported values include: 0 - Too late to cancel 1 - Unknown order. |
| 434 | CxlRejResponseTo | char | Y | Identifies the type of request that a Cancel Reject is in response to: 1 - Cancel Request 2 - Cancel Replace Request. |