Orders Messages

New Order Single

The NewOrderSingle message is used to submit a new order. Market and Limit orders are currently supported. Orders are routed using the default routing strategy. Specifying order strategy and algo parameters will be supported in a future release.

Tag	Field Name	Req'd	Comments
	`<MessageHeader>`	Y	MsgType `<35>` = D
11	ClOrdID	Y	Unique identifier for Order as assigned by the client. Must be <= 36 characters. UUIDs are recommended.
55	Symbol	Y	The symbol of the currency pair to place an order on. For example, BTC-USD
54	Side	Y	Side of order: 1 = Buy, 2 = Sell
40	OrdType	Y	Order type: 1 = Market, 2 = Limit, A = LimitAllIn, requested price/size includes fees
38	OrderQty	Y	Size of the order
15	Currency	N	The currency the quantity is specified in. If not specified, defaults to the base currency for the symbol.
44	Price	N	Price of the order. Required for limit orders.
59	TimeInForce	Y	Specifies how long the order remains in effect: 1 = Good Till Cancel (GTC), 3 = Immediate Or Cancel (IOC), 4 = Fill Or Kill (FOK)
60	TransactTime	Y	Business timestamp for this request.
126	ExpireTime	N	Optional expiration time for the order. Only valid on orders with TimeInForce=1 (GTC). UTC Timestamp.
168	EffectiveTime	N	Time at which this order will activate and begin sending orders to the market. UTC Timestamp.
20030	CancelOnDisconnect	N	Whether or not this order should be canceled when this session is disconnected, Y / N. Defaults to Y.
	`<MessageTrailer>`	Y

Order Cancel Request

The OrderCancelRequest message is used to cancel an existing order.

Tag	Field Name	Req'd	Comments
	`<MessageHeader>`	Y	MsgType `<35>` = F
11	ClOrdID	Y	Unique ID of cancel request as assigned by the client. Must be <= 36 characters. UUIDs are recommended.
41	OrigClOrdID	Y	ClOrdID(11) of the previous non-rejected order.
55	Symbol	Y	The symbol of the currency pair of the order. For example, BTC-USD
54	Side	Y	Side of order: 1 = Buy, 2 = Sell
60	TransactTime	Y	Business timestamp for this request.
	`<MessageTrailer>`	Y

Order Cancel Replace Request

The OrderCancelReplaceRequest message is used to amend the price, quantity, or markets for an existing order

Tag	Field Name	Req'd	Comments
	`<MessageHeader>`	Y	MsgType `<35>` = G
11	ClOrdID	Y	Unique ID of cancel request as assigned by the client. Must be <= 36 characters. UUIDs are recommended.
41	OrigClOrdID	Y	ClOrdID(11) of the previous non-rejected order.
55	Symbol	Y	The symbol of the currency pair of the order. For example, BTC-USD
54	Side	Y	Side of order: 1 = Buy, 2 = Sell
40	OrdType	Y	Order type: 1 = Market, 2 = Limit, A = LimitAllIn, requested price/size includes fees
38	OrderQty	Y	Size of the order
44	Price	N	Price of the order. Required for limit orders.
60	TransactTime	Y	Business timestamp for this request.
	`<MessageTrailer>`	Y

Execution Report

The ExecutionReport message is used to acknowledge/reject an order or changes to an order, and to relay order status and fill updates

Tag	Field Name	Req'd	Comments
	`<MessageHeader>`	Y	MsgType `<35>` = 8
11	ClOrdID	N	ClOrdID of the order.
41	OrigClOrdID	N	Set to the ClOrdID of the previous accepted order when responding to a Cancel or Cancel/Replace request
37	OrderID	Y	Unique identifier of most recent order as assigned by {{ Customer }}.
55	Symbol	Y	The symbol of the currency pair of the order. For example, BTC-USD
54	Side	Y	Side of order: 1 = Buy, 2 = Sell
38	OrderQty	Y	Size of the order
44	Price	N	Price of the order. Required for limit orders.
60	TransactTime	N	Business timestamp for this execution.
17	ExecID	Y	Unique identifier of execution message as assigned by {{ Customer }}.
527	SecondaryExecID	N	Unique identifier of execution message as assigned by the exchange or liquidity provider. Only specified when ExecType=Trade.
150	ExecType	Y	Describes the specific ExecutionRpt (e.g. Pending Cancel) while OrdStatus(39) will always identify the current order status (e.g. Partially Filled). 0 = New, 3 = Done for day, 4 = Canceled, 5 = Replaced, 6 = Pending Cancel (e.g. result of Order Cancel Request), 8 = Rejected, A = Pending New, E = Pending Replace (e.g. result of Order Cancel/Replace Request), F = Trade (partial fill or fill)
59	TimeInForce	Y	Specifies how long the order remains in effect: 1 = Good Till Cancel (GTC), 3 = Immediate Or Cancel (IOC), 4 = Fill Or Kill (FOK)
40	OrdType	Y	Order type: 1 = Market, 2 = Limit
39	OrdStatus	Y	Describes the current state of the order, same scope as OrderQty, CumQty, LeavesQty, and AvgPx: 0 = New, 1 = Partially filled, 2 = Filled, 3 = Done for day, 4 = Canceled, 6 = Pending Cancel (i.e. result of Order Cancel Request), 8 = Rejected, A = Pending New, E = Pending Replace (i.e. result of Order Cancel/Replace Request)
151	LeavesQty	Y	Quantity open for further execution. If the OrdStatus(39) is = 4 (Canceled), 3 (Done For Day), or 8 (Rejected) (in which case the order is no longer active) then LeavesQty(151) could be 0, otherwise LeavesQty(151) = OrderQty(38) - CumQty(14).
14	CumQty	Y	Currently executed quantity for chain of orders.
6	AvgPx	Y	Calculated average price of all fills on this order.
103	OrdRejReason	N	For optional use with ExecType = 8 (Rejected): 0 = Broker / Exchange option, 1 = Unknown symbol, 2 = Exchange closed, 3 = Order exceeds limit, 5 = Unknown order, 6 = Duplicate Order (e.g. dupe ClOrdID), 7 = Duplicate of a verbally communicated order, 8 = Stale order
31	LastPx	N	Price of this (last) fill. Required if ExecType(150) = F (Trade)
32	LastQty	N	Quantity bought/sold on this (last) fill. Required if ExecType(150) = F (Trade)
381	GrossTradeAmt	N	Last amount traded (i.e. quantity * price) expressed in units of counter currency. Required if ExecType(150) = F (Trade)
4015	CumAmt	N	Total amount traded (i.e. quantity * price) expressed in units of counter currency.
4016	CumFee	N	Total fee expressed in units of FeeCurrency.
4033	LastFee	N	Last fee expressed in units of FeeCurrency
4034	LastFeeCurrency	N	Currency of the Fee
20030	CancelOnDisconnect	N	Whether or not this order will be canceled when this session is disconnected, Y / N
20032	DecisionStatus	N	The current decision-status of the order: A = Active (default), P = Paused, U = Pending Pause, R = Pending Resume, W = Waiting for StartTime, T = Waiting for Trigger. Paused / Staged orders can be edited and resumed from the `{{ Customer }}` UI. Pending statuses are intermediate states.
58	Text	N
	`<MessageTrailer>`	Y

Order Cancel Reject

The OrderCancelReject message is used to reject invalid cancel or cancel/replace requests

Tag	Field Name	Req'd	Comments
	`<MessageHeader>`	Y	MsgType `<35>` = 9
11	ClOrdID	Y	ClOrdID(11) which could not be canceled/replaced.
41	OrigClOrdID	Y	ClOrdID of the previous accepted order
37	OrderID	Y	Unique identifier of most recent order as assigned by {{ Customer }}. If CxlRejReason="Unknown order", then will be "NONE".
60	TransactTime	N	Business timestamp for this reject.
39	OrdStatus	Y	Identifies current status of order: 0 = New, 1 = Partially filled, 2 = Filled, 4 = Canceled, 6 = Pending Cancel (i.e. result of Order Cancel Request), 8 = Rejected, A = Pending New, E = Pending Replace (i.e. result of Order Cancel/Replace Request)
434	CxlRejResponseTo	Y	Identifies the type of request that a Cancel Reject is in response to: 1 = Order cancel request, 2 = Order cancel/replace request
102	CxlRejReason	N	Code to identify reason for cancel rejection: 0 = Too late to cancel, 1 = Unknown order, 2 = Broker / Exchange Option, 3 = Order already in Pending Cancel or Pending Replace status
58	Text	N
	`<MessageTrailer>`	Y