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These release notes list changes to all Coinbase Derivatives Exchange products.

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2025-AUG-01

  • Added Public REST API docs, and updated connectivity information, REST API.

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2025-JUL-01

  • Added support for US Perp Style Futures (PSF) Market Data APIs:
    • FIX Market Data:
      • Added conditional MD Refresh tags: MDEntryDate (272) and MDEntryTime (273) for Funding Time messages
      • Added new MDEntryType (269) enum values: t (Funding Time), k (Final Mark Price), f (Final Funding Rate), m (Mark Price), p (Predicted Funding Rate), s (Spot Mark Price), v (Fair Value)
    • FIX Security Definitions:
      • Added conditional tags: FundingRateApplicable (9001), FundingInterval (9002), and FairValueLimit (9003)
    • UDP Market Data:
      • Added new FundingRate (43) message
      • Added fundingIntervalMinutes and fairValueLimit fields to OutrightInstrumentDefinition and StartOfOutrightInstrumentSnapshot
      • Added fundingRateApplicable flag to InstrumentDefinitionFlags
      • Added seven new fields to EndOfSnapshot: FinalFundingRate, FinalFuturesMarkPrice, FinalFundingRateTimestamp, FuturesMarkPrice, PredictedFundingRate, SpotMarkPrice, and FairValue
    • All changes apply only to PSF products - non-PSF futures products are not impacted

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2025-JUN-06

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2025-APR-04

  • Effective Friday, April 04, 2025, and going forward, the weekly sequence number reset will move up to every Friday at 16:05 CT.

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2025-JAN-31

  • Added UUIDv4 support for ClOrdID (tag 11) on FIX Order Entry

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2024-SEP-13

  • Removed support for MDPriceLevel (tag 1023) from FIX Market Data
  • Removed support for MaxShow (tag 210) from FIX Order Entry and FIX Copy

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2024-JUL-15

  • Added support for OCO (one-cancels-the-other) orders to FIX 4.4, New Order Single (35=D). OCO orders combine the features of limit and stop orders (and CDE treats them as a single order, not two linked ones). OCO orders let users set predefined limit and stop levels simultaneously depending on their view of the market. Initially, an OCO order acts like a regular limit order, contributing to market data. When its stop price condition is met, it shifts and behaves like a stop limit order.

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2024-JUN-21

Restored the downloads page with newly updated XML files.

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FIX Diffs since the last available downloads

121,122d120
<             <field name="TrdType" required="N"/>
<             <field name="ExecInst" required="N"/>
177,179d174
<         <field number="18" name="ExecInst" type="MULTIPLEVALUESTRING">
<             <value enum="6" description="POST_ONLY"/>
<         </field>
390,391d384
<             <value enum="30" description="BROKERAGE_FIRM"/>
<             <value enum="36" description="ENTERING_BROKERAGE_FIRM_TRADER"/>
393d385
<             <value enum="99" description="BROKER_CODE"/>
424,426d415
<         <field number="828" name="TrdType" type="INT">
<             <value enum="1" description="BLOCK_TRADE"/>
<         </field>

119d118
<                 <field name="TrdType" required="N"/>
400c399
<             <value enum="1" description="SNAPSHOT_PLUS_UPDATES_ON_FUTURES"/>
---
>             <value enum="1" description="SNAPSHOT_PLUS_UPDATES"/>
402d400
<             <value enum="3" description="UPDATES_ON_BLOCKS"/>
578,580d575
<         <field number="828" name="TrdType" type="INT">
<                 <value enum="1" description="BLOCK_TRADE"/>
<         </field>

120d119
<             <field name="ExecInst" required="N"/>
173d171
<             <field name="ExecInst" required="N"/>
327c325,364
<             <value enum="6" description="POST_ONLY"/>
---
>             <value enum="1" description="NOT_HELD"/>
>             <value enum="2" description="WORK"/>
>             <value enum="3" description="GO_ALONG"/>
>             <value enum="4" description="OVER_THE_DAY"/>
>             <value enum="5" description="HELD"/>
>             <value enum="6" description="PARTICIPATE_DONT_INITIATE"/>
>             <value enum="7" description="STRICT_SCALE"/>
>             <value enum="8" description="TRY_TO_SCALE"/>
>             <value enum="9" description="STAY_ON_BIDSIDE"/>
>             <value enum="0" description="STAY_ON_OFFERSIDE"/>
>             <value enum="A" description="NO_CROSS"/>
>             <value enum="B" description="OK_TO_CROSS"/>
>             <value enum="C" description="CALL_FIRST"/>
>             <value enum="D" description="PERCENT_OF_VOLUME"/>
>             <value enum="E" description="DO_NOT_INCREASE"/>
>             <value enum="F" description="DO_NOT_REDUCE"/>
>             <value enum="G" description="ALL_OR_NONE"/>
>             <value enum="H" description="REINSTATE_ON_SYSTEM_FAILURE"/>
>             <value enum="I" description="INSTITUTIONS_ONLY"/>
>             <value enum="J" description="REINSTATE_ON_TRADING_HALT"/>
>             <value enum="K" description="CANCEL_ON_TRADING_HALT"/>
>             <value enum="L" description="LAST_PEG"/>
>             <value enum="M" description="MID_PRICE_PEG"/>
>             <value enum="N" description="NON_NEGOTIABLE"/>
>             <value enum="O" description="OPENING_PEG"/>
>             <value enum="P" description="MARKET_PEG"/>
>             <value enum="Q" description="CANCEL_ON_SYSTEM_FAILURE"/>
>             <value enum="R" description="PRIMARY_PEG"/>
>             <value enum="S" description="SUSPEND"/>
>             <value enum="U" description="CUSTOMER_DISPLAY_INSTRUCTION"/>
>             <value enum="V" description="NETTING"/>
>             <value enum="W" description="PEG_TO_VWAP"/>
>             <value enum="X" description="TRADE_ALONG"/>
>             <value enum="Y" description="TRY_TO_STOP"/>
>             <value enum="Z" description="CANCEL_IF_NOT_BEST"/>
>             <value enum="a" description="TRAILING_STOP_PEG"/>
>             <value enum="b" description="STRICT_LIMIT"/>
>             <value enum="c" description="IGNORE_PRICE_VALIDITY_CHECKS"/>
>             <value enum="d" description="PEG_TO_LIMIT_PRICE"/>
>             <value enum="e" description="WORK_TO_TARGET_STRATEGY"/>

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SBE Diffs since the last available downloads

6,7c6,7
<                    version="7"
<                    semanticVersion="4.6"
---
>                    version="6"
>                    semanticVersion="3.4"
108,110d107
<         <set name="NewOrderFlags" encodingType="uint8">
<             <choice name="postOnly">0</choice>
<         </set>
164c161
<         <field name="flags"                          id="7" type="NewOrderFlags" sinceVersion="7"/>
---
>         <field name="padding"                        id="7" type="int8" sinceVersion="5"/>

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2024-APR-09

  • Replaced SBE NewOrder padding with flags where 1 = Post Only

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2024-MAR-29

Added FIX Drop Copy support for ExecInst, Post-only (18=6) in:

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2024-FEB-28

Added FIX Order Entry support for ExecInst, Post-only (18=6) in:

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2023-NOV-06

  • Added Block Trade support to the Drop Copy API. For block trades, TrdType is set to 1 (828=1). For all other trade types, TrdType is null. For more, see Block Trades.

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2023-OCT-31

  • Public preview of the Coinbase Derivatives Exchange FIX, SBE, and UDP APIS.
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