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

2025-AUG-01

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

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

2025-JUN-06

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.

2025-JAN-31

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

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

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.

2024-JUN-21

Restored the downloads page with newly updated XML files.

FIX Diffs since the last available downloads

SBE Diffs since the last available downloads

2024-APR-09

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

2024-MAR-29

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

2024-FEB-28

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

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.

2023-OCT-31

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