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) andMDEntryTime
(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)
- Added conditional MD Refresh tags:
- FIX Security Definitions:
- Added conditional tags:
FundingRateApplicable
(9001),FundingInterval
(9002), andFairValueLimit
(9003)
- Added conditional tags:
- UDP Market Data:
- Added new
FundingRate
(43) message - Added
fundingIntervalMinutes
andfairValueLimit
fields toOutrightInstrumentDefinition
andStartOfOutrightInstrumentSnapshot
- Added
fundingRateApplicable
flag toInstrumentDefinitionFlags
- Added seven new fields to
EndOfSnapshot
:FinalFundingRate
,FinalFuturesMarkPrice
,FinalFundingRateTimestamp
,FuturesMarkPrice
,PredictedFundingRate
,SpotMarkPrice
, andFairValue
- Added new
- All changes apply only to PSF products - non-PSF futures products are not impacted
- FIX Market Data:
2025-JUN-06
- Added support for replacing OCO orders to FIX 4.4, Order Cancel/Replace Request (35=G).
- Updated cde-fix44-xml-dictionaries-latest.tar.gz for download.
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
FIX Drop Copy Diffs
FIX Drop Copy Diffs
FIX Market Data Diffs
FIX Market Data Diffs
FIX Order Diffs
FIX Order Diffs
SBE Diffs since the last available downloads
SBE Order Diffs
SBE Order Diffs
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.