Exchange FIX Order Entry Messages 4.2

FIX 4.2 Order Entry Gateway DeprecationFIX 4.2 Order Entry Gateway will be deprecated on June 3rd, 2025. For FIX based order entry, leverage the newer, more performant FIX 5 Order Entry Gateway.

About this API:

Baseline: FIX 4.2 SP2 specification. Includes tags from later FIX versions plus custom tags in the high number range as allowed by the standard.
Environments: Production, Sandbox

Environment URLs

Production: tcp+ssl://fix.exchange.coinbase.com:4198
Sandbox: tcp+ssl://fix-public.sandbox.exchange.coinbase.com:4198

A standard header must be present at the start of every message in both directions.

Tag	Name	Description
8	BeginString	Must be `FIX.4.2`
49	SenderCompID	Client API key (on messages from the client)
56	TargetCompID	Must be `Coinbase` (on messages from the client)
999	CoinbaseProductSeq	Response header only (returned on Execution Reports). Represents market sequence.

New orders can only be placed when the number of open orders is below 500 for that given product.

Logon (A)

Sent by the client to initiate a session and by the server as an acknowledgement. Only one session may exist per connection; sending a Logon message within an established session is an error.

Tag	Name	Description
34	MsgSeqNum	Must be `1`
98	EncryptMethod	Must be `0` (None)
108	HeartBtInt	Must be ≤ `30` (secs). Values greater are capped at `30`. Server sends Test Request if client messages are not received in approximately (HeartBtInt x 1.5) seconds. Server terminates session if client messages are not received in approximately (HeartBtInt x 2 seconds).
141	ResetSeqNumFlag	If set to `Y`, reset sequence numbers for both sides of the FIX session.
554	Password	Client API passphrase
96	RawData	Client message signature (see below)
8013	CancelOrdersOnDisconnect	`S`: Batch cancel all open orders placed during session; `Y`: Batch cancel all open orders for the current profile. The latter is more performant and recommended.
9406	DropCopyFlag	If set to `Y`, execution reports are generated for all user orders (defaults to `Y`).

The Logon message sent by the client must be signed for security. The signing method is described in Signing a Message. The prehash string is the following fields joined by the FIX field separator (ASCII code 1): SendingTime, MsgType, MsgSeqNum, SenderCompID, TargetCompID, Password. There is no trailing separator. The RawData field should be a base64 encoding of the HMAC signature.

// create a new Logon message
var logon = new Msgs.Logon();
logon.SendingTime = new Date();
logon.HeartBtInt = 30;
logon.EncryptMethod = 0;
logon.passphrase = "...";

var presign = [
  logon.SendingTime,
  logon.MsgType,
  session.outgoing_seq_num,
  session.sender_comp_id,
  session.target_comp_id,
  passphrase,
].join("\x01");

// add the presign string to the RawData field of the Logon message
logon.RawData = sign(presign, secret);

// send the logon message to the server
session.send(logon);

function sign(what, secret) {
  var key = Buffer.from(secret, "base64");
  var hmac = crypto.createHmac("sha256", key);
  return hmac.update(what).digest("base64");
}

To establish multiple FIX connections, generate a new API key for each one. The maximum is 75 connections per profile. Do not use a single API key for multiple connections at the same time.

The value of SendingTime must be within 5 minutes of server time in UTC.

Logout (5)

Sent by either side to initiate session termination. The side which receives this message first should reply with the same message type to confirm session termination.

Do not close a connection without logging out of the session first or it triggers an error.

New Order Single (D)

Sent by the client to enter an order. Each profile can place a maximum of 500 open orders on a product. Once reached, the profile cannot place any new orders until the total number of open orders is below 500.

Tag	Name	Description
11	ClOrdID	UUID selected by client to identify the order This shouldn’t match the ClOrdID of any open orders.
55	Symbol	Required symbol to identify the new order, e.g., `BTC-USD`
54	Side	Must be `1` to buy or `2` to sell
44	Price	Limit price (e.g., in USD) (Limit order only)
38	OrderQty	Order size in base units (e.g., BTC)
152	CashOrderQty	Order size in quote units (e.g., USD) (Market or Limit order only)
40	OrdType	Must be `1` for Market, `2` for Limit, `4` for Stop Limit, `O` for Take Profit Stop Loss
99	StopPx	Stop price for order
59	TimeInForce	Must be a valid TimeInForce value. See the table below (Limit order only)
126	ExpireTime	Time/Date (in UTC) of order expiration for Good Till Date (GTD) only. The order expires within one second after the specified time.
1109	TriggerPriceDirection	The side from which the trigger price (or last trade price) is reached. Valid values: U = Trigger if price goes UP to or through specified Trigger Price. D = Trigger if price goes DOWN to or through specified Trigger Price. Note: If OrdType = 4, 1109 is highly recommended. If OrdType != 4, 1109 is not needed.
7928	SelfTradePrevention	Optional, see the table below

SelfTradePrevention Values

Value	Description
`D`	Decrement and cancel (the default)
`O`	Cancel resting order
`N`	Cancel incoming order
`B`	Cancel both orders

If an order is decremented due to self-trade prevention, an Execution Report is sent to the client with ExecType=D indicating unsolicited OrderQty reduction (i.e., partial cancel). See the self-trade prevention documentation for more details about this field.

Time In Force Values

Value	Policy	Abbr
`1`	Good Till Cancel	GTC
`3`	Immediate or Cancel	IOC
`4`	Fill or Kill	FOK
`6`	Good Till Date (90-day hard limit)	GTD
`P`	Post-Only (GTC & make liquidity only)

Post-OnlyThe post-only flag (P) indicates that the order should only make liquidity. If any part of the order results in taking liquidity, the order is rejected and no part of it executes. Open Post-Only orders are treated as Good Till Cancel.

See the Time In Force documentation for more details about these values.

Errors

If a trading error occurs (for example, the user has insufficient funds), an Execution Report with ExecType=8 is sent back, signifying that the order was rejected.

Take Profit Stop Loss Orders

See TPSL Orders.

Limit With Funds Orders

See Limit With Funds Orders.

New Order Batch (U6)

Sent by the client to create multiple orders. Maximum of 15 orders per message. All orders must have the same symbol. Each profile can place a maximum of 500 open orders on a product. Once reached, the profile cannot place any new orders until the total number of open orders is below 500. If the total number of open orders in the batch causes the profile to exceed the 500 maximum, the entire batch is rejected.

Tag	Name	Description
8014	BatchID	UUID selected by client to identify this New Order Batch request
73	NoOrders	Number of orders in this message (number of repeating groups to follow). Must be less than or equal to 15.
11	ClOrdID	UUID selected by client for the order. Must be the first field in the repeating group. This shouldn’t match the ClOrdID of any open orders. Additionally, it shouldn’t match any other ClOrdIDs in this batch.
55	Symbol	Required symbol to identify the new order (e.g., `BTC-USD`)
54	Side	Must be `1` to buy or `2` to sell
44	Price	Limit price (e.g., in USD)
38	OrderQty	Order size in base units (e.g., BTC)
40	OrdType	Must be `2` for Limit
59	TimeInForce	Must be a valid TimeInForce value
126	ExpireTime	Time/Date (in UTC) of order expiration for Good Till Date (GTD) only. The order expires within one second after the specified time.
7928	SelfTradePrevention	Optional, see the table above

Order Cancel Request (F)

Sent by the client to cancel an order.

Tag	Name	Description
11	ClOrdID	UUID selected by client to identify this cancel request
37	OrderID	OrderID from the ExecutionReport with OrdStatus=New (39=0)
41	OrigClOrdID	ClOrdID from the New Order Single. When supplying this value, you do not need to supply an OrderID.
55	Symbol	Required symbol of the order to cancel (must match Symbol of the Order).
58	Text	Free format text string

Order Status Request (H)

Sent by the client to obtain information about pending and done orders.

Tag	Name	Description
37	OrderID	OrderID of order to be sent back.
11	ClOrdID	ClOrdID of order to be sent back. When supplying this value, you do not need to supply an OrderID.
55	Symbol	Required symbol to identify the order, e.g., `BTC-USD`

Response

The response to an Order Status Request is an ExecutionReport with ExecType=I. The ExecutionReport contains the ClOrdID if the value is supplied. If the order cannot be found, the ExecutionReport has OrderID=0.

Order Cancel Batch Request (U4)

Sent by the client to cancel multiple orders. Maximum of 15 orders per message. All orders must have the same symbol.

Tag	Name	Description
8014	BatchID	UUID selected by client to identify this Order Batch Cancel Request
73	NoOrders	Number of orders in this message (number of repeating groups to follow). Must be less than or equal to 15.
41	OrigClOrdID	UUID selected by client for the order. Must be the first field in the repeating group.
55	Symbol	Required symbol of the order to cancel (must match Symbol of the Order)
37	OrderID	OrderID from the ExecutionReport with OrdStatus=New (39=0). If present, this field takes precedence over OrigClOrdID to identify the order (optional).
11	ClOrdID	UUID selected by client to identify this cancel request

Response

When the message is invalid or an unexpected error occurs, an Order Cancel Batch Reject (U5) message is sent. When orders are cancelled, an Execution Report (8) is sent for each order canceled. When Order Cancel Batch Request (U4) is partially rejected (i.e., some orders are filled or already canceled), Order Cancel Reject (9) is sent for each rejected cancel.

Execution Report (8)

Sent by the server when an order is accepted, rejected, filled, or canceled. Also sent when the user sends an OrderStatusRequest.

Tag	Name	Description
6	AvgPx	Calculated average price of all fills on this order. Only populates Exec Report if CumQty > 0
11	ClOrdID	Only present on order acknowledgements, ExecType=New (150=0)
14	CumQty	Currently executed quantity for chain of orders. Populates Exec Report when: `39=0` ⇒ OrdStatus = New `39=1` ⇒ OrdStatus = Partially filled `39=3` ⇒ OrdStatus = Done for day `39=5` ⇒ OrdStatus = Replaced
17	ExecID	Unique identifier of execution message as assigned by broker
37	OrderID	OrderID from the ExecutionReport with ExecType=New (150=0)
39	OrdStatus	Order status as of the current message
55	Symbol	Symbol of the original order
54	Side	Must be `1` to buy or `2` to sell
32	LastShares	Amount filled (if ExecType=1). Also called LastQty as of FIX 4.3
44	Price	Price of the fill if ExecType indicates a fill, otherwise the order price
38	OrderQty	OrderQty as accepted (may be less than requested upon self-trade prevention). Represents original order quantity when `OrdStatus` is Canceled or Done for day.
58	Text	Human-readable description of the reject or cancel (optional) 101:Time In Force 102:Self-trade Prevention 103:Admin 104:Price Bound Order Protection 105:Insufficient Funds 106:Insufficient Liquidity 107:Broker 109:High Bid Limit Order Protection
60	TransactTime	Time the event occurred
103	OrdRejReason	Insufficient funds=`3`, Post-only=`8`, Unknown error=`0`
136	NoMiscFees	`1` (Order Status Request responses and fill reports)
137	MiscFeeAmt	Fee amount (absolute value for Order Status Request responses, percentage value for fill reports)
138	MiscFeeCurr	Fee currency
139	MiscFeeType	`4` (Exchange fees) (Order Status Request responses and fill reports)
150	ExecType	May be `1` (Partial fill) for fills, `D` for self-trade prevention, etc.
151	LeavesQty	Quantity open for further execution. Populates Exec Report when: `39=0` ⇒ OrdStatus = New `39=1` ⇒ OrdStatus = Partially filled `39=3` ⇒ OrdStatus = Done for day `39=5` ⇒ OrdStatus = Replaced
152	CashOrderQty	Order size in quote units (e.g., USD) (Market order only)
891	MiscFeeBasis	`2` (Percentage fee basis) (fill report only)
1003	TradeID	Product unique trade id
1057	AggressorIndicator	`Y` for taker orders, `N` for maker orders

ExecType Values

ExecType	Description
`0`	New Order
`1`	Partial Fill
`3`	Done
`4`	Canceled
`7`	Stopped
`8`	Rejected
`D`	Restated (Order Changed due to STP)
`I`	Order Status

New Order Batch Reject (U7)

Sent by the server when a New Order Batch message is rejected.

Tag	Name	Description
8014	BatchID	BatchID from the New Order Batch message
58	Text	Human-readable description of the error (optional)

Modify Order Request (G)

Supports the Order Replace Request outlined in the FIX protocol. See also: WebSocket Full Channel, Change.

Each Modify Order Request, per order, must be processed in turn. A client can only send a Modify Order Request after the previous request for the same order has been fully processed.

Example FIX Request:

 BeginString=FIX.4.2 BodyLength=265 MsgType=ORDER_CANCEL_REPLACE_REQUEST MsgSeqNum=17 SenderCompID=00000000100000000000000000000003 SendingTime=20220609-04:01:48.757 TargetCompID=Coinbase ClOrdID=907b6ae6-bcbe-441a-b7bb-d932afdb9edb OrderID=71de0cdf-938f-495b-9fad-108837bde704 OrderQty=2 OrdType=LIMIT OrigClOrdID=907b6ae6-bcbe-441a-b7bb-d932afdb9eda Price=100.00 Side=BUY Symbol=ETH-USD TransactTime=20220609-04:01:48.757 CheckSum=107

Example Execution Report:

BeginString=FIX.4.2 BodyLength=253 MsgType=EXECUTION_REPORT MsgSeqNum=18 SenderCompID=Coinbase SendingTime=20220609-04:01:48.766 TargetCompID=00000000100000000000000000000003 ExecID=450d0b12-e994-48de-9f74-0f43c74fd054 ExecTransType=NEW OrderID=71de0cdf-938f-495b-9fad-108837bde704 OrderQty=3 OrdStatus=DONE_FOR_DAY Price=100 Side=BUY Symbol=ETH-USD Text=107:Broker TransactTime=20220609-04:01:48.762 ExecType=DONE_FOR_DAY LeavesQty=0 CheckSum=150

Tag	Name	Description
37	OrderID	Unique identifier of most recent order as assigned by broker This shouldn’t match the ClOrdID of any open orders.
41	OrigClOrdID	`ClOrdID <11>` of previous order (NOT initial order of the day) when canceling or replacing an order
11	ClOrdID	Unique identifier of replacement order as assigned by institution.
55	Symbol	Must match original order
54	Side	Must match original side
38	OrderQty	Total Intended Order Quantity (including the amount already executed for this chain of orders)
60	TransactTime	Time this order request was initiated/released by the trader or trading system
40	OrdType	Only limit orders are supported for now (2)
44	Price	Price per share

Guidance

Queue Priority

If you increase the quantity, or modify the price (up or down) you lose your place and move to the back of the queue. If you decrease the quantity you keep your place in the queue.

OrderQty (38)

If you send a Modify Order request whose OrderQty (38) is less than the filled size of the order, Coinbase cancels the order and marks it as filled.

Matching

If your Modify Order request results in an immediate match and you are both the initiator of the order AND subscribed to the authenticated WebSocket feed, you should receive a change message with "reason": "modify_order". After the immediate match, if there is any quantity remaining on the modified order, you should receive a new change message with "reason":"remainder_after_modification" which reports the new / old prices as a result of the Modify Order.
If you are using the non-authenticated WebSocket feed (as the initiator or not), you should receive a match + done message for the order at the newly modified price.

Clients may experience a non-standard FIX OrderCancelReject with text (when processing the last cancel replace request). This can occur when our system is backlogged and unable to process this Modify Order Request (or OrderCancelReplaceRequest).

Order Cancel Reject (9)

Sent by the server when an Order Cancel Request cannot be satisfied, e.g., because the order is already canceled or completely filled.

Tag	Name	Description
11	ClOrdID	As on the cancel request
37	OrderID	As on the cancel request
41	OrigClOrdID	As on the cancel request
39	OrdStatus	`4` if too late to cancel
102	CxlRejReason	`1` if the order is unknown
434	CxlRejResponseTo	`1` (Order Cancel Request)

Order Cancel Batch Reject (U5)

Sent by the server when an Order Cancel Batch Request cannot be satisfied, e.g., because a Symbol was not present. This is not sent if no orders can be found.

Tag	Name	Description
8014	BatchID	BatchID from the New Order Batch message
58	Text	Human-readable description of the error (optional)

Reject (3)

Sent by either side upon receipt of a message which cannot be processed, e.g., due to missing fields or an unsupported message type.

Tag	Name	Description
45	RefSeqNum	MsgSeqNum of the rejected incoming message
371	RefTagID	Tag number of the field which caused the reject (optional)
372	RefMsgType	MsgType of the rejected incoming message
58	Text	Human-readable description of the error (optional)
373	SessionRejectReason	Code to identify reason for reject

SessionRejectReason Values

The following values can be sent by the server.

Value	Description
1	Required tag missing
5	Value is incorrect (out of range) for this tag
6	Incorrect data format for value
11	Invalid MsgType (35)

RFQ Request (AH)

Request For Quote (RFQ) allows liquidity providers to respond and interact with real-time RFQ requests. The RFQ process begins with Quote Request (R). Request For Quote is enabled for users who have been approved by Coinbase as an RFQ Liquidity Provider. Once approved, clients must send an RFQ Request message (35=AH) after each successful Logon (35=A) message for any session in which you are interested in receiving RFQ requests.

If this request is acknowledged, and no symbol is specified, this session receives all Quote requests (all assets).
If this request is acknowledged, and symbol is specified , this session only receives requests for the specific symbols. For instance, in the scenario of subscribing to “BTC-USD,” if the related products are present, quote request message for both “BTC-USD” and “USD-BTC” will be subsequently returned as responses.
If the session submitting this request is not approved by Coinbase for participating in the RFQ program, this request is rejected with a Business Message Reject (j).

Tag	Name	Type	Required	Notes
644	RFQReqID	UUID	Y
146	NoRelatedSym	Int32	N	Repeating group for number of symbols in the subscription message
55	Symbol	String32	Y

Not receiving a response is expected and indicative of a successful request.

RFQ Order Protections

RFQ orders are subject to price protection points (PPP) at the time a quote is accepted for execution. At Execution time:

If an Order Book is present, RFQs fill at prices up to the PPP from the mid-point price, between the best bid and best offer.
If an Order Book is not present, PPPs are calculated using the same mid-point price methodology but leveraging PPP settings from the higher of the two USD equivalent Order Books for the given pair (e.g., max PPP setting for SHIB-USD and DOGE-USD for a SHIB-DOGE RFQ).

If a PPP threshold is crossed, a QuoteStatusReport (AI) is sent indicating your Quote has been canceled.

Quote Request (R)

Quote Request (R) is the start of the RFQ process. Liquidity Providers receive a Quote Request from Coinbase on behalf of a customer looking to participate in an RFQ trade. Any quote response to this request must adhere to the following rules to avoid rejections:

Message must be well formed and complete (i.e., all required fields present).
Quote message must be received before the expiration time indicated on Tag=62.

Tag	Name	Type	Required	Notes
131	QuoteReqID	UUID	R
146	NoRelatedSym	Int32	Y	Always 1
55	Symbol	String32	Y	Example: `BTC-AVAX`
38	OrderQty	Float64	Y
62	ValidUntilTime	UTCTimestamp	Y	UTC millis `20220712-00:00:00.000`
126	ExpireTime	UTCTimestamp	Y	UTC millis `20220712-00:00:00.000`
303	QuoteRequestType	Char	Y	1 = Manual Accept 2 = Automatic Accept (default)
891	MiscFeeBasis	INT	Y	Always 2 = Percentage
137	MiscFeeAmt	AMT	Y	Basis point fee to market makers (MMs)
528	OrderCapacity	Char	Y	A = Agency (default) C = Corporate

QuoteRequestType (303) is always 2 = Automatic Accept for the current implementation of RFQ on Coinbase Exchange. MiscFeeBasis (891) is always 2 = Percentage for the current implementation of RFQ on Coinbase Exchange.

Request For Quote message flow in 7 steps. (1) Customer submits RFQ; (2) Exchange sends Quote Request to liquidity provider; (3) Liquidity provider sends Quote to Exchange; (4) the Exchange responds to the liquidity provider with the Quote Status Report and (5) the Execution Report and (6) the Quote Status Report; (7) the Exchange then sends the customer a fill or cancel message.

See also the new WebSocket RFQ Matches Channel.

Quote (S)

Quote in response to a Quote Request that can be submitted up to the ValidUntilTime (Tag=62) specified in the Quote Request message. The Quote can be submitted as either a one-way quote or two-way quote. Only one side is actioned on if participant wins RFQ.

Precision for price and size is limited to 16 decimal places and 40 digits total.

Tag	Name	Type	Required	Notes
131	QuoteReqID	UUID	Y
117	QuoteID	UUID	Y
55	Symbol	String32	Y	Example: `BTC-AVAX`
132	BidPx	Float64	C	Required if submitting a bid
133	OfferPx	Float64	C	Required if submitting an offer
134	BidSize	Float64	C	Required if submitting a bid. Must match OrderQty in Quote Request
135	OfferSize	Float64	C	Required if submitting an offer. Must match OrderQty in Quote Request

Quote Status Report (AI)

` Message sent in response to a successful or unsuccessful Quote.

If the Quote was accepted, QuoteStatus=16 (Active).
If the Quote was rejected, QuoteStatus=9 (Rejected).
If the Quote was accepted and selected for execution, QuoteStatus=19 (Pending), and you receive an Execution Report.
If the Quote was accepted but not selected for execution, QuoteStatus=17 (Canceled).
If there is no response to a Quote request from Liquidity Providers, QuoteStatus=7 (Expired).

Tag	Name	Type	Required	Notes
131	QuoteReqID	UUID	Y
117	QuoteID	UUID	C
55	Symbol	String32	Y	Example: `BTC-AVAX`
38	OrderQty	Float64	Y	Echoed from Quote 35=S
132	BidPx	Float64	Y	Echoed from Quote 35=S
133	OfferPx	Float64	Y	Echoed from Quote 35=S
134	BidSize	Float64	C	Must match OrderQty in Quote Request
135	OfferSize	Float64	C	Must match OrderQty in Quote Request
62	ValidUntilTime	UTCTimestamp	Y	UTC millis `20220712-00:00:00.000`
126	ExpireTime	UTCTimestamp	Y	UTC millis `20220712-00:00:00.000`
297	QuoteStatus	Int32	Y	`5` = Rejected: Insufficient funds (in response to 35=S) `7` = Expired: ▪ Either no response to 35=S from liquidity providers ▪ Or best quote not accepted by counterparty `16` = Active: Quote successful (in response to 35=S) `17` = Canceled: ▪ Either quoting window expired bc quote not best ▪ Or RFQ was unable to hold funds `19` = Pending Trade: RFQ selected for execution
58	Text	String	C	Required if QuoteStatus=5, Quote action was rejected

Resend Request (2)

FIX Resend Requests are sent by the receiving application to initiate the retransmission of messages.

Tag	Name	Description
7	BeginSeqNo	Sequence number of first message in range to be resent
16	EndSeqNo	Sequence number of last message in range to be resent

Guidance

To successfully use replay functionality, submit a unique senderLocationID when logging on (because you can have multiple connections per API key). SenderLocationID <142> identifies the message originator’s location.
To replay messages from a previous session, include ResetSeqNumFlag=N in your logon message (because, by default, we clear users sessions when logging on). You must also include the same senderLocationID used in the previous session to continue the session. ResetSeqNumFlag <141> is a boolean flag that indicates whether or not both sides of the FIX session should reset sequence numbers.

Sequence Numbers

Each request must be in batches of 2000 messages or less and lookback (the duration we keep messages) is 3 hours. For example, say you received messages in sequence range 4000-10000 within the last 3 hours:

You can retrieve all messages from 4000 to 10000 by sending 3 requests in batches of 2000.
You cannot retrieve messages before 4000 because of the 3 hour lookback.

Sample Ranges

Request single: BeginSeqNo <7> = EndSeqNo <16>
Request range: BeginSeqNo <7> = first message in range; EndSeqNo <16> = last message in range
Request range: BeginSeqNo <7> = first message in range; EndSeqNo <16> = 2000th message from first message (999999 or 0)

Heartbeat (0)

Sent by both sides if no messages have been sent for (HeartBtInt x 0.75) seconds, as agreed upon during logon. May also be sent in response to a Test Request.

Tag	Name	Description
112	TestReqID	Copied from the Test Request, if any

Test Request (1)

May be sent at any time by either side.

Tag	Name	Description
112	TestReqID	Free text

GET STARTED

WALLETS

PAYMENTS

TRADING

BASE TOOLS

DATA

AI

STAKING

FAUCET

CONSUMER APIS

BUSINESS APIS

INSTITUTIONAL APIS

​Header

​Logon (A)

​Logout (5)

​New Order Single (D)

​SelfTradePrevention Values

​Time In Force Values

​Errors

​Take Profit Stop Loss Orders

​Limit With Funds Orders

​New Order Batch (U6)

​Order Cancel Request (F)

​Order Status Request (H)

​Response

​Order Cancel Batch Request (U4)

​Response

​Execution Report (8)

​ExecType Values

​New Order Batch Reject (U7)

​Modify Order Request (G)

​Guidance

​Queue Priority

​OrderQty (38)

​Matching

​Order Cancel Reject (9)

​Order Cancel Batch Reject (U5)

​Reject (3)

​SessionRejectReason Values

​RFQ Request (AH)

​RFQ Order Protections

​Quote Request (R)

​Quote (S)

​Quote Status Report (AI)

​Resend Request (2)

​Guidance

​Sequence Numbers

​Sample Ranges

​Heartbeat (0)

​Test Request (1)

Header

Logon (A)

Logout (5)

New Order Single (D)

SelfTradePrevention Values

Time In Force Values

Errors

Take Profit Stop Loss Orders

Limit With Funds Orders

New Order Batch (U6)

Order Cancel Request (F)

Order Status Request (H)

Response

Order Cancel Batch Request (U4)

Response

Execution Report (8)

ExecType Values

New Order Batch Reject (U7)

Modify Order Request (G)

Guidance

Queue Priority

OrderQty (38)

Matching

Order Cancel Reject (9)

Order Cancel Batch Reject (U5)

Reject (3)

SessionRejectReason Values

RFQ Request (AH)

RFQ Order Protections

Quote Request (R)

Quote (S)

Quote Status Report (AI)

Resend Request (2)

Guidance

Sequence Numbers

Sample Ranges

Heartbeat (0)

Test Request (1)