Prime FIX 5.0 Order Entry

In the tables below, the Req column indicates whether a field is required: Y = Required, N = Optional, C = Conditional on another field or product. ↳ denotes a field within a repeating group.

All messages on this page include the standard header and trailer fields.

Order entry messages

NewOrderSingle (D)

Request to submit a new single-legged order.

Tag	Name	Data Type	Req	Description
1	Account	String	Y	Trading account identifier
11	ClOrdID	String	Y	Unique client order identifier. Must be unique across all orders.
55	Symbol	String	Y	Instrument symbol (e.g., BTC-USD, ETH-USD spot; BTC-27FEB26-CDE futures).
167	SecurityType	String	Y	`SPOT` = Spot `FUT` = Futures `PERP` = Perpetual futures
54	Side	Char	Y	`1` = Buy, `2` = Sell
40	OrdType	Char	Y	`1` = Market `2` = Limit `4` = Stop Limit `D` = Previously Quoted (RFQ) `P` = Pegged
847	TargetStrategy	Int	N	`1` = VWAP `1001` = TWAP. Requires EffectiveTime and ExpireTime.
59	TimeInForce	Char	Y	`0` = Day `1` = Good Till Cancel (GTC) `6` = Good Till Date (GTD) `3` = Immediate or Cancel (IOC) `4` = Fill or Kill (FOK)
60	TransactTime	UTCTimestamp	Y	Order submission time (YYYYMMDD-HH:MM:SS.sss in UTC)
38	OrderQty	Int	N	Order quantity in base units. Provide either OrderQty or CashOrderQty.
152	CashOrderQty	Int	N	Order quantity in quote units. Provide either OrderQty or CashOrderQty.
44	Price	Price	C	Limit price. Required for Limit and Stop Limit orders.
99	StopPx	Price	C	Stop trigger price. Required for Stop Limit orders.
18	ExecInst	Char	N	`A` = Post only
126	ExpireTime	UTCTimestamp	C	Expiration time. Required when TimeInForce = `6` (GTD).
168	EffectiveTime	UTCTimestamp	C	Start time of an order (required for TWAP/VWAP orders).
1138	DisplayQty	Qty	N	Display quantity for iceberg orders. Only available when OrdType `2` = Limit or `4` = Stop Limit.
528	OrderCapacity	Char	N	`A` = Agency, `P` = Principal
211	PegOffsetValue	Float	C	Peg offset from the reference price. Required for Pegged (`P`) orders.
836	PegOffsetType	Int	C	`0` = Price `1` = Basis points `4` = Cumulative depth in base units. Required for Pegged orders.
100	ExDestination	Exchange	N	Execution destination / venue routing hint.
117	QuoteID	String	C	Quote identifier. Required for Previously Quoted (`D`) orders.
120	SettlCurrency	Currency	N	Settlement currency (spot).
9821	StpId	String	N	Self-trade prevention (STP) group identifier.
8998	IsBuyExact	Boolean	N	Spot quote-denominated buys: `Y` = treat CashOrderQty as the exact buy amount.
8999	IsRaiseExact	Boolean	N	Spot quote-denominated orders: `Y` = treat the quote amount raised as exact.
957	NoStrategyParameters		N	Number of strategy parameters (repeating group).
↳958	StrategyParameterName	String	C	`HistoricalPOV` = participation rate for TWAP/VWAP `WIGLevel` = would-if-good price level for Peg orders
↳959	StrategyParameterType	Int	C	`14` = String
↳960	StrategyParameterValue	String	C	Strategy parameter value (decimal, e.g., `0.25`)
1028	ManualOrderIndicator	Boolean	C	`Y` = Manual order entry, `N` = Automated/algorithmic. Required for FCM futures; not used for spot.
1031	CustOrderHandlingInst	String	C	`W` = Desk `Y` = Electronic (default) `C` = Vendor provided platform billed by executing broker `G` = Sponsored access via exchange API `H` = Premium algorithmic trading provided by executing broker `D` = Other. Required when SecurityType = `FUT`.

To accept a previously returned spot RFQ quote, see RFQ.

OrderCancelRequest (F)

Request to cancel a submitted order.

Tag	Name	Data Type	Req	Description
1	Account	String	Y	Account identifier
11	ClOrdID	String	Y	New unique client order identifier for this cancel request
37	OrderID	String	Y	Exchange-assigned order ID to be canceled (from ExecutionReport)
41	OrigClOrdID	String	Y	ClOrdID of the order being canceled
54	Side	Char	Y	Original order side (`1` = Buy, `2` = Sell)
55	Symbol	String	Y	Instrument symbol
60	TransactTime	UTCTimestamp	Y	Cancel request submission time

OrderCancelReject (9)

Sent when an OrderCancelRequest (F) or OrderCancelReplaceRequest (G) cannot be honored.

Tag	Name	Data Type	Req	Description
37	OrderID	String	Y	Exchange-assigned order identifier (`0` if unknown)
11	ClOrdID	String	Y	ClOrdID of the cancel/replace request being rejected
41	OrigClOrdID	String	N	OrigClOrdID from the rejected request
39	OrdStatus	Char	Y	Current order status (see the OrdStatus code set)
434	CxlRejResponseTo	Char	Y	`1` = Order Cancel Request `2` = Order Cancel/Replace Request
102	CxlRejReason	Int	N	`0` = Too late to cancel `1` = Unknown order `99` = Other
58	Text	String	N	Human-readable rejection reason

OrderCancelReplaceRequest (G)

Request to modify a live order (amend price, quantity, or other attributes).

Tag	Name	Data Type	Req	Description
1	Account	String	Y	Account identifier
11	ClOrdID	String	Y	New unique client order identifier for this replace request
41	OrigClOrdID	String	Y	ClOrdID of the order being replaced
37	OrderID	String	N	Exchange-assigned order ID being replaced (from ExecutionReport)
55	Symbol	String	Y	Instrument symbol
167	SecurityType	String	Y	`SPOT`, `FUT`, or `PERP`
54	Side	Char	Y	Order side (`1` = Buy, `2` = Sell)
40	OrdType	Char	Y	`1` = Market `2` = Limit `4` = Stop Limit `D` = Previously Quoted `P` = Pegged
60	TransactTime	UTCTimestamp	Y	Replace request submission time
38	OrderQty	Int	N	New order quantity in base units. Provide either OrderQty or CashOrderQty.
152	CashOrderQty	Int	N	New order quantity in quote units. Provide either OrderQty or CashOrderQty.
44	Price	Price	C	New limit price. Required for Limit and Stop Limit orders.
99	StopPx	Price	C	New stop trigger price. Required for Stop Limit orders.
1138	DisplayQty	Qty	N	New display quantity for iceberg orders.
126	ExpireTime	UTCTimestamp	C	New expiration time. Required when TimeInForce = `6` (GTD).
211	PegOffsetValue	Float	C	New peg offset. Required for Pegged (`P`) orders.
528	OrderCapacity	Char	C	`A` = Agency, `P` = Principal. Required for FCM futures; not used for spot.
582	CustOrderCapacity	Int	C	`1` = Member trading for their own account `2` = Clearing firm trading for its proprietary account `3` = Member trading for another member `4` = All other. Required for FCM futures.
1028	ManualOrderIndicator	Boolean	C	`Y` = Manual, `N` = Automated. Required for FCM futures; not used for spot.
1031	CustOrderHandlingInst	String	C	See NewOrderSingle. Required for FCM futures; not used for spot.

OrderStatusRequest (H)

Queries current status of an order.

Tag	Name	Data Type	Req	Description
1	Account	String	Y	Account identifier
55	Symbol	String	Y	Instrument symbol
167	SecurityType	String	Y	`SPOT`, `FUT`, or `PERP`
11	ClOrdID	String	N	Client order identifier
37	OrderID	String	N	Exchange order ID (if known)

ExecutionReport (8)

Reports order status changes, fills, rejections, and other execution events.

Tag	Name	Data Type	Req	Description
37	OrderID	String	Y	Exchange-assigned order identifier
17	ExecID	String	Y	Unique execution identifier assigned by exchange. Returns `0` when sent in response to OrderStatusRequest.
150	ExecType	Char	Y	`A` = Pending New `0` = New `3` = Done for Day `4` = Canceled `6` = Pending Cancel `8` = Rejected `C` = Expired `F` = Trade (partial or full fill) `L` = Stop Triggered `I` = Order Status
39	OrdStatus	Char	Y	`A` = Pending New `0` = New `1` = Partially filled `2` = Filled `4` = Canceled `6` = Pending Cancel `8` = Rejected `C` = Expired
54	Side	Char	Y	`1` = Buy, `2` = Sell
151	LeavesQty	Qty	Y	Quantity remaining open (OrderQty - CumQty)
14	CumQty	Qty	Y	Cumulative quantity filled
6	AvgPx	Price	Y	Average fill price across all executions
55	Symbol	String	Y	Instrument symbol
167	SecurityType	String	Y	`SPOT`, `FUT`, or `PERP`
1	Account	String	Y	Account identifier
11	ClOrdID	String	N	Client order identifier from the request message
41	OrigClOrdID	String	C	Original ClOrdID when responding to cancel/replace requests
40	OrdType	Char	N	`1` = Market `2` = Limit `4` = Stop Limit `D` = Previously Quoted `P` = Pegged
59	TimeInForce	Char	N	`0` = Day `1` = GTC `6` = GTD `3` = IOC `4` = FOK
38	OrderQty	Int	N	Original order quantity
152	CashOrderQty	Qty	N	Order quantity in quote currency
44	Price	Price	C	Limit price (if applicable)
99	StopPx	Price	C	Stop trigger price (if applicable)
211	PegOffsetValue	Float	N	Peg offset (pegged orders)
836	PegOffsetType	Int	N	Peg offset type (pegged orders)
1138	DisplayQty	Qty	N	Display quantity for iceberg orders
32	LastQty	Qty	C	Quantity filled in this execution (required when ExecType = `F`)
31	LastPx	Price	C	Execution price (required when ExecType = `F`)
30	LastMkt	String	N	Venue of execution for last fill
1301	MarketID	Exchange	N	Market/venue identifier
60	TransactTime	UTCTimestamp	N	Transaction time (YYYYMMDD-HH:MM:SS.ssssss)
168	EffectiveTime	UTCTimestamp	C	Start time of an order (TWAP/VWAP)
126	ExpireTime	UTCTimestamp	C	Expiration time (when TimeInForce = GTD)
103	OrdRejReason	Int	C	Required when ExecType = `8` (Rejected): `1` = Unknown symbol `2` = Exchange closed `3` = Order exceeds limit `4` = Too late to enter `5` = Unknown order `6` = Duplicate order `8` = Stale order `18` = Invalid price increment `99` = Other (see Text)
58	Text	String	N	Rejection reason or other informational message
120	SettlCurrency	Currency	N	Settlement currency (spot)
119	SettlCurrAmt	Amt	N	Settlement currency amount (spot; feature-gated)
528	OrderCapacity	Char	N	`A` = Agency, `P` = Principal
1057	AggressorIndicator	Boolean	N	`Y` = Aggressor, `N` = Passive (for trade reporting)
8002	FilledValue	Price	N	Cumulative filled value in quote currency (spot; feature-gated)
8998	IsBuyExact	Boolean	N	Echoes the submitted IsBuyExact flag (spot; feature-gated)
8999	IsRaiseExact	Boolean	N	Echoes the submitted IsRaiseExact flag (spot; feature-gated)
9821	StpId	String	N	Self-trade prevention (STP) group identifier
9823	InternalStpId	String	N	Internal self-trade prevention identifier
12	Commission	Amt	C	The Coinbase commission incurred for this fill, in quote currency (present on fills)
13	CommType	String	C	`3` = Absolute (present on fills)
136	NoMiscFees		C	Number of MiscFees (repeating group; present on fills)
↳137	MiscFeeAmt	Amt	C	Misc fee value
↳138	MiscFeeCurr	Currency	C	Currency of misc fee
↳139	MiscFeeType	Char	C	`1` = Regulatory `8` = Markup Fee (Trading Desk Fee) `4` = Exchange fees `7` = Other `14` = Security lending

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FIX 5.0 API

Order entry messages

NewOrderSingle (D)

OrderCancelRequest (F)

OrderCancelReject (9)

OrderCancelReplaceRequest (G)

OrderStatusRequest (H)

ExecutionReport (8)

​Order entry messages

​NewOrderSingle (D)

​OrderCancelRequest (F)

​OrderCancelReject (9)

​OrderCancelReplaceRequest (G)

​OrderStatusRequest (H)

​ExecutionReport (8)

Order entry messages

NewOrderSingle (D)

OrderCancelRequest (F)

OrderCancelReject (9)

OrderCancelReplaceRequest (G)

OrderStatusRequest (H)

ExecutionReport (8)