Prime FIX 5.0 Messages

This specification is currently in beta and requires account enablement. Features and definitions are subject to change.

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

Session Management Messages

(A) Logon

Initiates FIX session connection between client and server.

Standard Header Fields

Tag	Name	FIX Type	Req	Description
8	BeginString	String	Y	`FIX.5.0`
9	BodyLength	Int	Y	Message body length in bytes
35	MsgType	String	Y	`A` = Logon
49	SenderCompID	String	Y	Sender’s unique identifier
56	TargetCompID	String	Y	Target’s unique identifier
34	MsgSeqNum	Int	Y	Message sequence number
52	SendingTime	UTCTimestamp	Y	Time of message transmission

Logon Message Fields

Tag	Name	FIX Type	Req	Description
96	RawData	text	Y	Signature
98	EncryptMethod	Int	Y	`0` = None
108	HeartBtInt	Int	Y	Heartbeat interval in seconds (recommended: 30)
141	ResetSeqNumFlag	Boolean	N	`Y` = Reset sequence numbers to 1
553	Username	String	Y	Client username for authentication
554	Password	String	Y	Client password for authentication
1137	DefaultApplVerID	String	Y	`9` = FIX50SP2 = FIX 5.0 Service Pack 2

(5) Logout

Terminates FIX session gracefully.

Tag	Name	FIX Type	Req	Description
58	Text	String	N	Logout reason or informational message

(0) Heartbeat

Maintains session connectivity and confirms system responsiveness.

Tag	Name	FIX Type	Req	Description
112	TestReqID	String	C	Required if responding to TestRequest. Echo the TestReqID from the TestRequest message.

(1) TestRequest

Validates session responsiveness when no messages received within HeartBtInt period.

Tag	Name	FIX Type	Req	Description
112	TestReqID	String	Y	Unique identifier that must be echoed in Heartbeat response

(3) Reject

Indicates session-level rejection of a received message.

Tag	Name	FIX Type	Req	Description
45	RefSeqNum	Int	Y	MsgSeqNum of rejected message
371	RefTagID	Int	C	Tag number of the field with error
372	RefMsgType	String	C	MsgType of rejected message
373	SessionRejectReason	Int	C	`0` = Invalid tag number `1` = Required tag missing `2` = Tag not defined `5` = Value incorrect `6` = Incorrect data format
58	Text	String	N	Human-readable description of rejection

(2) ResendRequest

Requests retransmission of messages when gap detected in sequence numbers.

Tag	Name	FIX Type	Req	Description
7	BeginSeqNo	Int	Y	Starting sequence number for resend range
16	EndSeqNo	Int	Y	Ending sequence number (`0` = resend all messages after BeginSeqNo)

(4) SequenceReset

Resets message sequence numbers or fills sequence gaps.

Tag	Name	FIX Type	Req	Description
123	GapFillFlag	Boolean	C	`Y` = Gap fill mode (messages 34 through NewSeqNo-1 have been skipped)
36	NewSeqNo	Int	Y	New sequence number for next message

Order Entry Messages

All messages in this section must include the Standard Header fields. See (A) Logon for the full field list.

(D) NewOrderSingle

Request to submit new single-legged order.

Tag	Name	FIX Type	Req	Description
1	Account	String(16)	Y	Trading account identifier
11	ClOrdID	String(36)	Y	Unique client order identifier. Must be unique across all orders.
38	OrderQty	Int(9)	Y	Order quantity (positive integer)
152	CashOrderQty	Int(9)	Y	Order quantity (in quote units)
40	OrdType	Char(1)	Y	`1` = Market `2` = Limit `4` = Stop Limit
44	Price	Price(20)	C	Limit price. Required for Limit and Stop Limit orders.
54	Side	Char(1)	Y	`1` = Buy, `2` = Sell
55	Symbol	String(24)	Y	Instrument symbol (e.g., BTC-27FEB26-CDE, ETH-USD).
167	SecurityType	String(6)	Y	`FUT` = Futures
59	TimeInForce	Char(1)	N	`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)
18	ExecInst	Char	N	`A` = Post only
99	StopPx	Price(20)	C	Stop trigger price. Required for Stop and Stop Limit orders.
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(1)	N	`A` = Agency, `P` = Principal
847	TargetStrategy		N	Requires ExpireTime and EffectiveTime for TWAP/VWAP orders. `1001` = TWAP
1028	ManualOrderIndicator	Boolean	Y	`Y` = Manual order entry, `N` = Automated/algorithmic
1031	CustOrderHandlingInst	String	Y	`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

(F) OrderCancelRequest

Request to cancel submitted single or multi-leg order.

Tag	Name	FIX Type	Req	Description
1	Account	String(16)	Y	Account identifier
11	ClOrdID	String(36)	Y	New unique client order identifier for this cancel request
37	OrderID	String(17)	Y	Exchange-assigned order ID to be canceled (from ExecutionReport)
41	OrigClOrdID	String(36)	N	ClOrdID of the order being canceled
54	Side	Char(1)	Y	Original order side (`1` = Buy, `2` = Sell)
55	Symbol	String(24)	Y	Instrument symbol
167	SecurityType	String(6)	Y	`FUT`
60	TransactTime	UTCTimestamp	Y	Cancel request submission time
1028	ManualOrderIndicator	Boolean	Y	`Y` = Manual, `N` = Automated

(H) OrderStatusRequest

Queries current status of an order.

Tag	Name	FIX Type	Req	Description
1	Account	String(16)	N	Account identifier
11	ClOrdID	String(36)	Y	Client order identifier
37	OrderID	String(17)	C	Exchange order ID (if known)
54	Side	Char(1)	Y	Order side (`1` = Buy, `2` = Sell)
55	Symbol	String(24)	Y	Instrument symbol
167	SecurityType	String(6)	Y	`FUT`

(8) ExecutionReport

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

Tag	Name	FIX Type	Req	Description
1	Account	String(16)	Y	Account identifier
11	ClOrdID	String(36)	Y	Client order identifier from request message
13	CommType	String	Y	`3` = Absolute
12	Commission	Amt	Y	The Coinbase commission incurred for this fill in quote currency
17	ExecID	String	Y	Unique execution identifier assigned by exchange. Returns `0` when sent in with OrderStatusRequest
30	LastMkt	String	Y	Venue of execution for last fill
37	OrderID	String(17)	Y	Exchange-assigned order identifier
41	OrigClOrdID	String(36)	C	Original ClOrdID when responding to cancel/replace requests
150	ExecType	Char	Y	`A` = Pending New `0` = New `4` = Canceled `8` = Rejected `C` = Expired `F` = Trade (partial or full fill) `3` = Done for Day `L` = Stop Triggered
39	OrdStatus	Char	Y	`A` = Pending New `0` = New `I` = Order Status `1` = Partially filled `2` = Filled `4` = Canceled `8` = Rejected `C` = Expired `6` = Pending Cancel `E` = Pending Replace
54	Side	Char(1)	Y	`1` = Buy, `2` = Sell
55	Symbol	String(24)	Y	Instrument symbol
167	SecurityType	String(6)	Y	`FUT`
38	OrderQty	Int(9)	Y	Original order quantity
40	OrdType	Char(1)	Y	`1` = Market `2` = Limit `3` = Stop `4` = Stop Limit
44	Price	Price(20)	C	Limit price (if applicable)
99	StopPx	Price(20)	C	Stop trigger price (if applicable)
59	TimeInForce	Char(1)	N	`1` = GTC `6` = GTD `3` = IOC `4` = FOK
60	TransactTime	UTCTimestamp	Y	Transaction time (YYYYMMDD-HH:MM:SS.ssssss)
14	CumQty	Qty	Y	Cumulative quantity filled
151	LeavesQty	Qty	Y	Quantity remaining open (OrderQty - CumQty)
152	CashOrderQty	Qty	Y	Quantity remaining in quote currency
32	LastQty	Qty	C	Quantity filled in this execution (required when ExecType = `F`)
31	LastPx	Price(20)	C	Execution price (required when ExecType = `F`)
6	AvgPx	Price(20)	Y	Average fill price across all executions
136	NoMiscFees		C	Number of MiscFees (repeating group)
↳137	MiscFeeAmt	Amt	C	Misc fee value
↳138	MiscFeeCurr	String	C	Currency of misc fees in quote currency
↳139	MiscFeeType	String	C	`1` = Regulatory Fee `7` = Client Fee `4` = Venue Fee `3` = Trading Desk Fee `14` = Financing Fee `31` = Clearing Fee
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
168	EffectiveTime	UTCTimestamp	C	Start time of an order (required for TWAP/VWAP)
126	ExpireTime	UTCTimestamp	C	Expiration time (when TimeInForce = GTD)
1138	DisplayQty	Qty	C	Display quantity for iceberg orders. Only available when OrdType `2` = Limit or `4` = Stop Limit
528	OrderCapacity	Char(1)	N	`A` = Agency, `P` = Principal
1057	AggressorIndicator	Boolean	N	`Y` = Aggressor, `N` = Passive (for trade reporting)

Appendix A: Code Sets

OrdType (40)

Value	Description
1	Market
2	Limit
3	Stop
4	Stop Limit

Side (54)

Value	Description
1	Buy
2	Sell

SecurityType (167)

Value	Description
FUT	Futures

TimeInForce (59)

Value	Description
1	Good Till Cancel (GTC)
3	Immediate or Cancel (IOC)
4	Fill or Kill (FOK)
6	Good Till Date (GTD)

ExecType (150)

Value	Description
0	New
3	Done for Day
4	Canceled
5	Replace
8	Rejected
A	Pending New
C	Expired
F	Trade (partial or full fill)
I	Order Status
L	Stop Triggered

OrdStatus (39)

Value	Description
0	New
1	Partially filled
2	Filled
4	Canceled
6	Pending Cancel
8	Rejected
A	Pending New
C	Expired
E	Pending Replace

REST API

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FIX 4.2 API

FIX 5.0 API

Session Management Messages

(A) Logon

(5) Logout

(0) Heartbeat

(1) TestRequest

(3) Reject

(2) ResendRequest

(4) SequenceReset

Order Entry Messages

(D) NewOrderSingle

(F) OrderCancelRequest

(H) OrderStatusRequest

(8) ExecutionReport

Appendix A: Code Sets

OrdType (40)

Side (54)

SecurityType (167)

TimeInForce (59)

ExecType (150)

OrdStatus (39)

​Session Management Messages

​(A) Logon

​(5) Logout

​(0) Heartbeat

​(1) TestRequest

​(3) Reject

​(2) ResendRequest

​(4) SequenceReset

​Order Entry Messages

​(D) NewOrderSingle

​(F) OrderCancelRequest

​(H) OrderStatusRequest

​(8) ExecutionReport

​Appendix A: Code Sets

​OrdType (40)

​Side (54)

​SecurityType (167)

​TimeInForce (59)

​ExecType (150)

​OrdStatus (39)

Session Management Messages

(A) Logon

(5) Logout

(0) Heartbeat

(1) TestRequest

(3) Reject

(2) ResendRequest

(4) SequenceReset

Order Entry Messages

(D) NewOrderSingle

(F) OrderCancelRequest

(H) OrderStatusRequest

(8) ExecutionReport

Appendix A: Code Sets

OrdType (40)

Side (54)

SecurityType (167)

TimeInForce (59)

ExecType (150)

OrdStatus (39)