VERSION 1.13 (see Revision History)
1. Introduction
Institutions can use the FIX Order Entry session to submit and cancel orders.
2. FIX Dictionary
PowerTrade uses FIX 4.4 with the 20030618 errata. No custom tags are used.
2.2. CFICode (ISO 10962)
-
OCECCS
- European cash-settled currency option Call -
OPECCS
- European cash-settled currency option Put -
IFXXXP
- Spot -
FFCCSX
- Cash-settled currency future, perpetual
3. Connecting
Steps to get connected to our FIX infrastructure:
3.1. Get connected
There are 2 options for production FIX connectivity to PowerTrade:
-
Over Internet with TLS encryption using server-side certificate;
-
Over Internet with mutual TLS: using signed certificates on client and server sides.
If you use QuickFIXgo, please specify
SocketUseSSL=Y
or if you use QuickFIXn
SocketUseSSL=Y
-
TEST:
-
DropCopy:
api.wss.test.power.trade:2020
-
OrderEntry:
api.wss.test.power.trade:2021
-
-
PROD:
-
DropCopy:
api.wss.prod.power.trade:2020
-
OrderEntry:
api.wss.prod.power.trade:2021
-
3.4. Orders Ownership
The ownership of orders within the system is tied to the API Key used during their submission. This means that orders submitted using API Keys enabled for CoD (Cancellation of Orders on Disconnection) will be automatically canceled only when the connection associated with their owner API Key drops.
DropCopy provides a read-only feed, allowing users to receive events associated with their account, irrespective of the API Keys used to submit them. For example, Web App (and Mobile App) uses its own API Key and orders entered via the Web App are controlled exclusively through the Web App interface (but these orders are visible through DropCopy).
Using specific patterns in the values of ClOrdID per API Keys, it is possible to group orders on DropCopy client end to recognize their sources of origin (their API Keys/ownership) - this makes possible monitoring of the exposure risks per trading bot having single DropCopy feed.
4. Session-level messages
4.1. Establishing a connection
-
Client sends server → Logon <A> message
-
Is client ResetSeqNumFlag <141> to
Y
?-
Yes, reset sequence numbers and proceed
-
server resets next expected client sequence number
-
server resets its own sequence number
-
server responds with ← Logon <A> message with reset sequence number
-
client sends server → Heartbeat <0>
-
-
No, disconnect
-
-
Success! Your FIX connection is established.
4.2. When can sequence numbers be reset?
PowerTrade runs the server side of the FIX connection ("acceptor"). PowerTrade never resets sequence numbers on the server side during the logon workflow unless the client explicitly requests it.
The client ("initiator") can reset sequence numbers during Logon <A> by setting ResetSeqNumFlag <141> to Y
.
PowerTrade recommends that client consider configuring the FIX initiator to automatically reset sequence numbers under the following conditions:
-
logon
-
logout
-
disconnect
-
error
While synchronizing sequence numbers after a replay, the client may send a Sequence Reset <4> with GapFillFlag <123> = Y
in lieu of a replay.
4.3. Ending a connection
If the session was initiated using an API Key with enabled ✅Cancel on Disconnect
, then when the client disconnects from the FIX Order Entry, for whatever reason, the exchange will cancel all the orders associated with that FIX session.
The client may send the server an optional Logout <5> message but the exchange will not interpret its absence as being an abnormal condition.
Under certain conditions, the server may send the client a Logout <5> message where the Text <58> field contains the reason, such as scheduled maintenance.
4.4. Message throttling
Every FIX session is a subject to a throttling, so messages that exceed the maximum rate will be rejected via a Business Message Reject <j> .
Message Types | Reject Threshold | Notes |
---|---|---|
300 messages per second |
||
Other |
1000 messages per second |
4.5. Standard Header
The Standard Header is required on every message.
Tag | Name | Required | Description | Valid Values |
---|---|---|---|---|
8 |
Y |
Identifies beginning of new message and protocol version. Must be first field in message |
|
|
9 |
Y |
Message length, in bytes, forward to the CheckSum field. Must be second field in message |
||
35 |
Y |
Defines message type. Must be third field in message |
||
34 |
Y |
Integer message sequence number. |
||
43 |
N |
Indicates possible retransmission of message with this sequence number. Required for retransmitted messages. |
|
|
49 |
Y |
Assigned value used to identify firm sending message. If this message is sent to PowerTrade, then it should contain an API Key. |
||
56 |
Y |
Assigned value used to identify firm sending message. |
If this message is sent to PowerTrade, then it should contain PowerTrade Server Identifier:
|
|
52 |
Y |
UTC Time of message transmission |
|
4.6. Standard Trailer
The Standard Trailer is required on every message.
.Standard Trailer
fields:
Tag | Name | Required | Description | Valid Values |
---|---|---|---|---|
10 |
Y |
Message Checksum, zero-padded 3 chars (e.g. "052"). Must be last field in the message. |
4.7. Logon <A>
Tag | Name | Required | Description | Valid Values |
---|---|---|---|---|
Header with MsgType=A |
||||
98 |
Y |
PowerTrade does not support encryption. |
|
|
108 |
Y |
Heartbeat interval in seconds. |
|
|
141 |
Y |
Indicates both sides of a FIX session should reset sequence numbers. Required in PowerTrade. |
|
|
554 |
Y |
Assigned value used to authenticate the firm sending the message. |
JWT of PowerTrade API key. API keys can be generated in PowerTrade Web App. Procedure of JWT generation is documented in this article. |
|
Trailer |
4.8. Heartbeat <0>
Tag | Name | Required | Description | Valid Values |
---|---|---|---|---|
Header with MsgType=0 |
||||
112 |
C |
Required when the heartbeat is the result of a Test Request <1> message |
||
Trailer |
4.9. Test Request <1>
Tag | Name | Required | Description | Valid Values |
---|---|---|---|---|
Header with MsgType=1 |
||||
112 |
C |
Required when the heartbeat is the result of a Test Request <1> message |
||
Trailer |
4.10. Resend Request <2>
Tag | Name | Required | Description | Valid Values |
---|---|---|---|---|
Header with MsgType=2 |
||||
7 |
Y |
Message sequence number of first message in range to be resent |
||
16 |
Y |
Message sequence number of last message in range to be resent. If request is for a single message |
||
Trailer |
4.11. Reject <3>
Tag | Name | Required | Description | Valid Values |
---|---|---|---|---|
Header with MsgType=3 |
||||
45 |
Y |
MsgSeqNum <34> of the rejected message. |
SeqNum |
|
58 |
N |
Human-readable explanation |
||
371 |
Y |
The tag number of the FIX field being referenced. |
||
372 |
Y |
The MsgType <35> of the rejected message. |
||
373 |
Y |
Code to identify the reason for the Reject <3> message. |
|
|
Trailer |
4.12. Sequence Reset <4>
Tag | Name | Required | Description | Valid Values |
---|---|---|---|---|
Header with MsgType=4 |
||||
36 |
Y |
New sequence number. The receiver should expect this to be the sequence number of the following message. |
||
123 |
Y |
Indicates that the sender is skipping messages rather than resending them. |
|
|
Trailer |
4.13. Logout <5>
Tag | Name | Required | Description | Valid Values |
---|---|---|---|---|
Header with MsgType=5 |
||||
58 |
N |
Human-readable explanation |
||
Trailer |
4.14. Business Message Reject <j>
Tag | Name | Required | Description | Valid Values |
---|---|---|---|---|
Header with MsgType=j |
||||
45 |
Y |
MsgSeqNum <34> of the rejected message. |
SeqNum |
|
372 |
Y |
The MsgType <35> of the rejected message. |
||
379 |
N |
The value of the business level ID field being referenced. |
if |
|
380 |
Y |
Code to identify the reason for the Business Message Reject <j> message |
|
|
58 |
N |
Human-readable explanation |
||
Trailer |
5. Exchange-Bound Messages
5.1. New Order Single <D>
Tag | Name | Required | Description | Valid Values |
---|---|---|---|---|
Header with MsgType=D |
||||
11 |
Y |
Unique ID of the new Order, Cancel, or Cancel/Replace request as assigned by the firm. It is critical that this ID is unique and monotonically increased and be in range 0..72057594037927935 (2^56-1) Good practice: start with Unix time in µs and increment for each request. |
||
526 |
N |
String with up to 16 characters in ASCII range 32-127 (e.g. |
||
18 |
N |
Used to specify values for different order types. If more than one instruction is applicable to an order, this field can contain multiple instructions separated by space. |
|
|
40 |
Y |
Indicates order type |
|
|
44 |
C |
Order Price |
Required for OrdType=LIMIT orders |
|
38 |
Y |
Order Quantity |
Decimal |
|
110 |
N |
Minimum quantity of an order to be executed. Should not be set for TimeInForce except |
Quantity
|
|
54 |
Y |
Order Side Required by FIX specifications, but ignored by PowerTrade. |
|
|
55 |
Y |
Symbol of the Tradeable Entity |
PowerTrade provides symbols of listed treadable entities in Reference Data: * Simplified MD Feeds * Session-based MD Service Ignored for Multi-Leg Order |
|
65 |
N |
ID of the market for corresponding order book |
|
|
59 |
Y |
Specifies how long the orders remains alive |
|
|
60 |
Y |
UTC Time this order request was initiated/released by the trader, trading system, or intermediary. Required by FIX specifications, but ignored by PowerTrade. |
|
|
126 |
C |
UTC Time of order expiration Required if IMPORTANT: The system aligns the value of the requested |
|
|
Trailer |
5.2. New Order Multileg <AB>
Tag | Name | Required | Description | Valid Values |
---|---|---|---|---|
Header with MsgType=AB |
||||
11 |
Y |
Unique ID of the new Order, Cancel, or Cancel/Replace request as assigned by the firm. It is critical that this ID is unique and monotonically increased and be in range 0..72057594037927935 (2^56-1) Good practice: start with Unix time in µs and increment for each request. |
||
526 |
N |
String with up to 16 characters in ASCII range 32-127 (e.g. |
||
18 |
N |
Used to specify values for different order types. If more than one instruction is applicable to an order, this field can contain multiple instructions separated by space. |
|
|
40 |
Y |
Indicates order type |
|
|
44 |
C |
Order Price |
Required for OrdType=LIMIT orders |
|
38 |
Y |
Order Quantity |
Decimal |
|
110 |
N |
Minimum quantity of an order to be executed. Should not be set for TimeInForce except |
Quantity
|
|
54 |
Y |
Order Side Required by FIX specifications, but ignored by PowerTrade. |
|
|
55 |
Y |
Symbol of the Tradeable Entity |
PowerTrade provides symbols of listed treadable entities in Reference Data: * Simplified MD Feeds * Session-based MD Service Ignored for Multi-Leg Order |
|
65 |
N |
ID of the market for corresponding order book |
|
|
555 |
C |
Number of legs. Identifies a Multi-leg Execution if present and non-zero. |
||
Component Block InstrumentLeg: |
||||
600 |
Y |
Multileg instrument’s individual security’s Symbol. See Symbol <55> field for description |
Corresponding |
|
623 |
Y |
The ratio of quantity for this individual leg relative to the entire multileg security. |
May be negative to represent Leg’s Side as reciprocal to Order’s Side |
|
The end of Component Block InstrumentLeg |
||||
59 |
Y |
Specifies how long the orders remains alive |
|
|
60 |
Y |
UTC Time this order request was initiated/released by the trader, trading system, or intermediary. Required by FIX specifications, but ignored by PowerTrade. |
|
|
126 |
C |
UTC Time of order expiration Required if IMPORTANT: The system aligns the value of the requested |
|
|
Trailer |
5.3. Order Cancel Request <F>
This message is used to cancel an order identified either by OrderID
or ClOrdID
.
Cancel by OrderID:
-
OrderID
should be set to theOrderID
of the order to be cancelled; -
OrigClOrdID
can be set to any value (e.g."NONE"
) - it is ignored by Gateway.
Cancel by ClOrdID:
-
OrderID
should be not set; -
OrigClOrdID
should be set to theClOrdID
of the order to be cancelled.
Valid combinations:
Field |
Scenario A |
Scenario B |
Scenario C |
|
|
Set |
Set |
|
Set |
Not set |
Set |
Use-case |
Cancel by OrderID |
Cancel by ClOrdID |
Cancel by OrderID (response |
Invalid combinations:
Field |
Scenario K |
Scenario L |
|
Not set |
Any |
|
Any |
|
Error indication |
Reject <3> message |
Order not found |
Tag | Name | Required | Description | Valid Values |
---|---|---|---|---|
Header with MsgType=F |
||||
41 |
Y |
The original value of the field Required by FIX specifications, ignored if |
||
37 |
N |
The PowerTrade-assigned order ID. |
||
11 |
Y |
ID of the Cancel, or Cancel/Replace request as assigned by the firm. It is used only for indicational purposes and is not required to be unique. |
Only for |
|
54 |
Y |
Order Side Required by FIX specifications, but ignored by PowerTrade. |
|
|
60 |
Y |
UTC Time this order request was initiated/released by the trader, trading system, or intermediary. Required by FIX specifications, but ignored by PowerTrade. |
|
|
Trailer |
5.4. Security Definition Request <c>
Subscription to Security Definition Request
means subscribing to Security Definition and Security Status updates.
Tag | Name | Required | Description | Valid Values |
---|---|---|---|---|
Header with MsgType=c |
||||
320 |
Y |
Unique ID |
String |
|
321 |
Y |
Type of Security Definition Request |
|
|
55 |
N |
Symbol of the Tradeable Entity |
|
|
Trailer |
5.5. Security List Request <x>
Subscription to Security List Request
means subscribing to Security Definition and Security Status updates.
Tag | Name | Required | Description | Valid Values |
---|---|---|---|---|
Header with MsgType=x |
||||
320 |
Y |
Unique ID |
String |
|
559 |
Y |
Identifies the type/criteria |
|
|
55 |
N |
Symbol of the Tradeable Entity |
|
|
Trailer |
6. Client-Bound Messages
6.1. Execution Report <8>
PowerTrade uses the Execution Report <8> message to:
-
confirm the receipt of an order
-
confirm the successful cancellation of an order
-
relay fill information on orders
-
reject orders
Each execution report contains two fields which are used to communicate both the current state of the order as understood by the exchange OrdStatus <39> and the purpose of the message ExecType <150>.
Tag | Name | Required | Description | Valid Values |
---|---|---|---|---|
Header with MsgType=8 |
||||
37 |
Y |
The PowerTrade-assigned order ID. |
|
|
198 |
C |
Required if order is visible in the Order Book |
The PowerTrade-assigned |
|
526 |
N |
String with up to 16 characters in ASCII range 32-127 (e.g. If order has been entered outside FIX Gateway (e.g. via Web), SecondaryClOrdID might be a hex-string, representing the right 16 bytes from |
||
11 |
Y |
Unique ID of the new Order, Cancel, or Cancel/Replace request as assigned by the firm. Trader-assigned |
||
41 |
C |
The original value of the field Conditionally required for response to a Cancel or Cancel/Replace request ( |
||
17 |
Y |
Unique event ID assigned by PowerTrade. |
||
150 |
Y |
Describes the purpose of the Execution Report. |
|
|
39 |
Y |
Describes the current order status. |
|
|
1 |
Y |
Identifier of the party associated with the order. |
||
55 |
Y |
Symbol of the Tradeable Entity |
PowerTrade provides symbols of listed treadable entities in Reference Data: * Simplified MD Feeds * Session-based MD Service Ignored for Multi-Leg Order |
|
54 |
Y |
Order Side |
|
|
38 |
Y |
Order Quantity |
Decimal |
|
40 |
Y |
Indicates order type |
|
|
44 |
C |
Order Price |
Required for OrdType=LIMIT orders |
|
59 |
Y |
Specifies how long the orders remains alive |
|
|
126 |
C |
UTC Time of order expiration Required if IMPORTANT: The system aligns the value of the requested |
|
|
18 |
N |
Used to specify values for different order types. If more than one instruction is applicable to an order, this field can contain multiple instructions separated by space. |
|
|
32 |
C |
Quantity (e.g. shares) of the fill. This field is only present when the order is updated due to a match on the exchange.
Required if |
|
|
31 |
C |
Price of this (last) fill.
Required if For Security Status <f> represents the last price for that security, absent if security has no trades. |
|
|
151 |
Y |
Quantity open for further execution. If the |
Quantity |
|
14 |
Y |
Total quantity (e.g. number of shares) filled. |
Quantity |
|
6 |
Y |
Calculated average price of all fills on this order. PowerTrade doesn’t update this field, so it is always set to |
|
|
58 |
N |
Human-readable explanation |
||
555 |
C |
Number of legs. Identifies a Multi-leg Execution if present and non-zero. |
||
Component Block InstrumentLeg: |
||||
600 |
Y |
Multileg instrument’s individual security’s Symbol. See Symbol <55> field for description |
Corresponding |
|
623 |
Y |
The ratio of quantity for this individual leg relative to the entire multileg security. |
May be negative to represent Leg’s Side as reciprocal to Order’s Side |
|
The end of Component Block InstrumentLeg |
||||
Trailer |
6.2. Order Cancel Reject <9>
The Order Cancel Reject <9> message is issued by the broker upon receipt of a cancel request or cancel/replace request message which cannot be honored.
Tag | Name | Required | Description | Valid Values |
---|---|---|---|---|
Header with MsgType=9 |
||||
37 |
Y |
The PowerTrade-assigned order ID. |
|
|
11 |
Y |
Unique ID of the new Order, Cancel, or Cancel/Replace request as assigned by the firm. Trader-assigned |
||
41 |
Y |
The original value of the field |
||
39 |
Y |
Describes the current order status. |
|
|
434 |
Y |
Identifies the type of request that a Cancel Reject <9> is in response to. |
|
|
Trailer |
6.3. Security Definition <d>
Tag | Name | Required | Description | Valid Values |
---|---|---|---|---|
Header with MsgType=d |
||||
320 |
Y |
Unique ID |
String |
|
322 |
Y |
Unique ID |
String |
|
323 |
Y |
Type of Security Definition <d> message response. |
|
|
55 |
Y |
Symbol of the Tradeable Entity |
PowerTrade provides symbols of listed treadable entities in Reference Data: * Simplified MD Feeds * Session-based MD Service Ignored for Multi-Leg Order |
|
48 |
N |
Required if order is visible in the Order Book |
The PowerTrade-assigned tradeable_entity_id. |
|
22 |
N |
|
||
461 |
Y |
Indicates the type of security using ISO 10962 standard |
See CFICode |
|
711 |
C |
Number of underlying legs that make up the security. |
||
Component Block UnderlyingInstrument: |
||||
311 |
Y |
Underlying security’s Symbol. |
||
309 |
Y |
|||
305 |
Y |
|||
463 |
Y |
|||
318 |
Y |
|||
The end of Component Block UnderlyingInstrument |
||||
15 |
Y |
Identifies currency used for price. |
String |
|
58 |
Y |
Additional information: trading_rule |
JSON, all fields are strings representing monetary numbers:
e.g. |
|
Trailer |
6.4. Security Status <f>
Tag | Name | Required | Description | Valid Values |
---|---|---|---|---|
Header with MsgType=f |
||||
320 |
Y |
Unique ID |
String |
|
322 |
Y |
Unique ID |
String |
|
323 |
Y |
Type of Security Definition <d> message response. |
|
|
55 |
Y |
Symbol of the Tradeable Entity |
PowerTrade provides symbols of listed treadable entities in Reference Data: * Simplified MD Feeds * Session-based MD Service Ignored for Multi-Leg Order |
|
48 |
N |
Required if order is visible in the Order Book |
The PowerTrade-assigned tradeable_entity_id. |
|
22 |
N |
|
||
461 |
Y |
Indicates the type of security using ISO 10962 standard |
See CFICode |
|
711 |
C |
Number of underlying legs that make up the security. |
||
Component Block UnderlyingInstrument: |
||||
311 |
Y |
Underlying security’s Symbol. |
||
309 |
Y |
|||
305 |
Y |
|||
463 |
Y |
|||
318 |
Y |
|||
The end of Component Block UnderlyingInstrument |
||||
15 |
Y |
Identifies currency used for price. |
String |
|
326 |
Y |
Identifies the trading status applicable to the transaction. |
|
|
31 |
C |
Price of this (last) fill.
Required if For Security Status <f> represents the last price for that security, absent if security has no trades. |
|
|
58 |
Y |
Additional information: trading_rule |
JSON, all fields are strings representing monetary numbers:
e.g. |
|
Trailer |
6.5. Security List <y>
Only ready to trade tradeable entities are shown here. If you want to get the list of all tradeable entities including suspended and indicative (e.g. indexes), please use SecurityDefinitionRequest <c>
Tag | Name | Required | Description | Valid Values |
---|---|---|---|---|
Header with MsgType=y |
||||
320 |
Y |
Unique ID |
String |
|
322 |
Y |
Unique ID |
String |
|
560 |
Y |
Unique ID |
String |
|
146 |
Y |
Specifies the number of repeating symbols specified. |
||
Component Block |
||||
55 |
Y |
Symbol of the Tradeable Entity |
PowerTrade provides symbols of listed treadable entities in Reference Data: * Simplified MD Feeds * Session-based MD Service Ignored for Multi-Leg Order |
|
48 |
N |
Required if order is visible in the Order Book |
The PowerTrade-assigned tradeable_entity_id. |
|
22 |
N |
|
||
461 |
Y |
Indicates the type of security using ISO 10962 standard |
See CFICode |
|
711 |
C |
Number of underlying legs that make up the security. |
||
Component Block UnderlyingInstrument: |
||||
311 |
Y |
Underlying security’s Symbol. |
||
309 |
Y |
|||
305 |
Y |
|||
463 |
Y |
|||
318 |
Y |
|||
The end of Component Block UnderlyingInstrument |
||||
15 |
Y |
Identifies currency used for price. |
String |
|
58 |
Y |
Additional information: trading_rule |
JSON, all fields are strings representing monetary numbers:
e.g. |
|
The end of Component Block |
||||
Trailer |
6.6. Trading Session Status <h>
The message provides information on the status of a market:
-
TradSesStatus
=Closed
is sent on cycle_ending and notifies that processing of order-related requests is postponed. -
TradSesStatus
=Open
is sent on cycle_started and notifies that processing of order-related requests is resumed.
Tag | Name | Required | Description | Valid Values |
---|---|---|---|---|
Header with MsgType=h |
||||
336 |
Y |
Identifier for Trading Session
|
Uint64 (UNIX time in ns) |
|
339 |
Y |
Trading Session Mode |
|
|
325 |
Y |
Indicates whether or not message is being sent as a result of a subscription request or not |
|
|
340 |
Y |
State of the trading session |
|
|
341 |
Y |
Expected open time of the trading session |
|
|
345 |
Y |
Expected close time of the trading session |
|
|
Trailer |
7. Examples
7.1. Logon
7.1.1. Request
8=FIX.4.4|9=371|35=A|34=1|49=17b92233f33a4d9a1688fe7d2a5be705|52=20230802-11:01:23.047|56=PT-OE|98=0|108=30|141=Y|554=eyJhbGciOiJFUzI1NiIsInR5cCI6IkpXVCJ9.eyJpc3MiOiJhcGkud3NzLmRldi5wb3dlci50cmFkZSIsInN1YiI6IjE3YjkyMjMzZjMzYTRkOWExNjg4ZmU3ZDJhNWJlNzA1IiwiZXhwIjoxNjkwOTc0MDk4LCJpYXQiOjE2OTA5NzQwODN9.p_j6e_1dfmuYT9eveIx-ASu-mtT8HuXltQ_O_8K896f8Y5W5CZQiNb0G1Y8XGZoDGryjuGC-YzMoEkqsGSIYAA|10=201|
HEADER:
--------------------------------------------------------------------
[ 8] BeginString: FIX.4.4 []
[ 9] BodyLength: 371 []
[ 34] MsgSeqNum: 1 []
[ 35] MsgType: A [LOGON]
[ 49] SenderCompID: 17b92233f33a4d9a1688fe7d2a5be705 []
[ 52] SendingTime: 20230802-11:01:23.047 []
[ 56] TargetCompID: PT-OE []
BODY:
--------------------------------------------------------------------
[ 98] EncryptMethod: 0 [NONE]
[ 108] HeartBtInt: 30 []
[ 141] ResetSeqNumFlag: Y [YES]
[ 554] Password: eyJhbGciOiJFUzI1NiIsInR5cCI6IkpXVCJ9.eyJpc3MiOiJhcGkud3NzLmRldi5wb3dlci50cmFkZSIsInN1YiI6IjE3YjkyMjMzZjMzYTRkOWExNjg4ZmU3ZDJhNWJlNzA1IiwiZXhwIjoxNjkwOTc0MDk4LCJpYXQiOjE2OTA5NzQwODN9.p_j6e_1dfmuYT9eveIx-ASu-mtT8HuXltQ_O_8K896f8Y5W5CZQiNb0G1Y8XGZoDGryjuGC-YzMoEkqsGSIYAA []
TRAILER:
--------------------------------------------------------------------
[ 10] CheckSum: 201 []
7.1.2. Response
8=FIX.4.4|9=98|35=A|34=1|49=PT-OE|52=20230802-11:01:23.046|56=17b92233f33a4d9a1688fe7d2a5be705|98=0|108=30|141=Y|10=032|
HEADER:
--------------------------------------------------------------------
[ 8] BeginString: FIX.4.4 []
[ 9] BodyLength: 98 []
[ 34] MsgSeqNum: 1 []
[ 35] MsgType: A [LOGON]
[ 49] SenderCompID: PT-OE []
[ 52] SendingTime: 20230802-11:01:23.046 []
[ 56] TargetCompID: 17b92233f33a4d9a1688fe7d2a5be705 []
BODY:
--------------------------------------------------------------------
[ 98] EncryptMethod: 0 [NONE]
[ 108] HeartBtInt: 30 []
[ 141] ResetSeqNumFlag: Y [YES]
TRAILER:
--------------------------------------------------------------------
[ 10] CheckSum: 032 []
7.2. NewOrderSingle: Limit
7.2.1. Request
8=FIX.4.4|9=199|35=D|34=7|49=17b92233f33a4d9a1688fe7d2a5be705|52=20230802-11:20:11.303|56=PT-OE|11=1690975211302602|38=0.1500|40=2|44=22150.00|54=1|55=BTC-USD|59=6|60=20230802-11:20:11.302|126=20230803-11:20:11.302|10=186|
HEADER:
--------------------------------------------------------------------
[ 8] BeginString: FIX.4.4 []
[ 9] BodyLength: 199 []
[ 34] MsgSeqNum: 7 []
[ 35] MsgType: D [ORDER_SINGLE]
[ 49] SenderCompID: 17b92233f33a4d9a1688fe7d2a5be705 []
[ 52] SendingTime: 20230802-11:20:11.303 []
[ 56] TargetCompID: PT-OE []
BODY:
--------------------------------------------------------------------
[ 11] ClOrdID: 1690975211302602 []
[ 38] OrderQty: 0.1500 []
[ 40] OrdType: 2 [LIMIT]
[ 44] Price: 22150.00 []
[ 54] Side: 1 [BUY]
[ 55] Symbol: BTC-USD []
[ 59] TimeInForce: 6 [GOOD_TILL_DATE]
[ 60] TransactTime: 20230802-11:20:11.302 []
[ 126] ExpireTime: 20230803-11:20:11.302 []
TRAILER:
--------------------------------------------------------------------
[ 10] CheckSum: 186 []
7.2.2. Response: Pending
8=FIX.4.4|9=290|35=8|34=6|49=PT-OE|52=20230802-11:20:11.305|56=17b92233f33a4d9a1688fe7d2a5be705|1=333|6=0|11=1690975211302602|14=0.00000000|17=P15091429|37=15091429|38=0.15000000|39=A|40=2|44=22150.00|54=1|55=BTC-USD|59=6|60=20230802-11:20:11.304719000|126=20230803-11:20:00.000000000|150=A|151=0.15000000|10=117|
HEADER:
--------------------------------------------------------------------
[ 8] BeginString: FIX.4.4 []
[ 9] BodyLength: 290 []
[ 34] MsgSeqNum: 6 []
[ 35] MsgType: 8 [EXECUTION_REPORT]
[ 49] SenderCompID: PT-OE []
[ 52] SendingTime: 20230802-11:20:11.305 []
[ 56] TargetCompID: 17b92233f33a4d9a1688fe7d2a5be705 []
BODY:
--------------------------------------------------------------------
[ 1] Account: 333 []
[ 6] AvgPx: 0 []
[ 11] ClOrdID: 1690975211302602 []
[ 14] CumQty: 0.00000000 []
[ 17] ExecID: P15091429 []
[ 37] OrderID: 15091429 []
[ 38] OrderQty: 0.15000000 []
[ 39] OrdStatus: A [PENDING_NEW]
[ 40] OrdType: 2 [LIMIT]
[ 44] Price: 22150.00 []
[ 54] Side: 1 [BUY]
[ 55] Symbol: BTC-USD []
[ 59] TimeInForce: 6 [GOOD_TILL_DATE]
[ 60] TransactTime: 20230802-11:20:11.304719000 []
[ 126] ExpireTime: 20230803-11:20:00.000000000 []
[ 150] ExecType: A [PENDING_NEW]
[ 151] LeavesQty: 0.15000000 []
TRAILER:
--------------------------------------------------------------------
[ 10] CheckSum: 117 []
7.2.3. Response: New
8=FIX.4.4|9=290|35=8|34=7|49=PT-OE|52=20230802-11:20:11.306|56=17b92233f33a4d9a1688fe7d2a5be705|1=333|6=0|11=1690975211302602|14=0.00000000|17=N15091429|37=15091429|38=0.15000000|39=0|40=2|44=22150.00|54=1|55=BTC-USD|59=6|60=20230802-11:20:11.306529000|126=20230803-11:20:00.000000000|150=0|151=0.15000000|10=084|
HEADER:
--------------------------------------------------------------------
[ 8] BeginString: FIX.4.4 []
[ 9] BodyLength: 290 []
[ 34] MsgSeqNum: 7 []
[ 35] MsgType: 8 [EXECUTION_REPORT]
[ 49] SenderCompID: PT-OE []
[ 52] SendingTime: 20230802-11:20:11.306 []
[ 56] TargetCompID: 17b92233f33a4d9a1688fe7d2a5be705 []
BODY:
--------------------------------------------------------------------
[ 1] Account: 333 []
[ 6] AvgPx: 0 []
[ 11] ClOrdID: 1690975211302602 []
[ 14] CumQty: 0.00000000 []
[ 17] ExecID: N15091429 []
[ 37] OrderID: 15091429 []
[ 38] OrderQty: 0.15000000 []
[ 39] OrdStatus: 0 [NEW]
[ 40] OrdType: 2 [LIMIT]
[ 44] Price: 22150.00 []
[ 54] Side: 1 [BUY]
[ 55] Symbol: BTC-USD []
[ 59] TimeInForce: 6 [GOOD_TILL_DATE]
[ 60] TransactTime: 20230802-11:20:11.306529000 []
[ 126] ExpireTime: 20230803-11:20:00.000000000 []
[ 150] ExecType: 0 [NEW]
[ 151] LeavesQty: 0.15000000 []
TRAILER:
--------------------------------------------------------------------
[ 10] CheckSum: 084 []
7.2.4. Response: Trade
8=FIX.4.4|9=314|35=8|34=8|49=PT-OE|52=20230802-11:20:11.307|56=17b92233f33a4d9a1688fe7d2a5be705|1=333|6=0|11=1690975211302602|14=0.15000000|17=E741540|31=21150.00|32=0.15000000|37=15091429|38=0.15000000|39=2|40=2|44=22150.00|54=1|55=BTC-USD|59=6|60=20230802-11:20:11.306529000|126=20230803-11:20:00.000000000|150=F|151=0.00000000|10=168|
HEADER:
--------------------------------------------------------------------
[ 8] BeginString: FIX.4.4 []
[ 9] BodyLength: 314 []
[ 34] MsgSeqNum: 8 []
[ 35] MsgType: 8 [EXECUTION_REPORT]
[ 49] SenderCompID: PT-OE []
[ 52] SendingTime: 20230802-11:20:11.307 []
[ 56] TargetCompID: 17b92233f33a4d9a1688fe7d2a5be705 []
BODY:
--------------------------------------------------------------------
[ 1] Account: 333 []
[ 6] AvgPx: 0 []
[ 11] ClOrdID: 1690975211302602 []
[ 14] CumQty: 0.15000000 []
[ 17] ExecID: E741540 []
[ 31] LastPx: 21150.00 []
[ 32] LastQty: 0.15000000 []
[ 37] OrderID: 15091429 []
[ 38] OrderQty: 0.15000000 []
[ 39] OrdStatus: 2 [FILLED]
[ 40] OrdType: 2 [LIMIT]
[ 44] Price: 22150.00 []
[ 54] Side: 1 [BUY]
[ 55] Symbol: BTC-USD []
[ 59] TimeInForce: 6 [GOOD_TILL_DATE]
[ 60] TransactTime: 20230802-11:20:11.306529000 []
[ 126] ExpireTime: 20230803-11:20:00.000000000 []
[ 150] ExecType: F [TRADE]
[ 151] LeavesQty: 0.00000000 []
TRAILER:
--------------------------------------------------------------------
[ 10] CheckSum: 168 []
7.3. NewOrderSingle: Market
7.3.1. Request
8=FIX.4.4|9=161|35=D|34=3|49=17b92233f33a4d9a1688fe7d2a5be705|52=20230802-11:01:08.714|56=PT-OE|11=1690974068713638|38=0.0800|40=1|54=2|55=BTC-USD|59=3|60=20230802-11:01:08.713|10=183|
HEADER:
--------------------------------------------------------------------
[ 8] BeginString: FIX.4.4 []
[ 9] BodyLength: 161 []
[ 34] MsgSeqNum: 3 []
[ 35] MsgType: D [ORDER_SINGLE]
[ 49] SenderCompID: 17b92233f33a4d9a1688fe7d2a5be705 []
[ 52] SendingTime: 20230802-11:01:08.714 []
[ 56] TargetCompID: PT-OE []
BODY:
--------------------------------------------------------------------
[ 11] ClOrdID: 1690974068713638 []
[ 38] OrderQty: 0.0800 []
[ 40] OrdType: 1 [MARKET]
[ 54] Side: 2 [SELL]
[ 55] Symbol: BTC-USD []
[ 59] TimeInForce: 3 [IMMEDIATE_OR_CANCEL]
[ 60] TransactTime: 20230802-11:01:08.713 []
TRAILER:
--------------------------------------------------------------------
[ 10] CheckSum: 183 []
7.3.2. Response: Pending
8=FIX.4.4|9=246|35=8|34=4|49=PT-OE|52=20230802-11:01:08.716|56=17b92233f33a4d9a1688fe7d2a5be705|1=333|6=0|11=1690974068713638|14=0.00000000|17=P15091414|37=15091414|38=0.08000000|39=A|40=1|54=2|55=BTC-USD|59=3|60=20230802-11:01:08.716150000|150=A|151=0.08000000|10=083|
HEADER:
--------------------------------------------------------------------
[ 8] BeginString: FIX.4.4 []
[ 9] BodyLength: 246 []
[ 34] MsgSeqNum: 4 []
[ 35] MsgType: 8 [EXECUTION_REPORT]
[ 49] SenderCompID: PT-OE []
[ 52] SendingTime: 20230802-11:01:08.716 []
[ 56] TargetCompID: 17b92233f33a4d9a1688fe7d2a5be705 []
BODY:
--------------------------------------------------------------------
[ 1] Account: 333 []
[ 6] AvgPx: 0 []
[ 11] ClOrdID: 1690974068713638 []
[ 14] CumQty: 0.00000000 []
[ 17] ExecID: P15091414 []
[ 37] OrderID: 15091414 []
[ 38] OrderQty: 0.08000000 []
[ 39] OrdStatus: A [PENDING_NEW]
[ 40] OrdType: 1 [MARKET]
[ 54] Side: 2 [SELL]
[ 55] Symbol: BTC-USD []
[ 59] TimeInForce: 3 [IMMEDIATE_OR_CANCEL]
[ 60] TransactTime: 20230802-11:01:08.716150000 []
[ 150] ExecType: A [PENDING_NEW]
[ 151] LeavesQty: 0.08000000 []
TRAILER:
--------------------------------------------------------------------
[ 10] CheckSum: 083 []
7.3.3. Response: New
8=FIX.4.4|9=246|35=8|34=5|49=PT-OE|52=20230802-11:01:08.718|56=17b92233f33a4d9a1688fe7d2a5be705|1=333|6=0|11=1690974068713638|14=0.00000000|17=N15091414|37=15091414|38=0.08000000|39=0|40=1|54=2|55=BTC-USD|59=3|60=20230802-11:01:08.717909000|150=0|151=0.08000000|10=063|
HEADER:
--------------------------------------------------------------------
[ 8] BeginString: FIX.4.4 []
[ 9] BodyLength: 246 []
[ 34] MsgSeqNum: 5 []
[ 35] MsgType: 8 [EXECUTION_REPORT]
[ 49] SenderCompID: PT-OE []
[ 52] SendingTime: 20230802-11:01:08.718 []
[ 56] TargetCompID: 17b92233f33a4d9a1688fe7d2a5be705 []
BODY:
--------------------------------------------------------------------
[ 1] Account: 333 []
[ 6] AvgPx: 0 []
[ 11] ClOrdID: 1690974068713638 []
[ 14] CumQty: 0.00000000 []
[ 17] ExecID: N15091414 []
[ 37] OrderID: 15091414 []
[ 38] OrderQty: 0.08000000 []
[ 39] OrdStatus: 0 [NEW]
[ 40] OrdType: 1 [MARKET]
[ 54] Side: 2 [SELL]
[ 55] Symbol: BTC-USD []
[ 59] TimeInForce: 3 [IMMEDIATE_OR_CANCEL]
[ 60] TransactTime: 20230802-11:01:08.717909000 []
[ 150] ExecType: 0 [NEW]
[ 151] LeavesQty: 0.08000000 []
TRAILER:
--------------------------------------------------------------------
[ 10] CheckSum: 063 []
7.3.4. Response: Trade
8=FIX.4.4|9=314|35=8|34=6|49=PT-OE|52=20230802-11:01:08.718|56=17b92233f33a4d9a1688fe7d2a5be705|1=333|6=0|11=1690974067710224|14=0.08000000|17=E741538|31=22150.00|32=0.08000000|37=15091412|38=0.15000000|39=1|40=2|44=22150.00|54=1|55=BTC-USD|59=6|60=20230802-11:01:08.717909000|126=20230803-11:00:00.000000000|150=F|151=0.07000000|10=209|
HEADER:
--------------------------------------------------------------------
[ 8] BeginString: FIX.4.4 []
[ 9] BodyLength: 314 []
[ 34] MsgSeqNum: 6 []
[ 35] MsgType: 8 [EXECUTION_REPORT]
[ 49] SenderCompID: PT-OE []
[ 52] SendingTime: 20230802-11:01:08.718 []
[ 56] TargetCompID: 17b92233f33a4d9a1688fe7d2a5be705 []
BODY:
--------------------------------------------------------------------
[ 1] Account: 333 []
[ 6] AvgPx: 0 []
[ 11] ClOrdID: 1690974067710224 []
[ 14] CumQty: 0.08000000 []
[ 17] ExecID: E741538 []
[ 31] LastPx: 22150.00 []
[ 32] LastQty: 0.08000000 []
[ 37] OrderID: 15091412 []
[ 38] OrderQty: 0.15000000 []
[ 39] OrdStatus: 1 [PARTIALLY_FILLED]
[ 40] OrdType: 2 [LIMIT]
[ 44] Price: 22150.00 []
[ 54] Side: 1 [BUY]
[ 55] Symbol: BTC-USD []
[ 59] TimeInForce: 6 [GOOD_TILL_DATE]
[ 60] TransactTime: 20230802-11:01:08.717909000 []
[ 126] ExpireTime: 20230803-11:00:00.000000000 []
[ 150] ExecType: F [TRADE]
[ 151] LeavesQty: 0.07000000 []
TRAILER:
--------------------------------------------------------------------
[ 10] CheckSum: 209 []
7.4. NewOrderMultileg: RFQ Limit
7.4.1. Request
8=FIX.4.4|9=237|35=AB|34=6|49=17b92233f33a4d9a1688fe7d2a5be705|52=20230802-11:01:11.732|56=PT-OE|11=1690974071730671|38=0.1000|40=2|44=16.00|54=1|59=6|60=20230802-11:01:11.730|65=none|126=20230803-11:01:11.732|555=2|600=BTC-USD|623=1|600=ETH-USD|623=-1|10=025|
HEADER:
--------------------------------------------------------------------
[ 8] BeginString: FIX.4.4 []
[ 9] BodyLength: 237 []
[ 34] MsgSeqNum: 6 []
[ 35] MsgType: AB [NEW_ORDER_AB]
[ 49] SenderCompID: 17b92233f33a4d9a1688fe7d2a5be705 []
[ 52] SendingTime: 20230802-11:01:11.732 []
[ 56] TargetCompID: PT-OE []
BODY:
--------------------------------------------------------------------
[ 11] ClOrdID: 1690974071730671 []
[ 38] OrderQty: 0.1000 []
[ 40] OrdType: 2 [LIMIT]
[ 44] Price: 16.00 []
[ 54] Side: 1 [BUY]
[ 59] TimeInForce: 6 [GOOD_TILL_DATE]
[ 60] TransactTime: 20230802-11:01:11.730 []
[ 65] SymbolSfx: none []
[ 126] ExpireTime: 20230803-11:01:11.732 []
[ 555] NoLegs: 2 []
[ 600] LegSymbol: BTC-USD []
[ 623] LegRatioQty: 1 []
[ 600] LegSymbol: ETH-USD []
[ 623] LegRatioQty: -1 []
TRAILER:
--------------------------------------------------------------------
[ 10] CheckSum: 025 []
7.4.2. Response: New
8=FIX.4.4|9=323|35=8|34=9|49=PT-OE|52=20230802-11:01:11.732|56=17b92233f33a4d9a1688fe7d2a5be705|1=333|6=0|11=1690974071730671|14=0.000000|17=N15091416|37=15091416|38=0.100000|39=0|40=2|44=16.0000|54=1|59=6|60=20230802-11:01:11.731938000|65=none|126=20230803-11:00:00.000000000|150=0|151=0.100000|555=2|600=BTC-USD|623=1|600=ETH-USD|623=-1|10=164|
HEADER:
--------------------------------------------------------------------
[ 8] BeginString: FIX.4.4 []
[ 9] BodyLength: 323 []
[ 34] MsgSeqNum: 9 []
[ 35] MsgType: 8 [EXECUTION_REPORT]
[ 49] SenderCompID: PT-OE []
[ 52] SendingTime: 20230802-11:01:11.732 []
[ 56] TargetCompID: 17b92233f33a4d9a1688fe7d2a5be705 []
BODY:
--------------------------------------------------------------------
[ 1] Account: 333 []
[ 6] AvgPx: 0 []
[ 11] ClOrdID: 1690974071730671 []
[ 14] CumQty: 0.000000 []
[ 17] ExecID: N15091416 []
[ 37] OrderID: 15091416 []
[ 38] OrderQty: 0.100000 []
[ 39] OrdStatus: 0 [NEW]
[ 40] OrdType: 2 [LIMIT]
[ 44] Price: 16.0000 []
[ 54] Side: 1 [BUY]
[ 59] TimeInForce: 6 [GOOD_TILL_DATE]
[ 60] TransactTime: 20230802-11:01:11.731938000 []
[ 65] SymbolSfx: none []
[ 126] ExpireTime: 20230803-11:00:00.000000000 []
[ 150] ExecType: 0 [NEW]
[ 151] LeavesQty: 0.100000 []
[ 555] NoLegs: 2 []
[ 600] LegSymbol: BTC-USD []
[ 623] LegRatioQty: 1 []
[ 600] LegSymbol: ETH-USD []
[ 623] LegRatioQty: -1 []
TRAILER:
--------------------------------------------------------------------
[ 10] CheckSum: 164 []
7.5. NewOrderSingle: Participate Do Not Initiate
If a ParticipateDoNotInitiate order is going to participate in a trade, it will be cancelled with Text: "10 would_initiate".
7.5.1. Request
8=FIX.4.4|9=202|35=D|34=3|49=5e5cd94b6cf193323eabe36a1ec71864|52=20240612-04:43:39.101|56=PT-OE|11=1718167419101007|18=6|38=2.0000|40=2|44=0.3000|54=2|55=PTF-USD|59=6|60=20240612-04:43:39.101|126=20240613-04:43:39.101|10=179|
HEADER:
--------------------------------------------------------------------
[ 8] BeginString: FIX.4.4 []
[ 9] BodyLength: 202 []
[ 35] MsgType: D [ORDER_SINGLE]
[ 49] SenderCompID: 5e5cd94b6cf193323eabe36a1ec71864 []
[ 56] TargetCompID: PT-OE []
[ 34] MsgSeqNum: 3 []
[ 52] SendingTime: 20240612-04:43:39.101 []
BODY:
--------------------------------------------------------------------
[ 11] ClOrdID: 1718167419101007 []
[ 18] ExecInst: 6 [PARTICIPATE_DONT_INITIATE]
[ 55] Symbol: PTF-USD []
[ 54] Side: 2 [SELL]
[ 60] TransactTime: 20240612-04:43:39.101 []
[ 38] OrderQty: 2.0000 []
[ 40] OrdType: 2 [LIMIT]
[ 44] Price: 0.3000 []
[ 59] TimeInForce: 6 [GOOD_TILL_DATE]
[ 126] ExpireTime: 20240613-04:43:39.101 []
TRAILER:
--------------------------------------------------------------------
[ 10] CheckSum: 179 []
7.5.2. Response: Pending
8=FIX.4.4|9=282|35=8|34=11|49=PT-OE|52=20240612-04:43:39.106|56=5e5cd94b6cf193323eabe36a1ec71864|1=333|6=0|11=1718167419101007|14=0.0000|17=P17578219|18=6|37=17578219|38=2.0000|39=A|40=2|44=0.3000|54=2|55=PTF-USD|59=6|60=20240612-04:43:39.106290000|126=20240613-04:40:00.000000000|150=A|151=2.0000|10=114|
HEADER:
--------------------------------------------------------------------
[ 8] BeginString: FIX.4.4 []
[ 9] BodyLength: 282 []
[ 35] MsgType: 8 [EXECUTION_REPORT]
[ 49] SenderCompID: PT-OE []
[ 56] TargetCompID: 5e5cd94b6cf193323eabe36a1ec71864 []
[ 34] MsgSeqNum: 11 []
[ 52] SendingTime: 20240612-04:43:39.106 []
BODY:
--------------------------------------------------------------------
[ 37] OrderID: 17578219 []
[ 11] ClOrdID: 1718167419101007 []
[ 17] ExecID: P17578219 []
[ 150] ExecType: A [PENDING_NEW]
[ 39] OrdStatus: A [PENDING_NEW]
[ 1] Account: 333 []
[ 55] Symbol: PTF-USD []
[ 54] Side: 2 [SELL]
[ 38] OrderQty: 2.0000 []
[ 40] OrdType: 2 [LIMIT]
[ 44] Price: 0.3000 []
[ 59] TimeInForce: 6 [GOOD_TILL_DATE]
[ 126] ExpireTime: 20240613-04:40:00.000000000 []
[ 18] ExecInst: 6 [PARTICIPATE_DONT_INITIATE]
[ 151] LeavesQty: 2.0000 []
[ 14] CumQty: 0.0000 []
[ 6] AvgPx: 0 []
[ 60] TransactTime: 20240612-04:43:39.106290000 []
TRAILER:
--------------------------------------------------------------------
[ 10] CheckSum: 114 []
7.5.3. Response: New
8=FIX.4.4|9=282|35=8|34=12|49=PT-OE|52=20240612-04:43:39.108|56=5e5cd94b6cf193323eabe36a1ec71864|1=333|6=0|11=1718167419101007|14=0.0000|17=N17578219|18=6|37=17578219|38=2.0000|39=0|40=2|44=0.3000|54=2|55=PTF-USD|59=6|60=20240612-04:43:39.107883000|126=20240613-04:40:00.000000000|150=0|151=2.0000|10=090|
HEADER:
--------------------------------------------------------------------
[ 8] BeginString: FIX.4.4 []
[ 9] BodyLength: 282 []
[ 35] MsgType: 8 [EXECUTION_REPORT]
[ 49] SenderCompID: PT-OE []
[ 56] TargetCompID: 5e5cd94b6cf193323eabe36a1ec71864 []
[ 34] MsgSeqNum: 12 []
[ 52] SendingTime: 20240612-04:43:39.108 []
BODY:
--------------------------------------------------------------------
[ 37] OrderID: 17578219 []
[ 11] ClOrdID: 1718167419101007 []
[ 17] ExecID: N17578219 []
[ 150] ExecType: 0 [NEW]
[ 39] OrdStatus: 0 [NEW]
[ 1] Account: 333 []
[ 55] Symbol: PTF-USD []
[ 54] Side: 2 [SELL]
[ 38] OrderQty: 2.0000 []
[ 40] OrdType: 2 [LIMIT]
[ 44] Price: 0.3000 []
[ 59] TimeInForce: 6 [GOOD_TILL_DATE]
[ 126] ExpireTime: 20240613-04:40:00.000000000 []
[ 18] ExecInst: 6 [PARTICIPATE_DONT_INITIATE]
[ 151] LeavesQty: 2.0000 []
[ 14] CumQty: 0.0000 []
[ 6] AvgPx: 0 []
[ 60] TransactTime: 20240612-04:43:39.107883000 []
TRAILER:
--------------------------------------------------------------------
[ 10] CheckSum: 090 []
7.5.4. Response: Canceled would_initiate
8=FIX.4.4|9=311|35=8|34=13|49=PT-OE|52=20240612-04:43:39.108|56=5e5cd94b6cf193323eabe36a1ec71864|1=333|6=0|11=NONE|14=0.0000|17=C17578219|18=6|37=17578219|38=2.0000|39=4|40=2|41=1718167419101007|44=0.3000|54=2|55=PTF-USD|58=10 would_initiate|59=6|60=20240612-04:43:39.107883000|126=20240613-04:40:00.000000000|150=4|151=2.0000|10=049|
HEADER:
--------------------------------------------------------------------
[ 8] BeginString: FIX.4.4 []
[ 9] BodyLength: 311 []
[ 35] MsgType: 8 [EXECUTION_REPORT]
[ 49] SenderCompID: PT-OE []
[ 56] TargetCompID: 5e5cd94b6cf193323eabe36a1ec71864 []
[ 34] MsgSeqNum: 13 []
[ 52] SendingTime: 20240612-04:43:39.108 []
BODY:
--------------------------------------------------------------------g
[ 37] OrderID: 17578219 []
[ 11] ClOrdID: NONE []
[ 41] OrigClOrdID: 1718167419101007 []
[ 17] ExecID: C17578219 []
[ 150] ExecType: 4 [CANCELED]
[ 39] OrdStatus: 4 [CANCELED]
[ 1] Account: 333 []
[ 55] Symbol: PTF-USD []
[ 54] Side: 2 [SELL]
[ 38] OrderQty: 2.0000 []
[ 40] OrdType: 2 [LIMIT]
[ 44] Price: 0.3000 []
[ 59] TimeInForce: 6 [GOOD_TILL_DATE]
[ 126] ExpireTime: 20240613-04:40:00.000000000 []
[ 18] ExecInst: 6 [PARTICIPATE_DONT_INITIATE]
[ 151] LeavesQty: 2.0000 []
[ 14] CumQty: 0.0000 []
[ 6] AvgPx: 0 []
[ 60] TransactTime: 20240612-04:43:39.107883000 []
[ 58] Text: 10 would_initiate []
TRAILER:
--------------------------------------------------------------------
[ 10] CheckSum: 049 []
7.6. NewOrderSingle: Limit → Expired
7.6.1. Request
8=FIX.4.4|9=219|35=D|34=2|49=17b92233f33a4d9a1688fe7d2a5be705|52=20240710-09:57:26.312|56=PT-OE|11=1720605446311705|38=0.1500|40=2|44=22150.00|54=1|55=BTC-USD|59=0|60=20240710-09:57:26.311|526=09:57:26.312032|10=205|
HEADER:
--------------------------------------------------------------------
[ 8] BeginString: FIX.4.4 []
[ 9] BodyLength: 219 []
[ 35] MsgType: D [ORDER_SINGLE]
[ 49] SenderCompID: 17b92233f33a4d9a1688fe7d2a5be705 []
[ 56] TargetCompID: PT-OE []
[ 34] MsgSeqNum: 2 []
[ 52] SendingTime: 20240710-09:57:26.312 []
BODY:
--------------------------------------------------------------------
[ 11] ClOrdID: 1720605446311705 []
[ 526] SecondaryClOrdID: 09:57:26.312032 []
[ 55] Symbol: BTC-USD []
[ 54] Side: 1 [BUY]
[ 60] TransactTime: 20240710-09:57:26.311 []
[ 38] OrderQty: 0.1500 []
[ 40] OrdType: 2 [LIMIT]
[ 44] Price: 22150.00 []
[ 59] TimeInForce: 0 [DAY]
TRAILER:
--------------------------------------------------------------------
[ 10] CheckSum: 205 []
7.6.2. Response: New
8=FIX.4.4|9=311|35=8|34=10|49=PT-OE|52=20240710-09:57:26.451|56=17b92233f33a4d9a1688fe7d2a5be705|1=333|6=0|11=1720605446311705|14=0.00000000|17=N17647877|37=17647877|38=0.15000000|39=0|40=2|44=22150.00|54=1|55=BTC-USD|59=6|60=20240710-09:57:26.451236000|126=20240710-10:00:00.000000000|150=0|151=0.15000000|526=09:57:26.312032|10=159|
HEADER:
--------------------------------------------------------------------
[ 8] BeginString: FIX.4.4 []
[ 9] BodyLength: 311 []
[ 35] MsgType: 8 [EXECUTION_REPORT]
[ 49] SenderCompID: PT-OE []
[ 56] TargetCompID: 17b92233f33a4d9a1688fe7d2a5be705 []
[ 34] MsgSeqNum: 10 []
[ 52] SendingTime: 20240710-09:57:26.451 []
BODY:
--------------------------------------------------------------------
[ 37] OrderID: 17647877 []
[ 526] SecondaryClOrdID: 09:57:26.312032 []
[ 11] ClOrdID: 1720605446311705 []
[ 17] ExecID: N17647877 []
[ 150] ExecType: 0 [NEW]
[ 39] OrdStatus: 0 [NEW]
[ 1] Account: 333 []
[ 55] Symbol: BTC-USD []
[ 54] Side: 1 [BUY]
[ 38] OrderQty: 0.15000000 []
[ 40] OrdType: 2 [LIMIT]
[ 44] Price: 22150.00 []
[ 59] TimeInForce: 6 [GOOD_TILL_DATE]
[ 126] ExpireTime: 20240710-10:00:00.000000000 []
[ 151] LeavesQty: 0.15000000 []
[ 14] CumQty: 0.00000000 []
[ 6] AvgPx: 0 []
[ 60] TransactTime: 20240710-09:57:26.451236000 []
TRAILER:
--------------------------------------------------------------------
[ 10] CheckSum: 159 []
7.6.3. Response: Trade (partially filled)
8=FIX.4.4|9=335|35=8|34=13|49=PT-OE|52=20240710-09:58:47.309|56=17b92233f33a4d9a1688fe7d2a5be705|1=333|6=0|11=1720605446311705|14=0.01000000|17=E742803|31=22150.00|32=0.01000000|37=17647877|38=0.15000000|39=1|40=2|44=22150.00|54=1|55=BTC-USD|59=6|60=20240710-09:58:47.306628000|126=20240710-10:00:00.000000000|150=F|151=0.14000000|526=09:57:26.312032|10=249|
HEADER:
--------------------------------------------------------------------
[ 8] BeginString: FIX.4.4 []
[ 9] BodyLength: 335 []
[ 35] MsgType: 8 [EXECUTION_REPORT]
[ 49] SenderCompID: PT-OE []
[ 56] TargetCompID: 17b92233f33a4d9a1688fe7d2a5be705 []
[ 34] MsgSeqNum: 13 []
[ 52] SendingTime: 20240710-09:58:47.309 []
BODY:
--------------------------------------------------------------------
[ 37] OrderID: 17647877 []
[ 526] SecondaryClOrdID: 09:57:26.312032 []
[ 11] ClOrdID: 1720605446311705 []
[ 17] ExecID: E742803 []
[ 150] ExecType: F [TRADE]
[ 39] OrdStatus: 1 [PARTIALLY_FILLED]
[ 1] Account: 333 []
[ 55] Symbol: BTC-USD []
[ 54] Side: 1 [BUY]
[ 38] OrderQty: 0.15000000 []
[ 40] OrdType: 2 [LIMIT]
[ 44] Price: 22150.00 []
[ 59] TimeInForce: 6 [GOOD_TILL_DATE]
[ 126] ExpireTime: 20240710-10:00:00.000000000 []
[ 32] LastQty: 0.01000000 []
[ 31] LastPx: 22150.00 []
[ 151] LeavesQty: 0.14000000 []
[ 14] CumQty: 0.01000000 []
[ 6] AvgPx: 0 []
[ 60] TransactTime: 20240710-09:58:47.306628000 []
TRAILER:
--------------------------------------------------------------------
[ 10] CheckSum: 249 []
7.6.4. Response: Expired
8=FIX.4.4|9=324|35=8|34=18|49=PT-OE|52=20240710-10:00:04.382|56=17b92233f33a4d9a1688fe7d2a5be705|1=333|6=0|11=1720605446311705|14=0.01000000|17=C17647877|37=17647877|38=0.15000000|39=C|40=2|44=22150.00|54=1|55=BTC-USD|58=3 timeout|59=6|60=20240710-10:00:00.000044000|126=20240710-10:00:00.000000000|150=C|151=0.14000000|526=09:57:26.312032|10=141|
HEADER:
--------------------------------------------------------------------
[ 8] BeginString: FIX.4.4 []
[ 9] BodyLength: 324 []
[ 35] MsgType: 8 [EXECUTION_REPORT]
[ 49] SenderCompID: PT-OE []
[ 56] TargetCompID: 17b92233f33a4d9a1688fe7d2a5be705 []
[ 34] MsgSeqNum: 18 []
[ 52] SendingTime: 20240710-10:00:04.382 []
BODY:
--------------------------------------------------------------------
[ 37] OrderID: 17647877 []
[ 526] SecondaryClOrdID: 09:57:26.312032 []
[ 11] ClOrdID: 1720605446311705 []
[ 17] ExecID: C17647877 []
[ 150] ExecType: C [EXPIRED]
[ 39] OrdStatus: C [EXPIRED]
[ 1] Account: 333 []
[ 55] Symbol: BTC-USD []
[ 54] Side: 1 [BUY]
[ 38] OrderQty: 0.15000000 []
[ 40] OrdType: 2 [LIMIT]
[ 44] Price: 22150.00 []
[ 59] TimeInForce: 6 [GOOD_TILL_DATE]
[ 126] ExpireTime: 20240710-10:00:00.000000000 []
[ 151] LeavesQty: 0.14000000 []
[ 14] CumQty: 0.01000000 []
[ 6] AvgPx: 0 []
[ 60] TransactTime: 20240710-10:00:00.000044000 []
[ 58] Text: 3 timeout []
TRAILER:
--------------------------------------------------------------------
[ 10] CheckSum: 141 []
7.7. NewOrderSingle: throttled
Example of rejection due to throttling:
7.7.1. Request
8=FIX.4.4|9=199|35=D|34=7|49=17b92233f33a4d9a1688fe7d2a5be705|52=20230802-11:20:11.303|56=PT-OE|11=1690975211302602|38=0.1500|40=2|44=22150.00|54=1|55=BTC-USD|59=6|60=20230802-11:20:11.302|126=20230803-11:20:11.302|10=186|
HEADER:
--------------------------------------------------------------------
[ 8] BeginString: FIX.4.4 []
[ 9] BodyLength: 199 []
[ 34] MsgSeqNum: 7 []
[ 35] MsgType: D [ORDER_SINGLE]
[ 49] SenderCompID: 17b92233f33a4d9a1688fe7d2a5be705 []
[ 52] SendingTime: 20230802-11:20:11.303 []
[ 56] TargetCompID: PT-OE []
BODY:
--------------------------------------------------------------------
[ 11] ClOrdID: 1690975211302602 []
[ 38] OrderQty: 0.1500 []
[ 40] OrdType: 2 [LIMIT]
[ 44] Price: 22150.00 []
[ 54] Side: 1 [BUY]
[ 55] Symbol: BTC-USD []
[ 59] TimeInForce: 6 [GOOD_TILL_DATE]
[ 60] TransactTime: 20230802-11:20:11.302 []
[ 126] ExpireTime: 20230803-11:20:11.302 []
TRAILER:
--------------------------------------------------------------------
[ 10] CheckSum: 186 []
7.7.2. Response
8=FIX.4.4|9=145|35=j|34=312|49=PT-OE|52=20230802-11:20:11.394|56=69a2f48b6d61b26ed3612abf67129926|45=301|58=Rate limit exceeded|372=D|379=1690975211302602|380=0|10=169|
HEADER:
--------------------------------------------------------------------
[ 8] BeginString: FIX.4.4 []
[ 9] BodyLength: 145 []
[ 35] MsgType: j [BUSINESS_MESSAGE_REJECT]
[ 49] SenderCompID: PT-OE []
[ 56] TargetCompID: 69a2f48b6d61b26ed3612abf67129926 []
[ 34] MsgSeqNum: 312 []
[ 52] SendingTime: 20230802-11:20:11.394 []
BODY:
--------------------------------------------------------------------
[ 45] RefSeqNum: 301 []
[ 372] RefMsgType: D []
[ 379] BusinessRejectRefID: 1690975211302602 []
[ 380] BusinessRejectReason: 0 [OTHER]
[ 58] Text: Rate limit exceeded []
TRAILER:
--------------------------------------------------------------------
[ 10] CheckSum: 169 []
7.8. Cancel by ClOrdID
7.8.1. Request
8=FIX.4.4|9=150|35=F|34=4|49=17b92233f33a4d9a1688fe7d2a5be705|52=20230802-11:01:09.723|56=PT-OE|11=1690974069723069|41=1690974067710224|54=1|60=20230802-11:01:09.723|10=131|
HEADER:
--------------------------------------------------------------------
[ 8] BeginString: FIX.4.4 []
[ 9] BodyLength: 150 []
[ 34] MsgSeqNum: 4 []
[ 35] MsgType: F [ORDER_CANCEL_REQUEST]
[ 49] SenderCompID: 17b92233f33a4d9a1688fe7d2a5be705 []
[ 52] SendingTime: 20230802-11:01:09.723 []
[ 56] TargetCompID: PT-OE []
BODY:
--------------------------------------------------------------------
[ 11] ClOrdID: 1690974069723069 []
[ 41] OrigClOrdID: 1690974067710224 []
[ 54] Side: 1 [BUY]
[ 60] TransactTime: 20230802-11:01:09.723 []
TRAILER:
--------------------------------------------------------------------
[ 10] CheckSum: 131 []
7.8.2. Response
8=FIX.4.4|9=310|35=8|34=8|49=PT-OE|52=20230802-11:01:09.724|56=17b92233f33a4d9a1688fe7d2a5be705|1=333|6=0|11=1690974069723069|14=0.08000000|17=C15091412|37=15091412|38=0.15000000|39=4|40=2|41=1690974067710224|44=22150.00|54=1|55=BTC-USD|59=6|60=20230802-11:01:09.723523000|126=20230803-11:00:00.000000000|150=4|151=0.07000000|10=075|
HEADER:
--------------------------------------------------------------------
[ 8] BeginString: FIX.4.4 []
[ 9] BodyLength: 310 []
[ 34] MsgSeqNum: 8 []
[ 35] MsgType: 8 [EXECUTION_REPORT]
[ 49] SenderCompID: PT-OE []
[ 52] SendingTime: 20230802-11:01:09.724 []
[ 56] TargetCompID: 17b92233f33a4d9a1688fe7d2a5be705 []
BODY:
--------------------------------------------------------------------
[ 1] Account: 333 []
[ 6] AvgPx: 0 []
[ 11] ClOrdID: 1690974069723069 []
[ 14] CumQty: 0.08000000 []
[ 17] ExecID: C15091412 []
[ 37] OrderID: 15091412 []
[ 38] OrderQty: 0.15000000 []
[ 39] OrdStatus: 4 [CANCELED]
[ 40] OrdType: 2 [LIMIT]
[ 41] OrigClOrdID: 1690974067710224 []
[ 44] Price: 22150.00 []
[ 54] Side: 1 [BUY]
[ 55] Symbol: BTC-USD []
[ 59] TimeInForce: 6 [GOOD_TILL_DATE]
[ 60] TransactTime: 20230802-11:01:09.723523000 []
[ 126] ExpireTime: 20230803-11:00:00.000000000 []
[ 150] ExecType: 4 [CANCELED]
[ 151] LeavesQty: 0.07000000 []
TRAILER:
--------------------------------------------------------------------
[ 10] CheckSum: 075 []
7.9. Cancel by OrderID
7.9.1. Request
8=FIX.4.4|9=151|35=F|34=17|49=17b92233f33a4d9a1688fe7d2a5be705|52=20230802-11:01:24.103|56=PT-OE|11=1690974084103284|37=15091423|41=NONE|54=1|60=20230802-11:01:24.103|10=198|
HEADER:
--------------------------------------------------------------------
[ 8] BeginString: FIX.4.4 []
[ 9] BodyLength: 151 []
[ 34] MsgSeqNum: 17 []
[ 35] MsgType: F [ORDER_CANCEL_REQUEST]
[ 49] SenderCompID: 17b92233f33a4d9a1688fe7d2a5be705 []
[ 52] SendingTime: 20230802-11:01:24.103 []
[ 56] TargetCompID: PT-OE []
BODY:
--------------------------------------------------------------------
[ 11] ClOrdID: 1690974084103284 []
[ 37] OrderID: 15091423 []
[ 41] OrigClOrdID: NONE []
[ 54] Side: 1 [BUY]
[ 60] TransactTime: 20230802-11:01:24.103 []
TRAILER:
--------------------------------------------------------------------
[ 10] CheckSum: 198 []
7.9.2. Response
8=FIX.4.4|9=344|35=8|34=22|49=PT-OE|52=20230802-11:01:24.102|56=17b92233f33a4d9a1688fe7d2a5be705|1=333|6=0|11=1690974084103284|14=0.000000|17=C15091423|37=15091423|38=0.100000|39=4|40=2|41=1690974077785721|44=16.0000|54=1|59=6|60=20230802-11:01:24.102096000|65=none|126=20230803-11:00:00.000000000|150=4|151=0.100000|555=2|600=BTC-USD|623=1|600=ETH-USD|623=-1|10=174|
HEADER:
--------------------------------------------------------------------
[ 8] BeginString: FIX.4.4 []
[ 9] BodyLength: 344 []
[ 34] MsgSeqNum: 22 []
[ 35] MsgType: 8 [EXECUTION_REPORT]
[ 49] SenderCompID: PT-OE []
[ 52] SendingTime: 20230802-11:01:24.102 []
[ 56] TargetCompID: 17b92233f33a4d9a1688fe7d2a5be705 []
BODY:
--------------------------------------------------------------------
[ 1] Account: 333 []
[ 6] AvgPx: 0 []
[ 11] ClOrdID: 1690974084103284 []
[ 14] CumQty: 0.000000 []
[ 17] ExecID: C15091423 []
[ 37] OrderID: 15091423 []
[ 38] OrderQty: 0.100000 []
[ 39] OrdStatus: 4 [CANCELED]
[ 40] OrdType: 2 [LIMIT]
[ 41] OrigClOrdID: 1690974077785721 []
[ 44] Price: 16.0000 []
[ 54] Side: 1 [BUY]
[ 59] TimeInForce: 6 [GOOD_TILL_DATE]
[ 60] TransactTime: 20230802-11:01:24.102096000 []
[ 65] SymbolSfx: none []
[ 126] ExpireTime: 20230803-11:00:00.000000000 []
[ 150] ExecType: 4 [CANCELED]
[ 151] LeavesQty: 0.100000 []
[ 555] NoLegs: 2 []
[ 600] LegSymbol: BTC-USD []
[ 623] LegRatioQty: 1 []
[ 600] LegSymbol: ETH-USD []
[ 623] LegRatioQty: -1 []
TRAILER:
--------------------------------------------------------------------
[ 10] CheckSum: 174 []
7.10. Reference Data
7.10.1. Security Definition Request
8=FIX.4.4|9=107|35=c|34=2|49=17b92233f33a4d9a1688fe7d2a5be705|52=20230810-11:55:16.128|56=PT-OE|320=1691668516128015|321=3|10=075|
HEADER:
--------------------------------------------------------------------
[ 8] BeginString: FIX.4.4 []
[ 9] BodyLength: 107 []
[ 35] MsgType: c [SECURITY_DEFINITION_REQUEST]
[ 49] SenderCompID: 17b92233f33a4d9a1688fe7d2a5be705 []
[ 56] TargetCompID: PT-OE []
[ 34] MsgSeqNum: 2 []
[ 52] SendingTime: 20230810-11:55:16.128 []
BODY:
--------------------------------------------------------------------
[ 320] SecurityReqID: 1691668516128015 []
[ 321] SecurityRequestType: 3 [REQUEST_LIST_SECURITIES]
TRAILER:
--------------------------------------------------------------------
[ 10] CheckSum: 075 []
7.10.2. Security Definition: Spot
8=FIX.4.4|9=168|35=d|34=8|49=PT-OE|52=20230810-11:55:16.128|56=17b92233f33a4d9a1688fe7d2a5be705|15=USD|22=8|48=4|55=BTC-USD|320=1691668516128015|322=R1691668516128015|323=1|461=IFXXXP|10=100|
HEADER:
--------------------------------------------------------------------
[ 8] BeginString: FIX.4.4 []
[ 9] BodyLength: 168 []
[ 35] MsgType: d [SECURITY_DEFINITION]
[ 49] SenderCompID: PT-OE []
[ 56] TargetCompID: 17b92233f33a4d9a1688fe7d2a5be705 []
[ 34] MsgSeqNum: 8 []
[ 52] SendingTime: 20230810-11:55:16.128 []
BODY:
--------------------------------------------------------------------
[ 320] SecurityReqID: 1691668516128015 []
[ 322] SecurityResponseID: R1691668516128015 []
[ 323] SecurityResponseType: 1 [ACCEPT_SECURITY_PROPOSAL_AS_IS]
[ 55] Symbol: BTC-USD []
[ 48] SecurityID: 4 []
[ 22] SecurityIDSource: 8 [EXCHANGE_SYMBOL]
[ 461] CFICode: IFXXXP []
[ 15] Currency: USD []
[ 58] Text: {"minimum_price":"0.10","maximum_price":"1000000.00","price_step":"0.10","minimum_quantity":"0.00010000","maximum_quantity":"10000.00000000","quantity_step":"0.00010000","minimum_value":"0.0000100000","maximum_value":"10000000000.0000000000"} []
TRAILER:
--------------------------------------------------------------------
[ 10] CheckSum: 100 []
7.10.3. Security Definition: Option
8=FIX.4.4|9=261|35=d|34=1420|49=PT-OE|52=20230810-11:55:16.196|56=17b92233f33a4d9a1688fe7d2a5be705|15=USD|22=8|48=14548|55=BTC-20240628-30000C|202=30000|231=1|320=1691668516128015|322=R1691668516128015|323=1|461=OCECCS|541=20240628|711=1|311=BTC|309=3|305=8|463=IFXXXP|318=USD|10=045|
HEADER:
--------------------------------------------------------------------
[ 8] BeginString: FIX.4.4 []
[ 9] BodyLength: 261 []
[ 35] MsgType: d [SECURITY_DEFINITION]
[ 49] SenderCompID: PT-OE []
[ 56] TargetCompID: 17b92233f33a4d9a1688fe7d2a5be705 []
[ 34] MsgSeqNum: 1420 []
[ 52] SendingTime: 20230810-11:55:16.196 []
BODY:
--------------------------------------------------------------------
[ 320] SecurityReqID: 1691668516128015 []
[ 322] SecurityResponseID: R1691668516128015 []
[ 323] SecurityResponseType: 1 [ACCEPT_SECURITY_PROPOSAL_AS_IS]
[ 55] Symbol: BTC-20240628-30000C []
[ 48] SecurityID: 14548 []
[ 22] SecurityIDSource: 8 [EXCHANGE_SYMBOL]
[ 461] CFICode: OCECCS []
[ 541] MaturityDate: 20240628 []
[ 202] StrikePrice: 30000 []
[ 231] ContractMultiplier: 1 []
[ 711] NoUnderlyings: 1 []
[ 311] UnderlyingSymbol: BTC []
[ 309] UnderlyingSecurityID: 3 []
[ 305] UnderlyingSecurityIDSource: 8 []
[ 463] UnderlyingCFICode: IFXXXP []
[ 318] UnderlyingCurrency: USD []
[ 15] Currency: USD []
[ 58] Text: {"minimum_price":"1.00","maximum_price":"1000000.00","price_step":"1.00","minimum_quantity":"0.00010000","maximum_quantity":"10000.00000000","quantity_step":"0.00010000","minimum_value":"0.0001000000","maximum_value":"10000000000.0000000000"} []
TRAILER:
--------------------------------------------------------------------
[ 10] CheckSum: 045 []
7.10.4. Security Definition: Future
8=FIX.4.4|9=244|35=d|34=1158|49=PT-OE|52=20230810-11:55:16.184|56=17b92233f33a4d9a1688fe7d2a5be705|15=USD|22=8|48=14245|55=BTC-20240628|231=1|320=1691668516128015|322=R1691668516128015|323=1|461=FFCCSX|541=20240628|711=1|311=BTC|309=3|305=8|463=IFXXXP|318=USD|10=018|
HEADER:
--------------------------------------------------------------------
[ 8] BeginString: FIX.4.4 []
[ 9] BodyLength: 244 []
[ 35] MsgType: d [SECURITY_DEFINITION]
[ 49] SenderCompID: PT-OE []
[ 56] TargetCompID: 17b92233f33a4d9a1688fe7d2a5be705 []
[ 34] MsgSeqNum: 1158 []
[ 52] SendingTime: 20230810-11:55:16.184 []
BODY:
--------------------------------------------------------------------
[ 320] SecurityReqID: 1691668516128015 []
[ 322] SecurityResponseID: R1691668516128015 []
[ 323] SecurityResponseType: 1 [ACCEPT_SECURITY_PROPOSAL_AS_IS]
[ 55] Symbol: BTC-20240628 []
[ 48] SecurityID: 14245 []
[ 22] SecurityIDSource: 8 [EXCHANGE_SYMBOL]
[ 461] CFICode: FFCCSX []
[ 541] MaturityDate: 20240628 []
[ 231] ContractMultiplier: 1 []
[ 711] NoUnderlyings: 1 []
[ 311] UnderlyingSymbol: BTC []
[ 309] UnderlyingSecurityID: 3 []
[ 305] UnderlyingSecurityIDSource: 8 []
[ 463] UnderlyingCFICode: IFXXXP []
[ 318] UnderlyingCurrency: USD []
[ 15] Currency: USD []
[ 58] Text: {"minimum_price":"0.50","maximum_price":"1000000.00","price_step":"0.50","minimum_quantity":"0.00010000","maximum_quantity":"10000.00000000","quantity_step":"0.00010000","minimum_value":"0.0000500000","maximum_value":"10000000000.0000000000"} []
TRAILER:
--------------------------------------------------------------------
[ 10] CheckSum: 018 []
7.10.5. Security Definition: Perpetual Future
8=FIX.4.4|9=242|35=d|34=26|49=PT-OE|52=20230810-11:55:16.128|56=17b92233f33a4d9a1688fe7d2a5be705|15=USD|22=8|48=13|55=BTC-USD-PERPETUAL|231=1|320=1691668516128015|322=R1691668516128015|323=1|461=FFCCSX|711=1|311=BTC-USD-INDEX|309=14|305=8|463=TICMMX|318=USD|10=169|
HEADER:
--------------------------------------------------------------------
[ 8] BeginString: FIX.4.4 []
[ 9] BodyLength: 242 []
[ 35] MsgType: d [SECURITY_DEFINITION]
[ 49] SenderCompID: PT-OE []
[ 56] TargetCompID: 17b92233f33a4d9a1688fe7d2a5be705 []
[ 34] MsgSeqNum: 26 []
[ 52] SendingTime: 20230810-11:55:16.128 []
BODY:
--------------------------------------------------------------------
[ 320] SecurityReqID: 1691668516128015 []
[ 322] SecurityResponseID: R1691668516128015 []
[ 323] SecurityResponseType: 1 [ACCEPT_SECURITY_PROPOSAL_AS_IS]
[ 55] Symbol: BTC-USD-PERPETUAL []
[ 48] SecurityID: 13 []
[ 22] SecurityIDSource: 8 [EXCHANGE_SYMBOL]
[ 461] CFICode: FFCCSX []
[ 231] ContractMultiplier: 1 []
[ 711] NoUnderlyings: 1 []
[ 311] UnderlyingSymbol: BTC-USD-INDEX []
[ 309] UnderlyingSecurityID: 14 []
[ 305] UnderlyingSecurityIDSource: 8 []
[ 463] UnderlyingCFICode: TICMMX []
[ 318] UnderlyingCurrency: USD []
[ 15] Currency: USD []
[ 58] Text: {"minimum_price":"0.10","maximum_price":"1000000.00","price_step":"0.10","minimum_quantity":"0.00010000","maximum_quantity":"10000.00000000","quantity_step":"0.00010000","minimum_value":"0.0000100000","maximum_value":"10000000000.0000000000"} []
TRAILER:
--------------------------------------------------------------------
[ 10] CheckSum: 169 []
7.10.6. Security Status
8=FIX.4.4|9=147|35=f|34=9|49=PT-OE|52=20230810-11:55:16.128|56=17b92233f33a4d9a1688fe7d2a5be705|15=USD|22=8|48=4|55=BTC-USD|324=1691668516128015|326=17|461=IFXXXP|10=057|
HEADER:
--------------------------------------------------------------------
[ 8] BeginString: FIX.4.4 []
[ 9] BodyLength: 147 []
[ 35] MsgType: f [SECURITY_STATUS]
[ 49] SenderCompID: PT-OE []
[ 56] TargetCompID: 17b92233f33a4d9a1688fe7d2a5be705 []
[ 34] MsgSeqNum: 9 []
[ 52] SendingTime: 20230810-11:55:16.128 []
BODY:
--------------------------------------------------------------------
[ 324] SecurityStatusReqID: 1691668516128015 []
[ 55] Symbol: BTC-USD []
[ 48] SecurityID: 4 []
[ 22] SecurityIDSource: 8 [EXCHANGE_SYMBOL]
[ 461] CFICode: IFXXXP []
[ 15] Currency: USD []
[ 326] SecurityTradingStatus: 17 [READY_TO_TRADE]
[ 31] LastPx: 43500.00 []
[ 58] Text: {"minimum_price":"0.10","maximum_price":"1000000.00","price_step":"0.10","minimum_quantity":"0.00010000","maximum_quantity":"10000.00000000","quantity_step":"0.00010000","minimum_value":"0.0000100000","maximum_value":"10000000000.0000000000"} []
TRAILER:
--------------------------------------------------------------------
[ 10] CheckSum: 057 []
7.10.7. Security List Request
8=FIX.4.4|9=107|35=x|34=2|49=17b92233f33a4d9a1688fe7d2a5be705|52=20230810-12:14:03.474|56=PT-OE|320=1691669643474450|559=4|10=115|
HEADER:
--------------------------------------------------------------------
[ 8] BeginString: FIX.4.4 []
[ 9] BodyLength: 107 []
[ 35] MsgType: x [SECURITY_LIST_REQUEST]
[ 49] SenderCompID: 17b92233f33a4d9a1688fe7d2a5be705 []
[ 56] TargetCompID: PT-OE []
[ 34] MsgSeqNum: 2 []
[ 52] SendingTime: 20230810-12:14:03.474 []
BODY:
--------------------------------------------------------------------
[ 320] SecurityReqID: 1691669643474450 []
[ 559] SecurityListRequestType: 4 [ALL_SECURITIES]
TRAILER:
--------------------------------------------------------------------
[ 10] CheckSum: 115 []
7.10.8. Security List
HEADER:
--------------------------------------------------------------------
[ 8] BeginString: FIX.4.4 []
[ 9] BodyLength: 183231 []
[ 35] MsgType: y [SECURITY_LIST]
[ 49] SenderCompID: PT-OE []
[ 56] TargetCompID: 17b92233f33a4d9a1688fe7d2a5be705 []
[ 34] MsgSeqNum: 2 []
[ 52] SendingTime: 20230810-12:14:03.512 []
BODY:
--------------------------------------------------------------------
[ 320] SecurityReqID: 1691669643474450 []
[ 322] SecurityResponseID: R1691669643474450 []
[ 560] SecurityRequestResult: 0 [VALID_REQUEST]
[ 146] NoRelatedSym: 1439 []
[ 55] #0 Symbol: BTC-USD []
[ 48] SecurityID: 4 []
[ 22] SecurityIDSource: 8 [EXCHANGE_SYMBOL]
[ 461] CFICode: IFXXXP []
[ 15] Currency: USD []
[ 58] Text: {"minimum_price":"0.10","maximum_price":"1000000.00","price_step":"0.10","minimum_quantity":"0.00010000","maximum_quantity":"10000.00000000","quantity_step":"0.00010000","minimum_value":"0.0000100000","maximum_value":"10000000000.0000000000"} []
[ 55] #1 Symbol: ETH-USD []
[ 48] SecurityID: 5 []
[ 22] SecurityIDSource: 8 [EXCHANGE_SYMBOL]
[ 461] CFICode: IFXXXP []
[ 15] Currency: USD []
[ 58] Text: {"minimum_price":"0.0100","maximum_price":"100000.0000","price_step":"0.0100","minimum_quantity":"0.001000","maximum_quantity":"100000.000000","quantity_step":"0.001000","minimum_value":"0.0000100000","maximum_value":"10000000000.0000000000"} []
[ 55] #2 Symbol: PTF-USD []
[ 48] SecurityID: 6 []
[ 22] SecurityIDSource: 8 [EXCHANGE_SYMBOL]
[ 461] CFICode: IFXXXP []
[ 15] Currency: USD []
[ 58] Text: {"minimum_price":"0.0001","maximum_price":"1000.0000","price_step":"0.0001","minimum_quantity":"0.0010","maximum_quantity":"10000000.0000","quantity_step":"0.0010","minimum_value":"0.00000010","maximum_value":"10000000000.00000000"} []
[ 55] #3 Symbol: BTC-USD-PERPETUAL []
[ 48] SecurityID: 13 []
[ 22] SecurityIDSource: 8 [EXCHANGE_SYMBOL]
[ 461] CFICode: FFCCSX []
[ 231] ContractMultiplier: 1 []
[ 711] NoUnderlyings: 1 []
[ 311] UnderlyingSymbol: BTC-USD-INDEX []
[ 309] UnderlyingSecurityID: 14 []
[ 305] UnderlyingSecurityIDSource: 8 []
[ 463] UnderlyingCFICode: TICMMX []
[ 318] UnderlyingCurrency: USD []
[ 15] Currency: USD []
[ 58] Text: {"minimum_price":"0.10","maximum_price":"1000000.00","price_step":"0.10","minimum_quantity":"0.00010000","maximum_quantity":"10000.00000000","quantity_step":"0.00010000","minimum_value":"0.0000100000","maximum_value":"10000000000.0000000000"} []
...
[ 55] #560 Symbol: BTC-20240628 []
[ 48] SecurityID: 14245 []
[ 22] SecurityIDSource: 8 [EXCHANGE_SYMBOL]
[ 461] CFICode: FFCCSX []
[ 541] MaturityDate: 20240628 []
[ 231] ContractMultiplier: 1 []
[ 711] NoUnderlyings: 1 []
[ 311] UnderlyingSymbol: BTC []
[ 309] UnderlyingSecurityID: 3 []
[ 305] UnderlyingSecurityIDSource: 8 []
[ 463] UnderlyingCFICode: IFXXXP []
[ 318] UnderlyingCurrency: USD []
[ 15] Currency: USD []
[ 58] Text: {"minimum_price":"0.50","maximum_price":"1000000.00","price_step":"0.50","minimum_quantity":"0.00010000","maximum_quantity":"10000.00000000","quantity_step":"0.00010000","minimum_value":"0.0000500000","maximum_value":"10000000000.0000000000"} []
...
[ 55] #595 Symbol: BTC-20240628-30000C []
[ 48] SecurityID: 14548 []
[ 22] SecurityIDSource: 8 [EXCHANGE_SYMBOL]
[ 461] CFICode: OCECCS []
[ 541] MaturityDate: 20240628 []
[ 202] StrikePrice: 30000 []
[ 231] ContractMultiplier: 1 []
[ 711] NoUnderlyings: 1 []
[ 311] UnderlyingSymbol: BTC []
[ 309] UnderlyingSecurityID: 3 []
[ 305] UnderlyingSecurityIDSource: 8 []
[ 463] UnderlyingCFICode: IFXXXP []
[ 318] UnderlyingCurrency: USD []
[ 15] Currency: USD []
[ 58] Text: {"minimum_price":"1.00","maximum_price":"1000000.00","price_step":"1.00","minimum_quantity":"0.00010000","maximum_quantity":"10000.00000000","quantity_step":"0.00010000","minimum_value":"0.0001000000","maximum_value":"10000000000.0000000000"} []
...
TRAILER:
--------------------------------------------------------------------
[ 10] CheckSum: 060 []
7.10.9. Trading Session Status
8=FIX.4.4|9=166|35=h|34=2|49=PT-OE|52=20240813-09:47:20.078|56=5e5cd94b6cf193323eabe36a1ec71864|325=Y|336=1723542000000068000|339=3|340=2|341=20240813-09:40:00|345=20240813-09:50:00|10=238|
HEADER:
--------------------------------------------------------------------
[ 8] BeginString: FIX.4.4 []
[ 9] BodyLength: 166 []
[ 35] MsgType: h [TRADING_SESSION_STATUS]
[ 49] SenderCompID: PT-OE []
[ 56] TargetCompID: 5e5cd94b6cf193323eabe36a1ec71864 []
[ 34] MsgSeqNum: 2 []
[ 52] SendingTime: 20240813-09:47:20.078 []
BODY:
--------------------------------------------------------------------
[ 336] TradingSessionID: 1723542000000068000 []
[ 339] TradSesMode: 3 [PRODUCTION]
[ 325] UnsolicitedIndicator: Y [YES]
[ 340] TradSesStatus: 2 [OPEN]
[ 341] TradSesStartTime: 20240813-09:40:00 []
[ 345] TradSesEndTime: 20240813-09:50:00 []
TRAILER:
--------------------------------------------------------------------
[ 10] CheckSum: 238 []
8. Revision History
Date | Version | Notes |
---|---|---|
2024-09-17 |
1.13 |
Added examples of IDs combinations in |
2024-09-02 |
1.12 |
Retiring STAGING environment |
2024-08-18 |
1.11 |
Updated |
2024-07-10 |
1.10 |
Updated |
2024-06-15 |
1.9 |
Updated |
2024-06-12 |
1.8 |
Added example of a cancel scenario for New Order Single: Participate Do Not Initiate |
2024-04-22 |
1.7 |
Clarification of |
2024-04-16 |
1.6 |
Added |
2024-04-03 |
1.5 |
Updated |
2024-03-25 |
1.4.2 |
|
2024-03-11 |
1.4 |
Add throttling |
2024-02-14 |
1.3 |
Add |
2023-08-24 |
1.2 |
Fill gaps in |
2023-08-10 |
1.1 |
|
2023-08-01 |
1.0 |
Public release |
2023-07-30 |
0.1 |
Initial Order Entry FIX API documentation |