Derivatives FIX Order Entry Messages

The Coinbase Derivatives Exchange Order Entry FIX API for brokers and market makers allows connected firms to send, modify and cancel orders.

Order Entry Message Types

The Coinbase Derivatives Exchange Order Entry FIX API supports the following message and execution types:

Client Message Types

• NewOrderSingle (35=D): Request to submit new single-legged order.
• OrderCancelRequest (35=F): Request to cancel submitted single or multi-leg order.
• OrderCancel/ReplaceRequest (35=G): Request to replace single order.

System Message and Execution Types

• Execution Report (35=8): System reports in response to client requests. Execution types are:
  • New/Canceled/Replaced Order (150=0/4/5): Confirms new, canceled, or replaced order:
    • New Order (150=0): Confirms NewOrderSingle message.
    • Canceled Order (150=4): Confirms OrderCancelRequest message or unsolicited cancel.
    • Replaced Order (150=5): Confirms OrderCancel/ReplaceRequest message.
  • Rejected Order (150=8): Relays status that OrderCancel/ReplaceRequest is rejected.
  • Trade (150=F): Relays information that order is filled completely or partially.
  • Stop Triggered (150=L): Relays status of stop order.
  • Done for Day (150=3): Sent for all currently open orders after the trading day closes.
  • Expired Order (150=C): Confirms day order is expired.
• OrderCancelReject (35=9): Rejection of client-originated cancel request.
• BusinessReject (35=j): Rejection not reportable with well-formed Execution Report.

Admin Message Types

• LastExecIdRequest (35=F1): Client request for ExecId of the last (most recent) event.
• LastExecId (35=F2): System response to F1.
• EventResendRequest (35=F3): Client request to resend order events in a specified range.
• EventResendComplete (35=F4): System response to successful F3 request.
• EventResendReject (35=F5): System response to unsuccessful F3 request.

New Order Single (35=D)

Used to send new single-legged orders for execution.

tip

Messages are comprised of required (Y), optional (N) and conditionally required (C). Conditional fields are "pass-through," or required based on the presence or value of other fields.

Tag	Name	FIX Type	Req	Description
1	Account	String(12)	Y	Unique ID representing the account.
11	ClOrdID	String(20)	Y	Unique client ID representing the order. Client system must maintain uniqueness of this value for the life of the order.
38	OrderQty	Int(9)	Y	Order quantity. Must be a positive integer.
40	OrdType	Char(1)	Y	Order type. Market orders are not accepted during opening auction. See OrdType (40) code set.
44	Price	Price(20)	C	Price per single contract unit. Required for limit or stop-limit orders.
54	Side	Char(1)	Y	Side of order. See Side (54) code set.
55	Symbol	String(24)	Y	Represents details of an instrument. Future Example: EUM20
167	SecurityType	String(6)	Y	Represents security type. See SecurityType (167) code set.
59	TimeInForce	Char(1)	N	Represents how long the order remains in effect. Default is 59=0 (TimeInForce="Day"). For 59=3 (TimeInForce="FAK"), MinQty can also be specified. See TimeInForce (59) code set.
60	TransactTime	UTCTimestamp(21)	Y	Time when the order message was submitted. UTC format YYYYMMDD-HH:MM:SS.sss in microseconds. Example: 20091216-19:21:41.109
77	PositionEffect	Char(1)	N	Order position effect. Default is 77=D (PositionEffect="Default"). See PositionEffect (77) code set.
99	StopPx	Price(20)	C	Stop price of the order. Required for stop and stop-limit orders.
18	ExecInst	Char	N	The execution instruction flags for the order. Supported values: 6 = Add Liquidity Only (Post Only)
110	MinQty	Int(9)	N	Minimum quantity of an order to be executed. Used only when 59=3 (TimeInForce)="Fill and Kill").
528	OrderCapacity	Char(1)	Y	Capacity of the firm placing the order (Agency=A/Principal=P). See OrderCapacity (528) code set.
210	MaxShow	Qty(9)	N	Maximum quantity within an order to be shown in the order book at any given time.
432	ExpireDate	LocalMktDate(8)	C	Order expiration date, or the last day the order can trade. YYYYMMDD format. Required only if 59=6 (TimeInForce="Good Till Date").
1028	ManualOrderIndicator	Boolean(1)	Y	Represents whether or not the order was generated manually (Y) or automatically (N) with trading software. See ManualOrderIndicator (1028) code set.
1031	CustOrderHandlingInst	String(1)	Y	Source of the original order. See CustOrderHandlingInst (1031) code set.
7928	SelfMatchPreventionID	Int(8)	C	Unique ID (per executing firm) representing two orders that should not match. Required when market participants enable SelfMatch Prevention. Max length is 8 digits.
8000	SelfMatchPreventionStrategy	Char(1)	N	Represents type of cancel instruction when SelfMatch Prevention is triggered. Client systems must also include SelfMatchPreventionID (7928) on the originating message. See SelfMatchPreventionStrategy (8000) code set.
582	CustOrderCapacity	Int(1)	Y	Customer capacity represented by Customer Type Indicator (CTI) Code (1-4). See CustOrderCapacity (582) code set.

LIMIT order example

### Example: LIMIT order
BeginString = FIX.4.4 
BodyLength = … 
MsgType = D 
MsgSeqNum = 3 
PossDupFlag = 
SenderCompID = EBR123
SenderSubID = smithj 
SendingTime = 20191202-10:15:41.383
TargetCompID = COIND
TargetSubID = TEST 
Account = C123
ClOrdID = 314bb362:109f840f9c0
Symbol=EUM20
SecurityType=FUT
OrderQty = 100
OrdType = 2
Price = 1.10317
Side = 1
TimeInForce = 0
TransactTime = 20171102-10:15:40.383
PositionEffect = O 
CustomerOrFirm = 0
OrderCapacity = A 
ManualOrderIndicator = Y
CustOrderHandlingInst = Y 
SelfMatchPreventionID = 12347565 
SelfMatchPreventionStrategy = N
CTICode = 4
CheckSum = …

Return to Order Entry Message Types.

Order Cancel Request (35=F)

A firm may use this message to cancel the remaining quantity of any working single or multi-leg order.

Tag	Name	FIX Type	Req	Description
1	Account	String(12)	Y	Unique ID representing the account.
11	ClOrdID	String(20)	Y	Unique client ID representing the order. Client system must maintain uniqueness of this value for the life of the order.
37	OrderID	String(17)	Y	Unique exchange ID representing the order.
41	OrigClOrdID	String(20)	N	Last accepted ClOrdID in the order chain.
54	Side	Char(1)	Y	Side of order. See Side (54) code set.
55	Symbol	String(24)	Y	Represents details of an instrument. Future Example: EUM20
167	SecurityType	String(6)	Y	Represents security type. See SecurityType (167) code set.
60	TransactTime	UTCTimestamp(21)	Y	Time when the order message was submitted. UTC format YYYYMMDD-HH:MM:SS.sss in microseconds. Example: 20091216-19:21:41.109
1028	ManualOrderIndicator	Boolean(1)	Y	Represents whether or not the order was generated manually (Y) or automatically (N) with trading software. See ManualOrderIndicator (1028) code set.

CANCEL order example

# Example: Cancel order request
BeginString = FIX.4.4 
BodyLength = … 
MsgType = F
MsgSeqNum = 6
PossDupFlag = 
SenderCompID = EBR123
SenderSubID = smithj 
SendingTime = 20191202-10:15:41.383
TargetCompID = COIND
TargetSubID = TEST 
Account = C123
ClOrdID = 65780bfc:901n328943d
OrderID = 5038
OrigClOrdID = 71fa0cda:109f847292d Side = 1
Symbol = EUM20
SecurityType = FUT
TransactTime = 20171102-10:22:24.725
ManualOrderIndicator = Y 
CheckSum = …

Return to Order Entry Message Types.

Order Cancel/Replace Request (35=G)

A firm may use this message to replace an order. The following restrictions exist:

• Triggered Stop and Stop-Limit orders cannot be replaced, only canceled.
• Time in Force cannot be changed.
• If a field cannot be changed, the replacing order gets rejected.
• If the replaced-OrderQty is less than or equal to Total Fill Qty, then the Order is canceled.

Tag	Name	FIX Type	Req	Description
1	Account	String(12)	Y	Unique ID representing the account. Caution: If the Account value is changed from the original value submitted in the New Order message, the order loses priority in the order book.
11	ClOrdID	String(20)	Y	Unique client ID representing the order. Client system must maintain uniqueness of this value for the life of the order.
37	OrderID	String(17)	Y	Unique exchange ID representing the order.
38	OrderQty	Int(9)	Y	Order quantity. Must be a positive integer. Caution: If OrderQty is reduced from the original value submitted in the New Order message, the order will maintain priority in the order book. If this value is increased, the order will lose priority on the order book.
40	OrdType	Char(1)	Y	Order type. Market orders are not accepted during opening auction. See OrdType (40) code set.
41	OrigClOrdID	String(20)	N	Last accepted ClOrdID in the order chain.
44	Price	Price(20)	C	Price per single contract unit. Required for limit or stop-limit orders.
54	Side	Char(1)	Y	Side of order. See Side (54) code set.
55	Symbol	String(24)	Y	Represents details of an instrument. Future Example: EUM20
167	SecurityType	String(6)	N	Represents security type. See SecurityType (167) code set.
59	TimeInForce	Char(1)	N	Represents how long the order remains in effect. Default is 59=0 (TimeInForce="Day"). For 59=3 (TimeInForce="FAK"), MinQty can also be specified. See TimeInForce (59) code set.
60	TransactTime	UTCTimestamp(21)	Y	Time when the order message was submitted. UTC format YYYYMMDD-HH:MM:SS.sss in microseconds. Example: 20091216-19:21:41.109
77	PositionEffect	Char(1)	N	Order position effect. Default is 77=D (PositionEffect="Default"). See PositionEffect (77) code set.
99	StopPx	Price(20)	C	Stop price of the order. Required for stop and stop-limit orders. Caution: If the StopPx value is changed from the original value submitted in the New Order message, the order loses priority in the order book.
528	OrderCapacity	Char(1)	Y	Capacity of the firm placing the order (Agency=A/Principal=P). See OrderCapacity (528) code set.
210	MaxShow	Qty(9)	N	Maximum quantity within an order to be shown in the order book at any given time. Caution: If the MaxShow value is changed from the original value submitted in the New Order message, the order loses priority in the order book.
432	ExpireDate	LocalMktDate(8)	C	Order expiration date, or the last day the order can trade. YYYYMMDD format. Required only if 59=6 (TimeInForce="Good Till Date").
1028	ManualOrderIndicator	Boolean(1)	Y	Represents whether or not the order was generated manually (Y) or automatically (N) with trading software. See ManualOrderIndicator (1028) code set.
1031	CustOrderHandlingInst	String(1)	Y	Source of the original order. See CustOrderHandlingInst (1031) code set.
7928	SelfMatchPreventionID	Int(8)	C	Unique ID (per executing firm) representing two orders that should not match. Required when market participants enable SelfMatch Prevention. Max length is 8 digits.
8000	SelfMatchPreventionStrategy	Char(1)	N	Represents type of cancel instruction when SelfMatch Prevention is triggered. Client systems must also include SelfMatchPreventionID (7928) on the originating message. See SelfMatchPreventionStrategy (8000) code set.
582	CustOrderCapacity	Int(1)	Y	Customer capacity represented by Customer Type Indicator (CTI) Code (1-4). See CustOrderCapacity (582) code set.

Cancel/Replace LIMIT order example

# Example: Cancel/Replace LIMIT order request
BeginString = FIX.4.4 
BodyLength = … 
MsgType = G 
MsgSeqNum = 15
PossDupFlag = 
SenderCompID = EBR123
SenderSubID = smithj 
SendingTime = 20191202-10:15:41.383
TargetCompID = COIND
TargetSubID = TEST 
Account = C123
ClOrdID = 71fa0cda:109f847292d:-7ffe 
OrderID = 5095
OrderQty = 150
OrdType = 2
OrigClOrdID = 71fa0cda:109f847292d:-7ffd 
Price = 1.10317
Side = 1
Symbol=EUM20
SecurityType=FUT
TimeInForce = 2
TransactTime = 20191102-10:22:21.725
PositionEffect = O 
OrderCapacity = A 
ManualOrderIndicator = Y
CustOrderHandlingInst = Y 
SelfMatchPreventionID = 12345678 
SelfMatchPreventionStrategy = N
CTICode = 4
CheckSum = …

Return to Order Entry Message Types.

Execution Report (35=8)

New/Canceled/Replaced Order (35=8, 150=0/4/5)

New (150=0), Canceled (150=4), and Replaced (150=5) reports share the same subset of Execution Report tags.

• New (150=0): Confirms new order in response to NewOrderSingle message. Sent for every new order, even those matched immediately.
• Canceled (150=4): Confirms order is canceled in response to OrderCancelRequest, or is an unsolicited cancel. A separate message is not sent for the canceled order itself.
• Replaced (150=5): Confirms order is replaced in response to OrderCancel/ReplaceRequest. A separate message is not sent for the replaced order itself.

note

These reports were formerly grouped as "Accepted" in the PDF docs.

Tag	Name	FIX Type	Req	Description
1	Account	String(12)	Y	Unique ID representing the account.
11	ClOrdID	String(20)	Y	Unique client ID representing the order. Client system must maintain uniqueness of this value for the life of the order.
14	CumQty	Int(9)	Y	Cumulated traded quantity throughout lifespan of an order.
17	ExecID	String(40)	Y	Unique exchange ID representing the trade execution.
37	OrderID	String(17)	Y	Unique exchange ID representing the order.
38	OrderQty	Int(9)	Y	Order quantity.
39	OrdStatus	Char(1)	Y	Represents order status, "New", "Canceled", or "Modify" (replaced). See OrdStatus (39) code set. 0 = New 4 = Canceled 5 = Modify
40	OrdType	Char(1)	Y	Order type. Market orders are not accepted during opening auction. See OrdType (40) code set.
41	OrigClOrdID	String(20)	N	Last accepted ClOrdID in the order chain.
44	Price	Price(20)	C	Price per single contract unit. Required for limit or stop-limit orders.
54	Side	Char(1)	Y	Side of order. See Side (54) code set.
55	Symbol	String(24)	Y	Represents details of an instrument. Future Example: EUM20
167	SecurityType	String(6)	N	Represents security type. See SecurityType (167) code set.
59	TimeInForce	Char(1)	N	Represents how long the order remains in effect. Default is 59=0 (TimeInForce="Day"). For 59=3 (TimeInForce="FAK"), MinQty can also be specified. See TimeInForce (59) code set.
60	TransactTime	UTCTimestamp(21)	Y	Time when the order message was submitted. UTC format YYYYMMDD-HH:MM:SS.sss in microseconds. Example: 20091216-19:21:41.109
99	StopPx	Price(20)	C	Stop price of the order. Required for stop and stop-limit orders.
110	MinQty	Int(9)	N	Minimum quantity of an order to be executed. Used only when 59=3 (TimeInForce)="Fill and Kill").
150	ExecType	Char(1)	Y	Represents execution type, New (150=0), Canceled (150=4), or Replaced (150=5). See ExecType (150) code set.
151	LeavesQty	int(9)	Y	Number of contracts remaining for execution.
18	ExecInst	Char	N	The execution instruction flags for the order. Supported values: 6 = Add Liquidity Only (Post Only)
528	OrderCapacity	Char(1)	C	Capacity of the firm placing the order (Agency=A/Principal=P). Pass through field from/when present in New Order Single (35=D). See OrderCapacity (528) code set.
210	MaxShow	Qty(9)	N	Maximum quantity within an order to be shown in the order book at any given time.
378	ExecRestatementReason	Int(3)	N	Reason why the order was canceled by the system (e.g., cancel on disconnect, self-match prevention, etc.). See ExecRestatementReason (378) code set.
432	ExpireDate	LocalMktDate(8)	C	Order expiration date, or the last day the order could trade.
1028	ManualOrderIndicator	Boolean(1)	Y	Represents whether or not the order was generated manually (Y) or automatically (N) with trading software. See ManualOrderIndicator (1028) code set.
1031	CustOrderHandlingInst	String(1)	Y	Source of the original order. See CustOrderHandlingInst (1031) code set.
5979	RequestTime	Int(20)	N	Time when the request was received by the exchange. UTC format in microseconds: YYYYMMDD-HH:MM:SS.sss.
7928	SelfMatchPreventionID	Int(8)	C	Unique ID (per executing firm) representing two orders that should not match. Required when market participants enable SelfMatch Prevention. Max length is 8 digits.
8000	SelfMatchPreventionStrategy	Char(1)	N	Represents type of cancel instruction when SelfMatch Prevention is triggered. Client systems must also include SelfMatchPreventionID (7928) on the originating message. See SelfMatchPreventionStrategy (8000) code set.

Return to Order Entry Message Types.

Rejected Order (35=8, 150=8)

Message notifies client system of a rejected order.

Tag	Name	FIX Type	Req	Description
1	Account	String(12)	Y	Unique ID representing the account.
11	ClOrdID	String(20)	Y	Unique client ID representing the order. Client system must maintain uniqueness of this value for the life of the order.
14	CumQty	Int(9)	Y	Cumulated traded quantity throughout lifespan of an order.
17	ExecID	String(40)	Y	Unique exchange ID representing the trade execution.
37	OrderID	String(17)	Y	Unique exchange ID representing the order.
38	OrderQty	Int(9)	C	Order quantity.
39	OrdStatus	Char(1)	Y	Represents order status, "Rejected" (8). See OrdStatus (39) code set.
40	OrdType	Char(1)	Y	Order type such as market, limit, etc. See OrdType (40) code set.
41	OrigClOrdID	String(20)	N	Last accepted ClOrdID in the order chain.
44	Price	Price(20)	C	Price per single contract unit.
54	Side	Char(1)	Y	Side of order. See Side (54) code set.
55	Symbol	String(20)	Y	Represents details of an instrument. Future Example: EUM20.
167	SecurityType	String(6)	N	Represents security type. See SecurityType (167) code set.
58	Text	String(200)	N	Error code message. See OrdRejReason (103) code set.
59	TimeInForce	Char(1)	N	Represents how long the order remains in effect. Default is 59=0 (TimeInForce="Day"). For 59=3 (TimeInForce="FAK"), MinQty can also be specified. See TimeInForce (59) code set.
60	TransactTime	UTCTimeStamp(21)	Y	Time when the order message was submitted. UTC format YYYYMMDD-HH:MM:SS.sss in microseconds. Example: 20091216-19:21:41.109
75	TradeDate	LocalMktDate(8)	Y	Date of trading day, local time in YYYYMMDD format. When absent, represents the current day.
103	OrdRejReason	Int(6)	N	Error code. See OrdRejReason (103) code set.
150	ExecType	Char(1)	Y	Represents execution type, "Rejected" (150=8). See ExecType (150) code set.
151	LeavesQty	Int(9)	C	Number of contracts remaining for execution. Always 151=0.
18	ExecInst	Char	N	The execution instruction flags for the order. Supported values: 6 = Add Liquidity Only (Post Only)
528	OrderCapacity	Char(1)	C	Capacity of the firm placing the order (Agency=A/Principal=P). Pass through field from/when present in New Order Single (35=D). See OrderCapacity (528) code set.
1028	ManualOrderIndicator	Boolean(1)	Y	Represents whether or not the order was generated manually (Y) or automatically (N) with trading software. See ManualOrderIndicator (1028) code set.
1031	CustOrderHandlingInst	String(1)	Y	Source of the original order. See CustOrderHandlingInst (1031) code set.

Return to Order Entry Message Types.

Trade (35=8, 150=F)

Sent by the Coinbase Derivatives Exchange system to report a trade.

note

A new order rests on the order book, unmatched. A trade is a matched order, and if totally filled, no longer rests on the order book.

Tag	Name	FIX Type	Req	Description
1	Account	String(12)	Y	Unique ID representing the account.
11	ClOrdID	String(20)	Y	Unique client ID representing the order. Client system must maintain uniqueness of this value for the life of the order.
14	CumQty	Int(9)	Y	Cumulated traded quantity throughout lifespan of an order.
17	ExecID	String(40)	Y	Unique exchange ID representing the trade execution.
880	TrdMatchID	String (20)	Y	Unique exchange ID representing a match event that results in multiple executions or trades.
31	LastPx	Price(20)	Y	Price at which order was filled.
32	LastQty	Int(9)	Y	Quantity filled.
37	OrderID	String(17)	Y	Unique exchange ID representing the order.
38	OrderQty	Int(9)	C	Order quantity.
39	OrdStatus	Char(1)	Y	Represents order status, "Partial Fill" (1) or "Complete Fill" (2). See OrdStatus (39) code set.
40	OrdType	Char(1)	Y	Order type such as market, limit, etc. See OrdType (40) code set.
41	OrigClOrdID	String(20)	N	Last accepted ClOrdID in the order chain.
44	Price	Price(20)	C	Price per single contract unit. For Execution Report messages sent in response to Market or Stop orders (with protection), Price is the Protection Price Limit (best available price +/- protection points). If the order is not completely filled, the remaining open quantity rests on the order book at the Protection Price Limit. Note: For spread trade Execution Reports, Price (44) is sent in the Execution Report – Fill Notice (35=8, 39=1 or 2) for the spread only and not the legs of the spread.
6	AvgPx	Price(20)	C	Calculated average price of all fills on this order.
54	Side	Char(1)	Y	Side of order. See Side (54) code set.
55	Symbol	String(24)	Y	Represents details of an instrument. Future Example: EUM20.
167	SecurityType	String(6)	N	Represents security type. See SecurityType (167) code set.
59	TimeInForce	Char(1)	N	Represents how long the order remains in effect. Default is 59=0 (TimeInForce="Day"). For 59=3 (TimeInForce="FAK"), MinQty can also be specified. See TimeInForce (59) code set.
60	TransactTime	UTCTimeStamp(21)	Y	Time when the order message was submitted. UTC format YYYYMMDD-HH:MM:SS.sss in microseconds. Example: 20091216-19:21:41.109
75	TradeDate	LocalMktDate(8)	Y	Date of trading day, local time in YYYYMMDD format. When absent, represents the current day.
150	ExecType	Char(1)	Y	Represents execution type, "Trade" (150=F). See ExecType (150) code set.
151	LeavesQty	Int(9)	C	Number of contracts remaining for execution after this fill.
393	TotalNumSecurities	Int(3)	N	Number of leg fill acknowledgment messages sent with spread summary. Sent for spread fill messages only.
442	MultiLegReportingType	Int(1)	N	Represents acknowledgment of Outright, Leg of Spread, and Spread. See MultiLegReporting (442) code set.
527	SecondaryExecID	String(40)	C	Unique exchange ID representing link between spread summary fill notice with leg fill notice and trade cancel messages.
18	ExecInst	Char	N	The execution instruction flags for the order. Supported values: 6 = Add Liquidity Only (Post Only)
528	OrderCapacity	Char(1)	Y	Capacity of the firm placing the order (Agency=A/Principal=P). See OrderCapacity (528) code set.
1028	ManualOrderIndicator	Boolean(1)	Y	Represents whether or not the order was generated manually (Y) or automatically (N) with trading software. See ManualOrderIndicator (1028) code set.
1031	CustOrderHandlingInst	String(1)	Y	Source of the original order. See CustOrderHandlingInst (1031) code set.
1057	AggressorIndicator	Char(1)	C	Represents the order as incoming or resting for the match event. See AggressorIndicator (1057) code set.
5979	RequestTime	Int(20)	N	Time when the request was received by the exchange. UTC format in microseconds: YYYYMMDD-HH:MM:SS.sss.

Return to Order Entry Message Types.

Stop Triggered (35=8, 150=L)

Sent when a stop order is triggered.

Tag	Name	FIX Type	Req	Description
1	Account	String(12)	Y	Unique ID representing the account.
11	ClOrdID	String(20)	Y	Unique client ID representing the order. Client system must maintain uniqueness of this value for the life of the order.
14	CumQty	Int(9)	Y	Cumulated traded quantity throughout lifespan of an order.
17	ExecID	String(40)	Y	Unique exchange ID representing the trade execution.
37	OrderID	String(17)	Y	Unique exchange ID representing the order.
38	OrderQty	Int(9)	Y	Order quantity.
39	OrdStatus	Char(1)	Y	Represents order status, "New" (accepted), "Canceled", or "Modify" (replaced). See OrdStatus (39) code set. 0 = New 4 = Canceled 5 = Modify
40	OrdType	Char(1)	Y	Order type. Market orders are not accepted during opening auction. See OrdType (40) code set.
41	OrigClOrdID	String(20)	N	Last accepted ClOrdID in the order chain.
44	Price	Price(20)	C	Price per single contract unit. Required for limit or stop-limit orders.
54	Side	Char(1)	Y	Side of order. See Side (54) code set.
55	Symbol	String(20)	Y	Represents details of an instrument. Future Example: EUM20
167	SecurityType	String(6)	N	Represents security type. See SecurityType (167) code set.
59	TimeInForce	Char(1)	N	Represents how long the order remains in effect. Default is 59=0 (TimeInForce="Day"). For 59=3 (TimeInForce="FAK"), MinQty can also be specified. See TimeInForce (59) code set.
60	TransactTime	UTCTimestamp(21)	Y	Time when the order message was submitted. UTC format YYYYMMDD-HH:MM:SS.sss in microseconds. Example: 20091216-19:21:41.109
99	StopPx	Price(20)	C	Stop price of the order. Required for stop and stop-limit orders.
150	ExecType	Char(1)	Y	Represents execution type, "Stop Triggered" (150=L). See ExecType (150) code set.
151	LeavesQty	int(9)	Y	Number of contracts remaining for execution.
210	MaxShow	Qty(9)	N	Maximum quantity within an order to be shown in the order book at any given time.
378	ExecRestatementReason	Int(3)	N	Reason why the order was canceled by the system (e.g., cancel on disconnect, self-match prevention, etc.). See ExecRestatementReason (378) code set.
432	ExpireDate	LocalMktDate(8)	C	Order expiration date, or the last day the order could trade.
1028	ManualOrderIndicator	Boolean(1)	Y	Represents whether or not the order was generated manually (Y) or automatically (N) with trading software. See ManualOrderIndicator (1028) code set.
1031	CustOrderHandlingInst	String(1)	Y	Source of the original order. See CustOrderHandlingInst (1031) code set.
5979	RequestTime	Int(20)	N	Time when the request was received by the exchange. UTC format in microseconds: YYYYMMDD-HH:MM:SS.sss.
7928	SelfMatchPreventionID	Int(8)	C	Unique ID (per executing firm) representing two orders that should not match. Required when market participants enable SelfMatch Prevention. Max length is 8 digits.
8000	SelfMatchPreventionStrategy	Char(1)	N	Represents type of cancel instruction when SelfMatch Prevention is triggered. Client systems must also include SelfMatchPreventionID (7928) on the originating message. See SelfMatchPreventionStrategy (8000) code set.

Return to Order Entry Message Types.

Done for Day (35=8, 150=3)

Reports with execution type Done for Day (150=3) are sent by the exchange to the firms that need the status of their open orders after the trading session is closed.

Tag	Name	FIX Type	Req	Description
1	Account	String(12)	Y	Unique ID representing the account.
11	ClOrdID	String(20)	Y	Unique client ID representing the order. Client system must maintain uniqueness of this value for the life of the order.
14	CumQty	Int(9)	Y	Cumulated traded quantity throughout lifespan of an order.
17	ExecID	String(40)	Y	Unique exchange ID representing the trade execution.
37	OrderID	String(17)	Y	Unique exchange ID representing the order.
38	OrderQty	Int(9)	C	Order quantity.
39	OrdStatus	Char(1)	Y	Represents order status, "Done for the Day" (39=3). See OrdStatus (39) code set.
40	OrdType	Char(1)	Y	Order type such as market, limit, etc. See OrdType (40) code set.
41	OrigClOrdID	String(20)	N	Last accepted ClOrdID in the order chain.
44	Price	Price(20)	C	Price per single contract unit.
54	Side	Char(1)	Y	Side of order. See Side (54) code set.
55	Symbol	String(24)	Y	Represents details of an instrument. Future Example: EUM20
167	SecurityType	String(6)	N	Represents security type. See SecurityType (167) code set.
59	TimeInForce	Char(1)	N	Represents how long the order remains in effect. Default is 59=0 (TimeInForce="Day"). For 59=3 (TimeInForce="FAK"), MinQty can also be specified. See TimeInForce (59) code set.
60	TransactTime	UTCTimeStamp(21)	Y	Time when the order message was submitted. UTC format YYYYMMDD-HH:MM:SS.sss in microseconds. Example: 20091216-19:21:41.109
75	TradeDate	LocalMktDate(8)	Y	Date of trading day, local time in YYYYMMDD format. When absent, represents the current day.
150	ExecType	Char(1)	Y	Represents execution type, "Done for Day" (150=3). See ExecType (150) code set.
151	LeavesQty	Int(9)	C	Number of contracts remaining for execution.
1028	ManualOrderIndicator	Boolean(1)	Y	Represents whether or not the order was generated manually (Y) or automatically (N) with trading software. See ManualOrderIndicator (1028) code set.
1031	CustOrderHandlingInst	String(1)	Y	Source of the original order. See CustOrderHandlingInst (1031) code set.
5979	RequestTime	Int(20)	N	Time when the request was received by the exchange. UTC format in microseconds: YYYYMMDD-HH:MM:SS.sss.

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Expired Order (35=8, 150=C)

Reports with execution type Expired (150=C) are sent by the exchange to the firms that need the track the expiration of their time-limited orders (such as DAY).

Tag	Name	FIX Type	Req	Description
1	Account	String(12)	Y	Unique ID representing the account.
11	ClOrdID	String(20)	Y	Unique client ID representing the order. Client system must maintain uniqueness of this value for the life of the order.
14	CumQty	Int(9)	Y	Cumulated traded quantity throughout lifespan of an order.
17	ExecID	String(40)	Y	Unique exchange ID representing the trade execution.
37	OrderID	String(17)	Y	Unique exchange ID representing the order.
38	OrderQty	Int(9)	Y	Order quantity. Must be a positive integer.
39	OrdStatus	Char(1)	Y	Represents order status, "Expired" (C). See OrdStatus (39) code set.
40	OrdType	Char(1)	Y	Order type such as market, limit, etc. See OrdType (40) code set.
41	OrigClOrdID	String(20)	N	Last accepted ClOrdID in the order chain.
44	Price	Price(20)	N	Price per single contract unit.
54	Side	Char(1)	Y	Side of order. See Side (54) code set.
55	Symbol	String(20)	Y	Represents details of an instrument. Future Example: EUM20
167	SecurityType	String(6)	N	Represents security type. See SecurityType (167) code set.
59	TimeInForce	Char(1)	N	Represents how long the order remains in effect. Default is 59=0 (TimeInForce="Day"). For 59=3 (TimeInForce="FAK"), MinQty can also be specified. See TimeInForce (59) code set.
60	TransactTime	UTCTimestamp(21)	N	Time when the order message was submitted. UTC format YYYYMMDD-HH:MM:SS.sss in microseconds. Example: 20091216-19:21:41.109
110	MinQty	Int(9)	C	Sent in the Order Elimination message if the originating order was a FAK/FOK/MinQty that contained tag MinQty (110).
150	ExecType	Char(1)	Y	Represents execution type, "Expired" (150=C). See ExecType (150) code set.
151	LeavesQty	Int(9)	Y	Number of contracts remaining for execution. Always 151=0.
378	ExecRestatementReason	Int(3)	N	Reason why the order was canceled by the system (e.g., cancel on disconnect, self-match prevention, etc.). See ExecRestatementReason (378) code set.
528	OrderCapacity	Char(1)	C	Capacity of the firm placing the order (Agency=A/Principal=P). Pass through field from/when present in New Order Single (35=D). See OrderCapacity (528) code set.
1028	ManualOrderIndicator	Boolean(1)	Y	Represents whether or not the order was generated manually (Y) or automatically (N) with trading software. See ManualOrderIndicator (1028) code set.
1031	CustOrderHandlingInst	String(1)	Y	Source of the original order. See CustOrderHandlingInst (1031) code set.
7928	SelfMatchPreventionID	Int(8)	N	Unique ID (per executing firm) representing two orders that should not match. Required when market participants enable SelfMatch Prevention. Max length is 8 digits.
8000	SelfMatchPreventionStrategy	Char(1)	N	Represents type of cancel instruction when SelfMatch Prevention is triggered. Client systems must also include SelfMatchPreventionID (7928) on the originating message. See SelfMatchPreventionStrategy (8000) code set.
5979	RequestTime	Int(20)	N	Time when the request was received by the exchange. UTC format in microseconds: YYYYMMDD-HH:MM:SS.sss.

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Order Cancel Reject (35=9)

Sent by the Coinbase Derivatives Exchange system to notify the client on rejection of an Order Cancel Request OR Order Cancel/Replace.

Tag	Name	FIX Type	Req	Description
1	Account	String(12)	Y	Unique ID representing the account.
11	ClOrdID	String(20)	Y	Unique client ID representing the order. Client system must maintain uniqueness of this value for the life of the order.
37	OrderID	String(17)	Y	Unique exchange ID representing the order.
39	OrdStatus	Char(1)	Y	Represents order status, "Undefined" (U). See OrdStatus (39) code set.
41	OrigClOrdID	String(20)	N	Last accepted ClOrdID in the order chain. If a value is included in tag 41 on order entry, the same value is returned. If not, the tag contains 0.
55	Symbol	String(24)	Y	Represents details of an instrument. Future Example: EUM20
58	Text	String(200)	N	Text describing why the cancel request was rejected.
60	TransactTime	UTCTimestamp(21)	Y	Time when the order message was submitted. UTC format YYYYMMDD-HH:MM:SS.sss in microseconds. Example: 20091216-19:21:41.109
102	CXlRejReason	Int(6)	N	Code representing the cancel reject reason. See CXRejReason (102) code set.
434	CxlRejResponseTo	Char(1)	Y	Represents the type of request that an Order Cancel Reject (35=9) message is in response to. 1 = Order Cancel Request 2 = Order Cancel/Replace Request
5979	RequestTime	Int(20)	N	Time when the request was received by the exchange. UTC format in microseconds: YYYYMMDD-HH:MM:SS.sss.

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Business Reject (35=j)

Sent by the Coinbase Derivatives Exchange system to notify the client of application-level rejection of client request which passed session-level validation but has business validation issues and cannot be reported with a well-formed Execution Report with Rejected status.

Tag	Name	FIX Type	Req	Description
45	RefSeqNum	SeqNum(10)	Y	MsgSeqNum <34> of rejected message.
58	Text	String(200)	N	Free format text string.
379	BusinessRejectRefID	String(32)	N	Value of business-level "ID" of the message being rejected.
380	BusinessRejectReason	Int(2)	Y	Code identifying reject reason: 0=Other 1=Unknown ID 2=Unknown security 3=Unsupported message type 4=Application not available 5=Conditionally required field missing 6=Not authorized 7=Delivery to firm not available at this time

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Last ExecId Request (35=F1)

Send this message to request the ExecId of the last (most recent) event sent by the trading system to this user/session. Can be used to determine if the client missed any events while disconnected. Also serves as a means of validating that the trading system is available and accepting requests.

Tag	Name	FIX Type	Req	Description
35	MsgType	String(2)	Y	Header tag identifying message type.

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Last ExecId (35=F2)

Sent in response to LastExecIdRequest.

Tag	Name	FIX Type	Req	Description
45	RefSeqNum	SeqNum(10)	Y	MsgSeqNum <34> of request message
17	ExecID	String(40)	Y	ExecId of last event sent to this user.

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Event Resend Request (35=F3)

Send this message to request order events in the specified range be resent. Since this is an application-level request, resent messages will have new sequence numbers and PossDupFlag (43) will not be set; rather, PossResend (97) will be set. Rejects (and any other message that does not contain an ExecId) will not be resent.

Tag	Name	FIX Type	Req	Description
22003	BeginExecId	String(40)	Y	Lower bound (inclusive) of ExecIds.
22004	EndExecId	String(40)	N	Upper bound (inclusive) of ExecIds. Resend all events up the last known event if not set.

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Event Resend Complete (35=F4)

Sent in response to a successful Event Resend Request following all resent events.

Tag	Name	FIX Type	Req	Description
45	RefSeqNum	SeqNum(10)	Y	MsgSeqNum <34> of request message
22005	ResentEventCount	Int	Y	Total number of events resent.

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Event Resend Reject (35=F5)

Sent in response to an Event Resend Request if the request cannot be fulfilled.

Tag	Name	FIX Type	Req	Description
45	RefSeqNum	SeqNum(10)	Y	MsgSeqNum <34> of request message
22006	EventResendRejectReason	Int	Y	Represents reject reason: 1 = BEGIN_EXEC_ID_TOO_SMALL 2 = END_EXEC_ID_TOO_LARGE 3 = RESEND_ALREADY_IN_PROGRESS 4 = TOO_MANY_RESEND_REQUESTS 5 = SERVER_ERROR
58	Text	String(200)	N	Free format text string.

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See Also:

• Order Entry Gateways