Order Entry

NewOrderSingle (35=D)

TAG	NAME	TYPE	REQ	DESCRIPTION
11	ClOrdID	string	Y	An identifier specified by the sender to uniquely identify messages correlating to this request. Must be in one of the following formats: UUID version 4 in its human readable form, with hypens, and in lowercase. An ASCII string of up to 18 characters containing only the unreserved URL characters: letters (a–z, A–Z), digits (0–9), hyphen (-), underscore (_), period (.), and tilde (~).
18	ExecInst	string	N	Execution instructions separated by spaces: 6 — Add Liquidity Only (ALO) ALO: Matching engine only accepts the order if it doesn't match against any resting orders.
38	OrderQty	decimal128	Y	Quantity requested. This represents the number of shares of the base asset.
40	OrdType	char	Y	Order type: 1 — Market 2 — Limit Note: Market (OrdType = 1) orders will automatically be converted to aggressively priced limit orders.
44	Price	decimal128	C	The maximum execution price for a buy or the minimum execution price for a sell. The requested price must meet the market's minimum price variation (MPV) requirements or will be rejected by the exchange.Note: Required when OrdType = 2 (Limit). Ignored for other order types.
54	Side	char	Y	Side of order: 1 — Buy 2 — Sell
55	Symbol	string	Y	Ticker symbol. Human-readable representation of the security. (e.g. BTC/USDC)
59	TimeInForce	char	N	Specifies how long the order remains in effect. Absence of this field is interpreted as GTC: 1 — Good Till Cancel (GTC, up to 30 days) 3 — Immediate Or Cancel (IOC)
453	NoPartyIDs	int	Y	Number of PartyID (448) and PartyRole (452) entries. This tag must be the first entry before the repeating group(s).Must be set equal to 1. Only one party is supported per request.
↳448	PartyID	string	Y	Start of a new party group entryParty identifier/code.
↳452	PartyRole	int	Y	Identifies the type or role of the PartyID (448) specified: 3 — Client ID
2964	SelfMatchPreventionInst	int	N	Specifics how this order should handle self matches (orders that would trade with the same client id). This cannot be changed once entered. 1 — Cancel Aggressor 3 — Cancel Both

OrderCancelRequest (35=F)

TAG	NAME	TYPE	REQ	DESCRIPTION
11	ClOrdID	string	Y	An identifier specified by the sender to uniquely identify other messages correlating to this request. Must be in one of the following formats: UUID version 4 in its human readable form, with hypens, and in lowercase. An ASCII string of up to 18 characters containing only the unreserved URL characters: letters (a–z, A–Z), digits (0–9), hyphen (-), underscore (_), period (.), and tilde (~).
41	OrigClOrdID	string	Y	ClOrdID (tag 11) of the previous order as assigned by the sender, used to identify the previous order for the cancel request. UUID version 4 in its human readable form, with hypens, and in lowercase. An ASCII string of up to 18 characters containing only the unreserved URL characters: letters (a–z, A–Z), digits (0–9), hyphen (-), underscore (_), period (.), and tilde (~).
453	NoPartyIDs	int	Y	Number of PartyID (448) and PartyRole (452) entries. This tag must be the first entry before the repeating group(s).Must be set equal to 1. Only one party is supported per request.
↳448	PartyID	string	Y	Start of a new party group entryParty identifier/code.
↳452	PartyRole	int	Y	Identifies the type or role of the PartyID (448) specified: 3 — Client ID

OrderCancelReplaceRequest (35=G)

TAG	NAME	TYPE	REQ	DESCRIPTION
11	ClOrdID	string	Y	An identifier specified by the sender to uniquely identify messages correlating to this request. Must be in one of the following formats: UUID version 4 in its human readable form, with hypens, and in lowercase. An ASCII string of up to 18 characters containing only the unreserved URL characters: letters (a–z, A–Z), digits (0–9), hyphen (-), underscore (_), period (.), and tilde (~).
38	OrderQty	decimal128	N	New quantity requested. This represents the number of shares of the base asset.
40	OrdType	char	N	Used only to convert a Limit order to Market. The single accepted value is: 1 — Market Do not send 40=2. Omit the tag to leave the order type unchanged.
41	OrigClOrdID	string	Y	ClOrdID (tag 11) of the previous order as assigned by the sender, used to identify the previous order for the replace requests. UUID version 4 in its human readable form, with hypens, and in lowercase. An ASCII string of up to 18 characters containing only the unreserved URL characters: letters (a–z, A–Z), digits (0–9), hyphen (-), underscore (_), period (.), and tilde (~).
44	Price	decimal128	C	The new limit price for the order of the quote asset. The new requested limit price must meet the market's minimum price variation (MPV) requirements or will be rejected by the exchange.Note: Conditionally required when OrdType = 2 (Limit). Ignored for other order types.
453	NoPartyIDs	int	Y	Number of PartyID (448) and PartyRole (452) entries. This tag must be the first entry before the repeating group(s).Must be set equal to 1. Only one party is supported per request.
↳448	PartyID	string	Y	Start of a new party group entryParty identifier/code.
↳452	PartyRole	int	Y	Identifies the type or role of the PartyID (448) specified: 3 — Client ID

ExecutionReport (35=8)

TAG	NAME	TYPE	REQ	DESCRIPTION
6	AvgPx	decimal128	C	Set when ExecType (150) equals Trade (F).Calculated average price of all fills on this order.
11	ClOrdID	string	Y	ID of the order being reported. Set by sender on request.
14	CumQty	decimal128	Y	Total quantity filled on this order.
15	Currency	string	N	Identifies currency used for prices, fees, and commissions within the execution report.
17	ExecID	string	Y	Unique identifier of execution message as assigned by the exchange.
18	ExecInst	string	C	Execution instructions for the order, when present on the order.
31	LastPx	decimal128	C	Set when ExecType (150) equals Trade (F). Price of this (last) trade.
32	LastQty	decimal128	C	Set when ExecType (150) equals Trade (F). Quantity bought/sold of this (last) trade.
37	OrderID	string	Y	Unique identifier of order request as assigned by the exchange.
38	OrderQty	decimal128	C	Quantity requested. This represents the number of shares of the base asset. Always present on accepted execution reports; on a NewOrderSingle reject, only included when the inbound request set OrderQty.
39	OrdStatus	char	Y	Identifies current status of order: 0 — New 1 — Partially Filled 2 — Filled 4 — Canceled 5 — Replaced 6 — Pending Cancel 8 — Rejected 9 — Suspended A — Pending New E — Pending Replace C — Expired
40	OrdType	char	Y	Order type: 1 — Market 2 — Limit
41	OrigClOrdID	string	C	ClOrdID (tag 11) of the previous order as assigned by the sender, used to identify the previous order in the cancel/replace requests.
44	Price	decimal128	C	Limit price for the order. Market orders report the internally stored price. Always present on accepted execution reports; on a NewOrderSingle reject, only included when the inbound request set Price.
54	Side	char	Y	Side of order: 1 — Buy 2 — Sell
55	Symbol	string	Y	Ticker symbol. Human-readable representation of the security.
58	Text	string	C	Human-readable reason text. Populated when ExecType (150)=8 (Rejected) with the rejection reason, and when ExecType (150)=4 (Canceled) if the matching engine reports a cancel reason. Not sent on other execution types.
59	TimeInForce	char	Y	Specifies how long the order remains in effect: 1 — Good Till Cancel (GTC) 3 — Immediate Or Cancel (IOC)
60	TransactTime	utc timestamp	Y	Time the execution report was generated.
150	ExecType	char	Y	Describes the specific Execution report: 0 — New 4 — Canceled 5 — Replaced 6 — Pending Cancel 8 — Rejected A — Pending New C — Expired E — Pending Replace F — Trade
151	LeavesQty	decimal128	Y	Quantity open for further execution.
453	NoPartyIDs	int	Y	Number of PartyID (448) and PartyRole (452) entries.
↳448	PartyID	string	Y	Start of a new party group entryParty identifier/code.
↳452	PartyRole	int	Y	Identifies the type or role of the PartyID (448) specified: 3 — Client ID
851	LastLiquidityInd	int	C	Set when ExecType (150) equals Trade (F). Indicates whether this execution added or removed liquidity: 1 — Added Liquidity 2 — Removed Liquidity 4 — Unknown Liquidity
880	TrdMatchID	string	C	Set when ExecType (150) equals Trade (F). Exchange-assigned identifier for the match that produced this execution.
136	NoMiscFees	int	C	Set when ExecType (150) equals Trade (F). Number of miscellaneous fee entries.
↳137	MiscFeeAmt	decimal128	C	Start of a new misc fee group entry. Fee amount for this execution.
↳139	MiscFeeType	string	C	Type of miscellaneous fee: 4 — Exchange Fees
2964	SelfMatchPreventionInst	int	C	Specifics how this order should handle self matches. Present when self-match prevention was set on the order. 1 — Cancel Aggressor 3 — Cancel Both

OrderCancelReject (35=9)

TAG	NAME	TYPE	REQ	DESCRIPTION
11	ClOrdID	string	Y	An identifier specified by the sender to uniquely identify other messages correlating to this request. Must be in one of the following formats: UUID version 4 in its human readable form, with hypens, and in lowercase. An ASCII string of up to 18 characters containing only the unreserved URL characters: letters (a–z, A–Z), digits (0–9), hyphen (-), underscore (_), period (.), and tilde (~).
37	OrderID	string	Y	Unique identifier of order request as assigned by the exchange.
39	OrdStatus	char	Y	Current status of the order being canceled or replaced. Uses the same values listed for OrdStatus on ExecutionReport.
41	OrigClOrdID	string	Y	ClOrdID (tag 11) of the previous order as assigned by the sender, used to identify the previous order for the cancel request. UUID version 4 in its human readable form, with hypens, and in lowercase. An ASCII string of up to 18 characters containing only the unreserved URL characters: letters (a–z, A–Z), digits (0–9), hyphen (-), underscore (_), period (.), and tilde (~).
58	Text	string	C	The message will indicate why the cancel was rejected.
102	CxlRejReason	int	C	A code to indicate a reason for more common scenarios that produce a cancel reject. Supported values include: 0 — Too late to cancel 1 — Unknown order
434	CxlRejResponseTo	char	Y	Identifies the type of request that a Cancel Reject is in response to: 1 — Cancel Request 2 — Cancel Replace Request