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Alby96 e3c0bd51b2 Sviluppo TradingBot

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FIX Specification

This document describes the implementation of the FIX 4.2 protocol used by Alpaca to enable order entry via FIX.

Version 1.1.0

Supported Message Types

Message	MsgType	Description
Logon	A	Sent by FIX client to authenticate and establish the FIX session
Heartbeat	0	Sent by either client or server at preset interval within the working FIX session
Test Request	1	Sent to force a heartbeat from the opposing application
Resend Request	2	To request retransmission of messages which were missed
Reject	3	Response to a message that could not be processed
Sequence Reset	4	To reset the FIX session sequence number
Logout	5	To safely disconnect the connected FIX session
New Order - Single	D	To submit a new single order (equity or single-leg option)
New Order - Multileg	AB	To submit a new multi-leg order (e.g. option spreads, covered calls)
Execution Report	8	Sent whenever the state of the order changes
Order Cancel Request	F	To request cancellation of an order (single-leg or multileg)
Order Cancel/Replace Request	G	To request modification of a single-leg order
Multileg Order Cancel/Replace Request	AC	To request modification of a multi-leg order
Order Cancel Reject	9	Sent if a cancel or cancel/replace request (F, G, or AC) could not be executed

Message Header

All messages should contain the following tags in the header:

Tag	Field	Mandatory	Description
8	BeginString	Y	FIX.4.2
9	BodyLength	Y	Size of the message body in bytes
34	MsgSeqNum	Y	Message sequence number
35	MsgType	Y	Message type, should be one of the types supported in this doc
49	SenderCompID	Y	Provided by Alpaca, must be present in all FIX messages. This will be returned as TargetCompID (56) in all FIX messages to clients
52	SendingTime	Y	UTC timestamp of message transmission. Precision supported: Millis, Micros, Nanos
56	TargetCompID	Y	Provided by Alpaca, must be present in all FIX messages. This will be returned as SenderCompID (49) in all FIX messages to clients

Message Trailer

All messages should contain the following tags in the trailer:

Tag	Field	Mandatory	Description
10	CheckSum	Y	Last field in the messages with trailing `<SOH>`. Value calculated by the FIX engine from message data

Logon (A)

Tag	Field	Mandatory	Description
35	MsgType	Y	A - For Logon
98	EncryptMethod	Y	0 - None, only accepted value
108	HeartBtInt	Y	Must be set to `30` for 30 seconds
141	ResetSeqNumFlag	N	Y - Resets both sender and target sequence number to 1

Example FIX Message

|8=FIX.4.2|9=73|35=A|34=1|49=SENDER|52=20240524-16:02:42.003|56=ALPACA|98=0|108=30|141=Y|10=131|

Heartbeat (0)

Sent by either client or server if no message has been received since the last heartbeat interval. This is also sent in response to a Test Request (1).

Tag	Field	Mandatory	Description
35	MsgType	Y	0 - For Heartbeat
112	TestReqID	N	Required only when Heartbeat is sent in response to a Test Request (1)

Example FIX Message

|8=FIX.4.2|9=91|35=0|49=SENDER|56=ALPACA|34=2|52=20230330-16:52:321.029|10=049|

Test Request (1)

May be sent by either client or server, to force a Heartbeat (0) from the other party.

Tag	Field	Mandatory	Description
35	MsgType	Y	1 - For Test Request
112	TestReqID	Y	Identifier to be returned in the resulting Heartbeat (0)

Example FIX Message

|8=FIX.4.2|9=91|35=1|49=SENDER|56=ALPACA|34=2|52=20230330-16:52:321.029|112=TEST|10=049|

Resend Request (2)

Sent to request retransmission of messages which were missed.

Tag	Field	Mandatory	Description
35	MsgType	Y	2 - For Resend Request
7	BeginSeqNo	Y	Beginning sequence number of requested messages
16	EndSeqNo	Y	Ending sequence number of requested messages

Example FIX Message

|8=FIX.4.2|9=66|7=9|16=36|34=12|35=2|49=SENDER|52=20230627-14:10:21.769|56=ALPACA|10=126|

Reject (3)

Sent when a message is rejected or cannot be processed by the FIX server.

  <th>
    Field
  </th>

  <th>
    Mandatory
  </th>

  <th>
    Description
  </th>
</tr>

  <td>
    MsgType
  </td>

  <td>
    Y
  </td>

  <td>
    3 - For Reject
  </td>
</tr>

<tr>
  <td>
    45
  </td>

  <td>
    RefSeqNum
  </td>

  <td>
    Y
  </td>

  <td>
    Sequence number of the rejected message
  </td>
</tr>

<tr>
  <td>
    58
  </td>

  <td>
    Text
  </td>

  <td>
    N
  </td>

  <td>
    Reason for rejection
  </td>
</tr>

<tr>
  <td>
    371
  </td>

  <td>
    RefTagID
  </td>

  <td>
    N
  </td>

  <td>
    The tag number of the FIX field being referenced
  </td>
</tr>

<tr>
  <td>
    372
  </td>

  <td>
    RefMsgType
  </td>

  <td>
    N
  </td>

  <td>
    The MsgType (35) of the FIX message being referenced
  </td>
</tr>

<tr>
  <td>
    373
  </td>

  <td>
    SessionRejectReason
  </td>

  <td>
    N
  </td>

  <td>
    Reject reason codes.\
    0 - Invalid tag number\
    1 - Required tag missing\
    2 - Tag not defined for this message type\
    3 - Unsupported Message Type\
    4 - Tag specified without a value\
    5 - Value is incorrect (out of range) for this tag\
    6 - Incorrect data format for value\
    9 - CompID problem\
    10 - SendingTime accuracy problem\
    11 - Invalid MsgType
  </td>
</tr>

Tag
35

Example FIX Message

|8=FIX.4.2|9=0134|35=3|34=44196|49=ALPACA|56=TARGET|52=20230330-20:18:38.039|58=0005 Tag specified without a value|45=44196|371=11|372=8|373=4|10=092|

Sequence Reset (4)

Sent to reset the incoming sequence number on the other side. The sequence reset should be used only to increase the sequence number. Any request to decrease the sequence number will result in a Reject (3) message.

  <th>
    Field
  </th>

  <th>
    Mandatory
  </th>

  <th>
    Description
  </th>
</tr>

  <td>
    MsgType
  </td>

  <td>
    Y
  </td>

  <td>
    4 - For Sequence Reset
  </td>
</tr>

<tr>
  <td>
    36
  </td>

  <td>
    NewSeqNo
  </td>

  <td>
    Y
  </td>

  <td>
    New sequence number
  </td>
</tr>

<tr>
  <td>
    123
  </td>

  <td>
    GapFillFlag
  </td>

  <td>
    N
  </td>

  <td>
    N - Sequence reset to recover from an out-of-sequence condition, MsgSeqNum(34) is ignored\
    Y - Gap fill message, MsgSeqNum(34) field must be valid
  </td>
</tr>

Tag
35

Example FIX Message

|8=FIX.4.2|9=61|34=12|35=4|36=9|49=SENDER|52=20230627-14:14:51.732|56=ALPACA|10=156|

Logout (5)

May be sent by either client or server, to terminate the session. The other party would respond with a confirming Logout message as an acknowledgement.

Tag	Field	Mandatory	Description
35	MsgType	Y	5 - For Logout

Example FIX Message

|8=FIX.4.2|9=56|34=12|35=5|49=SENDER|52=20230627-14:16:50.690|56=ALPACA|10=197|

New Order - Single (D)

Sent by the client to submit a new single order.

  <th>
    Field
  </th>

  <th>
    Mandatory
  </th>

  <th>
    Description
  </th>
</tr>

  <td>
    MsgType
  </td>

  <td>
    Y
  </td>

  <td>
    D - For New Order - Single
  </td>
</tr>

<tr>
  <td>
    1
  </td>

  <td>
    Account
  </td>

  <td>
    Y
  </td>

  <td>
    Account number
  </td>
</tr>

<tr>
  <td>
    11
  </td>

  <td>
    ClOrdID
  </td>

  <td>
    Y
  </td>

  <td>
    Unique identifier of the order assigned by the client (must be no longer than 48 characters)
  </td>
</tr>

<tr>
  <td>
    12
  </td>

  <td>
    Commission
  </td>

  <td>
    N
  </td>

  <td>
    Commission to collect from the account holder
  </td>
</tr>

<tr>
  <td>
    13
  </td>

  <td>
    CommType
  </td>

  <td>
    N
  </td>

  <td>
    1 - per share\
    2 - percentage, 5% should be represented as .05\
    3 - absolute
  </td>
</tr>

<tr>
  <td>
    18
  </td>

  <td>
    ExecInst
  </td>

  <td>
    N
  </td>

  <td>
    1 - Not held\
    5 - Held
  </td>
</tr>

<tr>
  <td>
    21
  </td>

  <td>
    HandlInst
  </td>

  <td>
    Y
  </td>

  <td>
    1 - Automated execution with no broker intervention, only accepted value
  </td>
</tr>

<tr>
  <td>
    38
  </td>

  <td>
    OrderQty
  </td>

  <td>
    N
  </td>

  <td>
    Number of shares to trade, required if CashOrderQty (152) is not set
  </td>
</tr>

<tr>
  <td>
    40
  </td>

  <td>
    OrdType
  </td>

  <td>
    Y
  </td>

  <td>
    1 - Market\
    2 - Limit\
    3 - Stop\
    4 - Stop limit\
    5 - Market on close\
    B - Limit on close
  </td>
</tr>

<tr>
  <td>
    44
  </td>

  <td>
    Price
  </td>

  <td>
    N
  </td>

  <td>
    Required for Limit `40=2` and Stop Limit `40=4` orders
  </td>
</tr>

<tr>
  <td>
    54
  </td>

  <td>
    Side
  </td>

  <td>
    Y
  </td>

  <td>
    1 - Buy\
    2 - Sell
  </td>
</tr>

<tr>
  <td>
    55
  </td>

  <td>
    Symbol
  </td>

  <td>
    Y
  </td>

  <td>
    Ticker symbol
  </td>
</tr>

<tr>
  <td>
    59
  </td>

  <td>
    TimeInForce
  </td>

  <td>
    Y
  </td>

  <td>
    0 - Day (day)\
    1 - Good Till Cancel (gtc)\
    2 - At the Opening (opg)\
    3 - Immediate or Cancel (ioc)\
    4 - Fill or Kill (fok)\
    7 - At the Close (cls)
  </td>
</tr>

<tr>
  <td>
    60
  </td>

  <td>
    TransactTime
  </td>

  <td>
    Y
  </td>

  <td>
    UTC timestamp of order creation by client
  </td>
</tr>

<tr>
  <td>
    77
  </td>

  <td>
    OpenClose
  </td>

  <td>
    N
  </td>

  <td>
    Indicates whether the resulting position from the trade would be an opening or closing position.\
    O - Open\
    C - Close
  </td>
</tr>

<tr>
  <td>
    99
  </td>

  <td>
    StopPx
  </td>

  <td>
    N
  </td>

  <td>
    Required for Stop `40=3` and Stop Limit `40=4` orders
  </td>
</tr>

<tr>
  <td>
    109
  </td>

  <td>
    ClientID
  </td>

  <td>
    N
  </td>

  <td>
    Sub-account tag for omnibus accounts
  </td>
</tr>

<tr>
  <td>
    152
  </td>

  <td>
    CashOrderQty
  </td>

  <td>
    N
  </td>

  <td>
    Notional value to trade, required if OrderQty (38) is not set
  </td>
</tr>

<tr>
  <td>
    336
  </td>

  <td>
    TradingSessionID
  </td>

  <td>
    N
  </td>

  <td>
    8 - Extended Hours\
    Required for extended hours orders only
  </td>
</tr>

<tr>
  <td>
    167
  </td>

  <td>
    SecurityType
  </td>

  <td>
    N
  </td>

  <td>
    CS - Common Stock (default when absent)\
    OPT - Option\
    Required to be `OPT` to submit a single-leg option order
  </td>
</tr>

<tr>
  <td>
    200
  </td>

  <td>
    MaturityMonthYear
  </td>

  <td>
    N
  </td>

  <td>
    Expiration month and year in `YYYYMM` format.\
    Required when `167=OPT`
  </td>
</tr>

<tr>
  <td>
    201
  </td>

  <td>
    PutOrCall
  </td>

  <td>
    N
  </td>

  <td>
    0 - Put\
    1 - Call\
    Required when `167=OPT`
  </td>
</tr>

<tr>
  <td>
    202
  </td>

  <td>
    StrikePrice
  </td>

  <td>
    N
  </td>

  <td>
    Strike price of the option contract (up to 3 decimal places).\
    Required when `167=OPT`
  </td>
</tr>

<tr>
  <td>
    205
  </td>

  <td>
    MaturityDay
  </td>

  <td>
    N
  </td>

  <td>
    Expiration day of month (1-31).\
    Required when `167=OPT`
  </td>
</tr>

Tag
35

Notes on single-leg option orders

When SecurityType (167) = OPT, the option contract is identified by the combination of Symbol (55) (underlying root, e.g. AAPL), MaturityMonthYear (200), MaturityDay (205), PutOrCall (201) and StrikePrice (202).
OpenClose (77) should be supplied to disambiguate the position effect (open vs. close). When omitted, position intent is inferred from Side (54): Buy → buy-to-open, Sell → sell-to-close, Sell Short (5) → sell-to-open.
Option execution reports echo back SecurityType, MaturityMonthYear, MaturityDay, PutOrCall and StrikePrice along with the standard fields.

Example FIX Messages

|8=FIX.4.2|9=139|1=TEST_ACCOUNT|11=c5bfc5f6-163d-450e-bb4a-fb25188cde8e|34=12|35=D|38=10|40=1|49=SENDER|52=20230613-14:01:37.330|54=1|55=SPY|56=ALPACA|59=1|10=030|

|8=FIX.4.2|9=141|1=TEST_ACCOUNT|11=c5bfc5f6-163d-450e-bb4a-fb25188cde8e|34=12|35=D|40=1|49=SENDER|52=20230613-14:43:47.572|54=1|55=SPY|56=ALPACA|59=0|152=100|10=130|

|8=FIX.4.2|9=149|1=TEST_ACCOUNT|11=c5bfc5f6-163d-450e-bb4a-fb25188cde8e|34=12|35=D|38=10|40=2|44=350.78|49=SENDER|52=20230613-14:45:58.303|54=1|55=SPY|56=ALPACA|59=0|10=005|

|8=FIX.4.2|9=149|1=TEST_ACCOUNT|11=c5bfc5f6-163d-450e-bb4a-fb25188cde8e|34=12|35=D|38=10|40=3|49=SENDER|52=20230613-14:50:51.223|54=1|55=SPY|56=ALPACA|59=0|99=350.78|10=006|

|8=FIX.4.2|9=159|1=TEST_ACCOUNT|11=c5bfc5f6-163d-450e-bb4a-fb25188cde8e|34=12|35=D|38=10|40=4|44=350.78|49=SENDER|52=20230613-15:26:35.992|54=1|55=SPY|56=ALPACA|59=0|99=350.78|10=246|

|8=FIX.4.2|9=149|1=TEST_ACCOUNT|11=c5bfc5f6-163d-450e-bb4a-fb25188cde8e|34=12|35=D|38=10|40=2|44=350.78|49=SENDER|52=20230613-14:45:58.303|54=1|55=SPY|56=ALPACA|59=5|10=005|

|8=FIX.4.2|9=185|1=TEST_ACCOUNT|11=c5bfc5f6-163d-450e-bb4a-fb25188cde8e|34=12|35=D|38=2|40=2|44=2.15|49=SENDER|52=20240910-14:45:58.303|54=1|55=META|56=ALPACA|59=0|60=20240910-14:45:58.303|77=O|167=OPT|200=202501|201=1|202=100|205=17|10=011|

Execution Report (8)

Sent by the server whenever an order receives an update. Each execution report contains field OrdStatus (39) which is used to convey the current status of the order as understood by Alpaca, as well as fields ExecType (150) and ExecTransType (20) which describe the purpose of the message.

  <th>
    Field
  </th>

  <th>
    Mandatory
  </th>

  <th>
    Description
  </th>
</tr>

  <td>
    MsgType
  </td>

  <td>
    Y
  </td>

  <td>
    8 - For Execution Report
  </td>
</tr>

<tr>
  <td>
    1
  </td>

  <td>
    Account
  </td>

  <td>
    Y
  </td>

  <td>
    Account number
  </td>
</tr>

<tr>
  <td>
    6
  </td>

  <td>
    AvgPx
  </td>

  <td>
    Y
  </td>

  <td>
    Average price of all fills on this order
  </td>
</tr>

<tr>
  <td>
    11
  </td>

  <td>
    ClOrdID
  </td>

  <td>
    Y
  </td>

  <td>
    Unique identifier of the order as assigned by the client
  </td>
</tr>

<tr>
  <td>
    12
  </td>

  <td>
    Commission
  </td>

  <td>
    N
  </td>

  <td>
    Monetary commission value charged on a fill/partial fill
  </td>
</tr>

<tr>
  <td>
    14
  </td>

  <td>
    CumQty
  </td>

  <td>
    Y
  </td>

  <td>
    Filled quantity on the order
  </td>
</tr>

<tr>
  <td>
    15
  </td>

  <td>
    Currency
  </td>

  <td>
    N
  </td>

  <td>
    Account base currency, default USD
  </td>
</tr>

<tr>
  <td>
    17
  </td>

  <td>
    ExecID
  </td>

  <td>
    Y
  </td>

  <td>
    Unique identifier of the execution assigned by Alpaca
  </td>
</tr>

<tr>
  <td>
    19
  </td>

  <td>
    ExecRefID
  </td>

  <td>
    N
  </td>

  <td>
    ExecID (17) of the original execution being canceled or corrected when `20=1` or `20=2`
  </td>
</tr>

<tr>
  <td>
    20
  </td>

  <td>
    ExecTransType
  </td>

  <td>
    Y
  </td>

  <td>
    Transaction type.\
    0 - New\
    1 - Cancel\
    2 - Correct\
    3 - Status, for Restated (D) message upon stop trigger
  </td>
</tr>

<tr>
  <td>
    30
  </td>

  <td>
    LastMkt
  </td>

  <td>
    N
  </td>

  <td>
    Market of execution for this fill
  </td>
</tr>

<tr>
  <td>
    31
  </td>

  <td>
    LastPx
  </td>

  <td>
    N
  </td>

  <td>
    Price of this fill
  </td>
</tr>

<tr>
  <td>
    32
  </td>

  <td>
    LastShares
  </td>

  <td>
    N
  </td>

  <td>
    Quantity traded on this fill
  </td>
</tr>

<tr>
  <td>
    37
  </td>

  <td>
    OrderID
  </td>

  <td>
    Y
  </td>

  <td>
    Unique identifier of the order assigned by Alpaca
  </td>
</tr>

<tr>
  <td>
    38
  </td>

  <td>
    OrderQty
  </td>

  <td>
    N
  </td>

  <td>
    Either CashOrderQty (152) or OrderQty (38) is provided
  </td>
</tr>

<tr>
  <td>
    39
  </td>

  <td>
    OrdStatus
  </td>

  <td>
    Y
  </td>

  <td>
    Identifies current status of order.\
    0 - New\
    1 - Partially filled\
    2 - Filled\
    3 - Done for day\
    4 - Canceled\
    5 - Replaced\
    6 - Pending Cancel\
    8 - Rejected\
    A - Pending New\
    C - Expired\
    E - Pending Replace
  </td>
</tr>

<tr>
  <td>
    40
  </td>

  <td>
    OrdType
  </td>

  <td>
    N
  </td>

  <td>
    Same as specified on the order.\
    1 - Market\
    2 - Limit\
    3 - Stop\
    4 - Stop limit\
    5 - Market on close\
    B - Limit on close
  </td>
</tr>

<tr>
  <td>
    41
  </td>

  <td>
    OrigClOrdID
  </td>

  <td>
    N
  </td>

  <td>
    ClOrdID (11) of the original order in cancel and cancel/replace requests
  </td>
</tr>

<tr>
  <td>
    44
  </td>

  <td>
    Price
  </td>

  <td>
    N
  </td>

  <td>
    Sent when specified on the order
  </td>
</tr>

<tr>
  <td>
    54
  </td>

  <td>
    Side
  </td>

  <td>
    Y
  </td>

  <td>
    1 - Buy\
    2 - Sell
  </td>
</tr>

<tr>
  <td>
    55
  </td>

  <td>
    Symbol
  </td>

  <td>
    Y
  </td>

  <td>
    Ticker symbol
  </td>
</tr>

<tr>
  <td>
    58
  </td>

  <td>
    Text
  </td>

  <td>
    N
  </td>

  <td>
    Contains reject reason when `150=8`
  </td>
</tr>

<tr>
  <td>
    59
  </td>

  <td>
    TimeInForce
  </td>

  <td>
    N
  </td>

  <td>
    Same as specified on the order.\
    0 - Day (day)\
    1 - Good Till Cancel (gtc)\
    2 - At the Opening (opg)\
    3 - Immediate or Cancel (ioc)\
    4 - Fill or Kill (fok)\
    7 - At the Close (cls)
  </td>
</tr>

<tr>
  <td>
    60
  </td>

  <td>
    TransactTime
  </td>

  <td>
    N
  </td>

  <td>
    Server time in UTC when execution occurred, nanoseconds precision
  </td>
</tr>

<tr>
  <td>
    99
  </td>

  <td>
    StopPx
  </td>

  <td>
    N
  </td>

  <td>
    Sent when specified on the order
  </td>
</tr>

<tr>
  <td>
    150
  </td>

  <td>
    ExecType
  </td>

  <td>
    Y
  </td>

  <td>
    Describes the type of execution report.\
    0 - New\
    1 - Partial fill\
    2 - Fill\
    3 - Done for day\
    4 - Canceled\
    5 - Replaced\
    6 - Pending Cancel, ack for Order Cancel Request (F)\
    8 - Rejected\
    A - Pending New\
    C - Expired\
    D - Restated, for stop price triggers\
    E - Pending Replace, ack for Order Cancel/Replace Request (G)
  </td>
</tr>

<tr>
  <td>
    151
  </td>

  <td>
    LeavesQty
  </td>

  <td>
    Y
  </td>

  <td>
    Unfilled quantity on the order. When order is closed (filled, done for day, canceled, replaced, rejected, expired) value could be 0
  </td>
</tr>

<tr>
  <td>
    152
  </td>

  <td>
    CashOrderQty
  </td>

  <td>
    N
  </td>

  <td>
    Either CashOrderQty (152) or OrderQty (38) is provided. Specifies the notional amount conveyed on the order
  </td>
</tr>

<tr>
  <td>
    378
  </td>

  <td>
    ExecRestatementReason
  </td>

  <td>
    N
  </td>

  <td>
    Populated when ExecType (150) = Restated (D).\
    100 - Stop triggered, for stop and stop limit orders
  </td>
</tr>

<tr>
  <td>
    77
  </td>

  <td>
    OpenClose
  </td>

  <td>
    N
  </td>

  <td>
    Position effect of the execution.\
    O - Open\
    C - Close\
    Always populated on leg execution reports for multileg orders
  </td>
</tr>

<tr>
  <td>
    167
  </td>

  <td>
    SecurityType
  </td>

  <td>
    N
  </td>

  <td>
    CS - Common Stock\
    OPT - Option\
    MLEG - Multileg Instrument (parent execution reports of multileg orders)
  </td>
</tr>

<tr>
  <td>
    200
  </td>

  <td>
    MaturityMonthYear
  </td>

  <td>
    N
  </td>

  <td>
    Populated for option executions (`167=OPT`)
  </td>
</tr>

<tr>
  <td>
    201
  </td>

  <td>
    PutOrCall
  </td>

  <td>
    N
  </td>

  <td>
    Populated for option executions (`167=OPT`).\
    0 - Put\
    1 - Call
  </td>
</tr>

<tr>
  <td>
    202
  </td>

  <td>
    StrikePrice
  </td>

  <td>
    N
  </td>

  <td>
    Populated for option executions (`167=OPT`)
  </td>
</tr>

<tr>
  <td>
    205
  </td>

  <td>
    MaturityDay
  </td>

  <td>
    N
  </td>

  <td>
    Populated for option executions (`167=OPT`)
  </td>
</tr>

<tr>
  <td>
    442
  </td>

  <td>
    MultiLegReportingType
  </td>

  <td>
    N
  </td>

  <td>
    Set only on executions emitted from multileg parent orders.\
    2 - Individual leg of a multi-leg security (one execution report per leg)\
    3 - Multi-leg security (parent-level execution report)
  </td>
</tr>

<tr>
  <td>
    654
  </td>

  <td>
    LegRefID
  </td>

  <td>
    N
  </td>

  <td>
    Identifier of the leg this execution report corresponds to.\
    Populated on leg execution reports (`442=2`); matches the LegRefID supplied on the parent order
  </td>
</tr>

<tr>
  <td>
    555
  </td>

  <td>
    NoLegs
  </td>

  <td>
    N
  </td>

  <td>
    Number of legs in the NoLegs repeating group.\
    Populated on parent execution reports (`442=3`). See [New Order - Multileg (AB)](#new-order---multileg-ab) for repeating group fields
  </td>
</tr>

Tag
35

Notes on execution reports for multileg orders

Each state transition for a multileg parent order produces:

One execution report per leg with MultiLegReportingType (442) = 2 (Individual leg). Leg execution reports carry the leg's LegRefID (654), Side (54), OrderQty (38) = parent_qty * LegRatioQty, option tags (when the leg is an option) and OpenClose (77) for the leg's position effect.
Optionally, one parent-level execution report with MultiLegReportingType (442) = 3 and SecurityType (167) = MLEG. Parent execution reports include the NoLegs (555) repeating group describing all legs and use the parent's ClOrdID (11) and OrderID (37). Whether parent-level execution reports are sent is agreed at session onboarding.

For fills, leg-level LastPx (31) and LastShares (32) reflect the per-leg execution, while the parent execution report's LastPx (31) reflects the net spread price (sum of buy-leg prices minus sum of sell-leg prices, scaled by leg ratios) and LastShares (32) reflects the number of completed spread units.

Example FIX Messages

|8=FIX.4.2|9=216|1=TEST_ACCOUNT|17=694bc450-3ca6-461e-8566-f977dcec9e2d|34=12|35=8|37=c5bfc5f6-163d-450e-bb4a-fb25188cde8e|39=A|40=1|49=ALPACA|52=20230615-18:14:29.702|54=1|55=SPY|56=SENDER|59=0|60=20230615-18:14:29.702|150=A|151=10|10=088|

|8=FIX.4.2|9=216|1=TEST_ACCOUNT|17=694bc450-3ca6-461e-8566-f977dcec9e2d|34=12|35=8|37=c5bfc5f6-163d-450e-bb4a-fb25188cde8e|39=0|40=1|49=ALPACA|52=20230615-18:14:45.263|54=1|55=SPY|56=SENDER|59=0|60=20230615-18:14:45.263|150=0|151=10|10=054|

|8=FIX.4.2|9=251|1=TEST_ACCOUNT|6=350.78|14=5|15=USD|17=694bc450-3ca6-461e-8566-f977dcec9e2d|31=350.78|32=5|34=12|35=8|37=c5bfc5f6-163d-450e-bb4a-fb25188cde8e|39=1|40=1|49=ALPACA|52=20230615-18:15:00.622|54=1|55=SPY|56=SENDER|59=0|60=20230615-18:15:00.622|150=1|151=5|10=185|

|8=FIX.4.2|9=253|1=TEST_ACCOUNT|6=350.78|14=10|15=USD|17=694bc450-3ca6-461e-8566-f977dcec9e2d|31=350.78|32=10|34=12|35=8|37=c5bfc5f6-163d-450e-bb4a-fb25188cde8e|39=2|40=1|49=ALPACA|52=20230615-18:15:21.920|54=1|55=SPY|56=SENDER|59=0|60=20230615-18:15:21.920|150=2|151=0|10=024|

|8=FIX.4.2|9=216|1=TEST_ACCOUNT|17=694bc450-3ca6-461e-8566-f977dcec9e2d|34=12|35=8|37=c5bfc5f6-163d-450e-bb4a-fb25188cde8e|39=E|40=1|49=ALPACA|52=20230615-18:26:53.971|54=1|55=SPY|56=SENDER|59=0|60=20230615-18:26:53.971|150=E|151=10|10=112|

|8=FIX.4.2|9=256|1=TEST_ACCOUNT|17=694bc450-3ca6-461e-8566-f977dcec9e2d|34=12|35=8|37=c5bfc5f6-163d-450e-bb4a-fb25188cde8e|39=5|40=1|41=56fcd203-7a97-430d-b14c-b0d9a7f59f2f|49=ALPACA|52=20230615-18:15:38.108|54=1|55=SPY|56=SENDER|59=0|60=20230615-18:15:38.108|150=5|151=10|10=144|

|8=FIX.4.2|9=216|1=TEST_ACCOUNT|17=694bc450-3ca6-461e-8566-f977dcec9e2d|34=12|35=8|37=c5bfc5f6-163d-450e-bb4a-fb25188cde8e|39=6|40=1|49=ALPACA|52=20230615-18:24:50.191|54=1|55=SPY|56=SENDER|59=0|60=20230615-18:24:50.191|150=6|151=10|10=060|

|8=FIX.4.2|9=216|1=TEST_ACCOUNT|17=694bc450-3ca6-461e-8566-f977dcec9e2d|34=12|35=8|37=c5bfc5f6-163d-450e-bb4a-fb25188cde8e|39=4|40=1|49=ALPACA|52=20230615-18:17:45.813|54=1|55=SPY|56=SENDER|59=0|60=20230615-18:17:45.813|150=4|151=10|10=070|

|8=FIX.4.2|9=227|1=TEST_ACCOUNT|17=694bc450-3ca6-461e-8566-f977dcec9e2d|34=12|35=8|37=c5bfc5f6-163d-450e-bb4a-fb25188cde8e|39=8|40=1|49=ALPACA|52=20230615-18:15:51.825|54=1|55=SPY|56=SENDER|59=0|60=20230615-18:15:51.825|103=Price too low|150=8|10=191|

|8=FIX.4.2|9=296|1=TEST_ACCOUNT|6=2.15|14=2|15=USD|17=694bc450-3ca6-461e-8566-f977dcec9e2d|31=2.15|32=2|34=12|35=8|37=c5bfc5f6-163d-450e-bb4a-fb25188cde8e|39=2|40=2|44=2.15|49=ALPACA|52=20240910-14:46:01.220|54=1|55=META|56=SENDER|59=0|60=20240910-14:46:01.220|77=O|150=2|151=0|167=OPT|200=202501|201=1|202=100|205=17|10=189|

|8=FIX.4.2|9=320|1=TEST_ACCOUNT|6=79.25|11=PARENT_CLORDID|14=1|15=USD|17=4d6a8e2d-b86a-4ab9-9d3b-3a4dc6f5fa1c|31=79.25|32=1|34=18|35=8|37=ORDER_ID|39=1|40=2|44=10.5|49=ALPACA|52=20240910-15:00:00.001|54=1|55=AAPL|56=SENDER|59=0|60=20240910-15:00:00.001|77=O|150=1|151=1|167=OPT|200=202501|201=1|202=100|205=17|442=2|654=0|10=180|

|8=FIX.4.2|9=412|1=TEST_ACCOUNT|6=77.75|11=PARENT_CLORDID|14=2|15=USD|17=2bbf38f6-89f1-4f25-bb70-9f1e3ad7c1aa|31=77.75|32=2|34=22|35=8|37=ORDER_ID|39=2|40=2|44=10.5|49=ALPACA|52=20240910-15:00:05.500|56=SENDER|59=0|60=20240910-15:00:05.500|150=2|151=0|167=MLEG|442=3|555=2|600=AAPL|608=OC|611=20250117|612=100|624=1|623=1|564=O|654=0|600=AAPL|608=OP|611=20250117|612=100|624=2|623=1|564=O|654=1|10=224|

Order Cancel Request (F)

Sent by the client to request cancellation of an order. The same message type is used to cancel both single-leg (equity/option) and multi-leg orders. For multileg orders, SecurityType (167) should be set to MLEG and Symbol (55) should be the underlying root symbol of the parent order.

Tag	Field	Mandatory	Description
35	MsgType	Y	F - For Order Cancel Request
1	Account	Y	Account number
11	ClOrdID	Y	Unique identifier of cancel request assigned by the client
41	OrigClOrdID	Y	ClOrdID (11) of the order to be canceled as assigned by the client
54	Side	Y	As specified on the order to be canceled
55	Symbol	Y	As specified on the order to be canceled (underlying root symbol for multileg)
60	TransactTime	Y	UTC timestamp when cancel request was initiated
167	SecurityType	N	`OPT` for option orders, `MLEG` for multileg orders

To acknowledge this message, an Execution Report (8) with 150=6 is sent immediately followed by an Execution Report (8) with 150=4 or an Order Cancel Reject (9) message. Sometimes an Order Cancel Reject (9) message might be sent directly without sending an Execution Report (8) with 150=6. For multileg orders, the acknowledgements are generated for each leg (442=2) and, when enabled, at the parent level (442=3).

Example FIX Messages

|8=FIX.4.2|9=190|35=F|34=5|49=SENDER|52=20240524-16:02:44.709|56=ALPACA|1=account1|11=b165965d-0c9d-467e-a174-ee30f3fe6dbe|41=b5db0b8e-bbc1-4906-aff8-c58d18ba3398|54=1|55=AAPL|60=20240524-16:02:44.709206406|10=226|

Order Cancel/Replace Request (G)

Sent by the client to request modification of a single-leg (equity or single-leg option) order. To modify a multi-leg order, use Multileg Order Cancel/Replace Request (AC) instead.

Tag	Field	Mandatory	Description
35	MsgType	Y	G - For Order Cancel/Replace Request
1	Account	Y	Account number
11	ClOrdID	Y	Unique identifier of the replacement order assigned by the client (must be no longer than 48 characters)
21	HandlInst	Y	1 - Automated execution with no broker intervention, only accepted value
38	OrderQty	N	Modified quantity for the order
40	OrdType	Y	As specified on the original order
41	OrigClOrdID	Y	ClOrdID (11) of the order to be modified as assigned by the client
44	Price	N	Modified price for the order
54	Side	Y	As specified on the original order
55	Symbol	Y	As specified on the original order
59	TimeInForce	N	Modified time in force for the order
60	TransactTime	Y	UTC timestamp when cancel/replace request was initiated
99	StopPx	N	Modified stop price for the order

Example FIX Messages

|8=FIX.4.2|9=212|35=G|34=21|49=SENDER|52=20240524-16:16:58.956|56=ALPACA|1=account1|11=45169819-088a-4089-9758-f28e830e95f0|21=3|40=2|41=f001f209-2c3e-42e3-9ab1-10e74ee39fe5|44=1.50000|54=1|55=AAPL|60=20240524-16:16:58.956849295|10=173|

Order Cancel Reject (9)

Sent by the server if the Order Cancel Request (F) or Order Cancel/Replace Request (G) message could not be honored. Some common reject scenarios include:

when order is already filled or closed
when a previous Order Cancel Request (F) or Order Cancel/Replace Request (G) is pending for this order

  <th>
    Field
  </th>

  <th>
    Mandatory
  </th>

  <th>
    Description
  </th>
</tr>

  <td>
    MsgType
  </td>

  <td>
    Y
  </td>

  <td>
    9 - For Order Cancel Reject
  </td>
</tr>

<tr>
  <td>
    1
  </td>

  <td>
    Account
  </td>

  <td>
    Y
  </td>

  <td>
    Account number
  </td>
</tr>

<tr>
  <td>
    11
  </td>

  <td>
    ClOrdID
  </td>

  <td>
    Y
  </td>

  <td>
    Unique identifier of cancel or cancel/replace request as assigned by the client
  </td>
</tr>

<tr>
  <td>
    37
  </td>

  <td>
    OrderID
  </td>

  <td>
    Y
  </td>

  <td>
    Unique identifier of the order as assigned by Alpaca for which the cancel or cancel/replace request was rejected
  </td>
</tr>

<tr>
  <td>
    39
  </td>

  <td>
    OrdStatus
  </td>

  <td>
    Y
  </td>

  <td>
    Order status after this cancel reject is applied
  </td>
</tr>

<tr>
  <td>
    41
  </td>

  <td>
    OrigClOrdID
  </td>

  <td>
    Y
  </td>

  <td>
    ClOrdID (11) of the order for which the cancel or cancel/replace request was rejected
  </td>
</tr>

<tr>
  <td>
    58
  </td>

  <td>
    Text
  </td>

  <td>
    N
  </td>

  <td>
    Reject reason
  </td>
</tr>

<tr>
  <td>
    60
  </td>

  <td>
    TransactTime
  </td>

  <td>
    N
  </td>

  <td>
    Server time in UTC when cancel or replace reject occurred
  </td>
</tr>

<tr>
  <td>
    102
  </td>

  <td>
    CxlRejReason
  </td>

  <td>
    N
  </td>

  <td>
    Code to identify reason for cancel rejection.\
    0 - Too late to cancel\
    1 - Unknown order\
    2 - Broker Option\
    3 - Order already in Pending Cancel or Pending Replace status
  </td>
</tr>

<tr>
  <td>
    434
  </td>

  <td>
    CxlRejResponseTo
  </td>

  <td>
    Y
  </td>

  <td>
    1 - Response to Order Cancel Request (F)\
    2 - Response to Order Cancel/Replace Request (G)
  </td>
</tr>

Tag
35

Example FIX Messages

|8=FIX.4.2|9=220|35=9|34=18|49=ALPACA|52=20240524-16:02:46.215|56=SENDER|1=account1|11=a7860828-4dc5-4f8f-bfb1-8fbca8855c88|37=f50af678-bba4-44ea-9b23-0fc452ed4921|39=6|41=2c017b79-a843-4146-a2b7-3bf83af89482|58=TOO_LATE_TO_CANCEL|434=1|10=116|

|8=FIX.4.2|9=198|35=9|34=45|49=ALPACA|52=20240524-16:16:59.085|56=SENDER|1=account1|11=5cdf9082-067b-4497-a90c-f5e8c666409b|37=UNKNOWN|39=8|41=c7feaf5a-54d2-458d-8ab2-9b2f337a28ec|58=replace pending for order|434=2|10=179|

New Order - Multileg (AB)

Sent by the client to submit a new multi-leg order such as an option spread, straddle, strangle, or covered call. Although the FIX session operates on BeginString=FIX.4.2, the NewOrderMultileg message (35=AB) and its NoLegs repeating group follow the FIX 4.4 specification.

Each leg may be either an option contract or an equity (for strategies that combine equity with options such as covered calls). The order is submitted as a single multileg request, and acknowledgements are returned at both the leg level and (optionally) the parent level — see Execution Report (8) for details.

  <th>
    Field
  </th>

  <th>
    Mandatory
  </th>

  <th>
    Description
  </th>
</tr>

  <td>
    MsgType
  </td>

  <td>
    Y
  </td>

  <td>
    AB - For New Order Multileg
  </td>
</tr>

<tr>
  <td>
    1
  </td>

  <td>
    Account
  </td>

  <td>
    Y
  </td>

  <td>
    Account number
  </td>
</tr>

<tr>
  <td>
    11
  </td>

  <td>
    ClOrdID
  </td>

  <td>
    Y
  </td>

  <td>
    Unique identifier of the parent order assigned by the client (must be no longer than 64 characters)
  </td>
</tr>

<tr>
  <td>
    18
  </td>

  <td>
    ExecInst
  </td>

  <td>
    N
  </td>

  <td>
    1 - Not held\
    5 - Held
  </td>
</tr>

<tr>
  <td>
    21
  </td>

  <td>
    HandlInst
  </td>

  <td>
    Y
  </td>

  <td>
    1 - Automated execution with no broker intervention, only accepted value
  </td>
</tr>

<tr>
  <td>
    38
  </td>

  <td>
    OrderQty
  </td>

  <td>
    Y
  </td>

  <td>
    Number of spread units to trade. Per-leg quantity is `OrderQty * LegRatioQty (623)`
  </td>
</tr>

<tr>
  <td>
    40
  </td>

  <td>
    OrdType
  </td>

  <td>
    Y
  </td>

  <td>
    1 - Market\
    2 - Limit\
    3 - Stop\
    4 - Stop limit\
    5 - Market on close\
    B - Limit on close
  </td>
</tr>

<tr>
  <td>
    44
  </td>

  <td>
    Price
  </td>

  <td>
    N
  </td>

  <td>
    Net debit/credit price per spread unit. Required for Limit (`40=2`) and Stop Limit (`40=4`) orders
  </td>
</tr>

<tr>
  <td>
    55
  </td>

  <td>
    Symbol
  </td>

  <td>
    Y
  </td>

  <td>
    Underlying root symbol common to all legs (e.g. `AAPL`)
  </td>
</tr>

<tr>
  <td>
    59
  </td>

  <td>
    TimeInForce
  </td>

  <td>
    Y
  </td>

  <td>
    0 - Day (day)\
    1 - Good Till Cancel (gtc)\
    2 - At the Opening (opg)\
    3 - Immediate or Cancel (ioc)\
    4 - Fill or Kill (fok)\
    7 - At the Close (cls)
  </td>
</tr>

<tr>
  <td>
    60
  </td>

  <td>
    TransactTime
  </td>

  <td>
    Y
  </td>

  <td>
    UTC timestamp of order creation by client
  </td>
</tr>

<tr>
  <td>
    99
  </td>

  <td>
    StopPx
  </td>

  <td>
    N
  </td>

  <td>
    Required for Stop (`40=3`) and Stop Limit (`40=4`) orders
  </td>
</tr>

<tr>
  <td>
    152
  </td>

  <td>
    CashOrderQty
  </td>

  <td>
    N
  </td>

  <td>
    Notional value to trade
  </td>
</tr>

<tr>
  <td>
    167
  </td>

  <td>
    SecurityType
  </td>

  <td>
    N
  </td>

  <td>
    MLEG - Multileg Instrument (recommended)
  </td>
</tr>

<tr>
  <td>
    555
  </td>

  <td>
    NoLegs
  </td>

  <td>
    Y
  </td>

  <td>
    Number of legs in the order. Must be **at least 2**. The repeating group fields below are repeated `NoLegs` times. Side (54) must NOT be supplied at the parent level for multileg orders
  </td>
</tr>

<tr>
  <td>
    →600
  </td>

  <td>
    LegSymbol
  </td>

  <td>
    Y
  </td>

  <td>
    Per-leg symbol. For option legs, the underlying root (e.g. `AAPL`); for equity legs, the equity ticker
  </td>
</tr>

<tr>
  <td>
    →608
  </td>

  <td>
    LegCFICode
  </td>

  <td>
    Y
  </td>

  <td>
    OC - Option Call\
    OP - Option Put\
    ES - Equity (for strategies like covered calls)
  </td>
</tr>

<tr>
  <td>
    →611
  </td>

  <td>
    LegMaturityDate
  </td>

  <td>
    N
  </td>

  <td>
    Expiration date in `YYYYMMDD` format.\
    Required for option legs (`LegCFICode = OC` or `OP`)
  </td>
</tr>

<tr>
  <td>
    →612
  </td>

  <td>
    LegStrikePrice
  </td>

  <td>
    N
  </td>

  <td>
    Strike price of the option leg.\
    Required for option legs (`LegCFICode = OC` or `OP`)
  </td>
</tr>

<tr>
  <td>
    →623
  </td>

  <td>
    LegRatioQty
  </td>

  <td>
    Y
  </td>

  <td>
    Ratio of this leg relative to the parent OrderQty. Must be positive. Per-leg quantity = `OrderQty * LegRatioQty`
  </td>
</tr>

<tr>
  <td>
    →624
  </td>

  <td>
    LegSide
  </td>

  <td>
    Y
  </td>

  <td>
    1 - Buy\
    2 - Sell
  </td>
</tr>

<tr>
  <td>
    →654
  </td>

  <td>
    LegRefID
  </td>

  <td>
    Y
  </td>

  <td>
    Client-assigned per-leg identifier, unique within the order (max 32 characters). Echoed back on every leg execution report
  </td>
</tr>

<tr>
  <td>
    →564
  </td>

  <td>
    LegPositionEffect
  </td>

  <td>
    N
  </td>

  <td>
    O - Open\
    C - Close\
    Combined with `LegSide` to derive the per-leg position intent. When omitted, intent is inferred from `LegSide` (Buy → open, Sell → close)
  </td>
</tr>

Tag
35

Notes

Multileg orders that include Side (54) at the parent level, have fewer than 2 legs, or are missing any required leg field are rejected with a Business Message Reject (code 9001).
Each leg's execution report echoes the LegRefID (654) supplied on the order, so leg-level acknowledgements can be correlated with the originating leg.
MOC (40=5) and LOC (40=B) order types are equivalent to submitting OrdType Market / Limit with TimeInForce (59) = 7 (At the Close).

Example FIX Message

|8=FIX.4.2|9=350|35=AB|34=42|49=SENDER|52=20240910-15:00:00.000|56=ALPACA|1=account1|11=spread-001|21=1|38=2|40=2|44=10.5|55=AAPL|59=0|60=20240910-15:00:00.000|167=MLEG|555=2|600=AAPL|654=0|608=OC|611=20250117|612=100|624=1|623=1|564=O|600=AAPL|654=1|608=OC|611=20250117|612=105|624=2|623=1|564=O|10=147|

Multileg Order Cancel/Replace Request (AC)

Sent by the client to request modification of a multi-leg order. Like New Order - Multileg (AB), the message body follows the FIX 4.4 specification while the session remains on BeginString=FIX.4.2.

The replacement message must re-supply the complete NoLegs repeating group. Replacing a multileg order will produce a Pending Replace (150=E) and then a Replaced (150=5) execution report for each leg, and (when enabled) at the parent level.

  <th>
    Field
  </th>

  <th>
    Mandatory
  </th>

  <th>
    Description
  </th>
</tr>

  <td>
    MsgType
  </td>

  <td>
    Y
  </td>

  <td>
    AC - For Multileg Order Cancel/Replace Request
  </td>
</tr>

<tr>
  <td>
    1
  </td>

  <td>
    Account
  </td>

  <td>
    Y
  </td>

  <td>
    Account number
  </td>
</tr>

<tr>
  <td>
    11
  </td>

  <td>
    ClOrdID
  </td>

  <td>
    Y
  </td>

  <td>
    Unique identifier of the replacement order assigned by the client (must be no longer than 64 characters)
  </td>
</tr>

<tr>
  <td>
    21
  </td>

  <td>
    HandlInst
  </td>

  <td>
    Y
  </td>

  <td>
    1 - Automated execution with no broker intervention, only accepted value
  </td>
</tr>

<tr>
  <td>
    38
  </td>

  <td>
    OrderQty
  </td>

  <td>
    N
  </td>

  <td>
    Modified spread quantity for the order
  </td>
</tr>

<tr>
  <td>
    40
  </td>

  <td>
    OrdType
  </td>

  <td>
    Y
  </td>

  <td>
    As specified on the original order
  </td>
</tr>

<tr>
  <td>
    41
  </td>

  <td>
    OrigClOrdID
  </td>

  <td>
    Y
  </td>

  <td>
    ClOrdID (11) of the parent order being modified
  </td>
</tr>

<tr>
  <td>
    44
  </td>

  <td>
    Price
  </td>

  <td>
    N
  </td>

  <td>
    Modified net price per spread unit
  </td>
</tr>

<tr>
  <td>
    55
  </td>

  <td>
    Symbol
  </td>

  <td>
    Y
  </td>

  <td>
    Underlying root symbol (as on the original order)
  </td>
</tr>

<tr>
  <td>
    59
  </td>

  <td>
    TimeInForce
  </td>

  <td>
    N
  </td>

  <td>
    Modified time in force for the order
  </td>
</tr>

<tr>
  <td>
    60
  </td>

  <td>
    TransactTime
  </td>

  <td>
    Y
  </td>

  <td>
    UTC timestamp when cancel/replace request was initiated
  </td>
</tr>

<tr>
  <td>
    99
  </td>

  <td>
    StopPx
  </td>

  <td>
    N
  </td>

  <td>
    Modified stop price for the order
  </td>
</tr>

<tr>
  <td>
    167
  </td>

  <td>
    SecurityType
  </td>

  <td>
    N
  </td>

  <td>
    MLEG - Multileg Instrument (recommended)
  </td>
</tr>

<tr>
  <td>
    555
  </td>

  <td>
    NoLegs
  </td>

  <td>
    Y
  </td>

  <td>
    Re-supply the full leg list (≥ 2 legs). Side (54) must NOT be supplied at the parent level. See [New Order - Multileg (AB)](#new-order---multileg-ab) for the repeating group fields (`600`, `608`, `611`, `612`, `623`, `624`, `654`, `564`)
  </td>
</tr>

Tag
35

Notes

Submitting a Multileg Cancel/Replace while a previous replace is still pending for the same OrigClOrdID is rejected with an Order Cancel Reject (9) (text=replace pending for order).
The NoLegs group is validated with the same rules as the new-order message; rejections are returned via Business Message Reject (code 9001).

Example FIX Message

|8=FIX.4.2|9=370|35=AC|34=58|49=SENDER|52=20240910-15:05:00.000|56=ALPACA|1=account1|11=spread-001-rep|21=1|38=2|40=2|41=spread-001|44=11.0|55=AAPL|60=20240910-15:05:00.000|167=MLEG|555=2|600=AAPL|654=0|608=OC|611=20250117|612=100|624=1|623=1|564=O|600=AAPL|654=1|608=OC|611=20250117|612=105|624=2|623=1|564=O|10=189|

Version History

  <th>
    Date
  </th>

  <th>
    Change
  </th>
</tr>

  <td>
    08/05/2024
  </td>

  <td>
    Document Creation
  </td>
</tr>

<tr>
  <td>
    0.1.1
  </td>

  <td>
    24/05/2024
  </td>

  <td>
    Changed FIX version to FIX.4.2\
    Removed ApplVerID (1128) from Message Header\
    Added ClOrdID (11) and OrigClOrdID (41) as required in Order Cancel Request (F) and Order Cancel/Replace Request (G)\
    Removed OrderID (37) from Order Cancel Request (F) and Order Cancel/Replace Request (G)\
    Added OrderQty (38) to Order Cancel/Replace Request (G)\
    Updated FIX examples
  </td>
</tr>

<tr>
  <td>
    0.1.2
  </td>

  <td>
    12/06/2024
  </td>

  <td>
    Removed Account (1) and RawData (96) from Logon (A) message\
    Added RefTagID (371), RefMsgType (372) and SessionRejectReason (373) to Reject (3) message\
    Added HandlInst (21), TransactTime (60) and OpenClose (77) to New Order - Single (D)\
    Added 1 (per share) as an accepted value for CommType (13) in New Order - Single (D)\
    Updated AvgPx (6) to mandatory in Execution Report (8)\
    Added Commission (12), ExecRefID (19), ExecTransType (20), LastMkt (30), OrderQty (38) and CashOrderQty (152) to Execution Report (8)\
    Removed OrdRejReason (103) from Execution Report (8)\
    Updated possible values for ExecType (150) in Execution Report (8)
  </td>
</tr>

<tr>
  <td>
    1.0.0
  </td>

  <td>
    13/06/2024
  </td>

  <td>
    Added Side (54), Symbol (55) and TransactTime (60) to Order Cancel Request (F)\
    Added OrderID (37) to Order Cancel Reject (9)\
    Added HandlInst (21), OrdType (40), Side (54), Symbol (55) and TransactTime (60) to Order Cancel/Replace Request (G)
  </td>
</tr>

<tr>
  <td>
    1.0.1
  </td>

  <td>
    04/09/2024
  </td>

  <td>
    Added Market on close (5) and Limit on close (B) as values for OrdType (40) on New Order - Single (D)\
    Added At the Close (7) as a value for TimeInForce (59) on New Order - Single (D)
  </td>
</tr>

<tr>
  <td>
    1.0.2
  </td>

  <td>
    08/10/2024
  </td>

  <td>
    Added Restated (D) as value for ExecType (150) on Execution Report (8)\
    Added ExecRestatementReason (378) to Execution Report (8)\
    Added Status (3) as value for ExecTransType (20) on Execution Report (8)\
    Added TransactTime (60) to Order Cancel Reject (9)
  </td>
</tr>

<tr>
  <td>
    1.0.3
  </td>

  <td>
    14/01/2025
  </td>

  <td>
    Added Good Till Crossing (5) as a value for TimeInForce (59) on New Order - Single (D)\
    Added ClientID (109) to New Order - Single (D)
  </td>
</tr>

<tr>
  <td>
    1.0.4
  </td>

  <td>
    03/04/2025
  </td>

  <td>
    Removed Good Till Crossing (5) as a valid value for TimeInForce (59) on New Order - Single (D)\
    Added TradingSessionID (336) to New Order - Single (D)
  </td>
</tr>

<tr>
  <td>
    1.1.0
  </td>

  <td>
    11/05/2026
  </td>

  <td>
    Added Options L3 support:\
    Added SecurityType (167), MaturityMonthYear (200), PutOrCall (201), StrikePrice (202) and MaturityDay (205) to New Order - Single (D) for single-leg option orders\
    Added SecurityType (167), MaturityMonthYear (200), PutOrCall (201), StrikePrice (202), MaturityDay (205), OpenClose (77), MultiLegReportingType (442), LegRefID (654) and NoLegs (555) to Execution Report (8)\
    Added SecurityType (167) to Order Cancel Request (F) to support cancellation of multileg and option orders\
    Added New Order - Multileg (AB) message with the NoLegs (555) repeating group (LegSymbol 600, LegCFICode 608, LegMaturityDate 611, LegStrikePrice 612, LegRatioQty 623, LegSide 624, LegRefID 654, LegPositionEffect 564)\
    Added Multileg Order Cancel/Replace Request (AC) message
  </td>
</tr>

Version
0.1.0

59 KiB Raw Blame History

FIX Specification

Supported Message Types

Message Header

Message Trailer

Logon (A)

Heartbeat (0)

Test Request (1)

Resend Request (2)

Reject (3)

Sequence Reset (4)

Logout (5)

New Order - Single (D)

Execution Report (8)

Order Cancel Request (F)

Order Cancel/Replace Request (G)

Order Cancel Reject (9)

New Order - Multileg (AB)

Multileg Order Cancel/Replace Request (AC)

Version History

59 KiB

Raw Blame History