Trading

New Order Single<D>

Sent by FM to a LP to the session used for quoting the MD stream for a corresponding (instrument, taker) pair. Execution Report<8> sent to FM to provide information about the order execution.

Tag
Name
Required
Example
Description

Message Header

116

OnBehalfOfSubID

N

'1234'

Stringified FM ID of a sub-taker placing the original order.

Message body

11

ClOrdID

Y

123

Unique identifier of the order as assigned by the client, should be integral number, >0

55

Symbol

Y

BTC-USD

Instrument name

44

Price

N

1

Price, value of type Price

38

OrderQty

N

1

Size of the order(if the order is by size), value of type Size

152

CashOrderQty

N

1

Volume of the order(if the order is by volume), value of type Size

40

OrdType

Y

1

Order Type(see below)

54

Side

Y

1

Side of the order(see below)

59

TimeInForce

Y

1

Specifies how long the order remains in effect(see below)

60

TransactTime

Y

20230530-09:29:52.722

UTC Timestamp of the order creation

Order Type
Description

1

Market

2

Limit

Order Side
Description

1

Buy

2

Sell

Time In Force
Description

3

Immediate or Cancel (IOC) - Taker

4

Fill or Kill (FOK) - Taker

Either OrderQty<38> or CashOrderQty<152> field should be presented.

Example of the message
8=FIX.4.4|9=206|35=D|34=2|49=FINERYMARKETS|52=20250526-10:17:02.422|56=<api_key>|11=FM-1926945666286751744|38=100000000|40=2|44=100000000|54=1|55=BTC-USD|59=4|60=20250526-10:17:02|20002=2|10=253

Execution Report<8>

Sent by a LP to indicate the result of processing of the NewOrderSingle<D> message. We expect exactly one ExecutionReport<8> for every NewOrderSingle<D> message.

Tag
Name
Required
Example
Description

37

OrderID

Y

1

Unique order Id, generated by a LP

11

ClOrdID

Y

2

Unique identifier of the order as assigned by FM. ClOrdID<11> from the corresponding NewOrderSingle<D>

151

LeavesQty

Y

1

Quantity open for further execution, value of type Size

17

ExecID

N

123

Deal id as assinged by a LP. Conditionally required if ExecType<150> == 8.

31

LastPx

N

1000

Current fill price. Conditionally required if ExecType<150> == 8.

32

LastQty

N

2

Current fill quantity, denominated in instrument's asset currency. Conditionally required if ExecType<150> == 8. Should be adjusted to the FM balance step.

118

NetMoney

N

2000

Current fill quantity, denominated in instrument's balance currency. Conditionally required if ExecType<150> == 8. Should be adjusted to the FM balance step.

39

OrdStatus

Y

2

Identifies current status of order(see below)

150

ExecType

Y

2

Describes the specific Execution Report(see below)

58

Text

N

79

Contains reject reason. Conditionally required if ExecType<150> == 8.

60

TransactTime

Y

20230530-09:29:52.722

UTC Timestamp when the deal/reject happened

Order Status
Description

1

Partially filled

2

Filled

8

Rejected

Exec Type
Description

F

Trade

8

Rejected

ExecType<150> indicates the reason why the Execution Report<8> message was sent. And Order Status indicates the current state of the order.

Example of the trade execution report
8=FIX.4.4|9=225|35=8|34=3|49=<api_key>|52=20250526-10:17:02.422|56=FINERYMARKETS|11=FM-1926945666286751744|17=deal_id|31=100000000|32=100000000|37=123|39=2|60=20250526-10:17:02.422|118=100000000|150=F|151=0|10=079
Example of the reject execution report
8=FIX.4.4|9=192|35=8|34=3|49=<api_key>|52=20250526-10:17:03.256|56=FINERYMARKETS|11=FM-1926945669784801280|37=123|39=8|58=reject_reason|60=20250526-10:17:03.256|150=8|151=100000000|10=111

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