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