cTrader FIX Engine, Rules of

Engagement
Spotware Systems Ltd

Version 2.16.1, 2019-10

Table Of Contents
1. Changes. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1 

2. Disclaimer . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3  

3. Introduction. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4  

3.1. Scope . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
 

3.2. FIX Version . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4  

4. Connectivity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5  

4.1. Connection type . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5  

4.2. Sequence number reset. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5  

5. Messages . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6 

5.1. Standard Header . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6  

5.2. Standard Trailer . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7  

5.3. Session Messages . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8  

5.3.1. Heartbeat (MsgType(35)=0) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8  

5.3.2. Test Request (MsgType(35)=1) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8  

5.3.3. Logon (Bidirectional) (MsgType(35)=A) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9  

5.3.4. Logout (MsgType(35)=5) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10  

5.3.5. Resend Request (MsgType(35)=2) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10  

5.3.6. Reject (Bidirectional) (MsgType(35)=3) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10  

5.3.7. Sequence Reset (MsgType(35)=4) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12  

5.4. Application Messages . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13  

5.4.1. Market Data Request (MsgType(35)=V) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13  

5.4.2. Market Data Snapshot/Full Refresh (MsgType(35)=W) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14  

5.4.3. Market Data Incremental Refresh (MsgType(35)=X) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14  

5.4.4. New Order Single (MsgType(35)=D) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15  

5.4.5. Order Status Request (MsgType(35)=H). . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17  

5.4.6. Order Mass Status Request (MsgType(35)=AF) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18  

5.4.7. Execution Report (MsgType(35)=8). . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18  

5.4.8. Business Message Reject (MsgType(35)=j). . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22  

5.4.9. Request For Positions (MsgType(35)=AN) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23  

5.4.10. Position Report (MsgType(35)=AP) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23  

5.4.11. Order Cancel Request (MsgType(35)=F) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25  

5.4.12. Order Cancel Reject (MsgType(35)=9) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25  

5.4.13. Order Cancel/Replace Request (MsgType(35)=G) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26  

5.4.14. Market Data Request Reject (MsgType(35)=Y) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27  

5.4.15. Security List Request (MsgType(35)=x) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27  

5.4.16. Security List (MsgType(35)=y) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27  

6. Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29
 

6.1. Logon . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29
 
6.2. Logout . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29
 

6.3. Market Data Request . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30  

6.4. New Order Single . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31  

6.5. Order Status Request . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32  

6.6. Order Mass Status Request. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32  

6.7. Business Message Reject . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32  

6.8. Request For Positions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33  

6.9. Request For Cancel Order . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33  

6.10. Order Cancel Reject . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33  

6.11. Order Cancel/Replace Request . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34  

6.12. Market Data Request Reject . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34  

6.13. Security List Request . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35  

6.14. Security List . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35

 
1. Changes
Version Date Changes

2.11.1 2017-03-31 • Added AbsoluteTP, RelativeTP, AbsoluteSL, RelativeSL, TrailingSL,

TriggerMethodSL, GuaranteedSL to Execution Report

• Added AbsoluteTP, AbsoluteSL, TrailingSL, TriggerMethodSL,

GuaranteedSL to Position Report

2.12.1 2017-04-04 • Added TotNumReports to Execution Report

• Added Order Status(I) value to ExecType

2.12.2 2017-04-06 • Types of RelativeTP and RelativeSL were changed from 'Integer' to
'Price' for Execution Report

2.12.3 2017-04-10 • Added Order Cancel Request

2.12.4 2017-05-29 • Added support fractional volumes New Order Single

2.12.5 2017-07-19 • Added example for failed Logon

2.13.0 2017-07-20 • TimeInForce is optional and deprecated for New Order Single

2.13.1 2017-07-21 • Wrong Checksum and Length values were fixed in Examples

2.13.2 2017-07-24 • Updated Order Cancel Request example

2.13.3 2017-08-02 • TimeInForce description updated for New Order Single

2.13.4 2017-08-29 • BeginSeqNo is required for ResendRequest

• RejSeqNum changed to RefSeqNum (typo fix)

• AvgPx and TransactTime are optional for ExecutionReport

• Username and Password are optional for Logon

2.14.0 2017-09-20 • Business Message Reject replaced with Market Data Request Reject
in case unsuccessful Market Data Request

2.15.0 2018-04-27 • Added Security List Request

2.15.1 2018-10-24 • Added Order Cancel Reject

2.15.2 2018-12-12 • Updated description in New Order Single for PosMaintRptID

1 Copyright © 2019 by Spotware Systems Ltd

2.16.0 2019-04-17 • Added Order Cancel/Replace Request

2.16.1 2019-10-10 • Added explanation of the Sequence Reset

Copyright © 2019 by Spotware Systems Ltd 2

2. Disclaimer
This document is made publicly available on https://help.spotware.com/FIX, it can be revised at any
time and without any prior notice. It is recommended to regularly check the aforementioned URL
for new revisions. This document remains the propriety intellectual property of Spotware Systems
Ltd. It may be re-distributed on an as-is basis only. It may not be modified or reproduced without
our connect. By using this document you agree to our EULA.

3 Copyright © 2019 by Spotware Systems Ltd

3. Introduction
3.1. Scope
This document is intended to serve software developers as an implementation guide for the
cTrader FIX Engine Application Programming Interface (API).

3.2. FIX Version

cTrader supports FIX version 4.4. For further information about this version please refer to the
specifications published by the FIX Protocol Organization under
http://www.fixprotocol.org/specifications/FIX.4.4.

Copyright © 2019 by Spotware Systems Ltd 4

4. Connectivity
4.1. Connection type
Connection to cTrader’s FIX engine is available over the Internet, VPN tunnel or cross-connect to
our data center facilities in the UK. Please contact us for further details.

4.2. Sequence number reset

All sides of FIX session should have sequence numbers reset on establishing FIX session. See Logon
message.

5 Copyright © 2019 by Spotware Systems Ltd

5. Messages
As defined in the FIX protocol, the cTrader FIX server is using two different data levels: System and
Application. Please note that this is the minimum set of messages required to support the necessary
work flows and is subject to change over time as both business needs and the FIX standard evolve.

cTrader FIX Engine

System Messages
• Heartbeat (Client ↔ cTrader)

• Test Request (Client ↔ cTrader)

• Logon (Client → cTrader)

• Logout (Client → cTrader)

• Resend Request (Client ↔ cTrader)

• Reject (Client ↔ cTrader)

• Sequence Reset (Client ↔ cTrader)

Application messages
• Market Data Request (Client → cTrader)

• Market Data Snapshot/Full Refresh (Client ← cTrader)

• Market Data Incremental Refresh (Client ← cTrader)

• New Order Single (Client → cTrader)

• Order Status Request (Client → cTrader)

• Order Mass Status Request (Client → cTrader)

• Execution Report (Client ← cTrader)

• Business Message Reject (Client ← cTrader)

• Request For Positions (Client → cTrader)

• Position Report (Client ← cTrader)

• Order Cancel request (Client → cTrader)

• Order Cancel Reject (Client ← cTrader)

• Order Cancel/Replace Request (Client → cTrader)

• Security List Request (Client → cTrader)

• Security List (Client ← cTrader)

5.1. Standard Header

Each administrative or application message is preceded by a standard header. The header identifies
the message type, length, destination, sequence number, origination point and time.

All messages sent to cTrader should have a standard header with following fields:

Copyright © 2019 by Spotware Systems Ltd 6

Tag Field Name Req’d Value FIX Format Comments

8 BeginString Y FIX.4.4   FIX.4.4 (Always unencrypted, must

be first field in message).

9 BodyLength Y - Integer Message body length. Always

unencrypted, must be second field
in message.

35 MsgType Y A String Message type. Always unencrypted,

must be third field in message.

49 SenderCompI Y - String ID of the trading party in following

D format:
"<BrokerUID>.<Trader Login>"
where BrokerUID is provided by
cTrader and Trader Login is
numeric identifier of the trader
account.

56 TargetCompI Y CSERVER String Message target. Valid value is

D "CSERVER".

57 TargetSubID Y String Additional session qualifier.

Possible values are: "QUOTE",
"TRADE".

50 SenderSubID N   String Assigned value used to identify

specific message originator. Must be
set to "Quote" if
TargetSubID=QUOTE.

34 MsgSeqNum Y 1 Integer Message sequence number.

52 SendingTime Y 20131129- UTCTimestam Time of message transmission

15:40:08.155 p (always expressed in UTC (Universal
Time Coordinated, also known as
'GMT').

5.2. Standard Trailer

Each message, administrative or application, is terminated by a standard trailer. The trailer is used
to segregate messages and contains the three digit character representation of the CheckSum <10>
value.

7 Copyright © 2019 by Spotware Systems Ltd

Tag Field Name Req’d Value FIX Format Comments

10 CheckSum Y 054 String Three byte, simple checksum.

Always last field in message; i.e.
serves, with the trailing <SOH>, as
the end-of-message delimiter.
Always defined as three characters
(and always unencrypted).

5.3. Session Messages

5.3.1. Heartbeat (MsgType(35)=0)

Heartbeat messages are sent by both cTrader and client application to confirm a live connection.

The provider’s client application transmits a recurring heartbeat at the interval (defined by
'HeartBtInt (#108)' field in Logon message) or as a response to a Test Request message.

Tag Field Name Req’d Value FIX Format Comments

  Standard Y      
Header
112 TestReqID N  —  String If heartbeat is result of a Test
Request message, TestReqID is
required.

  Standard Y      
Trailer

5.3.2. Test Request (MsgType(35)=1)

Forces heartbeat from receiver of request. A response is sent from the receiving system as a
Heartbeat message containing the 'TestReqID'.

Tag Field Name Req’d Value FIX Comments

Format
  Standard Y      
Header
112 TestReqID Y  —  String Heartbeat message ID. TestReqID should
be incremental.

  Standard Trailer Y      

Copyright © 2019 by Spotware Systems Ltd 8

5.3.3. Logon (Bidirectional) (MsgType(35)=A)

The logon message is sent from the client side application to begin a cTrader FIX session, and a
response is sent by cTrader to the client side application. Once logon is complete, quote and trade
flows can proceed for the lifecycle of the session.

If an invalid logon messages received by cTrader (invalid fields), cTrader sends a logout message in
response.

Tag Field Name Req’d Value FIX Format Comments

  Standard Y      
Header
98 EncryptMeth Y 0 int Defines a message encryption
od scheme. Currently, only transport-
level security is supported. Valid
value is
"0" (zero)= NONE_OTHER
(encryption is not used).

108 HeartBtInt Y  —  int Heartbeat interval in seconds. Value

is set in the 'config.properties' file
(client side) as
'SERVER.POLLING.INTERVAL'. 30
seconds is default interval value.
If HeartBtInt is set to 0, no heart
beat message is required.

141 ResetSeqNum N Y Boolean All sides of FIX session should have

Flag sequence numbers reset. Valid
value is "Y"=Yes (reset).

553 Username N  —  String The numeric User ID. User is linked
to SenderCompID (#49) value (the
user’s organization).

554 Password N  —  String User password.

  Standard Y      
Trailer

Please note, that field Username (553) must contain numeric trader login value, whilst
SenderCompID (49) must contain both BrokerUID and trader login delimited by dot, e.g.
"theBroker.12345".

See Logon example.

9 Copyright © 2019 by Spotware Systems Ltd

5.3.4. Logout (MsgType(35)=5)

Logout message is sent from the client application to request session end with cTrader and sent as a
response by cTrader. A session logout occurs in response to a Market Participant sending a Logout
message to cTrader. Before terminating the session, cTrader will cancel all prices that are still
actively streaming out to the requesting party.

If an invalid logon message is received by cTrader (invalid fields), cTrader sends a logout message
in response with error details in the field 'Text (#58)'.

Tag Field Name Req’d Value FIX Format Comments

  Standard Y      
Header
58 Text N  —  String Logon rejection details. Used only
for cTrader-to-client messages as an
invalid Logon message response.

  Standard Y      
Trailer

See Logout example.

5.3.5. Resend Request (MsgType(35)=2)

Inbound/Outbound message used to request resending a message (or messages), typically when a
gap is detected in the sequence numbering.

Tag Field Name Req’d Value FIX Format Comments

  Standard Y      
Header
7 BeginSeqNo Y   Integer Message sequence number of first
record in range to be resent.

16 EndSeqNo Y   Integer Message sequence number of last

record in range to be resent.

  Standard Y    
Trailer

5.3.6. Reject (Bidirectional) (MsgType(35)=3)

Sent when a received message cannot be processed due to a session-level rule violation. Refused
messages must be recorded and an increment must be applied to the incoming sequence number.

Tag Field Name Req’d Value FIX Format Comments

Copyright © 2019 by Spotware Systems Ltd 10

  Standard Y      
Header
45 RefSeqNum Y  —  SeqNum Referenced message sequence
number.

58 Text N  —  String Free format text string.

354 EncodedText N  —  Length Length of EncodedText (non-ASCII

Len characters) field in bytes.

355 EncodedText N  —  data Representation of the Text

(#58) field, encoded using the
format specified in the
MessageEncoding (#347) field
(contained in the standard header).
If the encoded format specified via
the MessageEncoding (#347) field in
the standard header. If an ASCII
representation is used, it should
also be specified in the filed Text
(#58).

371 RefTagID N  —  Int Tag number of the FIX field that
initiated the message refusal.

372 RefMsgType N  —  String The MsgType (#35) of the

referenced FIX message.

11 Copyright © 2019 by Spotware Systems Ltd

373 SessionReject N  —  Int Coded causes of the rejection.
Reason Valid values:
0 = Invalid tag number;
1 = Missing required tag;
2 = No tag defined for this message
type;
3 = Undefined Tag;
4 = No value for specified tag;
5 = Value for this tag is out of range;
6 = Incorrect data format for value;
7 = Decryption problem;
8 = Signature error;
9 = CompID error;
10 = SendingTime accuracy error;
11 = MsgType invalid;
12 = XML Validation error;
13 = Tag is being repeated;
14 = Specified tag is not in correct
order;
15 = Repeating group fields not in
correct order;
16 = Incorrect NumInGroup count
for repeating group;
17 = Field delimiter (SOH character)
included in non data value.

  Standard Y      
Trailer

5.3.7. Sequence Reset (MsgType(35)=4)

Inbound/Outbound message, should not be used on application level. The Sequence Reset can only
increase the sequence number.

Tag Field Name Req’d Value FIX Format Comments

  Standard Y      
Header
123 GapFillFlag N Y or N String Indicates that the Sequence Reset
message is replacing administrative
or application messages which will
not be resent.

36 NewSeqNo Y 1 Integer New sequence number.

  Standard Y    
Trailer

Copyright © 2019 by Spotware Systems Ltd 12

5.4. Application Messages
5.4.1. Market Data Request (MsgType(35)=V)

Tag Field Name Req’d Value FIX Format Comments

  Standard Y    
Header
262 MDReqID Y   String Unique quote request id. New ID for
a new subscription, same one as
previously used for subscription
removal.

263 SubscriptionR Y 1 Char 1 = Snapshot plus updates

equestType (subscribe)
2 = Disable previous snapshot plus
update request (unsubscribe)

264 MarketDepth Y 0 or 1 Integer Full book will be provided,

0 = Depth subscription;
1 = Spot subscription.

265 MDUpdateTy N 1 Integer Only Incremental refresh is

pe supported.

267 NoMDEntryT Y 2 Integer Always set to 2 (both bid and ask

ypes will be sent)

269 MDEntryType Y 0 or 1 Char This repeating group contains a list

of all types of Market Data Entries
the requester wants to receive.
0 = Bid;
1 = Offer.

146 NoRelatedSy Y   Integer Number of symbols requested.

m
55 Symbol Y Long Instrument identificators are
provided by Spotware.

  Standard Y      
Trailer

See Market Data Request example.

13 Copyright © 2019 by Spotware Systems Ltd

5.4.2. Market Data Snapshot/Full Refresh (MsgType(35)=W)

Tag Field Name Req’d Value FIX Format Comments

  Standard Y      
Header
262 MDReqID N   String ID of the market data request
previously sent.

55 Symbol Y Long Instrument identificators are

provided by Spotware.

268 NoMDEntries Y   Integer Number of entries following.

269 MDEntryType Y 0 Char Valid values are:

0 = BID;
1 = OFFER.

299 QuoteEntryID N String Uniquely identifies the quote as part

of a QuoteSet.

270 MDEntryPx Y 1.2345 Price Price of Market Data Entry.

278 MDEntryID N String Unique Market Data Entry

identifier.

  Standard Y    
Trailer

5.4.3. Market Data Incremental Refresh (MsgType(35)=X)

Tag Field Name Req’d Value FIX Format Comments

  Standard Y      
Header
262 MDReqID N   String ID of the market data request
previously sent.

268 NoMDEntries Y   Integer Number of entries following. This

repeating group contains a list of all
types of Market Data Entries the
requester wants to receive.

Copyright © 2019 by Spotware Systems Ltd 14

279 MDUpdateAct Y 0 Char Type of Market Data update action.
ion Valid values:
0 = NEW;
2 = DELETE.

269 MDEntryType N 0 Char Valid values are:

0 = BID;
1 = OFFER.

278 MDEntryID Y     ID of Market Data Entry.

55 Symbol Y Long Instrument identificators are

provided by Spotware.

270 MDEntryPx N 1.2345 Price Conditionally required when

MDUpdateAction <279> = New(0).

271 MDEntrySize N 10000.00 Double Conditionally required when

MDUpdateAction <279> = New(0).

  Standard Y    
Trailer

5.4.4. New Order Single (MsgType(35)=D)

The new order single message has the following format:

Tag Field Name Req’d Value FIX Format *Comments*

  Standard Header Y    
11 ClOrdID Y   String Unique identifier for the order,
allocated by the client.

55 Symbol Y Long Instrument identificators are

provided by Spotware.

54 Side Y 1 Integer 1 = Buy;

2 = Sell.

60 TransactTime Y   Timestamp Client generated request time.

15 Copyright © 2019 by Spotware Systems Ltd

Tag Field Name Req’d Value FIX Format *Comments*
38 OrderQty Y   Qty Number of shares ordered. This
represents the number of shares
for equities or based on normal
convention the number of
contracts for options, futures,
convertible bonds, etc. Maximum
precision is 0.01 (Prior to FIX 4.2
this field was of type int)

40 OrdType Y 1, 2 or 3 Char 1 = Market, the Order will be

processed by 'Immediate Or
Cancel' scheme (see
TimeInForce(59): IOC);
2 = Limit, the Order will be
processed by 'Good Till Cancel'
scheme (see TimeInForce(59):
GTC);
3 = Stop, the Order will be
processed by 'Good Till Cancel'
scheme (see TimeInForce(59):
GTC).

44 Price N   Price The worst client price that the

client will accept. Required when
OrdType = 2, in which case the
order will not fill unless this price
can be met.

99 StopPx N   Price Price that triggers a Stop order.

Required when OrdType = 3, in
which case the order will not fill
unless this price can be met.

Copyright © 2019 by Spotware Systems Ltd 16

Tag Field Name Req’d Value FIX Format *Comments*
59 TimeInForce N String Deprecated, this value will be
ignored. TimeInForce will be
detected automatically depending
on OrdType(40) and
ExpireTime(126):
1 = Good Till Cancel (GTC), will be
used only for Limit and Stop
Orders (see OrdType(40)) only if
ExpireTime(126) is not defined
6 = Good Till Date (GTD), will be
used only for Limit and Stop
Orders (see OrdType(40)) only if
ExpireTime(126) is defined;
3 = Immediate Or Cancel (IOC),
will be used only for Market
Orders (see OrdType(40));

126 ExpireTime N 20140215- Timestamp Expire Time in YYYYMMDD-

07:24:55 HH:MM:SS format. If is assigned
then the Order will be processed
by 'Good Till Date' scheme (see
TimeInForce: GTD).

721 PosMaintRptID N String Position ID, where this order

should be placed. If not set, new
position will be created, it’s id will
be returned in ExecutionReport(8)
message. Can be specified only for
Hedged accounts.

494 Designation N String Client custom order label.

  Standard Trailer Y    

See New Order Single example.

5.4.5. Order Status Request (MsgType(35)=H)

The Order Status Request <H> message is used by the institution to generate an order status
message back from the trader. For correct interaction it is very important to have unique client
order identifiers (ClOrdID) for all orders.

Tag Field Name Req’d Value FIX Format *Comments*

  Standard Y    
Header

17 Copyright © 2019 by Spotware Systems Ltd

Tag Field Name Req’d Value FIX Format *Comments*
11 ClOrdID Y   String Unique identifier for the order,
allocated by the client.

54 Side N 1 Integer 1 = Buy;

2 = Sell.
There is for the FIX compatibility
only, so it will be ignored.

  Standard Y    
Trailer

See Order Status Request example.

5.4.6. Order Mass Status Request (MsgType(35)=AF)

The Order Mass Status Request <H> message requests the status for orders matching criteria
specified within the request. Answer will be returned as a number of Execution Report(8) messages
(one for each order) or Business Message Reject(j) message if no orders found.

Tag Field Name Req’d Value FIX Format *Comments*

  Standard Y    
Header
584 MassStatusRe Y   String Unique ID of mass status request as
qID assigned by the client.

585 MassStatusRe Y 1 Integer 7 = Status for all orders;

qType only value 7 is currently supported;

225 IssueDate N   String If set, response will contain only

orders created before this date.

  Standard Y    
Trailer

See Order Mass Status Request example.

5.4.7. Execution Report (MsgType(35)=8)

The execution report message for an accepted order has the following format:

Tag Field Name Req’d Value FIX Comments

Format
  Standard Header Y    
37 OrderID Y   String cTrader order id.

Copyright © 2019 by Spotware Systems Ltd 18

11 ClOrdID N   String Unique identifier for the order,
allocated by the client.

911 TotNumReports N Integer Total number or reports returned in

response to a
OrderMassStatusRequest.

150 ExecType Y F Char 0 = New;

4 = Canceled;
5 = Replace;
8 = Rejected;
C = Expired;
F = Trade;
I = Order Status.

39 OrdStatus Y 2 Char 0 = New;

1 = Partially filled;
2 = Filled;
8 = Rejected;
4 = Cancelled (When an order is
partially filled, "Cancelled" is
returned signifying Tag 151:
LeavesQty is cancelled and will not
be subsequently filled);
C = Expired.

55 Symbol N Long Instrument identificators are

provided by Spotware.

54 Side N 1 Integer 1 = Buy;

2 = Sell.

60 TransactTime N   Timestamp Time the transaction represented by

this ExecutionReport occurred
message (in UTC).

6 AvgPx N   Integer The price at which the deal was

filled. For an IOC or GTD order, this
is the VWAP (Volume Weighted
Average Price) of the filled order.

19 Copyright © 2019 by Spotware Systems Ltd

38 OrderQty N   Qty Number of shares ordered. This
represents the number of shares for
equities or based on normal
convention the number of contracts
for options, futures, convertible
bonds, etc.

(Prior to FIX 4.2 this field was of

type int)

151 LeavesQty N   Qty The amount of the order still to be

filled. This is a value between 0
(fully filled) and OrderQty (partially
filled).

14 CumQty N   Qty The total amount of the order which

has been filled.

40 OrdType N 1 or 2 Char 1 = Market;

2 = Limit.

44 Price N   Price If supplied in the NewOrderSingle,

it is echoed back in this
ExecutionReport.

99 StopPx N   Price If supplied in the NewOrderSingle,

it is echoed back in this
ExecutionReport.

59 TimeInForce N 3 String 1 = Good Till Cancel (GTC);

3 = Immediate Or Cancel (IOC);
6 = Good Till Date (GTD).

126 ExpireTime N 20140215- Timestamp If supplied in the NewOrderSingle,

07:24:55 it is echoed back in this
ExecutionReport.

58 Text N   String Where possible, message to explain

execution report.

103 OrdRejReason N 0 Integer 0 =

OrdRejReason.BROKER_EXCHANGE
_OPTION

721 PosMaintRptID N   String Position ID.

Copyright © 2019 by Spotware Systems Ltd 20

494 Designation N String Client custom order label.

584 MassStatusReqID N   String Unique ID of mass status request as

assigned by the client.

1000 AbsoluteTP N   Price The absolute price at which Take

Profit will be triggered.

1001 RelativeTP N   Price The distance in pips from the entry

price at which the Take Profit will
be triggered.

1002 AbsoluteSL N   Price The absolute price at which Stop

Loss will be triggered.

1003 RelativeSL N   Price The distance in pips from the entry

price at which the Stop Loss will be
triggered.

1004 TrailingSL N   Boolean Indicates if Stop Loss is trailing.

N = The Stop Loss is not trailing,
Y = The Stop Loss is trailing.

1005 TriggerMethodSL N   Integer Indicated trigger method of the Stop

Loss.
1 = The Stop Loss will be triggered
by the trade side.
2 = The stop loss will be triggered by
the opposite side (Ask for Buy
positions and by Bid for Sell
positions),
3 = Stop Loss will be triggered after
two consecutive ticks according to
the trade side.
4 = Stop Loss will be triggered after
two consecutive ticks according to
the opposite side (second Ask tick
for Buy positions and second Bid
tick for Sell positions).

1006 GuaranteedSL N   Boolean Indicates if Stop Loss is guaranteed.

N = The Stop Loss is not guaranteed,
Y = The Stop Loss is guaranteed.

  Standard Trailer Y    

21 Copyright © 2019 by Spotware Systems Ltd

See New Order Single example.

5.4.8. Business Message Reject (MsgType(35)=j)

This type of message is sent when the system was unable to process subscription request or an
order cannot be executed.

Tag Field Name Req’d Value FIX Format Comments

  Standard Y    
Header
45 RefSeqNum N   Integer MsgSeqNum<34> of rejected
message.

372 RefMsgType N   String The MsgType<35> of the FIX

message being referenced.

379 BusinessRejec N   String The value of the business-level 'ID'

tRefID field on the message being
referenced. Required unless the
corresponding ID field was not
specified.

380 BusinessRejec Y 0 Integer Code to identify reason for a

tReason Business Message Reject<j>
message.
0 = OTHER.

58 Text N   String Where possible, message to explain

reason for rejection.

  Standard Y    
Trailer

See Business Message Reject example.

Copyright © 2019 by Spotware Systems Ltd 22

5.4.9. Request For Positions (MsgType(35)=AN)

Tag Field Name Req’d Value FIX Format Comments

  Standard Y    
Header
710 PosReqID Y   String Unique request ID (set by client).

721 PosMaintRptID N   String Position ID to request. If not set, all

open positions will be returned.

  Standard Y    
Trailer

See Request For Positions example.

5.4.10. Position Report (MsgType(35)=AP)

Tag Field Name Req’d Value FIX Format Comments

  Standard Header Y    
710 PosReqID Y   String Id of RequestForPositions.

721 PosMaintRptID N   String Position ID (is not set if

PosReqResult(728) is not
VALID_REQUEST).

727 TotalNumPosReports Y   String Total count of PositionReport’s in

sequence when PosReqResult(728) is
VALID_REQUEST, otherwise = 0.

728 PosReqResult Y   String 0 = Valid Request; 2 = No open

positions found that match criteria.

55 Symbol N   String The symbol for which the current

Position Report is prepared. (is not
set if PosReqResult(728) is not
VALID_REQUEST).

702 NoPositions N   String 1 when PosReqResult(728) is

VALID_REQUEST, otherwise not set.

23 Copyright © 2019 by Spotware Systems Ltd

704 LongQty N   String Position’s open volume in case of BUY
trade side, = 0 in case of SELL trade
side, is not set if PosReqResult(728) is
not VALID_REQUEST.

705 ShortQty N   String Position’s open volume in case of

SELL trade side, = 0 in case of BUY
trade side, is not set if
PosReqResult(728) is not
VALID_REQUEST.

730 SettlPrice N   String Average price of the opened volume

in the current PositionReport.

1000 AbsoluteTP N   Price The absolute price at which Take

Profit will be triggered.

1002 AbsoluteSL N   Price The absolute price at which Stop Loss

will be triggered.

1004 TrailingSL N   Boolean Indicates if Stop Loss is trailing.

N = The Stop Loss is not trailing,
Y = The Stop Loss is trailing.

1005 TriggerMethodSL N   Integer Indicated trigger method of the Stop

Loss.
1 = The Stop Loss will be triggered by
the trade side.
2 = The stop loss will be triggered by
the opposite side (Ask for Buy
positions and by Bid for Sell
positions),
3 = Stop Loss will be triggered after
two consecutive ticks according to
the trade side.
4 = Stop Loss will be triggered after
two consecutive ticks according to
the opposite side (second Ask tick for
Buy positions and second Bid tick for
Sell positions).

1006 GuaranteedSL N   Boolean Indicates if Stop Loss is guaranteed.

N = The Stop Loss is not guaranteed,
Y = The Stop Loss is guaranteed.

  Standard Trailer Y    

Copyright © 2019 by Spotware Systems Ltd 24

5.4.11. Order Cancel Request (MsgType(35)=F)

Tag Field Name Req’d Value FIX Format Comments

  Standard Header Y    
41 OrigClOrdID Y   String Unique identifier for the order, which
is going to be canceled, allocated by
the client.

37 OrderID N   String Unique ID of an order, returned by

cServer.

11 ClOrdID Y   String Unique ID of cancel request, allocated

by the client.

  Standard Trailer Y    

See Order Cancel Request example.

5.4.12. Order Cancel Reject (MsgType(35)=9)

Tag Field Name Req’d Value FIX Format Comments

  Standard Header Y    
37 OrderID Y   String cTrader order id. Unique identifier
for the order, which system couldn’t
cancel.

11 ClOrdID Y   String Unique identifier for the Order

Cancel Request

41 OrigClOrdID N   String Unique identifier for the order, which

was trying to be canceled, allocated
by the client.

39 OrdStatus Y 2 Char 0 = New;

1 = Partially filled;
2 = Filled;
8 = Rejected;
4 = Cancelled (When an order is
partially filled, "Cancelled" is
returned signifying Tag 151:
LeavesQty is cancelled and will not
be subsequently filled);
C = Expired.

25 Copyright © 2019 by Spotware Systems Ltd

434 CxlRejResponseTo Y 1 Char Reject cancel order - 1, reject amend
order from other terminal - 2

58 Text N Order String

is
under
execut
ion
  Standard Trailer Y    

See Order Cancel Reject example.

5.4.13. Order Cancel/Replace Request (MsgType(35)=G)

Tag Field Name Req’d Value FIX Format Comments

  Standard Header Y    
41 OrigClOrdID Y   String Unique identifier for the order, which
is going to be amended, allocated by
the client.

37 OrderID N   String Unique ID of the original order,

which is going to be amended,
allocated by the server. Preferable
method to use.

11 ClOrdID Y   String Unique ID of amend request,

allocated by the client.

38 OrderQty Y   Qty Existing or newly specified Qty for

replacing old value.

44 Price N   Price Existing or newly specified Limit

Price for replacing old value. Valid
only for Limit orders.

99 StopPx N   Price Existing or newly specified Stop Price

for replacing old value. Valid only for
Stop orders.

126 ExpireTime N 20140 Timestamp Existing or newly specified

215- Expiration Time. Valid only for
07:24: pending orders.
55

  Standard Trailer Y    

Copyright © 2019 by Spotware Systems Ltd 26

See Order Cancel/Replace Request example.

5.4.14. Market Data Request Reject (MsgType(35)=Y)

Tag Field Name Req’d Value FIX Format Comments

  Standard Header Y    
262 MDReqID Y   String Must refer to the MDReqID <262> of
the request.

281 MDReqRejReason N   Integer 0 = Unknown symbol

4 = Unsupported
SubscriptionRequestType <263>
5 = Unsupported MarketDepth <264>

  Standard Trailer Y    

See Market Data Request Reject example.

5.4.15. Security List Request (MsgType(35)=x)

Tag Field Name Req’d Value FIX Comments

Format
  Standard Header Y    
320 SecurityReqID Y   String Unique ID of a Security Definition
Request.

559 SecurityListRequestType Y  0 int Type of Security List Request <x>

being made. Supported only 0 =
Symbol <55>

55 Symbol N int Id for resolving name of symbol

  Standard Trailer Y    

See Security List Request example.

5.4.16. Security List (MsgType(35)=y)

Tag Field Name Req’d Value FIX Comments

Format
  Standard Header Y    
320 SecurityReqID Y   String Unique ID of a Security Definition
Request.

27 Copyright © 2019 by Spotware Systems Ltd

322 SecurityResponseID Y   String Unique ID of a Security List
response.

560 SecurityRequestResult Y  0 int The results returned to a Security

Request message
Valid values:
0 = Valid request
1 = Invalid or unsupported request
2 = No instruments found that
match selection criteria
3 = Not authorized to retrieve
instrument data
4 = <Instrument> data temporarily
unavailable
5 = Request for instrument data not
supported

146 NoRelatedSym N   int Specifies the number of repeating

symbols (instruments) specified.

55 Symbol N   int Instrument identificators are

provided by Spotware.

1007 SymbolName N   String Symbol name.

1008 SymbolDigits N   int Symbol digits. Possible values from

0 to 5 .

  Standard Trailer Y    

See Security List Request example.

Copyright © 2019 by Spotware Systems Ltd 28

6. Examples
6.1. Logon

Request
8=FIX.4.4|9=126|35=A|49=theBroker.12345|56=CSERVER|34=1|52=20170117-
08:03:04|57=TRADE|50=any_string|98=0|108=30|141=Y|553=12345|554=passw0rd!|10=131|

Response (Success)
8=FIX.4.4|9=106|35=A|34=1|49=CSERVER|50=TRADE|52=20170117-
08:03:04.509|56=theBroker.12345|57=any_string|98=0|108=30|141=Y|10=066|

Response (Failed)
8=FIX.4.4|9=109|35=5|34=1|49=CSERVER|50=TRADE|52=20170117-
08:03:04.509|56=theBroker.12345|58=InternalError: RET_INVALID_DATA|10=033|

6.2. Logout

Request
8=FIX.4.4|9=86|35=5|49=theBroker.12345|56=CSERVER|34=161|52=20170117-
09:22:33|57=TRADE|50=any_string|10=102|

Response
8=FIX.4.4|9=90|35=5|34=160|49=CSERVER|50=TRADE|52=20170117-
09:22:33.077|56=theBroker.12345|57=any_string|10=044|

29 Copyright © 2019 by Spotware Systems Ltd

6.3. Market Data Request
For spots

Request
8=FIX.4.4|9=131|35=V|49=theBroker.12345|56=CSERVER|34=3|52=20170117-
10:26:54|50=QUOTE|262=876316403|263=1|264=1|265=1|146=1|55=1|267=2|269=0|269=1|10=094|

Response
8=FIX.4.4|9=134|35=W|34=2|49=CSERVER|50=QUOTE|52=20170117-
10:26:54.630|56=theBroker.12345|57=any_string|55=1|268=2|269=0|270=1.06625|269=1|270=1
.0663|10=118|

For depths

Request
8=FIX.4.4|9=131|35=V|49=theBroker.12345|56=CSERVER|34=2|52=20170117-
11:13:44|50=QUOTE|262=876316411|263=1|264=0|265=1|146=1|55=1|267=2|269=0|269=1|10=087|

Responses
8=FIX.4.4|9=310|35=W|34=2|49=CSERVER|50=QUOTE|52=20180925-
12:05:28.284|56=local.1000|57=Quote|55=1|268=6|269=1|270=1.11132|271=3000000|278=16|26
9=1|270=1.11134|271=5000000|278=17|269=1|270=1.11133|271=3000000|278=15|269=0|270=1.11
12|271=2000000|278=12|269=0|270=1.11121|271=1000000|278=13|269=0|270=1.11122|271=30000
00|278=14|10=247|

8=FIX.4.4|9=693|35=X|34=2|49=CSERVER|50=QUOTE|52=20170117-
11:13:44.461|56=theBroker.12345|57=any_string|268=12|279=0|269=1|278=7475|55=1|270=1.0
691|271=2000000|279=0|269=1|278=7476|55=1|270=1.06911|271=3000000|279=0|269=1|278=7484
|55=1|270=1.06931|271=34579000|279=0|269=1|278=7485|55=1|270=1.06908|271=1000000|279=0
|269=1|278=7483|55=1|270=1.06906|271=500000|279=0|269=1|278=7482|55=1|270=1.06907|271=
500000|279=0|269=1|278=7488|55=1|270=1.06909|271=3000000|279=0|269=0|278=7468|55=1|270
=1.06898|271=500000|279=0|269=0|278=7467|55=1|270=1.06874|271=32371000|279=0|269=0|278
=7457|55=1|270=1.06899|271=1000000|279=0|269=0|278=7478|55=1|270=1.06896|271=7000000|2
79=0|269=0|278=7477|55=1|270=1.06897|271=1500000|10=111|

8=FIX.4.4|9=376|35=X|34=3|49=CSERVER|50=QUOTE|52=20170117-
11:13:44.555|56=theBroker.12345|57=any_string|268=8|279=0|269=0|278=7491|55=1|270=1.06
897|271=1000000|279=0|269=0|278=7490|55=1|270=1.06898|271=1000000|279=0|269=0|278=7489
|55=1|270=1.06874|271=32373000|279=0|269=1|278=7496|55=1|270=1.06931|271=34580000|279=
2|278=7477|55=1|279=2|278=7468|55=1|279=2|278=7467|55=1|279=2|278=7484|55=1|10=192|

Copyright © 2019 by Spotware Systems Ltd 30

6.4. New Order Single
Market order to new position

Request
8=FIX.4.4|9=143|35=D|49=theBroker.12345|56=CSERVER|34=77|52=20170117-
10:02:14|50=any_string|57=TRADE|11=876316397|55=1|54=1|60=20170117-
10:02:14|40=1|38=10000|10=010|

Responses
8=FIX.4.4|9=197|35=8|34=77|49=CSERVER|50=TRADE|52=20170117-
10:02:14.720|56=theBroker.12345|57=any_string|11=876316397|14=0|37=101|38=10000|39=0|4
0=1|54=1|55=1|59=3|60=20170117-10:02:14.591|150=0|151=10000|721=101|10=149|

8=FIX.4.4|9=206|35=8|34=78|49=CSERVER|50=TRADE|52=20170117-
10:02:15.045|56=theBroker.12345|57=any_string|6=1.0674|11=876316397|14=10000|37=101|38
=10000|39=2|40=1|54=1|55=1|59=3|60=20170117-10:02:14.963|150=F|151=0|721=101|10=077|

Market order to existing position

Request
8=FIX.4.4|9=151|35=D|49=theBroker.12345|56=CSERVER|34=80|52=20170117-
10:02:55|50=any_string|57=TRADE|11=876316398|55=1|54=1|60=20170117-
10:02:55|40=1|38=10000|721=101|10=120|

Responses
8=FIX.4.4|9=197|35=8|34=80|49=CSERVER|50=TRADE|52=20170117-
10:02:56.003|56=theBroker.12345|57=any_string|11=876316398|14=0|37=102|38=10000|39=0|4
0=1|54=1|55=1|59=3|60=20170117-10:02:55.984|150=0|151=10000|721=101|10=156|

8=FIX.4.4|9=207|35=8|34=81|49=CSERVER|50=TRADE|52=20170117-
10:02:56.239|56=theBroker.12345|57=any_string|6=1.06735|11=876316398|14=10000|37=102|3
8=10000|39=2|40=1|54=1|55=1|59=3|60=20170117-10:02:56.210|150=F|151=0|721=101|10=127|

Limit order to existing position

Request
8=FIX.4.4|9=162|35=D|49=theBroker.12345|56=CSERVER|34=89|52=20170117-
10:06:22|50=any_string|57=TRADE|11=876316400|55=1|54=2|60=20170117-
10:06:22|40=2|44=1.07162|38=50000|721=101|10=122|

Response
8=FIX.4.4|9=208|35=8|34=90|49=CSERVER|50=TRADE|52=20170117-
10:06:22.466|56=theBroker.12345|57=any_string|11=876316400|14=0|37=104|38=50000|39=0|4
0=2|44=1.07162|54=2|55=1|59=1|60=20170117-10:06:22.436|150=0|151=50000|721=101|10=149|

Stop order to new position

31 Copyright © 2019 by Spotware Systems Ltd

 Request
8=FIX.4.4|9=153|35=D|49=theBroker.12345|56=CSERVER|34=9|52=20170117-
12:10:48|57=TRADE|50=any_string|11=876316418|55=1|54=1|60=20170117-
12:10:48|40=3|38=50000|99=1.07148|10=249|

Response
8=FIX.4.4|9=207|35=8|34=8|49=CSERVER|50=TRADE|52=20170117-
12:10:48.400|56=theBroker.12345|57=any_string|11=876316418|14=0|37=205|38=50000|39=0|4
0=3|54=1|55=1|59=1|60=20170117-12:10:48.362|99=1.07148|150=0|151=50000|721=202|10=122|

6.5. Order Status Request

Request
8=FIX.4.4|9=98|35=H|49=theBroker.12345|56=CSERVER|34=95|52=20170117-
10:08:31|50=any_string|57=TRADE|11=876316400|10=191|

Response
8=FIX.4.4|9=208|35=8|34=95|49=CSERVER|50=TRADE|52=20170117-
10:08:31.819|56=theBroker.12345|57=any_string|11=876316400|14=0|37=104|38=50000|39=0|4
0=2|44=1.07162|54=2|55=1|59=1|60=20170117-10:06:22.436|150=0|151=50000|721=101|10=158|

6.6. Order Mass Status Request

Request
8=FIX.4.4|9=117|35=AF|34=3|49=theBroker.12345|52=20170404-
07:20:55.325|56=CSERVER|57=TRADE|225=20170404-07:20:44.582|584=mZzEY|585=7|10=065|

Response
8=FIX.4.4|9=199|35=8|34=13|49=CSERVER|50=TRADE|52=20170404-
07:20:55.333|56=theBroker.12345|14=0|37=635|38=100000|39=0|40=2|44=1.35265|54=2|55=1|5
9=1|60=20170404-07:20:44.582|150=I|151=100000|584=mZzEY|721=617|911=1|10=152|

6.7. Business Message Reject

8=FIX.4.4|9=149|35=j|34=2|49=CSERVER|52=20170105-
06:36:00.912|56=theBroker.12345|57=any_string|58=Message to explain reason for
rejection|379=u4Jr7Rr5t2VS7HSP|380=0|10=123|

Copyright © 2019 by Spotware Systems Ltd 32

6.8. Request For Positions

Request
8=FIX.4.4|9=100|35=AN|49=theBroker.12345|56=CSERVER|34=99|52=20170117-
10:09:54|50=any_string|57=TRADE|710=876316401|10=103|

Response
8=FIX.4.4|9=163|35=AP|34=98|49=CSERVER|50=TRADE|52=20170117-
10:09:54.076|56=theBroker.12345|57=any_string|55=1|710=876316401|721=101|727=1|728=0|7
30=1.06671|702=1|704=0|705=30000|10=182|

6.9. Request For Cancel Order

Request
8=FIX.4.4|9=115|35=F|34=2|49=theBroker.12345|50=Trade|52=20170721-
13:41:21.694|56=CSERVER|57=TRADE|11=jR8dBPcZEQa9|41=n9Tm8x1AavO5|10=182|

Response (Success)
8=FIX.4.4|9=221|35=8|34=3|49=CSERVER|50=TRADE|52=20170721-
13:41:21.784|56=theBroker.12345|57=Trade|11=jR8dBPcZEQa9|14=0|37=641|38=100000|39=4|40
=2|41=n9Tm8x1AavO5|44=1.499|54=1|55=1|59=1|60=20170721-
13:41:21.760|150=4|151=100000|721=624|10=180|

Response (Failed)
8=FIX.4.4|9=174|35=j|34=3|49=CSERVER|50=TRADE|52=20170721-
13:41:21.856|56=theBroker.12345|57=Trade|58=ORDER_NOT_FOUND:Order with
clientOrderId=n9Tm8x1AavO5 not found.|379=jR8dBPcZEQa9|380=0|10=075|

6.10. Order Cancel Reject

Response
8=FIX.4.4|9=156|35=9|34=3|49=CSERVER|50=TRADE|52=20181024-
12:35:02.896|56=local.1000|57=Trade|11=gBljx7YOg5jY|37=629|39=0|41=FdXLfS0tTyUL|58=Ord
er is under execution|434=1|10=109|

33 Copyright © 2019 by Spotware Systems Ltd

6.11. Order Cancel/Replace Request

Request
8=FIX.4.4|9=123|35=G|34=3|49=theBroker.12345|50=Trade|52=20170721-
13:42:17.680|56=CSERVER|57=TRADE|11=Is03AvsknNYK|38=5000|41=n9Tm8x1AavO5|44=1.1|10=010
|

Response (Success)
8=FIX.4.4|9=192|35=8|34=3|49=CSERVER|50=TRADE|52=20170721-
13:42:18.784|56=theBroker.12345|57=Trade|11=Is03AvsknNYK|14=0|37=629|38=5000|39=0|40=2
|44=1.1|54=1|55=1|59=1|60=20170721-13:42:18.760|150=5|151=5000|721=624|10=150|

Response (Failed)
8=FIX.4.4|9=171|35=j|34=3|49=CSERVER|50=TRADE|52=20170721-
13:42:18.784|56=theBroker.12345|57=Trade|58=ORDER_NOT_FOUND:Order with
orderId:4429421711699105367 isn't found|379=NXek3EzJvMme|380=0|10=245|

6.12. Market Data Request Reject

Request
8=FIX.4.4|9=148|35=V|34=2|49=local.1039|50=Quote|52=20170920-
09:52:13.032|56=CSERVER|57=QUOTE|262=CS8260:sXlXex|263=1|264=0|265=1|146=1|55=CS8260|2
67=2|269=0|269=1|10=129|

Reject
8=FIX.4.4|9=164|35=Y|34=2|49=CSERVER|50=QUOTE|52=20170920-
09:52:13.036|56=local.1039|57=Quote|58=INVALID_REQUEST: Expected numeric symbolId, but
got CS8260|262=CS8260:sXlXex|281=0|10=236|

Request
8=FIX.4.4|9=136|35=V|34=6|49=local.1039|50=Quote|52=20170920-
09:52:13.199|56=CSERVER|57=QUOTE|262=EwOhiWvMdCpc|263=1|264=3|146=1|55=1|267=2|269=0|2
69=1|10=182|

Reject
8=FIX.4.4|9=157|35=Y|34=6|49=CSERVER|50=QUOTE|52=20170920-
09:52:13.201|56=local.1039|57=Quote|58=INVALID_REQUEST: MarketDepth should be either 0
or 1|262=EwOhiWvMdCpc|281=5|10=088|

Copyright © 2019 by Spotware Systems Ltd 34

6.13. Security List Request

Request
8=FIX.4.4|9=101|35=x|34=2|49=local.1031|50=Trade|52=20180426-
12:07:37.814|56=CSERVER|57=TRADE|320=Sxo2Xlb1jzJC|559=0|10=044|
Response first in the Security List examples

Request
8=FIX.4.4|9=107|35=x|34=3|49=local.1033|50=Trade|52=20180427-
12:24:27.106|56=CSERVER|57=TRADE|55=39|320=ILCea0JkdQEm|559=0|10=248|
Response
8=FIX.4.4|9=158|35=y|34=3|49=CSERVER|50=TRADE|52=20180427-
12:24:27.107|56=local.1033|57=Trade|320=ILCea0JkdQEm|322=responce:ILCea0JkdQEm|560=0|1
46=1|55=39|1007=NZDCHF|1008=4|10=088|

6.14. Security List

Response
8=FIX.4.4|9=3977|35=y|34=2|49=CSERVER|50=TRADE|52=20180426-
12:07:37.816|56=local.1031|57=Trade|320=Sxo2Xlb1jzJC|322=responce:Sxo2Xlb1jzJC|560=0|1
46=143|55=1|1007=EURUSD|1008=5|55=2|1007=GBPUSD|1008=5|55=3|1007=EURJPY|1008=3|55=4|10
07=USDJPY|1008=3|55=5|1007=AUDUSD|1008=5|55=6|1007=USDCHF|1008=5|55=7|1007=GBPJPY|1008
=3|55=8|1007=USDCAD|1008=5|55=9|1007=EURGBP|1008=5|55=10|1007=EURCHF|1008=5|55=11|1007
=AUDJPY|1008=2|55=12|1007=NZDUSD|1008=5|55=13|1007=CHFJPY|1008=2|55=14|1007=EURAUD|100
8=4|55=15|1007=CADJPY|1008=2|55=16|1007=GBPAUD|1008=4|55=17|1007=EURCAD|1008=4|55=1000
1|1007=USDCFDSAX|1008=5|55=18|1007=AUDCAD|1008=4|55=10002|1007=CD3295|1008=5|55=19|100
7=GBPCAD|1008=4|55=10003|1007=DU3295|1008=5|55=20|1007=AUDNZD|1008=4|55=10004|1007=CS5
965|1008=2|55=21|1007=NZDJPY|1008=2|55=10005|1007=CS6014_3|1008=5|55=22|1007=USDNOK|10
08=4|55=10006|1007=DU6014_3|1008=5|55=23|1007=AUDCHF|1008=4|55=10007|1007=CS6014_4|100
8=5|55=24|1007=USDMXN|1008=4|55=10008|1007=DU6014_4|1008=5|55=25|1007=GBPNZD|1008=4|55
=10009|1007=CS5953|1008=5|55=26|1007=EURNZD|1008=4|55=10010|1007=CS6407_01_EURUSD|1008
=5|55=27|1007=CADCHF|1008=4|55=10011|1007=CS6407_01_GBPUSD|1008=5|55=28|1007=USDSGD|10
08=5|55=10012|1007=CS6407_02_EURUSD|1008=5|55=29|1007=USDSEK|1008=4|55=10013|1007=CS64
07_03_EURUSD|1008=5|55=30|1007=NZDCAD|1008=4|55=31|1007=EURSEK|1008=4|55=10015|1007=CS
7847_01_EURUSD|1008=5|55=32|1007=GBPSGD|1008=4|55=10016|1007=CS7847_01_GBPUSD|1008=5|5
5=33|1007=EURNOK|1008=4|55=10017|1007=CS7847_02_EURUSD|1008=5|55=34|1007=EURHUF|1008=2
|55=10018|1007=CS7847_03_EURUSD|1008=5|55=35|1007=USDPLN|1008=4|55=10019|1007=CS7847_0
4_GBPUSD|1008=5|55=36|1007=USDDKK|1008=4|55=10020|1007=CS9004S|1008=2|10=096|

Response
8=FIX.4.4|9=158|35=y|34=3|49=CSERVER|50=TRADE|52=20180427-
12:24:27.107|56=local.1033|57=Trade|320=ILCea0JkdQEm|322=responce:ILCea0JkdQEm|560=0|1
46=1|55=39|1007=NZDCHF|1008=4|10=088|

35 Copyright © 2019 by Spotware Systems Ltd