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developers:fixapi:newordersingle [2025/09/12 01:34] – removed - external edit (Unknown date) 127.0.0.1 | developers:fixapi:newordersingle [2025/09/12 01:34] (current) – ↷ Page moved and renamed from developers:fixapi.newordersingle to developers:fixapi:newordersingle chad | ||
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+ | ====== NEW ORDER SINGLE [35=D] ====== | ||
+ | The New Order Single message submits orders to exchanges for execution. This message supports all instrument types including futures, options, spreads, and multileg strategies. | ||
+ | |||
+ | ===== Prerequisites ===== | ||
+ | * Account must be subscribed before order submission (automatic by default) | ||
+ | * Unique ClOrdID required for each order (12-20 characters) | ||
+ | * Security identification tags must match instrument type | ||
+ | |||
+ | ===== Supported Order Types ===== | ||
+ | |||
+ | ^ Order Type ^ OrdType (Tag 40) ^ Required Price Fields ^ | ||
+ | | Market | 1 | None | | ||
+ | | Limit | 2 | Price (44) | | ||
+ | | Stop | 3 | StopPx (99) | | ||
+ | | Stop Limit | 4 | Price (44), StopPx (99) | | ||
+ | | Market If Touched | J | Price (44) | | ||
+ | | Flatten | F | None | | ||
+ | | Join | N | None | | ||
+ | | Hit | H | None | | ||
+ | |||
+ | ===== Message Specification ===== | ||
+ | |||
+ | **Message Direction: | ||
+ | |||
+ | ^ Tag ^ Field Name ^ Type ^ Req'd ^ Description ^ | ||
+ | | | **Message Header** | | Y | MsgType = D | | ||
+ | | 1 | Account | String | Y | Account code for order submission | | ||
+ | | 11 | ClOrdID | String | Y | Unique client order ID (12-20 chars) | | ||
+ | | 48 | SecurityID | String | Y | T4 Market ID | | ||
+ | | 55 | Symbol | String | Y | T4 Contract ID | | ||
+ | | 207 | SecurityExchange | String | Y | T4 Exchange ID | | ||
+ | | 167 | SecurityType | String | Y | FUT, OPT, STK, SYN, BIN | | ||
+ | | 201 | PutOrCall | Int | C | Options only. 0=Put, 1=Call | | ||
+ | | 202 | StrikePrice | Float | C | Options only. Strike price | | ||
+ | | 54 | Side | Char | Y | 0=None, 1=Buy, 2=Sell | | ||
+ | | 38 | OrderQty | Int | Y | Total contracts (0 for Flatten) | | ||
+ | | 40 | OrdType | Char | Y | See Order Types table | | ||
+ | | 44 | Price | Float | C | Required for Limit, Stop Limit, MIT | | ||
+ | | 99 | StopPx | Float | C | Required for Stop, Stop Limit | | ||
+ | | 59 | TimeInForce | Char | Y | 0=Day, 1=GTC, 3=IOC, 4=FOK | | ||
+ | | 60 | TransactTime | UTCTimestamp | Y | Order creation time | | ||
+ | | 21 | HandlInst | Char | Y | 1=Automated private, 2=Automated public, 3=Manual | | ||
+ | | 210 | MaxShow | Int | O | Iceberg visible quantity | | ||
+ | | 77 | OpenClose | Char | O | O=Open, C=Close | | ||
+ | | 200 | MaturityMonthYear | String | O | Format: YYYYMM | | ||
+ | | 204 | CustomerOrFirm | Int | O | 0=Customer, 1=Firm | | ||
+ | | 58 | Text | String | O | Free form text | | ||
+ | | 107 | SecurityDesc | String | O | Security description | | ||
+ | | 1028 | ManualOrderIndicator | Boolean | O | Y=Manual, N=Automated | | ||
+ | | 10100 | TrailingDelta | Float | O | Trailing stop amount | | ||
+ | | 10102 | ActivationType | Int | O | 1=Immediate, | ||
+ | | 10103 | ActivationValue | String | O | Activation conditions (colon-delimited) | | ||
+ | | | **Message Trailer** | | Y | | | ||
+ | |||
+ | ===== Sample Message ===== | ||
+ | |||
+ | **Note:** Pipe (|) used for readability. Actual FIX messages use SOH (ASCII 01) delimiter. | ||
+ | |||
+ | **Limit Order Request:** | ||
+ | < | ||
+ | 8=FIX.4.2|9=210|35=D|49=T4Example|56=T4|50=TraderName|52=20121211-20: | ||
+ | 1=Account1|11=fn-634908321778744001|48=CME_20121200_ESZ2|55=ES|207=CME_Eq| | ||
+ | 167=FUT|54=1|38=1|40=2|44=141400|59=0|21=1|60=20121211-20: | ||
+ | </ | ||
+ | |||
+ | **Successful Response:** | ||
+ | < | ||
+ | 8=FIX.4.2|9=380|35=8|49=T4|56=T4Example|50=T4FIX|52=20121211-20: | ||
+ | 1=Account1|11=fn-634908321778744001|17=48146.71332401407_ESZ2.6349083219449100006.1.BD1E7093| | ||
+ | 150=0|37=BD1E7093-EF2C-439D-AEBA-0092A03F17ED|39=0|48=CME_20121200_ESZ2|55=ES| | ||
+ | 207=CME_Eq|200=201212|59=0|107=E-mini S&P 500 Dec12|54=1|167=FUT|38=1|40=2| | ||
+ | 44=141400|60=20121211-20: | ||
+ | </ | ||
+ | |||
+ | ===== Notes ===== | ||
+ | * Malformed messages rejected with Session Reject (35=3) | ||
+ | * Order errors returned via Execution Report (35=8, ExecType=8) | ||
+ | * AutoSubscription can be disabled via Logon (Tag 372=BB) | ||
+ | * For batch orders (OCO, Auto OCO, Spark), use New Order List message |