FIX API

Note: This API can only be used with the SPOT Exchange.

General Information

FIX connections require TLS encryption. Please either use native TCP+TLS connection or set up a local proxy such as stunnel to handle TLS encryption.

FIX sessions only support Ed25519 keys.
You can setup and configure your API key permissions on Spot Test Network.

FIX API order entry sessions

Endpoint is: tcp+tls://fix-oe.testnet.binance.vision:9000
Supports placing orders, canceling orders, and querying current limit usage.
Supports receiving all of the account's ExecutionReport<8> and List Status<N>.
Only API keys with FIX_API are allowed to connect.
QuickFix Schema can be found here.

FIX API Drop Copy sessions

Endpoint is: tcp+tls://fix-dc.testnet.binance.vision:9000
Supports receiving all of the account's ExecutionReport<8> and List Status<N>.
Only API keys with FIX_API or FIX_API_READ_ONLY are allowed to connect.
QuickFix Schema can be found here.

Fix Market Data sessions

Endpoint is: tcp+tls://fix-md.testnet.binance.com:9000
Supports market data streams and active instruments queries.
Does not support placing or canceling orders.
Only API keys with FIX_API or FIX_API_READ_ONLY are allowed to connect.
QuickFix Schema can be found here.

On message processing order

The MessageHandling (25035) field required in the initial Logon<A> message controls whether the messages may get reordered.

UNORDERED(1) should offer better performance, but there is a risk that messages may be processed in a different order.
SEQUENTIAL(2) guarantees that messages are processed according to their MsgSeqNum(34).

Response Mode

By default, all concurrent order entry sessions receive all of the account's successful ExecutionReport<8> and ListStatus<N> messages, including those in response to orders placed from other FIX sessions and via non-FIX APIs.

Use the ResponseMode (25036) field in the initial Logon<A> message to change this behavior.

EVERYTHING(1): The default mode; the connection receives all ExecutionReport<8> and ListStatus<N> messages, even those initiated from other sources.
ONLY_ACKS(2): Receives only ACKs for operations initiated by this connection. This mode reduces bandwidth and should offer a better performance profile.

Note: ExecutionReport<8> push messages may be sent out of order in relation to responses.

How to sign Logon`<A>` request

The Logon<A> message authenticates your connection to the FIX API. This must be the first message sent by the client.

The Username (553) field is required to contain the API key.
The RawData (96) field is required to contain a valid signature made with the API key.

The signature payload is a text string constructed by concatenating the values of the following fields in this exact order, separated by the SOH character:

MsgType (35)
SenderCompId (49)
TargetCompId (56)
MsgSeqNum (34)
SendingTime (52)

Sign the payload using your private key. Encode the signature with base64. The resulting text string is the value of the RawData (96) field.

Here is a sample Python code implementing the signature algorithm:

import base64

from cryptography.hazmat.primitives.asymmetric.ed25519 import Ed25519PrivateKey
from cryptography.hazmat.primitives.serialization import load_pem_private_key

def logon_raw_data(private_key: Ed25519PrivateKey,
                   sender_comp_id: str,
                   target_comp_id: str,
                   msg_seq_num: str,
                   sending_time: str):
    """
    Computes the value of RawData (96) field in Logon<A> message.
    """
    payload = chr(1).join([
        'A',
        sender_comp_id,
        target_comp_id,
        msg_seq_num,
        sending_time,
    ])
    signature = private_key.sign(payload.encode('ASCII'))
    return base64.b64encode(signature).decode('ASCII')


with open('private_key.pem', 'rb') as f:
    private_key = load_pem_private_key(data=f.read(),
                                       password=None)

raw_data = logon_raw_data(private_key,
                          sender_comp_id='5JQmUOsm',
                          target_comp_id='SPOT',
                          msg_seq_num='1',
                          sending_time='20240612-08:52:21.613')

The values presented below can be used to validate the correctness of the signature computation implementation:

Field	Value
MsgType (35)	`A`
SenderCompID (49)	`EXAMPLE`
TargetCompID (56)	`SPOT`
MsgSeqNum (34)	`1`
SendingTime (52)	`20240627-11:17:25.223`

The Ed25519 private key used in the example computation is shown below:

Caution

The following secret key is provided solely for illustrative purposes. Do not use this key in any real-world application as it is not secure and may compromise your cryptographic implementation. Always generate your own unique and secure keys for actual use.

-----BEGIN PRIVATE KEY-----
MC4CAQAwBQYDK2VwBCIEIIJEYWtGBrhACmb9Dvy+qa8WEf0lQOl1s4CLIAB9m89u
-----END PRIVATE KEY-----

Computed signature:

4MHXelVVcpkdwuLbl6n73HQUXUf1dse2PCgT1DYqW9w8AVZ1RACFGM+5UdlGPrQHrgtS3CvsRURC1oj73j8gCA==

Resulting Logon <A> message:

8=FIX.4.4|9=247|35=A|34=1|49=EXAMPLE|52=20240627-11:17:25.223|56=SPOT|95=88|96=4MHXelVVcpkdwuLbl6n73HQUXUf1dse2PCgT1DYqW9w8AVZ1RACFGM+5UdlGPrQHrgtS3CvsRURC1oj73j8gCA==|98=0|108=30|141=Y|553=sBRXrJx2DsOraMXOaUovEhgVRcjOvCtQwnWj8VxkOh1xqboS02SPGfKi2h8spZJb|25035=2|10=227|

Limits

Message Limits

Each connection has a limit on how many messages can be sent to the exchange.
The message limit does not count the messages sent in response to the client.
Breaching the message limit results in immediate Logout <5> and disconnection.
To understand current limits and usage, please send a LimitQuery<XLQ> message. A LimitResponse<XLR> message will be sent in response, containing information about Order Rate Limits and Message Limits.
FIX Order entry sessions have a limit of 10,000 messages every 10 seconds.
FIX Market Data sessions have a limit of 10,000 messages every 60 seconds.

Connection Limits

Each Account has a limit on how many TCP connections can be established at the same time.
The limit is reduced when the TCP connection is closed. If the reduction of connections is not immediate, please wait up to twice the value of HeartBtInt (108) for the change to take effect. For example, if the current value of HeartBtInt is 5, please wait up to 10 seconds.
Upon breaching the limit a Reject <3> will be sent containing information about the connection limit breach and the current limit.
The limit is 5 concurrent TCP connections per account for the order entry sessions.
The limit is 10 concurrent TCP connections per account for the Drop Copy sessions.
The limit is 5 concurrent TCP connections per account for Market Data sessions.

Unfilled Order Count

To understand how many orders you have placed within a certain time interval, please send a LimitQuery<XLQ> message. A LimitResponse<XLR> message will be sent in response, containing information about Unfilled Order Count and Message Limits.
Please note that if your orders are consistently filled by trades, you can continuously place orders on the API. For more information, please see Spot Unfilled Order Count Rules.
If you exceed the unfilled order count your message will be rejected, and information will be transferred back to you in a reject message specific to that endpoint.
The number of unfilled orders is tracked for each account.

Error Handling

Client messages that contain syntax errors, missing required fields, or refer to unknown symbols will be rejected by the server with a Reject <3> message.

If a valid message cannot be processed and is rejected, an appropriate reject response will be sent. Please refer to the individual message documentation for possible responses.

Please refer to the Text (58) and ErrorCode (25016) fields in responses for the reject reason.

The list of error codes can be found on the Error codes page.

Types

Only printable ASCII characters and SOH are supported.

Type	Description
`BOOLEAN`	Enum: `Y` or `N`.
`CHAR`	Single character.
`INT`	Signed 64-bit integer.
`LENGTH`	Unsigned 64-bit integer.
`NUMINGROUP`	Unsigned 64-bit integer.
`PRICE`	Fixed-point number. Precision depends on the symbol definition.
`QTY`	Fixed-point number. Precision depends on the symbol definition.
`SEQNUM`	Unsigned 64-bit integer.
`STRING`	Sequence of printable ASCII characters.
`UTCTIMESTAMP`	String representing datetime in UTC.

Supported UTCTIMESTAMP formats:

20011217-09:30:47 - seconds
20011217-09:30:47.123 - milliseconds
20011217-09:30:47.123456 - microseconds (always used in messages from the exchange)

Client order ID fields must conform to the regex ^[a-zA-Z0-9-_]{1,36}$:

ClOrdID (11)
OrigClOrdID (41)
ClListID (25014)
OrigClListID (25015)
CancelClOrdID (25034)

Message Components

Note:

In example messages, the | character is used to represent SOH character:

8=FIX.4.4|9=113|35=A|34=1|49=SPOT|52=20240612-08:52:21.636837|56=5JQmUOsm|98=0|108=30|25037=4392a152-3481-4499-921a-6d42c50702e2|10=051|

Header

Appears at the start of every message.

Tag	Name	Type	Required	Description
8	BeginString	STRING	Y	Always `FIX.4.4`. Must be the first field the message.
9	BodyLength	LENGTH	Y	Message length in bytes. Must be the second field in the message.
35	MsgType	STRING	Y	Must be the third field in the message. Possible values: `0` - HEARTBEAT `1` - TEST_REQUEST `3` - REJECT `5` - LOGOUT `8` - EXECUTION_REPORT `9` - ORDER_CANCEL_REJECT `A` - LOGON `D` - NEW_ORDER_SINGLE `E` - NEW_ORDER_LIST `F` - ORDER_CANCEL_REQUEST `N` - LIST_STATUS `q` - ORDER_MASS_CANCEL_REQUEST `r` - ORDER_MASS_CANCEL_REPORT `XCN` - ORDER_CANCEL_REQUEST_AND_NEW_ORDER_SINGLE `XLQ` - LIMIT_QUERY `XLR` - LIMIT_RESPONSE `B` - NEWS `y` - INSTRUMENT_LIST `V` - MARKET_DATA_REQUEST `Y` - MARKET_DATA_REQUEST_REJECT `W` - MARKET_DATA_SNAPSHOT `X` - MARKET_DATA_INCREMENTAL_REFRESH
49	SenderCompID	STRING	Y	Must be unique across an account's active sessions. Must obey regex: `^[a-zA-Z0-9-_]{1,8}$`
56	TargetCompID	STRING	Y	A string identifying this TCP connection. On messages from client required to be set to `SPOT`. Must be unique across TCP connections. Must conform to the regex: `^[a-zA-Z0-9-_]{1,8}$`
34	MsgSeqNum	SEQNUM	Y	Integer message sequence number. Values that will cause a gap will be rejected.
52	SendingTime	UTCTIMESTAMP	Y	Time of message transmission (always expressed in UTC).
25000	RecvWindow	INT	N	Number of milliseconds after `SendingTime (52)` the request is valid for. Defaults to `5000` milliseconds in Logon`<A>` and has a max value of `60000` milliseconds.

Trailer

Appears at the end of every message.

Tag	Name	Type	Required	Description
10	CheckSum	STRING	Y	Always three-character numeric string, calculated by summing the ASCII values of each preceding character in the message, including start-of-header (SOH) characters. The resultant sum is divided by 256, with the remainder forming the CheckSum value. To maintain a fixed length, the CheckSum field is right-justified and zero-padded as needed.

Administrative Messages

Heartbeat`<0>`

Sent by the server if there is no outgoing traffic during the heartbeat interval (HeartBtInt (108) in Logon<A>).

Sent by the client to indicate that the session is healthy.

Sent by the client or the server in response to a TestRequest<1> message.

Tag	Name	Type	Required	Description
112	TestReqID	STRING	N	When Heartbeat`<35>` is sent in response to TestRequest`<1>`, must mirror the value in TestRequest`<1>`.

TestRequest`<1>`

Sent by the server if there is no incoming traffic during the heartbeat interval (HeartBtInt (108) in Logon<A>).

Sent by the client to request a Heartbeat<0> response.

Note: If the client does not respond to TestRequest<1> with Heartbeat<0> with a correct TestReqID (112) within timeout, the connection will be dropped.

Tag	Name	Type	Required	Description
112	TestReqID	STRING	Y	Arbitrary string that must be included in the Heartbeat`<0>` response.

Reject`<3>`

Sent by the server in response to an invalid message that cannot be processed.

Sent by the server if a new connection cannot be accepted. Please refer to Connection Limits.

Please refer to the Text (58) and ErrorCode (25016) fields for the reject reason.

Tag	Name	Type	Required	Description
45	RefSeqNum	INT	N	The `MsgSeqNum (34)` of the rejected message that caused issuance of this Reject`<3>`.
371	RefTagID	INT	N	When present, identifies the field that directly caused the issuance of this Reject`<3>` message.
372	RefMsgType	STRING	N	The `MsgType (35)` of the rejected message that caused issuance of this Reject`<3>`.
373	SessionRejectReason	INT	N	A reason for the reject, can be one of the values below. Usually accompanied by additional Text description Possible values: `0`- INVALID_TAG_NUMBER `1` - REQUIRED_TAG_MISSING `2` - TAG_NOT_DEFINED_FOR_THIS_MESSAGE_TYPE `3` - UNDEFINED_TAG `5` - VALUE_IS_INCORRECT `6` - INCORRECT_DATA_FORMAT_FOR_VALUE `8` - SIGNATURE_PROBLEM `10` - SENDINGTIME_ACCURACY_PROBLEM `12` - XML_VALIDATION_ERROR `13` - TAG_APPEARS_MORE_THAN_ONCE `14` - TAG_SPECIFIED_OUT_OF_REQUIRED_ORDER `15` - REPEATING_GROUP_FIELDS_OUT_OF_ORDER `16` - INCORRECT_NUMINGROUP_COUNT_FOR_REPEATING_GROUP `99` - OTHER
25016	ErrorCode	INT	N	API error code (see Error Codes).
58	Text	STRING	N	Human-readable error message.

Logon`<A>`

Sent by the client to authenticate the connection. Logon<A> must be the first message sent by the client.

Sent by the server in response to a successful logon.

Note: Logon<A> can only be sent once for the entirety of the session.

Logon Request

Tag	Name	Type	Required	Description
98	EncryptMethod	INT	Y	Required to be `0`.
108	HeartBtInt	INT	Y	Required to be within range [5, 60]. Heartbeat interval in seconds.
95	RawDataLength	LENGTH	Y	Length of the `RawData (96)` field that comes strictly after this field.
96	RawData	DATA	Y	Signature. How to sign Logon`<A>` request.
141	ResetSeqNumFlag	BOOLEAN	Y	Required to be `Y`.
553	Username	STRING	Y	API key. Only Ed25519 API keys are supported.
25035	MessageHandling	INT	Y	Possible values: `1` - UNORDERED `2` - SEQUENTIAL Please refer to On message order processing for more information.
25036	ResponseMode	INT	N	Please refer to Response Mode.
9406	DropCopyFlag	BOOLEAN	N	Must be set to 'Y' when logging into Drop Copy sessions.

Sample Message:

8=FIX.4.4|9=248|35=A|34=1|49=5JQmUOsm|52=20240612-08:52:21.613|56=SPOT|95=88|96=KhJLbZqADWknfTAcp0ZjyNz36Kxa4ffvpNf9nTIc+K5l35h+vA1vzDRvLAEQckyl6VDOwJ53NOBnmmRYxQvQBQ==|98=0|108=30|141=Y|553=W5rcOD30c0gT4jHK8oX5d5NbzWoa0k4SFVoTHIFNJVZ3NuRpYb6ZyJznj8THyx5d|25035=1|10=000|

Logon Response

Tag	Name	Type	Required	Description
98	EncryptMethod	INT	Y	Always `0`.
108	HeartBtInt	INT	Y	Mirrors value from the Logon request.
25037	UUID	STRING	Y	UUID of the FIX API serving the requests.

Sample Message:

8=FIX.4.4|9=113|35=A|34=1|49=SPOT|52=20240612-08:52:21.636837|56=5JQmUOsm|98=0|108=30|25037=4392a152-3481-4499-921a-6d42c50702e2|10=051|

Logout`<5>`

Sent to initiate the process of closing the connection, and also when responding to Logout.

Tag	Name	Type	Required	Description
58	Text	STRING	N

Sample Message

Logout Request

8=FIX.4.4|9=55|35=5|34=3|49=GhQHzrLR|52=20240611-09:44:25.543|56=SPOT|10=249|

Logout Response

8=FIX.4.4|9=84|35=5|34=4|49=SPOT|52=20240611-09:44:25.544001|56=GhQHzrLR|58=Logout acknowledgment.|10=212|

News`<B>`

Sent by the server when the connection is about to be closed.

Tag	Name	Type	Required	Description
148	Headline	STRING	Y

Sample message:

8=FIX.4.4|9=0000113|35=B|49=SPOT|56=OE|34=4|52=20240924-21:07:35.773537|148=Your connection is about to be closed. Please reconnect.|10=165|

Application Messages

Order Entry Messages

Note: The messages below can only be used for the FIX Order Entry and FIX Drop Copy Sessions.

NewOrderSingle`<D>`

Sent by the client to submit a new order for execution.

Please refer to Supported Order Types for supported field combinations.

Note: Many fields become required based on the order type. Please refer to Supported Order Types.

Tag	Name	Type	Required	Description
11	ClOrdID	STRING	Y	`ClOrdID` to be assigned to the order.
38	OrderQty	QTY	N	Quantity of the order
40	OrdType	CHAR	Y	See the table to understand supported order types and the required fields to use them. Possible values: `1` - MARKET `2` - LIMIT `3` - STOP `4` - STOP_LIMIT
18	ExecInst	CHAR	N	Possible values: `6` - PARTICIPATE_DONT_INITIATE
44	Price	PRICE	N	Price of the order
54	Side	CHAR	Y	Side of the order. Possible values: `1` - BUY `2` - SELL
55	Symbol	STRING	Y	Symbol to place the order on.
59	TimeInForce	CHAR	N	Possible values: `1` - GOOD_TILL_CANCEL `3` - IMMEDIATE_OR_CANCEL `4` - FILL_OR_KILL
111	MaxFloor	QTY	N	Used for iceberg orders, this specifies the visible quantity of the order on the book.
152	CashOrderQty	QTY	N	Quantity of the order specified in the quote asset units, for reverse market orders.
847	TargetStrategy	INT	N
7940	StrategyID	INT	N	The value cannot be less than `1000000`.
25001	SelfTradePreventionMode	CHAR	N	Possible values: `1` - NONE `2` - EXPIRE_TAKER `3` - EXPIRE_MAKER `4` - EXPIRE_BOTH
1100	TriggerType	CHAR	N	Possible values: `4` - PRICE_MOVEMENT
1101	TriggerAction	CHAR	N	Possible values: `1` - ACTIVATE
1102	TriggerPrice	PRICE	N	Activation price for contingent orders. See table
1107	TriggerPriceType	CHAR	N	Possible values: `2` - LAST_TRADE
1109	TriggerPriceDirection	CHAR	N	Used to differentiate between StopLoss and TakeProfit orders. See table. Possible values: `U` - TRIGGER_IF_THE_PRICE_OF_THE_SPECIFIED_TYPE_GOES_UP_TO_OR_THROUGH_THE_SPECIFIED_TRIGGER_PRICE `D` - TRIGGER_IF_THE_PRICE_OF_THE_SPECIFIED_TYPE_GOES_DOWN_TO_OR_THROUGH_THE_SPECIFIED_TRIGGER_PRICE
25009	TriggerTrailingDeltaBips	INT	N	Provide to create trailing orders.
25032	SOR	BOOLEAN	N	Whether to activate SOR for this order.

Sample Message:

8=FIX.4.4|9=114|35=D|34=2|49=qNXO12fH|52=20240611-09:01:46.228|56=SPOT|11=1718096506197867067|38=5|40=2|44=10|54=1|55=LTCBNB|59=4|10=016|

Response:

ExecutionReport<8> with ExecType (150) value NEW(0) if the order was accepted.
ExecutionReport<8> with ExecType (150) value REJECTED(8) if the order was rejected.
Reject<3> if the message is rejected.

Supported Order Types

Order name	Binance OrderType	Side	required field values	required fields with user values
Market order	`MARKET`	BUY or SELL	`40=1\|`
Limit order	`LIMIT`	BUY or SELL	`40=2\|`
Limit maker order	`LIMIT_MAKER`	BUY or SELL	`40=2\|18=6\|`
Buy stop loss order	`STOP_LOSS`	BUY	`40=3\|1100=4\|1101=1\|1107=2\|1109=U\|`	1102
Buy trailing stop loss order	`STOP_LOSS`	BUY	`40=3\|1100=4\|1101=1\|1107=2\|1109=U\|`	25009,1109
Buy stop loss limit order	`STOP_LOSS_LIMIT`	BUY	`40=4\|1100=4\|1101=1\|1107=2\|1109=U\|`	1102
Buy trailing stop loss limit order	`STOP_LOSS_LIMIT`	BUY	`40=4\|1100=4\|1101=1\|1107=2\|1109=U\|`	25009,1109
Sell stop loss order	`STOP_LOSS`	SELL	`40=3\|1100=4\|1101=1\|1107=2\|1109=D\|`	1102
Sell trailing stop loss order	`STOP_LOSS`	SELL	`40=3\|1100=4\|1101=1\|1107=2\|1109=D\|`	25009,1109
Sell stop loss limit order	`STOP_LOSS_LIMIT`	SELL	`40=4\|1100=4\|1101=1\|1107=2\|1109=D\|`	1102
Sell trailing stop loss limit order	`STOP_LOSS_LIMIT`	SELL	`40=4\|1100=4\|1101=1\|1107=2\|1109=D\|`	25009,1109
Buy take profit order	`TAKE_PROFIT`	BUY	`40=3\|1100=4\|1101=1\|1107=2\|1109=D\|`	1102
Buy trailing take profit order	`TAKE_PROFIT`	BUY	`40=3\|1100=4\|1101=1\|1107=2\|1109=D\|`	25009,1109
Buy trailing take profit order	`TAKE_PROFIT`	BUY	`40=3\|1100=4\|1101=1\|1107=2\|`	25009
Buy take profit order	`TAKE_PROFIT_LIMIT`	BUY	`40=4\|1100=4\|1101=1\|1107=2\|1109=D\|`	1102
Buy trailing take profit limit order	`TAKE_PROFIT_LIMIT`	BUY	`40=4\|1100=4\|1101=1\|1107=2\|1109=D\|`	25009,1109
Buy trailing take profit limit order	`TAKE_PROFIT_LIMIT`	BUY	`40=4\|1100=4\|1101=1\|1107=2\|`	25009
Sell take profit order	`TAKE_PROFIT`	SELL	`40=3\|1100=4\|1101=1\|1107=2\|1109=U\|`	1102
Sell trailing take profit order	`TAKE_PROFIT`	SELL	`40=3\|1100=4\|1101=1\|1107=2\|1109=U\|`	25009,1109
Sell trailing take profit order	`TAKE_PROFIT`	SELL	`40=3\|1100=4\|1101=1\|1107=2\|`	25009
Sell take profit limit order	`TAKE_PROFIT_LIMIT`	SELL	`40=4\|1100=4\|1101=1\|1107=2\|1109=U\|`	1102
Sell trailing take profit limit order	`TAKE_PROFIT_LIMIT`	SELL	`40=4\|1100=4\|1101=1\|1107=2\|1109=U\|`	25009,1109
Sell trailing take profit limit order	`TAKE_PROFIT_LIMIT`	SELL	`40=4\|1100=4\|1101=1\|1107=2\|`	25009

Required fields based on Binance OrderType:

Binance OrderType	Additional mandatory parameters	Additional Information
`LIMIT`	38, 44, 59
`MARKET`	38 OR 152	`MARKET` orders using the `OrderQty (38)` field specifies the amount of the `base asset` the user wants to buy or sell at the market price. E.g. `MARKET` order on BTCUSDT will specify how much BTC the user is buying or selling. `MARKET` orders using `quoteOrderQty` specifies the amount the user wants to spend (when buying) or receive (when selling) the `quote` asset; the correct `quantity` will be determined based on the market liquidity and `quoteOrderQty`. E.g. Using the symbol BTCUSDT: `BUY` side, the order will buy as many BTC as `quoteOrderQty` USDT can. `SELL` side, the order will sell as much BTC needed to receive `CashOrderQty (152)` USDT.
`STOP_LOSS`	38, 1102 or 25009	This will execute a `MARKET` order when the conditions are met. (e.g. `TriggerPrice (1102)` is met or `TriggerTrailingDeltaBips (25009)` is activated)
`STOP_LOSS_LIMIT`	38, 44, 59, 1102 or 25009
`TAKE_PROFIT`	38, 1102 or 25009	This will execute a `MARKET` order when the conditions are met. (e.g. `TriggerPrice (1102)` is met or `TriggerTrailingDeltaBips (25009)` is activated)
`TAKE_PROFIT_LIMIT`	38, 44, 59, 1102 or 25009
`LIMIT_MAKER`	38, 44	This is a `LIMIT` order that will be rejected if the order immediately matches and trades as a taker. This is also known as a POST-ONLY order.

ExecutionReport`<8>`

Sent by the server whenever an order state changes.

Note: By default, ExecutionReport<8> is sent for all orders of an account, including those submitted in different connections. Please see Response Mode for other behavior options.

Tag	Name	Type	Required	Description
17	ExecID	STRING	N	Omitted on rejected orders.
11	ClOrdID	STRING	N	`ClOrdID` of the list as assigned on the request.
41	OrigClOrdID	STRING	N	Original `ClOrdID` of the order.
37	OrderID	INT	N	Assigned by exchange.
38	OrderQty	QTY	N	Quantity of the order.
40	OrdType	CHAR	Y	Possible values: `1` - MARKET `2` - LIMIT `3` - STOP_LOSS `4` - STOP_LIMIT
54	Side	CHAR	Y	Possible values: `1` - BUY `2` - SELL
55	Symbol	STRING	Y	Symbol of the order.
18	ExecInst	CHAR	N	Possible values: `6` - PARTICIPATE_DONT_INITIATE
44	Price	PRICE	N	Price of the order.
59	TimeInForce	CHAR	N	Possible values: `1` - GOOD_TILL_CANCEL `3` - IMMEDIATE_OR_CANCEL `4` - FILL_OR_KILL
60	TransactTime	UTCTIMESTAMP	N	Timestamp when this event occurred.
25018	OrderCreationTime	INT	N
111	MaxFloor	QTY	N	Appears on iceberg orders.
66	ListID	STRING	N	Appears on list orders.
152	CashOrderQty	QTY	N	OrderQty specified in the quote asset units.
847	TargetStrategy	INT	N	`TargetStrategy (847)` from the order placement request.
7940	StrategyID	INT	N	`StrategyID (7940)` from the order placement request.
25001	SelfTradePreventionMode	CHAR	N	Possible values: `1` - NONE `2` - EXPIRE_TAKER `3` - EXPIRE_MAKER `4` - EXPIRE_BOTH
150	ExecType	CHAR	Y	Note: Field `PreventedMatchID(25024)` will be present if order has expired due to `SelfTradePreventionMode(25013)` Possible values: `0` - NEW `4` - CANCELED `5` - REPLACED `8` - REJECTED `F` - TRADE `C` - EXPIRED
14	CumQty	QTY	Y	Total number of base asset traded on this order.
151	LeavesQty	QTY	N	Quantity remaining for further execution.
25017	CumQuoteQty	QTY	N	Total number of quote asset traded on this order.
1057	AggressorIndicator	BOOLEAN	N	Appears on trade execution reports. Indicates whether the order was a taker in the trade.
1003	TradeID	STRING	N	Appears on trade execution reports.
31	LastPx	PRICE	N	The price of the last execution.
32	LastQty	QTY	Y	The quantity of the last execution.
39	OrdStatus	CHAR	Y	Possible values: `0` - NEW `1` - PARTIALLY_FILLED `2` - FILLED `4` - CANCELED `6` - PENDING_CANCEL `8` - REJECTED `A` - PENDING_NEW `C` - EXPIRED Note that FIX does not support `EXPIRED_IN_MATCH` status, and get converted to `EXPIRED` in FIX.
70	AllocID	INT	N	Allocation ID as assigned by the exchange.
574	MatchType	INT	N	Possible values: `1` - ONE_PARTY_TRADE_REPORT `4` - AUTO_MATCH
25021	WorkingFloor	INT	N	Appears for orders that potentially have allocations.
25022	TrailingTime	UTCTIMESTAMP	N	Appears only for trailing stop orders.
636	WorkingIndicator	BOOLEAN	N	Set to `Y` when this order enters order book.
25023	WorkingTime	UTCTIMESTAMP	N	When this order appeared on the order book.
25024	PreventedMatchID	INT	N	Appears only for orders that expired due to STP.
25025	PreventedExecutionPrice	PRICE	N	Appears only for orders that expired due to STP.
25026	PreventedExecutionQty	QTY	N	Appears only for orders that expired due to STP.
25027	TradeGroupID	INT	N	Appears only for orders that expired due to STP.
25028	CounterSymbol	STRING	N	Appears only for orders that expired due to STP.
25029	CounterOrderID	INT	N	Appears only for orders that expired due to STP.
25030	PreventedQty	QTY	N	Appears only for orders that expired due to STP.
25031	LastPreventedQty	QTY	N	Appears only for orders that expired due to STP.
25032	SOR	BOOLEAN	N	Appears for orders that used SOR.
25016	ErrorCode	INT	N	API error code (see Error Codes).
58	Text	STRING	N	Human-readable error message.
136	NoMiscFees	NUMINGROUP	N	Number of repeating groups of miscellaneous fees.
=>137	MiscFeeAmt	QTY	Y	Amount of fees denominated in `MiscFeeCurr(138)` asset
=>138	MiscFeeCurr	STRING	Y	Currency of miscellaneous fee.
=>139	MiscFeeType	INT	Y	Possible values: `4` - EXCHANGE_FEES
1100	TriggerType	CHAR	N	Possible values: `4` - PRICE_MOVEMENT
1101	TriggerAction	CHAR	N	Possible values: `1` - ACTIVATE
1102	TriggerPrice	PRICE	N	Activation price for contingent orders. See table
1107	TriggerPriceType	CHAR	N	Possible values: `2` - LAST_TRADE
1109	TriggerPriceDirection	CHAR	N	Used to differentiate between StopLoss and TakeProfit orders. See table. Possible values: `U` - TRIGGER_IF_THE_PRICE_OF_THE_SPECIFIED_TYPE_GOES_UP_TO_OR_THROUGH_THE_SPECIFIED_TRIGGER_PRICE `D` - TRIGGER_IF_THE_PRICE_OF_THE_SPECIFIED_TYPE_GOES_DOWN_TO_OR_THROUGH_THE_SPECIFIED_TRIGGER_PRICE
25009	TriggerTrailingDeltaBips	INT	N	Appears only for trailing stop orders.

Sample Message:

8=FIX.4.4|9=330|35=8|34=2|49=SPOT|52=20240611-09:01:46.228950|56=qNXO12fH|11=1718096506197867067|14=0.00000000|17=144|32=0.00000000|37=76|38=5.00000000|39=0|40=2|44=10.00000000|54=1|55=LTCBNB|59=4|60=20240611-09:01:46.228000|150=0|151=5.00000000|636=Y|1057=Y|25001=1|25017=0.00000000|25018=20240611-09:01:46.228000|25023=20240611-09:01:46.228000|10=095|

OrderCancelRequest`<F>`

Sent by the client to cancel an order or an order list.

To cancel an order either OrderID (11) or OrigClOrdID (41) are required.
To cancel an order list either ListID (66) or OrigClListID (25015) are required.

If the canceled order is part of an order list, the entire list will be canceled.

Tag	Name	Type	Required	Description
11	ClOrdID	STRING	Y	`ClOrdID` of this request.
41	OrigClOrdID	STRING	N	`ClOrdID (11)` of the order to cancel.
37	OrderID	INT	N	`OrderID (37)` of the order to cancel.
25015	OrigClListID	STRING	N	`ClListID (25014)` of the order list to cancel.
66	ListID	STRING	N	`ListID (66)` of the order list to cancel.
55	Symbol	STRING	Y	Symbol on which to cancel order.
25002	CancelRestrictions	INT	N	Restrictions on the cancel. Possible values: `1` - ONLY_NEW `2` - ONLY_PARTIALLY_FILLED

Sample Message:

8=FIX.4.4|9=93|35=F|34=2|49=ieBwvCKy|52=20240613-01:11:13.784|56=SPOT|11=1718241073695674483|37=2|55=LTCBNB|10=210|

Response:

ExecutionReport<8> with ExecType (150) value CANCELED(4) for each canceled order.
ListStatus<N> if orders in an order list were canceled.
OrderCancelReject<9> if cancellation was rejected.
Reject<3> if the message is rejected.

OrderCancelReject`<9>`

Sent by the server when OrderCancelRequest<F> has failed.

Tag	Name	Type	Required	Description
11	ClOrdID	STRING	Y	`ClOrdID (11)` of the cancel request.
41	OrigClOrdID	STRING	N	`OrigClOrdID (41)` from the cancel request.
37	OrderID	INT	N	`OrderID (37)` from the cancel request.
25015	OrigClListID	STRING	N	`OrigClListID (25015)` from the cancel request.
66	ListID	STRING	N	`ListID (66)` from the cancel request.
55	Symbol	STRING	Y	`Symbol (55)` from the cancel request.
25002	CancelRestrictions	INT	N	`CancelRestrictions (25002)` from the cancel request.
434	CxlRejResponseTo	CHAR	Y	Type of request that this OrderCancelReject`<9>` is in response to. Possible values: `1` - ORDER_CANCEL_REQUEST
25016	ErrorCode	INT	Y	API error code (see Error Codes).
58	Text	STRING	Y	Human-readable error message.

Sample Message:

8=FIX.4.4|9=137|35=9|34=2|49=SPOT|52=20240613-01:12:41.320869|56=OlZb8ht8|11=1718241161272843932|37=2|55=LTCBNB|58=Unknown order sent.|434=1|25016=-1013|10=087|

OrderCancelRequestAndNewOrderSingle`<XCN>`

Sent by the client to cancel an order and submit a new one for execution.

Please refer to Supported Order Types for supported field combinations when describing the new order.

Note: Cancel is always processed first. Then immediately after that the new order is submitted.

Tag	Name	Type	Required	Description
25033	OrderCancelRequestAndNewOrderSingleMode	INT	Y	What action should be taken if cancel fails. Possible values: `1` - STOP_ON_FAILURE `2` - ALLOW_FAILURE
25038	OrderRateLimitExceededMode	INT	N	What should be done to the cancellation request if you exceed the unfilled order rate limit. Possible values: `1` - DO_NOTHING `2` - CANCEL_ONLY
37	OrderID	INT	N	`OrderID` of the order to cancel.
25034	CancelClOrdID	STRING	N	`ClOrdID` of the cancel.
41	OrigClOrdID	STRING	N	`ClOrdID` of the order to cancel.
11	ClOrdID	STRING	Y	`ClOrdID` to be assigned to the new order.
25002	CancelRestrictions	INT	N	Restrictions on the cancel. Possible values: `1` - ONLY_NEW `2` - ONLY_PARTIALLY_FILLED
38	OrderQty	QTY	N	Quantity of the new order
40	OrdType	CHAR	Y	See the table to understand supported order types and the required fields to use them. Possible values: `1` - MARKET `2` - LIMIT `3` - STOP `4` - STOP_LIMIT
18	ExecInst	CHAR	N	Possible values: `6` - PARTICIPATE_DONT_INITIATE
44	Price	PRICE	N	Price of the new order
54	Side	CHAR	Y	Side of the order. Possible values: `1` - BUY `2` - SELL
55	Symbol	STRING	Y	Symbol to cancel and place the order on.
59	TimeInForce	CHAR	N	Possible values: `1` - GOOD_TILL_CANCEL `3` - IMMEDIATE_OR_CANCEL `4` - FILL_OR_KILL
111	MaxFloor	QTY	N	Used for iceberg orders, this specifies the visible quantity of the order on the book.
152	CashOrderQty	QTY	N	Quantity of the order specified in the quote asset units, for reverse market orders.
847	TargetStrategy	INT	N
7940	StrategyID	INT	N	The value cannot be less than `1000000`.
25001	SelfTradePreventionMode	CHAR	N	Possible values: `1` - NONE `2` - EXPIRE_TAKER `3` - EXPIRE_MAKER `4` - EXPIRE_BOTH
1100	TriggerType	CHAR	N	Possible values: `4` - PRICE_MOVEMENT
1101	TriggerAction	CHAR	N	Possible values: `1` - ACTIVATE
1102	TriggerPrice	PRICE	N	Activation price for contingent orders. See table
1107	TriggerPriceType	CHAR	N	Possible values: `2` - LAST_TRADE
1109	TriggerPriceDirection	CHAR	N	Used to differentiate between StopLoss and TakeProfit orders. See table. Possible values: `U` - TRIGGER_IF_THE_PRICE_OF_THE_SPECIFIED_TYPE_GOES_UP_TO_OR_THROUGH_THE_SPECIFIED_TRIGGER_PRICE `D` - TRIGGER_IF_THE_PRICE_OF_THE_SPECIFIED_TYPE_GOES_DOWN_TO_OR_THROUGH_THE_SPECIFIED_TRIGGER_PRICE
25009	TriggerTrailingDeltaBips	INT	N	Provide to create trailing orders.

Sample Message:

8=FIX.4.4|9=160|35=XCN|34=2|49=JS8iiXK6|52=20240613-02:31:53.753|56=SPOT|11=1718245913721036458|37=8|38=5|40=2|44=4|54=1|55=LTCBNB|59=1|111=1|25033=1|25034=1718245913721036819|10=229|

Response:

ExecutionReport<8> with ExecType (150) value CANCELED(4) for the canceled order.
ExecutionReport<8> with ExecType (150) value NEW(0) for the new order.
ExecutionReport<8> with ExecType (150) value REJECTED(8) if the new order was rejected.
OrderCancelReject<9> if the cancellation was rejected.
Reject<3> if the message is rejected.

OrderMassCancelRequest`<q>`

Sent by the client to cancel all open orders on a symbol.

Note: All orders of the account will be canceled, including those placed in different connections.

Tag	Name	Type	Required	Description
11	ClOrdID	STRING	Y	`ClOrdId` of this mass cancel request.
55	Symbol	STRING	Y	Symbol on which to cancel orders.
530	MassCancelRequestType	CHAR	Y	Possible values: `1` - CANCEL_SYMBOL_ORDERS

Sample Message:

8=FIX.4.4|9=94|35=q|34=2|49=dpYPesqv|52=20240613-01:24:36.948|56=SPOT|11=1718241876901971671|55=ABCDEF|530=1|10=110|

Responses:

ExecutionReport<8> with ExecType (150) value CANCELED(4) for the every order canceled.
OrderMassCancelReport<r> with MassCancelResponse (531) field indicating whether the message is accepted or rejected.
Reject<3> if the message is rejected.

OrderMassCancelReport`<r>`

Sent by the server in response to OrderMassCancelRequest<q>.

Tag	Name	Type	Required	Description
55	Symbol	STRING	Y	`Symbol (55)` from the cancel request.
11	ClOrdID	STRING	Y	`ClOrdID (11)` of the cancel request.
530	MassCancelRequestType	CHAR	Y	`MassCancelRequestType (530)` from the cancel request.
531	MassCancelResponse	CHAR	Y	Possible values: `0` - CANCEL_REQUEST_REJECTED `1` - CANCEL_SYMBOL_ORDERS
532	MassCancelRejectReason	INT	N	Possible values: `99` - OTHER
533	TotalAffectedOrders	INT	N	How many orders were canceled.
25016	ErrorCode	INT	N	API error code (see Error Codes).
58	Text	STRING	N	Human-readable error message.

Sample Message:

8=FIX.4.4|9=109|35=r|34=2|49=SPOT|52=20240613-01:24:36.949763|56=dpYPesqv|11=1718241876901971671|55=LTCBNB|530=1|531=1|533=5|10=083|

NewOrderList`<E>`

Sent by the client to submit a list of orders for execution.

Orders in an order list are contingent on one another. Please refer to Supported Order List Types for supported order types and triggering instructions.

Tag	Name	Type	Required	Description
25014	ClListID	STRING	Y	`ClListID` to be assigned to the order list.
1385	ContingencyType	INT	N	Possible values: `1` - ONE_CANCELS_THE_OTHER `2` - ONE_TRIGGERS_THE_OTHER
73	NoOrders	NUMINGROUP	N	The length of the array for Orders. Only 2 or 3 are allowed.
=>11	ClOrdID	STRING	Y	`ClOrdID` to be assigned to the order
=>38	OrderQty	QTY	N	Quantity of the order
=>40	OrdType	CHAR	Y	See the table to understand supported order types and the required fields to use them. Possible values: `1` - MARKET `2` - LIMIT `3` - STOP `4` - STOP_LIMIT
=>18	ExecInst	CHAR	N	Possible values: `6` - PARTICIPATE_DONT_INITIATE
=>44	Price	PRICE	N	Price of the order
=>54	Side	CHAR	Y	Side of the order. Possible values: `1` - BUY `2` - SELL
=>55	Symbol	STRING	Y	Symbol to place the order on.
=>59	TimeInForce	CHAR	N	Possible values: `1` - GOOD_TILL_CANCEL `3` - IMMEDIATE_OR_CANCEL `4` - FILL_OR_KILL
=>111	MaxFloor	QTY	N	Used for iceberg orders, this specifies the visible quantity of the order on the book.
=>152	CashOrderQty	QTY	N	Quantity of the order specified in the quote asset units, for reverse market orders.
=>847	TargetStrategy	INT	N
=>7940	StrategyID	INT	N	The value cannot be less than `1000000`.
=>25001	SelfTradePreventionMode	CHAR	N	Possible values: `1` - NONE `2` - EXPIRE_TAKER `3` - EXPIRE_MAKER `4` - EXPIRE_BOTH
=>1100	TriggerType	CHAR	N	Possible values: `4` - PRICE_MOVEMENT
=>1101	TriggerAction	CHAR	N	Possible values: `1` - ACTIVATE
=>1102	TriggerPrice	PRICE	N	Activation price for contingent orders. See table
=>1107	TriggerPriceType	CHAR	N	Possible values: `2` - LAST_TRADE
=>1109	TriggerPriceDirection	CHAR	N	Used to differentiate between StopLoss and TakeProfit orders. See table. Possible values: `U` - TRIGGER_IF_THE_PRICE_OF_THE_SPECIFIED_TYPE_GOES_UP_TO_OR_THROUGH_THE_SPECIFIED_TRIGGER_PRICE `D` - TRIGGER_IF_THE_PRICE_OF_THE_SPECIFIED_TYPE_GOES_DOWN_TO_OR_THROUGH_THE_SPECIFIED_TRIGGER_PRICE
=>25009	TriggerTrailingDeltaBips	INT	N	Provide to create trailing orders.
=>25010	NoListTriggeringInstructions	NUMINGROUP	N	The length of the array for ListTriggeringInstructions.
==>25011	ListTriggerType	CHAR	N	What needs to happen to the order pointed to by ListTriggerTriggerIndex in order for the action to take place. Possible values: `1` - ACTIVATED `2` - PARTIALLY_FILLED `3` - FILLED
==>25012	ListTriggerTriggerIndex	INT	N	Index of the trigger order: 0-indexed.
==>25013	ListTriggerAction	CHAR	N	Action to take place on this order after the ListTriggerType has been fulfilled. Possible values: `1` - RELEASE `2` - CANCEL

Sample Message:

8=FIX.4.4|9=236|35=E|34=2|49=Eg13pOvN|52=20240607-02:19:07.836|56=SPOT|73=2|11=w1717726747805308656|55=LTCBNB|54=2|38=1|40=2|44=0.25|59=1|11=p1717726747805308656|55=LTCBNB|54=2|38=1|40=1|25010=1|25011=3|25012=0|25013=1|1385=2|25014=1717726747805308656|10=171|

Supported Order List Types

Note: Orders must be specified in the sequence indicated in the Order Names column in the table below.

Order list name	Contingency Type (1385)	Order names	Order sides	Allowed Binance order types	List Triggering Instructions
OCO	`1`	1. below order 2. above order	1. below order=`SELL` 2. above order=`SELL`	1. below order=`STOP_LOSS` or `STOP_LOSS_LIMIT` 2. above order=`LIMIT_MAKER`	1. below order: `25010=1\|25011=2\|25012=1\|25013=2\|` 2. above order: `25010=1\|25011=1\|25012=0\|25013=2\|`
OCO	`1`	1. below order 2. above order	1. below order=`BUY` 2. above order=`BUY`	1. below order=`LIMIT_MAKER` 2. above order=`STOP_LOSS` or `STOP_LOSS_LIMIT`	1. below order: `25010=1\|25011=1\|25012=1\|25013=2\|` 2. above order: `25010=1\|25011=2\|25012=0\|25013=2\|`
OCO	`1`	1. below order 2. above order	1. below order=`SELL` 2. above order=`SELL`	1. below order=`STOP_LOSS` or `STOP_LOSS_LIMIT` 2. above order= `TAKE_PROFIT`	1. below order: `25010=1\|25011=1\|25012=1\|25013=2\|` 2. above order: `25010=1\|25011=1\|25012=0\|25013=2\|`
OCO	`1`	1. below order 2. above order	1. below order=`BUY` 2. above order=`BUY`	1. below order=`TAKE_PROFIT` 2. above order = `STOP_LOSS` or `STOP_LOSS_LIMIT`	1. below order: `25010=1\|25011=1\|25012=1\|25013=2\|` 2. above order: `25010=1\|25011=1\|25012=0\|25013=2\|`
OTO	`2`	1. working order 2. pending order	1. working order=`SELL` or `BUY` 2. pending order=`SELL` or `BUY`	1. working order=`LIMIT` or `LIMIT_MAKER` 2. pending order=ANY	1. working order: NONE 2. pending order: `25010=1\|25011=3\|25012=0\|25013=1\|`
OTOCO	`2`	1. working order 2. pending below order 3. pending above order	1. working order=`SELL` or `BUY` 2. pending below order=`SELL` 3. pending above order=`SELL`	1. working order=`LIMIT` or `LIMIT_MAKER` 2. pending below order=`STOP_LOSS` or `STOP_LOSS_LIMIT` 3. pending above order=`LIMIT_MAKER`	1. working order: NONE 2. pending below order: `25010=2\|25011=3\|25012=0\|25013=2\|25011=2\|25012=2\|25013=2\|` 3. pending above order: `25010=2\|25011=3\|25012=0\|25013=2\|25011=1\|25012=1\|25013=2\|`
OTOCO	`2`	1. working order 2. pending below order 3. pending above order	1. working order=`SELL` or `BUY` 2. pending below order=`BUY` 3. pending above order=`BUY`	1. working order=`LIMIT` or `LIMIT_MAKER` 2. pending below order=`LIMIT_MAKER` 3. pending above order=`STOP_LOSS` or `STOP_LOSS_LIMIT`	1. working order: NONE 2. pending below order: `25010=2\|25011=3\|25012=0\|25013=2\|25011=1\|25012=2\|25013=2\|` 3. pending above order: `25010=2\|25011=3\|25012=0\|25013=2\|25011=2\|25012=1\|25013=2\|`
OTOCO	`2`	1. working order 2. pending below order 3. pending above order	1. working order=`SELL` or `BUY` 2. pending below order=`SELL` 3. pending above order=`SELL`	1. working order=`LIMIT` or `LIMIT_MAKER` 2. pending below order=`STOP_LOSS` or `STOP_LOSS_LIMIT` 3. pending above order=`TAKE_PROFIT`	1. working order: NONE 2. pending below order: `25010=2\|25011=3\|25012=0\|25013=2\|25011=1\|25012=2\|25013=2\|` 3. pending above order: `25010=2\|25011=3\|25012=0\|25013=2\|25011=1\|25012=1\|25013=2\|`
OTOCO	`2`	1. working order 2. pending below order 3. pending above order	1. working order=`SELL` or `BUY` 2. pending below order=`BUY` 3. pending above order=`BUY`	1. working order=`LIMIT` or `LIMIT_MAKER` 2. pending below order=`TAKE_PROFIT` 3. pending above order=`STOP_LOSS` or `STOP_LOSS_LIMIT`	1. working order: NONE 2. pending below order: `25010=2\|25011=3\|25012=0\|25013=2\|25011=1\|25012=2\|25013=2\|` 3. pending above order: `25010=2\|25011=3\|25012=0\|25013=2\|25011=1\|25012=1\|25013=2\|`

ListStatus`<N>`

Sent by the server whenever an order list state changes.

Note: By default, ListStatus<N> is sent for all order lists of an account, including those submitted in different connections. Please see Response Mode for other behavior options.

Tag	Name	Type	Required	Description
55	Symbol	STRING	Y	Symbol of the order list.
66	ListID	STRING	N	`ListID` of the list as assigned by the exchange.
25014	ClListID	STRING	N	`ClListID` of the list as assigned on the request.
25015	OrigClListID	STRING	N
1385	ContingencyType	INT	N	Possible values: `1` - ONE_CANCELS_THE_OTHER `2` - ONE_TRIGGERS_THE_OTHER
429	ListStatusType	INT	Y	Possible values: `2` - RESPONSE `4` - EXEC_STARTED `5` - ALL_DONE
431	ListOrderStatus	INT	Y	Possible values: `3` - EXECUTING `6` - ALL_DONE `7` - REJECT
1386	ListRejectReason	INT	N	Possible values: `99` - OTHER
103	OrdRejReason	INT	N	Possible values: `99` - OTHER
60	TransactTime	UTCTIMESTAMP	N	Timestamp when this event occurred.
25016	ErrorCode	INT	N	API error code (see Error Codes).
58	Text	STRING	N	Human-readable error message.
73	NoOrders	NUMINGROUP	N	The length of the array for Orders.
=>55	Symbol	STRING	Y	Symbol of the order.
=>37	OrderID	INT	Y	`OrderID` of the order as assigned by the exchange.
=>11	ClOrdID	STRING	Y	`ClOrdID` of the order as assigned on the request.
=>25010	NoListTriggeringInstructions	NUMINGROUP	N	The length of the array for ListTriggeringInstructions.
==>25011	ListTriggerType	CHAR	N	Possible values: `1` - ACTIVATED `2` - PARTIALLY_FILLED `3` - FILLED
==>25012	ListTriggerTriggerIndex	INT	N
==>25013	ListTriggerAction	CHAR	N	Possible values: `1` - RELEASE `2` - CANCEL

Sample Message:

8=FIX.4.4|9=290|35=N|34=2|49=SPOT|52=20240607-02:19:07.837191|56=Eg13pOvN|55=ABCDEF|60=20240607-02:19:07.836000|66=25|73=2|55=LTCBNB|37=52|11=w1717726747805308656|55=ABCDEF|37=53|11=p1717726747805308656|25010=1|25011=3|25012=0|25013=1|429=4|431=3|1385=2|25014=1717726747805308656|25015=1717726747805308656|10=019|

Limit Messages

LimitQuery`<XLQ>`

Sent by the client to query current limits.

Tag	Name	Type	Required	Description
6136	ReqID	STRING	Y	ID of this request

Sample Message:

8=FIX.4.4|9=82|35=XLQ|34=2|49=7buKHZxZ|52=20240614-05:35:35.357|56=SPOT|6136=1718343335357229749|10=170|

LimitResponse`<XLR>`

Sent by the server in response to LimitQuery<XLQ>.

Tag	Name	Type	Required	Description
6136	ReqID	STRING	Y	`ReqID` from the request.
25003	NoLimitIndicators	NUMINGROUP	Y	The length of the array for LimitIndicators.
=>25004	LimitType	CHAR	Y	Possible values: `1` - ORDER_LIMIT `2` - MESSAGE_LIMIT
=>25005	LimitCount	INT	Y	The current use of this limit.
=>25006	LimitMax	INT	Y	The maximum allowed for this limit.
=>25007	LimitResetInterval	INT	N	How often the limit resets.
=>25008	LimitResetIntervalResolution	CHAR	N	Time unit of `LimitResetInterval`. Possible values: `s` - SECOND `m` - MINUTE `h` - HOUR `d` - DAY

Sample Message:

8=FIX.4.4|9=225|35=XLR|34=2|49=SPOT|52=20240614-05:42:42.724057|56=uGnG0ef8|6136=1718343762723730315|25003=3|25004=2|25005=1|25006=1000|25007=10|25008=s|25004=1|25005=0|25006=200|25007=10|25008=s|25004=1|25005=0|25006=200000|25007=1|25008=d|10=241|

Market Data Messages

Note: The messages below can only be used for the FIX Market Data.

InstrumentListRequest`<x>`

Sent by the client to query information about active instruments (i.e., those that have the TRADING status). If used for an inactive instrument, it will be responded to with a Reject<3>.

Tag	Name	Type	Required	Description
320	InstrumentReqID	STRING	Y	ID of this request
559	InstrumentListRequestType	INT	Y	Possible values: `0` - SINGLE_INSTRUMENT `4` - ALL_INSTRUMENTS
55	Symbol	STRING	N	Required when the `InstrumentListRequestType` is set to `SINGLE_INSTRUMENT(0)`

Sample Message:

8=FIX.4.4|35=x|49=BTCUSDT|56=SPOT|34=10|52=20240917-02:42:43.624784|320=BTCUSDT_INFO|559=0|55=1726540962645|

InstrumentList`<y>`

Sent by the server in a response to the InstrumentListRequest<x>.

Tag	Name	Type	Required	Description
320	InstrumentReqID	STRING	Y	`InstrumentReqID` from the request.
146	NoRelatedSym	NUMINGROUP	Y	Number of symbols
=>55	Symbol	STRING	Y
=>15	Currency	STRING	Y	Quote asset of this symbol
=>562	MinTradeVol	QTY	Y	The minimum trading quantity
=>1140	MaxTradeVol	QTY	Y	The maximum trading quantity
=>25039	MinQtyIncrement	QTY	Y	The minimum quantity increase
=>25040	MarketMinTradeVol	QTY	Y	The minimum market order trading quantity
=>25041	MarketMaxTradeVol	QTY	Y	The maximum market order trading quantity
=>25042	MarketMinQtyIncrement	QTY	Y	The minimum market order quantity increase
=>969	MinPriceIncrement	PRICE	Y	The minimum price increase

Sample Message:

8=FIX.4.4|9=0000205|35=y|49=SPOT|56=TRANCE01|34=10|52=20240917-02:42:43.625203|320=BTCUSDT_INFO|146=1|55=1726540962645|15=1726540962422|562=0.01000|1140=10.00000|25039=0.00001|25040=0.01000|25041=0.01000|25042=0.00001|969=0.001|10=033|

MarketDataRequest`<V>`

Sent by the client to subscribe to or unsubscribe from market data stream.

Trade Stream

The Trade Streams push raw trade information; each trade has a unique buyer and seller.

Fields required to subscribe:

SubscriptionRequestType present with value SUBSCRIBE(1)
MDEntryType present with value TRADE(2)

Update Speed:

Real-time

Individual Symbol Book Ticker Stream

Pushes any update to the best bid or offers price or quantity in real-time for a specified symbol.

Fields required to subscribe:

SubscriptionRequestType with value SUBSCRIBE(1)
MDEntryType with value BID(0)
MDEntryType with value OFFER(1)
MarketDepth with value 1

Update Speed:

Real-time

Note: In the Individual Symbol Book Ticker Stream, when MDUpdateAction is set to CHANGE(1) in a MarketDataIncrementalRefresh<X> message sent from the server, it replaces the previous best quote.

Diff. Depth Stream

Order book price and quantity depth updates used to locally manage an order book.

Fields required to subscribe:

SubscriptionRequestType with value SUBSCRIBE(1)
MDEntryType with value BID(0)
MDEntryType with value OFFER(1)
MarketDepth with a value between 2 and 5000, which controls the size of the initial snapshot and has no effect on subsequent MarketDataIncrementalRefresh<X> messages

Update Speed:

100ms

Note: Due to MarketDataSnapshot<W> having a limit on the number of price levels, a price level outside of the initial snapshot that doesn't have a quantity change won't have an update in the Diff. Depth Stream.

Consequently, those price levels will not be visible in the local order book even when applying all updates from the Diff. Depth Stream correctly and cause the local order book to have some slight differences with the real order book.

However, for most use cases the depth limit of 5000 is enough to understand the market and trade effectively.

Tag	Name	Type	Required	Description
262	MDReqID	STRING	Y	ID of this request
263	SubscriptionRequestType	CHAR	Y	Subscription Request Type. Possible values: `1` - SUBSCRIBE `2` - UNSUBSCRIBE
264	MarketDepth	INT	N	Subscription depth. Possible values: `1` - Book Ticker subscription `2`-`5000` - Diff. Depth Stream
266	AggregatedBook	NUMINGROUP	N	Possible values: `Y` - one book entry per side per price
146	NoRelatedSym	NUMINGROUP	N	Number of symbols
=>55	Symbol	STRING	Y
267	NoMDEntryTypes	NUMINGROUP	N	Number of entry types
=>269	MDEntryType	CHAR	Y	Possible values: `0` - BID `1` - OFFER `2` - TRADE

Sample Message:

# Subscriptions
# BOOK TICKER Stream
8=FIX.4.4|9=132|35=V|49=TRADER1|56=SPOT|34=4|52=20241122-06:17:14.183428|262=BOOK_TICKER_STREAM|263=1|264=1|266=Y|146=1|55=BTCUSDT|267=2|269=0|269=1|10=010|

# DEPTH Stream
8=FIX.4.4|9=127|35=V|49=TRADER1|56=SPOT|34=7|52=20241122-06:17:14.443822|262=DEPTH_STREAM|263=1|264=10|266=Y|146=1|55=BTCUSDT|267=2|269=0|269=1|10=111|

# TRADE Stream
8=FIX.4.4|9=120|35=V|49=TRADER1|56=SPOT|34=3|52=20241122-06:34:14.775606|262=TRADE_STREAM|263=1|264=1|266=Y|146=1|55=BTCUSDT|267=1|269=2|10=040|

# Unsubscription from TRADE Stream
8=FIX.4.4|9=79|35=V|49=TRADER1|56=SPOT|34=7|52=20241122-06:41:56.966969|262=TRADE_STREAM|263=2|264=1|10=113|

MarketDataRequestReject`<Y>`

Sent by the server in a response to an invalid MarketDataRequest <V>.

Tag	Name	Type	Required	Description
262	MDReqID	STRING	Y	ID of the invalid MarketDataRequest`<V>`
281	MDReqRejReason	CHAR	N	Possible values: `1` - DUPLICATE_MDREQID `2` - TOO_MANY_SUBSCRIPTIONS
25016	ErrorCode	INT	N	API Error code. See Errors
58	Text	STRING	N	Human-readable error message.

Sample Message:

8=FIX.4.4|9=0000218|35=Y|49=SPOT|56=EXAMPLE|34=5|52=20241019-05:39:36.688964|262=BOOK_TICKER_2|281=2|25016=-1191|58=Similar subscription is already active on this connection. Symbol='BNBBUSD', active subscription id: 'BOOK_TICKER_1'.|10=137|

MarketDataSnapshot`<W>`

Sent by the server in response to a MarketDataRequest<V>, activating Individual Symbol Book Ticker Stream or Diff. Depth Stream subscriptions.

Tag	Name	Type	Required	Description
262	MDReqID	STRING	Y	ID of the MarketDataRequest`<V>` that activated this subscription
55	Symbol	STRING	Y
25044	LastBookUpdateID	INT	N
268	NoMDEntries	NUMINGROUP	Y	Number of entries
=>269	MDEntryType	CHAR	Y	Possible values: `0` - BID `1` - OFFER `2` - TRADE
=>270	MDEntryPx	PRICE	Y	Price
=>271	MDEntrySize	QTY	Y	Quantity

Sample message:

8=FIX.4.4|9=0000107|35=W|49=SPOT|56=EXAMPLE|34=34|52=20241019-05:41:52.867164|262=BOOK_TICKER_1_2|55=BNBBUSD|25044=0|268=0|10=151|

MarketDataIncrementalRefresh`<X>`

Sent by the server when there is a change in a subscribed stream.

Tag	Name	Type	Required	Description
262	MDReqID	STRING	Y	ID of the MarketDataRequest`<V>` that activated this subscription
893	LastFragment	BOOLEAN	N	When present, this indicates that the message was fragmented. It can only appear in the Trade stream and Diff. Depth stream.
268	NoMDEntries	NUMINGROUP	Y	Number of entries
=>279	MDUpdateAction	CHAR	Y	Possible values: `0` - NEW `1` - CHANGE `2` - DELETE
=>270	MDEntryPx	PRICE	N	Price
=>271	MDEntrySize	QTY	N	Quantity
=>269	MDEntryType	CHAR	Y	Possible values: `0` - BID `1` - OFFER `2` - TRADE
=>55	Symbol	STRING	N	Market Data Entry will default to the same symbol of the previous Market Data Entry in the same Market Data message if `Symbol` is not specified
=>60	TransactTime	UTCTIMESTAMP	N
=>1003	TradeID	INT	N
=>25043	FirstBookUpdateID	INT	N
=>25044	LastBookUpdateID	INT	N

Sample Message:

8=FIX.4.4|9=0000313|35=X|49=SPOT|56=EXAMPLE|34=16|52=20241019-05:40:11.466313|262=TRADE_3|893=N|268=3|279=0|269=2|270=10.00000|271=0.01000|55=BNBBUSD|1003=0|60=20241019-05:40:11.464000|279=0|269=2|270=10.00000|271=0.01000|1003=1|60=20241019-05:40:11.464000|279=0|269=2|270=10.00000|271=0.01000|1003=2|60=20241019-05:40:11.464000|10=125|

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fix-api.md

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FIX API

General Information

FIX API order entry sessions

FIX API Drop Copy sessions

Fix Market Data sessions

On message processing order

Response Mode

How to sign Logon<A> request

Limits

Message Limits

Connection Limits

Unfilled Order Count

Error Handling

Types

Message Components

Header

Trailer

Administrative Messages

Heartbeat<0>

TestRequest<1>

Reject<3>

Logon<A>

Logon Request

Logon Response

Logout<5>

News<B>

Application Messages

Order Entry Messages

NewOrderSingle<D>

Supported Order Types

ExecutionReport<8>

OrderCancelRequest<F>

OrderCancelReject<9>

OrderCancelRequestAndNewOrderSingle<XCN>

OrderMassCancelRequest<q>

OrderMassCancelReport<r>

NewOrderList<E>

Supported Order List Types

ListStatus<N>

Limit Messages

LimitQuery<XLQ>

LimitResponse<XLR>

Market Data Messages

InstrumentListRequest<x>

InstrumentList<y>

MarketDataRequest<V>

MarketDataRequestReject<Y>

MarketDataSnapshot<W>

MarketDataIncrementalRefresh<X>

How to sign Logon`<A>` request

Heartbeat`<0>`

TestRequest`<1>`

Reject`<3>`

Logon`<A>`

Logout`<5>`

News`<B>`

NewOrderSingle`<D>`

ExecutionReport`<8>`

OrderCancelRequest`<F>`

OrderCancelReject`<9>`

OrderCancelRequestAndNewOrderSingle`<XCN>`

OrderMassCancelRequest`<q>`

OrderMassCancelReport`<r>`

NewOrderList`<E>`

ListStatus`<N>`

LimitQuery`<XLQ>`

LimitResponse`<XLR>`

InstrumentListRequest`<x>`

InstrumentList`<y>`

MarketDataRequest`<V>`

MarketDataRequestReject`<Y>`

MarketDataSnapshot`<W>`

MarketDataIncrementalRefresh`<X>`