1. FIX 4.2 Protocol . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1.1 Workflows (FIX 4.2) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1.1.1 Session Management Overview (FIX 4.2) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1.1.2 Market Data Request and Orders (FIX 4.2) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1.1.3 Order Cancellation (FIX 4.2) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1.1.4 Cancel Replace (FIX 4.2) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1.2 Messages (FIX 4.2) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1.2.1 Session Management (FIX 4.2) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1.2.1.1 Bidirectional - Market and Order Sessions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1.2.1.1.1 Logon (FIX 4.2) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1.2.1.1.2 Logout (FIX 4.2) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1.2.1.1.3 Heartbeat (FIX 4.2) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1.2.1.1.4 Test Request (FIX 4.2) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1.2.1.2 Received - Market and Order Sessions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1.2.1.2.1 Reject (FIX 4.2) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1.2.2 Market Data (FIX 4.2) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1.2.2.1 Sent - Market Session (FIX 4.2) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1.2.2.1.1 Market Data Request (FIX 4.2) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1.2.2.2 Received - Market Session (FIX 4.2) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1.2.2.2.1 Market Data Incremental Refresh (FIX 4.2) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1.2.2.2.2 Market Data Request Reject (FIX 4.2) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1.2.3 Order (FIX 4.2) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1.2.3.1 Sent - Order Session (FIX 4.2) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1.2.3.1.1 New Order Single (FIX 4.2) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1.2.3.1.2 Order Cancel Request (FIX 4.2) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1.2.3.1.3 Order Cancel Replace Request (FIX 4.2) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1.2.3.1.4 Order Status Request (FIX 4.2) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1.2.3.2 Received - Order Session (FIX 4.2) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1.2.3.2.1 Execution Report (FIX 4.2) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1.2.3.2.2 Order Cancel Reject (FIX 4.2) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1.2.3.2.3 List Status (FIX 4.2) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2 2 2 3 4 5 7 7 7 7 7 7 8 8 8 9 9 9 10 10 11 11 11 11 14 15 16 17 17 20 21 1Zero Bit FIX 4.2 API Manual. Visit http://www.1zerobit.com/beta for more details. FIX 4.2 Protocol FX-Works provides FIX Protocol for communicating market data and trade information. (http://www.fixprotocol.org) Workflows (FIX 4.2) This section describes various workflows supported by the FIX protocol interface. Session Management Overview (FIX 4.2) Market Data Request and Orders (FIX 4.2) Order Cancellation (FIX 4.2) Cancel Replace (FIX 4.2) Session Management Overview (FIX 4.2) The FIX Client API creates two session types for market data and trading message flows: Market Data: Session for receiving quotes. Trade: Session for order submission and trade execution. Below is an overview of how the connection is managed on the two different interfaces/sessions. Copyright © 2014 1Zero Bit, Inc. All rights reserved. 1Zero Bit FIX 4.2 API Manual. Visit http://www.1zerobit.com/beta for more details. Note: If a password is set for a specific MD SenderCompID / Order SenderCompID combo in the FIX 4.2 Server plugin's Sessions property, then the Logon message sent by the client must also contain a Password field (tag 554) matching the value set in plugin's Sessions property table for the specified MD ID / Ord ID values. Otherwise, a Logout message will immediately be sent back by the FIX Server to the connecting client effectively terminating the given session. Market Data Request and Orders (FIX 4.2) The following diagrams show the supported workflow for receiving market data from FX-Works and sending orders to FX-Works. Market Data Request and Orders This workflow involves two FIX sessions, the market data session and the trade session. The client requests market data in a market data session, receives incremental market data refresh on the same session, and then sends out orders and receives execution reports on the trade session. Copyright © 2014 1Zero Bit, Inc. All rights reserved. 1Zero Bit FIX 4.2 API Manual. Visit http://www.1zerobit.com/beta for more details. Order Cancellation (FIX 4.2) Aside from the usual Order/Execution report sequence, an Order Cancel Request can also be sent to the client with a response of OrderCancelReject or an ExecutionReport of canceled. Copyright © 2014 1Zero Bit, Inc. All rights reserved. 1Zero Bit FIX 4.2 API Manual. Visit http://www.1zerobit.com/beta for more details. N.B. - If the Execution Report is returned (FILLED), a (Canceled) Execution Report will not be returned. Cancel Replace (FIX 4.2) If the order exists and a successful Cancel/Replace is sent: Copyright © 2014 1Zero Bit, Inc. All rights reserved. 1Zero Bit FIX 4.2 API Manual. Visit http://www.1zerobit.com/beta for more details. If the order does not exist and the Cancel/Replace was unsuccessful: Copyright © 2014 1Zero Bit, Inc. All rights reserved. 1Zero Bit FIX 4.2 API Manual. Visit http://www.1zerobit.com/beta for more details. Messages (FIX 4.2) Session Management (FIX 4.2) Bidirectional - Market and Order Sessions Logon (FIX 4.2) The logon message authenticates a user establishing a connection to a remote system. If FX-Works receives a Logon message with invalid fields, it sends a Logout message in response. Logon Message Fields Tag Field Name Req'd Comments 35 MsgType Y A = Logon 49 SenderCompID Y Client organization's ID. 56 TargetCompID Y FX-Works ID (MD or Trade). 98 EncryptMethod Y 0 (zero) = no encryption is used 108 HeartBtInt Y Heartbeat interval in seconds. 141 ResetSeqNumFlag N Indicates that both sides of the FIX session should reset sequence numbers. Y = Yes, reset sequence numbers N = No 554 Password N Used to authenticate the session. Required if the Sessions property of the FIX 4.2 Server plugin contains a password for specified client. Sample Logon Message: 8=FIX.4.2^9=76^35=A^34=1^49=ClientID^52=20101222-05:36:06.486^56=FXWorks-MD^98=0^108=10^141=Y^10=103 Logout (FIX 4.2) The logout message initiates or confirms the termination of a FIX session. Logout Message Fields Tag Field Name Req'd Comments 35 MsgType Y 5=Logout 49 SenderCompID Y Client organization's ID. 56 TargetCompID Y FX-Works ID (MD or Trade). 58 Text N The reason for the Logout rejection. Sample Logout Message: 8=FIX.4.2^9=60^35=5^34=104^49=ClientID^52=20101222-05:48:42.476^56=FXWorks-MD^10=118 Heartbeat (FIX 4.2) Copyright © 2014 1Zero Bit, Inc. All rights reserved. 1Zero Bit FIX 4.2 API Manual. Visit http://www.1zerobit.com/beta for more details. The Heartbeat monitors the status of the communication link and identifies when the last of a string of messages was not received. Heartbeat Message Fields Tag Field Name Req'd Comments 35 MsgType Y 0=Heartbeat 49 SenderCompID Y Client organization's ID. 56 TargetCompID Y FX-Works ID (MD or Trade). 112 TestReqID N Required when the heartbeat is the result of a Test Request message. Sample Heartbeat Message: 8=FIX.4.2^9=59^35=0^34=12^49=ClientID^52=20101222-05:36:33.486^56=FXWorks-MD^10=069 Test Request (FIX 4.2) The test request message forces a heartbeat from the opposing application. TestRequest Message Fields Tag Field Name Req'd Comments 35 MsgType Y 1=TestRequest 49 SenderCompID Y Client organization's ID. 56 TargetCompID Y FX-Works ID (MD or Trade). 112 TestReqID Y The resulting Heartbeat message contains this ID. The TestReqID should be incremental. Sample TestRequest Message: 8=FIX.4.2^9=64^35=1^34=6^49=ClientID^52=20101222-08:31:52.986^56=FXWorks-MD^112=1^10=034 Received - Market and Order Sessions Reject (FIX 4.2) The reject message should be issued when a message is received but cannot be properly processed due to a session-level rule violation. Reject Fields Tag Field Name Req'd Comments 35 MsgType Y 3=Reject 49 SenderCompID Y FX-Works ID (MD or Trade). 56 TargetCompID Y Client Organization's ID. 45 RefSeqNum Y MsgSeqNum of rejected message. 58 Text N Where possible, message to explain reason for rejection Copyright © 2014 1Zero Bit, Inc. All rights reserved. 1Zero Bit FIX 4.2 API Manual. Visit http://www.1zerobit.com/beta for more details. 371 RefTagID N The tag number of the FIX field being referenced. 372 RefMsgType N The MsgType of the FIX message being referenced. 373 SessionRejectReason N Code to identify reason for a session-level Reject message: 0= Invalid tag number 1= Required tag missing 2= Tag not defined for this message type 3= Undefined Tag 4= Tag specified without a value 5= Value is incorrect (out of range) for this tag 6= Incorrect data format for value 7= Decryption problem 8= Signature problem 9= CompID problem 10= SendingTime accuracy problem 11= Invalid MsgType Sample Reject Message: 8=FIX.4.2^9=107^35=3^34=4^49=FXWorks-MD^52=20101222-08:29:20.410^56=ClientID^45=6^58=Required tag missing^371=112^372=1^373=1^10=045 Market Data (FIX 4.2) Sent - Market Session (FIX 4.2) Market Data Request (FIX 4.2) A Market Data Request is a general request for market data on specific securities or forex quotes. Message Fields Tag Field Name Req'd Comments 35 MsgType Y V = MarketDataRequest 49 SenderCompID Y Client organization's ID. 56 TargetCompID Y FX-Works ID (MD). 262 MDReqID Y Must be unique, or the ID of previous Market Data Request to disable if SubscriptionRequestType = Disable previous Snapshot + Updates Request (2). 263 SubscriptionRequestType Y Indicates to the other party what type of response is expected. A subscribe request asks for updates as the status changes. Unsubscribe will cancel any future update messages from the counter party. 1 = Snapshot + Updates (Incremental Refresh only) 2 = Unsubscribe 264 MarketDepth Y 0 = Full Book 1 = Top of Book 265 MDUpdateType N Required if SubscriptionRequestType = Snapshot + Updates (1). 1 = Incremental Refresh. Provides new or updated rates. 266 AggregatedBook N N = Non-aggregate Y = Aggregate 146 NoRelatedSym Y Specifies the number of repeating symbols specified. Start of Repeating Group 146 (NoRelatedSym) Copyright © 2014 1Zero Bit, Inc. All rights reserved. 1Zero Bit FIX 4.2 API Manual. Visit http://www.1zerobit.com/beta for more details. 55 Symbol Y The symbol for the base and variable currencies of the currency pair in the following format: baseCCY/variableCCY 460 Product N 4 = CURRENCY AttributedPrices N A full book, non-aggregated price can be attributed to a sender if MarketDepth (264) = 0, AggregatedBook (266) = N, AttibutedPrices (7560) = Y are sent on the Market Data request. End of Repeating Group 146 (NoRelatedSym) 7560 Sample MarketDataRequest Message: 8=FIX.4.2^9=119^35=V^34=3^49=ClientID^52=20101229-03:12:12.712^56=FXWORKS-MD^262=101^263=0^264=1^265=0^146=1^55=USD/JPY^460=4^10=0 Received - Market Session (FIX 4.2) Market Data Incremental Refresh (FIX 4.2) The Market Data messages are used as the response to a Market Data Request message. Message Fields Tag Field Name Req'd Comments 35 MsgType Y X = MarketDataIncrementalRefresh 49 SenderCompID Y FX-Works ID (MD). 56 TargetCompID Y Client organization's ID. 262 MDReqID Y Unique identifier for Market Data Request 55 Symbol Y The symbol for the base and variable currencies of the currency pair in the following format: baseCCY/variableCCY 268 NoMDEntries Y Number of entries in market data message. 279 MDUpdateAction Y Type of Market Data update action. 0 = New 2 = Delete 269 MDEntryType Y The side of the rate. Part of the repeating group of fields for each rate in the update. 0= Bid 1= Offer 278 MDEntryID Y Market data identifier. There is only one MDEntry active at any one time. A market data update message with a MDUpdateAction = 0 (New) should replace any active entry with the same MDEntryID (278). A market data update message with MDUpdateAction (279) = 2 (Delete) indicates any active entry with the same MDEntryID should be deleted. 270 MDEntryPx Y Price of the Market Data Entry. 15 Currency Y The value of this field represents the denomination of the quantity fields (for example, JPY represents a quantity of JPY). This may be the base or term currency of a currency pair. 271 MDEntrySize Y Quantity represented by the Market Data Entry. 276 QuoteCondition Y Indicates whether the rate is tradable or only indicative. A=Open/Active B=Closed/Inactive Start of Repeating Group 268 (NoMDEntries) Copyright © 2014 1Zero Bit, Inc. All rights reserved. 1Zero Bit FIX 4.2 API Manual. Visit http://www.1zerobit.com/beta for more details. 282 MDEntryOriginator Y Originator of a Market Data Entry. Present on full non-aggregated book attributed market data updates. A full book, non-aggregated price can be attributed to a sender if MarketDepth (264) = 0, AggregatedBook (266) = N, AttibutedPrices (7560) = Y are sent on the Market Data request. 290 MDEntryPositionNo Y Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with 1. End of Repeating Group 268 (NoMDEntries) Sample MarketDataIncrementalRefresh Message: 8=FIX.4.2^9=284^35=X^34=140^49=FXWorks-MD^52=20101229-03:21:35.671 ^56=ClientID^55=USD/JPY^262=100^268=2^279=0^269=0^270=82.275^15=USD ^271=0 ^276=B^282=FXCM^290=1^269=1 ^270=82.295^15=USD^271=5000000^276=A^282=FXCM^290=1^10=088 Market Data Request Reject (FIX 4.2) The Market Data messages are used as the response to a Market Data Request message. Message Fields Tag Field Name Req'd Comments 35 MsgType Y Y = MarketDataRequestReject 49 SenderCompID Y FX-Works ID (MD). 56 TargetCompID Y Client organization's ID. 262 MDReqID Y Unique identifier for Market Data Request 281 MDReqRejReason N Reason for the rejection of a Market Data request. 58 Text N Text indicating any cause of the reject Order (FIX 4.2) Sent - Order Session (FIX 4.2) New Order Single (FIX 4.2) The new order message type is used by institutions to submit limit orders to FX-Works for execution. NewOrderSingle Message Fields Tag Field Name Req'd Comments 35 MsgType Y D = NewOrderSingle Copyright © 2014 1Zero Bit, Inc. All rights reserved. 1Zero Bit FIX 4.2 API Manual. Visit http://www.1zerobit.com/beta for more details. 49 SenderCompID Y Client organization's ID. 56 TargetCompID Y FX-Works ID (Trade). 1 Account N Client Account 43 PossDupFlag N Indicates possible retransmission of message with this sequence number. If set to Y, a warning will be logged on the server and an order reject will be sent back in response. 11 ClOrdID Y A unique identifier assigned by the client. Uniqueness must be guaranteed within a single trading day. 21 HandlInst Y 1 = Automated execution. 40 OrdType Y 3=Stop Loss, 4=Stop Limit, C=Forex Market, F=Forex Limit, P=Pegged, V=Trailing Stop, W=One Cancels Other, X=If Done, Y=If Done OCO, Z=Iceberg 55 Symbol Y The symbol for the base and variable currencies of the currency pair in the following format: baseCCY/variableCCY 54 Side Y 1=Buy 2=Sell 7534 StopSide N Required if OrdType is Stop (3) or Stop Limit (4). Optional for Trailing Stop (V). Uses midpoint if not specified. The price against which the StopPx (99) will be compared: 1 - Bid 2 - Offer 3 - Mid 38 OrderQty Y The amount of the dealt currency (using the Symbol (#55) field) to be either bought or sold (as determined by the Side (#54) field). 59 TimeInForce N Specifies how long the order remains in effect. Absence of this field is interpreted as DAY. 0=Day 1= Good Till Cancel (GTC) 3= Immediate or Cancel (IOC) 4= Fill or Kill (FOK) 6= Good Till Date (GTD) X=Good for Seconds IOC and FOK are not supported on any complex order types: 3: Stop-Loss order 4: Stop-Limit order P: Pegged order U: Sliced order V:Trailing Stop order W: OCO order X: IFD order Y: IFD OCO order 44 Price N If the OrdType is Stop Limit, Forex Limit or Iceberg, then this is set to the limit price. For If Done and If Done OCO, this field represents the If Leg Limit Price. Value should be greater than zero. 99 StopPx N The stop rate at which the market order will be placed into the market if OrdType is Stop (3). Or The stop rate at which the limit order will be placed into the market if OrdType is Stop Limit (4). Value should be greater than zero. 210 MaxShow N Maximum number of shares within an order to be shown to other customers. Required when OrdType is Iceberg (Z). Value should be >= 0 and cannot be greater than total order amount. 58 Text N A comment attached to the trade. 432 ExpireDate N The date for which the order is good in the format: YYYYMMDD. Required when the TimeInForce (#59) value is 6 (GTD) and ExpireTime is not set. 126 ExpireTime N The duration in hours, minutes, and seconds for which the order is good in the format: YYYYMMDD-HH:MM:SS. Required when the TimeInForce (#59) value is 6 (GTD). 7558 ExpireSeconds N Required when TimeInForce = Good for Seconds. Must be expressed in whole seconds. 60 TransactTime Y Time of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as “GMT”) 167 SecurityType N FOR = Foreign Exchange Contract 7569 IFDIfType N Type of order to create for If or Then leg. Can be Limit=F, Stop Loss=3 or Stop Limit=4. 7535 IFDThenType N Type of order to create for If or Then leg. Can be Limit=F, Stop Loss=3 or Stop Limit=4.. Must be set to W=OCO for OrdType=Y. 7536 IFDThenSide N Buy or Sell, required for If-Done (OrdType=X) or If-Done OCO (OrdType=Y). Copyright © 2014 1Zero Bit, Inc. All rights reserved. 1Zero Bit FIX 4.2 API Manual. Visit http://www.1zerobit.com/beta for more details. 7570 IFDIfStopRate N IFD If leg stop rate. Required if IFDIfType (7569) = 3 or 4. Value must be greater than zero. 7537 IFDThenPrStopRate N IFD Then leg stop rate. Required for OrdType (40) = X and IFDIfType (7569) = 3 (Stop Loss) or 4 (Stop Limit). Value must be greater than zero. 7538 IFDThenPrLimitRate N IFD Then leg limit rate. Required if OrdType (40) = X and IFDThenType (7535) = 4. Value must be greater than zero. 7539 IFDThenPrStopSide N IFD Then leg stop side (Bid, Offer or Mid). Required for OrdType (40) = X. 1 - Bid 2 - Offer 3 - Mid 7540 OCOLeg1LimitRate N OCO leg 1 limit rate. Required if OrdType (40) = O or if OrdType (40) = Y and IFDThenType (7535) = W. Value must be greater than zero. 7541 OCOLeg2Type N OCO leg2 type. Required if OrdType (40) = O or if OrdType (40) = Y and IFDThenType (7535) = W. Valid values: 3 – Stop-Loss 4 – Stop-Limit 7553 OCOLeg2Side N Valid values: 1 – Buy 2 – Sell If not specified, defaults to the leg 1 setting. 7542 OCOLeg2StopRate N OCO leg 2 stop rate. Required if OrdType (40) = W or if OrdType (40) = Y and IFDThenOrdType (7535) = W. Value must be greater than zero. 7543 OCOLeg2StopSide N OCO leg 2 stop side. Required if OCOLeg2Type (7541) = 3 or 4. Valid Values: 1 - Bid 2 - Offer 3 - Mid 7544 OCOLeg2StopLimitRate N OCO leg 2 stop-limit rate. Required if OCOLeg2Type (7541) = 4. Value must be greater than zero. 7578 PeggedOrdType N Order type for pegged order. Supported values are: F – Foreign exchange limit order Z – Foreign exchange iceberg order 7579 PeggedOrdSide N Pegging type. Valid values: 1 – Bid 2 – Offer 3 – Mid (middle price between top of book bid and offer) 7580 PeggedOrdOffset N Pegged order offset pips. If not specified default value is set to 0. 7581 PeggedOrdDiscretion N Pegged order discretion pips. If not specified default value is set to 0. 7583 PeggedOrdProtect N Pegged order protection size percentage. Values supported: 0.1....1.0. If not specified, but default set to 1.0. 7582 PeggedOrdAtOrBetter N Pegged order’s worst rate. Value should be greater than zero. 7587 TrailBy Y The amount by which an order will trail the market. Required for OrdType (40) = V. Valid values are >= 0. Specified to the full decimal scale for the order’s currency pair; e.g., 0.00001 for EUR/USD. 7588 MaxSlippage N Only applies to trailing stop limit orders. The calculated limit rate on the order placed into the market, if a trailing stop limit order is triggered. It equals the MaxSlippage added/subtracted, depending on whether it’s a buy or sell, to the stop trigger rate. Valid values are whole numbers >=0; e.g., a setting of 5 for EUR/USD would indicate 0.0005 points. 7589 InitialTriggerRate N Only applies to trailing stop limit orders. The trigger rate at which the order will start trailing the market (value should be greater than zero). The TrailBy (7587) will not start until the market has hit this price. If left blank, the order will start trailing the market immediately. Copyright © 2014 1Zero Bit, Inc. All rights reserved. 1Zero Bit FIX 4.2 API Manual. Visit http://www.1zerobit.com/beta for more details. Sample NewOrderSingle Messages: Market Order 8=FIX.4.2^9=147^35=D^34=12^49=REP-ORD^52=20131003-08:00:09.447^56=FXW-ORD^1=ioworks^11=1^15=EUR^21=1^38=1000000^40=C^54=2^55=EUR Limit Order 8=FIX.4.2^9=154^35=D^34=27^49=REP-ORD^52=20131003-08:07:15.587^56=FXW-ORD^1=ioworks^11=2^15=EUR^21=1^38=1000000^40=F^44=1.2^54=2^ Stop Limit 8=FIX.4.2^9=180^35=D^34=34^49=REP-ORD^52=20131003-08:10:24.217^56=FXW-ORD^1=ioworks^11=3^15=EUR^21=1^38=1500.000000^40=4^44=1.2000 Stop Loss 8=FIX.4.2^9=168^35=D^34=38^49=REP-ORD^52=20131003-08:12:11.490^56=FXW-ORD^1=ioworks^11=4^15=EUR^21=1^38=2000000.000000^40=3^54=2^ Pegged Order 8=FIX.4.2^9=191^35=D^34=45^49=REP-ORD^52=20131003-08:15:42.426^56=FXW-ORD^1=ioworks^11=5^15=EUR^21=1^38=50000^40=P^54=1^55=EUR/U If Done (IFD) Order 8=FIX.4.2^9=228^35=D^34=49^49=REP-ORD^52=20131003-08:17:12.803^56=FXW-ORD^1=ioworks^11=6^15=EUR^21=1^38=1000000^40=X^44=1.2001^54 Trailing Stop 8=FIX.4.2^9=181^35=D^34=89^49=REP-ORD^52=20131003-08:36:57.032^56=FXW-ORD^1=ioworks^11=7^15=EUR^21=1^38=500000^40=V^54=2^55=EUR/ One Cancels Other (OCO) Order 8=FIX.4.2^9=206^35=D^34=4^49=IO01_OR^52=20131022-12:12:56.453^56=FXWSERV-ORDER^1=ioworks^11=1^15=EUR^21=1^38=2000^40=W^54=2^55=E Order Cancel Request (FIX 4.2) The order cancel request message requests the cancellation of all of the remaining quantity of an existing order. OrderCancelRequest Message Fields Tag Field Name Req'd Comments 35 MsgType Y F = OrderCancelRequest 49 SenderCompID Y Client organization's ID. 56 TargetCompID Y FX-Works ID (Trade). 11 ClOrdID Y Unique ID of cancel request as assigned by the institution. 41 OrigClOrdID Y ClOrdID of the previous order as assigned by the institution, id of order to be canceled. 55 Symbol Y The symbol of the original order. Must match the current order's symbol 54 Side Y 1=Buy 2=Sell. Must match the current order's side 40 OrdType N Order type. Must be present on cancel requests made for the following non primitive order types: 3 – Stop-Loss order 4 – Stop-Limit order P – Pegged order V – Trailing Stop order W – OCO order X – IFD order Y – IFD OCO order 60 TransactTime Y Time of message creation (expressed in UTC) Sample OrderCancelRequest Message: 8=FIX.4.2^9=124^35=F^34=153^49=ClientID^52=20101229-03:29:26.783 ^56=FXWorks-TRADE^41=123abc^11=123abc ^60=20101229-03:29:26.783^10=035 Copyright © 2014 1Zero Bit, Inc. All rights reserved. 1Zero Bit FIX 4.2 API Manual. Visit http://www.1zerobit.com/beta for more details. Order Cancel Replace Request (FIX 4.2) The order cancel/replace request is used to change the parameters of an existing order. OrderCancelReplaceRequest Message Fields Tag Field Name Req'd Comments 35 MsgType Y G = OrderCancelReplaceRequest 49 SenderCompID Y Client organization's ID. 56 TargetCompID Y FX-Works ID (Trade). 1 Account N Client Account 40 OrdType Y 3=Stop, 4=Stop Limit, C=Forex Market, F=Forex Limit, P=Pegged, Z=Iceberg 41 OrigClOrdID Y ClOrdID of the previous order as assigned by the institution, id of order to be canceled. 43 PossDupFlag N Indicates possible retransmission of message with this sequence number. If set to Y, a warning will be logged on the server and an order reject will be sent back in response. 11 ClOrdID Y A unique identifier assigned by the client. Uniqueness must be guaranteed within a single trading day. 55 Symbol Y The symbol for the base and variable currencies of the currency pair in the following format: baseCCY/variableCCY 54 Side Y 1=Buy 2=Sell 7534 StopSide N Required if OrdType is Stop (3) or Stop Limit (4). The price against which the StopPx (99) will be compared: 1 - Bid 2 – Offer 38 OrderQty Y The amount of the dealt currency (using the Symbol (#55) field) to be either bought or sold (as determined by the Side (#54) field). 59 TimeInForce N Specifies how long the order remains in effect. Absence of this field is interpreted as DAY. 0=Day 1= Good Till Cancel (GTC) 3= Immediate or Cancel (IOC) 4= Fill or Kill (FOK) 6= Good Till Date (GTD) X=Good for Seconds 44 Price Y If the OrdType is Stop Limit, Forex Limit or Iceberg, then this is set to the limit price. For If Done and If Done OCO types, the is the If-Leg Limit rate. Value must be greater than zero. 99 StopPx N The stop rate at which the market order will be placed into the market if OrdType is Stop (3). Or The stop rate at which the limit order will be placed into the market if OrdType is Stop Limit (4). Value must be greater than zero. 210 MaxShow N Maximum number of shares within an order to be shown to other customers. Required when OrdType is Iceberg (Z) 58 Text N A comment attached to the trade. 126 ExpireTime N The duration in hours, minutes, and seconds for which the order is good in the format: YYYYMMDD-HH:MM:SS. Required when the TimeInForce (#59) value is 6 (GTD). 60 TransactTime Y Time of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as “GMT”) 167 SecurityType N FOR = Foreign Exchange Contract 7534 StopSide N Valid values: 1 - Bid 2 – Offer 7570 IFDIfStopRate N IFD If leg stop rate. Required if IFDIfType (7569) = 3 or 4. Value must be greater than zero. Copyright © 2014 1Zero Bit, Inc. All rights reserved. 1Zero Bit FIX 4.2 API Manual. Visit http://www.1zerobit.com/beta for more details. 7537 IFDThenPrStopRate N Done leg primitive stop rate. Required for OrdType (40) = X and IFDIfType (7569) = 3 or 4. Value must be greater than zero. 7538 IFDThenPrLimitRate N If done then leg primitive limit rate. Required if OrdType (40) = X and IFDThenType (7535) = 4. Value must be greater than zero. 7539 IFDThenPrStopSide N IFD then leg for primitive stop side. This field is required for OrdType = X. Valid Values: 1 – Bid 2 – Offer 7540 OCOLeg1LimitRate N OCO limit rate for leg1. This field is required for OrdType = O or (Y and IFDThenOrdType = W). Value must be greater than zero. 7542 OCOLeg2StopRate N OCO order stop rate for leg2. This field is required for OrdType = O or OrdType = Y together with IFDThenOrdType = W. Value must be greater than zero. 7543 OCOLeg2StopSide N OCO stop side for leg2. This field is required for OCOLeg2Type = 3 or 4. Valid Values: 1 – Bid 2 – Offer 7544 OCOLeg2StopLimitRate N OCO stop-limit rate for leg2. This field is required for OCOLeg2Type = 4. 7587 TrailBy N The amount by which an order will trail the market. Required for OrdType (40) = V. Valid values are >= 0. Specified to the full decimal scale for the order’s currency pair; e.g., 0.00001 for EUR/USD. 7588 MaxSlippage N Only applies to trailing stop limit orders. The calculated limit rate on the order placed into the market, if a trailing stop limit order is triggered. It equals the MaxSlippage added/subtracted, depending on whether it’s a buy or sell, to the stop trigger rate. Valid values are whole numbers >=0; e.g., a setting of 5 for EUR/USD would indicate 0.0005 points. Sample OrderCancelReplaceRequest Message: 8=FIX.4.2^9=181^35=G^34=5^49=ClientID^52=20110119-02:23:40.210^56=FXWorks-TRADE^11=EURUSD-BID-SPOT-3820209 ^38=1000^40=F^41=EURUSD-BID-SPOT-3819333^44=1.34226^54=2^55=EUR/USD^59=1^167=FOR^10=008 If Done Order Replace 8=FIX.4.2^9=222^35=G^34=286^49=REP-ORD^52=20131003-10:16:08.781^56=FXW-ORD^1=ioworks^11=IfDoneReplace^15=EUR^21=1^38=2000^40=X^41= One Cancels Other Replace 8=FIX.4.2^9=201^35=G^34=23^49=IO01_OR^52=20131022-12:22:13.437^56=FXWSERV-ORDER^1=ioworks^11=2^15=EUR^21=1^38=1000000^40=W^41=1 Order Status Request (FIX 4.2) The order status request message is used by clients to generate an order status message back from FX-Works. OrderStatusRequest Message Fields Tag Field Name Req'd Comments 35 MsgType Y H = OrderStatusRequest 49 SenderCompID Y Client organization's ID. 56 TargetCompID Y FX-Works ID (Trade). 37 OrderID Y Unique order identifier assigned by FX-Works. Either OrderID or ClOrdID must be present when requesting for particular order's status. 11 ClOrdID Y A unique identifier assigned by the client. Uniqueness must be guaranteed within a single trading day. 55 Symbol Y The symbol for the base and variable currencies of the currency pair in the following format: baseCCY/variableCCY 54 Side Y 1=Buy 2=Sell 7556 OpenOrders N Y = requests all open orders. Copyright © 2014 1Zero Bit, Inc. All rights reserved. 1Zero Bit FIX 4.2 API Manual. Visit http://www.1zerobit.com/beta for more details. 40 OrdType Y Order type. Supported values: 3=Stop Loss, 4=Stop Limit, P=Pegged, V=Trailing Stop, W=One Cancels Other, X=If-Done, Y=If-Done OCO. Order type is required to be specified for individual order status request, omit for all open orders requests. 60 TransactTime Y Time of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as “GMT”) Received - Order Session (FIX 4.2) Execution Report (FIX 4.2) Execution Report The execution report message is used to: Confirm the receipt of an order Confirm changes to an existing order (i.e. accept cancel and replace requests) Relay order status information Relay fill information on working orders Relay fill information on tradeable or restricted tradeable quotes Reject orders ExecutionReport Message Fields Tag Field Name Req'd Comments 35 MsgType Y 8 = ExecutionReport 49 SenderCompID Y FX-Works ID (Trade). 56 TargetCompID Y Client organization's ID. 167 SecurityType Y FOR = Foreign Exchange Contract 40 OrdType Y 3 = Stop 4 = Stop Limit C = Forex Market F = Forex Limit Z = Iceberg 37 OrderID Y Unique identifier for Order as assigned by FX-Works. Uniqueness must be guaranteed within a single trading day. 11 ClOrdID Y Unique identifier for Order as assigned by client. Uniqueness must be guaranteed within a single trading day. 41 OrigClOrdID N In response to Cancel or Cancel/Replace requests, this field will contain the original client order id. 17 ExecID Y Unique identifier of execution message as assigned by FX-Works. 20 ExecTransType Y Execution transaction type: 0 = New 3 = Status 150 ExecType Y Describes the specific ExecutionRpt (i.e. Pending Cancel) while OrdStatus will always identify the current order status (i.e. Partially Filled). 0 = New 1 = Partial fill 2 = Fill 4 = Canceled 5 = Replace 8 = Rejected C = Expired Copyright © 2014 1Zero Bit, Inc. All rights reserved. 1Zero Bit FIX 4.2 API Manual. Visit http://www.1zerobit.com/beta for more details. 39 OrdStatus Y Identifies current status of order. 0 = New 1 = Partially filled 2 = Filled 4 = Canceled 5 = Replaced 8 = Rejected C = Expired 103 OrdRejReason N Optional with ExecType = 8, Rejected. 1 Account N The account name as agreed to by FX-Works and the client or else defaulted by the system. A FIX connection can have one or more trading accounts. 64 FutSettDate N GMT forward value date. Not sent if ExecType = 8, Rejected. 55 Symbol Y The symbol for the base and variable currencies of the currency pair in the following format: baseCCY/variableCCY 54 Side Y 1=Buy 2=Sell 15 Currency N The value of this field represents the denomination of the quantity fields (for example, JPY represents a quantity of JPY). This is the base currency of a currency pair. 38 OrderQty Y Quantity ordered 40 OrdType N Order Type. Supported values are: 3 – Stop-Loss order 4 – Stop-Limit order C – Market order F – Limit order P – Pegged order V – Trailing Stop W – OCO order X – IFD order Y – IFD OCO order Z – Iceberg order Required for most cases except ExecType = 8 or 6 44 Price N Required for Limit based orders. Spot or all-in forward rate at which the limit order is to be executed. 99 StopPx N Required for Stop orders, OrderType = 3. The spot rate at which the stop order becomes effective 210 MaxShow N Maximum amount shown on an iceberg order. Only applicable for OrdType = Z. 15 Currency N The dealt currency of the order. This is the currency for the amount specified in tag 38, OrderQty field. 32 LastShares N Quantity (e.g. shares) bought/sold on this (last) fill. 31 LastPx N Price of this (last) fill. 151 LeavesQty Y Quantity open for further execution. If the OrdStatus is Canceled, Expired, or Rejected (in which case the order is no longer active) then LeavesQty could be 0, otherwise LeavesQty = OrderQty CumQty. 14 CumQty Y Total quantity (e.g. number of shares) filled. Not sent if ExecType = 8, Rejected, or if the entire order is canceled, ExecType = 4, Canceled. 6 AvgPx Y Calculated average price of all fills on this order. Not sent if ExecType = 8, Rejected, or if the entire order is canceled, ExecType = 4, Canceled. 60 TransactTime Y Time of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as “GMT”) 120 SettlCurrency N Currency code of settlement denomination. 75 TradeDate N Indicates date of trade referenced in this message in YYYYMMDD format. 7534 StopSide N Copyright © 2014 1Zero Bit, Inc. All rights reserved. 1Zero Bit FIX 4.2 API Manual. Visit http://www.1zerobit.com/beta for more details. 7547 IFDIfOrdStatus N IFD order status for If leg. Conditionally required if OrdType = "X" or "Y". Valid values: 0 = New 1 = Partial fill 2 = Fill 4 = Canceled C = Expired 7569 IFDIfType N Valid values: 3 – Stop-Loss order 4 – Stop-Limit order F – Limit order 7535 IFDThenType N IFD leg2 order type type. This field is required for OrdType = "X". Valid values: 3 – Stop-Loss order 4 – Stop-Limit order F – Limit order 7536 IFDThenSide N IFD then leg side. This field is required for OrdType = "X" or "Y". Valid values: 1 – Buy 2 – Sell Note: only opposite to Side value is supported now. 7570 IFDIfStopRate N IFD If leg stop rate. Required if IFDIfType (7569) = 3 or 4 7537 IFDThenPrStopRate N IFD Then leg stop rate. Required if IFDThenType (7535) = 3 or 4 7538 IFDThenPrLimitRate N IFD then leg for primitive limit rate. This field is required for OrdType = X and IFDThenOrdType = 4. 7539 IFDThenPrStopSide N IFD then leg for primitive stop side. Valid Values: 1 – Bid 2 – Offer 7554 IFDThenAvgPx N The average price at which Then leg that was filled or partially filled. 7555 IFDThenCumQty N Total amount for Then Leg that currently executed in a chain of partial fills. This field is required for OrdType = "X". 7556 IFDThenPrLeavesQty N Amount, still outstanding for IFD order then leg. This field is required for OrdType ="X". 7540 OCOLeg1LimitRate N OCO limit rate for leg1. This field is required for OrdType = O or (Y and IFDThenOrdType = W). 7541 OCOLeg2Type N OCO leg2 type. This field is required for OrdType = O or OrdType = Y together with IFDThenOrdType = W. Valid values: 3 – Stop-Loss 4 – Stop-Limit 7553 OCOLeg2Side N Valid values: 1 – Buy 2 – Sell 7542 OCOLeg2StopRate N OCO order stop rate for leg2. This field is required for OrdType = O or OrdType = Y together with IFDThenOrdType = W. 7543 OCOLeg2StopSide N OCO stop side for leg2. This field is required for OCOLeg2Type = 3 or 4. Valid Values: 1 – Bid 2 – Offer 7544 OCOLeg2StopLimitRate N OCO stop-limit rate for leg2. This field is required for OCOLeg2Type = 4. 7545 IFDFillSide N IFD Fill side. Required for OrdType = X and Y. 1 – If side 2 – Then side Copyright © 2014 1Zero Bit, Inc. All rights reserved. 1Zero Bit FIX 4.2 API Manual. Visit http://www.1zerobit.com/beta for more details. 7546 OCOLegId N OCO fill for leg id. This field is required for OrdType = Y and W. Valid values: 1 – Leg 1 2 – Leg 2. 7548 OCOLeg1AvgPx N The average price at which OCO Leg1 was filled or partially filled. 7549 OCOLeg1CumQty N Total amount of OCO Leg1 currently executed in a chain of partial fills. 7550 OCOLeg2AvgPx N The average price at which OCO Leg2 was filled or partially filled. 7551 OCOLeg2CumQty N Total amount of OCO Leg2 currently executed in a chain of partial fills. 7579 PeggedOrdSide N Pegging type. Valid values: 1 – Bid 2 – Offer 3 – Mid 7580 PeggedOrdOffset N Pegged order offset pips. If not specified default value is set to 0. 7581 PeggedOrdDiscretion N Pegged order discretion pips. If not specified default value is set to 0. 7583 PeggedOrdProtect N Pegged order protection size percentage. If not specified default value is set to 1.0 (100%). 7582 PeggedOrdAtOrBetter N Pegged order’s worst rate. 7585 MatchingType N 1=Aggressor. Only supported for Fill (Trade) messages. 7587 TrailBy N The amount by which an order will trail the market. Required for OrdType (40) = V (Trailing Stop). Valid values are >= 0. Specified to the full decimal scale for the order’s currency pair; e.g., 0.00001 for EUR/USD. 7588 MaxSlippage N If value is set then Trailing Stop places a stop limit order, otherwise Trailing Stop uses a market order. Max Slippage produces the calculated limit rate on the order placed into the market. If a trailing stop limit order is triggered, it equals the Max Slippage added/subtracted, depending on whether it’s a buy or sell, to the stop trigger rate. Valid values are whole numbers >=0; e.g., a setting of 5 for EUR/USD would indicate 0.0005 points. 58 Text N Descriptive text message Sample ExecutionReport Message: 8=FIX.4.2^9=304^35=8^34=38^49=FXWorks-TRADE^52=20101229-03:18:13.454 ^56=ClientID^115= ^116= ^128= ^129= 6=82.28^11=USDJPY-BID-SPOT-2693446 ^14=0^15=USD^17=1293592329844.11^37=1000000001013^38=500000039=0^40=2 ^44=82.28^54=2^55=USD/JPY^60=20101229-03:18:13.454^75=00000000 ^120=USD^150=0^151=5000000^167=FOR^10=167 Order Cancel Reject (FIX 4.2) Order Cancel Reject The order cancel reject message is issued by the broker upon receipt of a cancel request or cancel/replace request message which cannot be honored. OrderCancelReject Message Fields Tag Field Name Req'd Comments 35 MsgType Y 9 = OrderCancelReject 49 SenderCompID Y FX-Works ID (Trade). Copyright © 2014 1Zero Bit, Inc. All rights reserved. 1Zero Bit FIX 4.2 API Manual. Visit http://www.1zerobit.com/beta for more details. 56 TargetCompID Y Client organization's ID. 11 ClOrdID Y A unique FIX client assigned ID for this cancel request being rejected. 41 OrigClOrdID Y ClOrdID of the previous order as assigned by the institution, id of order to be canceled. 39 OrdStatus Y '8' = Rejected 434 CxlRejResponseTo Y '1' = Order Cancel Request, '2' = Order Cancel Replace Request 102 CxlRejReason N Code to identify reason for cancel rejection. 0 = Too late to cancel 1 = Unknown order 3 = Order already in Pending Cancel or Pending Replace status Sample OrderCancelReject Message: 8=FIX.4.2^9=132^35=9^34=216^49=FXWorks-TRADE^52=20101229-03:29:26.785 ^56=ClientID^115= ^116= ^128= ^129= 11=123abc^37=NONE^39=8^41=123abc ^102=1^434=1^10=124 List Status (FIX 4.2) List Status ListStatus Message Fields Tag Field Name Req'd Comments 35 MsgType Y N = ListStatus 49 SenderCompID Y FX-Works ID (Trade). 56 TargetCompID Y Client organization's ID. 66 ListID Y FX-Works defined List ID. 429 ListStatusType Y Only value supported: 2 (response type.) 82 NoRpts Y Only value supported: 1. 431 ListOrderStatus Y Only value supported: 1 (in bidding status). 83 RptSeq Y Only value supported: 1. 58 Text N Descriptive text message. 68 TotNoOrders Y The total orders outstanding. 60 TransactTime Y Time of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as “GMT”) 73 NoOrders Y Number of repeated fields to follow. 11 ClOrdID Y Unique identifier for Order as assigned by client. Uniqueness must be guaranteed within a single trading day. 14 CumQty Y Total quantity (e.g. number of shares) filled. Not sent if ExecType = 8, Rejected, or if the entire order is canceled, ExecType = 4, Canceled. 39 OrdStatus Y Identifies current status of order. 0 = New 1 = Partially filled 2 = Filled 4 = Canceled 5 = Replaced 8 = Rejected C = Expired 151 LeavesQty Y Quantity open for further execution. If the OrdStatus is Canceled, DoneForTheDay, Expired, Calculated, or Rejected (in which case the order is no longer active) then LeavesQty could be 0, otherwise LeavesQty = OrderQty - CumQty. Copyright © 2014 1Zero Bit, Inc. All rights reserved. 1Zero Bit FIX 4.2 API Manual. Visit http://www.1zerobit.com/beta for more details. 84 CxlQty Y Order amount canceled for the order. For IFD and IF OCO orders is the IF Leg canceled amount. 59 TimeInForce N Specifies how long the order remains in effect. Absence of this field is interpreted as DAY. 0=Day 1= Good Till Cancel (GTC) 3= Immediate or Cancel (IOC) 4= Fill or Kill (FOK) 6= Good Till Date (GTD) X=Good for Seconds 432 ExpireDate N The date for which the order is good in the format: YYYYMMDD. Required when the TimeInForce (#59) value is 6 (GTD) and ExpireTime is not set. 126 ExpireTime N The duration in hours, minutes, and seconds for which the order is good in the format: YYYYMMDD-HH:MM:SS. Required when the TimeInForce (#59) value is 6 (GTD). 6 AvgPx Y Calculated average price of all fills on this order. Not sent if ExecType = 8, Rejected, or if the entire order is canceled, ExecType = 4, Canceled. 58 Text N Descriptive text message. 37 OrderID Y FX-Works order id. 55 Symbol Y The symbol for the base and variable currencies of the currency pair in the following format: baseCCY/variableCCY 54 Side Y 1=Buy 2=Sell 40 OrdType Y 3=Stop, 4=Stop Limit, C=Forex Market, F=Forex Limit, P=Pegged, Z=Iceberg Copyright © 2014 1Zero Bit, Inc. All rights reserved.
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