FIX API
Version 1.2
Last updated
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Version 1.2
Last updated
Was this helpful?
The B2CONNECT FIX server provides all the functionality necessary for real-time trading and receiving up-to-date market information via the Financial Information eXchange protocol.
In this document, you can find a detailed description of the B2CONNECT FIX API, including the information about how to connect to a demo FIX server.
If your trading engine is powered by Go, take a minute to learn about . This open-source library is provided by the B2CONNECT team to help you quickly integrate FIX messaging into your environment. The library is entirely written in Go and supports any FIX API version.
The following message types can be assigned to the <35> MsgType field of a :
0 — (Client ↔ B2CONNECT)
1 — (Client ↔ B2CONNECT)
2 — (Client ↔ B2CONNECT)
3 — (Client ← B2CONNECT)
4 — (Client ↔ B2CONNECT)
5 — (Client ↔ B2CONNECT)
8 — (Client ← B2CONNECT)
9 — (Client ← B2CONNECT)
A — (Client → B2CONNECT)
D — (Client → B2CONNECT)
F — (Client → B2CONNECT)
V — (Client → B2CONNECT)
W — (Client ← B2CONNECT)
Y — (Client ← B2CONNECT)
All FIX messages must start with a Standard header.
The Standard header includes the following fields:
8
BeginString
Y
String
Marks the beginning of a new message and indicates the FIX version (FIX.4.4).
Always the first field in a message.
9
BodyLength
Y
int
The message length, in bytes.
Always the second field in a message.
35
MsgType
Y
String
Always the third field in a message.
34
MsgSeqNum
Y
int
The message sequence number.
This value is incremented by 1 for each consecutive message.
49
SenderCompID
Y
String
The B2CONNECT-supplied identifier of a client sending requests to the FIX server.
52
SendingTime
Y
Timestamp
The date and time when a message was sent, in UTC time with milliseconds precision: YYYYMMDD-HH:MM:SS.sss.
56
TargetCompID
Y
String
The B2CONNECT-supplied identifier of a server receiving client messages.
Along with a Standard header, all FIX messages must also contain a Standard trailer.
The Standard trailer includes the following fields:
10
CheckSum
Y
int
A three-digit simple checksum indicating the end of a message.
Always the last field in a message.
The Heartbeat message includes the following fields:
Y
<35> MsgType = 0
112
TestReqID
N
String
Y
The Test Request message includes the following fields:
Y
<35> MsgType = 1
112
TestReqID
N
String
Y
This message is sent by the client or FIX server to initiate the retransmission of messages, which may be required upon detecting a gap in the sequence numbers or losing a particular message.
The Resend Request message includes the following fields:
Y
<35> MsgType = 2
7
BeginSeqNo
Y
int
The number of the first message in a sequence to resend.
16
EndSeqNo
Y
int
The number of the last message in a sequence to resend:
If <7> BeginSeqNo = <16> EndSeqNo, a single message in a sequence is resent.
If <16> EndSeqNo = 0, all messages in a sequence following the one defined in <7> BeginSeqNo are resent.
Y
This message is sent by the FIX server upon receiving a malformed message from the client. The possible reason for rejection is specified in the <373> SessionRejectReason field.
The Reject message includes the following fields:
Y
<35> MsgType = 3
45
RefSeqNum
Y
int
The sequence number of a rejected message (<34> MsgSeqNum).
371
RefTagID
N
int
The tag number of a field that caused message rejection.
372
RefMsgType
N
int
The type of a rejected message (<35> MsgType).
373
SessionRejectReason
N
int
The reason why a message is rejected.
58
Text
N
String
The detailed information about the rejection reason.
Y
0 — an invalid tag number
1 — a required tag is missing
2 — a tag isn’t defined for this message type
3 — a tag is undefined
4 — a tag has no value assigned
5 — an assigned value is incorrect (out of range) for this tag
6 — an incorrect value data format
7 — an issue related to decryption
9 — an issue related to CompID
10 — an accuracy issue related to <52> SendingTime
11 — an invalid <35> MsgType
12 — an XML validation error
13 — the same tag appears more than once
14 — a tag is specified not in the required order
15 — a wrong order of repeating group fields
17 — a non-“Data” value includes a field delimiter (an SOH character)
99 — other (unspecified) reason
This message is sent by the client or FIX server to indicate to the recipient the sequence number of the next message from the sender, immediately following the Sequence Reset message. This may be necessary to recover from a disconnect, in case if some messages were lost or their resending is not desirable.
The Sequence Reset message includes the following fields:
Y
<35> MsgType = 4
123
GapFillFlag
N
Boolean
Indicates that this message replaces missing messages that won’t be resent:
Y — Gap fill, <34> MsgSeqNum is valid and indicates the beginning of the gap fill range.
N — Sequence reset, <34> MsgSeqNum is ignored. As it may lead to losing messages, this mode should only be used in case of a disaster recovery situation.
36
NewSeqNo
Y
int
The new sequence number.
Y
This message is sent by the client to initiate a FIX session.
The Logon message includes the following fields:
Y
<35> MsgType = A
98
EncryptMethod
Y
int
The message encryption method.
This value must always be 0, indicating that no encryption method is used.
108
HeartBtInt
Y
int
The heartbeat interval, in seconds. Indicates how often the FIX server sends messages to the client as part of a connection health check.
The maximum value is 60.
141
ResetSeqNumFlag
Y
Boolean
Indicates whether both parties of a FIX session should reset the currently used sequence numbers.
553
Username
N
String
The client username.
It should be specified if provided as part of the FIX credentials.
554
Password
Y
String
The client password, as provided by B2CONNECT.
Y
This message is sent by the client or FIX server to terminate a session. When terminated, the possible reason is specified in the <58> Text field.
The Logout message includes the following fields:
Y
<35> MsgType = 5
58
Text
N
String
The detailed information about the reason for logging out.
Y
The B2CONNECT FIX server supports a Demo mode that allows clients to establish a test connection and simulate quoting and trading sessions.
Contact your account manager to obtain a set of settings and credentials.
This message is sent by the client to start receiving up-to-date quoting data for a specified ticker symbol.
The Market Data Request message includes the following fields:
Y
<35> MsgType = V
262
MDReqID
Y
String
The identifier of a Market Data Request.
This value must be unique for the duration of each session.
If <263> SubscriptionRequestType is set to 2, the <262> MDReqID field indicates the ID of a previous Market Data Request to be discarded.
263
SubscriptionRequestType
Y
int
The type of response expected from the FIX server:
1 — Subscribe (to receive updates as the market status changes).
2 — Unsubscribe (to stop streaming the market data for the specified ticker symbol).
264
MarketDepth
Y
int
The market depth for an order book snapshot:
0 — To obtain a full order book.
1 — To obtain top-of-the-book prices.
other value greater than zero — To obtain a specific number of price layers.
265
MDUpdateType
Y
int
This value must always be 0, indicating that all order book data should be updated every time in response to any change in the market data (as opposed to incremental updates related only to price levels that have changed at the
time).
267
NoMDEntryTypes
Y
int
The number of <269> MDEntryTypes requested.
This value must always be 2.
-> 269
MDEntryType
Y
int
The side of a quote:
0 — Bid
1 — Ask
146
NoRelatedSym
Y
int
The number of ticker symbols included in a subscription.
This value must always be 1. To subscribe to multiple symbols, the client should send a separate Market Data Request for each symbol.
-> 55
Instrument
Y
String
The ticker symbol to subscribe to (such as BTC/USDT).
Y
The Market Data Request Reject message includes the following fields:
Y
<35> MsgType = Y
262
MDReqID
Y
String
281
MDReqRejReason
N
int
The reason why a request is rejected.
58
Text
N
String
The detailed information about the rejection reason.
Y
The <281> MDReqRejReason field can be set to one of the following values specifying the reason for request rejection:
0 — the specified symbol isn’t recognized
1 — a duplicate <262> MDReqID
2 — insufficient bandwidth
3 — insufficient permissions
4 — the specified <263> SubscriptionRequestType isn’t supported
5 — the specified <264> MarketDepth isn’t supported
6 — the specified <265> MDUpdateType isn’t supported
8 — the specified <269> MDEntryType isn’t supported
Such messages are continuously sent by the FIX server after the client subscribes to a ticker symbol. A new message is sent with each market data update.
The Market Data — Snapshot/Full Refresh message includes the following fields:
Y
<35> MsgType = W
262
MDReqID
Y
String
55
Instrument
Y
String
The ticker symbol that’s being quoted (such as BTC/USDT).
268
NoMDEntries
Y
int
The number of market data entries (bids or asks) listed in a request.
-> 269
MDEntryType
Y
int
The side of a quote:
0 — Bid
1 — Ask
-> 270
MDEntryPx
Y
Price
The price for a market data entry.
-> 271
MDEntrySize
Y
Qty
The tradable volume of a market data entry.
-> 299
QuoteEntryID
N
String
The unique identifier of a quote.
Y
Place an order
After placing the order, the FIX server sends a separate report with <150> ExecType set to F each the order status changes:
If the order is executed partially, <39> OrdStatus is set to 1.
When the order is fully filled, <39> OrdStatus is set to 2.
Cancel an order
This message is sent by the client to place a new order with specified parameters.
The New Order Single message includes the following fields:
Y
<35> MsgType = D
1
Account
N
String
The client-defined account name.
11
ClOrdID
Y
String
The client-provided identifier of an order.
This value must be unique across all previous trading sessions.
55
Instrument
Y
String
The ticker symbol that’s being (such as BTC/USDT).
54
Side
Y
int
The order side:
1 — Buy
2 — Sell
38
OrderQty
Y
Qty
The order amount.
40
OrdType
Y
Char
The order type:
1 — Market
2 — Limit (when choosing this option, the <44> Price field must be specified)
44
Price
C
Price
The order price.
This field is required for Limit orders.
58
Text
N
String
Additional comments about the order.
59
TimeInForce
Y
Char
The time-in-force option applied to an order:
1 — GTC (Good till Canceled)
3 — IOC (Immediate or Cancel)
4 — FOK (Fill or Kill)
60
TransactTime
Y
Timestamp
The date and time when an order was created, in UTC time with milliseconds precision: YYYYMMDD-HH:MM:SS.sss.
21
HandlInst
Y
int
This field is ignored. Execution is always treated as if the supplied value was 1 (Automated execution order, private, no Broker intervention).
Y
This message is sent by the client to cancel an open order in its entire remaining amount. This request is assigned a unique <11> ClOrdID and is treated as a separate order.
The Order Cancel Request message includes the following fields:
Y
<35> MsgType = F
41
OrigClOrdID
Y
String
The <11> ClOrdID of an order to be canceled.
11
ClOrdID
Y
String
The client-provided unique identifier of the Order Cancel Request.
Y
The Order Cancel Reject message includes the following fields:
Y
<35> MsgType = 9
37
OrderID
Y
String
The unique identifier assigned to an order by the FIX server.
This value is NONE if <102> CxlRejReason = 1.
41
OrigClOrdID
Y
String
The <11> ClOrdID of an order to be canceled.
11
ClOrdID
Y
String
39
OrdStatus
Y
Char
The current order status by the moment of message generation:
A — The order is open and awaits execution.
1 — The order is open, some part of it may already be filled.
2 — The order is filled in the full amount.
4 — The order is canceled, some part of it may already be filled.
8 — The order is rejected, no part of it is filled.
102
CxlRejReason
Y
int
The reason why a cancellation request is rejected:
0 — Too late to cancel (the order has already been canceled or filled).
1 — Order unknown (the order with a specified ID wasn’t found by the FIX server).
434
CxlRejResponseTo
Y
int
The type of a request that’s rejected.
60
TransactTime
Y
Timestamp
The date and time of the last transaction made as part of order processing, in UTC time with milliseconds precision: YYYYMMDD-HH:MM:SS.sss.
Y
This message is sent by the FIX server upon successfully placing or cancelling an order, or any change to the order status (such as a complete or partial execution). Among other data, the report indicates:
the current order status at the moment of report creation (<39> OrdStatus)
the most recent change in the order status, which is being reported (<150> ExecType)
The Execution Report message includes the following fields:
Y
<35> MsgType = 8
11
ClOrdID
Y
String
37
OrderID
Y
String
The unique identifier assigned to an order by the FIX server.
17
ExecID
Y
String
The unique identifier assigned by the FIX server to an individual execution.
This value is an empty string, if <150> ExecType differs from F (Fill).
39
OrdStatus
Y
String
The current order status by the moment of message generation:
A — The order is open and awaits execution.
1 — The order is open, some part of it may already be filled.
2 — The order is filled in the full amount.
4 — The order is canceled, some part of it may already be filled.
8 — The order is rejected, no part of it is filled.
150
ExecType
Y
String
The type of a received report:
F — The order is partially or fully filled (the report indicates the complete execution or specifies the part filled).
A — The order is placed and awaits execution.
4 — The order is canceled, some part of it may already be filled.
8 — The order has been rejected, no part of it is filled.
55
Instrument
Y
String
The ticker symbol of an instrument listed in the original order request (such as BTC/USDT).
54
Side
Y
int
The order side:
1 — Buy
2 — Sell
38
OrderQtyData
Y
Qty
The order amount, as indicated in the initial order.
40
OrdType
Y
int
The order type:
1 — Market
2 — Limit
44
Price
N
Price
The order bid or ask price.
This field is included in the Execution Report for limit orders only.
59
TimeInForce
Y
Char
The time-in-force option applied to an order:
1 — GTC (Good till Canceled)
3 — IOC (Immediate or Cancel)
4 — FOK (Fill or Kill)
31
LastPx
N
Price
For reports signaling a trade execution (<150> ExecType = F), indicates the price of the last fill.
32
LastQty
N
Qty
For reports signaling a trade execution (<150> ExecType = F), indicates the amount of the last fill.
151
LeavesQty
Y
Qty
For reports signaling a trade execution (<150> ExecType = F), indicates the remaining order amount awaiting execution, taking into account the amount filled most recently.
14
CumQty
Y
Qty
The total order amount filled so far, including the amount filled most recently.
6
AvgPx
Y
Price
The average price calculated based on all order parts filled so far, taking into account the most recent execution.
This value is 0 for orders that are still awaiting execution (<150> ExecType = A).
64
SettlDate
N
Date
For reports signaling a trade execution (<150> ExecType = F), indicates the UTC date of a trade settlement, in the YYYYMMDD format.
75
TradeDate
N
Date
For reports signaling a trade execution (<150> ExecType = F), indicates the UTC date of a fill, in the YYYYMMDD format.
103
OrdRejReason
N
int
For reports signaling an order rejection (<150> ExecType = F), indicates the rejection reason.
58
Text
N
String
For canceled (<150> ExecType = 8) or rejected (<150> ExecType = 4) orders, provides the reason why an order is discarded.
60
TransactTime
C
Timestamp
The date and time of the most recent change in the order status, in UTC time with milliseconds precision: YYYYMMDD-HH:MM:SS.sss.
This field is omitted for orders that are still awaiting execution (<150> ExecType = A).
Y
The message type. See for a list of supported values.
The messages listed in this section are used to maintain any live FIX session with the B2CONNECT FIX server, including both and sessions.
This message is sent back and forth between the FIX server and the client to check the connection status and in response to messages.
The identifier of a in response to which this Heartbeat message is sent.
This message is sent back and forth between the FIX server and the client in response to messages as a means of connectivity check.
The identifier of this Test Request in response to which a message will be sent.
This message is unrelated to a trade-level rejection () issued when a FIX server is unable to place a requested order.
See for a list of possible values.
When the FIX server sends a notification informing the client that a session-level request has been rejected, the <373> SessionRejectReason field can be set to one of the following values specifying the reason for message rejection:
It’s recommended to set the flag to Y for sessions.
After connecting to the FIX server and establishing a live quoting session, the client can send a to subscribe to quote updates streamed by B2CONNECT.
To subscribe to multiple symbols, the client should send a separate for each symbol.
Upon successful subscription to a selected symbol, the FIX server starts streaming market data updates by sending messages each time the market data is updated. The quote updates are streamed continuously for the entire duration of a FIX session.
If a subscription request can’t be executed for some reason (for example, when a requested symbol isn’t found), the FIX server responds with a message providing detailed information about an error.
To terminate a specific subscription and stop receiving the updates, the client can send a with the <263> SubscriptionRequestType set to 2 (standing for “Unsubscribe”). Upon sending a request, the current session is closed and subscriptions to all ticker symbols are terminated.
This message is sent by the FIX server to reject a with invalid values.
The identifier of a rejected .
See for a list of supported values.
The identifier of an originating .
After establishing a trading session with the FIX server, the client can place a new order by sending a message.
In response to this, the FIX server sends back an with the <150> ExecType field set to A, indicating that the order is placed successfully. If the order can’t be placed (for example, due to lack of credit funds or other issues), the report is sent with <150> ExecType set to 8.
To cancel an open order, the client can send an .
If the order is canceled (either explicitly by a trader, or automatically due to timeout), the is sent with <150> ExecType set to 4. In this case, the <14> CumQty field indicates the amount that has already been filled by the time the order was canceled, and <151> LeavesQty indicates the unfilled amount.
If an order can’t be canceled for any reason, the FIX server sends back an message indicating why the order cancellation failed.
Upon successful cancellation of the order, an is sent with the <39> OrdStatus field set to 4. In this case, the <14> CumQty field indicates the amount that has already been filled by the time the order was canceled.
If the order can’t be canceled for some reason, the FIX server sends back an message indicating why the order cancellation failed.
This message is sent by the FIX server upon receiving an that can’t be fulfilled.
The client-provided unique identifier of the .
This value must always be 1, indicating the .
The unique identifier assigned to an order by the client as part of a request.