New fields on the FIX Dropcopy ExecutionReport
LegSide (624)
which signifies the side of the underlying product in a spread legLegLastPx (637)
which signifies the fill price of the underlying product in a spread legTag 55
(symbol) on the FIX Dropcopy will change slightly to include a double digit year rather than a single digit.
For example, before the December 2022 BUS future was BUSZ2
whereas after this change it will be BUSZ22
. Similarly
the March 2023 BUI future will go from BUIH3
to BUIH23
and the March-June 2023 BUI calendar spread will go from
BUIH3-BUIM3
to BUIH23-BUIM23
.
The product spec API will have a field product_status
that is either active
, expired
or
forthcoming
.
The product spec API now has a field cqg_connect_symbol
that has the symbol for use in CQG
connect. The cqg_symbol
field now will always have the correct product symbol for use with CQG IC/Desktop.
The product spec API symbol
field will change slightly to include a double digit year rather than a single digit. For
example, before the December 2022 BUS future was BUSZ2
whereas after this change it will be BUSZ22
. Similarly the
March 2023 BUI future will go from BUIH3
to BUIH23
and the March-June 2023 BUI calendar spread will go from
BUIH3-BUIM3
to BUIH23-BUIM23
.
Block trades are live. Please refer to the Block Trades page for more information.
A new Block Trade Message is being added to the BTP Pricefeed Protocol.
+| Byte Offset | Byte Length | Type | Name | Description |
+|-------------|-------------|--------|-----------------|--------------------------------|
+| 0 | 1 | char | **messageType** | Always `X` |
+| 1 | 8 | uint64 | **ackId** | Matching engine acked sequence |
+| 9 | 8 | uint64 | **productId** | Product ID |
+| 17 | 8 | int64 | **price** | Price in ticks |
+| 25 | 4 | uint32 | **quantity** | Quantity |
+| **29** |
New field on the FIX Dropcopy ExecutionReport
TradeType (828)
which signifies whether or not the execution report represents a regular trade
(0
) or a block trade (1
).
ExecutionReport
ProductId (20055)
which contains the integer ProductId
for the given symbol on the
ExecutionReport
.price_change
field in ProductData
in Exchange HTTP API