The CompID of the Bitnomial FIX dropcopy is BTNL_DC
Message type | Tag 35 (MsgType) |
---|---|
Execution Report | 8 |
The Execution Report (8)
message relays order information relating to new, modded, or filled orders.
Field tag | Field name | Format | Req | Comments |
---|---|---|---|---|
60 | TransactTime | String | Y | Time of execution report creation (UTC) |
37 | OrderId | String | Y | Unique identifier among all active orders. Corresponds to most recent Open or Modify ackId. Encoded as a decimal number |
11 | ClOrdId | String | Y | Corresponds to orderId. Encoded as a decimal number. ClOrdId (11) and SecondaryClOrdId (526) or BlockTraderId (20526) represent a unique order identifier per order originator |
526 | SecondaryClOrdId | String | C | Corresponds to connectionId. Encoded as a hexadecimal number. Required if TradeType (828) = 0 |
20526 | BlockTraderId | String | C | Unique identifier for block trader. Encoded as a UUID. Required if TradeType (828) = 1 |
41 | OrigClOrdId | String | C | ClOrdId(11) of the order to be replaced (See Bitnomial Order Replace). Encoded as a decimal number |
17 | ExecId | String | Y | Unique identifier of the execution report. Corresponds to ackId. Encoded as a decimal number |
150 | ExecType | Char | Y | 0 = New, 4 = Canceled, 5 = Replaced, F = Fill |
39 | OrdStatus | Char | Y | 0 = New, 1 = Partial Fill, 2 = Fill, 4 = Canceled |
1 | Account | String | Y | MGEX clearing account identifier. Max len 10 |
55 | Symbol | String | C | Product identifier. (See Bitnomial Symbology) |
20055 | ProductId | Int | C | Integer identifier for Symbol (55) . Corresponds to product_id in the Product API |
54 | Side | Char | Y | 1 = Buy, 2 = Sell |
44 | Price | Price | Y | Price of order in dollars with cents eg. price of 9000 = ‘9000.00’ |
59 | TimeInForce | Char | Y | 0 = Day, 1 = GTC, 3 = IOC |
38 | OrderQty | Qty | Y | Quantity of order |
31 | LastPx | Price | C | Price of this fill in dollars with cents eg. price of 9000 = ‘9000.00’. Required if ExecType (150) = F |
32 | LastQty | Qty | C | Quantity of this last fill. Required if ExecType (150) = F |
151 | LeavesQty | Qty | Y | Quantity open for further execution |
14 | CumQty | Qty | Y | Quantity currently filled for this order |
6 | AvgPx | Price | Y | Volume weighted average execution price in dollars with cents eg. price of 9000 = ‘9000.00’ |
167 | SecurityType | String | Y | FUT = Future, OPT = Option, SPD = Spread |
200 | MaturityMonthYear | MonthYear | Y | Format YYYYMM . Required if SecurityType (167) = FUT or OPT |
201 | PutOrCall | Int | C | 0 = Put 1 = Call. Required when SecurityType (167) = OPT |
202 | StrikePrice | Price | C | Strike price in dollars with cents eg. price of 9000 = ‘9000.00’. Required when SecurityType (167) = OPT |
439 | ClearingFirm | String | Y | MGEX Clearing firm identifier. Max len 2 |
582 | CustOrderCapacity | Int | Y | CTI Code, 1 = CTI1, 2 = CTI2, 3 = CTI3 4 = CTI4 |
581 | AccountType | Int | Y | 1 = Seg/Customer 2 = Reg/House |
828 | TradeType | Int | Y | 0 = Regular Trade 1 = Block Trade |
851 | LastLiquidityInd | Int | N | 1 = Added Liquidity 2 = Removed Liquidity , Only applicable when Order Status (39) = Partial or Filled |
555 | NoLegs | Int | C | Number of legs in repeating group. Required if multi leg product |
=> 600 | LegSymbol | String | Y | Multileg underlying instrument’s Symbol (55) |
=> 609 | LegSecurityType | String | Y | Multileg underlying instrument’s SecurityType (167) |
=> 610 | LegMaturityMonthYear | MonthYear | Y | Multileg underlying instrument’s MaturityMonthYear (200) |
=> 612 | LegStrikePrice | Price | C | Multileg underlying instrument’s StrikePrice (202) |
=> 624 | LegSide | Price | Y | Multileg underlying instrument’s Side (54) |
=> 637 | LegLastPx | Price | C | Multileg underlying instrument’s LastPx (31) |
Example:
8=FIX.4.4 | 9=168 | 35=8 | 49=BTNL_DC | 56=fix_client | 34=1 | 50=FastTradeInc | 52=20061124-15:47:02.951 | 37=1 | 11=0 | 526=1 | 17=1 | 150=0 | 39=0 | 1=FTI | 55=BUSZ6 | 20055=231 | 54=1 | 44=19000 | 38=10 | 151=10 | 14=0 | 6=0 | 167=FUT | 541=20061221 | 439=JP | 582=2 | 581=2 | 828=0 | 10=CHECKSUM |
Bitnomial uses standard futures month codes, and the year code is a single digit representing the next year ending in that number. See (Product Specifications) for a detailed list of products.
Product Type | Symbol | Example | Description |
---|---|---|---|
Future | BUIH29 | Mar 2029 BUI contract | |
Put Option | OP | BUSOZ22P9000 | Dec 2022 BUS Put option with $9000 strike |
Call Option | OC | BUSOM22C9000 | Jun 2022 BUS Call option with $9000 strike |
Two Leg Spread | - | BUSU21-BUSZ21 | Spread between Sep and Dec 2021 BUS contracts |
In the Bitnomial system, orders are modified in place instead of being canceled and replaced with a new order.
This means that a Cancel/Replace order will only send an ExecType (150)
= 5
(Replaced) Execution Report and no report of a canceled order.
Additionally, the ClOrdId (11)
and OrigClOrdId (41)
will contain the same client order id because the existing order has just been modified.