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FIX API

[!NOTE]

This API can only be used with the SPOT Exchange.

General API 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.
  • APIs have a timeout of 10 seconds when processing a request. If a response from the Matching Engine takes longer than this, the API responds with "Timeout waiting for response from backend server. Send status unknown; execution status unknown." (-1007 TIMEOUT)
    • This does not always mean that the request failed in the Matching Engine.
    • If the status of the request has not appeared in User Data Stream, please perform an API query for its status.
  • If your request contains a symbol name containing non-ASCII characters, then the response may contain non-ASCII characters encoded in UTF-8.
  • To ensure uninterrupted connectivity, please make sure that your client sends SNI (Server Name Indication) during the TLS handshake and performs certificate validation against the intended hostname.
    Clients that do not send SNI may receive an unexpected certificate, which can result in TLS handshake or hostname verification failures.
Example implementations

NodeJS​

If you are using Node.js and connecting via raw TLS sockets (tls.connect()), you must explicitly set the servername option. Please refer to the sample below:

const tls = require("tls");
const hostname = "fix-dc.binance.com"; //EXAMPLE

const options = {
  host: hostname,
  port: 9002,
  servername: hostname, // enables SNI
};

Note that: NodeJS doesn't enable SNI by default for TLS (See https://nodejs.org/api/tls.html#tlsconnectoptions-callback).
If you are using standard HTTPS libraries in Node.js (e.g., https.request(), axios, fetch), these typically set SNI automatically when connecting via a hostname/URL.

Other languages/custom TLS implementations​

When using custom TLS agents / TLS APIs, ensure you set the equivalent field (often named server_hostname, hostname, or ServerName) to the endpoint hostname so SNI is sent.

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.
  • Data in Drop Copy sessions is delayed by 1 second.

FIX API Market Data sessions​

  • Endpoint is: tcp+tls://fix-md.testnet.binance.vision: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.

FIX Connection Lifecycle​

  • All FIX API sessions will remain open for as long as possible, on a best-effort basis.
  • There is no minimum connection time guarantee; a server can enter maintenance at any time.
    • When a server enters maintenance, a News <B> message will be sent to clients every 10 seconds until disconnection, prompting clients to reconnect. Upon receiving this message, a client is expected to establish a new session and close the old one. If the client does not close the old session before the server disconnects it, the server will proceed to log it out and close the session.
  • After connecting, the client must send a Logon <A> request. For more information please refer to How to sign a Logon request.
  • The client should send a Logout <5> message to close the session before disconnecting. Failure to send the logout message will result in the session’s SenderCompID (49) being unusable for new session establishment for a duration of 2x the HeartInt (108) interval.
  • The system allows negotiation of the HeartInt (108) value during the logon process. Accepted values range between 5 and 60 seconds.
    • If the server has not sent any messages within a HeartInt (108) interval, a HeartBeat <0> will be sent.
    • If the server has not received any messages within a HeartInt (108) interval, a TestRequest <1> will be sent. If the server does not receive a HeartBeat <0> containing the expected TestReqID (112) from the client within HeartInt (108) seconds, the server will send a Logout <5> message and close the connection.
    • If the client has not received any messages within a HeartInt (108) interval, the client is responsible for sending a TestRequest <1> to ensure the connection is healthy. Upon receiving such a TestRequest <1>, the server will respond with a Heartbeat <0> containing the expected TestReqID (112). If the client does not receive the server’s response within a HeartInt (108) interval, the client should close the session and connection and establish new ones.

API Key Permissions​

To access the FIX API order entry sessions, your API key must be configured with the FIX_API permission.

To access the FIX Drop Copy sessions, your API key must be configured with either FIX_API_READ_ONLY or FIX_API permission.

To access the FIX Market Data sessions, your API key must be configured with either FIX_API or FIX_API_READ_ONLY permission.

FIX sessions only support Ed25519 keys.

On message processing order​

The MessageHandling (25035) field required in the initial Logon<A> message controls whether messages from the client may be reordered before they are processed by the Matching Engine.

ModeDescription
UNORDERED(1)Messages from the client are allowed to be sent to the matching engine in any order.
SEQUENTIAL(2)Messages from the client are always sent to the matching engine in MsgSeqNum (34) order.

In all modes, the client's MsgSeqNum (34) must increase monotonically, with each subsequent message having a sequence number that is exactly 1 greater than the previous message.

[!TIP]

UNORDERED(1) should offer better performance when there are multiple messages in flight from the client to the server.

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.
  • ONLY_ACKS(2): Receive only ACK messages whether operation succeeded or failed. Disables ExecutionReport push.

Timing Security​

  • All requests require a SendingTime(52) field which should be the current timestamp.
  • An additional optional field, RecvWindow(25000), specifies for how long the request stays valid in milliseconds.
    • RecvWindow(25000) supports up to three decimal places of precision (e.g., 6000.346) so that microseconds may be specified.
    • If RecvWindow(25000) is not specified, it defaults to 5000 milliseconds only for the Logon<A> request. For other requests if unset, the RecvWindow check is not executed.
    • Maximum RecvWindow(25000) is 60000 milliseconds.
  • Request processing logic is as follows:
serverTime = getCurrentTime()
if (SendingTime < (serverTime + 1 second) && (serverTime - SendingTime) <= RecvWindow) {
  // begin processing request
  serverTime = getCurrentTime()
  if (serverTime - SendingTime) <= RecvWindow {
    // forward request to Matching Engine
  } else {
    // reject request
  }
  // finish processing request
} else {
  // reject request
}

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:

  1. MsgType (35)
  2. SenderCompId (49)
  3. TargetCompId (56)
  4. MsgSeqNum (34)
  5. 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:

FieldValue
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 Drop Copy sessions have a limit of 60 messages every 60 seconds.
  • FIX Market Data sessions have a limit of 2000 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.
  • FIX Order Entry limits:
    • 15 connection attempts within 30 seconds
    • Maximum of 10 concurrent TCP connections per account
  • FIX Drop Copy limits:
    • 15 connection attempts within 30 seconds
    • Maximum of 10 concurrent TCP connections per account
  • FIX Market Data limits
    • 300 connection attempts within 300 seconds
    • Maximum of 100 concurrent TCP connections per account
    • A single connection can listen to a maximum of 1000 streams.

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.

TypeDescription
BOOLEANEnum: Y or N.
CHARSingle character.
INTSigned 64-bit integer.
LENGTHUnsigned 64-bit integer.
NUMINGROUPUnsigned 64-bit integer.
PRICEFixed-point number. Precision depends on the symbol definition.
QTYFixed-point number. Precision depends on the symbol definition.
SEQNUMUnsigned 32-bit integer. Rolls over to 0 after reaching its maximum value of 4,294,967,295.
STRINGSequence of printable ASCII characters.
UTCTIMESTAMPString 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)
  • MDReqID (262)
  • 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|

Appears at the start of every message.

TagNameTypeRequiredDescription
8BeginStringSTRINGYAlways FIX.4.4.

Must be the first field the message.
9BodyLengthLENGTHYMessage length in bytes.

Must be the second field in the message.
35MsgTypeSTRINGYMust 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

x- INSTRUMENT_LIST_REQUEST

y - INSTRUMENT_LIST

V - MARKET_DATA_REQUEST

Y - MARKET_DATA_REQUEST_REJECT

W - MARKET_DATA_SNAPSHOT

X - MARKET_DATA_INCREMENTAL_REFRESH

XAK - ORDER_AMEND_KEEP_PRIORITY_REQUEST

XAR - ORDER_AMEND_REJECT
49SenderCompIDSTRINGYMust be unique across an account's active sessions.

Must obey regex: ^[a-zA-Z0-9-_]{1,8}$
56TargetCompIDSTRINGYA 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}$
34MsgSeqNumSEQNUMYInteger message sequence number.

Values that will cause a gap will be rejected.
52SendingTimeUTCTIMESTAMPYTime of message transmission (always expressed in UTC).
25000RecvWindowFLOATNNumber 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.
Supports up to three decimal places of precision (e.g., 6000.346) so that microseconds may be specified.

Trailer​

Appears at the end of every message.

TagNameTypeRequiredDescription
10CheckSumSTRINGYAlways 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.

TagNameTypeRequiredDescription
112TestReqIDSTRINGNWhen 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.

TagNameTypeRequiredDescription
112TestReqIDSTRINGYArbitrary 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.

TagNameTypeRequiredDescription
45RefSeqNumINTNThe MsgSeqNum (34) of the rejected message that caused issuance of this Reject<3>.
371RefTagIDINTNWhen present, identifies the field that directly caused the issuance of this Reject<3> message.
372RefMsgTypeSTRINGNThe MsgType (35) of the rejected message that caused issuance of this Reject<3>.
373SessionRejectReasonINTNA 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
25016ErrorCodeINTNAPI error code (see Error Codes).
58TextSTRINGNHuman-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​

TagNameTypeRequiredDescription
98EncryptMethodINTYRequired to be 0.
108HeartBtIntINTYRequired to be within range [5, 60]. Heartbeat interval in seconds.
95RawDataLengthLENGTHYLength of the RawData (96) field that comes strictly after this field.
96RawDataDATAYSignature. How to sign Logon<A> request.
141ResetSeqNumFlagBOOLEANYRequired to be Y.
553UsernameSTRINGYAPI key. Only Ed25519 API keys are supported.
25035MessageHandlingINTYPossible values:

1 - UNORDERED

2 - SEQUENTIAL

Please refer to On message order processing for more information.
25036ResponseModeINTNPlease refer to Response Mode.
9406DropCopyFlagBOOLEANNMust 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​

TagNameTypeRequiredDescription
98EncryptMethodINTYAlways 0.
108HeartBtIntINTYMirrors value from the Logon request.
25037UUIDSTRINGYUUID 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.

TagNameTypeRequiredDescription
58TextSTRINGN

Sample messages:

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>​

When the server enters maintenance, a News message will be sent to clients every 10 seconds, counting down to disconnection. When the countdown ends, clients are logged out and their sessions are closed.

Upon receiving this message, clients are expected to establish a new session and close the old one.

The countdown message sent will be:

You'll be disconnected in %d seconds. Please reconnect.

When there are 10 seconds remaining, the following message will be sent:

Your connection is about to be closed. Please reconnect.

If the client does not close the old session within 10 seconds of receiving the above message, the server will log it out and close the session.

TagNameTypeRequiredDescription
148HeadlineSTRINGY

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|

Resend Request <2>​

Resend requests are currently not supported.

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.

This adds 1 order to the EXCHANGE_MAX_ORDERS filter and the MAX_NUM_ORDERS filter.

Unfilled Order Count: 1

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.

TagNameTypeRequiredDescription
11ClOrdIDSTRINGYClOrdID to be assigned to the order.
38OrderQtyQTYNQuantity of the order
40OrdTypeCHARYSee 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

P- PEGGED
18ExecInstCHARNPossible values:

6 - PARTICIPATE_DONT_INITIATE
44PricePRICENPrice of the order
54SideCHARYSide of the order.

Possible values:

1 - BUY

2 - SELL
55SymbolSTRINGYSymbol to place the order on.
59TimeInForceCHARNPossible values:

1 - GOOD_TILL_CANCEL

3 - IMMEDIATE_OR_CANCEL

4 - FILL_OR_KILL
111MaxFloorQTYNUsed for iceberg orders, this specifies the visible quantity of the order on the book.
152CashOrderQtyQTYNQuantity of the order specified in the quote asset units, for reverse market orders.
847TargetStrategyINTNThe value cannot be less than 1000000.
7940StrategyIDINTN
25001SelfTradePreventionModeCHARNPossible values:

1 - NONE

2 - EXPIRE_TAKER

3 - EXPIRE_MAKER

4 - EXPIRE_BOTH

5 - DECREMENT
6 - TRANSFER
211PegOffsetValueFLOATNAmount added to the peg in the context of the PegOffsetType
1094PegPriceTypeCHARNDefines the type of peg
Possible values:
4 - MARKET_PEG
5 - PRIMARY_PEG
835PegMoveTypeCHARNDescribes whether peg is fixed or floats. Required for Pegged Orders and must be set to 1 (FIXED)
836PegOffsetTypeCHARNType of price peg offset.
Possible values:

3 - PRICE_TIER
1100TriggerTypeCHARNPossible values: 4 - PRICE_MOVEMENT
1101TriggerActionCHARNPossible values:

1 - ACTIVATE
1102TriggerPricePRICENActivation price for contingent orders. See table
1107TriggerPriceTypeCHARNPossible values:

2 - LAST_TRADE
1109TriggerPriceDirectionCHARNUsed 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
25009TriggerTrailingDeltaBipsINTNProvide to create trailing orders.
25032SORBOOLEANNWhether 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:

Supported Order Types​
Order nameBinance OrderTypeSiderequired field valuesrequired fields with user values
Market orderMARKETBUY or SELL40=1|
Limit orderLIMITBUY or SELL40=2|
Limit maker orderLIMIT_MAKERBUY or SELL40=2|18=6|
Buy stop loss orderSTOP_LOSSBUY40=3|1100=4|1101=1|1107=2|1109=U|1102
Buy trailing stop loss orderSTOP_LOSSBUY40=3|1100=4|1101=1|1107=2|1109=U|1102,25009
Buy stop loss limit orderSTOP_LOSS_LIMITBUY40=4|1100=4|1101=1|1107=2|1109=U|1102
Buy trailing stop loss limit orderSTOP_LOSS_LIMITBUY40=4|1100=4|1101=1|1107=2|1109=U|1102,25009
Sell stop loss orderSTOP_LOSSSELL40=3|1100=4|1101=1|1107=2|1109=D|1102
Sell trailing stop loss orderSTOP_LOSSSELL40=3|1100=4|1101=1|1107=2|1109=D|1102,25009
Sell stop loss limit orderSTOP_LOSS_LIMITSELL40=4|1100=4|1101=1|1107=2|1109=D|1102
Sell trailing stop loss limit orderSTOP_LOSS_LIMITSELL40=4|1100=4|1101=1|1107=2|1109=D|1102,25009
Buy take profit orderTAKE_PROFITBUY40=3|1100=4|1101=1|1107=2|1109=D|1102
Buy trailing take profit orderTAKE_PROFITBUY40=3|1100=4|1101=1|1107=2|1109=D|1102,25009
Buy trailing take profit orderTAKE_PROFITBUY40=3|1100=4|1101=1|1107=2|25009
Buy take profit orderTAKE_PROFIT_LIMITBUY40=4|1100=4|1101=1|1107=2|1109=D|1102
Buy trailing take profit limit orderTAKE_PROFIT_LIMITBUY40=4|1100=4|1101=1|1107=2|1109=D|1102,25009
Buy trailing take profit limit orderTAKE_PROFIT_LIMITBUY40=4|1100=4|1101=1|1107=2|25009
Sell take profit orderTAKE_PROFITSELL40=3|1100=4|1101=1|1107=2|1109=U|1102
Sell trailing take profit orderTAKE_PROFITSELL40=3|1100=4|1101=1|1107=2|1109=U|1102,25009
Sell trailing take profit orderTAKE_PROFITSELL40=3|1100=4|1101=1|1107=2|25009
Sell take profit limit orderTAKE_PROFIT_LIMITSELL40=4|1100=4|1101=1|1107=2|1109=U|1102
Sell trailing take profit limit orderTAKE_PROFIT_LIMITSELL40=4|1100=4|1101=1|1107=2|1109=U|1102,25009
Sell trailing take profit limit orderTAKE_PROFIT_LIMITSELL40=4|1100=4|1101=1|1107=2|25009

Required fields based on Binance OrderType:

Binance OrderTypeAdditional mandatory parametersAdditional Information
LIMIT38, 44, 59
MARKET38 OR 152MARKET 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_LOSS38, 1102 or 25009This will execute a MARKET order when the conditions are met. (e.g. TriggerPrice (1102) is met or TriggerTrailingDeltaBips (25009) is activated)
STOP_LOSS_LIMIT38, 44, 59, 1102 or 25009
TAKE_PROFIT38, 1102 or 25009This will execute a MARKET order when the conditions are met. (e.g. TriggerPrice (1102) is met or TriggerTrailingDeltaBips (25009) is activated)
TAKE_PROFIT_LIMIT38, 44, 59, 1102 or 25009
LIMIT_MAKER38, 44This 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.
  • FIX API should give better performance for ExecutionReport<8> push.
TagNameTypeRequiredDescription
17ExecIDSTRINGNOmitted on rejected orders.
11ClOrdIDSTRINGNClOrdID of the list as assigned on the request.
41OrigClOrdIDSTRINGNOriginal ClOrdID of the order.
37OrderIDINTNAssigned by exchange.
38OrderQtyQTYNQuantity of the order.
40OrdTypeCHARYPossible values:

1 - MARKET

2 - LIMIT

3 - STOP_LOSS

4 - STOP_LIMIT

P - PEGGED
54SideCHARYPossible values:

1 - BUY

2 - SELL
55SymbolSTRINGYSymbol of the order.
18ExecInstCHARNPossible values:

6 - PARTICIPATE_DONT_INITIATE
44PricePRICENPrice of the order.
59TimeInForceCHARNPossible values:

1 - GOOD_TILL_CANCEL

3 - IMMEDIATE_OR_CANCEL

4 - FILL_OR_KILL
60TransactTimeUTCTIMESTAMPNTimestamp when this event occurred.
25018OrderCreationTimeINTN
111MaxFloorQTYNAppears on iceberg orders.
66ListIDSTRINGNAppears on list orders.
152CashOrderQtyQTYNOrderQty specified in the quote asset units.
847TargetStrategyINTNTargetStrategy (847) from the order placement request.
7940StrategyIDINTNStrategyID (7940) from the order placement request.
25001SelfTradePreventionModeCHARNPossible values:

1 - NONE

2 - EXPIRE_TAKER

3 - EXPIRE_MAKER

4 - EXPIRE_BOTH

5 - DECREMENT
6 - TRANSFER
150ExecTypeCHARYNote: 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
14CumQtyQTYYTotal number of base asset traded on this order.
151LeavesQtyQTYNQuantity remaining for further execution.
25017CumQuoteQtyQTYNTotal number of quote asset traded on this order.
1057AggressorIndicatorBOOLEANNAppears on trade execution reports.

Indicates whether the order was a taker in the trade.
1003TradeIDSTRINGNAppears on trade execution reports.
31LastPxPRICENThe price of the last execution.
32LastQtyQTYYThe quantity of the last execution.
39OrdStatusCHARYPossible 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.
70AllocIDINTNAllocation ID as assigned by the exchange.
574MatchTypeINTNPossible values:

1 - ONE_PARTY_TRADE_REPORT

4 - AUTO_MATCH
25021WorkingFloorINTNAppears for orders that potentially have allocations.
25022TrailingTimeUTCTIMESTAMPNAppears only for trailing stop orders.
636WorkingIndicatorBOOLEANNSet to Y when this order enters order book.
25023WorkingTimeUTCTIMESTAMPNWhen this order appeared on the order book.
25024PreventedMatchIDINTNAppears only for orders that expired due to STP.
25025PreventedExecutionPricePRICENAppears only for orders that expired due to STP.
25026PreventedExecutionQtyQTYNAppears only for orders that expired due to STP.
25027TradeGroupIDINTNAppears only for orders that expired due to STP.
25028CounterSymbolSTRINGNAppears only for orders that expired due to STP.
25029CounterOrderIDINTNAppears only for orders that expired due to STP.
25030PreventedQtyQTYNAppears only for orders that expired due to STP.
25031LastPreventedQtyQTYNAppears only for orders that expired due to STP.
25032SORBOOLEANNAppears for orders that used SOR.
25016ErrorCodeINTNAPI error code (see Error Codes).
58TextSTRINGNHuman-readable error message.
136NoMiscFeesNUMINGROUPNNumber of repeating groups of miscellaneous fees.
=>137MiscFeeAmtQTYYAmount of fees denominated in MiscFeeCurr(138) asset
=>138MiscFeeCurrSTRINGYCurrency of miscellaneous fee.
=>139MiscFeeTypeINTYPossible values:

4 - EXCHANGE_FEES
1100TriggerTypeCHARNPossible values:

4 - PRICE_MOVEMENT
1101TriggerActionCHARNPossible values:

1 - ACTIVATE
1102TriggerPricePRICENActivation price for contingent orders. See table
1107TriggerPriceTypeCHARNPossible values:

2 - LAST_TRADE
1109TriggerPriceDirectionCHARNUsed 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
25009TriggerTrailingDeltaBipsINTNAppears only for trailing stop orders.
211PegOffsetValueFLOATNAmount added to the peg in the context of the PegOffsetType
1094PegPriceTypeCHARNDefines the type of peg
Possible values:
4 - MARKET_PEG
5 - PRIMARY_PEG
835PegMoveTypeCHARNDescribes whether peg is fixed or floats. Required for Pegged Orders and must be set to 1 (FIXED)
836PegOffsetTypeCHARNType of price peg offset.
Possible values:

3 - PRICE_TIER
839PeggedPricePRICENCurrent price the order is pegged at

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.
    • If both OrderID (37) and OrigClOrdID (41) are provided, the OrderID is searched first, then the OrigClOrdID from that result is checked against that order. If both conditions are not met the request will be rejected.
  • To cancel an order list either ListID (66) or OrigClListID (25015) are required.
    • If both ListID (66) and OrigClListID (25015) are provided, the ListID is searched first, then the OrigClListID from that result is checked against that order. If both conditions are not met the request will be rejected.

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

Note:

  • The performance for canceling an order (single cancel or as part of a cancel-replace) is always better when only orderId is sent. Sending origClientOrderId or both orderId + origClientOrderId will be slower.
TagNameTypeRequiredDescription
11ClOrdIDSTRINGYClOrdID of this request.
41OrigClOrdIDSTRINGNClOrdID (11) of the order to cancel.
37OrderIDINTNOrderID (37) of the order to cancel.
25015OrigClListIDSTRINGNClListID (25014) of the order list to cancel.
66ListIDSTRINGNListID (66) of the order list to cancel.
55SymbolSTRINGYSymbol on which to cancel order.
25002CancelRestrictionsINTNRestrictions 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:

OrderCancelReject <9>​

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

TagNameTypeRequiredDescription
11ClOrdIDSTRINGYClOrdID (11) of the cancel request.
41OrigClOrdIDSTRINGNOrigClOrdID (41) from the cancel request.
37OrderIDINTNOrderID (37) from the cancel request.
25015OrigClListIDSTRINGNOrigClListID (25015) from the cancel request.
66ListIDSTRINGNListID (66) from the cancel request.
55SymbolSTRINGYSymbol (55) from the cancel request.
25002CancelRestrictionsINTNCancelRestrictions (25002) from the cancel request.
434CxlRejResponseToCHARYType of request that this OrderCancelReject<9> is in response to.

Possible values:

1 - ORDER_CANCEL_REQUEST
25016ErrorCodeINTYAPI error code (see Error Codes).
58TextSTRINGYHuman-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.

  • To cancel an order either OrderID (11) or OrigClOrdId (41) are required.
  • If both OrderID (37) and OrigClOrdID (41) are provided, the OrderID is searched first, then the OrigClOrdID from that result is checked against that order. If both conditions are not met the request will be rejected.

Filters and Order Count are evaluated before the processing of the cancellation and order placement occurs.

A new order that was not attempted (i.e. when newOrderResult: NOT_ATTEMPTED), will still increase the unfilled order count by 1.

Unfilled Order Count: 1

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.

TagNameTypeRequiredDescription
25033OrderCancelRequestAndNewOrderSingleModeINTYWhat action should be taken if cancel fails.

Possible values:

1 - STOP_ON_FAILURE

2 - ALLOW_FAILURE
25038OrderRateLimitExceededModeINTNWhat should be done to the cancellation request if you exceed the unfilled order rate limit.

Possible values: 1 - DO_NOTHING

2 - CANCEL_ONLY
37OrderIDINTNOrderID of the order to cancel.
25034CancelClOrdIDSTRINGNClOrdID of the cancel.
41OrigClOrdIDSTRINGNClOrdID of the order to cancel.
11ClOrdIDSTRINGYClOrdID to be assigned to the new order.
25002CancelRestrictionsINTNRestrictions on the cancel. Possible values:

1 - ONLY_NEW

2 - ONLY_PARTIALLY_FILLED
38OrderQtyQTYNQuantity of the new order
40OrdTypeCHARYSee 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

P - PEGGED
18ExecInstCHARNPossible values:

6 - PARTICIPATE_DONT_INITIATE
44PricePRICENPrice of the new order
54SideCHARYSide of the order.

Possible values:

1 - BUY

2 - SELL
55SymbolSTRINGYSymbol to cancel and place the order on.
59TimeInForceCHARNPossible values:

1 - GOOD_TILL_CANCEL

3 - IMMEDIATE_OR_CANCEL

4 - FILL_OR_KILL
111MaxFloorQTYNUsed for iceberg orders, this specifies the visible quantity of the order on the book.
152CashOrderQtyQTYNQuantity of the order specified in the quote asset units, for reverse market orders.
847TargetStrategyINTNThe value cannot be less than 1000000.
7940StrategyIDINTN
25001SelfTradePreventionModeCHARNPossible values:

1 - NONE

2 - EXPIRE_TAKER

3 - EXPIRE_MAKER

4 - EXPIRE_BOTH

5 - DECREMENT
6 - TRANSFER
211PegOffsetValueFLOATNAmount added to the peg in the context of the PegOffsetType
1094PegPriceTypeCHARNDefines the type of peg
Possible values:
4 - MARKET_PEG
5 - PRIMARY_PEG
835PegMoveTypeCHARNDescribes whether peg is fixed or floats. Required for Pegged Orders and must be set to 1 (FIXED)
836PegOffsetTypeCHARNType of price peg offset.
Possible values:

3 - PRICE_TIER
1100TriggerTypeCHARNPossible values: 4 - PRICE_MOVEMENT
1101TriggerActionCHARNPossible values:

1 - ACTIVATE
1102TriggerPricePRICENActivation price for contingent orders. See table
1107TriggerPriceTypeCHARNPossible values:

2 - LAST_TRADE
1109TriggerPriceDirectionCHARNUsed 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
25009TriggerTrailingDeltaBipsINTNProvide 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:

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.

TagNameTypeRequiredDescription
11ClOrdIDSTRINGYClOrdId of this mass cancel request.
55SymbolSTRINGYSymbol on which to cancel orders.
530MassCancelRequestTypeCHARYPossible values:

1 - CANCEL_SYMBOL_ORDERS

Sample message:

8=FIX.4.4|9=95|35=q|34=2|49=dpYPesqv|52=20240613-01:24:36.948|56=SPOT|11=1718241876901971671|55=BTCUSDT|530=1|10=243|

Responses:

OrderMassCancelReport <r>​

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

TagNameTypeRequiredDescription
55SymbolSTRINGYSymbol (55) from the cancel request.
11ClOrdIDSTRINGYClOrdID (11) of the cancel request.
530MassCancelRequestTypeCHARYMassCancelRequestType (530) from the cancel request.
531MassCancelResponseCHARYPossible values:

0 - CANCEL_REQUEST_REJECTED

1 - CANCEL_SYMBOL_ORDERS
532MassCancelRejectReasonINTNPossible values:

99 - OTHER
533TotalAffectedOrdersINTNHow many orders were canceled.
25016ErrorCodeINTNAPI error code (see Error Codes).
58TextSTRINGNHuman-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.

  • OCOs or OTOs add 2 orders to the EXCHANGE_MAX_ORDERS filter and the MAX_NUM_ORDERS filter.
  • OTOCOs add 3 orders to the EXCHANGE_MAX_NUM_ORDERS filter and MAX_NUM_ORDERS filter.

Unfilled Order Count:

  • OCO: 2
  • OTO: 2
  • OTOCO: 3

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

TagNameTypeRequiredDescription
25014ClListIDSTRINGYClListID to be assigned to the order list.
1385ContingencyTypeINTNPossible values:

1 - ONE_CANCELS_THE_OTHER

2 - ONE_TRIGGERS_THE_OTHER
25046OPOBOOLEANNSets this order list as an OPO when set to true.
73NoOrdersNUMINGROUPNThe length of the array for Orders. Only 2 or 3 are allowed.
=>11ClOrdIDSTRINGYClOrdID to be assigned to the order
=>38OrderQtyQTYNQuantity of the order
=>40OrdTypeCHARYSee 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

P- PEGGED
=>18ExecInstCHARNPossible values:

6 - PARTICIPATE_DONT_INITIATE
=>44PricePRICENPrice of the order
=>54SideCHARYSide of the order. Possible values:

1 - BUY

2 - SELL
=>55SymbolSTRINGYSymbol to place the order on.
=>59TimeInForceCHARNPossible values:

1 - GOOD_TILL_CANCEL

3 - IMMEDIATE_OR_CANCEL

4 - FILL_OR_KILL
=>111MaxFloorQTYNUsed for iceberg orders, this specifies the visible quantity of the order on the book.
=>152CashOrderQtyQTYNQuantity of the order specified in the quote asset units, for reverse market orders.
=>847TargetStrategyINTNThe value cannot be less than 1000000.
=>7940StrategyIDINTN
=>25001SelfTradePreventionModeCHARNPossible values:

1 - NONE

2 - EXPIRE_TAKER

3 - EXPIRE_MAKER

4 - EXPIRE_BOTH

5 - DECREMENT
6 - TRANSFER
=> 211PegOffsetValueFLOATNAmount added to the peg in the context of the PegOffsetType
=>1094PegPriceTypeCHARNDefines the type of peg
Possible values:
4 - MARKET_PEG
5 - PRIMARY_PEG
=>835PegMoveTypeCHARNDescribes whether peg is fixed or floats. Required for Pegged Orders and must be set to 1 (FIXED)
=>836PegOffsetTypeCHARNType of price peg offset.
Possible values:

3 - PRICE_TIER
=>1100TriggerTypeCHARNPossible values:

4 - PRICE_MOVEMENT
=>1101TriggerActionCHARNPossible values:

1 - ACTIVATE
=>1102TriggerPricePRICENActivation price for contingent orders. See table
=>1107TriggerPriceTypeCHARNPossible values:

2 - LAST_TRADE
=>1109TriggerPriceDirectionCHARNUsed 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
=>25009TriggerTrailingDeltaBipsINTNProvide to create trailing orders.
=>25010NoListTriggeringInstructionsNUMINGROUPNThe length of the array for ListTriggeringInstructions.
==>25011ListTriggerTypeCHARNWhat 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
==>25012ListTriggerTriggerIndexINTNIndex of the trigger order: 0-indexed.
==>25013ListTriggerActionCHARNAction 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 nameContingency Type (1385)Order namesOrder sidesAllowed Binance order typesList Triggering Instructions
OCO11. 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|
OCO11. 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|
OCO11. 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|
OCO11. 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|
OTO21. 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|
OTOCO21. 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|
OTOCO21. 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|
OTOCO21. 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|
OTOCO21. 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|
OPO21. working order



2. pending order		1. working order=BUY



2. pending order=SELL		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|
OPOCO21. working order



2. pending below order



3. pending above order		1. working order=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|
OPOCO21. working order



2. pending below order



3. pending above order		1. working order=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 or TAKE_PROFIT_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.

TagNameTypeRequiredDescription
66ListIDSTRINGNListID of the list as assigned by the exchange.
25014ClListIDSTRINGNClListID of the list as assigned on the request.
25015OrigClListIDSTRINGN
1385ContingencyTypeINTNPossible values:

1 - ONE_CANCELS_THE_OTHER

2 - ONE_TRIGGERS_THE_OTHER
429ListStatusTypeINTYPossible values:

2 - RESPONSE

4 - EXEC_STARTED

5 - ALL_DONE

100 - UPDATED
431ListOrderStatusINTYPossible values:

3 - EXECUTING

6 - ALL_DONE

7 - REJECT
1386ListRejectReasonINTNPossible values:

99 - OTHER
103OrdRejReasonINTNPossible values:

99 - OTHER
60TransactTimeUTCTIMESTAMPNTimestamp when this event occurred.
25016ErrorCodeINTNAPI error code (see Error Codes).
58TextSTRINGNHuman-readable error message.
73NoOrdersNUMINGROUPNThe length of the array for Orders.
=>55SymbolSTRINGYSymbol of the order.
=>37OrderIDINTYOrderID of the order as assigned by the exchange.
=>11ClOrdIDSTRINGYClOrdID of the order as assigned on the request.
=>25010NoListTriggeringInstructionsNUMINGROUPNThe length of the array for ListTriggeringInstructions.
==>25011ListTriggerTypeCHARNPossible values:

1 - ACTIVATED

2 - PARTIALLY_FILLED

3 - FILLED
==>25012ListTriggerTriggerIndexINTN
==>25013ListTriggerActionCHARNPossible values:

1 - RELEASE

2 - CANCEL

Sample message:

8=FIX.4.4|9=282|35=N|34=2|49=SPOT|52=20240607-02:19:07.837191|56=Eg13pOvN|60=20240607-02:19:07.836000|66=25|73=2|55=BTCUSDT|37=52|11=w1717726747805308656|55=BTCUSDT|37=53|11=p1717726747805308656|25010=1|25011=3|25012=0|25013=1|429=4|431=3|1385=2|25014=1717726747805308656|25015=1717726747805308656|10=223|

OrderAmendKeepPriorityRequest <XAK>​

Sent by the client to reduce the original quantity of their order.

This adds 0 orders to the EXCHANGE_MAX_ORDERS filter and the MAX_NUM_ORDERS filter.

Unfilled Order Count: 0

Read Order Amend Keep Priority FAQ to learn more.

Notes:

  • The ClOrdID (11) is not required to be different from the ClOrdID of the order. When the ClOrdID of the request is the same as the ClOrdID of the order being amended, the ClOrdID will remain unchanged.
  • If both OrderID (37) and OrigClOrdID (41) are provided, the OrderID is searched first, then the OrigClOrdID (41) from that result is checked against that order. If both conditions are not met the request will be rejected.
TagNameTypeRequiredDescription
11ClOrdIDSTRINGYThe ClOrdID of this request.
41OrigClOrdIDSTRINGNClOrdID (11) of the order to amend. Either OrigClOrdID (41) or OrderId (37) have to be specified.
37OrderIDINTNOrderID (37) of the order to amend. Either OrigClOrdID (41) or OrderId (37) have to be specified.
55SymbolSTRINGYSymbol on which to amend the order.
38OrderQtyQTYNNew quantity of the order. Required to be smaller than the original OrderQty of the order.

Sample message:

8=FIX.4.4|9=103|35=XAK|34=2|49=EXAMPLE|52=20250319-12:35:21.087|56=SPOT|11=O2EIAS01742387721086|37=0|38=0.9|55=BTCUSDT|10=254|

Response:

  • Reject <3> if the incoming request is invalid either due to missing required fields, invalid fields, refers to an invalid symbol, or exceeds the message limit.
  • OrderAmendReject <XAR> if failed due to insufficient order rate limits, pointing to a non-existent order, quantity is invalid, etc.
  • ExecutionReport <8> if the request succeeded for amending a single order.
  • ExecutionReport <8> + ListStatus <N> if the request succeeded for amending an order which is part of an Order list.

OrderAmendReject <XAR>​

Sent by the server when the OrderAmendKeepPriorityRequest <XAK> has failed.

TagNameTypeRequiredDescription
11ClOrdIDSTRINGYClOrdId of the amend request.
41OrigClOrdIDSTRINGNOrigClOrdId (41) from the amend request.
37OrderIDINTNOrderId (37) from the amend request.
55SymbolSTRINGYSymbol (55) from the amend request.
38OrderQtyQTYY
25016ErrorCodeINTYAPI error code (see Error Codes).
58TextSTRINGYHuman-readable error message.

Sample message:

8=FIX.4.4|9=0000176|35=XAR|49=SPOT|56=OE|34=2|52=20250319-14:27:32.751074|11=1WRGW5J1742394452749|37=0|55=BTCUSDT|38=1.000000|25016=-2038|58=The requested action would change no state; rejecting.|10=235|

Limit Messages​

LimitQuery <XLQ>​

Sent by the client to query current limits.

TagNameTypeRequiredDescription
6136ReqIDSTRINGYID 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>.

TagNameTypeRequiredDescription
6136ReqIDSTRINGYReqID from the request.
25003NoLimitIndicatorsNUMINGROUPYThe length of the array for LimitIndicators.
=>25004LimitTypeCHARYPossible values:

1 - ORDER_LIMIT

2 - MESSAGE_LIMIT
=>25005LimitCountINTYThe current use of this limit.
=>25006LimitMaxINTYThe maximum allowed for this limit.
=>25007LimitResetIntervalINTNHow often the limit resets.
=>25008LimitResetIntervalResolutionCHARNTime 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 instruments.

TagNameTypeRequiredDescription
320InstrumentReqIDSTRINGYID of this request
559InstrumentListRequestTypeINTYPossible values:

0 - SINGLE_INSTRUMENT

4 - ALL_INSTRUMENTS
55SymbolSTRINGNRequired when the InstrumentListRequestType is set to SINGLE_INSTRUMENT(0)

Sample message:

8=FIX.4.4|9=92|35=x|49=BMDWATCH|56=SPOT|34=2|52=20250114-08:46:56.096691|320=BTCUSDT_INFO|559=0|55=BTCUSDT|10=164|

InstrumentList <y>​

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

[!NOTE]

More detailed symbol information is available through the exchangeInfo endpoint.

TagNameTypeRequiredDescription
320InstrumentReqIDSTRINGYInstrumentReqID from the request.
146NoRelatedSymNUMINGROUPYNumber of symbols
=>55SymbolSTRINGY
=>15CurrencySTRINGYQuote asset of this symbol
=>562MinTradeVolQTYNCorresponds to the LOT_SIZE filter
=>1140MaxTradeVolQTYNCorresponds to the LOT_SIZE filter
=>25039MinQtyIncrementQTYNCorresponds to the LOT_SIZE filter
=>25040MarketMinTradeVolQTYNCorresponds to the MARKET_LOT_SIZE filter
=>25041MarketMaxTradeVolQTYNCorresponds to the MARKET_LOT_SIZE filter
=>25042MarketMinQtyIncrementQTYNCorresponds to the MARKET_LOT_SIZE filter
=>969MinPriceIncrementPRICENCorresponds to the PRICE filter
=>2551StartPriceRangePRICENCorresponds to the PRICE filter
=>2552EndPriceRangePRICENCorresponds to the PRICE filter

Sample message:

8=FIX.4.4|9=218|35=y|49=SPOT|56=BMDWATCH|34=2|52=20250114-08:46:56.100147|320=BTCUSDT_INFO|146=1|55=BTCUSDT|15=USDT|562=0.00001000|1140=9000.00000000|25039=0.00001000|25040=0.00000001|25041=76.79001236|25042=0.00000001|969=0.01000000|10=093|

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]

Since the MarketDataSnapshot<W> have a limit on the number of price levels (5000 on each side maximum), you won't learn the quantities for the levels outside of the initial snapshot unless they change. So be careful when using the information for those levels, since they might not reflect the full view of the order book. However, for most use cases, seeing 5000 levels on each side is enough to understand the market and trade effectively.

TagNameTypeRequiredDescription
262MDReqIDSTRINGYID of this request
263SubscriptionRequestTypeCHARYSubscription Request Type. Possible values:

1 - SUBSCRIBE

2 - UNSUBSCRIBE
264MarketDepthINTNSubscription depth.

Possible values:

1 - Book Ticker subscription

2-5000 - Diff. Depth Stream
266AggregatedBookNUMINGROUPNPossible values:

Y - one book entry per side per price
146NoRelatedSymNUMINGROUPNNumber of symbols
=>55SymbolSTRINGY
267NoMDEntryTypesNUMINGROUPNNumber of entry types
=>269MDEntryTypeCHARYPossible 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>.

TagNameTypeRequiredDescription
262MDReqIDSTRINGYID of the invalid MarketDataRequest<V>
281MDReqRejReasonCHARNPossible values:

1 - DUPLICATE_MDREQID

2 - TOO_MANY_SUBSCRIPTIONS
25016ErrorCodeINTNAPI Error code. See Errors
58TextSTRINGNHuman-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.

TagNameTypeRequiredDescription
262MDReqIDSTRINGYID of the MarketDataRequest<V> that activated this subscription
55SymbolSTRINGY
25044LastBookUpdateIDINTN
268NoMDEntriesNUMINGROUPYNumber of entries
=>269MDEntryTypeCHARYPossible values:

0 - BID

1 - OFFER

2 - TRADE
=>270MDEntryPxPRICEYPrice
=>271MDEntrySizeQTYYQuantity

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.

TagNameTypeRequiredDescription
262MDReqIDSTRINGYID of the MarketDataRequest<V> that activated this subscription
268NoMDEntriesNUMINGROUPYNumber of entries
=>279MDUpdateActionCHARYPossible values:

0 - NEW

1 - CHANGE

2 - DELETE
=>270MDEntryPxPRICEYPrice
=>271MDEntrySizeQTYNQuantity
=>269MDEntryTypeCHARYPossible values:

0 - BID

1 - OFFER

2 - TRADE
=>55SymbolSTRINGNMarket 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
=>60TransactTimeUTCTIMESTAMPN
=>1003TradeIDINTN
=>2446AggressorSideCHARNPossible values:

1 - BUY

2 - SELL
=>25043FirstBookUpdateIDINTNOnly present in Diff. Depth Stream.

Market Data Entry will default to the same FirstBookUpdateID of the previous Market Data Entry in the same Market Data message if FirstBookUpdateID is not specified
=>25044LastBookUpdateIDINTNOnly present in Diff. Depth Stream and Individual Symbol Book Ticker Stream.

Market Data Entry will default to the same LastBookUpdateID of the previous Market Data Entry in the same Market Data message if LastBookUpdateID is not specified

Sample message:

8=FIX.4.4|9=0000303|35=X|49=SPOT|56=EXAMPLE|34=16|52=20241019-05:40:11.466313|262=TRADE_3|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=042|

FIX SBE​

FIX SBE (Simple Binary Encoding) can be used instead of FIX with the spot_fix_testnet_latest.xml schema file.

SBE​

Read the SBE FAQ for important information about using SBE with Binance APIs.

  • Please review and understand the SBE specification before attempting to use FIX SBE
  • When encoding and decoding SBE payloads, it is recommended to use code generated by SbeTool to ensure compliance with the FIX SBE specification.

Endpoints​

In addition to FIX encoding available on port 9000, two request/response encoding schemes are supported on additional TCP ports. See below endpoints for each API.

Order Entry​

  • tcp+tls://fix-oe.testnet.binance.vision:9001: Send FIX requests; receive FIX SBE responses
    • FIX SbeSchemaId tag (=25050) must be set to the FIX SBE schema ID (e.g. 1)
    • The FIX SbeSchemaVersion tag (=25051) must be set to the FIX SBE schema version (e.g. 0)
  • tcp+tls://fix-oe.testnet.binance.vision:9002: Send FIX SBE requests; receive FIX SBE responses

Drop Copy​

  • tcp+tls://fix-dc.testnet.binance.vision:9001: Send FIX requests; receive FIX SBE responses
    • FIX SbeSchemaId tag (=25050) must be set to the FIX SBE schema ID (e.g. 1)
    • The FIX SbeSchemaVersion tag (=25051) must be set to the FIX SBE schema version (e.g. 0)
  • tcp+tls://fix-dc.testnet.binance.vision:9002: Send FIX SBE requests; receive FIX SBE responses

Market data​

  • tcp+tls://fix-md.testnet.binance.vision:9001: Send FIX requests; receive FIX SBE responses
    • FIX SbeSchemaId tag (=25050) must be set to the FIX SBE schema ID (e.g. 1)
    • The FIX SbeSchemaVersion tag (=25051) must be set to the FIX SBE schema version (e.g. 0)
  • tcp+tls://fix-md.testnet.binance.vision:9002: Send FIX SBE requests; receive FIX SBE responses

FIX SBE encoding layout​

FIX SBE request/response messages always come with a SOFH (Simple Open Framing Header) and message header. A given FIX SBE message of N bytes has the following wire format:

<SOFH (6 bytes)> <message header (20 bytes)> <message (N bytes)>

SOFH: This corresponds to the "sofh" composite type in the schema file. This acts as a framing header so that the FIX SBE servers/clients can know the length of SBE messages and ensure messages have been fully received prior to deserializing them

Notes:

  • The two fields within the SOFH MUST be encoded in little-endian
  • The FIX servers only support 0xEB50 for the encodingType field, i.e. only little-endian is supported for all fields

Message header: This corresponds to the "messageHeader" composite type in the schema file.

Logon​

The logon signature (RawData) is computed as documented in the signature computation section.

Sample FIX SBE Logon request message​

Please see below the hexdump of a sample FIX SBE Logon message obtained by following the above instructions.

BytesDescription
0xd1, 0x00, 0x00, 0x00sofh.messageLength
0x50, 0xebsofh.encodingType
0x0e, 0x00messageHeader.blockLength
0x28, 0x4emessageHeader.templateId
0x01, 0x00messageHeader.schemaId
0x00, 0x00messageHeader.version
0x01, 0x00, 0x00, 0x00messageHeader.seqNum
0x58, 0x7a, 0x5f, 0x99, 0xdb, 0x1b, 0x06, 0x00messageHeader.sendingTime
0x00Logon.EncryptMethod
0x1e, 0x00, 0x00, 0x00Logon.HeartBtInt
0x01Logon.ResetSeqNumFlag
0x02Logon.MessageHandling
0xffLogon.ResponseMode
0xffLogon.ExecutionReportType
0xffLogon.DropCopyFlag
0xff, 0xff, 0xff, 0xffLogon.RecvWindow
0x07Logon.SenderCompId.length
0x45, 0x58, 0x41, 0x4d, 0x50, 0x4c, 0x45Logon.SenderCompId.varData
0x04Logon.TargetCompId.length
0x53, 0x50, 0x4f, 0x54Logon.TargetCompId.varData
0x58, 0x00Logon.RawData.length
0x34, 0x4d, 0x48, 0x58, 0x65, 0x6c, 0x56, 0x56Logon.RawData.varData
0x63, 0x70, 0x6b, 0x64, 0x77, 0x75, 0x4c, 0x62Logon.RawData.varData
0x6c, 0x36, 0x6e, 0x37, 0x33, 0x48, 0x51, 0x55Logon.RawData.varData
0x58, 0x55, 0x66, 0x31, 0x64, 0x73, 0x65, 0x32Logon.RawData.varData
0x50, 0x43, 0x67, 0x54, 0x31, 0x44, 0x59, 0x71Logon.RawData.varData
0x57, 0x39, 0x77, 0x38, 0x41, 0x56, 0x5a, 0x31Logon.RawData.varData
0x52, 0x41, 0x43, 0x46, 0x47, 0x4d, 0x2b, 0x35Logon.RawData.varData
0x55, 0x64, 0x6c, 0x47, 0x50, 0x72, 0x51, 0x48Logon.RawData.varData
0x72, 0x67, 0x74, 0x53, 0x33, 0x43, 0x76, 0x73Logon.RawData.varData
0x52, 0x55, 0x52, 0x43, 0x31, 0x6f, 0x6a, 0x37Logon.RawData.varData
0x33, 0x6a, 0x38, 0x67, 0x43, 0x41, 0x3d, 0x3dLogon.RawData.varData
0x40, 0x00Logon.Username.length
0x73, 0x42, 0x52, 0x58, 0x72, 0x4a, 0x78, 0x32Logon.Username.varData
0x44, 0x73, 0x4f, 0x72, 0x61, 0x4d, 0x58, 0x4fLogon.Username.varData
0x61, 0x55, 0x6f, 0x76, 0x45, 0x68, 0x67, 0x56Logon.Username.varData
0x52, 0x63, 0x6a, 0x4f, 0x76, 0x43, 0x74, 0x51Logon.Username.varData
0x77, 0x6e, 0x57, 0x6a, 0x38, 0x56, 0x78, 0x6bLogon.Username.varData
0x4f, 0x68, 0x31, 0x78, 0x71, 0x62, 0x6f, 0x53Logon.Username.varData
0x30, 0x32, 0x53, 0x50, 0x47, 0x66, 0x4b, 0x69Logon.Username.varData
0x32, 0x68, 0x38, 0x73, 0x70, 0x5a, 0x4a, 0x62Logon.Username.varData

FIX vs. FIX SBE​

General:

  • The sofh.messageLength field must include the size of the SOFH (6 bytes)
  • FIX SBE has no Checksum field
  • When sending FIX SBE requests on port 9002
    • All fields must be set in the payload
    • Optional fields that are not present must be set to the corresponding nullValue
      • The encoders generated by SbeTool handle this correctly
      • Please refer to the definition of nullValue in the SBE specification if encoding payloads manually

Decimal encoding:

  • In request messages, the values for PriceExponent and QtyExponent must be no more precise than the precision of the symbol being transacted. Symbol precision can be retrieved from the InstrumentList response.

Logon​

  • The SenderCompID, TargetCompID and RecvWindow fields are provided in the Logon FIX SBE message instead of the message header
    • The RecvWindow field set in the Logon message applies to all trading request messages within the FIX SBE session
    • When set, the RecvWindow field is in microseconds
  • When the ResponseMode field is set to OnlyAcks, the ExecutionReportType field can be set to Mini to receive ExecutionReportAck messages instead of ExecutionReport
    • Note: The ExecutionReportType field is only supported on port 9001 and port 9002 for the Order Entry and Drop Copy endpoints

MarketDataIncrementalRefresh​

  • This single message in the FIX schema is split into the following FIX SBE messages: MarketDataIncrementalTrade, MarketDataIncrementalBookTicker and MarketDataIncrementalDepth
  • The MDReqID field is omitted from the market data snapshot and refresh messages as these messages can be tied to the subscription request using the Symbol field and the message's template ID
    • MDReqID is required in the MarketDataRequest message so that it may appear in MarketDataRequestReject
    • The value of MDReqID must be unique across subscriptions

MarketDataIncrementalTrade​

  • The MDUpdateAction field available in the FIX schema is omitted in FIX SBE since the value is always NEW.

MarketDataIncrementalBookTicker​

  • FIX SBE book ticker subscriptions use auto-culling: when the system is under high load, it may drop outdated events instead of queuing all events and delivering them with a delay.
    • For example, if a best bid/ask event is generated at time T2 when there is still an undelivered event queued at time T1 (where T1 < T2), the event for T1 is dropped, and the system will deliver only the event for T2. This is done on a per-symbol basis.
  • The MDUpdateAction field available in the FIX schema is omitted in FIX SBE as its value may be derived from MDEntrySize.
    • When MDEntrySize is unset (NullVal), MDUpdateAction is DELETE.
    • When MDEntrySize is set,
      • if the price level exists in your local order book, MDUpdateAction is CHANGE
      • else MDUpdateAction is NEW.

MarketDataIncrementalDepth​

  • FIX SBE depth update speed: 20ms
  • The MDUpdateAction field available in the FIX schema is omitted in FIX SBE as its value may be derived from MDEntrySize.
    • When MDEntrySize is unset (NullVal), MDUpdateAction is DELETE.
    • When MDEntrySize is set,
      • if the price level exists in your local order book, MDUpdateAction is CHANGE
      • else MDUpdateAction is NEW.

Limits​

Connection limits are shared between FIX and FIX SBE.

Errors​

The following FIX SBE-specific errors may be returned:

CodeMessageDescription
-1152Invalid SBE message header.Error when decoding messageHeader in FIX SBE request
-1153Invalid SBE schema ID or version specified.Error when parsing/decoding FIX SBE schema ID/version
-1177Invalid encodingType.Error when decoding encodingType field in sofh composite type
-1221Invalid/missing field(s) in SBE message.Invalid/missing field when decoding FIX SBE request

Note: Error codes returned for semantically equivalent FIX and FIX SBE requests may not be identical.

FAQ​

See the SBE FAQ for more information on generating SBE decoders and handling schema updates.