# FIX Order Entry

For assistance or information regarding implementation of the FIX API, please contact <support@sfox.com>

{% hint style="info" %}
sFOX uses FIX 4.4
{% endhint %}

## Connectivity

Before logging onto a FIX session, you must establish a secure connection to the FIX gateway

### Endpoints <a href="#endpoints" id="endpoints"></a>

<table><thead><tr><th width="168.33333333333331">Environment</th><th width="437">Value</th><th>SSL Required</th></tr></thead><tbody><tr><td>Production</td><td><code>fix.sfox.com:5001</code></td><td>Y</td></tr><tr><td>Sandbox</td><td><code>fix.staging.sfox.com:5001</code> <br><br><a href="mailto:support@sfox.com">Contact support</a> <em>for access to the Sandbox environment.</em></td><td>Y</td></tr></tbody></table>

### TCP SSL

If your FIX implementation does not support establishing a native TCP SSL connection with SNI support, set up a local proxy such as [stunnel](https://www.stunnel.org/) to establish a secure connection to the FIX gateway. Refer to our [QuickFIX Integration Guide](/fix-api/quickfix-guide.md) for details and examples

## Standard Header

A standard header is required at the start of each message

{% hint style="info" %}
`SenderCompID`s must be provided by sFOX. Contact <support@sfox.com> to be provided with a `SenderCompID` for your session.
{% endhint %}

<table><thead><tr><th width="83">Tag</th><th width="200.99111900532864">Name</th><th width="466.5107282855374">Description</th></tr></thead><tbody><tr><td>108</td><td>HeartBtInt</td><td>Must be &#x3C;= <code>30</code> (seconds)</td></tr><tr><td>8</td><td>BeginString</td><td>Must be <code>FIX.4.4</code></td></tr><tr><td>49</td><td>SenderCompID</td><td>Value provided by sFOX. Must be unique per session</td></tr><tr><td>56</td><td>TargetCompID</td><td>Must be <code>SFOX</code></td></tr><tr><td></td><td>StartDay</td><td><code>Sunday</code></td></tr><tr><td></td><td>EndDay</td><td><code>Sunday</code></td></tr><tr><td></td><td>StartTime</td><td><code>00:00:01</code></td></tr><tr><td></td><td>EndTime</td><td><code>00:00:00</code></td></tr><tr><td></td><td>TimeZone</td><td>Must be <code>ETC</code> or <code>UTC</code></td></tr></tbody></table>

## Messages

### Logon – A <a href="#logon-a" id="logon-a"></a>

Sent by the client to initiate a session and by the server as an acknowledgement.

{% hint style="info" %}
Only one session may exist per SenderCompId. Attempting to logon using a SenderCompId of an active session will result in an error.
{% endhint %}

<table><thead><tr><th width="99">Tag</th><th width="200">Name</th><th width="105">Required</th><th width="358.71428571428567">Description</th></tr></thead><tbody><tr><td>554</td><td>Password</td><td>Y</td><td>Your API Key (generate one <a href="https://trade.sfox.com/account/api">here</a>)</td></tr><tr><td>20040</td><td>CancelOnDisconnect</td><td>N</td><td>String Field: Optionally cancel all orders on disconnect (logout or otherwise). <em>Note: this cancels orders on the entire account.</em><br><br><code>Y</code> - Cancel on Disconnect</td></tr></tbody></table>

{% hint style="warning" %}
**QuickFIX:** If you are implementing the FIX protocol using QuickFIX please refer to our [QuickFIX Integration Guide](/fix-api/quickfix-guide.md)
{% endhint %}

### NewOrderSingle – D <a href="#new-order-single-d" id="new-order-single-d"></a>

<table><thead><tr><th width="88" data-type="number">Tag</th><th width="159">Name</th><th width="186">Required</th><th>Description</th></tr></thead><tbody><tr><td>11</td><td>ClOrdID</td><td>Y</td><td>Client provided order ID, must be unique per-account. If placing an order on behalf of a quote, this value should match your QuoteReqID (see <a data-mention href="#order-status-request-h">#order-status-request-h</a>)</td></tr><tr><td>55</td><td>Symbol</td><td>Y</td><td><p>Trading pair in lowercase <code>basequote</code> format i.e. <code>btcusd</code></p><p>(see: <a href="#security-list-request-x">Security List</a>)</p></td></tr><tr><td>54</td><td>Side</td><td>Y</td><td><p><code>1</code>: Buy</p><p><code>2</code>: Sell</p></td></tr><tr><td>40</td><td>OrdType</td><td>Y</td><td><p><code>1</code>: Market</p><p><code>2</code>: Limit</p><p><code>3</code>: Stop</p><p>or one of our Algorithm IDs</p></td></tr><tr><td>44</td><td>Price</td><td>Y (excluding Market orders)</td><td>Limit Price</td></tr><tr><td>38</td><td>OrderQty</td><td>Y</td><td>For limit orders, this is the quantity to trade in the base currency. For Market Sell orders, this is the amount in the base currency.</td></tr><tr><td>152</td><td>CashOrderQty</td><td>Y (OrdType = <code>1</code> AND Side = <code>1</code> or OrdType = <code>3</code> (stop) AND Side = <code>1</code> (buy)</td><td>For market buy orders, this is the amount to spend in the quote currency</td></tr><tr><td>21</td><td>HandleInst (custom usage)</td><td>N</td><td>How to execute the order:<br><code>1</code>: Smart<br><code>2</code>: NetPrice (default)</td></tr><tr><td>59</td><td>TimeInForce</td><td>N</td><td>The lifetime of the order:<br><code>1</code>: good till cancel (default)<br><code>3</code>: immediate or cancel</td></tr><tr><td>20025</td><td>Destination (custom)</td><td>N</td><td>Specific destination:<br><code>ox</code><br><code>darkpool</code></td></tr><tr><td>117</td><td>QuoteID</td><td>N</td><td>QuoteID you'd like to place an order on behalf of (see <a data-mention href="#order-status-request-h">#order-status-request-h</a>)</td></tr></tbody></table>

<table><thead><tr><th width="125">Tag</th><th width="157">Name</th><th width="149">Algorithm</th><th width="105">Required</th><th width="297">Description</th><th>Default</th></tr></thead><tbody><tr><td>20000</td><td>StopAmount</td><td><code>308</code>: Trailing Stop</td><td>N</td><td>The fixed amount to trail the market price by</td><td></td></tr><tr><td>20001</td><td>StopPercent</td><td><code>308</code>: Trailing Stop</td><td>N</td><td>The percentage to trail the market price by (given as a decimal: 10% = 0.1)</td><td></td></tr><tr><td>20010</td><td>Interval</td><td><code>307</code>: TWAP</td><td>Y</td><td>The frequency at which TWAP trades are executed (in seconds)</td><td></td></tr><tr><td>20011</td><td>TotalTime</td><td><code>307</code>: TWAP</td><td>Y</td><td>The maximimum time a TWAP order will stay active (in seconds). Must be >= 15 minutes (900 seconds) and the interval (tag 20010)</td><td></td></tr><tr><td>20020</td><td>RoutingOption</td><td><p><code>301</code>: Gorilla</p><p><code>303</code>: Hare</p></td><td>Y</td><td>How SFOX will trade your order, <code>BestPrice</code> or <code>Fast</code></td><td></td></tr></tbody></table>

### RequestForQuote - R

<table><thead><tr><th width="88">Tag</th><th width="137">Name</th><th width="104">Required</th><th>Description</th></tr></thead><tbody><tr><td>131</td><td>QuoteReqID</td><td>Y</td><td>Client provided quote request ID. This identifier will also be used in any follow-up order placed on behalf of the returned quote as the ClOrdID</td></tr><tr><td>55</td><td>Symbol</td><td>Y</td><td><p>Trading pair in lowercase <code>basequote</code> format i.e. <code>btcusd</code></p><p>(see: <a href="#security-list-request-x">Security List</a>)</p></td></tr><tr><td>54</td><td>Side</td><td>Y</td><td><p><code>1</code>: Buy</p><p><code>2</code>: Sell</p></td></tr><tr><td>38</td><td>OrderQty</td><td>Y</td><td>Quantity of base currency you're interested in quoting a buy/sell order on</td></tr></tbody></table>

### OrderStatusRequest – H <a href="#order-status-request-h" id="order-status-request-h"></a>

<table><thead><tr><th width="96">Tag</th><th width="168">Name</th><th width="108">Required</th><th width="391.71428571428567">Description</th></tr></thead><tbody><tr><td>11</td><td>ClOrdID</td><td>Y</td><td>Original ClOrdID when creating the order</td></tr><tr><td>790</td><td>OrdStatusReqID</td><td>N</td><td>Optionally provided value that will be echoed in the response</td></tr></tbody></table>

### OrderCancelRequest – F <a href="#order-cancel-request-f" id="order-cancel-request-f"></a>

<table><thead><tr><th width="93.61538461538461">Tag</th><th width="150">Name</th><th width="106">Required</th><th>Description</th></tr></thead><tbody><tr><td>11</td><td>ClOrdID</td><td>Y</td><td>Unique ID of the cancel request</td></tr><tr><td>41</td><td>OrigClOrdID</td><td>Y</td><td>Original ClOrdID provided when creating the order</td></tr></tbody></table>

### OrderCancelReplaceRequest - G

<table><thead><tr><th width="120">Tag</th><th width="170">Name</th><th width="108">Required</th><th>Description</th></tr></thead><tbody><tr><td>11</td><td>ClOrdID</td><td>Y</td><td>Client Order ID of this request</td></tr><tr><td>41</td><td>OrigClOrdID</td><td>Y</td><td>Client Order ID of the original order</td></tr><tr><td>38</td><td>OrderQty</td><td>N</td><td></td></tr><tr><td>44</td><td>Price</td><td>N</td><td></td></tr><tr><td>152</td><td>CashOrderQty</td><td>N</td><td></td></tr><tr><td>20000</td><td>StopAmount</td><td>N</td><td></td></tr><tr><td>20001</td><td>StopPercent</td><td>N</td><td></td></tr></tbody></table>

### OrderMassCancelRequest - q

<table><thead><tr><th width="88.10122394971881">Tag</th><th width="232.84848484848487">Name</th><th width="108">Required</th><th>Description</th></tr></thead><tbody><tr><td>11</td><td>ClOrdID</td><td>N</td><td>Optional client order id, echoed back in the <code>OrderMassCancelReport</code></td></tr><tr><td>530</td><td>MassCancelRequestType</td><td>Y</td><td><code>7</code> - Cancel All Orders (this will attempt to cancel all open orders for the account)</td></tr></tbody></table>

### OrderMassCancelReport - r

<table><thead><tr><th width="94.52490473522084">Tag</th><th width="238.51028393699207">Name</th><th>Description</th></tr></thead><tbody><tr><td>37</td><td>OrderID</td><td>OrderID of this report</td></tr><tr><td>11</td><td>ClOrdID</td><td>ClOrdID provided in the <code>OrderMassCancelRequest</code>, if provided</td></tr><tr><td>530</td><td>MassCancelRequestType</td><td><code>7</code> - Cancel All Orders</td></tr><tr><td>531</td><td>MassCancelResponse</td><td><code>0</code> - Request Rejected<br><code>7</code> - Cancel All Orders</td></tr><tr><td>532</td><td>MassCancelRejectReason</td><td><code>99</code> - Other (if 531 = 0)</td></tr><tr><td>533</td><td>TotalAffectedOrders</td><td>Number of orders that are affected by the request (note: it is not guaranteed all of these orders are canceled, only that a cancel is requested)</td></tr><tr><td>58</td><td>Text</td><td>Optional text to describe the error (if 531 = 0)</td></tr></tbody></table>

### ExecutionReport – 8 <a href="#execution-report-8" id="execution-report-8"></a>

<table><thead><tr><th width="108.12655138722931">Tag</th><th width="160.69564222649527">Name</th><th>Description</th></tr></thead><tbody><tr><td>37</td><td>OrderID</td><td>SFOX Assigned Order ID, when rejected this will be 0.</td></tr><tr><td>17</td><td>ExecID</td><td>SFOX Assigned Trade ID, when rejected this will be 0.</td></tr><tr><td>11</td><td>ClOrdID</td><td>Client provided order ID</td></tr><tr><td>31</td><td>LastPx</td><td>Last fill price</td></tr><tr><td>32</td><td>LastQty</td><td>Last fill quantity</td></tr><tr><td>60</td><td>TransactTime</td><td></td></tr><tr><td>55</td><td>Symbol</td><td>Trading pair</td></tr><tr><td>54</td><td>Side</td><td><p><code>1</code>: Buy</p><p><code>2</code>: Sell</p></td></tr><tr><td>40</td><td>OrdType</td><td><p><code>1</code>: Market</p><p><code>2</code>: Limit</p></td></tr><tr><td>44</td><td>Price</td><td>Client provided limit price, only if OrdType = 2</td></tr><tr><td>150</td><td>ExecType</td><td><p>Execution type:</p><p><code>0</code>: New</p><p><code>4</code>: Canceled</p><p><code>8</code>: Rejected</p><p><code>F</code>: Trade</p><p><code>I</code>: Order Status Request</p></td></tr><tr><td>39</td><td>OrdStatus</td><td><p>Current status of the order:<br><code>0</code>: New</p><p><code>1</code>: Partially Filled</p><p><code>2</code>: Filled</p><p><code>3</code>: Done</p><p><code>4</code>: Canceled</p><p><code>8</code>: Rejected</p></td></tr><tr><td>151</td><td>LeavesQty</td><td>Amount remaining of the order</td></tr><tr><td>14</td><td>CumQty</td><td>Amount filled so far of the order</td></tr><tr><td>6</td><td>AvgPx</td><td>VWAP</td></tr><tr><td>136</td><td>NoMiscFees</td><td>Number of misc fees</td></tr><tr><td>=> 137</td><td>MiscFeeAmt</td><td>Amount of fees</td></tr><tr><td>=> 138</td><td>MiscFeeCurr</td><td>Fee Currency</td></tr></tbody></table>

### OrderCancelReject – 9 <a href="#ordercancelreject-9" id="ordercancelreject-9"></a>

<table><thead><tr><th width="100.24966622162881">Tag</th><th width="174">Name</th><th>Description</th></tr></thead><tbody><tr><td>37</td><td>OrderID</td><td>SFOX Order ID, unless the order is unknown (CxlRejReason = Unknown Order)</td></tr><tr><td>11</td><td>ClOrdID</td><td>Client provided order ID of the cancel request</td></tr><tr><td>41</td><td>OrigClOrdID</td><td>Client provided order ID of the original order (echoed back from the request)</td></tr><tr><td>39</td><td>OrdStatus</td><td>Existing status of the order that could not be canceled</td></tr><tr><td>102</td><td>CxlRejReason</td><td><code>0</code>: Too Late To Cancel<br><code>1</code>: Unknown Order<br><code>99</code>: Other (already canceled)</td></tr><tr><td>434</td><td>CxlRejResponseTo</td><td><code>1</code>: Order Cancel Request<br><code>2</code>: Order Cancel Replace Request</td></tr></tbody></table>

### Security List Request - x

<table><thead><tr><th width="88.28571428571428">Tag</th><th width="246">Name</th><th width="105">Required</th><th>Description</th></tr></thead><tbody><tr><td>320</td><td>SecurityReqID</td><td>Y</td><td></td></tr><tr><td>559</td><td>SecurityListRequestType</td><td>Y</td><td>Must be <code>4</code> - All Securities</td></tr></tbody></table>

### Security List - y

<table><thead><tr><th width="111">Tag</th><th width="204.23993144815768">Name</th><th>Description</th></tr></thead><tbody><tr><td>320</td><td>SecurityReqID</td><td>SecurityReqID from the SecurityListRequest</td></tr><tr><td>322</td><td>SecurityResponseID</td><td>Unique identifier of the response</td></tr><tr><td>560</td><td>SecurityRequestResult</td><td>This will always be <code>0</code> - Valid Request</td></tr><tr><td>146</td><td>NoRelatedSym</td><td></td></tr><tr><td>-> 55</td><td>Symbol</td><td>Underlying asset symbol in lowercase <code>basequote</code> format i.e. <code>btcusd</code></td></tr></tbody></table>


---

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