FIX Order Entry

Use the FIX Order Entry session to submit, manage, and cancel orders.

For assistance or information regarding implementation of the FIX API, please contact [e-mail]

sFOX uses FIX 4.4

Connectivity

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

Endpoints

Environment	Value	SSL Required
Production	fix.sfox.com:5001	Y
Sandbox	fix.staging.sfox.com:5001 Contact support for access to the Sandbox environment	Y

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 to establish a secure connection to the FIX gateway. Refer to our QuickFIX Integration Guide for details and examples

Standard Header

A standard header is required at the start of each message

SenderCompIDs must be provided by sFOX. Contact [e-mail] to be provided with a SenderCompID for your session.

Tag	Name	Description
108	HeartBtInt	Must be <= 30 (seconds)
8	BeginString	Must be FIX.4.4
49	SenderCompID	Value provided by sFOX. Must be unique per session
56	TargetCompID	Must be SFOX
	StartDay	Sunday
	EndDay	Sunday
	StartTime	00:00:01
	EndTime	00:00:00
	TimeZone	Must be ETC or UTC

Messages

Logon – A

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

Only one session may exist per SenderCompId. Attempting to logon using a SenderCompId of an active session will result in an error.

Tag	Name	Required	Description
554	Password	Y	Your API Key (generate one here)
20040	CancelOnDisconnect	N	String Field: Optionally cancel all orders on disconnect (logout or otherwise). Note: this cancels orders on the entire account. Y - Cancel on Disconnect

QuickFIX: If you are implementing the FIX protocol using QuickFIX please refer to our QuickFIX Integration Guide

NewOrderSingle – D

Tag	Name	Required	Description
11	ClOrdID	Y	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 OrderStatusRequest – H)
55	Symbol	Y	Trading pair in lowercase basequote format i.e. btcusd (see: Security List)
54	Side	Y	1: Buy 2: Sell
40	OrdType	Y	1: Market 2: Limit 3: Stop or one of our Algorithm IDs
44	Price	Y (excluding Market orders)	Limit Price
38	OrderQty	Y	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.
152	CashOrderQty	Y (OrdType = 1 AND Side = 1 or OrdType = 3 (stop) AND Side = 1 (buy)	For market buy orders, this is the amount to spend in the quote currency
21	HandleInst (custom usage)	N	How to execute the order: 1: Smart 2: NetPrice (default) 3: Enterprise
59	TimeInForce	N	The lifetime of the order: 1: good till cancel (default) 3: immediate or cancel
20025	Destination (custom)	N	Specific destination: ox darkpool
117	QuoteID	N	QuoteID you'd like to place an order on behalf of (see OrderStatusRequest – H)

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

RequestForQuote - R

Tag	Name	Required	Description
131	QuoteReqID	Y	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
55	Symbol	Y	Trading pair in lowercase basequote format i.e. btcusd (see: Security List)
54	Side	Y	1: Buy 2: Sell
38	OrderQty	Y	Quantity of base currency you're interested in quoting a buy/sell order on

OrderStatusRequest – H

Tag	Name	Required	Description
11	ClOrdID	Y	Original ClOrdID when creating the order
790	OrdStatusReqID	N	Optionally provided value that will be echoed in the response

OrderCancelRequest – F

Tag	Name	Required	Description
11	ClOrdID	Y	Unique ID of the cancel request
41	OrigClOrdID	Y	Original ClOrdID provided when creating the order

OrderCancelReplaceRequest - G

Tag	Name	Required	Description
11	ClOrdID	Y	Client Order ID of this request
41	OrigClOrdID	Y	Client Order ID of the original order
38	OrderQty	N
44	Price	N
152	CashOrderQty	N
20000	StopAmount	N
20001	StopPercent	N

OrderMassCancelRequest - q

Tag	Name	Required	Description
11	ClOrdID	N	Optional client order id, echoed back in the OrderMassCancelReport
530	MassCancelRequestType	Y	7 - Cancel All Orders (this will attempt to cancel all open orders for the account)

OrderMassCancelReport - r

Tag	Name	Description
37	OrderID	OrderID of this report
11	ClOrdID	ClOrdID provided in the OrderMassCancelRequest, if provided
530	MassCancelRequestType	7 - Cancel All Orders
531	MassCancelResponse	0 - Request Rejected 7 - Cancel All Orders
532	MassCancelRejectReason	99 - Other (if 531 = 0)
533	TotalAffectedOrders	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)
58	Text	Optional text to describe the error (if 531 = 0)

ExecutionReport – 8

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

OrderCancelReject – 9

Tag	Name	Description
37	OrderID	SFOX Order ID, unless the order is unknown (CxlRejReason = Unknown Order)
11	ClOrdID	Client provided order ID of the cancel request
41	OrigClOrdID	Client provided order ID of the original order (echoed back from the request)
39	OrdStatus	Existing status of the order that could not be canceled
102	CxlRejReason	0: Too Late To Cancel 1: Unknown Order 99: Other (already canceled)
434	CxlRejResponseTo	1: Order Cancel Request 2: Order Cancel Replace Request

Security List Request - x

Tag	Name	Required	Description
320	SecurityReqID	Y
559	SecurityListRequestType	Y	Must be 4 - All Securities

Security List - y

Tag	Name	Description
320	SecurityReqID	SecurityReqID from the SecurityListRequest
322	SecurityResponseID	Unique identifier of the response
560	SecurityRequestResult	This will always be 0 - Valid Request
146	NoRelatedSym
-> 55	Symbol	Underlying asset symbol in lowercase basequote format i.e. btcusd