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FIX API

Note: This API can only be used with the SPOT Exchange.

General Information

Supported endpoint to connect to FIX:

tcp+ssl://fix-oe.testnet.binance.vision:9000

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|

QuickFix schema file can be found here.

API Key Permissions

To use FIX API, your API key has to be configured with the FIX_API permission.

Only Ed25519 keys are supported for FIX API.

You can setup and configure your API key permissions on Spot Test Network.

On message processing order

The MessageHandling (25035) field required in the initial Logon<A> message controls whether the messages may get reordered.

  • UNORDERED(1) should offer better performance, but there is a risk that messages may be processed in a different order.
  • SEQUENTIAL(2) guarantees that messages are processed according to their MsgSeqNum(34).

Response Mode

FIX API allows multiple concurrent sessions for a single account (see Connection Limits). By default, all 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; the connection receives all ExecutionReport<8> and ListStatus<N> messages, even those initiated from other sources.
  • ONLY_ACKS(2): Receives only ACKs for operations initiated by this connection. This mode reduces bandwidth and may offer a different performance profile.

Note: ExecutionReport<8> push messages may be sent out of order in relation to responses.

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:

Field Value
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

Order Rate Limits

  • 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.
  • When the order count exceeds the limit, your message will be rejected, and information will be transferred back to you in a reject message specific to that endpoint.
  • The order rate limit is counted against each account.

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.

Connection Limits

  • Each Account has a limit on how many TCP connections can be established at the same time.
  • The limit is decreased upon TCP connection going away, in case it is not reduced immediately, please allow up to 2x of the value of HeartBtInt (108).
  • Upon breaching the limit a Reject <3> will be sent containing information about the connection limit breach and the current limit.
  • The limit is 5 concurrent TCP connections per 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.

Type Description
BOOLEAN Enum: Y or N.
CHAR Single character.
INT Signed 64-bit integer.
LENGTH Unsigned 64-bit integer.
NUMINGROUP Unsigned 64-bit integer.
PRICE Fixed-point number. Precision depends on the symbol definition.
QTY Fixed-point number. Precision depends on the symbol definition.
SEQNUM Unsigned 64-bit integer.
STRING Sequence of printable ASCII characters.
UTCTIMESTAMP String 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)
  • ClListID (25014)
  • OrigClListID (25015)
  • CancelClOrdID (25034)

Message Components

Header

Appears at the start of every message.

Tag Name Type Required Description
8 BeginString STRING Y Always FIX.4.4.
Must be the first field the message.
9 BodyLength LENGTH Y Message length in bytes.
Must be the second field in the message.
35 MsgType STRING Y Must 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
49 SenderCompID STRING Y On messages from client this contains an ID of this connection.
Must be unique across all TCP sessions.
Must obey regex: ^[a-zA-Z0-9-_]{1,8}$
56 TargetCompID STRING Y A 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}$
34 MsgSeqNum SEQNUM Y Integer message sequence number.
Values that will cause a gap will be rejected.
52 SendingTime UTCTIMESTAMP Y Time of message transmission (always expressed in UTC).
25000 RecvWindow INT N Number 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.

Trailer

Appears at the end of every message.

Tag Name Type Required Description
10 CheckSum STRING Y Always 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.

Tag Name Type Required Description
112 TestReqID STRING N When 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.

Tag Name Type Required Description
112 TestReqID STRING Y Arbitrary 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.

Tag Name Type Required Description
45 RefSeqNum INT N The MsgSeqNum (34) of the rejected message that caused issuance of this Reject<3>.
371 RefTagID INT N When present, identifies the field that directly caused the issuance of this Reject<3> message.
372 RefMsgType STRING N The MsgType (35) of the rejected message that caused issuance of this Reject<3>.
373 SessionRejectReason INT N A 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
25016 ErrorCode INT N API error code (see Error Codes).
58 Text STRING N Human-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

Tag Name Type Required Description
98 EncryptMethod INT Y Required to be 0.
108 HeartBtInt INT Y Required to be within range [5, 60]. Heartbeat interval in seconds.
95 RawDataLength LENGTH Y Length of the RawData (96) field that comes strictly after this field.
96 RawData DATA Y Signature. How to sign Logon<A> request.
141 ResetSeqNumFlag BOOLEAN Y Required to be Y.
553 Username STRING Y API key. Only Ed25519 API keys are supported.
25035 MessageHandling INT Y Possible values:
1 - UNORDERED
2 - SEQUENTIAL
Please refer to On message order processing for more information.
25036 ResponseMode INT N Please refer to Response Mode.

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

Tag Name Type Required Description
98 EncryptMethod INT Y Always 0.
108 HeartBtInt INT Y Mirrors value from the Logon request.
25037 UUID STRING Y UUID 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.

Tag Name Type Required Description
58 Text STRING N

Sample Message

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|

Application Messages

Order Entry Messages

NewOrderSingle <D>

Sent by the client to submit a new order for execution.

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.

Tag Name Type Required Description
11 ClOrdID STRING Y ClOrdID to be assigned to the order.
38 OrderQty QTY N Quantity of the order
40 OrdType CHAR Y See the table to understand supported order types to understand supported order types and the required fields to use them.
Possible values:
1 - MARKET
2 - LIMIT
3 - STOP
4 - STOP_LIMIT
18 ExecInst CHAR N Possible values:
6 - PARTICIPATE_DONT_INITIATE
44 Price PRICE N Price of the order
54 Side CHAR Y Side of the order.
Possible values:
1 - BUY
2 - SELL
55 Symbol STRING Y Symbol to place the order on.
59 TimeInForce CHAR N Possible values:
1 - GOOD_TILL_CANCEL
3 - IMMEDIATE_OR_CANCEL
4 - FILL_OR_KILL
111 MaxFloor QTY N Used for iceberg orders, this specifies the visible quantity of the order on the book.
152 CashOrderQty QTY N Quantity of the order specified in the quote asset units, for reverse market orders.
847 TargetStrategy INT N
7940 StrategyID INT N The value cannot be less than 1000000.
25001 SelfTradePreventionMode CHAR N Possible values:
1 - NONE
2 - EXPIRE_TAKER
3 - EXPIRE_MAKER
4 - EXPIRE_BOTH
1100 TriggerType CHAR N Possible values: 4 - PRICE_MOVEMENT
1101 TriggerAction CHAR N Possible values:
1 - ACTIVATE
1102 TriggerPrice PRICE N Activation price for contingent orders. See table
1107 TriggerPriceType CHAR N Possible values:
2 - LAST_TRADE
1109 TriggerPriceDirection CHAR N Used 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
25009 TriggerTrailingDeltaBips INT N Provide to create trailing orders.
25032 SOR BOOLEAN N Whether 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 name Binance OrderType Side required field values required fields with user values
Marker order MAKER BUY or SELL 40=1|
Limit order LIMIT BUY or SELL 40=2|
Limit maker order LIMIT_MAKER BUY or SELL 40=2|18=6|
Buy stop loss order STOP_LOSS BUY 40=3|1100=4|1101=1|1107=2|1109=U| 1102
Buy trailing stop loss order STOP_LOSS BUY 40=3|1100=4|1101=1|1107=2|1109=U| 1102,1109
Buy stop loss limit order STOP_LOSS_LIMIT BUY 40=4|1100=4|1101=1|1107=2|1109=U| 1102
Buy trailing stop loss limit order STOP_LOSS_LIMIT BUY 40=4|1100=4|1101=1|1107=2|1109=U| 1102,1109
Sell stop loss order STOP_LOSS SELL 40=3|1100=4|1101=1|1107=2|1109=D| 1102
Sell trailing stop loss order STOP_LOSS SELL 40=3|1100=4|1101=1|1107=2|1109=D| 1102,1109
Sell stop loss limit order STOP_LOSS_LIMIT SELL 40=4|1100=4|1101=1|1107=2|1109=D| 1102
Sell trailing stop loss limit order STOP_LOSS_LIMIT SELL 40=4|1100=4|1101=1|1107=2|1109=D| 1102,1109
Buy take profit order TAKE_PROFIT BUY 40=3|1100=4|1101=1|1107=2|1109=D| 1102
Buy trailing take profit order TAKE_PROFIT BUY 40=3|1100=4|1101=1|1107=2|1109=D| 1102,1109
Buy trailing take profit order TAKE_PROFIT BUY 40=3|1100=4|1101=1|1107=2| 1109
Buy stop take profit order TAKE_PROFIT_LIMIT BUY 40=4|1100=4|1101=1|1107=2|1109=D| 1102
Buy trailing take profit limit order TAKE_PROFIT_LIMIT BUY 40=4|1100=4|1101=1|1107=2|1109=D| 1102,1109
Buy trailing take profit limit order TAKE_PROFIT_LIMIT BUY 40=4|1100=4|1101=1|1107=2| 1109
Sell take profit order TAKE_PROFIT SELL 40=3|1100=4|1101=1|1107=2|1109=U| 1102
Sell trailing take profit order TAKE_PROFIT SELL 40=3|1100=4|1101=1|1107=2|1109=U| 1102,1109
Sell trailing take profit order TAKE_PROFIT SELL 40=3|1100=4|1101=1|1107=2| 1109
Sell take profit limit order TAKE_PROFIT_LIMIT SELL 40=4|1100=4|1101=1|1107=2|1109=U| 1102
Sell trailing take profit limit order TAKE_PROFIT_LIMIT SELL 40=4|1100=4|1101=1|1107=2|1109=U| 1102,1109
Sell trailing take profit limit order TAKE_PROFIT_LIMIT SELL 40=4|1100=4|1101=1|1107=2| 1109

Required fields based on Binance OrderType:

Binance OrderType Additional mandatory parameters Additional Information
LIMIT 38, 44, 59
MARKET 38 OR 152 MARKET 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_LOSS 38, 1102 or 25009 This will execute a MARKET order when the conditions are met. (e.g. TriggerPrice (1102) is met or TriggerTrailingDeltaBips (25009) is activated)
STOP_LOSS_LIMIT 38, 44, 59, 1102 or 25009
TAKE_PROFIT 38, 1102 or 25009 This will execute a MARKET order when the conditions are met. (e.g. TriggerPrice (1102) is met or TriggerTrailingDeltaBips (25009) is activated)
TAKE_PROFIT_LIMIT 38, 44, 59, 1102 or 25009
LIMIT_MAKER 38, 44 This 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.

Tag Name Type Required Description
17 ExecID STRING N Omitted on rejected orders.
11 ClOrdID STRING N ClOrdID of the list as assigned on the request.
41 OrigClOrdID STRING N Original ClOrdID of the order.
37 OrderID INT N Assigned by exchange.
38 OrderQty QTY N Quantity of the order.
40 OrdType CHAR Y Possible values:
1 - MARKET
2 - LIMIT
3 - STOP_LOSS
4 - STOP_LIMIT
54 Side CHAR Y Possible values:
1 - BUY
2 - SELL
55 Symbol STRING Y Symbol of the order.
18 ExecInst CHAR N Possible values:
6 - PARTICIPATE_DONT_INITIATE
44 Price PRICE N Price of the order.
59 TimeInForce CHAR N Possible values:
1 - GOOD_TILL_CANCEL
3 - IMMEDIATE_OR_CANCEL
4 - FILL_OR_KILL
60 TransactTime UTCTIMESTAMP N Timestamp when this event occurred.
25018 OrderCreationTime INT N
111 MaxFloor QTY N Appears on iceberg orders.
66 ListID STRING N Appears on list orders.
152 CashOrderQty QTY N OrderQty specified in the quote asset units.
847 TargetStrategy INT N TargetStrategy (847) from the order placement request.
7940 StrategyID INT N StrategyID (7940) from the order placement request.
25001 SelfTradePreventionMode CHAR N Possible values:
1 - NONE
2 - EXPIRE_TAKER
3 - EXPIRE_MAKER
4 - EXPIRE_BOTH
150 ExecType CHAR Y Note: 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
14 CumQty QTY Y Total number of quote asset traded on this order.
151 LeavesQty QTY N Quantity remaining for further execution.
25017 CumQuoteQty QTY N Total number of base asset traded on this order.
1057 AggressorIndicator BOOLEAN N Appears on trade execution reports.
Indicates whether the order was a taker in the trade.
1003 TradeID STRING N Appears on trade execution reports.
31 LastPx PRICE N The price of the last execution.
32 LastQty QTY Y The quantity of the last execution.
39 OrdStatus CHAR Y Possible 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.
25020 AllocID INT N Allocation ID as assigned by the exchange.
25020 MatchType INT N Possible values:
1 - ONE_PARTY_TRADE_REPORT
4 - AUTO_MATCH
25021 WorkingFloor INT N Appears for orders that potentially have allocations.
25022 TrailingTime INT N Appears only for trailing stop orders.
636 WorkingIndicator BOOLEAN N Set to Y when this order enters order book.
25023 WorkingTime UTCTIMESTAMP N When this order appeared on the order book.
25024 PreventedMatchID INT N Appears only for orders that expired due to STP.
25025 PreventedExecutionPrice PRICE N Appears only for orders that expired due to STP.
25026 PreventedExecutionQty QTY N Appears only for orders that expired due to STP.
25027 TradeGroupID INT N Appears only for orders that expired due to STP.
25028 CounterSymbol STRING N Appears only for orders that expired due to STP.
25029 CounterOrderID INT N Appears only for orders that expired due to STP.
25030 PreventedQty QTY N Appears only for orders that expired due to STP.
25031 LastPreventedQty QTY N Appears only for orders that expired due to STP.
25032 SOR BOOLEAN N Appears for orders that used SOR.
25016 ErrorCode INT N API error code (see Error Codes).
58 Text STRING N Human-readable error message.
136 NoMiscFees NUMINGROUP N Number of repeating groups of miscellaneous fees.
=>137 MiscFeeAmt QTY Y Amount of fees denominated in MiscFeeCurr(138) asset
=>138 MiscFeeCurr STRING Y Currency of miscellaneous fee.
=>139 MiscFeeType INT Y Possible values:
4 - EXCHANGE_FEES
1100 TriggerType CHAR N Possible values:
4 - PRICE_MOVEMENT
1101 TriggerAction CHAR N Possible values:
1 - ACTIVATE
1102 TriggerPrice PRICE N Activation price for contingent orders. See table
1107 TriggerPriceType CHAR N Possible values:
2 - LAST_TRADE
1109 TriggerPriceDirection CHAR N Used 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
25009 TriggerTrailingDeltaBips INT N Appears only for trailing stop orders.

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.
  • To cancel an order list either ListID (66) or OrigClListID (25015) are required.

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

Tag Name Type Required Description
11 ClOrdID STRING Y ClOrdID of this request.
41 OrigClOrdID STRING N ClOrdID (11) of the order to cancel.
37 OrderID INT N OrderID (37) of the order to cancel.
25015 OrigClListID STRING N ClListID (25014) of the order list to cancel.
66 ListID STRING N ListID (66) of the order list to cancel.
55 Symbol STRING Y Symbol on which to cancel order.
25002 CancelRestrictions INT N Restrictions 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.

Tag Name Type Required Description
11 ClOrdID STRING Y ClOrdID (11) of the cancel request.
41 OrigClOrdID STRING N OrigClOrdID (41) from the cancel request.
37 OrderID INT N OrderID (37) from the cancel request.
25015 OrigClListID STRING N OrigClListID (25015) from the cancel request.
66 ListID STRING N ListID (66) from the cancel request.
55 Symbol STRING Y Symbol (55) from the cancel request.
25002 CancelRestrictions INT N CancelRestrictions (25002) from the cancel request.
434 CxlRejResponseTo CHAR Y Type of request that this OrderCancelReject<9> is in response to.
Possible values:
1 - ORDER_CANCEL_REQUEST
25016 ErrorCode INT Y API error code (see Error Codes).
58 Text STRING Y Human-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.

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.

Tag Name Type Required Description
25033 OrderCancelRequestAndNewOrderSingleMode INT Y What action should be taken if cancel fails.
Possible values:
1 - STOP_ON_FAILURE
2 - ALLOW_FAILURE
25038 OrderRateLimitExceededMode INT N What should be done to the cancellation request if the Order Rate Limits are exceeded.
Possible values: 1 - DO_NOTHING
2 - CANCEL_ONLY
37 OrderID INT N OrderID of the order to cancel.
25034 CancelClOrdID STRING N ClOrdID of the cancel.
41 OrigClOrdID STRING N ClOrdID of the order to cancel.
11 ClOrdID STRING Y ClOrdID to be assigned to the new order.
25002 CancelRestrictions INT N Restrictions on the cancel. Possible values:
1 - ONLY_NEW
2 - ONLY_PARTIALLY_FILLED
38 OrderQty QTY N Quantity of the new order
40 OrdType CHAR Y See the table to understand supported order types to understand supported order types and the required fields to use them.
Possible values:
1 - MARKET
2 - LIMIT
3 - STOP
4 - STOP_LIMIT
18 ExecInst CHAR N Possible values:
6 - PARTICIPATE_DONT_INITIATE
44 Price PRICE N Price of the new order
54 Side CHAR Y Side of the order.
Possible values:
1 - BUY
2 - SELL
55 Symbol STRING Y Symbol to cancel and place the order on.
59 TimeInForce CHAR N Possible values:
1 - GOOD_TILL_CANCEL
3 - IMMEDIATE_OR_CANCEL
4 - FILL_OR_KILL
111 MaxFloor QTY N Used for iceberg orders, this specifies the visible quantity of the order on the book.
152 CashOrderQty QTY N Quantity of the order specified in the quote asset units, for reverse market orders.
847 TargetStrategy INT N
7940 StrategyID INT N The value cannot be less than 1000000.
25001 SelfTradePreventionMode CHAR N Possible values:
1 - NONE
2 - EXPIRE_TAKER
3 - EXPIRE_MAKER
4 - EXPIRE_BOTH
1100 TriggerType CHAR N Possible values: 4 - PRICE_MOVEMENT
1101 TriggerAction CHAR N Possible values:
1 - ACTIVATE
1102 TriggerPrice PRICE N Activation price for contingent orders. See table
1107 TriggerPriceType CHAR N Possible values:
2 - LAST_TRADE
1109 TriggerPriceDirection CHAR N Used 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
25009 TriggerTrailingDeltaBips INT N Provide 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.

Tag Name Type Required Description
11 ClOrdID STRING Y ClOrdId of this mass cancel request.
55 Symbol STRING Y Symbol on which to cancel orders.
530 MassCancelRequestType CHAR Y Possible values:
1 - CANCEL_SYMBOL_ORDERS

Sample Message:

8=FIX.4.4|9=94|35=q|34=2|49=dpYPesqv|52=20240613-01:24:36.948|56=SPOT|11=1718241876901971671|55=ABCDEF|530=1|10=110|

Responses:

OrderMassCancelReport <r>

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

Tag Name Type Required Description
55 Symbol STRING Y Symbol (55) from the cancel request.
11 ClOrdID STRING Y ClOrdID (11) of the cancel request.
530 MassCancelRequestType CHAR Y MassCancelRequestType (530) from the cancel request.
531 MassCancelResponse CHAR Y Possible values:
0 - CANCEL_REQUEST_REJECTED
1 - CANCEL_SYMBOL_ORDERS
532 MassCancelRejectReason INT N Possible values:
99 - OTHER
533 TotalAffectedOrders INT N How many orders were canceled.
25016 ErrorCode INT N API error code (see Error Codes).
58 Text STRING N Human-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.

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

Tag Name Type Required Description
25014 ClListID STRING Y ClListID to be assigned to the order list.
1385 ContingencyType INT N Possible values:
1 - ONE_CANCELS_THE_OTHER
2 - ONE_TRIGGERS_THE_OTHER
73 NoOrders NUMINGROUP N How many NoOrders groups are populated. Only 2 or 3 are allowed.
=>11 ClOrdID STRING Y ClOrdID to be assigned to the order
=>38 OrderQty QTY N Quantity of the order
=>40 OrdType CHAR Y See the table to understand supported order types to understand supported order types and the required fields to use them.
Possible values:
1 - MARKET
2 - LIMIT
3 - STOP
4 - STOP_LIMIT
=>18 ExecInst CHAR N Possible values:
6 - PARTICIPATE_DONT_INITIATE
=>44 Price PRICE N Price of the order
=>54 Side CHAR Y Side of the order. Possible values:
1 - BUY
2 - SELL
=>55 Symbol STRING Y Symbol to place the order on.
=>59 TimeInForce CHAR N Possible values:
1 - GOOD_TILL_CANCEL
3 - IMMEDIATE_OR_CANCEL
4 - FILL_OR_KILL
=>111 MaxFloor QTY N Used for iceberg orders, this specifies the visible quantity of the order on the book.
=>152 CashOrderQty QTY N Quantity of the order specified in the quote asset units, for reverse market orders.
=>847 TargetStrategy INT N
=>7940 StrategyID INT N The value cannot be less than 1000000.
=>25001 SelfTradePreventionMode CHAR N Possible values:
1 - NONE
2 - EXPIRE_TAKER
3 - EXPIRE_MAKER
4 - EXPIRE_BOTH
=>1100 TriggerType CHAR N Possible values:
4 - PRICE_MOVEMENT
=>1101 TriggerAction CHAR N Possible values:
1 - ACTIVATE
=>1102 TriggerPrice PRICE N Activation price for contingent orders. See table
=>1107 TriggerPriceType CHAR N Possible values:
2 - LAST_TRADE
=>1109 TriggerPriceDirection CHAR N Used 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
=>25009 TriggerTrailingDeltaBips INT N Provide to create trailing orders.
=>25010 NoListTriggeringInstructions NUMINGROUP N How many NoListTriggeringInstructions groups are populated.
==>25011 ListTriggerType CHAR N What 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
==>25012 ListTriggerTriggerIndex INT N Index of the trigger order: 0-indexed.
==>25013 ListTriggerAction CHAR N Action 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 name Contingency Type (1385) Order names Order sides Allowed Binance order types List Triggering Instructions
OCO 1 1. 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|
OCO 1 1. 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|
OTO 1 1. 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|
OTOCO 2 1. 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=2|25012=0|25013=2|25011=2|25012=2|25013=2|

3. pending above order:
25010=2|25011=2|25012=0|25013=2|25011=1|25012=1|25013=2|
OTOCO 2 1. 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=2|25012=0|25013=2|25011=1|25012=2|25013=2|

3. pending above order:
25010=2|25011=2|25012=0|25013=2|25011=2|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.

Tag Name Type Required Description
55 Symbol STRING Y Symbol of the order list.
66 ListID STRING N ListID of the list as assigned by the exchange.
25014 ClListID STRING N ClListID of the list as assigned on the request.
25015 OrigClListID STRING N
1385 ContingencyType INT N Possible values:
1 - ONE_CANCELS_THE_OTHER
2 - ONE_TRIGGERS_THE_OTHER
429 ListStatusType INT Y Possible values:
2 - RESPONSE
4 - EXEC_STARTED
5 - ALL_DONE
431 ListOrderStatus INT Y Possible values:
3 - EXECUTING
6 - ALL_DONE
7 - REJECT
1386 ListRejectReason INT N Possible values:
99 - OTHER
103 OrdRejReason INT N Possible values:
99 - OTHER
60 TransactTime UTCTIMESTAMP N Timestamp when this event occurred.
25016 ErrorCode INT N API error code (see Error Codes).
58 Text STRING N Human-readable error message.
73 NoOrders NUMINGROUP N How many NoOrders groups are populated.
=>55 Symbol STRING Y Symbol of the order.
=>37 OrderID INT Y OrderID of the order as assigned by the exchange.
=>11 ClOrdID STRING Y ClOrdID of the order as assigned on the request.
=>25010 NoListTriggeringInstructions NUMINGROUP N How many NoListTriggeringInstructions groups are populated.
==>25011 ListTriggerType CHAR N Possible values:
1 - ACTIVATED
2 - PARTIALLY_FILLED
3 - FILLED
==>25012 ListTriggerTriggerIndex INT N
==>25013 ListTriggerAction CHAR N Possible values:
1 - RELEASE
2 - CANCEL

Sample Message:

8=FIX.4.4|9=290|35=N|34=2|49=SPOT|52=20240607-02:19:07.837191|56=Eg13pOvN|55=ABCDEF|60=20240607-02:19:07.836000|66=25|73=2|55=LTCBNB|37=52|11=w1717726747805308656|55=ABCDEF|37=53|11=p1717726747805308656|25010=1|25011=3|25012=0|25013=1|429=4|431=3|1385=2|25014=1717726747805308656|25015=1717726747805308656|10=019|

Limit Messages

LimitQuery <XLQ>

Sent by the client to query current limits.

Tag Name Type Required Description
6136 ReqID STRING Y ID 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>.

Tag Name Type Required Description
6136 ReqID STRING Y ReqID from the request.
25003 NoLimitIndicators NUMINGROUP Y How many LimitIndicator groups are populated.
=>25004 LimitType CHAR Y Possible values:
1 - ORDER_LIMIT
2 - MESSAGE_LIMIT
=>25005 LimitCount INT Y The current use of this limit.
=>25006 LimitMax INT Y The maximum allowed for this limit.
=>25007 LimitResetInterval INT N How often the limit resets.
=>25008 LimitResetIntervalResolution CHAR N Time 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|