Trading

Place orders and receive execution reports via FIX 4.4 protocol

The Trading session enables order placement and execution management via the FIX 4.4 protocol. Use this session to submit orders and receive real-time execution reports for your trading activity.

For FIX connection settings (host, port, SenderCompID, TargetCompID, credentials), contact your broker.

This page covers the Trading session only. For real-time order book streaming, use the Market Data session.

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BbpFIX44.xml

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FIX 4.4 Data Dictionary

Supported message types

The following values can be assigned to the <35> MsgType field:

• A — Logon (Client → B2PRIME)

• 0 — Heartbeat (Client ↔ B2PRIME)

• 1 — Test Request (Client ↔ B2PRIME)

• 3 — Reject (Client ← B2PRIME)

• 4 — Sequence Reset (Client ↔ B2PRIME)

• 5 — Logout (Client ↔ B2PRIME)

• D — New Order Single (Client → B2PRIME)

• 8 — Execution Report (Client ← B2PRIME)

• j — Business Reject (Client ← B2PRIME)

Getting started

Connection

To connect to the Trading session, use the following parameters provided by B2PRIME:

• Host and port: The Trading endpoint (provided separately from the Market Data endpoint)

• SenderCompID: Your client identifier for the Trading session

• TargetCompID: The server identifier for the Trading session

• Protocol: FIX 4.4

The Trading connection requires SSL with a self-signed certificate.

Message structure

Standard Header

All FIX messages must begin with a Standard Header containing the following fields:

8 BeginString String

Identifies the FIX version (FIX.4.4). Always the first field in a message.

9 BodyLength int

The automatically computed message length, in bytes. Always the second field.

35 MsgType String

The message type. See Supported message types for possible values. Always the third field.

34 MsgSeqNum int

The message sequence number, incremented by 1 for each consecutive message.

49 SenderCompID String

The identifier of the message sender. Provided by B2PRIME.

52 SendingTime Timestamp

The date and time when the message was sent, in UTC: YYYYMMDD-HH:MM:SS.sss.

56 TargetCompID String

The identifier of the message recipient. Provided by B2PRIME.

---

Standard Trailer

All FIX messages must end with a Standard Trailer:

10 CheckSum int

A three-digit checksum. Always the last field in a message.

Logon (A)

This message is sent by the client to initiate a FIX session. It must be the first message in each connection.

1 Account String

The account identifier. Required. Provided by B2PRIME.

98 EncryptMethod int

The encryption method. Required. Must be 0 (no encryption).

108 HeartBtInt int

The heartbeat interval, in seconds. Required. Indicates how often the server sends Heartbeat messages as part of a connection health check.

141 ResetSeqNumFlag Boolean

Indicates whether both parties should reset the currently used sequence numbers. Optional.

553 Username String

The client username. Required. Provided by B2PRIME.

554 Password String

The client password. Required. Provided by B2PRIME.

Request (Client → B2PRIME)

8=FIX.4.4^9=117^35=A^1=68a4446ac84827ff5cd35c74^34=1^52=20231218-07:59:06.000^49=sender_b2prime^56=target_b2prime^554=password^553=username^98=0^108=30^10=117^

Response (B2PRIME → Client)

8=FIX.4.4^9=93^35=A^1=68a4446ac84827ff5cd35c74^34=225^49=target_b2prime^52=20231218-07:59:06.655^56=sender_b2prime^98=0^108=30^10=054^

Session maintenance

Heartbeat (0)

This message is sent back and forth between the server and the client to check the connection status and in response to Test Request messages.

112 TestReqID String

The identifier of a Test Request in response to which this Heartbeat is sent. Conditional — required when sent in response to a Test Request.

Example

8=FIX.4.4^9=79^35=0^34=2^52=20231218-07:59:36.000^49=sender_b2prime^56=target_b2prime^10=156^

Test Request (1)

This message is sent back and forth between the server and the client as a means of connectivity check. If a Heartbeat is not received within the expected interval, a Test Request is sent; the recipient must respond with a Heartbeat containing the same <112> TestReqID.

112 TestReqID String

The identifier of a Test Request. Required.

Example

8=FIX.4.4^9=87^35=1^34=137^52=20231218-10:12:38.000^49=sender_b2prime^56=target_b2prime^112=2^10=250^

Sequence Reset (4)

This message indicates the sequence number of the next message from the sender, immediately following the Sequence Reset. This may be necessary to recover from a disconnect when some messages were lost or their resending is not desirable.

123 GapFillFlag Boolean

Indicates that this message replaces missing messages that won't be resent. Optional.

Possible values:

• Y — Gap fill: <34> MsgSeqNum is valid and indicates the beginning of the gap fill range

• N — Sequence reset: <34> MsgSeqNum is ignored. Should only be used in disaster recovery situations

36 NewSeqNo int

The new sequence number. Required.

Example

8=FIX.4.4^9=90^35=4^34=6^49=target_b2prime^52=20231219-21:11:38.578^56=sender_b2prime^123=Y^36=8^10=176^

Logout (5)

This message is sent by the client or server to terminate a session. When terminated, the possible reason is specified in the <58> Text field.

58 Text String

The detailed information about the reason for logging out. Optional.

Request (Client → B2PRIME)

8=FIX.4.4^9=105^35=5^34=5^52=20231218-13:40:48.000^49=sender_b2prime^56=target_b2prime^58=Session terminated by client^10=183^

Response (B2PRIME → Client)

8=FIX.4.4^9=81^35=5^34=748^49=target_b2prime^52=20231218-13:40:49.016^56=sender_b2prime^10=009^

Reject (3)

This message is sent by the server upon receiving a malformed message from the client. The rejection reason is specified in the <373> SessionRejectReason field.

This message is unrelated to application-level rejections (Execution Report with rejected status and Business Reject).

45 RefSeqNum int

The sequence number of the rejected message (<34> MsgSeqNum). Required.

371 RefTagID int

The tag number of the field that caused message rejection. Optional.

372 RefMsgType String

The type of the rejected message (<35> MsgType). Optional.

373 SessionRejectReason int

The reason why the message is rejected. Optional.

Possible values:

• 0 — Invalid tag number

• 1 — Required tag missing

• 2 — Tag not defined for this message type

• 3 — Undefined tag

• 4 — Tag has no value assigned

• 5 — Value is incorrect (out of range) for this tag

• 6 — Incorrect value data format

• 7 — Decryption issue

• 8 — Signature problem

• 9 — CompID issue

• 10 — SendingTime accuracy issue

• 11 — Invalid MsgType

• 12 — XML validation error

• 13 — Same tag appears more than once

• 14 — Tag specified not in required order

• 15 — Wrong order of repeating group fields

• 16 — Incorrect NumInGroup count for repeating group

• 17 — Non-"Data" value includes field delimiter (SOH character)

• 99 — Other

58 Text String

The detailed information about the rejection reason. Optional.

Example (B2PRIME → Client)

8=FIX.4.4^9=128^35=3^34=193^52=20231219-22:41:16.000^49=target_b2prime^56=sender_b2prime^45=18^371=11^372=D^373=1^58=Required tag missing: ClOrdID^10=126^

---

New Order Single (D)

This message is sent by the client to place a new order. The server responds with an Execution Report confirming the order status.

For details on supported order types, see Order types. For details on time-in-force options, see Time in force.

11 ClOrdID String

The unique client-assigned order identifier. Required.

1 Account String

The account identifier. Required. Provided by B2PRIME.

55 Symbol String

The market identifier. Required. Format: {marketType}.{baseAssetId}_{quoteAssetId}, for example: spot.btc_usdt.

54 Side char

The order side. Required.

Possible values:

• 1 — Buy

• 2 — Sell

38 OrderQty Qty

The order quantity. Required. Must be greater than zero. The decimal precision must not exceed the market's amount scale, and the value must be at least the market's minimum amount.

40 OrdType char

The order type. Required.

Possible values:

• 1 — Market

• 2 — Limit

59 TimeInForce char

The order's time-in-force policy. Required.

Possible values:

• 0 — Day

• 1 — Good Till Cancel (GTC)

• 3 — Immediate or Cancel (IOC)

• 4 — Fill or Kill (FOK)

• 6 — Good Till Date (GTD)

44 Price Price

The order price. Conditional — required when <40> OrdType is 2 (Limit), must not be present when <40> OrdType is 1 (Market). Must be greater than zero. The decimal precision must not exceed the market's price scale.

126 ExpireTime UTCTimestamp

The order expiration time. Conditional — required when <59> TimeInForce is 6 (GTD), must not be present otherwise.

60 TransactTime UTCTimestamp

The time of order creation. Required.

Limit order example (Client → B2PRIME)

8=FIX.4.4^9=168^35=D^34=3^52=20231220-09:15:30.000^49=sender_b2prime^56=target_b2prime^1=68a4446ac84827ff5cd35c74^11=order001^55=spot.btc_usdt^54=1^38=0.5^40=2^44=42500.00^59=1^60=20231220-09:15:30.000^10=123^

Market order example (Client → B2PRIME)

8=FIX.4.4^9=155^35=D^34=4^52=20231220-09:16:00.000^49=sender_b2prime^56=target_b2prime^1=68a4446ac84827ff5cd35c74^11=order002^55=spot.btc_usdt^54=2^38=0.1^40=1^59=3^60=20231220-09:16:00.000^10=045^

Execution Report (8)

This message is sent by the server to confirm order status changes, including acknowledgment of new orders, fills, partial fills, cancellations, and rejections.

For details on order statuses, see Order statuses.

37 OrderID String

The server-assigned unique order identifier. Required.

11 ClOrdID String

The client-assigned order identifier from the original New Order Single. Required.

17 ExecID String

The unique execution identifier. Present for trade executions.

150 ExecType char

The type of execution being reported. Required.

Possible values:

• 0 — New: order has been accepted

• 4 — Canceled: order has been canceled by the server (e.g., IOC order partially filled, GTD order expired, or market settings changed)

• 8 — Rejected: order has been rejected

• F — Trade: order has been partially or fully filled

39 OrdStatus char

The current order status. Required.

Possible values:

• 0 — New

• 1 — Partially filled

• 2 — Filled

• 4 — Canceled

• 8 — Rejected

1 Account String

The account identifier. Required.

55 Symbol String

The market identifier. Format: {marketType}.{baseAssetId}_{quoteAssetId}.

54 Side char

The order side. Required.

Possible values:

• 1 — Buy

• 2 — Sell

40 OrdType char

The order type. Required.

Possible values:

• 1 — Market

• 2 — Limit

44 Price Price

The order price. Present for Limit orders.

6 AvgPx Price

The average price of all fills on this order. Required.

14 CumQty Qty

The total filled quantity. Required.

151 LeavesQty Qty

The remaining quantity to be filled. Required. Set to 0 for Canceled or Rejected orders.

31 LastPx Price

The price of the last fill. Present when <150> ExecType is F (Trade).

32 LastQty Qty

The quantity of the last fill. Present when <150> ExecType is F (Trade).

15 Currency String

The quote asset identifier. Optional.

60 TransactTime UTCTimestamp

The transaction time. Required.

64 SettlDate String

The settlement date in YYYYMMDD format. Required.

58 Text String

Additional information, such as the rejection reason. Optional.

New order accepted (B2PRIME → Client)

8=FIX.4.4^9=220^35=8^34=5^52=20231220-09:15:30.100^49=target_b2prime^56=sender_b2prime^37=01HBXK5V3R8NQ7YP^11=order001^150=0^39=0^1=68a4446ac84827ff5cd35c74^55=spot.btc_usdt^54=1^40=2^44=42500.00^6=0^14=0^151=0.5^60=20231220-09:15:30.100^64=20231220^10=087^

Trade execution (B2PRIME → Client)

8=FIX.4.4^9=245^35=8^34=6^52=20231220-09:15:30.200^49=target_b2prime^56=sender_b2prime^37=01HBXK5V3R8NQ7YP^11=order001^17=01HBXK5V3R8NQ7YR^150=F^39=2^1=68a4446ac84827ff5cd35c74^55=spot.btc_usdt^54=1^40=2^44=42500.00^6=42500.00^14=0.5^151=0^31=42500.00^32=0.5^15=usdt^60=20231220-09:15:30.200^64=20231220^10=154^

Order rejected (B2PRIME → Client)

8=FIX.4.4^9=214^35=8^34=7^52=20231220-09:16:00.100^49=target_b2prime^56=sender_b2prime^37=01HBXK5V3R8NQ7YS^11=order002^150=8^39=8^1=68a4446ac84827ff5cd35c74^55=spot.btc_usdt^54=2^40=1^6=0^14=0^151=0^58=Insufficient balance^60=20231220-09:16:00.100^64=20231220^10=201^

Business Reject (j)

This message is sent by the server to reject a message due to a business-level issue not addressed by the standard session-level Reject or Execution Report rejection.

45 RefSeqNum int

The sequence number of the rejected message (<34> MsgSeqNum). Required.

372 RefMsgType String

The type of the rejected message (<35> MsgType). Optional.

380 BusinessRejectReason int

The reason why the request is rejected. Required.

Possible values:

• 0 — Other

• 1 — Unknown ID

• 2 — Unknown Security

• 3 — Unsupported MsgType

• 4 — Application not available

• 5 — Conditionally required field missing

• 6 — Not authorized

• 7 — DeliverTo firm not available at this time

58 Text String

The detailed information about the rejection reason. Optional.

Example (B2PRIME → Client)

8=FIX.4.4^9=100^35=j^34=2^49=target_b2prime^52=20231219-22:30:39.617^56=sender_b2prime^45=133^58=Unsupported Message Type^372=V^380=3^10=006^