FIX Specification

35

MsgType

Y

3 - For Reject

45

RefSeqNum

Y

Sequence number of the rejected message

58

Text

N

Reason for rejection

371

RefTagID

N

The tag number of the FIX field being referenced

372

RefMsgType

N

The MsgType (35) of the FIX message being referenced

373

SessionRejectReason

N

Reject reason codes.
0 - Invalid tag number
1 - Required tag missing
2 - Tag not defined for this message type
3 - Unsupported Message Type
4 - Tag specified without a value
5 - Value is incorrect (out of range) for this tag
6 - Incorrect data format for value
9 - CompID problem
10 - SendingTime accuracy problem
11 - Invalid MsgType

35

MsgType

Y

4 - For Sequence Reset

36

NewSeqNo

Y

New sequence number

123

GapFillFlag

N

N - Sequence reset to recover from an out-of-sequence condition, MsgSeqNum(34) is ignored
Y - Gap fill message, MsgSeqNum(34) field must be valid

35

MsgType

Y

D - For New Order - Single

1

Account

Y

Account number

11

ClOrdID

Y

Unique identifier of the order assigned by the client (must be no longer than 48 characters)

12

Commission

N

Commission to collect from the account holder

13

CommType

N

1 - per share
2 - percentage, 5% should be represented as .05
3 - absolute

18

ExecInst

N

1 - Not held
5 - Held

21

HandlInst

Y

1 - Automated execution with no broker intervention, only accepted value

38

OrderQty

N

Number of shares to trade, required if CashOrderQty (152) is not set

40

OrdType

Y

1 - Market
2 - Limit
3 - Stop
4 - Stop limit
5 - Market on close
B - Limit on close

44

Price

N

Required for Limit 40=2 and Stop Limit 40=4 orders

54

Side

Y

1 - Buy
2 - Sell

55

Symbol

Y

Ticker symbol

59

TimeInForce

Y

0 - Day (day)
1 - Good Till Cancel (gtc)
2 - At the Opening (opg)
3 - Immediate or Cancel (ioc)
4 - Fill or Kill (fok)
7 - At the Close (cls)

60

TransactTime

Y

UTC timestamp of order creation by client

77

OpenClose

N

Indicates whether the resulting position from the trade would be an opening or closing position.
O - Open
C - Close

99

StopPx

N

Required for Stop 40=3 and Stop Limit 40=4 orders

109

ClientID

N

Sub-account tag for omnibus accounts

152

CashOrderQty

N

Notional value to trade, required if OrderQty (38) is not set

336

TradingSessionID

N

8 - Extended Hours
Required for extended hours orders only

167

SecurityType

N

CS - Common Stock (default when absent)
OPT - Option
Required to be OPT to submit a single-leg option order

200

MaturityMonthYear

N

Expiration month and year in YYYYMM format.
Required when 167=OPT

201

PutOrCall

N

0 - Put
1 - Call
Required when 167=OPT

202

StrikePrice

N

Strike price of the option contract (up to 3 decimal places).
Required when 167=OPT

205

MaturityDay

N

Expiration day of month (1-31).
Required when 167=OPT

35

MsgType

Y

8 - For Execution Report

1

Account

Y

Account number

6

AvgPx

Y

Average price of all fills on this order

11

ClOrdID

Y

Unique identifier of the order as assigned by the client

12

Commission

N

Monetary commission value charged on a fill/partial fill

14

CumQty

Y

Filled quantity on the order

15

Currency

N

Account base currency, default USD

17

ExecID

Y

Unique identifier of the execution assigned by Alpaca

19

ExecRefID

N

ExecID (17) of the original execution being canceled or corrected when 20=1 or 20=2

20

ExecTransType

Y

Transaction type.
0 - New
1 - Cancel
2 - Correct
3 - Status, for Restated (D) message upon stop trigger

30

LastMkt

N

Market of execution for this fill

31

LastPx

N

Price of this fill

32

LastShares

N

Quantity traded on this fill

37

OrderID

Y

Unique identifier of the order assigned by Alpaca

38

OrderQty

N

Either CashOrderQty (152) or OrderQty (38) is provided

39

OrdStatus

Y

Identifies current status of order.
0 - New
1 - Partially filled
2 - Filled
3 - Done for day
4 - Canceled
5 - Replaced
6 - Pending Cancel
8 - Rejected
A - Pending New
C - Expired
E - Pending Replace

40

OrdType

N

Same as specified on the order.
1 - Market
2 - Limit
3 - Stop
4 - Stop limit
5 - Market on close
B - Limit on close

41

OrigClOrdID

N

ClOrdID (11) of the original order in cancel and cancel/replace requests

44

Price

N

Sent when specified on the order

54

Side

Y

1 - Buy
2 - Sell

55

Symbol

Y

Ticker symbol

58

Text

N

Contains reject reason when 150=8

59

TimeInForce

N

Same as specified on the order.
0 - Day (day)
1 - Good Till Cancel (gtc)
2 - At the Opening (opg)
3 - Immediate or Cancel (ioc)
4 - Fill or Kill (fok)
7 - At the Close (cls)

60

TransactTime

N

Server time in UTC when execution occurred, nanoseconds precision

99

StopPx

N

Sent when specified on the order

150

ExecType

Y

Describes the type of execution report.
0 - New
1 - Partial fill
2 - Fill
3 - Done for day
4 - Canceled
5 - Replaced
6 - Pending Cancel, ack for Order Cancel Request (F)
8 - Rejected
A - Pending New
C - Expired
D - Restated, for stop price triggers
E - Pending Replace, ack for Order Cancel/Replace Request (G)

151

LeavesQty

Y

Unfilled quantity on the order. When order is closed (filled, done for day, canceled, replaced, rejected, expired) value could be 0

152

CashOrderQty

N

Either CashOrderQty (152) or OrderQty (38) is provided. Specifies the notional amount conveyed on the order

378

ExecRestatementReason

N

Populated when ExecType (150) = Restated (D).
100 - Stop triggered, for stop and stop limit orders

77

OpenClose

N

Position effect of the execution.
O - Open
C - Close
Always populated on leg execution reports for multileg orders

167

SecurityType

N

CS - Common Stock
OPT - Option
MLEG - Multileg Instrument (parent execution reports of multileg orders)

200

MaturityMonthYear

N

Populated for option executions (167=OPT)

201

PutOrCall

N

Populated for option executions (167=OPT).
0 - Put
1 - Call

202

StrikePrice

N

Populated for option executions (167=OPT)

205

MaturityDay

N

Populated for option executions (167=OPT)

442

MultiLegReportingType

N

Set only on executions emitted from multileg parent orders.
2 - Individual leg of a multi-leg security (one execution report per leg)
3 - Multi-leg security (parent-level execution report)

654

LegRefID

N

Identifier of the leg this execution report corresponds to.
Populated on leg execution reports (442=2); matches the LegRefID supplied on the parent order

555

NoLegs

N

Number of legs in the NoLegs repeating group.
Populated on parent execution reports (442=3). See New Order - Multileg (AB) for repeating group fields

35

MsgType

Y

9 - For Order Cancel Reject

1

Account

Y

Account number

11

ClOrdID

Y

Unique identifier of cancel or cancel/replace request as assigned by the client

37

OrderID

Y

Unique identifier of the order as assigned by Alpaca for which the cancel or cancel/replace request was rejected

39

OrdStatus

Y

Order status after this cancel reject is applied

41

OrigClOrdID

Y

ClOrdID (11) of the order for which the cancel or cancel/replace request was rejected

58

Text

N

Reject reason

60

TransactTime

N

Server time in UTC when cancel or replace reject occurred

102

CxlRejReason

N

Code to identify reason for cancel rejection.
0 - Too late to cancel
1 - Unknown order
2 - Broker Option
3 - Order already in Pending Cancel or Pending Replace status

434

CxlRejResponseTo

Y

1 - Response to Order Cancel Request (F)
2 - Response to Order Cancel/Replace Request (G)

35

MsgType

Y

AB - For New Order Multileg

1

Account

Y

Account number

11

ClOrdID

Y

Unique identifier of the parent order assigned by the client (must be no longer than 64 characters)

18

ExecInst

N

1 - Not held
5 - Held

21

HandlInst

Y

1 - Automated execution with no broker intervention, only accepted value

38

OrderQty

Y

Number of spread units to trade. Per-leg quantity is OrderQty * LegRatioQty (623)

40

OrdType

Y

1 - Market
2 - Limit
3 - Stop
4 - Stop limit
5 - Market on close
B - Limit on close

44

Price

N

Net debit/credit price per spread unit. Required for Limit (40=2) and Stop Limit (40=4) orders

55

Symbol

Y

Underlying root symbol common to all legs (e.g. AAPL)

59

TimeInForce

Y

0 - Day (day)
1 - Good Till Cancel (gtc)
2 - At the Opening (opg)
3 - Immediate or Cancel (ioc)
4 - Fill or Kill (fok)
7 - At the Close (cls)

60

TransactTime

Y

UTC timestamp of order creation by client

99

StopPx

N

Required for Stop (40=3) and Stop Limit (40=4) orders

152

CashOrderQty

N

Notional value to trade

167

SecurityType

N

MLEG - Multileg Instrument (recommended)

555

NoLegs

Y

Number of legs in the order. Must be at least 2. The repeating group fields below are repeated NoLegs times. Side (54) must NOT be supplied at the parent level for multileg orders

→600

LegSymbol

Y

Per-leg symbol. For option legs, the underlying root (e.g. AAPL); for equity legs, the equity ticker

→608

LegCFICode

Y

OC - Option Call
OP - Option Put
ES - Equity (for strategies like covered calls)

→611

LegMaturityDate

N

Expiration date in YYYYMMDD format.
Required for option legs (LegCFICode = OC or OP)

→612

LegStrikePrice

N

Strike price of the option leg.
Required for option legs (LegCFICode = OC or OP)

→623

LegRatioQty

Y

Ratio of this leg relative to the parent OrderQty. Must be positive. Per-leg quantity = OrderQty * LegRatioQty

→624

LegSide

Y

1 - Buy
2 - Sell

→654

LegRefID

Y

Client-assigned per-leg identifier, unique within the order (max 32 characters). Echoed back on every leg execution report

→564

LegPositionEffect

N

O - Open
C - Close
Combined with LegSide to derive the per-leg position intent. When omitted, intent is inferred from LegSide (Buy → open, Sell → close)

35

MsgType

Y

AC - For Multileg Order Cancel/Replace Request

1

Account

Y

Account number

11

ClOrdID

Y

Unique identifier of the replacement order assigned by the client (must be no longer than 64 characters)

21

HandlInst

Y

1 - Automated execution with no broker intervention, only accepted value

38

OrderQty

N

Modified spread quantity for the order

40

OrdType

Y

As specified on the original order

41

OrigClOrdID

Y

ClOrdID (11) of the parent order being modified

44

Price

N

Modified net price per spread unit

55

Symbol

Y

Underlying root symbol (as on the original order)

59

TimeInForce

N

Modified time in force for the order

60

TransactTime

Y

UTC timestamp when cancel/replace request was initiated

99

StopPx

N

Modified stop price for the order

167

SecurityType

N

MLEG - Multileg Instrument (recommended)

555

NoLegs

Y

Re-supply the full leg list (≥ 2 legs). Side (54) must NOT be supplied at the parent level. See New Order - Multileg (AB) for the repeating group fields (600, 608, 611, 612, 623, 624, 654, 564)

0.1.0

08/05/2024

Document Creation

0.1.1

24/05/2024

Changed FIX version to FIX.4.2
Removed ApplVerID (1128) from Message Header
Added ClOrdID (11) and OrigClOrdID (41) as required in Order Cancel Request (F) and Order Cancel/Replace Request (G)
Removed OrderID (37) from Order Cancel Request (F) and Order Cancel/Replace Request (G)
Added OrderQty (38) to Order Cancel/Replace Request (G)
Updated FIX examples

0.1.2

12/06/2024

Removed Account (1) and RawData (96) from Logon (A) message
Added RefTagID (371), RefMsgType (372) and SessionRejectReason (373) to Reject (3) message
Added HandlInst (21), TransactTime (60) and OpenClose (77) to New Order - Single (D)
Added 1 (per share) as an accepted value for CommType (13) in New Order - Single (D)
Updated AvgPx (6) to mandatory in Execution Report (8)
Added Commission (12), ExecRefID (19), ExecTransType (20), LastMkt (30), OrderQty (38) and CashOrderQty (152) to Execution Report (8)
Removed OrdRejReason (103) from Execution Report (8)
Updated possible values for ExecType (150) in Execution Report (8)

1.0.0

13/06/2024

Added Side (54), Symbol (55) and TransactTime (60) to Order Cancel Request (F)
Added OrderID (37) to Order Cancel Reject (9)
Added HandlInst (21), OrdType (40), Side (54), Symbol (55) and TransactTime (60) to Order Cancel/Replace Request (G)

1.0.1

04/09/2024

Added Market on close (5) and Limit on close (B) as values for OrdType (40) on New Order - Single (D)
Added At the Close (7) as a value for TimeInForce (59) on New Order - Single (D)

1.0.2

08/10/2024

Added Restated (D) as value for ExecType (150) on Execution Report (8)
Added ExecRestatementReason (378) to Execution Report (8)
Added Status (3) as value for ExecTransType (20) on Execution Report (8)
Added TransactTime (60) to Order Cancel Reject (9)

1.0.3

14/01/2025

Added Good Till Crossing (5) as a value for TimeInForce (59) on New Order - Single (D)
Added ClientID (109) to New Order - Single (D)

1.0.4

03/04/2025

Removed Good Till Crossing (5) as a valid value for TimeInForce (59) on New Order - Single (D)
Added TradingSessionID (336) to New Order - Single (D)

1.1.0

11/05/2026

Added Options L3 support:
Added SecurityType (167), MaturityMonthYear (200), PutOrCall (201), StrikePrice (202) and MaturityDay (205) to New Order - Single (D) for single-leg option orders
Added SecurityType (167), MaturityMonthYear (200), PutOrCall (201), StrikePrice (202), MaturityDay (205), OpenClose (77), MultiLegReportingType (442), LegRefID (654) and NoLegs (555) to Execution Report (8)
Added SecurityType (167) to Order Cancel Request (F) to support cancellation of multileg and option orders
Added New Order - Multileg (AB) message with the NoLegs (555) repeating group (LegSymbol 600, LegCFICode 608, LegMaturityDate 611, LegStrikePrice 612, LegRatioQty 623, LegSide 624, LegRefID 654, LegPositionEffect 564)
Added Multileg Order Cancel/Replace Request (AC) message