POSITION REPORT (35=AP)
On request FIX client will receive the following is response to Get
Open Positions request.
Tag
Field Name
Required
Comment
Standard Header
1
AccountID
Y
710
PosReqID
Y
...
REQUEST FOR POSITIONS (35=AN)
Tag
Field Name
Required
Comment
Standard Header
1
AccountID
Y
710
PosReqID
Y
724
PosReqType
Y
=POSITIONS
Standard Trailer
-------...
HISTORY MESSAGE (35=HRR)
On request FIX client will receive the following is response to Get
History request.
Tag
Field Name
Required
Comment
Standard Header
1
AccountID
Y
20040
Ticket
Y
2...
GET HISTORY MESSAGE (35=HRQ)
Sent by the client to submit new SLTP order binded to order with
specified OrderID
Tag
Field Name
Required
Comment
Standard Header
1
AccountID
Y
20030
HistoryReqID
Y
...
ACCOUNT SUMMARY MESSAGE (35=ACS)
On request FIX client will receive the following is response to
Account Summary request.
Tag
Field Name
Required
Comment
Standard Header
1
AccountID
Y
20010
TotalCommi...
ACCOUNT SUMMARY REQUESTS (35=RACS)
Sent by the client to get the account summary for specific Account ID.
Tag
Field Name
Required
Comment
Standard Header
1
AccountID
Y
Standard Trailer
--...
ORDER MASS STATUS REQUEST (35=AF)
On request FIX client will receive execution reports (35=8) with
ExecType (150) = “I”.
Tag
Field Name
Required
Comment
Standard Header
1
AccountID
Y
584
MassStatusReq...
CANCEL SLTP ORDER (35=VCS)
Sent by the client to cancel an SLTP order.
Tag
Field Name
Required
Comment
Standard Header
1
AccountID
Y
11
ClOrdID
Y
Client Order ID
37
OrderID
Y
Orde...
UPDATE MANAGED SLTP ORDER (35=VUS)
Sent by the client to modify an SLTP order.
Tag
Field Name
Required
Comment
Standard Header
1
AccountID
Y
11
ClOrdID
Y
Client Order ID
37
OrderID
Y...
NEW MANAGED SLTP ORDER (35=VNS)
Sent by the client to submit new SLTP order binded to order with a
specified OrderID.
Tag
Field Name
Required
Comment
Standard Header
1
AccountID
Y
11
ClOrdID
Y
...
CLOSE ORDER (35=VXCLORD)
Sent by the client to close opened by specified order position.
Tag
Field Name
Required
Comment
Standard Header
1
AccountID
Y
37
OrderID
Y
38
OrderQty
Y
...
ORDER CANCEL REJECT (35=9)
Sent by VertexFX in response to OrderCancelRequest when the order
cannot be cancelled or in response to OrderCancelReplaceRequest when
the order cannot be replaced.
Tag
Field Name
Required
Comment
Standard...
ORDER CANCEL REQUEST (35=F)
Sent by the client to cancel an outstanding Limit or Stop order.
Tag
Field Name
Required
Comment
Standard Header
1
AccountID
Y
11
ClOrdID
Y
37
OrderID
Y
...
ORDER REPLACE REQUEST (35=G)
Sent by the client to change the parameters of an outstanding (limit
or stop) order.
Tag
Field Name
Required
Comment
Standard Header
1
AccountID
Y
11
ClOrdID
Y
...
EXECUTION REPORT (35 = 8)
Sent by VertexFX to the client: first to acknowledge the reception of
an order and later to notify the client if the trade was filled or
refused.
Tag
Field Name
Required
Comment
Standard Header
Msg...
NEW ORDER SINGLE (35=D)
Sent by the client to the VertexFX to place an order. Market, Limit
and Stop are currently supported.
Tag
Field Name
Required
Comment
Standard Header
11
ClOrdID
Y
1
Account
...
SECURITY DEFINITION REPORT (35=D)
Sent by VertexFX to the client. Contains symbol name and vertex symbol
ID.
Tag
Field Name
Required
Comment
Standard Header
MsgType = d
262
ReqID
N
55
Symbol
Y
Sym...
REQUEST SECURITY DEFINITION (35=C)
Sent by the client to the get all available symbols.
Tag
Field Name
Required
Comment
Standard Header
MsgType = c
262
ReqID
N
321
SecurityRequestType
Y
321=3
...
MARKETDATASNAPSHOTFULLREFRESH (35=W)
Sent by the VertexFX to the client stream order book data.
Tag
Field Name
Required
Comment
Standard Header
MsgType = W
262
ReqID
N
146
NoRelatedSym
Y
55
...
MARKETDATAREQUEST (35=V)
Sent by the client to receive or cancel an order book stream for a
currency pair.
Tag
Field Name
Required
Comment
Standard Header
MsgType = V
262
ReqID
Y
146
NoRelatedSym
Y
...
