tZERO API
OverviewRESTFIX

Order Entry

tZERO FIX 4.2 Order Entry Specification

Inbound Application Messages (Client to tZERO)

New Order Single

Tag #Field NameReq'dComments
HeaderYMsgType = D
50SenderSubIDNIdentifies the CLIENT firm submitting the order
115OnBehalfOfCompIDNIdentifies the GIVEUP firm the order goes to the street as.
1AccountNAccount number
11ClOrdIDYIdentifies the new order (client assigned) (Maximum of 20 characters-NO LEADING ZEROES)
583ClOrdLinkIDNIdentifies the ClOrdID of the parent order. Use this field to place a child order.
21HandlInstNCurrently not supported
18ExecInstNCurrently not supported
110MinQtyNCurrently not supported on tZERO Matching Engine
111MaxFloorNCurrently not supported on tZERO Matching Engine
100ExDestinationYSTX
55SymbolYSymbol
65SymbolSfxCRequired for token with a suffix unless client opts to send suffix in TAG 55 delimited by a "."
22IDSourceNCurrently not supported
48SecurityIDNCurrently not supported
54SideYValid Values: 1 = Buy 2 = Sell
60TransactTimeYTime of order creation (expressed in GMT) YYYYMMDD-HH:MM:SS
38OrderQtyY
40OrdTypeYValid Values: 2 = Limit
44PriceNRequired for all Limit Orders (to 4 decimal places)
99StopPxNCurrently not supported
59TimeInForceNAbsence of this field indicates Day order Valid Values: 0 = Day 1 = GTC* 6 = GTD** *(requires RoutingInst9303) **(requires ExpireTime126 and RoutingInst9303)
126ExpireTimeCRequired for GTD Time in Force [59=6]. (expressed in GMT) YYYYMMDD-HH:MM:SS
9303RoutingInstCDNRI=Do Not Reduce/Increase * required for orders with a Time in Force= GTC or GTD
9827Trader IDNIdentifies Trader ID for additional billing pass through
58TextN(Maximum of 256 characters)
TrailerY

Order Replace Request

Tag #Field NameReq'dComments
HeaderYMsgType = G
11ClOrdIDYIdentifies the new order (client assigned) (Maximum of 20 characters-NO LEADING ZEROES)
41OrigClOrdIDYIdentifies the order to be replaced (Maximum of 20 characters--NO LEADING ZEROES)
21HandlInstYValue is always "1"
18ExecInstN
55SymbolYMust match original order
65SymbolSfxN
54SideYMust match original order
60TransactTimeYTime of replacement order creation (expressed in GMT)
38OrderQtyY
40OrdTypeYValid Values: 2 = Limit
44PriceNRequired for all Limit Orders (to 4 decimal places)
99StopPxNRequired for all Stop Orders (to 4 decimal places)
59TimeInForceNAbsence of this field indicates Day order Valid Values: 0 = Day 1 = GTC* 6 = GTD** *(requires RoutingInst9303) **(requires ExpireTime126 and RoutingInst9303)
126ExpireTimeCRequired for GTD Time in Force [59=6]. (expressed in GMT) YYYYMMDD-HH:MM:SS
9303RoutingInstCDNRI=Do Not Reduce/Increase * required for orders with a Time in Force= GTC or GTD
TrailerY

Order Cancel Request

Tag #Field NameReq'dComments
HeaderYMsgType = F
11ClOrdIDYIdentifies the cancel request itself (client assigned) (Maximum of 20 characters-NO LEADING ZEROES)
41OrigClOrdIDYIdentifies the order to be cancelled (Maximum of 20 characters-NO LEADING ZEROES)
55SymbolY
65SymbolSfxN
54SideYValid Values: 1 = Buy 2 = Sell
60TransactTimeYTime of cancel request creation (expressed in GMT)
38OrderQtyY
58TextN(Maximum of 256 characters)
TrailerY

Outbound Application Messages (tZERO to Client)

Order Accepted

Tag #Field NameReq'dComments
HeaderYMsgType = 8
50SenderSubIDNIdentifies the CLIENT firm submitting the order.
115OnBehalfOfCompIDNIdentifies the GIVEUP firm the order goes to the street as.
11ClOrdIDYIdentifies the accepted order
37OrderIDYIdentifies the internal TZERO order id
583ClOrdLinkIDNIdentifies the ClOrdID of the parent order (if one exists)
17ExecIDY
20ExecTransTypeY"0"
150ExecTypeY"0"
39OrdStatusY"0"
55SymbolYWill contain the order's Symbol
65SymbolSfxN
54SideYWill contain the order's Side
60TransactTimeYTime of order acknowledgement (expressed in GMT) YYYYMMDD-HH:MM:SS
38OrderQtyYWill contain the order's OrderQty
40OrdTypeNWill contain the order's OrdType
44PriceNWill contain the order's Price
99StopPxNWill contain the order's StopPx
59TimeInForceYWill contain the order's TimeInForce
58TextN(maximum of 256 characters)
18ExecInstNWill contain the order's ExecInst
32LastSharesN"0"
31LastPxN"0.000000"
151LeavesQtyY
14CumQtyY
6AvgPxY
21HandlInstNWill contain the order's HandlInst
47Rule 80ANOrder Capacity (A) "Agent" is the default
376ComplianceIDN
TrailerY

Cancel Pending (Not Required- suppressed by default)

Tag #Field NameReq'dComments
HeaderYMsgType = 8
11ClOrdIDYIdentifies the cancel request
41OrigClOrdIDYIdentifies the order being cancelled
37OrderIDYIdentifies the internal TZERO order id
17ExecIDY
20ExecTransTypeY"0"
150ExecTypeY"6"
39OrdStatusY"6"
55SymbolYWill contain the cancel request's Symbol
65SymbolSfxN
54SideYWill contain the cancel request's Side
60TransactTimeYTime of cancel request acknowledgement (expressed in GMT) YYYYMMDD-HH:MM:SS
38OrderQtyYWill contain the cancel request's OrderQty
58TextN(maximum of 256 characters)
32LastSharesN"0"
31LastPxN"0.000000"
151LeavesQtyY
14CumQtyY
6AvgPxY
TrailerY

Replace Pending (Not Required- suppressed by default)

Tag #Field NameReq'dComments
HeaderYMsgType = 8
11ClOrdIDYIdentifies the new (pending) order
41OrigClOrdIDYIdentifies the order being replaced
37OrderIDYIdentifies the internal STX order id
17ExecIDY
20ExecTransTypeY"0"
150ExecTypeY"6"
39OrdStatusY"6"
55SymbolYWill contain the cancel replace request's Symbol
65SymbolSfxN
54SideYWill contain the cancel replace request's Side
60TransactTimeYTime of cancel replace acknowledgement (expressed in GMT) YYYYMMDD-HH:MM:SS
38OrderQtyYWill contain the cancel replace request's OrderQty
40OrdTypeNWill contain the cancel replace request's OrdType
44PriceNWill contain the cancel replace request's Price
99StopPxNWill contain the cancel replace request's StopPx
59TimeInForceYWill contain the cancel replace request's TimeInForce
58TextN(maximum of 256 characters)
18ExecInstNWill contain the cancel replace request's ExecInst
32LastSharesN"0"
31LastPxN"0.000000"
14CumQtyY
6AvgPxY
21HandlInstNWill contain the order's HandlInst
TrailerY

Order Reject

Tag #Field NameReq'dComments
HeaderYMsgType = 8
11ClOrdIDYIdentifies the rejected order request
37OrderIDYIdentifies the internal STX order id
17ExecIDY
20ExecTransTypeY"0"
150ExecTypeY"8"
39OrdStatusY"8"
55SymbolYWill contain the order's Symbol
65SymbolSfxN
54SideYWill contain the order's Side
60TransactTimeYTime of reject (expressed in GMT) YYYYMMDD-HH:MM:SS
38OrderQtyYWill contain the order's OrderQty
40OrdTypeNWill contain the order's OrdType
44PriceNWill contain the order's Price
99StopPxNWill contain the order's StopPx
59TimeInForceYWill contain the order's TimeInForce
58TextN(maximum of 256 characters)
18ExecInstNWill contain the order's ExecInst
32LastSharesN"0"
31LastPxN"0.000000"
151LeavesQtyY
14CumQtyY
6AvgPxY
21HandlInstNWill contain the order's HandlInst
103OrdRejReasonNValid Values: 0 = Broker option 1 = Unknown symbol 2 = Exchange closed 3 = Order exceeds limit 4 = Too late to enter 5 = Unknown Order 6 = Duplicate Order

Cancel Request Reject

Tag #Field NameReq'dComments
HeaderYMsgType = 9
11ClOrdIDYIdentifies the (rejected) cancel request
41OrigClOrdIDYIdentifies the order being cancelled
37OrderIDYIdentifies the internal TZERO order id
39OrdStatusYValid Values: 8 = Rejected
60TransactTimeYTime of reject (expressed in GMT) YYYYMMDD-HH:MM:SS
102CxlRejReasonY0 = Too Late To Cancel 1 = unknown Order
434CxlRejResponseToY1 = Order Cancel Request
58TextN(maximum of 256 characters)
TrailerY

Replace Request Reject

Tag #Field NameReq'dComments
HeaderYMsgType = 9
11ClOrdIDYIdentifies the (rejected) new order request
41OrigClOrdIDYIdentifies the order being replaced
37OrderIDYIdentifies the internal TZERO order id
39OrdStatusYValid Values: 8 = Rejected
60TransactTimeYTime of reject (expressed in GMT)
102CxlRejReasonY0 = Too Late To Cancel 1 = Unknown Order
434CxlRejResponseToY2 = Order Replace Request
58TextN(maximum of 256 characters)
TrailerY

Order Cancelled

Tag #Field NameReq'dComments
HeaderYMsgType = 8
11ClOrdIDYIf the cancel is the result of a cancel request (is solicited), the ClOrdID will reflect the cancel request. Otherwise the cancel is unsolicited and the ClOrdID reflects the order request.
41OrigClOrdIDNIdentifies the cancelled order
37OrderIDYIdentifies the internal TZERO order id
17ExecIDY
20ExecTransTypeY"0"
150ExecTypeY"4"
39OrdStatusY"4"
55SymbolYWill contain the order's Symbol
65SymbolSfxN
54SideYWill contain the order's Side
60TransactTimeYTime of reject (expressed in GMT)
38OrderQtyYWill contain the order's OrderQty
40OrdTypeNWill contain the order's OrdType
44PriceNWill contain the order's Price
99StopPxNWill contain the order's StopPx
59TimeInForceYWill contain the order's TimeInForce
58TextN(maximum of 256 characters)
32LastSharesN"0"
31LastPxN"0.000000"
151LeavesQtyY
14CumQtyY
6AvgPxY
TrailerY

Order Replaced

Tag #Field NameReq'dComments
HeaderYMsgType = 8
11ClOrdIDYIdentifies the new (live) order
41OrigClOrdIDYIdentifies the replaced order
37OrderIDYIdentifies the internal STX order id
17ExecIDY
20ExecTransTypeY"0"
150ExecTypeY"5"
39OrdStatusY"5"
55SymbolYWill contain the order's Symbol
65SymbolSfxN
54SideYWill contain the order's Side
60TransactTimeYTime of reject (expressed in GMT) YYYYMMDD-HH:MM:SS
38OrderQtyYWill contain the replacement order's OrderQty
40OrdTypeNWill contain the replacement order's OrdType
44PriceNWill contain the replacement order's Price
99StopPxNWill contain the replacement order's StopPx
59TimeInForceYWill contain the replacement order's TimeInForce
32LastSharesN"0"
31LastPxN"0.000000"
58TextN(maximum of 256 characters)
18ExecInstNWill contain the replacement order's ExecInst
151LeavesQtyY
14CumQtyY
6AvgPxY
21HandlInstNWill contain the replacement order's HandlInst
TrailerY

Order Executed

Tag #Field NameReq'dComments
HeaderYMsgType = 8
11ClOrdIDYIdentifies the executed order
37OrderIDYIdentifies the internal TZERO order id
583ClOrdLinkIDNIdentifies the ClOrdID of the parent order (if one exists)
17ExecIDY
20ExecTransTypeY"0"
150ExecTypeYValid Values: 1 = Partially Filled 2 = Filled
39OrdStatusYValid Values: 1 = Partially Filled 2 = Filled
55SymbolYWill contain the order's Symbol
65SymbolSfxN
54SideYWill contain the order's Side
60TransactTimeYTime of execution (expressed in GMT) YYYYMMDD-HH:MM:SS
38OrderQtyYWill contain the order's OrderQty
40OrdTypeNWill contain the order's OrdType
44PriceNWill contain the order's Price
99StopPxNWill contain the order's StopPx
59TimeInForceYWill contain the order's TimeInForce
58TextN(maximum of 256 characters)
18ExecInstNWill contain the order's ExecInst
30LastMarketYSTX
76Exec BrokerNIdentifies the ID of the Executing Broker
382NoContraBrokersNIdentifies the # of ContraBrokers
375ContraBrokerNIdentifies the contra party. Use for clearing purposes.
32LastSharesY
31LastPxYCarried to 4 decimal places
151LeavesQtyY
14CumQtyY
6AvgPxY
21HandlInstNWill contain the order's HandlInst
47Rule 80ANAll values supported (A) "Agent" is the default
9383PosSIZNCurrent Position Size
9384PosCOSTNCurrent Cost basis
9385PosRpnlNCurrent realized profit or loss
9389PosUpnlNCurrent unrealized profit or loss
9730LiquidityFlagN
9902MatchIDNIdentifies the Matching Engine Exec ID
TrailerY

Execution Busted

Tag #Field NameReq'dComments
HeaderYMsgType = 8
11ClOrdIDYIdentifies the (fully or partially) busted order
37OrderIDYIdentifies the internal TZERO order id
17ExecIDY
19ExecRefIDY
20ExecTransTypeY"1"
150ExecTypeY"H"
39OrdStatusY"4"
55SymbolYWill contain the order's Symbol
65SymbolSfxN
54SideYWill contain the order's Side
60TransactTimeYTime of execution (expressed in GMT) YYYYMMDD-HH:MM:SS
38OrderQtyYWill contain the order's OrderQty
40OrdTypeNWill contain the order's OrdType
44PriceNWill contain the order's Price
99StopPxNWill contain the order's StopPx
59TimeInForceYWill contain the order's TimeInForce
58TextN(maximum of 256 characters)
18ExecInstNWill contain the order's ExecInst
30LastMarketYSTX
151LeavesQtyY
14CumQtyY
6AvgPxY
21HandlInstNWill contain the order's HandlInst
9383PosSIZNCurrent Position Size
9384PosCOSTNCurrent Cost basis
9385PosRpnlNCurrent realized profit or loss
9389PosUpnlNCurrent unrealized profit or loss
TrailerY

Execution Corrected

Tag #Field NameReq'dComments
HeaderYMsgType = 8
11ClOrdIDYIdentifies the corrected order
37OrderIDYIdentifies the internal TZERO order id
17ExecIDY
19ExecRefIDY
20ExecTransTypeY"2"
150ExecTypeY"G"
39OrdStatusYValid Values: 1 = Partially Filled 2 = Filled
55SymbolYWill contain the order's Symbol
65SymbolSfxN
54SideYWill contain the order's Side
60TransactTimeYTime of execution (expressed in GMT) YYYYMMDD-HH:MM:SS
38OrderQtyYWill contain the order's OrderQty
40OrdTypeNWill contain the order's OrdType
44PriceNWill contain the order's Price
99StopPxNWill contain the order's StopPx
59TimeInForceYWill contain the order's TimeInForce
58TextN(maximum of 256 characters)
18ExecInstNWill contain the order's ExecInst
30LastMarketYSTX
32LastSharesYCorrected quantity of fill
31LastPxYCorrected price of fill
151LeavesQtyY
14CumQtyY
6AvgPxY
21HandlInstNWill contain the order's Handling Instructions
9383PosSIZNCurrent Position Size
9384PosCOSTNCurrent Cost basis
9385PosRpnlNCurrent realized profit or loss
9389PosUpnlNCurrent unrealized profit or loss
TrailerY

Done for Day

Tag #Field NameReq'dComments
HeaderYMsgType = 8
11ClOrdIDYIdentifies the order which is done for day
41OrigClOrdIDNIdentifies the order which is done for day
37OrderIDYIdentifies the internal TZERO order id
17ExecIDY
20ExecTransTypeY"0"
150ExecTypeY"3"
39OrdStatusY"3"
55SymbolYWill contain the order's Symbol
65SymbolSfxN
54SideYWill contain the order's Side
60TransactTimeYTime of reject (expressed in GMT)
38OrderQtyYWill contain the order's OrderQty
40OrdTypeNWill contain the order's OrdType
44PriceNWill contain the order's Price
99StopPxNWill contain the order's StopPx
59TimeInForceYWill contain the order's TimeInForce
58TextN(maximum of 256 characters)
32LastSharesN"0"
31LastPxN"0.000000"
151LeavesQtyY
14CumQtyY
6AvgPxY
TrailerY