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NatG411
2023-03-17 11:47:09 -07:00
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@@ -2,10 +2,10 @@
title: API Reference
language_tabs: # must be one of https://github.com/rouge-ruby/rouge/wiki/List-of-supported-languages-and-lexers
- plaintext
- plaintext
toc_footers:
- <a href='https://prodigy.fi'>Prodigy Protocol</a>
- <a href='https://prodigy.fi'>Prodigy Protocol</a>
includes:
@@ -15,8 +15,8 @@ search: true
code_clipboard: true
meta:
- name: description
- content: Documentation for the Prodigy Protocol API
- name: description
- content: Documentation for the Prodigy Protocol API
---
# Prodigy API Documentation
@@ -390,17 +390,20 @@ Logout payload example
Where:
| Field | Value | Tag Name | Is Required | Definition |
|-----|-----|-----|-----|-----|
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| Field | Value | Tag Name | Is Required | Definition |
|-----------------|-----------------------|-----|-------------|-----|
| 8 | FIX 4.4 | BeginString | Y | FIX protocol version |
| 9 | 66 | BodyLength | Y | Message length in bytes |
| 35 | 5 | MsgType | Y | Message type is a Logout message |
| 49 | ACCOUNT_MNEMONIC | SenderCompID | Y | ID of party sending message |
| 52 | 20221027-00:00:00.949 | SendingTime | Y | Time of message |
| 56 | order_router | TargetCompID | Y | ID of party receiving message |
| 10 | 027 | Checksum | Y | Checksum of FIX message |
| `<MessageHeader>` | | | | |
| 58 | String | Text | N | Information to include with the message |
| 354 | | EncodedTextLen | | Must be set if Encoded Text <355> field is specified and must immediately precede it |
| 355 | | EncodedText | | Encoded (non-ASCII characters) representation of the Text`<58>`field in the encoded format specified via the MessageEncoding `<347>` field
| `<MessageTrailer>` | | | Y | |
## `NewOrderSingle <D>`
@@ -427,17 +430,30 @@ NewOrderSingle payload example
Where:
| Field | Value | Tag Name | Is Required | Definition |
|-----|-----|-----|-----|-----|
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| Field | Value | Tag Name | Is Required | Definition |
|------------------|-----------------------|--------------------|-------------|----------------------------------------------------------------------------------------------------------------------------------------|
| 8 | FIX 4.4 | BeginString | Y | FIX protocol version |
| 9 | 66 | BodyLength | Y | Message length in bytes |
| 35 | 5 | MsgType | Y | Message type is a Logout message |
| 49 | String | ACCOUNT_MNEMONIC | Y | ID of party sending message |
| 52 | 20221027-00:00:00.949 | SendingTime | Y | Time of message |
| 56 | order_router | String | Y | ID of party receiving message |
| 10 | 027 | Checksum | Y | Checksum of FIX message |
| `<MessageHeader>` | | | Y | MsgType<35>=D |
| 11 | String | ClOrdID | Y | Unique identifier of the order as assigned by institution or by the intermediary with closest association with the investor |
| 1 | String | Account | N | Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager |
| 100 | Exchange | ExDestination | N | Execution destination as defined by institution when order is entered |
| `<Instrument>` | | Instrument fields | Y | One or more of the following instrument tags |
| _55_ | _String_ | _Symbol_ | _N_ | _Common and human readable representation of the securities_ |
| _48_ | _String_ | _SecurityID_ | _N_ | _Takes precedence in identifying security to counterparty over SecurityA/tID <455> block. Requires SecurityIDSource <22> if specified_ |
| _22_ | _String_ | _SecurityIDSource_ | _N_ | _Alternate identifier for this security_ |
| 54 | Side | char | Y | _Side of the order_ |
| 60 | TransactTime | UTCTimestamp | Y | Time this order request was initiated/released by the trader, trading system, or intermediary |
| 38 | | | Y | Quantity ordered |
| 40 | OrdType | char | Y | Order Type`1 = market 2 = limit 3 = stop 4 = spot limit` |
| 44 | Price | Price | N* | Price per unit of quantity Required for limit orders |
| 59 | TimeInForce | char | N* | Specifies how long the order remains in effect. Absence of this field is interpreted as DAY |
| `<MessageTrailer>` | | Y | | |
## `OrderCancelRequest <F>`
@@ -458,17 +474,18 @@ OrderCancelRequest payload example
Where:
| Field | Value | Tag Name | Is Required | Definition |
|-----|-----|-----|-----|-----|
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| Field | Value | Tag Name | Is Required | Definition |
|-----------------|----------------------|-----|-------------|-----|
| `<MessageHeader>` | | | Y | MsgType<35>=F |
| 41 | ACC_001_1567450006911 | OrigIOrdID | Y | ClOrdID <11> of the previous order (NOT the initial order of the day when canceling or replacing an order |
| 11 | ACC_001_1667450006914 | CIOrdiD | Y | Unique ID of cancel request as assigned by the institution |
| 1 | Value=ACC_001 | Account | N | Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager |
| 55 | Value=BTC-USD | Symbol | Y | Common and human readable representation of the securities |
| 48 | 1000000189 | SecurityiD | N | Alternate security identifier |
| 54 | 1 | Side | Y | Side of the order |
| 60 | 20221103-04:33:27.139 | TransactTime | Y | Time this order request was initiated/released by the trader, trading system, or intermediary |
| 38 | 69 | OrderQty | Y | Number of instruments ordered |
| `<MessageTrailer>` | | | Y | |
## `OrderMassStatus <AF>`
@@ -489,17 +506,23 @@ OrderMassStatus payload example
Where:
| Field | Value | Tag Name | Is Required | Definition |
|-----|-----|-----|-----|-----|
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| Field | Value | Tag Name | Is Required | Definition |
|-----------------------|-------|-----------------|-------------|----------------------------------------------------------------|
| <MessageHeader> | | | Y | MsgType<35>=AF |
| 584 | 4 | MassStatusReqID | Y | Unique ID of mass status request as assigned by the institution |
| 585 | 7 | MassStatusReqType | Y | Specifies the scope of the mass status request |
| <B> Valid Values </B> | | | | |
| | | | 1 | Status for orders for a security |
| | | | 2 | Status for orders for an Underlying security |
| | | | 3 | Status for orders for a Product`<460>` |
| | | | 4 | Status for orders for a CFICode `<461>` |
| | | | 5 | Status for orders for a SecurityType `<167>` |
| | | | 6 | Status for orders for a trading session |
| | | | 7 | Status for all orders |
| | | | 8 | Status for orders for a PartyID <448> |
| | | | 9 | Status for orders for an account |
| 1 | * | Account | N | Account |
| `<MessageTrailer>` | | | Y | |
## `TradeCaptureReportRequest <AD>`
@@ -522,14 +545,19 @@ TradeCaptureReportRequest payload example
Where:
| Field | Value | Tag Name | Is Required | Definition |
|-----|-----|-----|-----|-----|
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| Field | Value | Tag Name | Is Required | Definition |
|-----------------------|-------------|----------------|------------|----------------------------------------------------------------------------------------------------------------------------------------------|
|`<MessageHeader> ` | | | Y | MsgType<35>=AF |
| 1 | * | Account | Y | Account mnemonic as agreed between buy and sell sides |
| 58 | * | Text | Y | Free format text string |
| 100 | * | ExDestination | Y | Execution destination as defined by institution when order is entered |
| 568 | T21656588915 | TradeRequestID | Y | Identifier for the trade request |
| 569 | 0 | TradeRequestType | Y | Type of Trade Capture Report |
| <b> Valid Values </b> | | |
| | | | 0 | all trades |
| | | | 1 | Matched trades matching Criteria provided on request (parties, exec id, trade id, order id, instrument, input source, etc.) |
| | | | 2 | Unmatched trades that match criteria |
| | | | 3 | Unreported trades that match criteria |
| | | | 4 | Advisories that match criteria |
| <MessageTrailer> | | | Y | |