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Thread: FIX Documentation - Subscribe for updates

  1. 09-26-2010, 08:26 PM #16
    Gaurav
    Gaurav is offline Member
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    XML file updated.
    Attached Files Attached Files
  2. 03-09-2011, 05:25 PM #17
    Luke Quinn's Avatar
    Luke Quinn
    Luke Quinn is offline FXCM Programmer
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    This is a reminder to properly be using TIF values released on 04/2010 as legacy usage will now been completely deprecated as of the weekend of 3/11.
    Need help programming your trading strategy? Visit me at FXCM Programming Services
  3. 06-09-2011, 05:30 PM #18
    Gaurav
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    FIX data dictionary will be updated for demo servers on 6/11/2011.

    Changes:
    -OrderCancelReplaceRequest(G) allows for change of Quantity, in terms of remaining or original.
    -Add LeavesQty(151) to OrderCancelReplaceRequest(G) for change in quantity request by remaining or original values
    -Add PrevClosePx(140) to NewOrderSingle(D) for case where clients require it for GB reports
    -Add PENDING_CANCEL_CALCULATED(H) value to FXCMOrdstatus(9051) definition
    -EndCash(922) field can now be populated with current equity snapshot if available
    Attached Files Attached Files
    Last edited by Gaurav; 06-10-2011 at 09:28 AM.
  4. 08-03-2011, 05:45 PM #19
    rkichenama
    rkichenama is offline FXCM Automated Platform Specialist
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    FIX API Example

    Below are examples of how to use the FIX API to login and place market orders on your account, in addition to pulling dealing rates. Java and C# are the languages used, however both examples use the QuickFix client engine



    FIXTradingTester.zip
    uses Java and QuickFix/J as a console application

    FIXTradingExample.zip
    uses C#, dot Net, and QuickFix to use the Windows GUI
    Last edited by Andrew Bruce at FXCM; 12-05-2012 at 12:30 PM.
    Richard Kichenama
    API Support
  5. 09-02-2011, 11:18 AM #20
    rkichenama
    rkichenama is offline FXCM Automated Platform Specialist
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    Active Trader FIX

    Below is the link that will have the latest AT FIX documentation. It has the specifications on how to interact with FXCM's FIX engine for Active Trader accounts.


    FXCM_B2B_FIX_SPEC_v6_3.pdf
    Richard Kichenama
    API Support
  6. 10-11-2011, 12:10 PM #21
    rkichenama
    rkichenama is offline FXCM Automated Platform Specialist
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    For simplicity, I have combined the latest specification for both retail and AT FIX into an archive with the most recent revision to the FXCM Custom Data Dictionary. Please download the archive from the link below.

    FXCM FIX Documentation
    Last edited by Andrew Bruce at FXCM; 12-05-2012 at 12:29 PM.
    Richard Kichenama
    API Support
  7. 08-08-2012, 11:48 AM #22
    Andrew Bruce at FXCM
    Andrew Bruce at FXCM is offline FXCM Automated Platform Specialist
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    Updates to FXCM FIX Specification

    Estimated Time of Release

    These changes are expected to be made on demo servers on August 18. The update will be applied to live servers at a later, nearby date (TBD).

    Notes

    Updates to ExecutionReport

    • Where FXCMOrdStatus (9051)= F, OrdStatus (39) = B is now equal to OrdStatus (39) = 7
    • Where FXCMOrdStatus (9051) = E and OrdStatus (39) = 7, ExecType (150) = 7 is now equal to ExecType (150) = F
    • Where previously ExecType (150) = 1, now will equal ExecType (150) = F


    Updates to OrderCancelReject

    • CxRejResponseTo (434) correctly set to CxRejResponseTo (434) = 1 on appropriate OrderCancelReject (9) messages


    User Authentication

    • You can now bypass the UserRequest (BE) / UserResponse (BF) authentication exchange if you supply Username (553) and Password (554) in the Logon (A) message
  8. 09-19-2012, 10:45 AM #23
    Andrew Bruce at FXCM
    Andrew Bruce at FXCM is offline FXCM Automated Platform Specialist
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    Updates to FXCM FIX Specification

    Updates to FXCM FIX Specification

    The following updates will be made to select servers on the weekend of September 29. The affected servers are listed below. This update will be made on additional servers at a later date and an announcement will be made in advance.

    Servers being Updated September 29

    RAPID
    EUREAL
    JMINI5
    U10R2
    NZDMINI1
    100KREAL12

    Release Notes

    Updates to ExecutionReport
    • Where FXCMOrdStatus (9051)= F, OrdStatus (39) = B is now equal to OrdStatus (39) = 7
    • Where FXCMOrdStatus (9051) = E and OrdStatus (39) = 7, ExecType (150) = 7 is now equal to ExecType (150) = F
    • Where previously ExecType (150) = 1, now will equal ExecType (150) = F


    Updates to OrderCancelReject
    • CxRejResponseTo (434) correctly set to CxRejResponseTo (434) = 1 on appropriate OrderCancelReject (9) messages


    User Authentication
    • You can now bypass the UserRequest (BE) / UserResponse (BF) authentication exchange if you supply Username (553) and Password (554) in the Logon (A) message
  9. 10-22-2012, 11:40 AM #24
    Andrew Bruce at FXCM
    Andrew Bruce at FXCM is offline FXCM Automated Platform Specialist
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    Updates to FXCM FIX Specification

    The following update was completed on all live servers and is currently in production:

    Release Notes

    Updates to ExecutionReport
    • Where FXCMOrdStatus (9051)= E, OrdStatus (39) = B is now equal to OrdStatus (39) = 7
    • Where FXCMOrdStatus (9051) = E and OrdStatus (39) = 7, ExecType (150) = 7 is now equal to ExecType (150) = F
    • Where previously ExecType (150) = 1, now will equal ExecType (150) = F


    Updates to OrderCancelReject
    • CxRejResponseTo (434) correctly set to CxRejResponseTo (434) = 1 on appropriate OrderCancelReject (9) messages


    User Authentication
    • You can now bypass the UserRequest (BE) / UserResponse (BF) authentication exchange if you supply Username (553) and Password (554) in the Logon (A) message
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