1
North American Trading Services
nasdaq.com
NOM Options FIX System
January 29, 2024 Revision 1.3h
1. Introduction to NASDAQ Options FIX System ....................................... 2
2. Session Information ............................................................ 2
.......................................... 2
3.1. Unsolicited Cancels ..................................................................................2
..................................... 3
..................................................... 4
........................................... 4
................................................... 20
8. Revision History ..............................................................22
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It is assumed that the user of this manual is familiar with the FIX 4.0, 4.1 and 4.2 protocol standard, (can be found at
).
ID Fields
SenderCompID sent
SenderCompID returned
Notes on Unsolicited Cancels:
•
•
of events that can lead to unsolicited cancels:
–
–
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Incoming Messages
Order Cancel Request
Outgoing Messages
Order Cancel Reject
Advertisements
Allocation
Allocation ACK
Indications of Interest
Quote
Quote Request
Settlement Instructions
Order Status Request
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Tag Req'd Comments
8 Y
9 Y
35 Y
34 Y
49 SenderCompID Y
56 Y
52 Y
50 SenderSubID N It must be 32 characters or less.
57 N
43 N
system or as the result of a resend request.
97 PossResend N
different sequence number.
122 N
Logon Message
Tag Req'd Comments
Standard Header Y
98 Y Not supported
108 HeartBtInt Y
141 N Not supported
95 N Not supported
96 RawData N Not supported
Standard Trailer Y
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are
•
•
•
•
•
Tag Req'd Comments
Standard Header Y
11 ClOrdID Y
less.
21 HandlInst N
If provided, must be set to
55 Symbol Y
54 Side Y
Side of order. Valid values:
38 OrderQty Y
40 Y
Valid values:
44 Price N
109 ClientID N
Used for firm identification.
the default mnemonic associated with the FIX port will be used.
76 N
setup with NASDAQ.
1 Account N
63 N Not supported.
64 FutSettDate N Not supported.
18 N
Can contain only one instruction.
IOC.
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Tag Req'd Comments
9140 DisplayInst N Not Supported.
110 N
111 N Not Supported.
59 N
as Immediate or Cancel.
Valid values:
supported. Will be converted to IOC on arrival.
47 N
58 N
is sent to OCC.
If field is supplied, NASDAQ will allow only 13 characters and use it for
supplementary ID in the order.
126 N Not Supported.
77 OpenClose Y
167 N
200 Y
otherwise the order will be rejected.
205 Y
validated.
the order will be rejected.
541 Y
and day must match, otherwise the order will be rejected.
201 PutOrCall Y
202 Y
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Tag Req'd Comments
440 N
Note: Nasdaq will forward only left most 4 characters to OCC.
207 N
Valid Values:
If not provided, will default to Q
439 N
9355 N Not Supported.
79 AllocAccount N
9373 N
Auction type for this order. Valid values:
Optional. If the order is a response to an auction type listed above, this field must
be specified. If an auction of the indicated type is active for the specified symbol,
specified symbol, then this order is immediately cancelled.
9370 AuctionID N
Standard Trailer Y
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DNR
SRCH
Both sides must specify same order quantity.
price types for their nwt price:
•
•
limitations.
•
•
•
•
•
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cross.
• Cancel
•
Tag Req'd Comments
Standard Header Y
9373 Y
Auction type for this order. Valid values:
9371 C
9372 C
9375 CrossSurrender N
73 No Orders Y
Number of items in the list of orders that follows.
→ 67 Y
→ 11 ClOrdID Y
→ 21 HandlInst N
intervention
→ 55 Symbol Y
→ 54 Side Y
Side of order. Valid values:
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Tag Req'd Comments
→ 38 OrderQty Y
→ 40 Y
Valid values:
→ 44 Price N
→ 109 ClientID N
Used for firm identification.
mnemonic associated with the FIX port will be used.
→ 1 Account N
→ 18 C
Valid Values:
→ 59 Y
→ 47 N
→ 58 N
sent to OCC.
If field is supplied, NASDAQ will allow only 13 characters and use it for supplementary
ID in the order.
→ 77 OpenClose Y
→ 167 N
→ 200 Y
otherwise the order will be rejected.
→ 205 Y
If supplied, this data will be validated.
order will be rejected.
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Tag Req'd Comments
→ 541 Y
must match, otherwise the order will be rejected.
→ 201 PutOrCall Y
→ 202 Y
→ 440 N
alphanumeric acronym.
Note: Nasdaq will forward only left most 4 characters to OCC.
207 N
Valid Values:
If not provided, will default to Q
→ 439 N
→ 79 AllocAccount N
Standard Trailer Y
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Tag Req’d Comments
Standard Header Y
41 Y
11 ClOrdID Y
or less.
55 Symbol Y
54 Side Y
38 OrderQty Y
37 OrderID N
109 ClientID N
Used for firm identification.
the default mnemonic associated with the FIX port will be used.
200 Y
otherwise the order cancel will be rejected.
205 Y
validated.
the order cancel will be rejected.
541 Y
and day must match, otherwise the order cancel will be rejected.
201 PutOrCall Y
202 Y
Standard Trailer Y
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•
•
•
Tag Req’ d Comments
Standard Header Y
41 Y
11 ClOrdID Y
21 HandlInst N
If provided, must be set to:
55 Symbol Y
54 Side Y
38 OrderQty Y
40 Y
Valid values:
44 Price N
37 OrderID N
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Tag Req’ d Comments
109 ClientID N
Used for firm identification.
the default mnemonic associated with the FIX port will be used.
18 N
9140 DisplayInst N
Not Supported.
59 N
replacements.
47 N
1 Account N
If provided, it will be used after replace. If not provided, the account id of the
110 N
replacements.
111 N Not supported.
167 N
200 Y
otherwise the order replace will be rejected.
205 Y
validated.
the order replace will be rejected.
541 Y
and day must match, otherwise the order replace will be rejected.
201 PutOrCall Y
202 Y
79 AllocAccount N
9371 C
Valid values:
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Tag Req’ d Comments
9372 C
present.
Standard Trailer Y
1. Confirm the receipt of an order
2.
3. Relay order status information
4.
5. Reject orders and report unsolicited cancels
details:
Tag Req’d Comments
Standard Header Y
37 OrderID Y
orders.
17 Y
20 Y
Identifies transaction type Valid values:
150 Y
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Tag Req’d Comments
39 OrdStatus Y
Describes the current state of a CHAIN of orders, same scope as OrderQty,
Valid Values:
55 Symbol Y
54 Side Y Side of the order
38 OrderQty Y
32 Y
31 Y
151 Y
CumQty.
14 CumQty Y
6 Y
19 N Not Supported
1 Account N As specified in the NewOrder
11 ClOrdID N As specified in the NewOrder
44 Price N As specified in the NewOrder
41 N
cancel reports.
18 N
9140 DisplayInst N Not Supported.
75 N
59 N Absence of this field indicates Immediate or Cancel order
40 N
Valid values:
60 N
47 N
58 N
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Tag Req’d Comments
9882 N
77 OpenClose Y
167 Y
200 Y
205 Y
541 Y
201 PutOrCall Y
202 Y
9373 N
Auction type for this order. Valid values:
9371 N
Valid values:
9372 N
9375 CrossSurrender N
440 N
Standard Trailer Y
Flag
A
R
N
F
O
P
B
W
S
U
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Flag
Z
2
Q
Y
H
D
3
4
5
J
K
Note: Not supported, but it will be available at a later date.
6
7
that cannot be honored.
Field Name Comments
Standard Header Y
37 OrderID Y
orders.
11 ClOrdID Y
order.
41 Y
39 OrdStatus Y OrdStatus value after this cancel reject is applied.
102 N
Code to identify reason for cancel rejection. Valid values:
58 N
434 Y
Identifies the type of request that a Cancel Reject is in response to.
Valid values:
Standard Trailer Y
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Tag
Standard Header Y
109 ClientID N
11 ClOrderID Y
311 Y
530 Y
Valid Values Are:
Tag
Standard Header Y
109 ClientID Y
37 OrderID Y
11 ClOrderID N
530 N
Valid Values are:
531 Response Y
532 RejectReason N
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Tag
311 Y
58 N
Standard Trailer Y
description of the reject or cancel.
0
0 Reference price is out of bounds.
0 Reference price is out of bounds.
0 IOC is not allowed for this order.
0 Order volume is Invalid.
0 Fill or Kill is invalid
0
0
0
0
0 Feature not supported
1 Invalid Symbol information.
2
3
4
5
6
7
8 IOC Order is stale.
0
0
0
0
0
0
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reject or cancel
CxlRejReason Code
0
1
2
2
2
2
2
2
order.
2
order.
2
2
2
2
3
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Revision # Date
1.3h
1.3h
1.3h
1.3h
1.3f
1.3e
1.3d
1.3c
1.3b
1.3a
1.3
1.2f
1.2e
1.2d
1.2c
1.2b
1.2a
1.2
1.1
1.0
1.0
1.0
1.0
1.0
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Revision # Date
1.0
0.82
0.81
0.80
0.79
0.78
0.77
codes
Added support for ISO orders
Added support for directed orders to BOX
0.76
0.75
Added directed order destinations
0.74
0.73
0.72
0.71
0.7
0.6
0.5
Added additional reject reasons.
0.4
0.3 Document Creation
