| FIX Support » Invalid tag number (Field=12004) Sep 17, 2024 @ 10:43 AM (Total replies: 8) | |||||
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Field 1028 is an exchange-specific field. We will plan to add to our FIX documentation in the future. It is used to report whether the order was automated and did not require human intervention. Send Y=manual or N=automated in your NewOrderSingle(D) message. We will report back to you in Execution Reports. You will need to handle this field. Supplemental information
Exchange wiki: https://cmegroupclientsite.atlassian.net/wiki/spaces/EPICSANDBOX/pages/46989596/Point+of+Order+Origination ATS Indicator CME Group considers any order generated without direct human interaction automated. Whether the order is submitted by manual or automated means is indicated by the value in tag 1028-ManualOrderIndicator (Y=manual, N=automated). Chris M
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| FIX Support » Invalid tag number (Field=12004) Aug 30, 2024 @ 09:16 AM (Total replies: 8) | |||||
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Did you download the FAST Template? Review template name="Logon" id="63" FAST Session Control Protocol 1.1 Session should be started with HELLO handshake according SCP 1.1. SenderName and VendorId fields are used just for information. Dynamic template exchange over connection is not supported. The latest version of a file with FAST templates can be uploaded from here: http://api.gainfutures.com/Sections/Misc/DownloadFile.aspx?ClientUpdate=0_5008_1 Chris M Edited by CMicciche902 on Aug 30, 2024 09:18 AM |
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| FIX Support » Invalid tag number (Field=12004) Aug 30, 2024 @ 07:59 AM (Total replies: 8) | |||||
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You connected from IP address: 86.108.xxx.xxx, Jordan Data Communications. >So same ip port can connect into fix and fast or we have to use different ip port or different credentials? Plz guide. No, per documentation FIX server port is 9400, see https://futures-media.stonex.com/gfapi/index.html?topic=html/440e4b1d-2009-4c8a-a587-ecfc5aaebd5d.htm For FAST port is 9301. Please review the following for FAST details: https://futures-media.stonex.com/gfapi/index.html?topic=html/f2a3d6b5-eb24-4314-8b50-fa1a88b7c50d.htm Chris M Edited by CMicciche902 on Aug 30, 2024 07:59 AM |
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| FIX Support » Invalid tag number (Field=12004) Aug 29, 2024 @ 10:51 AM (Total replies: 8) | |||||
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I don't see an issue on my end. You were able to log in and then sent heartbeats. Then, you dropped from our server. Chris M
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| FIX Support » How to determine which message is for expiration and which is for liquidation Aug 22, 2024 @ 03:31 PM (Total replies: 8) | |||||
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Both orders will look similar, you will not be able to determine which is which via FIX. Chris M
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| FIX Support » Invalid tag number (Field=12004) Aug 20, 2024 @ 08:22 AM (Total replies: 1) | |||||
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As provided in my last email, you need to handle tag 12004 in your custom application, whether you intend to use FAST server or not. You can see a list of FIX fields here: https://futures-media.stonex.com/gfapi/html/6b617d6f-41e5-4df7-b776-f92fb258b190.htm Chris M Edited by CMicciche902 on Aug 20, 2024 03:10 PM |
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| API Support » Connection problem Aug 13, 2024 @ 03:14 PM (Total replies: 1) | |||||
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Try your forum password again and you should be all fine now. There was an account setup issue. Chris M
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| FIX Support » How to determine which message is for expiration and which is for liquidation Aug 12, 2024 @ 08:37 AM (Total replies: 8) | |||||
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Below is an example of an unsolicited order (ie. liquidation and similar to an offsetting trade due to contract expiration): 325 UnsolicitedIndicator=Y 08:27:53.025 FIX.4.4:OEC_TEST->CMiccicheTM: <- 8=FIX.4.49=25735=834=1649=OEC_TEST52=20240812-13:27:5356=CMiccicheTM1=API0008396=0.0011=OECFIX:21342961914=017=OECFIX:213429619:15237=21342961938=139=A40=154=255=ES59=060=20240812-13:27:53.015150=A151=1167=FUT200=202409325=Y377=N461=FXXXXS1028=Y10=121 13:27:5356=CMiccicheTM1=API0008396=0.0011=OECFIX:21342961914=017=OECFIX:213429619:15237=21342961938=139=A40=154=255=ES59=060=20240812-13:27:53.015150=A151=1167=FUT200=202409325=Y377=N461=FXXXXS1028=Y10=121 08:27:53.047 FIX.4.4:OEC_TEST->CMiccicheTM: <- 8=FIX.4.49=25735=834=1749=OEC_TEST52=20240812-13:27:5356=CMiccicheTM1=API0008396=0.0011=OECFIX:21342961914=017=OECFIX:213429619:15337=21342961938=139=040=154=255=ES59=060=20240812-13:27:53.046150=0151=1167=FUT200=202409325=Y377=N461=FXXXXS1028=Y10=093 08:27:53.061 FIX.4.4:OEC_TEST->CMiccicheTM: <- 8=FIX.4.49=27635=834=1849=OEC_TEST52=20240812-13:27:5356=CMiccicheTM1=API0008396=5382.7511=OECFIX:21342961914=117=OECFIX:213429619:15431=5382.7532=137=21342961938=139=240=154=255=ES59=060=20240812-13:27:53.046150=F151=0167=FUT200=202409325=Y377=N461=FXXXXS1028=Y10=008 08:27:53.063 FIX.4.4:OEC_TEST->CMiccicheTM: <- 8=FIX.4.49=26035=834=1949=OEC_TEST52=20240812-13:27:5356=CMiccicheTM1=API0008396=5382.7511=OECFIX:21342961914=117=OECFIX:213429619:15537=21342961938=139=B40=154=255=ES59=060=20240812-13:27:53.061150=B151=0167=FUT200=202409325=Y377=N461=FXXXXS1028=Y10=042 Chris M
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| FIX Support » How to determine which message is for expiration and which is for liquidation Aug 07, 2024 @ 08:49 AM (Total replies: 8) | |||||
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Can you provide more context so I can answer your question? What message are you asking about specifically? If we liquidate a position, you will be locked from trading and your position is flattened. You will not be able to place any trade. Same for expiration. Once a contract has expired, trading is not possible. You would need to trade in the next available month. Chris M
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| FIX Support » fill price on Test environment Jul 24, 2024 @ 08:03 AM (Total replies: 2) | |||||
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Our price format in the trading platform is not the same decimal format as you may expect from the exchange. It is also possible for the price format from our back-office may not match as well. Chris M
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| FIX Support » OrderId in ST4 files Jul 23, 2024 @ 09:18 AM (Total replies: 1) | |||||
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This would be a question for our Operations/back-office team, and is not API/FIX related. I do not believe GMI provides our trading platform order numbers in their files. Chris M
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| FIX Support » exchange fees Jul 17, 2024 @ 12:26 PM (Total replies: 1) | |||||
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The breakdown of exchange and NFA fees are not provided in our FIX server, but will be included in our commission totals. It would be best to use GMI back office files as it serves as the official record of an account. Chris M
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| API Support » How to connect to port 9400 using stunnel with Windows 10 Jul 16, 2024 @ 04:26 PM (Total replies: 1) | |||||
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We cannot support stunnel-specific questions in this forum. Make sure you are using TLS 1.2 to connect to port 9400. Chris M
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| FIX Support » auto-liquidation questions Jun 27, 2024 @ 09:11 AM (Total replies: 1) | |||||
1. When orders are auto-liquidated - what happens with working orders? Working orders would be canceled and unsolicited orders would be sent to offset the position. Yes, they have an unsolicited flag. b. could you please provide some examples See below 2. how do open positions close in that case? See below a. how do ExecutionReports look for them? Same as what is documented here https://futures-media.stonex.com/gfapi/?topic=html/c1fd1da0-bc5a-414f-8894-e21a49719a8c.htm, just an unsolicited flag b. could you please provide some examples See below Any FIX examples or code would be much appreciated!! Thank you in advance! Orders: Account,Order #,State,Side,Qty,Filled Qty,Symbol,Price,Avg.Price,Comments,Time,Completed Time,Fill Time API003635,213368078,Completed,Buy,1,1,ESU24,LMT 5548.50,5548.50,DOM,10:02:23.481,10:02:34.038,10:02:34.023 API003635,213368079,Cancelled,Sell,1,0,ESU24,LMT 5553.50,,Bracket,10:02:23.481,10:03:13.607, API003635,213368080,Cancelled,Sell,1,0,ESU24,STP 5543.50,,Bracket,10:02:23.481,10:03:13.623, API003635,213368088,Completed,Sell,1,1,ESU24,MKT,5548.25,Admin,10:03:13.752,10:03:13.814,10:03:13.799 Chris M
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| FIX Support » Margin request Jun 24, 2024 @ 01:55 PM (Total replies: 9) | |||||
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You wouldn't need to use the FIX Sample. You already have a FIX application. Just support these messages:
*MarginCalcReport - UM - See https://futures-media.stonex.com/gfapi/?topic=html/8f93af8f-9598-49f6-ae19-4c1950db9345.htm Chris M
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| API Support » Multiple API Connections Jun 17, 2024 @ 10:58 AM (Total replies: 2) | |||||
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Would this software only be used by you or other customers? We need to understand your setup before providing a solution. Chris M
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| API Support » SendOSOOrders quanity ptoblem May 21, 2024 @ 02:11 PM (Total replies: 1) | |||||
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This forum is for programming questions, not questions for how fills occurred in the demo platform. The simulator may not represent how live markets may have filled an order. Chris M
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| API Support » Order Breaks Limits - Details May 15, 2024 @ 08:49 AM (Total replies: 6) | |||||
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Our developers are looking into the matter. Chris M
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| API Support » Order Breaks Limits - Details May 14, 2024 @ 12:59 PM (Total replies: 6) | |||||
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Per https://gainfutures.com/GFAPI/?topic=html/9900566b-260a-4247-8326-9698b013e7b8.htm#SecOrders Risk Violations If your order is rejected, you can find the reason in ResultComments. To get more details about a risk violation rejection, you can capture messages in the OnError event: OnError Copy private static void Main(GF.Api.IGFClient client) { client.Logging.ErrorOccurred += GFClient_OnErrorOccurred; } private static void GFClient_OnErrorOccurred(GF.Api.IGFClient client, GF.Api.Utils.ErrorEventArgs e) { Console.WriteLine($"OnError: {e.Exception.Message}"); } Risk violation text will look like this: Risk violation: 1540:API001540 Max credit = 0.0000000000 USD,Order requires [3600.00000 USD] and needs additional credit of 130.00000 USD (cash leveraged) Cash and credit balance 125.00000 USD ... where 1540 is AccountID and API001540 is Spec. Chris M
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| API Support » Transaction History via API Apr 11, 2024 @ 02:13 PM (Total replies: 2) | |||||
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GFAPI does not provide historical trade or position data. That can be found in our MyStoneX portal. Chris M
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