Gemini Clearing
FIX broker support
Gemini Clearing also allows for brokers to facilitate trades between two Gemini customers. A broker can submit a new Gemini Clearing order that must then be confirmed by each counterparty before settlement.
Broker New Order Cross
Fields
Tag | Name | Req | Description |
---|---|---|---|
Standard Header | Y | MsgType = s | |
40 | OrdType | Y | Order type. Valid values: 2 = Limit |
44 | Price | Y | Decimal price. Price is denominated in CCY1 |
55 | Symbol | Y | Ticker symbol of the order. See Supported Symbols for valid values. |
60 | TransactTime | Y | Time of order creation (expressed in UTC). |
548 | CrossID | Y | Unique identifier for a cross order |
549 | CrossType | Y | Type of cross being submitted. Valid values: 1 = Cross trade which is either completely executed or not |
550 | CrossPrioritization | Y | Indicates if one side or the other of a cross order should be prioritized. Valid values: 0 = None |
552 | NoSides | Y | Number of side <54> repeating group instancesValid values: 2 = Two Sides |
54 | Side | Y | Part of a repeating group Side of the source/target of the order. The opposite repeating group must have the opposite side. Valid values: 1 = Buy 2 = Sell |
11 | ClOrdID | Y | Part of a repeating group Unique identifier of the cross order as assigned by the institution. Uniqueness must be guaranteed by the institution for the duration of the connection to the order entry channel. |
583 | ClOrdLinkID | Y | Part of a repeating group Also referred to as counterparty_id . A value that is assigned to a specific counterparty Gemini account. Can be accessed on the web interface under the GEMINI ID label. See workflow for more detail.Must be consistent with the rest of the repeating group. |
38 | OrderQty | Y | Part of a repeating group Decimal quantity of quantity currency to buy or sell. Must match the opposing repeating group. |
126 | ExpireTime | Y | Time of order expiration (expressed in UTC). Can be up to 30 days from order initiation. |
Standard Trailer | Y |
Request
RAW 8=FIX.4.4|9=247|35=s|34=2|49=TESTOE001|52=20190905-13:29:45.762|56=GEMINI|40=2|44=10000|55=btcusd|60=20190905-13:29:45.762|548=49382061|549=1|550=0|552=2|54=1|11=63216195|583=R485E04Q|38=25.01|54=2|11=44996792|583=7467JVXP|38=25.01|126=20190905-15:29:45.762|10=236| HEADER 8 BeginString: FIX.4.4 9 BodyLength: 247 35 MsgType: NewOrderCross (s) 34 MsgSeqNum: 2 49 SenderCompID: TESTOE001 52 SendingTime: 20190905-13:29:45.762 56 TargetCompID: GEMINI BODY 40 OrdType: LIMIT (2) 44 Price: 10000 55 Symbol: BTCUSD 60 TransactTime: 20190905-13:29:45.762 548 CrossID: 49382061 549 CrossType: Cross trade which is either completely executed or not executed at all (1) 550 CrossPrioritization: No priority (0) 552 NoSides: Two Sides (2) 126 ExpireTime: 20190905-15:29:45.762 REPEATING GROUPS 54 Side: BUY (1) 11 ClOrdID: 63216195 583 ClOrdLinkID: R485E04Q 38 OrderQty: 25.01 54 Side: SELL (2) 11 ClOrdID: 44996792 583 ClOrdLinkID: 7467JVXP 38 OrderQty: 25.01 TRAILER 10 CheckSum: 236txt
Execution Report
After submitting a new order cross as a broker, 2 execution reports will be sent (one for each side of the trade).
RAW 8=FIX.4.4|9=211|35=8|34=2|49=GEMINI|52=20190905-13:29:45.928|56=TESTOE001|6=10000|11=63216195|14=25.01|17=1567690185928|37=G9LVQOX5|39=0|44=10000|54=1|55=btcusd|60=20190905-13:29:45.928|150=0|151=25.01|583=R485E04Q|10=239| 8=FIX.4.4|9=211|35=8|34=3|49=GEMINI|52=20190905-13:29:45.929|56=TESTOE001|6=10000|11=44996792|14=25.01|17=1567690185928|37=G9LVQOX5|39=0|44=10000|54=2|55=btcusd|60=20190905-13:29:45.928|150=0|151=25.01|583=7467JVXP|10=054| HEADER 8 BeginString: FIX.4.4 9 BodyLength: 211 35 MsgType: ExecutionReport (8) 34 MsgSeqNum: 2 49 SenderCompID: GEMINI 52 SendingTime: 20190905-13:29:45.928 56 TargetCompID: TESTOE001 BODY 6 AvgPx: 10000 11 ClOrdID: 63216195 14 CumQty: 25.01 17 ExecID: 1567690185928 37 OrderID: G9LVQOX5 39 OrdStatus: NEW (0) 44 Price: 10000 54 Side: BUY (1) 55 Symbol: BTCUSD 60 TransactTime: 20190905-13:29:45.928 150 ExecType: NEW (0) 151 LeavesQty: 25.01 583 ClOrdLinkID: Clearing ID for corresponding Gemini account (R485E04Q) Trailer 10 CheckSum: 239 HEADER 8 BeginString: FIX.4.4 9 BodyLength: 211 35 MsgType: ExecutionReport (8) 34 MsgSeqNum: 3 49 SenderCompID: GEMINI 52 SendingTime: 20190905-13:29:45.929 56 TargetCompID: TESTOE001 BODY 6 AvgPx: 10000 11 ClOrdID: 44996792 14 CumQty: 25.01 17 ExecID: 1567690185928 37 OrderID: G9LVQOX5 39 OrdStatus: NEW (0) 44 Price: 10000 54 Side: SELL (2) 55 Symbol: BTCUSD 60 TransactTime: 20190905-13:29:45.928 150 ExecType: NEW (0) 151 LeavesQty: 25.01 583 ClOrdLinkID: Clearing ID for corresponding Gemini account (7467JVXP) Trailer 10 CheckSum: 054txt