Data Dictionary

QuickFIX-compatible FIX 4.2 data dictionary for the Paxos FIX interface.

Use this data dictionary with QuickFIX, QuickFIX/J, QuickFIX/n, and compatible FIX engines. It defines only the messages, fields, and values supported by the Paxos FIX interface, enabling strict message validation.

Save the XML below as FIX42-paxos.xml and reference it in your FIX engine configuration.

FIX42-paxos.xml

<!--
  Paxos FIX 4.2 Data Dictionary
  For use with QuickFIX, QuickFIX/J, QuickFIX/n, and compatible FIX engines.

  This dictionary defines ONLY the messages, fields, and values supported by the
  Paxos FIX trading interface. Unsupported standard FIX 4.2 values have been
  removed to enable strict validation.

  Reference: https://docs.paxos.com/guides/crypto-brokerage/fix/reference
-->
<fix major="4" minor="2">
    <header>
        <field name="BeginString" required="Y"/>
        <field name="BodyLength" required="Y"/>
        <field name="MsgType" required="Y"/>
        <field name="SenderCompID" required="Y"/>
        <field name="TargetCompID" required="Y"/>
        <field name="MsgSeqNum" required="Y"/>
        <field name="PossDupFlag" required="N"/>
        <field name="PossResend" required="N"/>
        <field name="SendingTime" required="Y"/>
        <field name="OrigSendingTime" required="N"/>
    </header>

    <trailer>
        <field name="CheckSum" required="Y"/>
    </trailer>

    <messages>
        <!-- Session (Admin) Messages -->
        <message name="Heartbeat" msgtype="0" msgcat="admin">
            <field name="TestReqID" required="N"/>
        </message>
        <message name="Logon" msgtype="A" msgcat="admin">
            <field name="EncryptMethod" required="Y"/>
            <field name="HeartBtInt" required="Y"/>
            <field name="ResetSeqNumFlag" required="N"/>
        </message>
        <message name="TestRequest" msgtype="1" msgcat="admin">
            <field name="TestReqID" required="Y"/>
        </message>
        <message name="ResendRequest" msgtype="2" msgcat="admin">
            <field name="BeginSeqNo" required="Y"/>
            <field name="EndSeqNo" required="Y"/>
        </message>
        <message name="Reject" msgtype="3" msgcat="admin">
            <field name="RefSeqNum" required="Y"/>
            <field name="RefTagID" required="N"/>
            <field name="RefMsgType" required="N"/>
            <field name="SessionRejectReason" required="N"/>
            <field name="Text" required="N"/>
        </message>
        <message name="SequenceReset" msgtype="4" msgcat="admin">
            <field name="GapFillFlag" required="N"/>
            <field name="NewSeqNo" required="Y"/>
        </message>
        <message name="Logout" msgtype="5" msgcat="admin">
            <field name="Text" required="N"/>
        </message>

        <!-- Application Messages -->
        <message name="NewOrderSingle" msgtype="D" msgcat="app">
            <field name="ClOrdID" required="Y"/>
            <field name="ClientID" required="Y"/>
            <field name="Account" required="Y"/>
            <field name="HandlInst" required="Y"/>
            <field name="Symbol" required="Y"/>
            <field name="SecurityType" required="Y"/>
            <field name="Side" required="Y"/>
            <field name="TransactTime" required="Y"/>
            <field name="OrderQty" required="N"/>
            <field name="CashOrderQty" required="N"/>
            <field name="OrdType" required="Y"/>
            <field name="ExecInst" required="N"/>
            <field name="Price" required="N"/>
            <field name="StopPx" required="N"/>
            <field name="TimeInForce" required="N"/>
            <field name="ExpireTime" required="N"/>
            <field name="AllocBrokerAccountID" required="N"/>
            <field name="SenderSubID" required="N"/>
            <field name="FundCommissionOption" required="N"/>
            <field name="SelfMatchPreventionID" required="N"/>
            <field name="OrderRoutingMode" required="N"/>
        </message>
        <message name="ExecutionReport" msgtype="8" msgcat="app">
            <field name="Side" required="Y"/>
            <field name="ExecType" required="Y"/>
            <field name="ExecRestatementReason" required="N"/>
            <field name="LastShares" required="Y"/>
            <field name="ClientID" required="Y"/>
            <field name="Account" required="Y"/>
            <field name="LastPx" required="Y"/>
            <field name="OrdRejReason" required="N"/>
            <field name="LeavesQty" required="Y"/>
            <field name="Commission" required="N"/>
            <field name="TransactTime" required="Y"/>
            <field name="Text" required="N"/>
            <field name="ExecTransType" required="Y"/>
            <field name="Symbol" required="Y"/>
            <field name="ExecID" required="Y"/>
            <field name="CumQty" required="Y"/>
            <field name="CommType" required="N"/>
            <field name="ClOrdID" required="Y"/>
            <field name="Price" required="N"/>
            <field name="StopPx" required="N"/>
            <field name="AvgPx" required="Y"/>
            <field name="OrigClOrdID" required="N"/>
            <field name="OrdType" required="N"/>
            <field name="ExecInst" required="N"/>
            <field name="OrdStatus" required="Y"/>
            <field name="OrderQty" required="N"/>
            <field name="CashOrderQty" required="N"/>
            <field name="OrderID" required="Y"/>
            <field name="LiquidityInd" required="N"/>
            <field name="AllocBrokerAccountID" required="N"/>
            <field name="SenderSubID" required="N"/>
            <field name="FundCommissionOption" required="N"/>
            <field name="GrossTradeAmt" required="N"/>
            <field name="TimeInForce" required="N"/>
            <field name="ExpireTime" required="N"/>
            <field name="RecipientProfileId" required="N"/>
            <field name="SelfMatchPreventionID" required="N"/>
        </message>
        <message name="OrderCancelRequest" msgtype="F" msgcat="app">
            <field name="OrigClOrdID" required="Y"/>
            <field name="ClOrdID" required="Y"/>
            <field name="Account" required="Y"/>
            <field name="ClientID" required="Y"/>
            <field name="Symbol" required="Y"/>
            <field name="SecurityType" required="Y"/>
            <field name="Side" required="Y"/>
            <field name="TransactTime" required="Y"/>
            <field name="OrderQty" required="N"/>
            <field name="CashOrderQty" required="N"/>
        </message>
        <message name="OrderCancelReject" msgtype="9" msgcat="app">
            <field name="CxlRejResponseTo" required="Y"/>
            <field name="ClOrdID" required="Y"/>
            <field name="OrdStatus" required="Y"/>
            <field name="OrigClOrdID" required="Y"/>
            <field name="OrderID" required="Y"/>
            <field name="Account" required="Y"/>
            <field name="CxlRejReason" required="Y"/>
        </message>
        <message name="OrderStatusRequest" msgtype="H" msgcat="app">
            <field name="ClOrdID" required="Y"/>
            <field name="ClientID" required="Y"/>
            <field name="Account" required="Y"/>
            <field name="Symbol" required="Y"/>
            <field name="Side" required="Y"/>
        </message>
    </messages>

    <fields>
        <field number="1" name="Account" type="STRING"/>
        <field number="6" name="AvgPx" type="PRICE"/>
        <field number="7" name="BeginSeqNo" type="INT"/>
        <field number="8" name="BeginString" type="STRING"/>
        <field number="9" name="BodyLength" type="INT"/>
        <field number="10" name="CheckSum" type="STRING"/>
        <field number="11" name="ClOrdID" type="STRING"/>
        <field number="12" name="Commission" type="AMT"/>
        <field number="13" name="CommType" type="CHAR">
            <value enum="3" description="ABSOLUTE"/>
        </field>
        <field number="14" name="CumQty" type="QTY"/>
        <field number="16" name="EndSeqNo" type="INT"/>
        <field number="17" name="ExecID" type="STRING"/>
        <field number="18" name="ExecInst" type="MULTIPLEVALUESTRING">
            <value enum="6" description="PARTICIPATE_DO_NOT_INITIATE"/>
        </field>
        <field number="20" name="ExecTransType" type="CHAR">
            <value enum="0" description="NEW"/>
            <value enum="3" description="STATUS"/>
        </field>
        <field number="21" name="HandlInst" type="CHAR">
            <value enum="1" description="AUTOMATED_EXECUTION_NO_INTERVENTION"/>
        </field>
        <field number="31" name="LastPx" type="PRICE"/>
        <field number="32" name="LastShares" type="QTY"/>
        <field number="34" name="MsgSeqNum" type="INT"/>
        <field number="35" name="MsgType" type="STRING">
            <value enum="0" description="HEARTBEAT"/>
            <value enum="1" description="TEST_REQUEST"/>
            <value enum="2" description="RESEND_REQUEST"/>
            <value enum="3" description="REJECT"/>
            <value enum="4" description="SEQUENCE_RESET"/>
            <value enum="5" description="LOGOUT"/>
            <value enum="8" description="EXECUTION_REPORT"/>
            <value enum="9" description="ORDER_CANCEL_REJECT"/>
            <value enum="A" description="LOGON"/>
            <value enum="D" description="NEW_ORDER_SINGLE"/>
            <value enum="F" description="ORDER_CANCEL_REQUEST"/>
            <value enum="H" description="ORDER_STATUS_REQUEST"/>
        </field>
        <field number="36" name="NewSeqNo" type="INT"/>
        <field number="37" name="OrderID" type="STRING"/>
        <field number="38" name="OrderQty" type="QTY"/>
        <field number="39" name="OrdStatus" type="CHAR">
            <value enum="0" description="NEW"/>
            <value enum="1" description="PARTIALLY_FILLED"/>
            <value enum="2" description="FILLED"/>
            <value enum="4" description="CANCELED"/>
            <value enum="6" description="PENDING_CANCEL"/>
            <value enum="8" description="REJECTED"/>
            <value enum="A" description="PENDING_NEW"/>
            <value enum="C" description="EXPIRED"/>
        </field>
        <field number="40" name="OrdType" type="CHAR">
            <value enum="1" description="MARKET"/>
            <value enum="2" description="LIMIT"/>
            <value enum="3" description="STOP"/>
            <value enum="4" description="STOP_LIMIT"/>
        </field>
        <field number="41" name="OrigClOrdID" type="STRING"/>
        <field number="43" name="PossDupFlag" type="BOOLEAN"/>
        <field number="44" name="Price" type="PRICE"/>
        <field number="45" name="RefSeqNum" type="INT"/>
        <field number="49" name="SenderCompID" type="STRING"/>
        <field number="50" name="SenderSubID" type="STRING"/>
        <field number="52" name="SendingTime" type="UTCTIMESTAMP"/>
        <field number="54" name="Side" type="CHAR">
            <value enum="1" description="BUY"/>
            <value enum="2" description="SELL"/>
        </field>
        <field number="55" name="Symbol" type="STRING"/>
        <field number="56" name="TargetCompID" type="STRING"/>
        <field number="58" name="Text" type="STRING"/>
        <field number="59" name="TimeInForce" type="CHAR">
            <value enum="1" description="GOOD_TILL_CANCEL"/>
            <value enum="3" description="IMMEDIATE_OR_CANCEL"/>
            <value enum="4" description="FILL_OR_KILL"/>
            <value enum="6" description="GOOD_TILL_DATE"/>
        </field>
        <field number="60" name="TransactTime" type="UTCTIMESTAMP"/>
        <field number="97" name="PossResend" type="BOOLEAN"/>
        <field number="98" name="EncryptMethod" type="INT">
            <value enum="0" description="NONE"/>
        </field>
        <field number="99" name="StopPx" type="PRICE"/>
        <field number="102" name="CxlRejReason" type="INT">
            <value enum="0" description="TOO_LATE_TO_CANCEL"/>
            <value enum="1" description="UNKNOWN_ORDER"/>
            <value enum="2" description="BROKER_OPTION"/>
            <value enum="3" description="ALREADY_PENDING"/>
            <value enum="99" description="OTHER"/>
        </field>
        <field number="103" name="OrdRejReason" type="INT">
            <value enum="0" description="BROKER_OPTION"/>
            <value enum="1" description="UNKNOWN_SYMBOL"/>
            <value enum="2" description="EXCHANGE_CLOSED"/>
            <value enum="3" description="ORDER_EXCEEDS_LIMIT"/>
            <value enum="5" description="UNKNOWN_ORDER"/>
            <value enum="6" description="DUPLICATE_ORDER"/>
            <value enum="8" description="STALE_ORDER"/>
        </field>
        <field number="108" name="HeartBtInt" type="INT"/>
        <field number="109" name="ClientID" type="STRING"/>
        <field number="112" name="TestReqID" type="STRING"/>
        <field number="122" name="OrigSendingTime" type="UTCTIMESTAMP"/>
        <field number="123" name="GapFillFlag" type="BOOLEAN"/>
        <field number="126" name="ExpireTime" type="UTCTIMESTAMP"/>
        <field number="141" name="ResetSeqNumFlag" type="BOOLEAN"/>
        <field number="150" name="ExecType" type="CHAR">
            <value enum="0" description="NEW"/>
            <value enum="1" description="PARTIAL_FILL"/>
            <value enum="2" description="FILL"/>
            <value enum="3" description="DONE_FOR_DAY"/>
            <value enum="4" description="CANCELED"/>
            <value enum="6" description="PENDING_CANCEL"/>
            <value enum="8" description="REJECTED"/>
            <value enum="A" description="PENDING_NEW"/>
            <value enum="C" description="EXPIRED"/>
            <value enum="D" description="RESTATED"/>
        </field>
        <field number="151" name="LeavesQty" type="QTY"/>
        <field number="152" name="CashOrderQty" type="QTY"/>
        <field number="167" name="SecurityType" type="STRING">
            <value enum="FOR" description="FOREIGN_EXCHANGE_CONTRACT"/>
        </field>
        <field number="371" name="RefTagID" type="INT"/>
        <field number="372" name="RefMsgType" type="STRING"/>
        <field number="373" name="SessionRejectReason" type="INT">
            <value enum="0" description="INVALID_TAG_NUMBER"/>
            <value enum="1" description="REQUIRED_TAG_MISSING"/>
            <value enum="2" description="TAG_NOT_DEFINED_FOR_THIS_MESSAGE_TYPE"/>
            <value enum="3" description="UNDEFINED_TAG"/>
            <value enum="4" description="TAG_SPECIFIED_WITHOUT_A_VALUE"/>
            <value enum="5" description="VALUE_IS_INCORRECT"/>
            <value enum="6" description="INCORRECT_DATA_FORMAT_FOR_VALUE"/>
            <value enum="7" description="DECRYPTION_PROBLEM"/>
            <value enum="8" description="SIGNATURE_PROBLEM"/>
            <value enum="9" description="COMP_ID_PROBLEM"/>
            <value enum="10" description="SENDING_TIME_ACCURACY_PROBLEM"/>
            <value enum="11" description="INVALID_MSG_TYPE"/>
        </field>
        <field number="378" name="ExecRestatementReason" type="INT">
            <value enum="4" description="BROKER_OPTION"/>
        </field>
        <field number="381" name="GrossTradeAmt" type="AMT"/>
        <field number="434" name="CxlRejResponseTo" type="CHAR">
            <value enum="1" description="ORDER_CANCEL_REQUEST"/>
        </field>
        <!-- Paxos Custom Fields -->
        <field number="2362" name="SelfMatchPreventionID" type="STRING"/>
        <field number="5000" name="RecipientProfileId" type="STRING"/>
        <field number="5047" name="AllocBrokerAccountID" type="STRING"/>
        <field number="5074" name="FundCommissionOption" type="STRING"/>
        <field number="5851" name="LiquidityInd" type="CHAR">
            <value enum="1" description="ADD"/>
            <value enum="2" description="REMOVE"/>
        </field>
        <field number="8000" name="OrderRoutingMode" type="INT">
            <value enum="1" description="NO_ROUTING"/>
            <value enum="2" description="BEST_EXECUTION_ROUTING"/>
        </field>
    </fields>
</fix>