OneChronos
OneChronos

    FIX Integration

    FIX Spec
      OneChronos FIX
      Connectivity
      Market Hours
      Identifiers
      Permitted Identifier Characters
      ClOrdID Requirements
      Identifier Types
      Expressive Bidding
      The Expressive Bidding Lifecycle: Five Easy Steps
      The Expressive Bidding Payload
      Optional Encryption
      Order Types
      All Messages
      General Notes
      Administrative Messages
      From Subscriber
      To Subscriber
      ExecutionReport Specializations
      Order State Transitions
      Drop Copy
      Port Settings
      Order Entry Port Settings
      Drop Copy Port Settings
    FIX Primer (Optional)
      Message Format
      Field Delimiter
      Data Types
      Checksum Calculation
      Message Delivery
      Sequence Numbers
      Ordered Message Processing
      Recovery
      Duplicates
      Retransmissions
      Sequence Resets
      Logon Procedures
      Logout
      Heartbeats
    Symbology

Symbology

OneChronos supports three symbology conventions:

  1. CMS Concatenated. Subscriber must populate the Symbol field with both the root symbol and a CMS suffix, for symbols requiring one. A single ASCII space must separate the root and the suffix. Example: Symbol=BRK A.
  2. CMS Suffix. Subscriber must populate the Symbol field with only the root suffix, and SymbolSfx with a CMS suffix for symbols requiring one. Example: Symbol=BRK, SymbolSfx=A.
  3. NASDAQ Integrated. Subscriber must populate the Symbol field with the root symbol and append a NASDAQ Integrated suffix for symbols requiring one. Example: Symbol=BRK.A.

Symbology election occurs on the port level. The table below is a comprehensive list of security categorizations (not all of which are necessarily tradable on OneChronos). Note that we include a column showing the mapping from CQS symbology to CMS/NASDAQ Integrated, but we do not support CQS.

Security TypeCQS Suffix (not tradable)CMS SuffixNasdaq Integrated Suffix
Called/CLCL*
Class 'A' When Issued/AwAWI.A#
Class 'A' Called/A/CLACL.A*
Class 'A'/AA.A
Class 'B'/BB.B
Class Convertible/A/CVACV.A%
Convertible/CVCV%
Convertible Called/CV/CLCVCL%*
Emerging Company Marketplace/ECEC!
Partial Paid/PPPP@
PreferredpPR-
Preferred 'A' CalledpA/CLPRACL-A*
Preferred 'A' When IssuedpAwPRAWI-A#
Preferred (Class A) ConvertiblepA/CVPRACV-A%
Preferred (Class A) When DistributedpA/WDPRAWD-A$
Preferred Calledp/CLPRCL-*
Preferred Class 'A'pAPRA-A
Preferred Class 'B'pBPRB-B
Preferred When Distributedp/WDPRWD-$
Preferred When IssuedpwPRWI-#
RightsrRT^
Rights When IssuedrwRTWI^#
TEST Symbol/TESTTEST~
Units/UU=
Warrants/WSWS+
Warrants Class 'A'/WS/AWSA+A
Warrants Class 'B'/WS/BWSB+B
Warrrant When Issued/WSwWSWI+#
When Distributed/WDWD$
When IssuedwWI#