> ## Documentation Index > Fetch the complete documentation index at: https://docs.cdp.coinbase.com/llms.txt > Use this file to discover all available pages before exploring further. # Derivatives FIX Code Sets This pages lists supported code sets and their respective tags. ## OrdStatus (39) | Value | Description | | :---- | :--------------- | | 0 | New | | 1 | Partially Filled | | 2 | Filled | | 3 | Done for Day | | 4 | Canceled | | 5 | Modify | | 8 | Rejected | | C | Expired | | U | Undefined | ## OrdType (40) | Value | Description | | :---- | :--------------------------------------------------------------------- | | 1 | Market | | 2 | Limit | | 3 | Stop | | 4 | Stop Limit | | O | [OCO (One Cancels the Other)](/derivatives/fix/order-entry#oco-orders) | ## Side (54) / LegSide (624) | Value | Description | | :---- | :---------- | | 1 | Buy Side | | 2 | Sell Side | ## TimeInForce (59) | Value | Description | | :---- | :---------------------------------------------- | | 0 | Day | | 1 | Good Till Cancel (GTC) | | 3 | Fill and Kill (FAK) / Immediate or Cancel (IOC) | | 4 | Fill or Kill (FOK) | | 6 | Good Till Date (GTD) | ## PositionEffect (77) | Value | Description | | :---- | :---------- | | O | Open | | C | Close | | D | Default | ## CXRejReason (102) | Value | Description | | :---- | :----------------- | | 0 | Too late to cancel | | 1 | Unknown order | ## OrdRejReason (103) | Value | Description | | :---- | :----------------------------------------------------------------------------------------------- | | 1 | Unknown symbol | | 2 | Exchange closed | | 6 | Duplicate order | | 18 | Invalid price increment (submitted price precision exceeds the one supported for the instrument) | | 99 | Other | ## ExecType (150) | Value | Description | | :---- | :------------- | | 0 | New | | 3 | Done for Day | | 4 | Canceled | | 5 | Replaced | | 8 | Rejected | | C | Expired | | F | Trade | | H | Trade Cancel | | L | Stop Triggered | ## SecurityType (167) / LegSecurityType (609) | Value | Description | | :---- | :---------- | | FUT | Future | | OPT | Option | ## SubscriptionRequestType (263) | Value | Description | | :---- | :----------------------------------------------------------------------------------------------------------------------- | | 1 | Subscribe to CLOB order book, regular trades, and market statistics. An initial full snapshot (35=W) is sent. | | 2 | Unsubscribe an existing subscription. Applies to both futures and block trade subscriptions. | | 3 | Subscribe to block trade events and block trade session volume, delivered via 35=X. No CLOB order book snapshot is sent. | ## MDEntryType (269) | Value | Description | | :---- | :--------------------------------- | | 0 | Bid | | 1 | Offer | | 2 | Trade | | 4 | Opening Price | | 5 | Closing Price | | 6 | Settlement Price | | 7 | Trading Session High Price | | 8 | Trading Session Low Price | | 9 | Trading Session Vwap Price | | B | Trading Session Traded Volume | | C | Open Interest | | E | Implied Bid | | F | Implied Offer | | J | Empty Book | | z | Last Traded Price | | t | Funding Time | | k | Final Mark Price | | f | Final Funding Rate | | m | Mark Price | | p | Predicted Funding Rate | | s | Spot Mark Price | | v | Fair Value | | u | Trading Session Block Trade Volume | ## SessionRejectReason (373) | Value | Description | | :---- | :--------------------------------------------- | | 0 | Invalid tag number | | 1 | Required tag missing | | 3 | Undefined Tag | | 4 | Tag specified without a value | | 5 | Value is incorrect (out of range) for this tag | | 6 | Incorrect data format for value | | 9 | CompID problem | | 99 | Other | ## ExecRestatementReason (378) | Value | Description | | :---- | :---------------------------------------------------------- | | 8 | Exchange | | 100 | Cancel on disconnect | | 103 | Cancel oldest (resting) due to Self-Match Prevention | | 104 | Cancel from exchange credit controls violation | | 105 | Cancel from exchange website | | 106 | Cancel from Risk Management API | | 107 | Cancel newest (aggressing) due to Self-Match Prevention | | 108 | Cancel due to resting order quantity less than min lot size | | 109 | Cancel both due to Self-Match Prevention | ## MultiLegReporting (442) | Value | Description | | :---- | :------------ | | 1 | Outright | | 2 | Leg of Spread | | 3 | Spread | ## CFICode (461) / LegCFICode (608) | Value | Description | | :----- | :----------- | | FXXXXX | Futures | | OCXXXS | Options Call | | OPXXXS | Options Put | ## OrderCapacity (528) | Value | Description | | :---- | :---------------------------------- | | A | Agency. Order placed by customer | | P | Principal. Order placed by the firm | ## CustOrderCapacity (582) | Value | Description | | :---- | :--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------- | | 1 | CTI 1: Transactions initiated and executed by individual member for their own **personal account**, for an account they control, or for an account in which they have ownership or financial interest. | | 2 | CTI 2: Transactions executed for the **proprietary account** of a clearing member or non-clearing member firm. | | 3 | CTI 3: Transactions where an individual member or authorized trader executes for the **personal account of another individual member**, for an account the other individual member controls, or for an account in which the other individual member has ownership or financial interest. | | 4 | CTI 4: Transactions that do not meet the definition of CTI 1, 2 or 3. These should be non-member customer transactions. | ## SecuritySubType (762) | Value | Description | | :---- | :------------------------ | | SP | Standard Calendar Spreads | ## TradingSessionID (336) Hours-profile of the instrument on FIX Market Data `SecurityDefinition` (35=d) and `SecurityList` (35=y). One string value per instrument. Additional values may be added via Market Notice. | Value | Description | | :------------------------ | :-------------------------------------------------------------------------------------------------------------------------------------------------------------------------- | | STANDARD\_23X5 | Traditional 23x5 futures (e.g. energies). Sunday 5:00 PM CT open, Friday 4:00 PM CT close, with a 1-hour daily maintenance window (4:00-5:00 PM CT, Monday-Thursday). | | EQUITY\_PERP\_24X5 | Equity index perpetual-style futures. Sunday 7:00 PM CT open, Friday 4:00 PM CT close, continuous between open and close (no daily maintenance window). | | 24X7\_WITH\_WEEKLY\_MAINT | Crypto, gold, and silver futures. Continuous, with a 1-hour weekly maintenance window (Friday 4:00-5:00 PM CT, or the prior business day if Friday is an Exchange holiday). | | TRUE\_24X7 | Continuous with no Friday close window. None listed currently. Reserved for forward compatibility. | ## TrdType (828) | Value | Description | | :---- | :------------ | | 0 | Regular Trade | | 1 | Block Trade | ## ManualOrderIndicator (1028) | Value | Description | | :---- | :-------------------------------------------- | | Y | Manually created order | | N | Automatically generated with trading software | ## CustOrderHandlingInst (1031) | Value | Description | | :---- | :------------------------------------------------------- | | W | Desk | | Y | Electronic (Default) | | C | Vendor provided platform Billed by Executing Broker | | G | Sponsored Access via exchange API | | H | Premium Algorithmic trading provided by executing broker | | D | Other | ## AggressorIndicator (1057) | Value | Description | | :---- | :--------------- | | Y | Match aggressor | | N | Resting at match | ## SelfMatchPreventionStrategy (8000) | Value | Description | | :---- | :---------------------------------------- | | N | Cancel aggressing order | | O | Cancel resting order | | Q | Cancel both aggressing and resting orders |