Search code examples
fix-protocol

FIX Protocol Order Lifecycle


I'm developing an order management system (OMS) for educational purposes and need some help with the FIX protocol. I know that OrdStatus (tag 39) and ExecType (tag 150) are primarily used to track the order lifecycle, but I'm a bit confused by all the possible combinations.

What's the best way to implement this? Are there any detailed documentation or implementations (in any language) that explain these combinations clearly?


Solution

  • The pages of the FIX Trading Community should be your first stop, especially https://www.fixtrading.org/online-specification/order-state-changes/#general-order-state-change-matrices

    E.g. QuickFIX/J has some examples which simulate a very simple order matcher: https://github.com/quickfix-j/quickfixj/tree/master/quickfixj-examples