Order Entry Session

This section provides the schema for each FIX message exchanged over the order entry session between Moment and a trading venue. Moment sends New Order Single and Order Cancel Request messages to the Venue; the Venue responds with Execution Reports and, when a cancel request cannot be honored, an Order Cancel Reject. See the Overview for how these messages fit together in a typical order flow.

Moment to Venue

• New Order Single (35=D)
• Order Cancel Request (35=F)

Venue to Moment

• Order Execution Report (35=8)
• Cancel Request Execution Report (35=8)
• Order Cancel Reject (35=9)