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FIX (PROTO)

Introduction

This manual describes the way Interactive Brokers LLC (“IBKR”) implements industry standard Financial Information Exchange (FIX™) Protocol† as specific for IBKR clients and vendors who connect to IBKR using “FIX”. IBKR currently supports FIX versions 4.0 through 4.4, with a strong preference towards version 4.2. IBKR uses some tags specific to FIX version 4.3 and 4.4 (as well as custom IBKR tags) when certifying clients for FIX version 4.2. This manual documents messages supported by IBKR and their particular implementation. For a complete guide to the FIX standard please refer to the official FIX home page at the following URL: https://www.fixprotocol.org

This document assumes the default definition of the FIX standard unless otherwise noted. Only message types and fields (tags and values) which are supported by IBKR FIX engine are included in this manual. Not supported fields are not guaranteed to be included in FIX messages sent by IBKR. If an unsupported field is received by IBKR, it is not validated for processing purposes. FIX messages with unknown tags are not rejected as long as they include all necessary supported tags. Messages of types that are not supported are rejected.

Session Management

Supported Telecommunication Link Types

Authentication

Sequence Number Management

Order Eligible Only During RTH

Session Protocol

Message format and field delimiter

Message Recovery

Standard Message Header

Standard Message Trailer

Message Compression

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