Information about the Base Exchange drop copy service, named DropPort.
Authorized Trading Members send buy and sell orders through the ALO/FIX order entry gateways. All outbound messages sent by each participant session can be copied and forwarded through a Dropport session.
Base Exchange uses the FIX 4.4 protocol for this service, and the application messages sent use the same schema and fields as the FIX Order Entry Gateway. The session layer follows the standard FIX 4.4 protocol (administrative messages such as Logon, Logout, etc.). Standard FIX headers and trailers are expected in incoming messages, in accordance with the FIX 4.4 protocol rules.
| Version | Compatible with previous version |
Change Description | Date |
|---|---|---|---|
| 3.0 | Yes | Added NewOrderCross related fields to the ExecutionReport message; Changed rejection and cancellation codes; Removed MaxFloor field |
08/11/2026 |
| 2.0 | Yes | Added Memo tag to all messages; Added EnteringTrader party group on Execution Report; Changed rejection and cancellation codes |
07/21/2025 |
| 1.0 | - | Original version | 11/08/2024 |
DropPort is an application that provides real-time information about order entry performed at Base Exchange in FIX format.
Each host can be configured to send all outbound ALO/FIX messages or only trade information from one or more ALO/FIX order entry hosts.
Inbound messages are not allowed. Any inbound message sent will be silently ignored.
It is the responsibility of the Trading Member to request the creation of its DropPort sessions.
C - Conditional on other tags / values.
| Tag | Field Name | Required | Comment |
|---|---|---|---|
| 8 | BeginString | Y | |
| 9 | BodyLength | Y | |
| 35 | MsgType | Y | |
| 49 | SenderCompID | Y | |
| 56 | TargetCompID | Y | |
| 34 | MsgSeqNum | Y | |
| 43 | PossDupFlag | N | Required on retransmissions |
| 52 | SendingTime | Y | |
| 122 | OrigSendingTime | N | Required on retransmissions |
<8>| Tag | Field Name | Required | Comment |
|---|---|---|---|
| 37 | OrderID | Y | Exchange-assigned unique order reference, unique within a single trading day |
| 11 | ClOrdID | Y | As entered |
| 41 | OrigClOrdID | C | Required for Cancel/Replace responses |
| 453 | NoPartyIDs | N | 1. Used to identify entering trader |
| => 448 | PartyID | Y | Entering trader code |
| => 447 | PartyIDSource | Y | D = proprietary code |
| => 452 | PartyRole | Y | 36 = EnteringTrader |
| 382 | NoContraBrokers | C | 1. Required for Trade |
| => 375 | ContraBroker | Y | Trade counterparty |
| 548 | CrossID | C | Required for NewOrderCross responses |
| 549 | CrossType | C | Required for NewOrderCross responses |
| 17 | ExecID | Y | Exchange-assigned unique report ID, unique within a single trading day |
| 19 | ExecRefID | C | Required for Trade Cancel |
| 150 | ExecType | Y | 0 = New, 4 = Canceled, 5 = Replaced, 6 = Pending Cancel, 8 = Rejected, A = Pending New, E = Pending Replace, F = Trade, G = Trade Correct (formerly an ExecTransType <20>), H = Trade Cancel |
| 39 | OrdStatus | Y | 0 = New, 1 = Partially filled, 2 = Filled, 4 = Canceled, 6 = Pending Cancel, 8 = Rejected, A = Pending New, E = Pending Replace |
| 103 | OrdRejReason | C | Code to identify reason for rejection |
| 378 | ExecRestatementReason | C | Required for unsolicited cancel reports |
| 1 | Account | N | As entered |
| 55 | Symbol | Y | As entered |
| 54 | Side | Y | As entered |
| 38 | OrderQty | Y | As entered |
| 40 | OrdType | N | As entered |
| 44 | Price | C | Required for limit orders |
| 59 | TimeInForce | N | As entered |
| 432 | ExpireDate | C | Required when TimeInForce is GTD or GTC |
| 32 | LastQty | C | Required for Trade |
| 31 | LastPx | C | Required for Trade |
| 151 | LeavesQty | Y | Quantity open for further execution |
| 14 | CumQty | Y | Total quantity filled |
| 6 | AvgPx | Y | Average executed price |
| 60 | TransactTime | Y | TransactTime of the original message |
| 58 | Text | N | Free format |
| 851 | LastLiquidityInd | C | Required for Trade |
| 2362 | SelfMatchPreventionID | N | As entered |
| 5149 | Memo | N | Client optional custom memo |
| 550 | CrossPrioritization | C | Required for NewOrderCross responses |
| 2523 | CrossedIndicator | C | Required for NewOrderCross responses |
<9>| Tag | Field Name | Required | Comment |
|---|---|---|---|
| 37 | OrderID | Y | Unique identifier assigned by exchange |
| 11 | ClOrdID | Y | Cancel/Replace request ID |
| 41 | OrigClOrdID | Y | Order that could not be canceled/replaced |
| 39 | OrdStatus | Y | Status after reject. 0 = New, 1 = Partially filled, 2 = Filled, 4 = Canceled, 6 = Pending Cancel, 8 = Rejected, A = Pending New, E = Pending Replace |
| 60 | TransactTime | Y | TransactTime of the original message |
| 434 | CxlRejResponseTo | Y | Type of request replied to |
| 102 | CxlRejReason | N | Cancel reject reason |
| 58 | Text | N | Free format |
| 453 | NoPartyIDs | N | 1. Used to identify entering trader |
| => 448 | PartyID | Y | Entering trader code |
| => 447 | PartyIDSource | Y | D = proprietary code |
| => 452 | PartyRole | Y | 36 = EnteringTrader |
| 5149 | Memo | N | Client optional custom memo |
Refer to the FIX protocol documentation: FIX