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Technical Specification

To enable subpenny precision, include tag 21005 in your Logon message:
TagNameDescriptionValue
21005UseDollarsEnable dollar-based price formatY
Overview:
  • Legacy Format (Cents): Prices given in whole cents. E.g. 72 cents = 72.
  • New Format (Dollars): Prices normalized to dollars with fixed precision (up to 4 decimal places).
Examples:
CentsFIX DecimalString Representation
1.23¢Decimal(123, -4)0.0123
72.5¢Decimal(7250, -4)0.725
99¢Decimal(9900, -4)0.99
Affected Tags:
TagField NameDescription
6AvgPxAverage price of fills
31LastPxPrice of last fill
44PriceOrder limit price
132BidPxQuote bid price
133OfferPxQuote ask price

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Sample Messages

8=FIXT.1.1|9=300|35=A|34=1|52=20250926-21:54:07.001|
96=QhA8659Mhygcm+xE/wb1m...|21005=Y|
                            ^^ Enable dollar format

8=FIXT.1.1|9=200|35=D|34=2|52=20250926-21:54:16.040|
38=100.0|40=2|44=0.7500|54=1|60=20250926-21:54:16.040|
              ^^ price
10=092|

8=FIXT.1.1|9=400|35=8|34=4|52=20250926-21:54:16.159|
6=0.6600|14=100|31=0.7000|32=60|38=100.0000|39=2|44=0.7500|
^^ avgPx        ^^ lastPx                        ^^ price
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