CLOB Automatic DAY Order Expiration

Release Details

CERT Release date: September 30th, 2024

PROD Release date: October 7th, 2024

Release Type

This release will impact platforms who currently support DAY order types in the Central Limit Order Book

Summary

The Zero Hash Central Limit Order Book will now automatically expire DAY orders at the end of our established trading day, ending at 4:00PM Eastern (New York). This improvement will remove the need for platforms to handle the expiration of DAY orders independently, as our matching engine will expire these orders at 4:00 PM Eastern (New York) automatically, and send the Done for Day execution report via the corresponding FIX gateway. (sample report below)

8=FIXT.1.19=34535=834=117649=ZERO52=20240923-20:00:16.02520506656=SENDERCOMPID-157=USER1=ACCOUNT6=0.0011=126863862799889165000014=0.0000000017=1K0QWT92C3R0422=831=0.0032=0.0000000037=1K0QWS8883G0238=0.1000000039=340=244=2400.0048=ETH/USD54=155=ETH/USD59=060=20240924-19:33:57.00749486999=0.00150=3151=0.00000000582=58000=O10=081

Action Required

Ensure your FIX logic is configured to handle DAY order expiration via Done for Day Execution Reports returned over the Order Entry FIX Gateway if already supporting DAY orders in your integration