FIX 4.4V1.2.12026-03-11

OpenYieldOpenYield FIX Specification

Welcome to OpenYield FIX Connectivity.

Connect directly to the OpenYield marketplace - an SEC-registered Alternative Trading System for U.S. Treasury, municipal, and corporate bonds. Unlike traditional bond venues, OpenYield operates a firm, order-based market with no last look - bringing equity-style execution certainty to fixed income. Consume live market data and send orders over FIX 4.4, across both our live order book and our Request for Order protocol, which enables RFQ-style interactions directly into the book.

New to OpenYield FIX?

Start with Marketplace to understand venue structure, then review Workflows to select the right session configuration for your use case.

Note

Connectivity requires a signed OpenYield Subscriber Agreement.
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This document describes the FIX connectivity specification for OpenYield Trading LLC (“OpenYield”). Subscribers must support FIX 4.4 and initiate all connections over secure IP. OpenYield offers up to 5 FIX sessions per subscriber:

SessionSuffixPurpose
Market Data-MDEquity-style top-of-market feed including best bid, best offer, daily high, low, and open.
Order Book-OBFull depth of the live order book for clients that need complete order book visibility.
Trading-TRLive market orders and executions, for both providing liquidity (Limit Order or Quote) and taking liquidity (Market Order).
Drop Copy-DCCopies of execution confirmations delivered post-trade.
Request-RQRequest for Quotation (RFQ) equivalent connection to post new Requests and/or receive Requests and post Quotes via the Request for Order protocol.

Use Market Data for top-of-book data and Order Book for full-depth data. New orders are only processed on the Trading (TR) and Request (RQ) sessions. The following workflows are supported:

WorkflowDescription
Market MakerPost Limit Orders or Quotes to the Central Limit Order Book. Crossing orders are matched and filled; any residual quantity remains on the book.
Market TakerReceive MD or OB feeds and send Market Orders or IoC Limit Orders to fill against book liquidity from best level down - no matching Market Quote required.
Summon LiquiditySend an indicative RFO to invite quotes into the order book. Responders post, update, or cancel quotes within the window; crossing quotes execute firmly.
Traditional RFQSend RFQ messages and receive quotes in response. An optional reserve price enables auto-execution; the RQ feed can also operate as a pure RFQ channel for non-order-book subscribers.
Post TradeReceive execution confirmations, post-trade cancels, and corrections via the Drop Copy Connection.