generated: '2026-08-04'
method: derived
source: asyncapi/imperative-execution-iqx-asyncapi.yml
derived_from: http://iqx.imperativex.com/IntelligentCrossMarketDataFeedSpec.v.1.11.pdf
summary: 'Entity-relationship graph derived from the IntelligentCross IQX Market Data Feed
  Specification v1.11 message set. The feed models five entities - Session, Symbol, Order,
  Execution and Trade - joined by three market-issued identifiers (Symbol ID, Order ID,
  Execution ID). Order ID is also the join key across surfaces: it is the same value the FIX
  order gateway returns in tag 37 on the order acknowledgment, so a subscriber can reconcile
  its private FIX drop against the public IQX stream.'
entities:
- name: Session
  description: The trading session for one market day, on one feed.
  identified_by: Market Day Identifier (packet header) + Feed Identifier
  emitted_by: [MarketEvent]
  states: [O Start of Session, S Market accepting orders, Q Market open for trading, E Market
      trading ended for day, C End of Session]
- name: Symbol
  description: An NMS security tradeable on the venue, with its reference data and per-symbol
    trading state.
  identified_by: Symbol ID (2-byte integer index) and/or Symbol (11-char alpha)
  id_stability: Symbol ID to Symbol mapping may change day to day; refresh the daily mapping
    file.
  attributes: [Symbol, Symbol ID, Listing Market, Round Lot Size, State]
  states: [I Matching Inactive, A Matching Active, D Disabled, E Enabled]
  emitted_by: [SymbolInformation, SymbolState]
  reference_data: https://s3.amazonaws.com/iqx.imperativex.com/Symbol-Mapping.txt
- name: Order
  description: A visible ASPEN resting order. Only visible orders appear on the feed; hidden
    liquidity surfaces only as a Trade.
  identified_by: Order ID (8-byte market-issued unique integer)
  attributes: [Side, Shares, Price, Symbol, Symbol ID]
  lifecycle_messages: [NewOrderAdd (D), OrderPartialCancel (F), OrderCancelAll (G), OrderUpdated
      (H, reserved), OrderExecuted (J)]
- name: Execution
  description: An execution against a visible resting order.
  identified_by: Execution ID (8-byte market-issued unique integer)
  attributes: [Shares, Price]
  emitted_by: [OrderExecuted]
- name: Trade
  description: An execution of a hidden order. Carries Symbol and Execution ID but no Order ID -
    the resting side is not disclosed.
  identified_by: Execution ID
  attributes: [Shares, Symbol, Price]
  emitted_by: [Trade]
relationships:
- from: Order
  to: Symbol
  kind: belongs_to
  via: symbolId
  also_via: symbol
  note: New Order Add carries both Symbol ID and the full Symbol.
- from: Execution
  to: Order
  kind: belongs_to
  via: orderId
  note: Order Executed carries the Order ID of the resting visible order it filled.
- from: Order
  to: Execution
  kind: has_many
  via: orderId
  note: A resting order may be executed multiple times; each fill carries its own Execution ID.
- from: Execution
  to: Symbol
  kind: belongs_to
  via: symbolId
  note: Order Executed carries Symbol ID but not Symbol; resolve through the Order or the daily
    mapping file.
- from: Trade
  to: Symbol
  kind: belongs_to
  via: symbolId
  also_via: symbol
- from: TradeBreak
  to: Trade
  kind: belongs_to
  via: executionId
  status: reserved-for-future-use
- from: SymbolState
  to: Symbol
  kind: belongs_to
  via: symbolId
- from: Session
  to: Symbol
  kind: has_many
  via: feed
  note: A session enumerates its tradeable universe via Symbol Information messages (symbol spin)
    at start of session.
cross_surface_keys:
- key: orderId
  surfaces: [IQX NewOrderAdd, FIX order acknowledgment tag 37 (OrderID) on 38=8/150=0]
  note: The single documented join between the public market data feed and a subscriber's private
    FIX session.
- key: symbolId
  surfaces: [IQX messages, daily symbol mapping file]
identifier_prefixes: []
identifier_prefix_note: All identifiers are opaque binary integers; the venue publishes no
  prefixed/typed string identifiers.
x-evidence:
- fetched: '2026-08-04'
  url: http://iqx.imperativex.com/IntelligentCrossMarketDataFeedSpec.v.1.11.pdf
  http_status: 200