I have few questions on FIX Order Entry Messages 5.0 on Coinbase Exchange API
- There is FIX 5.0 and FIX 4.2 version. Which one is better in terms of latency?
- In FIX 5.0 Logon (35=A) message, from the doc ( Exchange FIX Order Entry Messages 5.0 | Coinbase Cloud) there is RawDataLength (tag 95) field. However from the FIX dictionary I don’t find such field. Which one is correct?
- There is no example on how to sign the message in FIX 5.0 - the link doc points to RESTful one. Is there any working sample to show how it is done?
Thanks!