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Excerpt

hidden	false

Submit a new order.

Style
.wiki-content .columnLayout .cell.aside {width:400px;}

Panel

borderColor	lightgray

Page Properties

URL	/order/new
HTTP Method	POST
Version	2.0.0

Panel

borderColor	lightgray
titleBGColor	whitesmoke
title	Contents

Table of Contents

maxLevel	3

Request

Body

Ref Field Name Data Type Values Usage Description

1 header

2

→ applicationName

Application Name

String

REQUIRED

Identifies the application generating the message.

3

→ applicationVendor

Application Vendor

String

REQUIRED

Identifies the vendor of the application generating the message.

4

→ applicationVersion

Application Version

String

REQUIRED

Identifies the version of the application generating the message.

5

→ requestId

Request ID

String

REQUIRED

A unique identifier for the request provided by the client for correlation.

6

→ sentTime

Sent Time

DateTime

REQUIRED

Timestamp of the message leaving the producing application.

7 payload

8

→ customerOrderHandlingInstr

Customer Order Handling Instruction

CustomerOrderHandlingInstruction

Expand
ALGORITHM_ENGINE ENGINE (Algorithm Engine) CLIENT_ELECTRONIC ELECTRONIC (Client Electronic) DESK_ELECTRONIC ELECTRONIC (Desk Electronic) FCM_API API (FCM API or FIX) FCM_PROVIDED_SCREEN SCREEN (FCM Provided Screen) OTHER_PROVIDED_SCREEN SCREEN (Other Provided Screen)

REQUIRED

9

→ customerOrderId

Customer Order ID

String

Length: 1 - 20

REQUIRED

Unique order identifier assigned by client system.

Client system must maintain uniqueness of this value for the life of the order.

Refer to iLink - CME Globex Identifiers for more information.

10 → displayQtyInt Display Quantity Integer Integer OPTIONAL

11

→ durationType

Duration Type

OrderDurationType

DAY DAY (Day) - Order expires at the end of the trading day.
FILL_AND_KILL KILL (Fill and Kill) - Order is immediately executed against any available quantity and any remaining quantity is eliminated
FILL_OR_KILL KILL (Fill or Kill) - Order is filled completely or else eliminated
GOOD_TILL_CANCEL CANCEL (Good till Cancel) - Order remains working until cancelled
GOOD_TILL_DATE DATE (Good till Date) - Order remains working until the end of the trading session of the local market date specified in the ExpirationDate field.

REQUIRED

12 → entities

13

→ → customerAccountId

Customer Account ID

String

Length: 1 - 12

REQUIRED

Unique account identifier.

14

→ → customerOriginType

Customer Origin Type

OriginType

CUSTOMER CUSTOMER (Customer)
HOUSE HOUSE (House)

OPTIONAL

15

→ → customerType

Customer Type

CustomerType

MEMBER_OWN OWN (Member Own) - Applies to orders entered or trades executed by an individual member for their own account, for an account they controls, or for an account in which they have an ownership or financial interest. However, transactions initiated and executed by a member for the proprietary account of a member firm must be designated as Member Other Member transactions.
MEMBER_PROPRIETARY PROPRIETARY (Member Proprietary) - Applies to orders entered or trades executed for the proprietary accounts of a member firm, including Rule 106.H., I., N., R. and S. firms.
ON_BEHALF_INDIVIDUAL INDIVIDUAL (On-Behalf Individual) - Applies to orders entered by a member or a nonmember terminal operator for the account of another individual member or an account controlled by such individual member.
OTHER OTHER (Other) - Applies to all orders and transactions not included in any of the defined categories. These typically are orders entered by or on behalf of nonmember entities.

OPTIONAL

16

→ → executingFirmId

Executing Firm ID

String

Length: 1 - 10

REQUIRED

17

→ → operatorId

Operator ID

String

Length: 1 - 18

REQUIRED

18

→ → senderCountry

Sender Country

String

Length: 1 - 2

REQUIRED

19

→ → senderState

Sender State

String

Length: 2 - 2

OPTIONAL

20

→ expirationDt

Expiration Date

Date

CONDITIONAL

Criteria

ALWAYS when payloadwhen payload.durationType = GOOD_TILL_DATE

21 → instrument

22 → → glbxSecurityId Globex Security ID Integer REQUIRED

23

→ manualInd

Manual Indicator

YesNoIndicator

NO NO (No) - No
YES YES (Yes) - Yes

REQUIRED

Indicates whether the order was generated by automated trading logic.

24

→ memo

Memo

String

Length: 0 - 75

OPTIONAL

25 → minimumQtyInt Minimum Quantity Integer Integer OPTIONAL

26

→ price

Price

CONDITIONAL

Criteria

ALWAYS when payloadwhen payload.type IN (LIMIT, STOP_LIMIT)

27 → qtyInt Quantity Integer Integer REQUIRED

28 → selfMatchPreventionId Self-Match Prevention ID Integer OPTIONAL

29

→ selfMatchPreventionInstr

Self-Match Prevention Instruction

SelfMatchPreventionInstruction

CANCEL_NEWEST NEWEST (Cancel Newest)
CANCEL_OLDEST OLDEST (Cancel Oldest)

OPTIONAL

30

→ sideInd

Side Indicator

MarketSideIndicator

BUY BUY (Buy) - Identifies a buy side order
SELL SELL (Sell) - Identifies a sell side order

REQUIRED

31

→ stopPrice

Stop Price

Price

CONDITIONAL

Criteria

ALWAYS when payloadwhen payload.type IN (STOP, STOP_LIMIT)

32

→ type

Type

OrderType

LIMIT LIMIT (Limit) - A Limit order defines the upper price limit at which to buy an instrument and lower price limit at which to sell an instrument. The price limit is defined in the Price field. If the price is not immediately available, the Limit order will rest until filled or cancelled.
MARKET MARKET (Market) - A Market order with protection is filled within a pre-defined range of prices referred to as the protected range. For buy orders, protection points are added to the current best offer price to calculate the protection price limit. For sell orders, protection points are subtracted from the current best bid price.
MARKET_TO_LIMIT LIMIT (Market to Limit) - A Market-limit order is executed at the best price available in the market. If the market-limit order can only be partially filled, the order becomes a limit order and the remaining quantity remains on the order book at the specified limit price.
STOP STOP (Stop) - A Stop order is an order which, when accepted, does not immediately go on the book, but must be "triggered" by a trade in the market at the price level submitted with the order. A Stop order goes on the book as a Market order once triggered.
STOP_LIMIT LIMIT (Stop Limit) - A Stop order is an order which, when accepted, does not immediately go on the book, but must be "triggered" by a trade in the market at the price level submitted with the order. A Stop-Limit order goes on the book as a Limit order once triggered.

REQUIRED

Response - 201

Body

Ref Field Name Data Type Values Usage Description

1 header

2

→ requestId

Request ID

string

ALWAYS

A unique identifier for the request provided by the client for correlation.

3

→ sentTime

Sent Time

dateTime

ALWAYS

Timestamp of the message leaving the producing application.

4 payload

5

→ action

Action

orderAction

NEW NEW (New)

ALWAYS

6

→ customerOrderHandlingInstr

Customer Order Handling Instruction

customerOrderHandlingInstruction

Expand
ALGORITHM_ENGINE ENGINE (Algorithm Engine) CLIENT_ELECTRONIC ELECTRONIC (Client Electronic) DESK_ELECTRONIC ELECTRONIC (Desk Electronic) FCM_API API (FCM API or FIX) FCM_PROVIDED_SCREEN SCREEN (FCM Provided Screen) OTHER_PROVIDED_SCREEN SCREEN (Other Provided Screen)

ALWAYS

7 → customerOrderId Customer Order ID string ALWAYS

8 → displayQtyInt Display Quantity Integer int32 OPTIONAL

9

→ durationType

Duration Type

orderDurationType

DAY DAY (Day) - Order expires at the end of the trading day.
FILL_AND_KILL KILL (Fill and Kill) - Order is immediately executed against any available quantity and any remaining quantity is eliminated
FILL_OR_KILL KILL (Fill or Kill) - Order is filled completely or else eliminated
GOOD_TILL_CANCEL CANCEL (Good till Cancel) - Order remains working until cancelled
GOOD_TILL_DATE DATE (Good till Date) - Order remains working until the end of the trading session of the local market date specified in the ExpirationDate field.

ALWAYS

10 → entities

11 → → customerAccountId Customer Account ID string ALWAYS

12

→ → customerOriginType

Customer Origin Type

originType

CUSTOMER CUSTOMER (Customer)
HOUSE HOUSE (House)

ALWAYS

13

→ → customerType

Customer Type

customerType

MEMBER_OWN OWN (Member Own) - Applies to orders entered or trades executed by an individual member for their own account, for an account they controls, or for an account in which they have an ownership or financial interest. However, transactions initiated and executed by a member for the proprietary account of a member firm must be designated as Member Other Member transactions.
MEMBER_PROPRIETARY PROPRIETARY (Member Proprietary) - Applies to orders entered or trades executed for the proprietary accounts of a member firm, including Rule 106.H., I., N., R. and S. firms.
ON_BEHALF_INDIVIDUAL INDIVIDUAL (On-Behalf Individual) - Applies to orders entered by a member or a nonmember terminal operator for the account of another individual member or an account controlled by such individual member.
OTHER OTHER (Other) - Applies to all orders and transactions not included in any of the defined categories. These typically are orders entered by or on behalf of nonmember entities.

ALWAYS

14 → → executingFirmId Executing Firm ID string ALWAYS

15 → → senderCountry Sender Country string ALWAYS

16 → → senderState Sender State string OPTIONAL

17

→ expirationDt

Expiration Date

date

CONDITIONAL

Criteria

ALWAYS when payloadwhen payload.durationType = GOOD_TILL_DATE

18 → instrument

19 → → glbxSecurityId Globex Security ID int32 ALWAYS

20

→ manualInd

Manual Indicator

yesNoIndicator

NO NO (No) - No
YES YES (Yes) - Yes

ALWAYS

Indicates whether the order was generated by automated trading logic.

21 → memo Memo string OPTIONAL

22 → minimumQtyInt Minimum Quantity Integer int32 OPTIONAL

23

→ price

Price

price

CONDITIONAL

Criteria

ALWAYS when payloadwhen payload.type IN (LIMIT, STOP_LIMIT)

24 → qtyInt Quantity Integer int32 ALWAYS

25

→ sideInd

Side Indicator

marketSideIndicator

BUY BUY (Buy) - Identifies a buy side order
CROSS CROSS (Cross)
SELL SELL (Sell) - Identifies a sell side order

ALWAYS

26

→ status

Status

orderStatus

NEW NEW (New)
UNDEFINED UNDEFINED (Undefined)

ALWAYS

27

→ stopPrice

Stop Price

price

CONDITIONAL

Criteria

ALWAYS when payloadwhen payload.type IN (STOP, STOP_LIMIT)

28 → transactionTime Transaction Time dateTime ALWAYS

29

→ type

Type

orderType

LIMIT LIMIT (Limit) - A Limit order defines the upper price limit at which to buy an instrument and lower price limit at which to sell an instrument. The price limit is defined in the Price field. If the price is not immediately available, the Limit order will rest until filled or cancelled.
MARKET MARKET (Market) - A Market order with protection is filled within a pre-defined range of prices referred to as the protected range. For buy orders, protection points are added to the current best offer price to calculate the protection price limit. For sell orders, protection points are subtracted from the current best bid price.
MARKET_TO_LIMIT LIMIT (Market to Limit) - A Market-limit order is executed at the best price available in the market. If the market-limit order can only be partially filled, the order becomes a limit order and the remaining quantity remains on the order book at the specified limit price.
STOP STOP (Stop) - A Stop order is an order which, when accepted, does not immediately go on the book, but must be "triggered" by a trade in the market at the price level submitted with the order. A Stop order goes on the book as a Market order once triggered.
STOP_LIMIT LIMIT (Stop Limit) - A Stop order is an order which, when accepted, does not immediately go on the book, but must be "triggered" by a trade in the market at the price level submitted with the order. A Stop-Limit order goes on the book as a Limit order once triggered.

ALWAYS

30 → venueExecutionId Venue Execution ID string ALWAYS

31 → venueOrderId Venue Order ID string ALWAYS

Response - 400

Body

Ref	Field	Name	Data Type	Values	Usage	Description
1	errors[]
2	→ code	Code	string	`1` 1 - {Unclassified error message}	ALWAYS
3	→ message	Message	string		ALWAYS
4	header
5	→ requestId	Request ID	string		ALWAYS	A unique identifier for the request provided by the client for correlation.
6	→ sentTime	Sent Time	dateTime		ALWAYS	Timestamp of the message leaving the producing application.

Response - 403

Body

Ref	Field	Name	Data Type	Values	Usage	Description
1	errors[]
2	→ code	Code	string	`1` 1 - {Unclassified error message}	ALWAYS
3	→ message	Message	string		ALWAYS
4	header
5	→ requestId	Request ID	string		ALWAYS	A unique identifier for the request provided by the client for correlation.
6	→ sentTime	Sent Time	dateTime		ALWAYS	Timestamp of the message leaving the producing application.

Response - 500

Body

Ref Field Name Data Type Values Usage Description

1 errors[]

2

→ code

Code

string

Expand

1 1 - {Unclassified error message}
1003 1003 - Orders may not be entered while the market is closed Orders may not be entered while the market is paused Orders may not be canceled while the market is closed Orders may not be canceled while the market is paused
101 101 - {Field} is not present
1012 1012 - Price must be greater than zero
1013 1013 - Invalid order qualifier
1014 1014 - The user is not authorized to trade
102 102 - {Field} has an incorrect value: {Value}
103 103 - {Field} is invalid
2013 2013 - Market price orders not supported by opposite limit
2019 2019 - Order's GTD Expire Date is before the current (or next, if not currently in a session) trading session end date
2046 2046 - Disclosed Quantity cannot be greater than total or remaining qty
2047 2047 - Order contract is unknown
2051 2051 - The Order was submitted with a different side than the requesting Cancel
2058 2058 - Stop price maxi-mini must be greater than or equal to trigger price
2059 2059 - Stop price maxi-mini must be smaller than or equal to trigger price
2060 2060 - Sell order stop price must be below last trade price
2061 2061 - Buy order stop price must be above last trade price
2115 2115 - Order quantity is outside of the allowable range
2130 2130 - Order type not permitted while the market is in Post Close/Pre-Open (PCP)
2137 2137 - Order price is outside the limits
2179 2179 - Order price is outside bands
2311 2311 - Order type not permitted for group
2500 2500 - Instrument has a request for cross in progress
2501 2501 - Order Quantity too low
7000 7000 - Order rejected
7027 7027 - Order type not permitted while the market is reserved
7029 7029 - Orders may not be entered while the market is forbidden
7613 7613 - Disclosed quantity cannot be smaller than the minimum quantity

ALWAYS

3 → message Message string ALWAYS

4 → referenceField Reference Field string OPTIONAL

5 header

6

→ requestId

Request ID

string

ALWAYS

A unique identifier for the request provided by the client for correlation.

7

→ sentTime

Sent Time

dateTime

ALWAYS

Timestamp of the message leaving the producing application.

8 payload

9 → customerOrderId Customer Order ID string OPTIONAL

10 → transactionTime Transaction Time dateTime OPTIONAL

Version	Old Version 1	New Version Current
Changes made by	Space Sync for Confluence	Space Sync for Confluence
Saved on	Dec 21, 2024	Dec 30, 2024

Versions Compared

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Criteria

Response - 201

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Response - 400

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Response - 403

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Response - 500

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