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Input - Create Instrument

Submit new tradeable instrument request

Fields

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

→ messageType

Message Type

MessageType

INSTNEW INSTNEW (Instrument New)

REQUIRED

6

→ requestId

Request ID

String

REQUIRED

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

7

→ sentTime

Sent Time

DateTime

REQUIRED

Timestamp of the message leaving the producing application.

8 payload

9

→ 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

10 → entities

11

→ → customerAccountId

Customer Account ID

String

Length: 1 - 12

REQUIRED

12

→ → customerOriginType

Customer Origin Type

OriginType

CUSTOMER CUSTOMER (Customer)
HOUSE HOUSE (House)

REQUIRED

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.

REQUIRED

14

→ → executingFirmId

Executing Firm ID

String

Length: 1 - 10

REQUIRED

15

→ → operatorId

Operator ID

String

Length: 1 - 18

REQUIRED

16

→ → senderCountry

Sender Country

String

Length: 1 - 2

REQUIRED

17

→ → senderState

Sender State

String

Length: 2 - 2

OPTIONAL

18 → legs[]

19 → → delta Leg Delta Decimal OPTIONAL

20 → → glbxSecurityId Leg Globex Security ID Integer REQUIRED

21

→ → ratioQtyInt

Leg Ratio Quantity Integer

Integer

OPTIONAL

Criteria

ALWAYS when payloadwhen payload.strategyRequestType = COMBO
OPTIONAL when payloadwhen payload.strategyRequestType = COVERED

22 → → referencePrice Leg Reference Price Price OPTIONAL

23

→ → sideInd

Leg Side Indicator

MarketSideIndicator

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

REQUIRED

24

→ manualInd

Manual Indicator

YesNoIndicator

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

REQUIRED

Indicates whether the instrument was generated by automated trading logic.

25

→ strategyRequestType

Strategy Request Type

StrategyRequestType

COMBO COMBO (Combination)
COVERED COVERED (Covered)

REQUIRED

Output - Create Instrument Response - Success

Fields

Ref Field Name Data Type Values Usage Description

1 header

2

→ messageType

Message Type

messageType

INSTSTS INSTSTS (Instrument Status)

ALWAYS

3

→ possibleRetransInd

Possible Retransmission Indicator

yesNoIndicator

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

OPTIONAL

4

→ requestId

Request ID

string

ALWAYS

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

5

→ sentTime

Sent Time

dateTime

ALWAYS

Timestamp of the message leaving the producing application.

6 → sequenceNbr Sequence Number string ALWAYS

7 payload

8

→ autoQuoteInd

Auto-Quote Indicator

yesNoIndicator

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

ALWAYS

9 → contractPeriod Contract Period string OPTIONAL

10 → entities

11 → → operatorId Operator ID string ALWAYS

12 → → senderCountry Sender Country string ALWAYS

13 → → senderState Sender State string OPTIONAL

14

→ glbxGoodTillInd

Globex Good Till Indicator

yesNoIndicator

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

OPTIONAL

15 → glbxGroupId Globex Group ID string OPTIONAL

16 → glbxSecurityId Globex Security ID int32 OPTIONAL

17 → legs[]

18 → → delta Leg Delta decimal OPTIONAL

19 → → glbxSecurityId Leg Globex Security ID int32 ALWAYS

20 → → ratioQtyInt Leg Ratio Quantity Integer int32 OPTIONAL

21 → → referencePrice Leg Reference Price price OPTIONAL

22

→ → sideInd

Leg Side Indicator

marketSideIndicator

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

ALWAYS

23

→ manualInd

Manual Indicator

yesNoIndicator

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

ALWAYS

Indicates whether the instrument was generated by automated trading logic.

24

→ priceQuoteCcy

Price Quote Currency

currency

Expand

AUD AUD (Australian Dollar)
BRL BRL (Brazilian Real)
CAD CAD (Canadian Dollar)
CHF CHF (Swiss Franc)
CLP CLP (Chilean Peso)
CNH CNH (Chinese Offshore)
CNY CNY (Chinese Yuan)
COP COP (Colombian Peso)
CZK CZK (Czech Koruna)
DKK DKK (Danish Krone)
EUR EUR (Euro)
GBP GBP (British Pound)
GLD GLD (Gold)
HKD HKD (Hong Kong Dollar)
HUF HUF (Hungarian Forint)
IDR IDR (Indonesian Rupiah)
ILS ILS (Israeli Shekel)
INR INR (Indian Rupee)
ISK ISK (Icelandic Krona)
JPY JPY (Japanese Yen)
KRW KRW (Korean Won)
MXN MXN (Mexican Peso)
MYR MYR (Malaysian Ringgit)
NOK NOK (Norwegian Krone)
NZD NZD (New Zealand Dollar)
PEN PEN (Peruvian Neuvo Sol)
PHP PHP (Philippine Peso)
PLN PLN (Polish Zloty)
RON RON (Romanian Leu)
RUB RUB (Russian Ruble)
SAR SAR (Saudi Riyal)
SEK SEK (Swedish Krona)
SGD SGD (Singapore Dollar)
THB THB (Thai Baht)
TRY TRY (Turkish Lira)
TWD TWD (Taiwan New Dollar)
UAH UAH (Ukrainian Hryvnia)
USD USD (US Dollar)
ZAR ZAR (South African Rand)

OPTIONAL

25

→ secType

Security Type

securityType

FUT FUT (Future)
MLEG MLEG (Multi-Leg)
OPT OPT (Option)

OPTIONAL

Output - Create Instrument Response - Error

Fields

Ref	Field	Name	Data Type	Values	Usage	Description
1	errors[]
2	→ code	Code	string		ALWAYS
3	→ message	Message	string		ALWAYS
4	→ referenceField	Reference Field	string		OPTIONAL
5	header
6	→ messageType	Message Type	messageType	`INSTNEWRJ` INSTNEWRJ (Instrument New)	ALWAYS
7	→ requestId	Request ID	string		ALWAYS	A unique identifier for the request provided by the client for correlation.
8	→ sentTime	Sent Time	dateTime		ALWAYS	Timestamp of the message leaving the producing application.

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

Key

Input - Create Instrument

Fields

Criteria

Output - Create Instrument Response - Success

Fields

Output - Create Instrument Response - Error

Fields