Page Comparison

Excerpt

hidden	false

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

Panel

borderColor	lightgray

Page Properties

Panel

borderColor	lightgray
titleBGColor	whitesmoke
title	Contents

Table of Contents

maxLevel	3

Input - Search for Orders

Get order status for single (or multiple) working order(s)

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

ORDSTS ORDSTS (Order Status)

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

→ customerAccountIds

Customer Account IDs

String

Length: ≤ 12

OPTIONAL

10

→ customerOrderId

Customer Order ID

String

Length: ≤ 20

OPTIONAL

11

→ executingFirmIds[]

Executing Firm IDs

String

Length: 1 - 10

REQUIRED

12

→ glbxSecurityIds[]

Globex Security IDs

Integer

OPTIONAL

For future use only

13

→ manualInd

Manual Indicator

YesNoIndicator

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

REQUIRED

Indicates whether the order was generated by automated trading logic.

14 → operatorIds[] Operator IDs String OPTIONAL

15

→ status

Status

OrderStatus

Expand
`CANCELED` CANCELED (Canceled) `EXPIRED` EXPIRED (Expired) `FILLED` FILLED (Filled) `NEW` NEW (New) `PARTIAL` PARTIAL (Partial) `REJECTED` REJECTED (Rejected) `REPLACED` REPLACED (Replaced)

OPTIONAL

16 → transactionTimeEnd Transaction Time End DateTime OPTIONAL

17 → transactionTimeStart Transaction Time Start DateTime OPTIONAL

18 → venueOrderIds[] Venue Order IDs String OPTIONAL

Output - Search For Orders Response - Success

Fields

Ref Field Name Data Type Values Usage Description

1 header

2

→ messageType

Message Type

messageType

ORDSTSM (Mass Order 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

→ responseClippedInd

Response Clipped Indicator

yesNoIndicator

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

OPTIONAL

6 → responseCount Response Count int32 OPTIONAL

7 → responseIndex Response Index int32 OPTIONAL

8

→ sentTime

Sent Time

dateTime

ALWAYS

Timestamp of the message leaving the producing application.

9 → sequenceNbr Sequence Number string ALWAYS

10 payload[]

11

→ action

Action

orderAction

STATUS STATUS (Status)

ALWAYS

12 → cumulativeQtyInt Cumulative Quantity Integer int32 ALWAYS

13 → customerOrderId Customer Order ID string ALWAYS

14 → displayQtyInt Display Quantity Integer int32 OPTIONAL

15

→ 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

16 → entities

17 → → customerAccountId Customer Account ID string ALWAYS

18 → → executingFirmId Executing Firm ID string ALWAYS

19 → → operatorId Operator ID string ALWAYS

20 → → senderCountry Sender Country string ALWAYS

21 → → senderState Sender State string OPTIONAL

22

→ expirationDt

Expiration Date

date

CONDITIONAL

Criteria

ALWAYS when payloadwhen payload[].durationType = GOOD_TILL_DATE

23 → instrument

24 → → glbxGroupId Globex Group ID string ALWAYS

25 → → glbxSecurityId Globex Security ID int32 ALWAYS

26

→ manualInd

Manual Indicator

yesNoIndicator

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

ALWAYS

Indicates whether the order was generated by automated trading logic.

27 → marketSegmentId Market Segment ID int32 ALWAYS

28 → memo Memo string ALWAYS

29 → minimumQtyInt Minimum Quantity Integer int32 OPTIONAL

30

→ price

Price

price

CONDITIONAL

Criteria

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

31 → qtyInt Quantity Integer int32 ALWAYS

32 → rejectText Reject Text string OPTIONAL

33 → remainingQtyInt Remaining Quantity Integer int32 ALWAYS

34

→ sideInd

Side Indicator

marketSideIndicator

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

ALWAYS

35

→ status

Status

orderStatus

Expand
`CANCELED` CANCELED (Canceled) `EXPIRED` EXPIRED (Expired) `FILLED` FILLED (Filled) `NEW` NEW (New) `PARTIAL` PARTIAL (Partial) `REJECTED` REJECTED (Rejected) `REPLACED` REPLACED (Replaced)

ALWAYS

36

→ stopPrice

Stop Price

price

CONDITIONAL

Criteria

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

37 → transactionTime Transaction Time dateTime ALWAYS

38

→ 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

39 → venueExecutionId Venue Execution ID string ALWAYS

40 → venueOrderId Venue Order ID string ALWAYS

Output - Search For Orders 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	`ORDSTSRJ` ORDSTSRJ (Order Status Reject)	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.
9	→ sequenceNbr	Sequence Number	string		ALWAYS
10	payload[]
11	→ transactionTime	Transaction Time	dateTime		OPTIONAL
12	→ venueOrderId	Venue Order ID	string		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

Key

Input - Search for Orders

Output - Search For Orders Response - Success

Fields

Criteria

Criteria

Criteria

Output - Search For Orders Response - Error

Fields