Field | Name | Type | Values | Usage | Description |
---|
customerOrderId | Customer Order ID | String |
| Status |
---|
subtle | true |
---|
colour | Green |
---|
title | ALWAYS |
---|
|
| Unique customer-assigned order identifier. Client system must maintain uniqueness of this value across all orders for the trading week (Sunday through Friday). Maximum allowed value is 20bytes. |
displayQty | Display Quantity | Quantity |
| Status |
---|
subtle | true |
---|
colour | Grey |
---|
title | OPTIONAL |
---|
|
| Maximum amount of quantity to be displayed in the order book at any given time. Default is the full order quantity. Can be any number between 1 and the value in Quantity. |
durationType | Duration Type | OrderDurationType | DAY FILL_AND_KILL FILL_OR_KILL GOOD_TILL_CANCEL GOOD_TILL_DATE
| Status |
---|
subtle | true |
---|
colour | Green |
---|
title | ALWAYS |
---|
|
| Defines how long the order will remain working. Day (current trading session) is the default. Customers may also use Good_Till_Cancel, Good_Till_Date, Fill_And_Kill and Fill_Or_Kill. |
expirationDt | Expiration Date | Date |
| Status |
---|
subtle | true |
---|
colour | Blue |
---|
title | CONDITIONAL |
---|
|
| Defines the expiration date of the working order. Expiration Date is required when Duration Type is Good_Till_Date. - Always whenÂ
DurationType IN (DAY, GOOD_TILL_DATE)
|
manualInd | Manual Indicator | YesNoIndicator | | Status |
---|
subtle | true |
---|
colour | Green |
---|
title | ALWAYS |
---|
|
| Indicates if the message was generated by manual or automated trading logic. This tag is subject to Rule 536.B.2 Electronic Audit Trail Requirements for Electronic Order Routing/Front-End Systems. |
maxShowQty | Maximum Show Quantity | Quantity |
| Status |
---|
subtle | true |
---|
colour | Grey |
---|
title | OPTIONAL |
---|
|
| Maximum amount of quantity to be displayed in the order book at any given time. Default is the full order quantity. Can be any number between 1 and the value in Quantity. |
price | Price | Price |
| Status |
---|
subtle | true |
---|
colour | Blue |
---|
title | CONDITIONAL |
---|
|
| Price per lot for the order. Required for Limit and Stop_Limit orders. - Always whenÂ
Type NOT IN (MARKET, MARKET_TO_LIMIT)
|
qty | Order Quantity | Quantity |
| Status |
---|
subtle | true |
---|
colour | Green |
---|
title | ALWAYS |
---|
|
| Total order size. |
sideInd | Side Indicator | MarketSideIndicator | | Status |
---|
subtle | true |
---|
colour | Green |
---|
title | ALWAYS |
---|
|
| Indicates if order is to buy or sell. |
status | Order Status | OrderStatus | ACTIVE ACTIVE_MODIFIED CANCELED EXPIRED MATCHED PARTIAL
| Status |
---|
subtle | true |
---|
colour | Green |
---|
title | ALWAYS |
---|
|
| Current status of the order. |
stopPrice | Stop Price | Price |
| Status |
---|
subtle | true |
---|
colour | Blue |
---|
title | CONDITIONAL |
---|
|
| Required for Stop and Stop_Limit orders. Identifies the stop trigger price for the order. - Always whenÂ
Type IN (STOP, STOP_LIMIT)
|
transactionTime | Transaction Time | DateTime |
| Status |
---|
subtle | true |
---|
colour | Green |
---|
title | ALWAYS |
---|
|
|
|
type | Order Type | OrderType | LIMIT MARKET MARKET_TO_LIMIT STOP STOP_LIMIT
| Status |
---|
subtle | true |
---|
colour | Green |
---|
title | ALWAYS |
---|
|
| Order type. Permitted values are Limit, Market, Market_to_Limit, Stop and Stop_Limit. |
venueOrderId | Venue Order Identifier | String |
| Status |
---|
subtle | true |
---|
colour | Green |
---|
title | ALWAYS |
---|
|
| CME Globex-assigned assigned order identifier; unique across all iLink sessions and market segments for a trade date. |
entities | Entities | OrderEntities |
|
instrument | Instrument | Instrument |
|