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Version 1
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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 | Click here to expand... ALGORITHM_ENGINE (Algorithm Engine)CLIENT_ELECTRONIC (Client Electronic)DESK_ELECTRONIC (Desk Electronic)FCM_API (FCM API or FIX)FCM_PROVIDED_SCREEN (FCM Provided Screen)OTHER_PROVIDED_SCREEN (Other Provided Screen)
| REQUIRED |
|
| 9 | → entities |
|
| 10 | → → customerAccountId | Customer Account ID | String | | REQUIRED |
|
| 11 | → → customerOriginType | Customer Origin Type | OriginType | CUSTOMER (Customer)HOUSE (House)
| REQUIRED |
|
| 12 | → → customerType | Customer Type | CustomerType | MEMBER_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 (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 (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) - 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 |
|
| 13 | → → executingFirmId | Executing Firm ID | String | | REQUIRED |
|
| 14 | → → operatorId | Operator ID | String | | REQUIRED |
|
| 15 | → → senderCountry | Sender Country | String | | REQUIRED |
|
| 16 | → → senderState | Sender State | String | | OPTIONAL |
|
| 17 | → legs[] |
|
| 18 | → → delta | Leg Delta | Decimal |
| OPTIONAL |
|
| 19 | → → glbxSecurityId | Leg Globex Security ID | Integer |
| REQUIRED |
|
| 20 | → → ratioQtyInt | Leg Ratio Quantity Integer | Integer |
| OPTIONAL | Criteria- ALWAYS when
payload.strategyRequestType = COMBO - OPTIONAL when
payload.strategyRequestType = COVERED
|
| 21 | → → referencePrice | Leg Reference Price | Price |
| OPTIONAL |
|
| 22 | → → sideInd | Leg Side Indicator | MarketSideIndicator | BUY (Buy) - Identifies a buy side orderCROSS (Cross)SELL (Sell) - Identifies a sell side order
| REQUIRED |
|
| 23 | → manualInd | Manual Indicator | YesNoIndicator | NO (No) - NoYES (Yes) - Yes
| REQUIRED | Indicates whether the instrument was generated by automated trading logic. |
| 24 | → strategyRequestType | Strategy Request Type | StrategyRequestType | COMBO (Combination)COVERED (Covered)
| 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 | → autoQuoteInd | Auto-Quote Indicator | yesNoIndicator | NO (No) - NoYES (Yes) - Yes
| ALWAYS |
|
| 6 | → contractPeriod | Contract Period | string |
| OPTIONAL |
|
| 7 | → entities |
|
| 8 | → → operatorId | Operator ID | string |
| ALWAYS |
|
| 9 | → → senderCountry | Sender Country | string |
| ALWAYS |
|
| 10 | → → senderState | Sender State | string |
| OPTIONAL |
|
| 11 | → glbxGoodTillInd | Globex Good Till Indicator | yesNoIndicator | NO (No) - NoYES (Yes) - Yes
| OPTIONAL |
|
| 12 | → glbxGroupId | Globex Group ID | string |
| OPTIONAL |
|
| 13 | → glbxSecurityId | Globex Security ID | int32 |
| OPTIONAL |
|
| 14 | → legs[] |
|
| 15 | → → delta | Leg Delta | decimal |
| OPTIONAL |
|
| 16 | → → glbxSecurityId | Leg Globex Security ID | int32 |
| ALWAYS |
|
| 17 | → → ratioQtyInt | Leg Ratio Quantity Integer | int32 |
| OPTIONAL |
|
| 18 | → → referencePrice | Leg Reference Price | price |
| OPTIONAL |
|
| 19 | → → sideInd | Leg Side Indicator | marketSideIndicator | BUY (Buy) - Identifies a buy side orderCROSS (Cross)SELL (Sell) - Identifies a sell side order
| ALWAYS |
|
| 20 | → manualInd | Manual Indicator | yesNoIndicator | NO (No) - NoYES (Yes) - Yes
| ALWAYS | Indicates whether the instrument was generated by automated trading logic. |
| 21 | → priceQuoteCcy | Price Quote Currency | currency | Click here to expand... AUD (Australian Dollar)BRL (Brazilian Real)CAD (Canadian Dollar)CHF (Swiss Franc)CLP (Chilean Peso)CNH (Chinese Offshore)CNY (Chinese Yuan)COP (Colombian Peso)CZK (Czech Koruna)DKK (Danish Krone)EUR (Euro)GBP (British Pound)GLD (Gold)HKD (Hong Kong Dollar)HUF (Hungarian Forint)IDR (Indonesian Rupiah)ILS (Israeli Shekel)INR (Indian Rupee)ISK (Icelandic Krona)JPY (Japanese Yen)KRW (Korean Won)MXN (Mexican Peso)MYR (Malaysian Ringgit)NOK (Norwegian Krone)NZD (New Zealand Dollar)PEN (Peruvian Neuvo Sol)PHP (Philippine Peso)PLN (Polish Zloty)RON (Romanian Leu)RUB (Russian Ruble)SAR (Saudi Riyal)SEK (Swedish Krona)SGD (Singapore Dollar)THB (Thai Baht)TRY (Turkish Lira)TWD (Taiwan New Dollar)UAH (Ukrainian Hryvnia)USD (US Dollar)ZAR (South African Rand)
| OPTIONAL |
|
| 22 | → secType | Security Type | securityType | FUT (Future)MLEG (Multi-Leg)OPT (Option)
| OPTIONAL |
|
Response - 400
Body
| Ref | Field | Name | Data Type | Values | Usage | Description |
|---|
| 1 | errors[] |
|
| 2 | → code | Code | string | Click here to expand... 1 - {Unclassified error message}100 - Request is invalid: {Error Message}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 paused101 - {Field} is not present102 - {Field} has an incorrect value: {Value}103 - {Field} is invalid2048 - The order was submitted with a different SenderCompID than the requesting cancel2051 - The Order was submitted with a different side than the requesting Cancel7024 - Order cannot be modified or cancelled while the market is in No Cancel7027 - Order type not permitted while the market is reserved7029 - Orders may not be entered while the market is forbidden
| 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 | Click here to expand... 1 - {Unclassified error message}100 - Request is invalid: {Error Message}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 paused101 - {Field} is not present102 - {Field} has an incorrect value: {Value}103 - {Field} is invalid2048 - The order was submitted with a different SenderCompID than the requesting cancel2051 - The Order was submitted with a different side than the requesting Cancel7024 - Order cannot be modified or cancelled while the market is in No Cancel7027 - Order type not permitted while the market is reserved7029 - Orders may not be entered while the market is forbidden
| 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 | Click here to expand... 1 - {Unclassified error message}100 - Request is invalid: {Error Message}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 paused101 - {Field} is not present102 - {Field} has an incorrect value: {Value}103 - {Field} is invalid2048 - The order was submitted with a different SenderCompID than the requesting cancel2051 - The Order was submitted with a different side than the requesting Cancel7024 - Order cannot be modified or cancelled while the market is in No Cancel7027 - Order type not permitted while the market is reserved7029 - Orders may not be entered while the market is forbidden
| 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. |