Skip to end of banner
Go to start of banner

Order Entry V2 Websocket - Submit Request For Quote

Skip to end of metadata
Go to start of metadata

You are viewing an old version of this page. View the current version.

Compare with Current View Page History

Version 1 Current »




Contents

Input - Submit Request For Quote


Solicit a quote on an instrument.


Fields

RefFieldNameData TypeValuesUsageDescription
1header
2→ applicationNameApplication NameString
REQUIRED

Identifies the application generating the message.

3→ applicationVendorApplication VendorString
REQUIRED

Identifies the vendor of the application generating the message.

4→ applicationVersionApplication VersionString
REQUIRED

Identifies the version of the application generating the message.

5→ messageTypeMessage TypeMessageType
  • QTENEW (Quote New)
REQUIRED
6→ requestIdRequest IDString
REQUIRED

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

7→ sentTimeSent TimeDateTime
REQUIRED

Timestamp of the message leaving the producing application.

8payload
9→ entities
10→ → customerAccountIdCustomer Account IDString
  • Length: 1 - 12
REQUIRED

Unique account identifier.

11→ → executingFirmIdExecuting Firm IDString
  • Length: 1 - 10
REQUIRED
12→ → operatorIdOperator IDString
  • Length: 1 - 18
REQUIRED
13→ → senderCountrySender CountryString
  • Length: 1 - 2
REQUIRED
14→ → senderStateSender StateString
  • Length: 2 - 2
OPTIONAL
15→ instrument
16→ → glbxSecurityIdGlobex Security IDInteger
REQUIRED
17→ manualIndManual IndicatorYesNoIndicator
  • NO (No) - No
  • YES (Yes) - Yes
REQUIRED

Indicates whether the order was generated by automated trading logic.

18→ qtyIntQuantity IntegerInteger
OPTIONAL
19→ sideIndSide IndicatorMarketSideIndicator
  • BUY (Buy) - Identifies a buy side order
  • SELL (Sell) - Identifies a sell side order
OPTIONAL

Output - Submit Request For Quote Response - Success

Fields

RefFieldNameData TypeValuesUsageDescription
1header
2→ messageTypeMessage TypemessageType
  • QTESTS (Quote Status)
ALWAYS
3→ possibleRetransIndPossible Retransmission IndicatoryesNoIndicator
  • NO (No) - No
  • YES (Yes) - Yes
OPTIONAL
4→ requestIdRequest IDstring
ALWAYS

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

5→ sentTimeSent TimedateTime
ALWAYS

Timestamp of the message leaving the producing application.

6payload
7→ entities
8→ → operatorIdOperator IDstring
ALWAYS
9→ → senderCountrySender Countrystring
ALWAYS
10→ → senderStateSender Statestring
OPTIONAL
11→ manualIndManual IndicatoryesNoIndicator
  • NO (No) - No
  • YES (Yes) - Yes
ALWAYS

Indicates whether the order was generated by automated trading logic.

12→ transactionTimeTransaction TimedateTime
ALWAYS
13→ venueQuoteIdVenue Quote IDstring
ALWAYS

Output - Submit Request For Quote Response - Error

Fields

RefFieldNameData TypeValuesUsageDescription
1errors[]
2→ codeCodestring
ALWAYS
3→ messageMessagestring
ALWAYS
4→ referenceFieldReference Fieldstring
OPTIONAL
5header
6→ messageTypeMessage TypemessageType
  • QTERJ (Quote Reject)
ALWAYS
7→ requestIdRequest IDstring
ALWAYS

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

8→ sentTimeSent TimedateTime
ALWAYS

Timestamp of the message leaving the producing application.

  • No labels