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Version 1
Current »
Output - Order Expired
Fields
Ref | Field | Name | Data Type | Values | Usage | Description |
---|
1 | header |
|
2 | → messageType | Message Type | messageType | | ALWAYS |
|
3 | → possibleRetransInd | Possible Retransmission Indicator | yesNoIndicator | NO (No) - NoYES (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 | → action | Action | orderAction | | ALWAYS |
|
9 | → cumulativeQtyInt | Cumulative Quantity Integer | int32 |
| ALWAYS |
|
10 | → customerOrderId | Customer Order ID | string |
| ALWAYS |
|
11 | → displayQtyInt | Display Quantity Integer | int32 |
| OPTIONAL |
|
12 | → durationType | Duration Type | orderDurationType | DAY (Day) - Order expires at the end of the trading day.FILL_AND_KILL (Fill and Kill) - Order is immediately executed against any available quantity and any remaining quantity is eliminatedFILL_OR_KILL (Fill or Kill) - Order is filled completely or else eliminatedGOOD_TILL_CANCEL (Good till Cancel) - Order remains working until cancelledGOOD_TILL_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 |
|
13 | → entities |
|
14 | → → operatorId | Operator ID | string |
| ALWAYS |
|
15 | → → senderCountry | Sender Country | string |
| ALWAYS |
|
16 | → → senderState | Sender State | string |
| OPTIONAL |
|
17 | → expirationDt | Expiration Date | date |
| CONDITIONAL |
|
18 | → instrument |
|
19 | → → glbxSecurityId | Globex Security ID | int32 |
| ALWAYS |
|
20 | → manualInd | Manual Indicator | yesNoIndicator | NO (No) - NoYES (Yes) - Yes
| ALWAYS | Indicates whether the order was generated by automated trading logic. |
21 | → minimumQtyInt | Minimum Quantity Integer | int32 |
| OPTIONAL |
|
22 | → price | Price | price |
| CONDITIONAL |
|
23 | → qtyInt | Quantity Integer | int32 |
| ALWAYS |
|
24 | → sideInd | Side Indicator | marketSideIndicator | BUY (Buy) - Identifies a buy side orderCROSS (Cross)SELL (Sell) - Identifies a sell side order
| ALWAYS |
|
25 | → status | Status | orderStatus | | ALWAYS |
|
26 | → stopPrice | Stop Price | price |
| CONDITIONAL |
|
27 | → transactionTime | Transaction Time | dateTime |
| ALWAYS |
|
28 | → type | Type | orderType | 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) - 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 (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) - 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 (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 |
|
29 | → venueExecutionId | Venue Execution ID | string |
| ALWAYS |
|
30 | → venueOrderId | Venue Order ID | string |
| ALWAYS |
|