Order Entry V2 Websocket - Create Instrument

Owned by Space Sync for Confluence
yesterday at 11:02 AM
4 min read





Contents

Input - Create Instrument



Submit new tradeable instrument request



Fields

Ref

Field

Name

Data Type

Values

Usage

Description

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

  • INSTNEW (Instrument New)

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

→ customerOrderHandlingInstr

Customer Order Handling Instruction

CustomerOrderHandlingInstruction

  • 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



10

→ entities



11

→ → customerAccountId

Customer Account ID

String

  • Length: 1 - 12

REQUIRED



12

→ → customerOriginType

Customer Origin Type

OriginType

  • CUSTOMER (Customer)

  • HOUSE (House)

REQUIRED



13

→ → 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



14

→ → executingFirmId

Executing Firm ID

String

  • Length: 1 - 10

REQUIRED



15

→ → operatorId

Operator ID

String

  • Length: 1 - 18

REQUIRED



16

→ → senderCountry

Sender Country

String

  • Length: 1 - 2

REQUIRED



17

→ → senderState

Sender State

String

  • Length: 2 - 2

OPTIONAL



18

→ legs[]



19

→ → delta

Leg Delta

Decimal



OPTIONAL



20

→ → glbxSecurityId

Leg Globex Security ID

Integer



REQUIRED



21

→ → ratioQtyInt

Leg Ratio Quantity Integer

Integer



OPTIONAL

Criteria

  • ALWAYS when payload.strategyRequestType = COMBO

  • OPTIONAL when payload.strategyRequestType = COVERED

22

→ → referencePrice

Leg Reference Price

Price



OPTIONAL



23

→ → sideInd

Leg Side Indicator

MarketSideIndicator

  • BUY (Buy) - Identifies a buy side order

  • CROSS (Cross)

  • SELL (Sell) - Identifies a sell side order

REQUIRED



24

→ manualInd

Manual Indicator

YesNoIndicator

  • NO (No) - No

  • YES (Yes) - Yes

REQUIRED

Indicates whether the instrument was generated by automated trading logic.

25

→ strategyRequestType

Strategy Request Type

StrategyRequestType

  • COMBO (Combination)

  • COVERED (Covered)

REQUIRED



Output - Create Instrument Response - Success

Fields

Ref

Field

Name

Data Type

Values

Usage

Description

Ref

Field

Name

Data Type

Values

Usage

Description

1

header



2

→ messageType

Message Type

messageType

  • INSTSTS (Instrument Status)

ALWAYS



3

→ possibleRetransInd

Possible Retransmission Indicator

yesNoIndicator

  • NO (No) - No

  • YES (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

→ autoQuoteInd

Auto-Quote Indicator

yesNoIndicator

  • NO (No) - No

  • YES (Yes) - Yes

ALWAYS



9

→ contractPeriod

Contract Period

string



OPTIONAL



10

→ entities



11

→ → operatorId

Operator ID

string



ALWAYS



12

→ → senderCountry

Sender Country

string



ALWAYS



13

→ → senderState

Sender State

string



OPTIONAL



14

→ glbxGoodTillInd

Globex Good Till Indicator

yesNoIndicator

  • NO (No) - No

  • YES (Yes) - Yes

OPTIONAL



15

→ glbxGroupId

Globex Group ID

string



OPTIONAL



16

→ glbxSecurityId

Globex Security ID

int32



OPTIONAL



17

→ legs[]



18

→ → delta

Leg Delta

decimal



OPTIONAL



19

→ → glbxSecurityId

Leg Globex Security ID

int32



ALWAYS



20

→ → ratioQtyInt

Leg Ratio Quantity Integer

int32



OPTIONAL



21

→ → referencePrice

Leg Reference Price

price



OPTIONAL



22

→ → sideInd

Leg Side Indicator

marketSideIndicator

  • BUY (Buy) - Identifies a buy side order

  • CROSS (Cross)

  • SELL (Sell) - Identifies a sell side order

ALWAYS



23

→ manualInd

Manual Indicator

yesNoIndicator

  • NO (No) - No

  • YES (Yes) - Yes

ALWAYS

Indicates whether the instrument was generated by automated trading logic.

24

→ priceQuoteCcy

Price Quote Currency

currency

  • 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



25

→ secType

Security Type

securityType

  • FUT (Future)

  • MLEG (Multi-Leg)

  • OPT (Option)

OPTIONAL



Output - Create Instrument Response - Error

Fields

Ref

Field

Name

Data Type

Values

Usage

Description

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

  • INSTNEWRJ (Instrument New)

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.



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