Order Entry V2 Websocket - Create Instrument

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

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

1

header

2

→ messageType

Message Type

messageType

• INSTSTS (Instrument Status)

3

→ possibleRetransInd

Possible Retransmission Indicator

yesNoIndicator

• NO (No) - No

• YES (Yes) - Yes

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

OPTIONAL

25

→ secType

Security Type

securityType

• FUT (Future)

• MLEG (Multi-Leg)

• OPT (Option)

OPTIONAL

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.