Order Entry API V2 - Search for Trades

1

header

2

→ applicationName

Application Name

String

Identifies the application generating the message.

3

→ applicationVendor

Application Vendor

String

Identifies the vendor of the application generating the message.

4

→ applicationVersion

Application Version

String

Identifies the version of the application generating the message.

5

→ requestId

Request ID

String

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

6

→ sentTime

Sent Time

DateTime

Timestamp of the message leaving the producing application.

7

payload

8

→ customerAccountIds[]

Customer Account IDs

String

• Length: ≤ 12

9

→ customerOrderIds[]

Customer Order IDs

String

• Length: ≤ 20

10

→ executingFirmIds[]

Executing Firm IDs

String

• Length: 1 - 10

11

→ glbxSecurityIds[]

Globex Security IDs

Integer

12

→ manualInd

Manual Indicator

YesNoIndicator

• NO (No) - No

• YES (Yes) - Yes

Indicates whether the order was generated by automated trading logic.

13

→ transactionTimeEnd

Transaction Time End

DateTime

14

→ transactionTimeStart

Transaction Time Start

DateTime

15

→ venueExecutionId

Venue Execution ID

String

16

→ venueOrderIds[]

Venue Order IDs

String

1

header

2

→ requestId

Request ID

string

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

3

→ responseClippedInd

Response Clipped Indicator

yesNoIndicator

• NO (No) - No

• YES (Yes) - Yes

4

→ responseCount

Response Count

int32

5

→ responseIndex

Response Index

int32

6

→ sentTime

Sent Time

dateTime

Timestamp of the message leaving the producing application.

7

payload[]

8

→ executionTime

Execution Time

dateTime

9

→ instrument

10

→ → glbxSecurityId

Globex Security ID

int32

11

→ side

12

→ → aggressorInd

Aggressor Indicator

yesNoIndicator

• NO (No) - No

• YES (Yes) - Yes

13

→ → entities

14

→ → → customerAccountId

Customer Account Id

string

15

→ → → executingFirmId

Executing Firm ID

string

16

→ → → operatorId

Operator ID

string

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→ → → senderCountry

Sender Country

string

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→ → → senderState

Sender State

string

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→ → order

20

→ → → customerOrderId

Customer Order ID

string

21

→ → → remainingQtyInt

Remaining Quantity Integer

int32

22

→ → → status

Status

orderStatus

23

→ → → 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.

24

→ → → venueOrderId

Venue Order ID

string

25

→ → price

Price

price

26

→ → qtyInt

Quantity Integer

int32

27

→ → sideInd

Side Indicator

marketSideIndicator

• BUY (Buy) - Identifies a buy side order

• CROSS (Cross)

• SELL (Sell) - Identifies a sell side order

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→ → venueExecutionId

Venue Execution ID

string

29

→ spreadReportType[]

SpreadReportType

spreadReportType

• LEG (Leg of Spread)

• OUTRIGHT (Outright)

• SPREAD (Spread)

30

→ tradeDt

Trade Date

date

31

→ venueTradeSeq

Venue Trade Sequence

string

1

errors[]

2

→ code

Code

string

• 1 - {Unclassified error message}

• 100 - Request is invalid: {Error Message}

• 101 - {Field} is not present

• 102 - {Field} has an incorrect value: {Value}

• 103 - {Field} is invalid

3

→ message

Message

string

4

header

5

→ requestId

Request ID

string

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

6

→ sentTime

Sent Time

dateTime

Timestamp of the message leaving the producing application.

1

errors[]

2

→ code

Code

string

• 1 - {Unclassified error message}

• 100 - Request is invalid: {Error Message}

• 101 - {Field} is not present

• 102 - {Field} has an incorrect value: {Value}

• 103 - {Field} is invalid

3

→ message

Message

string

4

header

5

→ requestId

Request ID

string

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

6

→ sentTime

Sent Time

dateTime

Timestamp of the message leaving the producing application.

1

errors[]

2

→ code

Code

string

• 1 - {Unclassified error message}

• 100 - Request is invalid: {Error Message}

• 101 - {Field} is not present

• 102 - {Field} has an incorrect value: {Value}

• 103 - {Field} is invalid

3

→ message

Message

string

4

→ referenceField

Reference Field

string

5

header

6

→ requestId

Request ID

string

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

7

→ sentTime

Sent Time

dateTime

Timestamp of the message leaving the producing application.

8

payload[]

9

→ transactionTime

Transaction Time

dateTime