Order Entry API V2 - Update Order

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

→ customerOrderHandlingInstr

Customer Order Handling Instruction

CustomerOrderHandlingInstruction

9

→ customerOrderId

Customer Order ID

String

• Length: 1 - 20

10

→ displayQtyInt

Display Quantity Integer

Integer

11

→ 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 eliminated

• FILL_OR_KILL (Fill or Kill) - Order is filled completely or else eliminated

• GOOD_TILL_CANCEL (Good till Cancel) - Order remains working until cancelled

• GOOD_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.

12

→ entities

13

→ → customerAccountId

Customer Account ID

String

• Length: 1 - 12

14

→ → customerOriginType

Customer Origin Type

OriginType

• CUSTOMER (Customer)

• HOUSE (House)

15

→ → 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.

16

→ → executingFirmId

Executing Firm ID

String

• Length: 1 - 10

17

→ → operatorId

Operator ID

String

• Length: 1 - 18

18

→ → senderCountry

Sender Country

String

• Length: 1 - 2

19

→ → senderState

Sender State

String

• Length: 2 - 2

20

→ expirationDt

Expiration Date

Date

Criteria

• ALWAYS when payload.durationType = GOOD_TILL_DATE

21

→ instrument

22

→ → glbxSecurityId

Globex Security ID

Integer

23

→ manualInd

Manual Indicator

YesNoIndicator

• NO (No) - No

• YES (Yes) - Yes

Indicates whether the order was generated by automated trading logic.

24

→ memo

Memo

String

• Length: 0 - 75

25

→ minimumQtyInt

Minimum Quantity Integer

Integer

26

→ ofmOverrideInd

Over-fill Mitigation Override Indicator

YesNoIndicator

• NO (No) - No

• YES (Yes) - Yes

27

→ price

Price

Price

Criteria

• ALWAYS when payload.type IN (LIMIT, STOP_LIMIT)

28

→ qtyInt

Quantity Integer

Integer

29

→ selfMatchPreventionId

Self-Match Prevention ID

Integer

30

→ selfMatchPreventionInstr

Self-Match Prevention Instruction

SelfMatchPreventionInstruction

• CANCEL_NEWEST (Cancel Newest)

• CANCEL_OLDEST (Cancel Oldest)

31

→ sideInd

Side Indicator

MarketSideIndicator

• BUY (Buy) - Identifies a buy side order

• SELL (Sell) - Identifies a sell side order

32

→ stopPrice

Stop Price

Price

Criteria

• ALWAYS when payload.type IN (STOP, STOP_LIMIT)

33

→ 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.

34

→ venueOrderId

Venue Order ID

String

1

header

2

→ requestId

Request ID

string

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

3

→ sentTime

Sent Time

dateTime

Timestamp of the message leaving the producing application.

4

payload

5

→ action

Action

orderAction

• MODIFY (Modify)

6

→ cumulativeQtyInt

Cumulative Quantity Integer

int32

7

→ customerOrderHandlingInstr

Customer Order Handling Instruction

customerOrderHandlingInstruction

8

→ customerOrderId

Customer Order ID

string

9

→ displayQtyInt

Display Quantity Integer

int32

10

→ 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 eliminated

• FILL_OR_KILL (Fill or Kill) - Order is filled completely or else eliminated

• GOOD_TILL_CANCEL (Good till Cancel) - Order remains working until cancelled

• GOOD_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.

11

→ entities

12

→ → customerAccountId

Customer Account ID

string

13

→ → customerOriginType

Customer Origin Type

originType

• CUSTOMER (Customer)

• HOUSE (House)

14

→ → 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.

15

→ → executingFirmId

Executing Firm ID

string

16

→ → senderCountry

Sender Country

string

17

→ → senderState

Sender State

string

18

→ expirationDt

Expiration Date

date

Criteria

• ALWAYS when payload.durationType = GOOD_TILL_DATE

19

→ instrument

20

→ → glbxSecurityId

Globex Security ID

int32

21

→ manualInd

Manual Indicator

yesNoIndicator

• NO (No) - No

• YES (Yes) - Yes

Indicates whether the order was generated by automated trading logic.

22

→ memo

Memo

string

23

→ minimumQtyInt

Minimum Quantity Integer

int32

24

→ price

Price

price

Criteria

• ALWAYS when payload.type IN (LIMIT, STOP_LIMIT)

25

→ qtyInt

Quantity Integer

int32

26

→ remainingQtyInt

Remaining Quantity Integer

int32

27

→ sideInd

Side Indicator

marketSideIndicator

• BUY (Buy) - Identifies a buy side order

• CROSS (Cross)

• SELL (Sell) - Identifies a sell side order

28

→ status

Status

orderStatus

• REPLACED (Replaced)

• UNDEFINED (Undefined)

29

→ stopPrice

Stop Price

price

Criteria

• ALWAYS when payload.type IN (STOP, STOP_LIMIT)

30

→ transactionTime

Transaction Time

dateTime

31

→ 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.

32

→ venueExecutionId

Venue Execution ID

string

33

→ venueOrderId

Venue Order ID

string

1

errors[]

2

→ code

Code

string

• 1 - {Unclassified error message}

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}

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

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

→ customerOrderId

Customer Order ID

string

10

→ transactionTime

Transaction Time

dateTime

11

→ venueOrderId

Venue Order ID

string