Order Entry V2 Websocket - Submit Request For Quote





Contents

Input - Submit Request For Quote



Solicit a quote on an instrument.



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

  • QTENEW (Quote 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

→ entities



10

→ → customerAccountId

Customer Account ID

String

  • Length: 1 - 12

REQUIRED

Unique account identifier.

11

→ → executingFirmId

Executing Firm ID

String

  • Length: 1 - 10

REQUIRED



12

→ → operatorId

Operator ID

String

  • Length: 1 - 18

REQUIRED



13

→ → senderCountry

Sender Country

String

  • Length: 1 - 2

REQUIRED



14

→ → senderState

Sender State

String

  • Length: 2 - 2

OPTIONAL



15

→ instrument



16

→ → glbxSecurityId

Globex Security ID

Integer



REQUIRED



17

→ manualInd

Manual Indicator

YesNoIndicator

  • NO (No) - No

  • YES (Yes) - Yes

REQUIRED

Indicates whether the order was generated by automated trading logic.

18

→ qtyInt

Quantity Integer

Integer



OPTIONAL



19

→ sideInd

Side Indicator

MarketSideIndicator

  • BUY (Buy) - Identifies a buy side order

  • SELL (Sell) - Identifies a sell side order

OPTIONAL



Output - Submit Request For Quote 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

  • QTESTS (Quote 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

payload



7

→ entities



8

→ → operatorId

Operator ID

string



ALWAYS



9

→ → senderCountry

Sender Country

string



ALWAYS



10

→ → senderState

Sender State

string



OPTIONAL



11

→ manualInd

Manual Indicator

yesNoIndicator

  • NO (No) - No

  • YES (Yes) - Yes

ALWAYS

Indicates whether the order was generated by automated trading logic.

12

→ transactionTime

Transaction Time

dateTime



ALWAYS



13

→ venueQuoteId

Venue Quote ID

string



ALWAYS



Output - Submit Request For Quote 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

  • QTERJ (Quote Reject)

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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