Order Entry V2 Websocket - Submit Request For Quote

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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