Order Entry V2 Websocket - Trade Fill
Output - Trade Fill Response
Fields
Ref | Field | Name | Data Type | Values | Usage | Description |
---|---|---|---|---|---|---|
1 | header |
| ||||
2 | → messageType | Message Type | messageType |
| ALWAYS |
|
3 | → possibleRetransInd | Possible Retransmission Indicator | yesNoIndicator |
| OPTIONAL |
|
4 | → sentTime | Sent Time | dateTime |
| ALWAYS | Timestamp of the message leaving the producing application. |
5 | → sequenceNbr | Sequence Number | string |
| ALWAYS |
|
6 | payload |
| ||||
7 | → action | Action | orderAction |
| ALWAYS |
|
8 | → additionalVenueExecutionId | Additional Venue Execution ID | string |
| ALWAYS |
|
9 | → aggressorInd | Aggressor Indicator | yesNoIndicator |
| CONDITIONAL | Criteria
|
10 | → cumulativeQtyInt | Cumulative Quantity Integer | int32 |
| ALWAYS |
|
11 | → customerOrderId | Customer Order ID | string |
| ALWAYS |
|
12 | → delta | Delta | decimal |
| CONDITIONAL | Criteria
|
13 | → durationType | Duration Type | orderDurationType |
| CONDITIONAL | Criteria
|
14 | → entities |
| ||||
15 | → → executingFirmrId | Executing Firm ID | string |
| ALWAYS |
|
16 | → → operatorId | Operator ID | string |
| ALWAYS |
|
17 | → → senderCountry | Sender Country | string |
| ALWAYS |
|
18 | → → senderState | Sender State | string |
| OPTIONAL |
|
19 | → expirationDt | Expiration Date | date |
| CONDITIONAL | Criteria
|
20 | → fills[] |
| ||||
21 | → → price | Fill Price | price |
| ALWAYS |
|
22 | → → qtyInt | Fill Quantity Integer | int32 |
| ALWAYS |
|
23 | → → reason | Fill Reason | orderFillReason |
| ALWAYS |
|
24 | → → venueExecutionId | Fill Venue Execution ID | string |
| ALWAYS |
|
25 | → instrument |
| ||||
26 | → → glbxSecurityId | Globex Security ID | int32 |
| ALWAYS |
|
27 | → lastTradeCounterCcyNotionalAmt | Last Trade Counter Curency Notional Amount | decimal |
| CONDITIONAL | Criteria
|
28 | → lastTradeNotionalAmt | Last Trade Notional Amount | decimal |
| CONDITIONAL | Criteria
|
29 | → lastTradePx | Last Trade Price Integer | price |
| ALWAYS |
|
30 | → lastTradeQtyInt | Last Trade Quantity Integer | int32 |
| ALWAYS |
|
31 | → legCount | Leg Count | int32 |
| CONDITIONAL | Criteria
|
32 | → manualInd | Manual Indicator | yesNoIndicator |
| CONDITIONAL | Indicates whether the order was generated by automated trading logic. Criteria
|
33 | → marketDataTradeEntryId | Market Data Trade Entry ID | string |
| CONDITIONAL | Criteria
|
34 | → price | Price | price |
| CONDITIONAL | Criteria
|
35 | → qtyInt | Quantity Integer | int32 |
| CONDITIONAL | Criteria
|
36 | → remainingQtyInt | Remaining Quantity Integer | int32 |
| CONDITIONAL | Criteria
|
37 | → riskFreeRt | Risk-Free Rate | decimal |
| CONDITIONAL | Criteria
|
38 | → settlementDt | Settlement Date | date |
| CONDITIONAL | Criteria
|
39 | → sideInd | Side Indicator | marketSideIndicator |
| ALWAYS |
|
40 | → spreadReportType[] | SpreadReportType | spreadReportType |
| ALWAYS |
|
41 | → status | Status | orderStatus |
| ALWAYS |
|
42 | → stopPrice | Stop Price | price |
| CONDITIONAL | Criteria
|
43 | → tradeDate | Trade Date | date |
| ALWAYS |
|
44 | → transactionTime | Transaction Time | dateTime |
| ALWAYS |
|
45 | → type | Type | orderType |
| ALWAYS |
|
46 | → venueExecutionId | Venue Execution ID | string |
| ALWAYS |
|
47 | → venueOrderId | Venue Order ID | string |
| ALWAYS |
|
48 | → venueSideId | Venue Side ID | string |
| ALWAYS |
|
49 | → volatility | Volatility | decimal |
| CONDITIONAL | Criteria
|
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