Order Entry V2 Websocket - 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

→ messageType

Message Type

MessageType

• ORDMOD (Order Modify)

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

→ customerOrderHandlingInstr

Customer Order Handling Instruction

CustomerOrderHandlingInstruction

10

→ customerOrderId

Customer Order ID

String

• Length: 1 - 20

11

→ displayQtyInt

Display Quantity Integer

Integer

12

→ 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.

13

→ entities

14

→ → customerAccountId

Customer Account ID

String

• Length: 1 - 12

15

→ → customerOriginType

Customer Origin Type

OriginType

• CUSTOMER (Customer)

• HOUSE (House)

16

→ → 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.

17

→ → executingFirmId

Executing Firm ID

String

• Length: 1 - 12

18

→ → operatorId

Operator ID

String

• Length: 1 - 18

19

→ → senderCountry

Sender Country

String

• Length: 1 - 2

20

→ → senderState

Sender State

String

• Length: ≤ 2

21

→ expirationDt

Expiration Date

Date

Criteria

• ALWAYS when payload.durationType = GOOD_TILL_DATE

22

→ instrument

23

→ → glbxSecurityId

Globex Security ID

Integer

24

→ manualInd

Manual Indicator

YesNoIndicator

• NO (No) - No

• YES (Yes) - Yes

Indicates whether the order was generated by automated trading logic.

25

→ memo

Memo

String

• Length: ≤ 75

26

→ minimumQtyInt

Minimum Quantity Integer

Integer

27

→ ofmOverrideInd

Over-fill Mitigation Override Indicator

YesNoIndicator

• NO (No) - No

• YES (Yes) - Yes

28

→ price

Price

Price

Criteria

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

29

→ qtyInt

Quantity Integer

Integer

30

→ selfMatchPreventionId

Self-Match Prevention ID

Integer

31

→ selfMatchPreventionInstr

Self-Match Prevention Instruction

SelfMatchPreventionInstruction

• CANCEL_NEWEST (Cancel Newest)

• CANCEL_OLDEST (Cancel Oldest)

32

→ sideInd

Side Indicator

MarketSideIndicator

• BUY (Buy) - Identifies a buy side order

• SELL (Sell) - Identifies a sell side order

33

→ stopPrice

Stop Price

Price

Criteria

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

34

→ 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.

35

→ venueOrderId

Venue Order ID

String

1

header

2

→ messageType

Message Type

messageType

• ORDSTS (Order Status)

3

→ possibleRetransInd

Possible Retransmission Indicator

yesNoIndicator

• NO (No) - No

• YES (Yes) - Yes

4

→ requestId

Request ID

string

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

5

→ sentTime

Sent Time

dateTime

Timestamp of the message leaving the producing application.

6

→ sequenceNbr

Sequence Number

string

7

payload

8

→ action

Action

orderAction

• MODIFY (Modify)

9

→ cumulativeQtyInt

Cumulative Quantity Integer

int32

10

→ customerOrderHandlingInstr

Customer Order Handling Instruction

customerOrderHandlingInstruction

11

→ customerOrderId

Customer Order ID

string

12

→ displayQtyInt

Display Quantity Integer

int32

13

→ 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.

14

→ entities

15

→ → customerAccountId

Customer Account ID

string

16

→ → customerOriginType

Customer Origin Type

originType

• CUSTOMER (Customer)

• HOUSE (House)

17

→ → 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.

18

→ → executingFirmId

Executing Firm ID

string

19

→ → senderCountry

Sender Country

string

20

→ → senderState

Sender State

string

21

→ expirationDt

Expiration Date

date

Criteria

• ALWAYS when payload.durationType = GOOD_TILL_DATE

22

→ instrument

23

→ → glbxSecurityId

Globex Security ID

int32

24

→ manualInd

Manual Indicator

yesNoIndicator

• NO (No) - No

• YES (Yes) - Yes

Indicates whether the order was generated by automated trading logic.

25

→ memo

Memo

string

26

→ minimumQtyInt

Minimum Quantity Integer

int32

27

→ price

Price

price

Criteria

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

28

→ qtyInt

Quantity Integer

int32

29

→ remainingQtyInt

Remaining Quantity Integer

int32

30

→ sideInd

Side Indicator

marketSideIndicator

• BUY (Buy) - Identifies a buy side order

• CROSS (Cross)

• SELL (Sell) - Identifies a sell side order

31

→ status

Status

orderStatus

• REPLACED (Replaced)

• UNDEFINED (Undefined)

32

→ stopPrice

Stop Price

price

Criteria

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

33

→ transactionTime

Transaction Time

dateTime

34

→ 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.

35

→ venueExecutionId

Venue Execution ID

string

36

→ venueOrderId

Venue Order ID

string

1

errors[]

2

→ code

Code

string

3

→ message

Message

string

4

→ referenceField

Reference Field

string

5

header

6

→ messageType

Message Type

messageType

• ORDMODRJ (Order Modify Reject)

7

→ requestId

Request ID

string

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

8

→ sentTime

Sent Time

dateTime

Timestamp of the message leaving the producing application.

9

→ sequenceNbr

Sequence Number

string

10

payload

11

→ customerOrderId

Customer Order ID

string

12

→ transactionTime

Transaction Time

dateTime

13

→ venueOrderId

Venue Order ID

string