Order Entry API V2 - Create Instrument

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header

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→ 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.

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payload

8

→ customerOrderHandlingInstr

Customer Order Handling Instruction

CustomerOrderHandlingInstruction

9

→ entities

10

→ → customerAccountId

Customer Account ID

String

• Length: 1 - 12

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→ → customerOriginType

Customer Origin Type

OriginType

• CUSTOMER (Customer)

• HOUSE (House)

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→ → 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.

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→ → executingFirmId

Executing Firm ID

String

• Length: 1 - 10

14

→ → operatorId

Operator ID

String

• Length: 1 - 18

15

→ → senderCountry

Sender Country

String

• Length: 1 - 2

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→ → senderState

Sender State

String

• Length: 2 - 2

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→ legs[]

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→ → delta

Leg Delta

Decimal

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→ → glbxSecurityId

Leg Globex Security ID

Integer

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→ → ratioQtyInt

Leg Ratio Quantity Integer

Integer

Criteria

• ALWAYS when payload.strategyRequestType = COMBO

• OPTIONAL when payload.strategyRequestType = COVERED

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→ → referencePrice

Leg Reference Price

Price

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→ → sideInd

Leg Side Indicator

MarketSideIndicator

• BUY (Buy) - Identifies a buy side order

• CROSS (Cross)

• SELL (Sell) - Identifies a sell side order

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→ manualInd

Manual Indicator

YesNoIndicator

• NO (No) - No

• YES (Yes) - Yes

Indicates whether the instrument was generated by automated trading logic.

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→ strategyRequestType

Strategy Request Type

StrategyRequestType

• COMBO (Combination)

• COVERED (Covered)

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

→ autoQuoteInd

Auto-Quote Indicator

yesNoIndicator

• NO (No) - No

• YES (Yes) - Yes

6

→ contractPeriod

Contract Period

string

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→ entities

8

→ → operatorId

Operator ID

string

9

→ → senderCountry

Sender Country

string

10

→ → senderState

Sender State

string

11

→ glbxGoodTillInd

Globex Good Till Indicator

yesNoIndicator

• NO (No) - No

• YES (Yes) - Yes

12

→ glbxGroupId

Globex Group ID

string

13

→ glbxSecurityId

Globex Security ID

int32

14

→ legs[]

15

→ → delta

Leg Delta

decimal

16

→ → glbxSecurityId

Leg Globex Security ID

int32

17

→ → ratioQtyInt

Leg Ratio Quantity Integer

int32

18

→ → referencePrice

Leg Reference Price

price

19

→ → sideInd

Leg Side Indicator

marketSideIndicator

• BUY (Buy) - Identifies a buy side order

• CROSS (Cross)

• SELL (Sell) - Identifies a sell side order

20

→ manualInd

Manual Indicator

yesNoIndicator

• NO (No) - No

• YES (Yes) - Yes

Indicates whether the instrument was generated by automated trading logic.

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→ priceQuoteCcy

Price Quote Currency

currency

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→ secType

Security Type

securityType

• FUT (Future)

• MLEG (Multi-Leg)

• OPT (Option)

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errors[]

2

→ code

Code

string

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

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.