Order Entry API V2 - Create Instrument

Order Entry API V2 - Create Instrument

Submit new tradeable instrument request.

URL

/instruments

HTTP Method

POST

Version

2.0.0

Request

Body

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

→ requestId

Request ID

String

 

REQUIRED

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

6

→ sentTime

Sent Time

DateTime

 

REQUIRED

Timestamp of the message leaving the producing application.

7

payload

 

8

→ customerOrderHandlingInstr

Customer Order Handling Instruction

CustomerOrderHandlingInstruction

  • ALGORITHM_ENGINE (Algorithm Engine)

  • CLIENT_ELECTRONIC (Client Electronic)

  • DESK_ELECTRONIC (Desk Electronic)

  • FCM_API (FCM API or FIX)

  • FCM_PROVIDED_SCREEN (FCM Provided Screen)

  • OTHER_PROVIDED_SCREEN (Other Provided Screen)

REQUIRED

 

9

→ entities

 

10

→ → customerAccountId

Customer Account ID

String

  • Length: 1 - 12

REQUIRED

 

11

→ → customerOriginType

Customer Origin Type

OriginType

  • CUSTOMER (Customer)

  • HOUSE (House)

REQUIRED

 

12

→ → 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.

REQUIRED

 

13

→ → executingFirmId

Executing Firm ID

String

  • Length: 1 - 10

REQUIRED

 

14

→ → operatorId

Operator ID

String

  • Length: 1 - 18

REQUIRED

 

15

→ → senderCountry

Sender Country

String

  • Length: 1 - 2

REQUIRED

 

16

→ → senderState

Sender State

String

  • Length: 2 - 2

OPTIONAL

 

17

→ legs[]

 

18

→ → delta

Leg Delta

Decimal

 

OPTIONAL

 

19

→ → glbxSecurityId

Leg Globex Security ID

Integer

 

REQUIRED

 

20

→ → ratioQtyInt

Leg Ratio Quantity Integer

Integer

 

OPTIONAL

Criteria

  • ALWAYS when payload.strategyRequestType = COMBO

  • OPTIONAL when payload.strategyRequestType = COVERED

21

→ → referencePrice

Leg Reference Price

Price

 

OPTIONAL

 

22

→ → sideInd

Leg Side Indicator

MarketSideIndicator

  • BUY (Buy) - Identifies a buy side order

  • CROSS (Cross)

  • SELL (Sell) - Identifies a sell side order

REQUIRED

 

23

→ manualInd

Manual Indicator

YesNoIndicator

  • NO (No) - No

  • YES (Yes) - Yes

REQUIRED

Indicates whether the instrument was generated by automated trading logic.

24

→ strategyRequestType

Strategy Request Type

StrategyRequestType

  • COMBO (Combination)

  • COVERED (Covered)

REQUIRED

 

Response - 201

Body

Ref

Field

Name

Data Type

Values

Usage

Description

Ref

Field

Name

Data Type

Values

Usage

Description

1

header

 

2

→ requestId

Request ID

string

 

ALWAYS

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

3

→ sentTime

Sent Time

dateTime

 

ALWAYS

Timestamp of the message leaving the producing application.

4

payload

 

5

→ autoQuoteInd

Auto-Quote Indicator

yesNoIndicator

  • NO (No) - No

  • YES (Yes) - Yes

ALWAYS

 

6

→ contractPeriod

Contract Period

string

 

OPTIONAL

 

7

→ entities

 

8

→ → operatorId

Operator ID

string

 

ALWAYS

 

9

→ → senderCountry

Sender Country

string

 

ALWAYS

 

10

→ → senderState

Sender State

string

 

OPTIONAL

 

11

→ glbxGoodTillInd

Globex Good Till Indicator

yesNoIndicator

  • NO (No) - No

  • YES (Yes) - Yes

OPTIONAL

 

12

→ glbxGroupId

Globex Group ID

string

 

OPTIONAL

 

13

→ glbxSecurityId

Globex Security ID

int32

 

OPTIONAL

 

14

→ legs[]

 

15

→ → delta

Leg Delta

decimal

 

OPTIONAL

 

16

→ → glbxSecurityId

Leg Globex Security ID

int32

 

ALWAYS

 

17

→ → ratioQtyInt

Leg Ratio Quantity Integer

int32

 

OPTIONAL

 

18

→ → referencePrice

Leg Reference Price

price

 

OPTIONAL

 

19

→ → sideInd

Leg Side Indicator

marketSideIndicator

  • BUY (Buy) - Identifies a buy side order

  • CROSS (Cross)

  • SELL (Sell) - Identifies a sell side order

ALWAYS

 

20

→ manualInd

Manual Indicator

yesNoIndicator

  • NO (No) - No

  • YES (Yes) - Yes

ALWAYS

Indicates whether the instrument was generated by automated trading logic.

21

→ priceQuoteCcy




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