Order Entry V2 Websocket - Get Order Status

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

• ORDSTS (Order Status)

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

→ customerAccountIds

Customer Account IDs

String

• Length: ≤ 12

OPTIONAL

10

→ customerOrderId

Customer Order ID

String

• Length: ≤ 20

OPTIONAL

11

→ executingFirmIds[]

Executing Firm IDs

String

• Length: 1 - 10

REQUIRED

12

→ glbxSecurityIds[]

Globex Security IDs

Integer

OPTIONAL

For future use only

13

→ manualInd

Manual Indicator

YesNoIndicator

• NO (No) - No

• YES (Yes) - Yes

REQUIRED

Indicates whether the order was generated by automated trading logic.

14

→ operatorIds[]

Operator IDs

String

OPTIONAL

15

→ status

Status

OrderStatus

OPTIONAL

16

→ transactionTimeEnd

Transaction Time End

DateTime

OPTIONAL

17

→ transactionTimeStart

Transaction Time Start

DateTime

OPTIONAL

18

→ venueOrderIds[]

Venue Order IDs

String

OPTIONAL

1

header

2

→ messageType

Message Type

messageType

• ORDSTSM (Mass Order 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

→ responseClippedInd

Response Clipped Indicator

yesNoIndicator

• NO (No) - No

• YES (Yes) - Yes

OPTIONAL

6

→ responseCount

Response Count

int32

OPTIONAL

7

→ responseIndex

Response Index

int32

OPTIONAL

8

→ sentTime

Sent Time

dateTime

ALWAYS

Timestamp of the message leaving the producing application.

9

→ sequenceNbr

Sequence Number

string

ALWAYS

10

payload[]

11

→ action

Action

orderAction

• STATUS (Status)

ALWAYS

12

→ cumulativeQtyInt

Cumulative Quantity Integer

int32

ALWAYS

13

→ customerOrderId

Customer Order ID

string

ALWAYS

14

→ displayQtyInt

Display Quantity Integer

int32

OPTIONAL

15

→ 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.

ALWAYS

16

→ entities

17

→ → customerAccountId

Customer Account ID

string

ALWAYS

18

→ → executingFirmId

Executing Firm ID

string

ALWAYS

19

→ → operatorId

Operator ID

string

ALWAYS

20

→ → senderCountry

Sender Country

string

ALWAYS

21

→ → senderState

Sender State

string

OPTIONAL

22

→ expirationDt

Expiration Date

date

CONDITIONAL

Criteria

• ALWAYS when payload[].durationType = GOOD_TILL_DATE

23

→ instrument

24

→ → glbxGroupId

Globex Group ID

string

ALWAYS

25

→ → glbxSecurityId

Globex Security ID

int32

ALWAYS

26

→ manualInd

Manual Indicator

yesNoIndicator

• NO (No) - No

• YES (Yes) - Yes

ALWAYS

Indicates whether the order was generated by automated trading logic.

27

→ marketSegmentId

Market Segment ID

int32

ALWAYS

28

→ memo

Memo

string

ALWAYS

29

→ minimumQtyInt

Minimum Quantity Integer

int32

OPTIONAL

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→ price

Price

price

CONDITIONAL

Criteria

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

31

→ qtyInt

Quantity Integer

int32

ALWAYS

32

→ rejectText

Reject Text

string

OPTIONAL

33

→ remainingQtyInt

Remaining Quantity Integer

int32

ALWAYS

34

→ sideInd

Side Indicator

marketSideIndicator

• BUY (Buy) - Identifies a buy side order

• CROSS (Cross)

• SELL (Sell) - Identifies a sell side order

ALWAYS

35

→ status

Status

orderStatus

ALWAYS

36

→ stopPrice

Stop Price

price

CONDITIONAL

Criteria

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

37

→ transactionTime

Transaction Time

dateTime

ALWAYS

38

→ 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.

ALWAYS

39

→ venueExecutionId

Venue Execution ID

string

ALWAYS

40

→ venueOrderId

Venue Order ID

string

ALWAYS

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

• ORDSTSRJ (Order Status 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.

9

→ sequenceNbr

Sequence Number

string

ALWAYS

10

payload[]

11

→ transactionTime

Transaction Time

dateTime

OPTIONAL

12

→ venueOrderId

Venue Order ID

string

OPTIONAL