Order Entry V2 Websocket - Search For Trades





Contents

Input - Search for Trades



Request a trade record using custom criteria. Based on query parameters, one or more trades may be returned.



Fields

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

→ messageType

Message Type

MessageType

  • TRDQ (Trade Search)

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

→ customerOrderIds[]

Customer Order IDs

String

  • Length: ≤ 20

OPTIONAL



11

→ executingFirmIds[]

Executing Firm IDs

String

  • Length: 1 - 10

REQUIRED



12

→ glbxSecurityIds[]

Globex Security IDs

Integer



OPTIONAL



13

→ manualInd

Manual Indicator

YesNoIndicator

  • NO (No) - No

  • YES (Yes) - Yes

REQUIRED

Indicates whether the order was generated by automated trading logic.

14

→ transactionTimeEnd

Transaction Time End

DateTime



OPTIONAL



15

→ transactionTimeStart

Transaction Time Start

DateTime



OPTIONAL



16

→ venueExecutionId

Venue Execution ID

String



OPTIONAL



17

→ venueOrderIds[]

Venue Order IDs

String



OPTIONAL



Output - Search for Trades Response - Success

Fields

Ref

Field

Name

Data Type

Values

Usage

Description

Ref

Field

Name

Data Type

Values

Usage

Description

1

header



2

→ messageType

Message Type

messageType

  • TRDR (Trade Response)

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

  • TRADE (Trade)

ALWAYS



12

→ executionTime

Execution Time

dateTime



ALWAYS



13

→ instrument



14

→ → glbxSecurityId

Globex Security ID

int32



ALWAYS



15

→ side



16

→ → aggressorInd

Aggressor Indicator

yesNoIndicator

  • NO (No) - No

  • YES (Yes) - Yes

ALWAYS



17

→ → entities



18

→ → → customerAccountId

Customer Account Id

string



ALWAYS



19

→ → → executingFirmId

Executing Firm ID

string



ALWAYS



20

→ → → operatorId

Operator ID

string



ALWAYS



21

→ → → senderCountry

Sender Country

string



ALWAYS



22

→ → → senderState

Sender State

string



OPTIONAL



23

→ → order



24

→ → → customerOrderId

Customer Order ID

string



ALWAYS



25

→ → → remainingQtyInt

Remaining Quantity Integer

int32



ALWAYS



26

→ → → status

Status

orderStatus

  • CANCELED (Canceled)

  • EXPIRED (Expired)

  • FILLED (Filled)

  • NEW (New)

  • PARTIAL (Partial)

  • REJECTED (Rejected)

  • REPLACED (Replaced)

ALWAYS



27

→ → → 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



28

→ → → venueOrderId

Venue Order ID

string



ALWAYS



29

→ → price

Price

price



ALWAYS



30

→ → qtyInt

Quantity Integer

int32



ALWAYS



31

→ → sideInd

Side Indicator

marketSideIndicator

  • BUY (Buy) - Identifies a buy side order

  • CROSS (Cross)

  • SELL (Sell) - Identifies a sell side order

ALWAYS



32

→ → venueExecutionId

Venue Execution ID

string



ALWAYS



33

→ spreadReportType[]

SpreadReportType

spreadReportType

  • LEG (Leg of Spread)

  • OUTRIGHT (Outright)

  • SPREAD (Spread)

ALWAYS



34

→ tradeDt

Trade Date

date



ALWAYS



35

→ venueTradeSeq

Venue Trade Sequence

string



ALWAYS



Output - Search for Trades Response - Error

Fields

Ref

Field

Name

Data Type

Values

Usage

Description

Ref

Field

Name

Data Type

Values

Usage

Description

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

  • TRDRJ (Trade Search)

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






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