Order Entry V2 Websocket - Search For Trades

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

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

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

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