Order Entry V2 Websocket - Search For Trades
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 |
---|---|---|---|---|---|---|
1 |
| |||||
2 |
| Application Name |
| REQUIRED | Identifies the application generating the message. | |
3 |
| Application Vendor |
| REQUIRED | Identifies the vendor of the application generating the message. | |
4 |
| Application Version |
| REQUIRED | Identifies the version of the application generating the message. | |
5 |
| Message Type |
|
| REQUIRED | |
6 |
| Request ID |
| REQUIRED | A unique identifier for the request provided by the client for correlation. | |
7 |
| Sent Time |
| REQUIRED | Timestamp of the message leaving the producing application. | |
8 |
| |||||
9 |
| Customer Account IDs |
|
| OPTIONAL | |
10 |
| Customer Order IDs |
|
| OPTIONAL | |
11 |
| Executing Firm IDs |
|
| REQUIRED | |
12 |
| Globex Security IDs |
| OPTIONAL | ||
13 |
| Manual Indicator |
|
| REQUIRED | Indicates whether the order was generated by automated trading logic. |
14 |
| Transaction Time End |
| OPTIONAL | ||
15 |
| Transaction Time Start |
| OPTIONAL | ||
16 |
| Venue Execution ID |
| OPTIONAL | ||
17 |
| Venue Order IDs |
| OPTIONAL |
Output - Search for Trades Response - Success
Fields
Ref | Field | Name | Data Type | Values | Usage | Description |
---|---|---|---|---|---|---|
1 |
| |||||
2 |
| Message Type |
|
| ALWAYS | |
3 |
| Possible Retransmission Indicator |
|
| OPTIONAL | |
4 |
| Request ID |
| ALWAYS | A unique identifier for the request provided by the client for correlation. | |
5 |
| Response Clipped Indicator |
|
| OPTIONAL | |
6 |
| Response Count |
| OPTIONAL | ||
7 |
| Response Index |
| OPTIONAL | ||
8 |
| Sent Time |
| ALWAYS | Timestamp of the message leaving the producing application. | |
9 |
| Sequence Number |
| ALWAYS | ||
10 |
| |||||
11 |
| Action |
|
| ALWAYS | |
12 |
| Execution Time |
| ALWAYS | ||
13 |
| |||||
14 |
| Globex Security ID |
| ALWAYS | ||
15 |
| |||||
16 |
| Aggressor Indicator |
|
| ALWAYS | |
17 |
| |||||
18 |
| Customer Account Id |
| ALWAYS | ||
19 |
| Executing Firm ID |
| ALWAYS | ||
20 |
| Operator ID |
| ALWAYS | ||
21 |
| Sender Country |
| ALWAYS | ||
22 |
| Sender State |
| OPTIONAL | ||
23 |
| |||||
24 |
| Customer Order ID |
| ALWAYS | ||
25 |
| Remaining Quantity Integer |
| ALWAYS | ||
26 |
| Status |
|
| ALWAYS | |
27 |
| Type |
|
| ALWAYS | |
28 |
| Venue Order ID |
| ALWAYS | ||
29 |
| Price |
| ALWAYS | ||
30 |
| Quantity Integer |
| ALWAYS | ||
31 |
| Side Indicator |
|
| ALWAYS | |
32 |
| Venue Execution ID |
| ALWAYS | ||
33 |
| SpreadReportType |
|
| ALWAYS | |
34 |
| Trade Date |
| ALWAYS | ||
35 |
| Venue Trade Sequence |
| ALWAYS |
Output - Search for Trades Response - Error
Fields
Ref | Field | Name | Data Type | Values | Usage | Description |
---|---|---|---|---|---|---|
1 |
| |||||
2 |
| Code |
| ALWAYS | ||
3 |
| Message |
| ALWAYS | ||
4 |
| Reference Field |
| OPTIONAL | ||
5 |
| |||||
6 |
| Message Type |
|
| ALWAYS | |
7 |
| Request ID |
| ALWAYS | A unique identifier for the request provided by the client for correlation. | |
8 |
| Sent Time |
| ALWAYS | Timestamp of the message leaving the producing application. | |
9 |
| Sequence Number |
| ALWAYS | ||
10 |
| |||||
11 |
| Transaction Time |
| OPTIONAL |
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