Order Entry V2 Websocket - Definitions
- Space Sync for Confluence
Enumerations
Heartbeat Status - HeartbeatStatus
Value | Name | Description |
|---|---|---|
| Connected | |
| Disconnected | |
| Missed Heartbeat |
Customer Type - CustomerType
Value | Name | Description |
|---|---|---|
| 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 | 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 | 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 | 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. |
Yes-No Indicator - YesNoIndicator
Value | Name | Description |
|---|---|---|
| No | No |
| Yes | Yes |
Order Entity Scope - OrderEntityScope
Value | Name | Description |
|---|---|---|
| Customer Account | |
| Operator |
Order Duration Type - OrderDurationType
Value | Name | Description |
|---|---|---|
| Day | Order expires at the end of the trading day. |
| Fill and Kill | Order is immediately executed against any available quantity and any remaining quantity is eliminated |
| Fill or Kill | Order is filled completely or else eliminated |
| Good till Cancel | Order remains working until cancelled |
| Good till Date | Order remains working until the end of the trading session of the local market date specified in the ExpirationDate field. |
Order Duration Type - OrderFillReason
Value | Name | Description |
|---|---|---|
| Aggressor | |
| Covering | |
| Cross Better PRice Match | |
| Cross Broker Match Guarantee | |
| First In First Out | |
| First In First Out Percent | |
| Future Hedge | |
| Implied Opening | |
| Institutional Prioritization | |
| Lead Market Maker | |
| Leg | |
| Leveling | |
| Opening | |
| Price Discretion | |
| Pro Rata | |
| Top Order Status |
Strategy Request Type - StrategyRequestType
Value | Name | Description |
|---|---|---|
| Combination | |
| Covered |
Security Type - SecurityType
Value | Name | Description |
|---|---|---|
| Future | |
| Multi-Leg | |
| Option |
Customer Order Handling Instruction - CustomerOrderHandlingInstruction
Value | Name | Description |
|---|---|---|
| Algorithm Engine | |
| Client Electronic | |
| Client Pit | |
| Client Provided Platform Direct to Exchange | |
| Client Provided Platform Controlled by FCM | |
| Desk Electronic | |
| Desk Pit | |
| FCM API or FIX | |
| FCM Provided Screen | |
| Other Provided Screen | |
| Phone Complex | |
| Phone Simple | |
| Price at Execution |
Origin Type - OriginType
Value | Name | Description |
|---|---|---|
| Customer | |
| House |
Order Type - OrderType
Value | Name | Description |
|---|---|---|
| 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 | 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 | 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 | 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 | 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. |
Message Type - MessageType
Value | Name | Description |
|---|---|---|
| Business Reject | |
| Heartbeat | |
| Instrument New | |
| Instrument New | |
| Instrument Status | |
| Order Cancel | |
| Mass Order Cancel | |
| Mass Order Cancel Reject | |
| Order Cancel Reject | |
| Order Modify | |
| Order Modify Reject | |
| Order New | |
| Order New Reject | |
| Order Status | |
| Mass Order Status | |
| Order Status Reject | |
| Quote New | |
| Quote Reject | |
| Quote Status | |
| Trade Search | |
| Trade Search | |
| Trade Response |
Order Instrument Scope - OrderInstrumentScope
Value | Name | Description |
|---|---|---|
| All | |
| Instrument | |
| Market Segment | |
| Product Group |
Market Side Indicator - MarketSideIndicator
Value | Name | Description |
|---|---|---|
| Buy | Identifies a buy side order |
| Cross | |
| Sell | Identifies a sell side order |
Order Status - OrderStatus
Value | Name | Description |
|---|---|---|
| Canceled | |
| Expired | |
| Filled | |
| New | |
| Partially Filled | |
| Partial | |
| Rejected | |
| Replaced | |
| Undefined |
Order Action - OrderAction
Value | Name | Description |
|---|---|---|
| Cancel | |
| Mass Cancel | |
| Expired | |
| Modify | |
| New | |
| Status | |
| Trade |
Spread Report Type - SpreadReportType
Value | Name | Description |
|---|---|---|
| Leg of Spread | |
| Outright | |
| Spread |
Self-Match Prevention Instruction - SelfMatchPreventionInstruction
Value | Name | Description |
|---|---|---|
| Cancel Newest | |
| Cancel Oldest |
Currency - Currency
Value | Name | Description |
|---|---|---|
| Australian Dollar | |
| Brazilian Real | |
| British Pound | |
| Canadian Dollar | |
| Chilean Peso | |
| Chinese Offshore | |
| Chinese Yuan | |
| Colombian Peso | |
| Czech Koruna | |
| Danish Krone | |
| Euro | |
| Gold | |
| Hong Kong Dollar | |
| Hungarian Forint | |
| Icelandic Krona | |
| Indian Rupee | |
| Indonesian Rupiah | |
| Israeli Shekel | |
| Japanese Yen | |
| Korean Won | |
| Malaysian Ringgit | |
| Mexican Peso | |
| New Zealand Dollar | |
| Norwegian Krone | |
| Peruvian Neuvo Sol | |
| Philippine Peso | |
| Polish Zloty | |
| Romanian Leu | |
| Russian Ruble | |
| Saudi Riyal | |
| Singapore Dollar | |
| South African Rand | |
| Swedish Krona | |
| Swiss Franc | |
| Taiwan New Dollar | |
| Thai Baht | |
| Turkish Lira | |
| Ukrainian Hryvnia | |
| US Dollar |
Order Cancel Reason - OrderCancelReason
Value | Name | Description |
|---|---|---|
| Aggressive Self-Match | |
| Credit Control | |
| Disconnect | |
| Exchange | |
| Minimum Quantity | |
| Not Best | |
| Resting Self-Match | |
| Risk Management |
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