Order Entry V2 Websocket - Definitions

CONNECTED

Connected

DISCONNECTED

Disconnected

MISSED_HEARTBEAT

Missed Heartbeat

MEMBER_OWN

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

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

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

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.

NO

No

No

YES

Yes

Yes

CUSTOMER_ACCOUNT

Customer Account

OPERATOR

Operator

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.

AGGRESSOR

Aggressor

COVERING

Covering

CROSS_BPM

Cross Better PRice Match

CROSS_BMG

Cross Broker Match Guarantee

FIFO

First In First Out

FIFO_PERCENT

First In First Out Percent

FUTURE_HEDGE

Future Hedge

IMPLIED_OPENING

Implied Opening

INSTITUTIONAL_PRIORITIZATION

Institutional Prioritization

LEAD_MARKET_MAKER

Lead Market Maker

LEG

Leg

LEVELING

Leveling

OPENING

Opening

PRICE_DISCRETION

Price Discretion

PRO_RATA

Pro Rata

TOP

Top Order Status

COMBO

Combination

COVERED

Covered

FUT

Future

MLEG

Multi-Leg

OPT

Option

ALGORITHM_ENGINE

Algorithm Engine

CLIENT_ELECTRONIC

Client Electronic

CLIENT_PIT

Client Pit

CLIENT_PLATFORM_DIRECT

Client Provided Platform Direct to Exchange

CLIENT_PLATFORM_FCM

Client Provided Platform Controlled by FCM

DESK_ELECTRONIC

Desk Electronic

DESK_PIT

Desk Pit

FCM_API

FCM API or FIX

FCM_PROVIDED_SCREEN

FCM Provided Screen

OTHER_PROVIDED_SCREEN

Other Provided Screen

PHONE_COMPLEX

Phone Complex

PHONE_SIMPLE

Phone Simple

PRICE_AT_EXECUTION

Price at Execution

CUSTOMER

Customer

HOUSE

House

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.

BIZRJ

Business Reject

HEARTBEAT

Heartbeat

INSTNEW

Instrument New

INSTNEWRJ

Instrument New

INSTSTS

Instrument Status

ORDCXL

Order Cancel

ORDCXLM

Mass Order Cancel

ORDCXLMRJ

Mass Order Cancel Reject

ORDCXLRJ

Order Cancel Reject

ORDMOD

Order Modify

ORDMODRJ

Order Modify Reject

ORDNEW

Order New

ORDNEWRJ

Order New Reject

ORDSTS

Order Status

ORDSTSM

Mass Order Status

ORDSTSRJ

Order Status Reject

QTENEW

Quote New

QTERJ

Quote Reject

QTESTS

Quote Status

TRDRJ

Trade Search

TRDQ

Trade Search

TRDR

Trade Response

ALL

All

INSTRUMENT

Instrument

MARKET_SEGMENT

Market Segment

PRODUCT_GROUP

Product Group

BUY

Buy

Identifies a buy side order

CROSS

Cross

SELL

Sell

Identifies a sell side order

CANCELED

Canceled

EXPIRED

Expired

FILLED

Filled

NEW

New

PARTIALLY_FILLED

Partially Filled

PARTIAL

Partial

REJECTED

Rejected

REPLACED

Replaced

UNDEFINED

Undefined

CANCEL

Cancel

CANCEL_MASS

Mass Cancel

EXPIRED

Expired

MODIFY

Modify

NEW

New

STATUS

Status

TRADE

Trade

LEG

Leg of Spread

OUTRIGHT

Outright

SPREAD

Spread

CANCEL_NEWEST

Cancel Newest

CANCEL_OLDEST

Cancel Oldest

AUD

Australian Dollar

BRL

Brazilian Real

GBP

British Pound

CAD

Canadian Dollar

CLP

Chilean Peso

CNH

Chinese Offshore

CNY

Chinese Yuan

COP

Colombian Peso

CZK

Czech Koruna

DKK

Danish Krone

EUR

Euro

GLD

Gold

HKD

Hong Kong Dollar

HUF

Hungarian Forint

ISK

Icelandic Krona

INR

Indian Rupee

IDR

Indonesian Rupiah

ILS

Israeli Shekel

JPY

Japanese Yen

KRW

Korean Won

MYR

Malaysian Ringgit

MXN

Mexican Peso

NZD

New Zealand Dollar

NOK

Norwegian Krone

PEN

Peruvian Neuvo Sol

PHP

Philippine Peso

PLN

Polish Zloty

RON

Romanian Leu

RUB

Russian Ruble

SAR

Saudi Riyal

SGD

Singapore Dollar

ZAR

South African Rand

SEK

Swedish Krona

CHF

Swiss Franc

TWD

Taiwan New Dollar

THB

Thai Baht

TRY

Turkish Lira

UAH

Ukrainian Hryvnia

USD

US Dollar

AGGRESSIVE_SELF_MATCH

Aggressive Self-Match

CREDIT_CONTROL

Credit Control

DISCONNECT

Disconnect

EXCHANGE

Exchange

MINIMUM_QUANTITY

Minimum Quantity

NOT_BEST

Not Best

RESTING_SELF_MATCH

Resting Self-Match

RISK_MANAGEMENT

Risk Management