Order Entry API V2 - Mass Order Cancel

Identifies the application generating the message.

Identifies the vendor of the application generating the message.

Identifies the version of the application generating the message.

A unique identifier for the request provided by the client for correlation.

Timestamp of the message leaving the producing application.

• Length: 1 - 12

Support for single Customer Account ID is offered today

• DAY (Day) - Order expires at the end of the trading day.
• 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.

• CUSTOMER_ACCOUNT (Customer Account)
• OPERATOR (Operator)

• Length: 1 - 10

Support for single Executing Firm ID is offered today

Support for single Globex Group ID is offered today

Criteria

• ALWAYS when payload.instrumentScope = PRODUCT_GROUP

Support for single Globex Security ID is offered today

Criteria

• ALWAYS when payload.instrumentScope = INSTRUMENT

• ALL (All)
• INSTRUMENT (Instrument)
• MARKET_SEGMENT (Market Segment)
• PRODUCT_GROUP (Product Group)

Support for Instrument Scope == ALL will be extended to the API in Q4 2023

• NO (No) - No
• YES (Yes) - Yes

Indicates whether the order was generated by automated trading logic.

Support for single Market Segment ID is offered today

Criteria

• ALWAYS when payload.instrumentScope = MARKET_SEGMENT

• Length: 1 - 18

Support for single Operator ID is offered today

• Length: 1 - 2

• Length: 2 - 2

• BUY (Buy) - Identifies a buy side order
• CROSS (Cross)
• SELL (Sell) - Identifies a sell side order

• 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.
• 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.

A unique identifier for the request provided by the client for correlation.

• NO (No) - No
• YES (Yes) - Yes

Timestamp of the message leaving the producing application.

• CANCEL_MASS (Mass Cancel)

• 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.

• NO (No) - No
• YES (Yes) - Yes

Indicates whether the order was generated by automated trading logic.

ALWAYS when Instrument Scope in (MARKET_SEGMENT, ALL)

• BUY (Buy) - Identifies a buy side order
• CROSS (Cross)
• SELL (Sell) - Identifies a sell side order

• 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.

• 1 - {Unclassified error message}
• 100 - Request is invalid: {Error Message}
• 101 - {Field} is not present
• 102 - {Field} has an incorrect value: {Value}
• 103 - {Field} is invalid

A unique identifier for the request provided by the client for correlation.

Timestamp of the message leaving the producing application.

• 1 - {Unclassified error message}
• 100 - Request is invalid: {Error Message}
• 101 - {Field} is not present
• 102 - {Field} has an incorrect value: {Value}
• 103 - {Field} is invalid

A unique identifier for the request provided by the client for correlation.

Timestamp of the message leaving the producing application.

• 1 - {Unclassified error message}
• 100 - Request is invalid: {Error Message}
• 101 - {Field} is not present
• 102 - {Field} has an incorrect value: {Value}
• 103 - {Field} is invalid

A unique identifier for the request provided by the client for correlation.

Timestamp of the message leaving the producing application.