Order Entry V2 Websocket - Create Instrument
Input - Create Instrument
Submit new tradeable instrument request
Fields
Ref | Field | Name | Data Type | Values | Usage | Description |
---|---|---|---|---|---|---|
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 |
| 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 | → customerOrderHandlingInstr | Customer Order Handling Instruction | CustomerOrderHandlingInstruction | REQUIRED | ||
10 | → entities | |||||
11 | → → customerAccountId | Customer Account ID | String |
| REQUIRED | |
12 | → → customerOriginType | Customer Origin Type | OriginType |
| REQUIRED | |
13 | → → customerType | Customer Type | CustomerType |
| REQUIRED | |
14 | → → executingFirmId | Executing Firm ID | String |
| REQUIRED | |
15 | → → operatorId | Operator ID | String |
| REQUIRED | |
16 | → → senderCountry | Sender Country | String |
| REQUIRED | |
17 | → → senderState | Sender State | String |
| OPTIONAL | |
18 | → legs[] | |||||
19 | → → delta | Leg Delta | Decimal | OPTIONAL | ||
20 | → → glbxSecurityId | Leg Globex Security ID | Integer | REQUIRED | ||
21 | → → ratioQtyInt | Leg Ratio Quantity Integer | Integer | OPTIONAL | Criteria
| |
22 | → → referencePrice | Leg Reference Price | Price | OPTIONAL | ||
23 | → → sideInd | Leg Side Indicator | MarketSideIndicator |
| REQUIRED | |
24 | → manualInd | Manual Indicator | YesNoIndicator |
| REQUIRED | Indicates whether the instrument was generated by automated trading logic. |
25 | → strategyRequestType | Strategy Request Type | StrategyRequestType |
| REQUIRED |
Output - Create Instrument Response - Success
Fields
Ref | Field | Name | Data Type | Values | Usage | Description |
---|---|---|---|---|---|---|
1 | header | |||||
2 | → messageType | Message Type | messageType |
| ALWAYS | |
3 | → possibleRetransInd | Possible Retransmission Indicator | yesNoIndicator |
| OPTIONAL | |
4 | → requestId | Request ID | string | ALWAYS | A unique identifier for the request provided by the client for correlation. | |
5 | → sentTime | Sent Time | dateTime | ALWAYS | Timestamp of the message leaving the producing application. | |
6 | → sequenceNbr | Sequence Number | string | ALWAYS | ||
7 | payload | |||||
8 | → autoQuoteInd | Auto-Quote Indicator | yesNoIndicator |
| ALWAYS | |
9 | → contractPeriod | Contract Period | string | OPTIONAL | ||
10 | → entities | |||||
11 | → → operatorId | Operator ID | string | ALWAYS | ||
12 | → → senderCountry | Sender Country | string | ALWAYS | ||
13 | → → senderState | Sender State | string | OPTIONAL | ||
14 | → glbxGoodTillInd | Globex Good Till Indicator | yesNoIndicator |
| OPTIONAL | |
15 | → glbxGroupId | Globex Group ID | string | OPTIONAL | ||
16 | → glbxSecurityId | Globex Security ID | int32 | OPTIONAL | ||
17 | → legs[] | |||||
18 | → → delta | Leg Delta | decimal | OPTIONAL | ||
19 | → → glbxSecurityId | Leg Globex Security ID | int32 | ALWAYS | ||
20 | → → ratioQtyInt | Leg Ratio Quantity Integer | int32 | OPTIONAL | ||
21 | → → referencePrice | Leg Reference Price | price | OPTIONAL | ||
22 | → → sideInd | Leg Side Indicator | marketSideIndicator |
| ALWAYS | |
23 | → manualInd | Manual Indicator | yesNoIndicator |
| ALWAYS | Indicates whether the instrument was generated by automated trading logic. |
24 | → priceQuoteCcy | Price Quote Currency | currency | OPTIONAL | ||
25 | → secType | Security Type | securityType |
| OPTIONAL |
Output - Create Instrument Response - Error
Fields
Ref | Field | Name | Data Type | Values | Usage | Description |
---|---|---|---|---|---|---|
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 |
| 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. |
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