Order Entry V2 Websocket - Create Instrument




Contents

Input - Create Instrument


Submit new tradeable instrument request


Fields

RefFieldNameData TypeValuesUsageDescription
1header
2→ applicationNameApplication NameString
REQUIRED

Identifies the application generating the message.

3→ applicationVendorApplication VendorString
REQUIRED

Identifies the vendor of the application generating the message.

4→ applicationVersionApplication VersionString
REQUIRED

Identifies the version of the application generating the message.

5→ messageTypeMessage TypeMessageType
  • INSTNEW (Instrument New)
REQUIRED
6→ requestIdRequest IDString
REQUIRED

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

7→ sentTimeSent TimeDateTime
REQUIRED

Timestamp of the message leaving the producing application.

8payload
9→ customerOrderHandlingInstrCustomer Order Handling InstructionCustomerOrderHandlingInstruction
 Click here to expand...
  • ALGORITHM_ENGINE (Algorithm Engine)
  • CLIENT_ELECTRONIC (Client Electronic)
  • DESK_ELECTRONIC (Desk Electronic)
  • FCM_API (FCM API or FIX)
  • FCM_PROVIDED_SCREEN (FCM Provided Screen)
  • OTHER_PROVIDED_SCREEN (Other Provided Screen)
REQUIRED
10→ entities
11→ → customerAccountIdCustomer Account IDString
  • Length: 1 - 12
REQUIRED
12→ → customerOriginTypeCustomer Origin TypeOriginType
  • CUSTOMER (Customer)
  • HOUSE (House)
REQUIRED
13→ → customerTypeCustomer TypeCustomerType
  • 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.
REQUIRED
14→ → executingFirmIdExecuting Firm IDString
  • Length: 1 - 10
REQUIRED
15→ → operatorIdOperator IDString
  • Length: 1 - 18
REQUIRED
16→ → senderCountrySender CountryString
  • Length: 1 - 2
REQUIRED
17→ → senderStateSender StateString
  • Length: 2 - 2
OPTIONAL
18→ legs[]
19→ → deltaLeg DeltaDecimal
OPTIONAL
20→ → glbxSecurityIdLeg Globex Security IDInteger
REQUIRED
21→ → ratioQtyIntLeg Ratio Quantity IntegerInteger
OPTIONAL
Criteria
  • ALWAYS when payload.strategyRequestType = COMBO
  • OPTIONAL when payload.strategyRequestType = COVERED
22→ → referencePriceLeg Reference PricePrice
OPTIONAL
23→ → sideIndLeg Side IndicatorMarketSideIndicator
  • BUY (Buy) - Identifies a buy side order
  • CROSS (Cross)
  • SELL (Sell) - Identifies a sell side order
REQUIRED
24→ manualIndManual IndicatorYesNoIndicator
  • NO (No) - No
  • YES (Yes) - Yes
REQUIRED

Indicates whether the instrument was generated by automated trading logic.

25→ strategyRequestTypeStrategy Request TypeStrategyRequestType
  • COMBO (Combination)
  • COVERED (Covered)
REQUIRED

Output - Create Instrument Response - Success

Fields

RefFieldNameData TypeValuesUsageDescription
1header
2→ messageTypeMessage TypemessageType
  • INSTSTS (Instrument Status)
ALWAYS
3→ possibleRetransIndPossible Retransmission IndicatoryesNoIndicator
  • NO (No) - No
  • YES (Yes) - Yes
OPTIONAL
4→ requestIdRequest IDstring
ALWAYS

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

5→ sentTimeSent TimedateTime
ALWAYS

Timestamp of the message leaving the producing application.

6→ sequenceNbrSequence Numberstring
ALWAYS
7payload
8→ autoQuoteIndAuto-Quote IndicatoryesNoIndicator
  • NO (No) - No
  • YES (Yes) - Yes
ALWAYS
9→ contractPeriodContract Periodstring
OPTIONAL
10→ entities
11→ → operatorIdOperator IDstring
ALWAYS
12→ → senderCountrySender Countrystring
ALWAYS
13→ → senderStateSender Statestring
OPTIONAL
14→ glbxGoodTillIndGlobex Good Till IndicatoryesNoIndicator
  • NO (No) - No
  • YES (Yes) - Yes
OPTIONAL
15→ glbxGroupIdGlobex Group IDstring
OPTIONAL
16→ glbxSecurityIdGlobex Security IDint32
OPTIONAL
17→ legs[]
18→ → deltaLeg Deltadecimal
OPTIONAL
19→ → glbxSecurityIdLeg Globex Security IDint32
ALWAYS
20→ → ratioQtyIntLeg Ratio Quantity Integerint32
OPTIONAL
21→ → referencePriceLeg Reference Priceprice
OPTIONAL
22→ → sideIndLeg Side IndicatormarketSideIndicator
  • BUY (Buy) - Identifies a buy side order
  • CROSS (Cross)
  • SELL (Sell) - Identifies a sell side order
ALWAYS
23→ manualIndManual IndicatoryesNoIndicator
  • NO (No) - No
  • YES (Yes) - Yes
ALWAYS

Indicates whether the instrument was generated by automated trading logic.

24→ priceQuoteCcyPrice Quote Currencycurrency
 Click here to expand...
  • AUD (Australian Dollar)
  • BRL (Brazilian Real)
  • CAD (Canadian Dollar)
  • CHF (Swiss Franc)
  • CLP (Chilean Peso)
  • CNH (Chinese Offshore)
  • CNY (Chinese Yuan)
  • COP (Colombian Peso)
  • CZK (Czech Koruna)
  • DKK (Danish Krone)
  • EUR (Euro)
  • GBP (British Pound)
  • GLD (Gold)
  • HKD (Hong Kong Dollar)
  • HUF (Hungarian Forint)
  • IDR (Indonesian Rupiah)
  • ILS (Israeli Shekel)
  • INR (Indian Rupee)
  • ISK (Icelandic Krona)
  • JPY (Japanese Yen)
  • KRW (Korean Won)
  • MXN (Mexican Peso)
  • MYR (Malaysian Ringgit)
  • NOK (Norwegian Krone)
  • NZD (New Zealand Dollar)
  • PEN (Peruvian Neuvo Sol)
  • PHP (Philippine Peso)
  • PLN (Polish Zloty)
  • RON (Romanian Leu)
  • RUB (Russian Ruble)
  • SAR (Saudi Riyal)
  • SEK (Swedish Krona)
  • SGD (Singapore Dollar)
  • THB (Thai Baht)
  • TRY (Turkish Lira)
  • TWD (Taiwan New Dollar)
  • UAH (Ukrainian Hryvnia)
  • USD (US Dollar)
  • ZAR (South African Rand)
OPTIONAL
25→ secTypeSecurity TypesecurityType
  • FUT (Future)
  • MLEG (Multi-Leg)
  • OPT (Option)
OPTIONAL

Output - Create Instrument Response - Error

Fields

RefFieldNameData TypeValuesUsageDescription
1errors[]
2→ codeCodestring
ALWAYS
3→ messageMessagestring
ALWAYS
4→ referenceFieldReference Fieldstring
OPTIONAL
5header
6→ messageTypeMessage TypemessageType
  • INSTNEWRJ (Instrument New)
ALWAYS
7→ requestIdRequest IDstring
ALWAYS

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

8→ sentTimeSent TimedateTime
ALWAYS

Timestamp of the message leaving the producing application.




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