Order Entry API V2 - Search for Trades

Request a trade record using custom criteria. Based on query parameters, one or more trades may be returned.

URL	`/trades/search`
HTTP Method	`POST`
Version	2.0.0

Contents

Request

Body

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	`→ requestId`	Request ID	`String`		REQUIRED	A unique identifier for the request provided by the client for correlation.
6	`→ sentTime`	Sent Time	`DateTime`		REQUIRED	Timestamp of the message leaving the producing application.
7	`payload`
8	`→ customerAccountIds[]`	Customer Account IDs	`String`	Length: ≤ 12	OPTIONAL
9	`→ customerOrderIds[]`	Customer Order IDs	`String`	Length: ≤ 20	OPTIONAL
10	`→ executingFirmIds[]`	Executing Firm IDs	`String`	Length: 1 - 10	REQUIRED
11	`→ glbxSecurityIds[]`	Globex Security IDs	`Integer`		OPTIONAL
12	`→ manualInd`	Manual Indicator	`YesNoIndicator`	`NO` (No) - No `YES` (Yes) - Yes	REQUIRED	Indicates whether the order was generated by automated trading logic.
13	`→ transactionTimeEnd`	Transaction Time End	`DateTime`		OPTIONAL
14	`→ transactionTimeStart`	Transaction Time Start	`DateTime`		OPTIONAL
15	`→ venueExecutionId`	Venue Execution ID	`String`		OPTIONAL
16	`→ venueOrderIds[]`	Venue Order IDs	`String`		OPTIONAL

Response - 200

Body

Ref	Field	Name	Data Type	Values	Usage	Description
1	`header`
2	`→ requestId`	Request ID	`string`		ALWAYS	A unique identifier for the request provided by the client for correlation.
3	`→ responseClippedInd`	Response Clipped Indicator	`yesNoIndicator`	`NO` (No) - No `YES` (Yes) - Yes	OPTIONAL
4	`→ responseCount`	Response Count	`int32`		OPTIONAL
5	`→ responseIndex`	Response Index	`int32`		OPTIONAL
6	`→ sentTime`	Sent Time	`dateTime`		ALWAYS	Timestamp of the message leaving the producing application.
7	`payload[]`
8	`→ executionTime`	Execution Time	`dateTime`		ALWAYS
9	`→ instrument`
10	`→ → glbxSecurityId`	Globex Security ID	`int32`		ALWAYS
11	`→ side`
12	`→ → aggressorInd`	Aggressor Indicator	`yesNoIndicator`	`NO` (No) - No `YES` (Yes) - Yes	ALWAYS
13	`→ → entities`
14	`→ → → customerAccountId`	Customer Account Id	`string`		ALWAYS
15	`→ → → executingFirmId`	Executing Firm ID	`string`		ALWAYS
16	`→ → → operatorId`	Operator ID	`string`		ALWAYS
17	`→ → → senderCountry`	Sender Country	`string`		ALWAYS
18	`→ → → senderState`	Sender State	`string`		OPTIONAL
19	`→ → order`
20	`→ → → customerOrderId`	Customer Order ID	`string`		ALWAYS
21	`→ → → remainingQtyInt`	Remaining Quantity Integer	`int32`		ALWAYS
22	`→ → → status`	Status	`orderStatus`	Click here to expand... `CANCELED` (Canceled) `EXPIRED` (Expired) `FILLED` (Filled) `NEW` (New) `PARTIAL` (Partial) `REJECTED` (Rejected) `REPLACED` (Replaced)	ALWAYS
23	`→ → → type`	Type	`orderType`	`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.	ALWAYS
24	`→ → → venueOrderId`	Venue Order ID	`string`		ALWAYS
25	`→ → price`	Price	`price`		ALWAYS
26	`→ → qtyInt`	Quantity Integer	`int32`		ALWAYS
27	`→ → sideInd`	Side Indicator	`marketSideIndicator`	`BUY` (Buy) - Identifies a buy side order `CROSS` (Cross) `SELL` (Sell) - Identifies a sell side order	ALWAYS
28	`→ → venueExecutionId`	Venue Execution ID	`string`		ALWAYS
29	`→ spreadReportType[]`	SpreadReportType	`spreadReportType`	`LEG` (Leg of Spread) `OUTRIGHT` (Outright) `SPREAD` (Spread)	ALWAYS
30	`→ tradeDt`	Trade Date	`date`		ALWAYS
31	`→ venueTradeSeq`	Venue Trade Sequence	`string`		ALWAYS

Response - 400

Body

Ref	Field	Name	Data Type	Values	Usage	Description
1	`errors[]`
2	`→ code`	Code	`string`	`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	ALWAYS
3	`→ message`	Message	`string`		ALWAYS
4	`header`
5	`→ requestId`	Request ID	`string`		ALWAYS	A unique identifier for the request provided by the client for correlation.
6	`→ sentTime`	Sent Time	`dateTime`		ALWAYS	Timestamp of the message leaving the producing application.

Response - 403

Body

Ref	Field	Name	Data Type	Values	Usage	Description
1	`errors[]`
2	`→ code`	Code	`string`	`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	ALWAYS
3	`→ message`	Message	`string`		ALWAYS
4	`header`
5	`→ requestId`	Request ID	`string`		ALWAYS	A unique identifier for the request provided by the client for correlation.
6	`→ sentTime`	Sent Time	`dateTime`		ALWAYS	Timestamp of the message leaving the producing application.

Response - 500

Body

Ref	Field	Name	Data Type	Values	Usage	Description
1	`errors[]`
2	`→ code`	Code	`string`	`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	ALWAYS
3	`→ message`	Message	`string`		ALWAYS
4	`→ referenceField`	Reference Field	`string`		OPTIONAL
5	`header`
6	`→ requestId`	Request ID	`string`		ALWAYS	A unique identifier for the request provided by the client for correlation.
7	`→ sentTime`	Sent Time	`dateTime`		ALWAYS	Timestamp of the message leaving the producing application.
8	`payload[]`
9	`→ transactionTime`	Transaction Time	`dateTime`		OPTIONAL