Order Entry API V2 - Definitions

Enumerations

Currency - Currency

Value

Name

Description

Value

Name

Description

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



Customer Order Handling Instruction - CustomerOrderHandlingInstruction

Value

Name

Description

Value

Name

Description

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 Type - CustomerType

Value

Name

Description

Value

Name

Description

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.

Heartbeat Status - HeartbeatStatus

Value

Name

Description

Value

Name

Description

CONNECTED

Connected



DISCONNECTED

Disconnected



MISSED_HEARTBEAT

Missed Heartbeat



Market Side Indicator - MarketSideIndicator

Value

Name

Description

Value

Name

Description

BUY

Buy

Identifies a buy side order

CROSS

Cross



SELL

Sell

Identifies a sell side order

Message Type - MessageType

Value

Name

Description

Value

Name

Description

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



ORDSTSRJ

Order Status Reject



QTENEW

Quote New



QTERJ

Quote Reject



QTESTS

Quote Status



TRDRJ

Trade Search



TRDQ

Trade Search



TRDR

Trade Response



Order Action - OrderAction

Value

Name

Description

Value

Name

Description

CANCEL

Cancel



CANCEL_MASS

Mass Cancel



EXPIRED

Expired



MODIFY

Modify



NEW

New



STATUS

Status



TRADE

Trade



Order Cancel Reason - OrderCancelReason

Value

Name

Description

Value

Name

Description

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



Order Duration Type - OrderDurationType

Value

Name

Description

Value

Name

Description

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.

Order Entity Scope - OrderEntityScope

Value

Name

Description

Value

Name

Description

CUSTOMER_ACCOUNT

Customer Account



OPERATOR

Operator



Order Duration Type - OrderFillReason

Value

Name

Description

Value

Name

Description

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



Order Instrument Scope - OrderInstrumentScope

Value

Name

Description

Value

Name

Description

ALL

All



INSTRUMENT

Instrument



MARKET_SEGMENT

Market Segment



PRODUCT_GROUP

Product Group



Order Status - OrderStatus

Value

Name

Description

Value

Name

Description

CANCELED

Canceled



EXPIRED

Expired



FILLED

Filled



NEW

New



PARTIALLY_FILLED

Partially Filled



PARTIAL

Partial



REJECTED

Rejected



REPLACED

Replaced



UNDEFINED

Undefined



Order Type - OrderType

Value

Name

Description

Value

Name

Description

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.

Origin Type - OriginType

Value

Name

Description

Value

Name

Description

CUSTOMER

Customer



HOUSE

House



Security Type - SecurityType

Value

Name

Description

Value

Name

Description

FUT

Future



MLEG

Multi-Leg



OPT

Option



Self-Match Prevention Instruction - SelfMatchPreventionInstruction

Value

Name

Description

Value

Name

Description

CANCEL_NEWEST

Cancel Newest



CANCEL_OLDEST

Cancel Oldest



Spread Report Type - SpreadReportType

Value

Name

Description

Value

Name

Description

LEG

Leg of Spread



OUTRIGHT

Outright



SPREAD

Spread



Strategy Request Type - StrategyRequestType

Value

Name

Description

Value

Name

Description

COMBO

Combination



COVERED

Covered



Yes-No Indicator - YesNoIndicator

Value

Name

Description

Value

Name

Description

NO

No

No

YES

Yes

Yes




How was your Client Systems Wiki Experience? Submit Feedback

Copyright © 2024 CME Group Inc. All rights reserved.