Order Entry V2 Websocket - Search For Trades

Input - Search for Trades

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

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`	`TRDQ` (Trade Search)	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	`→ customerAccountIds[]`	Customer Account IDs	`String`	Length: ≤ 12	OPTIONAL
10	`→ customerOrderIds[]`	Customer Order IDs	`String`	Length: ≤ 20	OPTIONAL
11	`→ executingFirmIds[]`	Executing Firm IDs	`String`	Length: 1 - 10	REQUIRED
12	`→ glbxSecurityIds[]`	Globex Security IDs	`Integer`		OPTIONAL
13	`→ manualInd`	Manual Indicator	`YesNoIndicator`	`NO` (No) - No `YES` (Yes) - Yes	REQUIRED	Indicates whether the order was generated by automated trading logic.
14	`→ transactionTimeEnd`	Transaction Time End	`DateTime`		OPTIONAL
15	`→ transactionTimeStart`	Transaction Time Start	`DateTime`		OPTIONAL
16	`→ venueExecutionId`	Venue Execution ID	`String`		OPTIONAL
17	`→ venueOrderIds[]`	Venue Order IDs	`String`		OPTIONAL

Output - Search for Trades Response - Success

Fields

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

Output - Search for Trades 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`	`TRDRJ` (Trade Search)	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.
9	`→ sequenceNbr`	Sequence Number	`string`		ALWAYS
10	`payload[]`
11	`→ transactionTime`	Transaction Time	`dateTime`		OPTIONAL