Order Entry V2 Websocket - Order Expired




Contents

Output - Order Expired

Fields

RefFieldNameData TypeValuesUsageDescription
1header
2→ messageTypeMessage TypemessageType
  • ORDSTS (Order 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→ actionActionorderAction
  • EXPIRED (Expired)
ALWAYS
9→ cumulativeQtyIntCumulative Quantity Integerint32
ALWAYS
10→ customerOrderIdCustomer Order IDstring
ALWAYS
11→ displayQtyIntDisplay Quantity Integerint32
OPTIONAL
12→ durationTypeDuration TypeorderDurationType
  • 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.
ALWAYS
13→ entities
14→ → operatorIdOperator IDstring
ALWAYS
15→ → senderCountrySender Countrystring
ALWAYS
16→ → senderStateSender Statestring
OPTIONAL
17→ expirationDtExpiration Datedate
CONDITIONAL
18→ instrument
19→ → glbxSecurityIdGlobex Security IDint32
ALWAYS
20→ manualIndManual IndicatoryesNoIndicator
  • NO (No) - No
  • YES (Yes) - Yes
ALWAYS

Indicates whether the order was generated by automated trading logic.

21→ minimumQtyIntMinimum Quantity Integerint32
OPTIONAL
22→ pricePriceprice
CONDITIONAL
23→ qtyIntQuantity Integerint32
ALWAYS
24→ sideIndSide IndicatormarketSideIndicator
  • BUY (Buy) - Identifies a buy side order
  • CROSS (Cross)
  • SELL (Sell) - Identifies a sell side order
ALWAYS
25→ statusStatusorderStatus
  • EXPIRED (Expired)
ALWAYS
26→ stopPriceStop Priceprice
CONDITIONAL
27→ transactionTimeTransaction TimedateTime
ALWAYS
28→ typeTypeorderType
  • 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
29→ venueExecutionIdVenue Execution IDstring
ALWAYS
30→ venueOrderIdVenue Order IDstring
ALWAYS



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