Order Entry API V2 - Get Order Status

Owned by CME Group
Apr 26, 2024
3 min read
Get order status for single (or multiple) working order(s)
URL/order/status
HTTP MethodPOST
Version2.0.0
Contents

Request

Body

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→ requestIdRequest IDString
REQUIRED

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

6→ sentTimeSent TimeDateTime
REQUIRED

Timestamp of the message leaving the producing application.

7payload
8→ customerAccountIdsCustomer Account IDsString
  • Length: ≤ 12
OPTIONAL
9→ customerOrderIdCustomer Order IDString
  • Length: ≤ 20
OPTIONAL
10→ executingFirmIds[]Executing Firm IDsString
  • Length: 1 - 10
REQUIRED
11→ glbxSecurityIds[]Globex Security IDsInteger
OPTIONAL

For future use only

12→ manualIndManual IndicatorYesNoIndicator
  • NO (No) - No
  • YES (Yes) - Yes
REQUIRED

Indicates whether the order was generated by automated trading logic.

13→ operatorIds[]Operator IDsString
OPTIONAL
14→ statusStatusOrderStatus
 Click here to expand...
  • CANCELED (Canceled)
  • EXPIRED (Expired)
  • FILLED (Filled)
  • NEW (New)
  • PARTIAL (Partial)
  • REJECTED (Rejected)
  • REPLACED (Replaced)
OPTIONAL
15→ transactionTimeEndTransaction Time EndDateTime
OPTIONAL
16→ transactionTimeStartTransaction Time StartDateTime
OPTIONAL
17→ venueOrderIds[]Venue Order IDsString
OPTIONAL

Response - 200

Body

RefFieldNameData TypeValuesUsageDescription
1header
2→ requestIdRequest IDstring
ALWAYS

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

3→ responseClippedIndResponse Clipped IndicatoryesNoIndicator
  • NO (No) - No
  • YES (Yes) - Yes
OPTIONAL
4→ responseCountResponse Countint32
OPTIONAL
5→ sentTimeSent TimedateTime
ALWAYS

Timestamp of the message leaving the producing application.

6payload[]
7→ actionActionorderAction
  • STATUS (Status)
ALWAYS
8→ cumulativeQtyIntCumulative Quantity Integerint32
ALWAYS
9→ customerOrderIdCustomer Order IDstring
ALWAYS
10→ displayQtyIntDisplay Quantity Integerint32
OPTIONAL
11→ 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
12→ entities
13→ → customerAccountIdCustomer Account IDstring
ALWAYS
14→ → executingFirmIdExecuting Firm IDstring
ALWAYS
15→ → operatorIdOperator IDstring
ALWAYS
16→ → senderCountrySender Countrystring
ALWAYS
17→ → senderStateSender Statestring
OPTIONAL
18→ expirationDtExpiration Datedate
CONDITIONAL
Criteria
  • ALWAYS when payload[].durationType = GOOD_TILL_DATE
19→ instrument
20→ → glbxGroupIdGlobex Group IDstring
ALWAYS
21→ → glbxSecurityIdGlobex Security IDint32
ALWAYS
22→ manualIndManual IndicatoryesNoIndicator
  • NO (No) - No
  • YES (Yes) - Yes
ALWAYS

Indicates whether the order was generated by automated trading logic.

23→ marketSegmentIdMarket Segment IDint32
ALWAYS
24→ memoMemostring
OPTIONAL
25→ minimumQtyIntMinimum Quantity Integerint32
OPTIONAL
26→ pricePriceprice
CONDITIONAL
Criteria
  • ALWAYS when payload[].type IN (LIMIT, STOP_LIMIT)
27→ qtyIntQuantity Integerint32
ALWAYS
28→ rejectTextReject Textstring
OPTIONAL
29→ remainingQtyIntRemaining Quantity Integerint32
ALWAYS
30→ sideIndSide IndicatormarketSideIndicator
  • BUY (Buy) - Identifies a buy side order
  • CROSS (Cross)
  • SELL (Sell) - Identifies a sell side order
ALWAYS
31→ statusStatusorderStatus
 Click here to expand...
  • CANCELED (Canceled)
  • EXPIRED (Expired)
  • FILLED (Filled)
  • NEW (New)
  • PARTIAL (Partial)
  • REJECTED (Rejected)
  • REPLACED (Replaced)
ALWAYS
32→ stopPriceStop Priceprice
CONDITIONAL
Criteria
  • ALWAYS when payload[].type IN (STOP, STOP_LIMIT)
33→ transactionTimeTransaction TimedateTime
ALWAYS
34→ 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
35→ venueExecutionIdVenue Execution IDstring
ALWAYS
36→ venueOrderIdVenue Order IDstring
ALWAYS

Response - 400

Body

RefFieldNameData TypeValuesUsageDescription
1errors[]
2→ codeCodestring
  • 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→ messageMessagestring
ALWAYS
4header
5→ requestIdRequest IDstring
ALWAYS

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

6→ sentTimeSent TimedateTime
ALWAYS

Timestamp of the message leaving the producing application.

Response - 403

Body

RefFieldNameData TypeValuesUsageDescription
1errors[]
2→ codeCodestring
  • 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→ messageMessagestring
ALWAYS
4header
5→ requestIdRequest IDstring
ALWAYS

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

6→ sentTimeSent TimedateTime
ALWAYS

Timestamp of the message leaving the producing application.

Response - 500

Body

RefFieldNameData TypeValuesUsageDescription
1errors[]
2→ codeCodestring
  • 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→ messageMessagestring
ALWAYS
4→ referenceFieldReference Fieldstring
OPTIONAL
5header
6→ requestIdRequest IDstring
ALWAYS

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

7→ sentTimeSent TimedateTime
ALWAYS

Timestamp of the message leaving the producing application.

8payload[]
9→ transactionTimeTransaction TimedateTime
OPTIONAL



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