Order Entry V2 Websocket - Mass Order Cancel
Input - Mass Order Cancel
Submit mass order cancel request.
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 |
| 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 | → customerAccountId | Customer Account ID | String |
| REQUIRED | |
10 | → durationType | Duration Type | OrderDurationType |
| OPTIONAL | |
11 | → entityScope | Entity Scope | OrderEntityScope |
| OPTIONAL | |
12 | → executingFirmId | Executing Firm ID | String |
| REQUIRED | |
13 | → glbxGroupId | Globex Group ID | String | CONDITIONAL | Support for single Globex Group ID is offered today Criteria
| |
14 | → glbxSecurityId | Globex Security ID | Integer | CONDITIONAL | Criteria
| |
15 | → instrumentScope | Instrument Scope | OrderInstrumentScope |
| REQUIRED | |
16 | → manualInd | Manual Indicator | YesNoIndicator |
| REQUIRED | Indicates whether the order was generated by automated trading logic. |
17 | → marketSegmentId | Market Segment ID | Integer | CONDITIONAL | Criteria
| |
18 | → operatorId | Operator ID | String |
| REQUIRED | |
19 | → senderCountry | Sender Country | String |
| REQUIRED | |
20 | → senderState | Sender State | String |
| OPTIONAL | |
21 | → sideInd | Side Indicator | MarketSideIndicator |
| OPTIONAL | |
22 | → type | Type | OrderType |
| OPTIONAL |
Output - Mass Order Cancel Response - Success
Fields
Ref | Field | Name | Data Type | Values | Usage | Description |
---|---|---|---|---|---|---|
1 | header | |||||
2 | → messageType | Message Type | messageType |
| ALWAYS | |
3 | → possibleRetransInd | Possible Retransmission Indicator | yesNoIndicator |
| OPTIONAL | |
4 | → reportId | Report ID | string | ALWAYS | ||
5 | → requestId | Request ID | string | ALWAYS | A unique identifier for the request provided by the client for correlation. | |
6 | → responseCount | Response Count | int32 | ALWAYS | ||
7 | → responseLastFragmentInd | Response Last Fragment Indicator | yesNoIndicator |
| 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 |
| ALWAYS | |
12 | → durationType | Duration Type | orderDurationType |
| OPTIONAL | |
13 | → manualInd | Manual Indicator | yesNoIndicator |
| ALWAYS | Indicates whether the order was generated by automated trading logic. |
14 | → marketSegmentId | Market Segment ID | int32 | ALWAYS | ||
15 | → orderKeys[] | |||||
16 | → → canceledQtyInt | Canceled Quantity Int | int32 | ALWAYS | ||
17 | → → customerOrderId | Customer Order ID | string | ALWAYS | ||
18 | → → venueOrderId | Venue Order ID | string | ALWAYS | ||
19 | → senderCountry | Sender Country | string | ALWAYS | ||
20 | → senderState | Sender State | string | OPTIONAL | ||
21 | → sideInd | Side Indicator | marketSideIndicator |
| OPTIONAL | |
22 | → transactionTime | Transaction Time | dateTime | ALWAYS | ||
23 | → type | Type | orderType |
| OPTIONAL |
Output - Mass Order Cancel 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 |
| 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 |
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