Order Entry V2 Websocket - Trade Fill

Output - Trade Fill Response

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	`→ sentTime`	Sent Time	`dateTime`		ALWAYS	Timestamp of the message leaving the producing application.
5	`→ sequenceNbr`	Sequence Number	`string`		ALWAYS
6	`payload`
7	`→ action`	Action	`orderAction`	`TRADE` (Trade)	ALWAYS
8	`→ additionalVenueExecutionId`	Additional Venue Execution ID	`string`		ALWAYS
9	`→ aggressorInd`	Aggressor Indicator	`yesNoIndicator`	`NO` (No) - No `YES` (Yes) - Yes	CONDITIONAL	Criteria ALWAYS when `payload.spreadReportType[] IN (OUTRIGHT, SPREAD)`
10	`→ cumulativeQtyInt`	Cumulative Quantity Integer	`int32`		ALWAYS
11	`→ customerOrderId`	Customer Order ID	`string`		ALWAYS
12	`→ delta`	Delta	`decimal`		CONDITIONAL	Criteria OPTIONAL when `payload.spreadReportType[] = "LEG"`
13	`→ durationType`	Duration Type	`orderDurationType`	`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.	CONDITIONAL	Criteria ALWAYS when `payload.spreadReportType[] IN (OUTRIGHT, SPREAD)`
14	`→ entities`
15	`→ → operatorId`	Operator ID	`string`		ALWAYS
16	`→ → senderCountry`	Sender Country	`string`		ALWAYS
17	`→ → senderState`	Sender State	`string`		OPTIONAL
18	`→ expirationDt`	Expiration Date	`date`		CONDITIONAL	Criteria ALWAYS when `payload.spreadReportType[] IN (OUTRIGHT, SPREAD)`
19	`→ fills[]`
20	`→ → price`	Fill Price	`price`		ALWAYS
21	`→ → qtyInt`	Fill Quantity Integer	`int32`		ALWAYS
22	`→ → reason`	Fill Reason	`orderFillReason`	Click here to expand... `AGGRESSOR` (Aggressor) `COVERING` (Covering) `CROSS_BMG` (Cross Broker Match Guarantee) `CROSS_BPM` (Cross Better PRice Match) `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)	ALWAYS
23	`→ → venueExecutionId`	Fill Venue Execution ID	`string`		ALWAYS
24	`→ instrument`
25	`→ → glbxSecurityId`	Globex Security ID	`int32`		ALWAYS
26	`→ lastTradeCounterCcyNotionalAmt`	Last Trade Counter Curency Notional Amount	`decimal`		CONDITIONAL	Criteria OPTIONAL when `payload.spreadReportType[] = "LEG"`
27	`→ lastTradeNotionalAmt`	Last Trade Notional Amount	`decimal`		CONDITIONAL	Criteria OPTIONAL when `payload.spreadReportType[] = "LEG"`
28	`→ lastTradePx`	Last Trade Price Integer	`price`		ALWAYS
29	`→ lastTradeQtyInt`	Last Trade Quantity Integer	`int32`		ALWAYS
30	`→ legCount`	Leg Count	`int32`		CONDITIONAL	Criteria OPTIONAL when `payload.spreadReportType[] = SPREAD`
31	`→ manualInd`	Manual Indicator	`yesNoIndicator`	`NO` (No) - No `YES` (Yes) - Yes	CONDITIONAL	Indicates whether the order was generated by automated trading logic. Criteria ALWAYS when `payload.spreadReportType[] IN (OUTRIGHT, SPREAD)`
32	`→ marketDataTradeEntryId`	Market Data Trade Entry ID	`string`		CONDITIONAL	Criteria ALWAYS when `payload.spreadReportType[] IN (OUTRIGHT, SPREAD)`
33	`→ price`	Price	`price`		CONDITIONAL	Criteria ALWAYS when `payload.spreadReportType[] IN (OUTRIGHT, SPREAD)`
34	`→ qtyInt`	Quantity Integer	`int32`		CONDITIONAL	Criteria ALWAYS when `payload.spreadReportType[] IN (OUTRIGHT, SPREAD)`
35	`→ remainingQtyInt`	Remaining Quantity Integer	`int32`		CONDITIONAL	Criteria ALWAYS when `payload.spreadReportType[] IN (OUTRIGHT, SPREAD)`
36	`→ riskFreeRt`	Risk-Free Rate	`decimal`		CONDITIONAL	Criteria OPTIONAL when `payload.spreadReportType[] = "LEG"`
37	`→ settlementDt`	Settlement Date	`date`		CONDITIONAL	Criteria OPTIONAL when `payload.spreadReportType[] = "LEG"`
38	`→ sideInd`	Side Indicator	`marketSideIndicator`	`BUY` (Buy) - Identifies a buy side order `CROSS` (Cross) `SELL` (Sell) - Identifies a sell side order	ALWAYS
39	`→ spreadReportType[]`	SpreadReportType	`spreadReportType`	`LEG` (Leg of Spread) `OUTRIGHT` (Outright) `SPREAD` (Spread)	ALWAYS
40	`→ status`	Status	`orderStatus`	`FILLED` (Filled) `PARTIALLY_FILLED` (Partially Filled)	ALWAYS
41	`→ stopPrice`	Stop Price	`price`		CONDITIONAL	Criteria OPTIONAL when `payload.spreadReportType[] IN (OUTRIGHT, SPREAD)` ALWAYS when `payload.type IN (STOP, STOP_LIMIT)`
42	`→ tradeDate`	Trade Date	`date`		ALWAYS
43	`→ transactionTime`	Transaction Time	`dateTime`		ALWAYS
44	`→ 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
45	`→ venueExecutionId`	Venue Execution ID	`string`		ALWAYS
46	`→ venueOrderId`	Venue Order ID	`string`		ALWAYS
47	`→ venueSideId`	Venue Side ID	`string`		ALWAYS
48	`→ volatility`	Volatility	`decimal`		CONDITIONAL	Criteria OPTIONAL when `payload.spreadReportType[] = "LEG"`

Order Entry V2 Websocket - Trade Fill

Output - Trade Fill Response

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