Order Entry V2 Websocket - Update Order

Input - Update Order

Update a working order by the Venue Order ID and/or Customer Order ID.

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`	`ORDMOD` (Order Modify)	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	`→ customerOrderHandlingInstr`	Customer Order Handling Instruction	`CustomerOrderHandlingInstruction`	Click here to expand... `ALGORITHM_ENGINE` (Algorithm Engine) `CLIENT_ELECTRONIC` (Client Electronic) `DESK_ELECTRONIC` (Desk Electronic) `FCM_API` (FCM API or FIX) `FCM_PROVIDED_SCREEN` (FCM Provided Screen) `OTHER_PROVIDED_SCREEN` (Other Provided Screen)	REQUIRED
10	`→ customerOrderId`	Customer Order ID	`String`	Length: 1 - 20	REQUIRED
11	`→ displayQtyInt`	Display Quantity Integer	`Integer`		OPTIONAL
12	`→ 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.	REQUIRED
13	`→ entities`
14	`→ → customerAccountId`	Customer Account ID	`String`	Length: 1 - 12	REQUIRED
15	`→ → customerOriginType`	Customer Origin Type	`OriginType`	`CUSTOMER` (Customer) `HOUSE` (House)	REQUIRED
16	`→ → customerType`	Customer Type	`CustomerType`	`MEMBER_OWN` (Member Own) - Applies to orders entered or trades executed by an individual member for their own account, for an account they controls, or for an account in which they have an ownership or financial interest. However, transactions initiated and executed by a member for the proprietary account of a member firm must be designated as Member Other Member transactions. `MEMBER_PROPRIETARY` (Member Proprietary) - Applies to orders entered or trades executed for the proprietary accounts of a member firm, including Rule 106.H., I., N., R. and S. firms. `ON_BEHALF_INDIVIDUAL` (On-Behalf Individual) - Applies to orders entered by a member or a nonmember terminal operator for the account of another individual member or an account controlled by such individual member. `OTHER` (Other) - Applies to all orders and transactions not included in any of the defined categories. These typically are orders entered by or on behalf of nonmember entities.	REQUIRED
17	`→ → executingFirmId`	Executing Firm ID	`String`	Length: 1 - 12	REQUIRED
18	`→ → operatorId`	Operator ID	`String`	Length: 1 - 18	REQUIRED
19	`→ → senderCountry`	Sender Country	`String`	Length: 1 - 2	REQUIRED
20	`→ → senderState`	Sender State	`String`	Length: ≤ 2	OPTIONAL
21	`→ expirationDt`	Expiration Date	`Date`		CONDITIONAL	Criteria ALWAYS when `payload.durationType = GOOD_TILL_DATE`
22	`→ instrument`
23	`→ → glbxSecurityId`	Globex Security ID	`Integer`		REQUIRED
24	`→ manualInd`	Manual Indicator	`YesNoIndicator`	`NO` (No) - No `YES` (Yes) - Yes	REQUIRED	Indicates whether the order was generated by automated trading logic.
25	`→ memo`	Memo	`String`	Length: ≤ 75	OPTIONAL
26	`→ minimumQtyInt`	Minimum Quantity Integer	`Integer`		OPTIONAL
27	`→ ofmOverrideInd`	Over-fill Mitigation Override Indicator	`YesNoIndicator`	`NO` (No) - No `YES` (Yes) - Yes	OPTIONAL
28	`→ price`	Price	`Price`		CONDITIONAL	Criteria ALWAYS when `payload.type IN (LIMIT, STOP_LIMIT)`
29	`→ qtyInt`	Quantity Integer	`Integer`		REQUIRED
30	`→ selfMatchPreventionId`	Self-Match Prevention ID	`Integer`		OPTIONAL
31	`→ selfMatchPreventionInstr`	Self-Match Prevention Instruction	`SelfMatchPreventionInstruction`	`CANCEL_NEWEST` (Cancel Newest) `CANCEL_OLDEST` (Cancel Oldest)	OPTIONAL
32	`→ sideInd`	Side Indicator	`MarketSideIndicator`	`BUY` (Buy) - Identifies a buy side order `SELL` (Sell) - Identifies a sell side order	REQUIRED
33	`→ stopPrice`	Stop Price	`Price`		CONDITIONAL	Criteria ALWAYS when `payload.type IN (STOP, STOP_LIMIT)`
34	`→ 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.	REQUIRED
35	`→ venueOrderId`	Venue Order ID	`String`		OPTIONAL

Output - Update Order Response - Success

Fields

Ref	Field	Name	Data Type	Values	Usage	Description
1	`header`
2	`→ messageType`	Message Type	`messageType`	`ORDSTS` (Order Status)	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	`→ sentTime`	Sent Time	`dateTime`		ALWAYS	Timestamp of the message leaving the producing application.
6	`→ sequenceNbr`	Sequence Number	`string`		ALWAYS
7	`payload`
8	`→ action`	Action	`orderAction`	`MODIFY` (Modify)	ALWAYS
9	`→ cumulativeQtyInt`	Cumulative Quantity Integer	`int32`		ALWAYS
10	`→ customerOrderHandlingInstr`	Customer Order Handling Instruction	`customerOrderHandlingInstruction`	Click here to expand... `ALGORITHM_ENGINE` (Algorithm Engine) `CLIENT_ELECTRONIC` (Client Electronic) `CLIENT_PIT` (Client Pit) `CLIENT_PLATFORM_DIRECT` (Client Provided Platform Direct to Exchange) `CLIENT_PLATFORM_FCM` (Client Provided Platform Controlled by FCM) `DESK_ELECTRONIC` (Desk Electronic) `DESK_PIT` (Desk Pit) `FCM_API` (FCM API or FIX) `FCM_PROVIDED_SCREEN` (FCM Provided Screen) `OTHER_PROVIDED_SCREEN` (Other Provided Screen) `PHONE_COMPLEX` (Phone Complex) `PHONE_SIMPLE` (Phone Simple) `PRICE_AT_EXECUTION` (Price at Execution)	ALWAYS
11	`→ customerOrderId`	Customer Order ID	`string`		ALWAYS
12	`→ displayQtyInt`	Display Quantity Integer	`int32`		OPTIONAL
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.	ALWAYS
14	`→ entities`
15	`→ → customerAccountId`	Customer Account ID	`string`		ALWAYS
16	`→ → customerOriginType`	Customer Origin Type	`originType`	`CUSTOMER` (Customer) `HOUSE` (House)	OPTIONAL
17	`→ → customerType`	Customer Type	`customerType`	`MEMBER_OWN` (Member Own) - Applies to orders entered or trades executed by an individual member for their own account, for an account they controls, or for an account in which they have an ownership or financial interest. However, transactions initiated and executed by a member for the proprietary account of a member firm must be designated as Member Other Member transactions. `MEMBER_PROPRIETARY` (Member Proprietary) - Applies to orders entered or trades executed for the proprietary accounts of a member firm, including Rule 106.H., I., N., R. and S. firms. `ON_BEHALF_INDIVIDUAL` (On-Behalf Individual) - Applies to orders entered by a member or a nonmember terminal operator for the account of another individual member or an account controlled by such individual member. `OTHER` (Other) - Applies to all orders and transactions not included in any of the defined categories. These typically are orders entered by or on behalf of nonmember entities.	OPTIONAL
18	`→ → executingFirmId`	Executing Firm ID	`string`		ALWAYS
19	`→ → senderCountry`	Sender Country	`string`		ALWAYS
20	`→ → senderState`	Sender State	`string`		OPTIONAL
21	`→ expirationDt`	Expiration Date	`date`		CONDITIONAL	Criteria ALWAYS when `payload.durationType = GOOD_TILL_DATE`
22	`→ instrument`
23	`→ → glbxSecurityId`	Globex Security ID	`int32`		ALWAYS
24	`→ manualInd`	Manual Indicator	`yesNoIndicator`	`NO` (No) - No `YES` (Yes) - Yes	ALWAYS	Indicates whether the order was generated by automated trading logic.
25	`→ memo`	Memo	`string`		OPTIONAL
26	`→ minimumQtyInt`	Minimum Quantity Integer	`int32`		OPTIONAL
27	`→ price`	Price	`price`		CONDITIONAL	Criteria ALWAYS when `payload.type IN (LIMIT, STOP_LIMIT)`
28	`→ qtyInt`	Quantity Integer	`int32`		ALWAYS
29	`→ remainingQtyInt`	Remaining Quantity Integer	`int32`		ALWAYS
30	`→ sideInd`	Side Indicator	`marketSideIndicator`	`BUY` (Buy) - Identifies a buy side order `CROSS` (Cross) `SELL` (Sell) - Identifies a sell side order	ALWAYS
31	`→ status`	Status	`orderStatus`	`REPLACED` (Replaced) `UNDEFINED` (Undefined)	ALWAYS
32	`→ stopPrice`	Stop Price	`price`		CONDITIONAL	Criteria ALWAYS when `payload.type IN (STOP, STOP_LIMIT)`
33	`→ transactionTime`	Transaction Time	`dateTime`		ALWAYS
34	`→ 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
35	`→ venueExecutionId`	Venue Execution ID	`string`		ALWAYS
36	`→ venueOrderId`	Venue Order ID	`string`		ALWAYS

Output - Update Order 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`	`ORDMODRJ` (Order Modify Reject)	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	`→ customerOrderId`	Customer Order ID	`string`		ALWAYS
12	`→ transactionTime`	Transaction Time	`dateTime`		OPTIONAL
13	`→ venueOrderId`	Venue Order ID	`string`		ALWAYS

Order Entry V2 Websocket - Update Order

Input - Update Order

Fields

Criteria

Criteria

Criteria

Output - Update Order Response - Success

Fields

Criteria

Criteria

Criteria

Output - Update Order Response - Error

Fields