Order Entry V2 Websocket - Search For Orders




Contents

Input - Search for Orders


Get order status for single (or multiple) working order(s)


Fields

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→ messageTypeMessage TypeMessageType
  • ORDSTS (Order Status)
REQUIRED
6→ requestIdRequest IDString
REQUIRED

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

7→ sentTimeSent TimeDateTime
REQUIRED

Timestamp of the message leaving the producing application.

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

For future use only

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

Indicates whether the order was generated by automated trading logic.

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

Output - Search For Orders Response - Success

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→ responseClippedIndResponse Clipped IndicatoryesNoIndicator
  • NO (No) - No
  • YES (Yes) - Yes
OPTIONAL
6→ responseCountResponse Countint32
OPTIONAL
7→ responseIndexResponse Indexint32
OPTIONAL
8→ sentTimeSent TimedateTime
ALWAYS

Timestamp of the message leaving the producing application.

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

Indicates whether the order was generated by automated trading logic.

27→ marketSegmentIdMarket Segment IDint32
ALWAYS
28→ memoMemostring
ALWAYS
29→ minimumQtyIntMinimum Quantity Integerint32
OPTIONAL
30→ pricePriceprice
CONDITIONAL
Criteria
  • ALWAYS when payload[].type IN (LIMIT, STOP_LIMIT)
31→ qtyIntQuantity Integerint32
ALWAYS
32→ rejectTextReject Textstring
OPTIONAL
33→ remainingQtyIntRemaining Quantity Integerint32
ALWAYS
34→ sideIndSide IndicatormarketSideIndicator
  • BUY (Buy) - Identifies a buy side order
  • CROSS (Cross)
  • SELL (Sell) - Identifies a sell side order
ALWAYS
35→ statusStatusorderStatus
 Click here to expand...
  • CANCELED (Canceled)
  • EXPIRED (Expired)
  • FILLED (Filled)
  • NEW (New)
  • PARTIAL (Partial)
  • REJECTED (Rejected)
  • REPLACED (Replaced)
ALWAYS
36→ stopPriceStop Priceprice
CONDITIONAL
Criteria
  • ALWAYS when payload[].type IN (STOP, STOP_LIMIT)
37→ transactionTimeTransaction TimedateTime
ALWAYS
38→ 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
39→ venueExecutionIdVenue Execution IDstring
ALWAYS
40→ venueOrderIdVenue Order IDstring
ALWAYS

Output - Search For Orders Response - Error

Fields

RefFieldNameData TypeValuesUsageDescription
1errors[]
2→ codeCodestring
ALWAYS
3→ messageMessagestring
ALWAYS
4→ referenceFieldReference Fieldstring
OPTIONAL
5header
6→ messageTypeMessage TypemessageType
  • ORDSTSRJ (Order Status Reject)
ALWAYS
7→ requestIdRequest IDstring
ALWAYS

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

8→ sentTimeSent TimedateTime
ALWAYS

Timestamp of the message leaving the producing application.

9→ sequenceNbrSequence Numberstring
ALWAYS
10payload[]
11→ transactionTimeTransaction TimedateTime
OPTIONAL
12→ venueOrderIdVenue Order IDstring
OPTIONAL



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