Order Entry V2 Websocket - Submit Request For Quote
Input - Submit Request For Quote
Solicit a quote on an instrument.
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 | → entities | |||||
10 | → → customerAccountId | Customer Account ID | String |
| REQUIRED | Unique account identifier. |
11 | → → executingFirmId | Executing Firm ID | String |
| REQUIRED | |
12 | → → operatorId | Operator ID | String |
| REQUIRED | |
13 | → → senderCountry | Sender Country | String |
| REQUIRED | |
14 | → → senderState | Sender State | String |
| OPTIONAL | |
15 | → instrument | |||||
16 | → → glbxSecurityId | Globex Security ID | Integer | REQUIRED | ||
17 | → manualInd | Manual Indicator | YesNoIndicator |
| REQUIRED | Indicates whether the order was generated by automated trading logic. |
18 | → qtyInt | Quantity Integer | Integer | OPTIONAL | ||
19 | → sideInd | Side Indicator | MarketSideIndicator |
| OPTIONAL |
Output - Submit Request For Quote 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 | → 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 | payload | |||||
7 | → entities | |||||
8 | → → operatorId | Operator ID | string | ALWAYS | ||
9 | → → senderCountry | Sender Country | string | ALWAYS | ||
10 | → → senderState | Sender State | string | OPTIONAL | ||
11 | → manualInd | Manual Indicator | yesNoIndicator |
| ALWAYS | Indicates whether the order was generated by automated trading logic. |
12 | → transactionTime | Transaction Time | dateTime | ALWAYS | ||
13 | → venueQuoteId | Venue Quote ID | string | ALWAYS |
Output - Submit Request For Quote 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. |
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