Order Entry V2 Websocket - Submit Request For Quote




Contents

Input - Submit Request For Quote


Solicit a quote on an instrument.


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
  • QTENEW (Quote New)
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→ entities
10→ → customerAccountIdCustomer Account IDString
  • Length: 1 - 12
REQUIRED

Unique account identifier.

11→ → executingFirmIdExecuting Firm IDString
  • Length: 1 - 10
REQUIRED
12→ → operatorIdOperator IDString
  • Length: 1 - 18
REQUIRED
13→ → senderCountrySender CountryString
  • Length: 1 - 2
REQUIRED
14→ → senderStateSender StateString
  • Length: 2 - 2
OPTIONAL
15→ instrument
16→ → glbxSecurityIdGlobex Security IDInteger
REQUIRED
17→ manualIndManual IndicatorYesNoIndicator
  • NO (No) - No
  • YES (Yes) - Yes
REQUIRED

Indicates whether the order was generated by automated trading logic.

18→ qtyIntQuantity IntegerInteger
OPTIONAL
19→ sideIndSide IndicatorMarketSideIndicator
  • BUY (Buy) - Identifies a buy side order
  • SELL (Sell) - Identifies a sell side order
OPTIONAL

Output - Submit Request For Quote Response - Success

Fields

RefFieldNameData TypeValuesUsageDescription
1header
2→ messageTypeMessage TypemessageType
  • QTESTS (Quote 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→ sentTimeSent TimedateTime
ALWAYS

Timestamp of the message leaving the producing application.

6payload
7→ entities
8→ → operatorIdOperator IDstring
ALWAYS
9→ → senderCountrySender Countrystring
ALWAYS
10→ → senderStateSender Statestring
OPTIONAL
11→ manualIndManual IndicatoryesNoIndicator
  • NO (No) - No
  • YES (Yes) - Yes
ALWAYS

Indicates whether the order was generated by automated trading logic.

12→ transactionTimeTransaction TimedateTime
ALWAYS
13→ venueQuoteIdVenue Quote IDstring
ALWAYS

Output - Submit Request For Quote Response - Error

Fields

RefFieldNameData TypeValuesUsageDescription
1errors[]
2→ codeCodestring
ALWAYS
3→ messageMessagestring
ALWAYS
4→ referenceFieldReference Fieldstring
OPTIONAL
5header
6→ messageTypeMessage TypemessageType
  • QTERJ (Quote 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.




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