Trading
New Order Single<D>
Sent by FM to a LP to the session used for quoting the MD stream for a corresponding (instrument, taker) pair. Execution Report<8> sent to FM to provide information about the order execution.
Message Header
116
OnBehalfOfSubID
N
'1234'
Stringified FM ID of a sub-taker placing the original order.
Message body
11
ClOrdID
Y
123
Unique identifier of the order as assigned by the client, should be integral number, >0
55
Symbol
Y
BTC-USD
Instrument name
44
Price
N
1
Price, value of type Price
38
OrderQty
N
1
Size of the order(if the order is by size), value of type Size
152
CashOrderQty
N
1
Volume of the order(if the order is by volume), value of type Size
40
OrdType
Y
1
Order Type(see below)
54
Side
Y
1
Side of the order(see below)
59
TimeInForce
Y
1
Specifies how long the order remains in effect(see below)
60
TransactTime
Y
20230530-09:29:52.722
UTC Timestamp of the order creation
20002
CpID
Y
'1234'
1
Market
2
Limit
1
Buy
2
Sell
3
Immediate or Cancel (IOC) - Taker
4
Fill or Kill (FOK) - Taker
Either OrderQty<38> or CashOrderQty<152> field should be presented.
Execution Report<8>
Sent by a LP to indicate the result of processing of the NewOrderSingle<D> message. We expect exactly one ExecutionReport<8> for every NewOrderSingle<D> message.
37
OrderID
Y
1
Unique order Id, generated by a LP
11
ClOrdID
Y
2
Unique identifier of the order as assigned by FM. ClOrdID<11> from the corresponding NewOrderSingle<D>
151
LeavesQty
Y
1
Quantity open for further execution, value of type Size
17
ExecID
N
123
Deal id as assinged by a LP. Conditionally required if ExecType<150> == F.
31
LastPx
N
1000
Current fill price. Conditionally required if ExecType<150> == F.
32
LastQty
N
2
Current fill quantity, denominated in instrument's asset currency. Conditionally required if ExecType<150> == F. Should be adjusted to the FM balance step.
118
NetMoney
N
2000
Current fill quantity, denominated in instrument's balance currency. Conditionally required if ExecType<150> == F. Should be adjusted to the FM balance step.
39
OrdStatus
Y
2
Identifies current status of order(see below)
150
ExecType
Y
2
Describes the specific Execution Report(see below)
58
Text
N
79
Contains reject reason. Conditionally required if ExecType<150> == 8.
60
TransactTime
Y
20230530-09:29:52.722
UTC Timestamp when the deal/reject happened
1
Partially filled
2
Filled
8
Rejected
F
Trade
8
Rejected
ExecType<150> indicates the reason why the Execution Report<8> message was sent. And Order Status indicates the current state of the order.
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