Trading for Takers
This page describes the potential scenarios of submitting a taker order
NewOrderSingle<D>: Order filled
Msg Num | Message | ExecType<150> | OrdStatus<39> | OrderQty<38> | LeavesQty<151> | Description |
---|---|---|---|---|---|---|
1 | NewOrderSingle<D> | - | - | 0.2 | - | Taker sends an order |
2 | ExecutionReport<8> | 0(New) | 0(New) | 0.2 | 0.2 | Order accepted |
3 | ExecutionReport<8> | F(Trade) | 1(Partially filled) | 0.2 | 0.1 | First trade, partial fill |
4 | ExecutionReport<8> | F(Trade) | 2(Filled) | 0.2 | 0 | Second trade, order filled. Order processing finished. |
NewOrderSingle<D>: Order was partially filled
Msg Num | Message | ExecType<150> | OrdStatus<39> | OrderQty<38> | LeavesQty<151> | Description |
---|---|---|---|---|---|---|
1 | NewOrderSingle<D> | - | - | 0.2 | - | The taker sends the order |
2 | ExecutionReport<8> | 0(New) | 0(New) | 0.2 | 0.2 | The Order accepted |
3 | ExecutionReport<8> | F(Trade) | 1(Partially filled) | 0.2 | 0.1 | Trade happened, order was partially filled |
4 | ExecutionReport<8> | 4(Cancel) | 4(Cancelled) | 0.2 | 0.1 | Remaining part of the order cancelled. Order processing finished |
NewOrderSingle<D>: Order was rejected
Msg Num | Message | ExecType<150> | OrdStatus<39> | OrderQty<38> | LeavesQty<151> | Description |
---|---|---|---|---|---|---|
1 | NewOrderSingle<D> | - | - | 0.1 | - | Taker sends an order |
2 | ExecutionReport<8> | 8(Rejected) | 8(Rejected) | 0.1 | 0 | Order rejected with FM error code 77, provided in the Text<58> |
Last updated