APPLICATION MESSAGES

GF API Documentation
Application Messages

Name

MsgType

Description

NewOrderSingle

D

Request to place a regular order

ExecutionReport

8

Execution report

NewOrderList

E

Request to place One-Cancels-Others (OCO) or One-Sends-Others (OSO) execution strategies

OrderCancelReplaceRequest

G

Request to cancel/replace (modify) an existing order

OrderCancelRequest

F

Request to cancel an existing order

OrderCancelReject

9

Notification about failed cancel request

OrderMassStatusRequest

AF

Requests order statuses by specified filter

OrderMassStatusAck

BR

Acknowledgement to OrderMassStatusRequest(AF)

OrderStatusRequest

H

Request the latest status of a particular order

SecurityListRequest

x

Request to download contract specifications

SecurityList

y

Response to SecurityListRequest(x)

SecurityDefinitionRequest

c

Request a symbol of spread by leg specification

SecurityDefinition

d

Response to SecurityDefinitionRequest(c)

RequestForPositions

AN

Request for current positions

RequestForPositionsAck

AO

Acknowledgment to RequestForPositions(AN)

PositionReport

AP

Response to RequestForPositions(AN)

CollateralInquiryAck

BG

Acknowledgment to CollateralInquiry(BB)

CollateralInquiry

BB

Request for a basic balance information

CollateralReport

BA

Response to RequestForPositions(AN)

MarginCalcRequest

UR

Request to calculate the worst case margin requirements of hypothetical portfolio

MarginCalcReport

UM

Result of margin requirement calculations

AllocationInstruction

J

Instructs OEC server to re-allocate filled quantity across specified accounts (post-allocation)

AllocationInstructionAck

P

Acknowledgement to AllocationInstruction(J)

UserRequest

BE

Request a related user information

UserResponse

BF

Response to UserRequest(BE)

News

B

Alerts, notifications, reminders and news from OEC TradeDesk

Email

C

Unsupported at this time