Name | Type | Number | Valid values | Description | Used In |
|---|---|---|---|---|---|
Account | STRING | 1 | Orders submitted via the FIX interface must be placed to a valid OEC account | ||
AvgPx | PRICE | 6 | |||
BeginSeqNo | SEQNUM | 7 | |||
BeginString | STRING | 8 | |||
BodyLength | LENGTH | 9 | |||
CheckSum | STRING | 10 | |||
ClOrdID | STRING | 11 |
Unique identifier assigned by client application. | ||
Commission | AMT | 12 | |||
CommType | CHAR | 13 | 3 - ABSOLUTE | ||
CumQty | QTY | 14 | |||
Currency | CURRENCY | 15 | OEC names of currencies | ||
EndSeqNo | SEQNUM | 16 | |||
ExecID | STRING | 17 | Unique identifier of execution message | ||
ExecInst | MULTIPLEVALUESTRING | 18 | a - TRAILSTOPPEG | ||
ExecRefID | STRING | 19 | Used by Trade Cancel execution report as a reference to original execution report with cancelled trade | ||
HandlInst | CHAR | 21 | 1 - AUTOEXECPRIV 2 - AUTOEXECPUB 3 - MANUAL | ||
LastPx | PRICE | 31 | |||
LastQty | QTY | 32 | |||
NoLinesOfText | NUMINGROUP | 33 | |||
MsgSeqNum | SEQNUM | 34 | |||
MsgType | STRING | 35 | 0 - HEARTBEAT 1 - TESTREQUEST 2 - RESENDREQUEST 3 - REJECT 4 - SEQUENCERESET 5 - LOGOUT 8 - EXECUTIONREPORT 9 - ORDERCANCELREJECT A - LOGON AB - NEWORDERMULTILEG AC - MULTILEGORDERCANCELREPLACE AD - TRADECAPTUREREPORTREQUEST AE - TRADECAPTUREREPORT AF - ORDERMASSSTATUSREQUEST AL - POSITIONMAINTENANCEREQUEST AM - POSITIONMAINTENANCEREPORT AN - REQUESTFORPOSITIONS AO - REQUESTFORPOSITIONSACK AP - POSITIONREPORT AQ - TRADECAPTUREREPORTREQUESTACK AR - TRADECAPTUREREPORTACK AS - ALLOCATIONREPORT AT - ALLOCATIONREPORTACK AX - COLLATERALREQUEST AY - COLLATERALASSIGNMENT AZ - COLLATERALRESPONSE B - NEWS b - MASSQUOTEACKNOWLEDGEMENT BA - COLLATERALREPORT BB - COLLATERALINQUIRY BE - USERREQUEST BF - USERRESPONSE BG - COLLATERALINQUIRYACK C - EMAIL c - SECURITYDEFINITIONREQUEST d - SECURITYDEFINITION D - NEWORDERSINGLE e - SECURITYSTATUSREQUEST E - NEWORDERLIST F - ORDERCANCELREQUEST f - SECURITYSTATUS G - ORDERCANCELREPLACEREQUEST g - TRADINGSESSIONSTATUSREQUEST H - ORDERSTATUSREQUEST h - TRADINGSESSIONSTATUS j - BUSINESSMESSAGEREJECT J - ALLOCATIONINSTRUCTION P - ALLOCATIONINSTRUCTIONACK q - ORDERMASSCANCELREQUEST r - ORDERMASSCANCELREPORT x - SECURITYLISTREQUEST y - SECURITYLIST UR - MARGINCALCREQUEST UM - MARGINCALCREPORT | Not all message types are supported at this time. | |
NewSeqNo | SEQNUM | 36 | |||
OrderID | STRING | 37 | Unique identifier of order chain. OEC keeps this value unchangeable during life time of order even after cancel/replace requests | ||
OrderQty | QTY | 38 | |||
OrdStatus | CHAR | 39 | 0 - NEW 1 - PARTIAL 2 - FILLED 3 - DONE 4 - CANCELED 5 - REPLACED 6 - PENDING_CANCEL 8 - REJECTED 9 - SUSPENDED A - PENDINGNEW B - CALCULATED |
CALCULATED(B) status is identical to Completed status in OEC Trader and means that there is no supposed any new actions with this order. | |
OrdType | CHAR | 40 | 1 - MARKET 2 - LIMIT 3 - STOP 4 - STOPLIMIT 5 - MARKETONCLOSE J - MARKETIFTOUCHED | Market-On-Open or Market-On-Close | |
OrigClOrdID | STRING | 41 | ClOrdID(11) of previous version of order | ||
OrigTime | UTCTIMESTAMP | 42 | |||
PossDupFlag | BOOLEAN | 43 | N - NO Y - YES | ||
Price | PRICE | 44 | Decimal format | ||
RefSeqNum | SEQNUM | 45 | |||
SenderCompID | STRING | 49 | |||
SendingTime | UTCTIMESTAMP | 52 | |||
Side | CHAR | 54 | 1 - BUY 2 - SELL | ||
Symbol | STRING | 55 | OEC base symbol should be used in this field for single leg orders. Example: 'ES' for E-Mini SP&P 500 For spread orders, this field should specify a value from Symbol tag of Security Definition that could be obtained by Security Definition Request. Naming convention of spread symbols coincides with common OEC practice. Example: "ES FTS –Z0,+H1" for futures time spread with two legs. | ||
TargetCompID | STRING | 56 | |||
Text | STRING | 58 | |||
TimeInForce | CHAR | 59 | 0 - DAY 1 - GOODTILLCANCEL 2 - ATTHEOPENING 3 - IMMEDIATEORCANCEL 4 - FILLORKILL 6 - GOODTILLDATE 7 - ATTHECLOSE | ||
TransactTime | UTCTIMESTAMP | 60 | |||
Urgency | CHAR | 61 | 0 - NORMAL 1 - FLASH 2 - BACKGROUND | ||
ListID | STRING | 66 | Specifies a unique identifier of the list | ||
ListSeqNo | INT | 67 | Specifies an order number in the list starting from 1. The actual position of order in the list must be equal to ListSeqNo value. | ||
TotNoOrders | INT | 68 | The field must have the same value as NoOrders(73), which specifies a number of orders in the list. | ||
ListExecInst | STRING | 69 | OCO - OCO OSO - OSO | ||
AllocID | STRING | 70 | |||
NoOrders | NUMINGROUP | 73 | |||
TradeDate | LOCALMKTDATE | 75 | |||
NoAllocs | NUMINGROUP | 78 | Pre-allocation instructions | ||
AllocAccount | STRING | 79 | OEC account name | ||
AllocQty | QTY | 80 |
Indicates quantity to be allocated for a given account. It should be consistent with OrderQty(38). | ||
AllocStatus | INT | 87 | 0 - ACCEPTEDSUCCESSFULLYPROCESSED 1 - BLOCKLEVELREJECT 2 - ACCOUNTLEVELREJECT 3 - RECEIVEDRECEIVEDNOTYETPROCESSED 4 - INCOMPLETE | ||
AllocRejCode | INT | 88 | 1 - INCOMPLETE 2 - QUANTITY_NOT_MATCHED 3 - PRICE_NOT_MATCHED 4 - INVALID_ALLOCATION_BLOCK 5 - INVALID_DISTRIBUTION 6 - INVALID_ACCOUNT 7 - TOO_LATE 8 - ORDER_SHOULD_BE_COMPLETE 9 - INVALID_ACCOUNT_TYPES 10 - INVALID_APS_ACCOUNT | ||
EmailType | CHAR | 94 | 0 - NEW 1 - REPLY 2 - ADMINREPLY | ||
PossResend | BOOLEAN | 97 | N - NO Y - YES | ||
EncryptMethod | INT | 98 | 0 - NONEOTHER | ||
StopPx | PRICE | 99 | Decimal format | ||
CxlRejReason | INT | 102 | 0 - TOOLATE 1 - UNKNOWN 2 - BROKEROPT 3 - ALREADYPENDINGCXL 4 - UNABLETOPROCESS 5 - ORIGORDMODTIMEMISMATCH 6 - DUPCLORDID 99 - OTHER | ||
OrdRejReason | INT | 103 | 0 - BROKEROPT 1 - UNKNOWNSYM 10 - INVINVID 11 - UNSUPPORDERCHAR 12 - SURVEILLENCE 13 - INCORRECTQUANTITY 14 - INCORRECTALLOCATEDQUANTITY 15 - UNKNOWNACCOUNTS 2 - EXCHCLOSED 3 - EXCEEDSLIM 4 - TOOLATE 5 - UNKNOWN 6 - DUPLICATE 7 - DUPLICATEVERBAL 8 - STALE 9 - TRADEALONGREQ 99 - OTHER | ||
SecurityDesc | STRING | 107 | Readable description | ||
HeartBtInt | INT | 108 | |||
MinQty | QTY | 110 | MinQty and MaxQty specify a range of hypothetical net positions in MarginCalcRequest(UR) | ||
MaxFloor | QTY | 111 | Small quantity of Iceberg orders | ||
TestReqID | STRING | 112 | |||
OrigSendingTime | UTCTIMESTAMP | 122 | |||
GapFillFlag | BOOLEAN | 123 | N - NO Y - YES | ||
ExpireTime | UTCTIMESTAMP | 126 |
Should be specified in conjunction with TimeInForce(59) = Good Till Date | ||
ResetSeqNumFlag | BOOLEAN | 141 | N - NO Y - YES | ||
NoRelatedSym | NUMINGROUP | 146 | |||
Subject | STRING | 147 | |||
Headline | STRING | 148 | |||
ExecType | CHAR | 150 | 0 - NEW 3 - DONE 4 - CANCELED 5 - REPLACED 6 - PENDINGCXL 7 - STOPPED 8 - REJECTED 9 - SUSPENDED A - PENDINGNEW B - CALCULATED C - EXPIRED D - RESTATED E - PENDINGREPLACE F - TRADE H - TRADECANCEL I - ORDERSTATUS | ||
LeavesQty | QTY | 151 | |||
AllocText | STRING | 161 | Allocation block name | ||
EmailThreadID | STRING | 164 | |||
EffectiveTime | UTCTIMESTAMP | 168 |
Release time of the order | ||
SecondaryOrderID | STRING | 198 | Unique identifier of particular order version. In opposite to OrderID(37), OEC changes this value after successful cancel/replace request to a new one. | ||
MaturityMonthYear | MONTHYEAR | 200 | Format: YYYYMM | ||
StrikePrice | PRICE | 202 | The same currency and scale as quote prices of contract. See StrikeDisplayFactor(12075) | ||
SecurityExchange | EXCHANGE | 207 | OEC name of exchange | ||
PegOffsetValue | FLOAT | 211 |
Specifies market price jump for triggering the next price modification of trailing stop orders. Can be interpreted as a kind of tolerance for price fluctuations. | ||
Factor | FLOAT | 228 | Contract size | ||
LegFactor | FLOAT | 253 | Contract size | ||
SubscriptionRequestType | CHAR | 263 | 0 - SNAPSHOT 1 - SNAPSHOTUPDATE 2 - UNSUBSCRIBE U - UPDATES_ONLY | ||
UnderlyingSecurityType | STRING | 310 | See SecurityType | ||
UnderlyingSymbol | STRING | 311 | See Symbol(55) | ||
UnderlyingSymbolSfx | STRING | 312 | See SymbolSfx | ||
UnderlyingMaturityMonthYear | MONTHYEAR | 313 | Format: YYYYMM | ||
UnderlyingStrikePrice | PRICE | 316 | See StrikePrice(202) | ||
SecurityReqID | STRING | 320 | |||
SecurityRequestType | INT | 321 | 1 - REQUEST_SECURITY_IDENTITY_FOR_THE_SPECIFICATIONS_PROVIDED | ||
SecurityResponseID | STRING | 322 | |||
SecurityResponseType | INT | 323 | 1 - ACCPTSECPROP 2 - ACCPTSECPROPREV 3 - SECLISTTYPESRET 4 - SECLISTRET 5 - REJSECPROP 6 - NOMATCH | ||
UnsolicitedIndicator | BOOLEAN | 325 | N - NO Y - YES | Y, if execution report was initiated due to unsolicited action | |
TradSesStartTime | UTCTIMESTAMP | 341 |
Trading session start time. | ||
TradSesCloseTime | UTCTIMESTAMP | 344 |
Trading session stop time. | ||
TradSesEndTime | UTCTIMESTAMP | 345 |
Day close. | ||
AllocPrice | PRICE | 366 | Indicates a price for allocating quantity. It should be consistent with original order fills. | ||
LastMsgSeqNumProcessed | SEQNUM | 369 | |||
RefTagID | INT | 371 | |||
RefMsgType | STRING | 372 | |||
SessionRejectReason | INT | 373 | 0 - INVALIDTAGNUMBER 1 - REQUIREDTAGMISSING 10 - SENDINGTIMEACCURACYPROBLEM 11 - INVALIDMSGTYPE 12 - XMLVALIDATIONERROR 13 - TAGAPPEARSMORETHANONCE 14 - TAGSPECIFIEDOUTOFREQUIREDORDER 15 - REPEATINGGROUPFIELDSOUTOFORDER 16 - INCORRECTNUMINGROUPCOUNTFORREPEATINGGROUP 17 - NONDATAVALUEINCLUDESFIELDDELIMITERSOHCHARACTER 2 - TAGNOTDEFINEDFORTHISMESSAGETYPE 3 - UNDEFINEDTAG 4 - TAGSPECIFIEDWITHOUTAVALUE 5 - VALUEISINCORRECTOUTOFRANGEFORTHISTAG 6 - INCORRECTDATAFORMATFORVALUE 7 - DECRYPTIONPROBLEM 9 - COMPIDPROBLEM 99 - OTHER | ||
SolicitedFlag | BOOLEAN | 377 | N - NO Y - YES | NO, if execution report was initiated due to unsolicited action | |
TotNoRelatedSym | INT | 393 | |||
BidType | INT | 394 | 3 - NOBID | ||
ExpireDate | LOCALMKTDATE | 432 |
Should be specified in conjunction with TimeInForce(59) = Good Till Date | ||
CxlRejResponseTo | CHAR | 434 | 1 - ORDCXLREQ 2 - ORDCXLREPREQ | ||
ClearingFirm | STRING | 439 | |||
MultiLegReportingType | CHAR | 442 | 1 - SINGLE 2 - INDIVLEG 3 - MULTILEG |
This field is used for execution reports of spread orders: | |
CFICode | STRING | 461 |
Supported values: | ||
UnderlyingCFICode | STRING | 463 | See CFICode(461) | ||
CommCurrency | CURRENCY | 479 | |||
UnderlyingMaturityDate | LOCALMKTDATE | 542 | |||
Username | STRING | 553 | Regular OEC username | ||
Password | STRING | 554 | |||
NoLegs | NUMINGROUP | 555 | |||
NoSecurityTypes | NUMINGROUP | 558 | |||
SecurityListRequestType | INT | 559 | 0 - SYMBOL 2 - PRODUCT 4 - ALLSECURITIES | ||
SecurityRequestResult | INT | 560 | 0 - VALIDREQ 1 - INVALIDREQ 2 - NOINSTRUMENTSFOUND 3 - NOTAUTHORIZED 4 - INSTRUMENTUNAVAILABLE 5 - NOTSUPPORTED | ||
AccountType | INT | 581 | 1 - ACCOUNTCUSTOMER | ||
MassStatusReqID | STRING | 584 | |||
LegSymbol | STRING | 600 | |||
LegSymbolSfx | STRING | 601 | |||
LegCFICode | STRING | 608 | See CFICode(461) | ||
LegSecurityType | STRING | 609 | |||
LegMaturityMonthYear | MONTHYEAR | 610 | Format: YYYYMM | ||
LegStrikePrice | PRICE | 612 | See StrikePrice(202) | ||
LegRatioQty | FLOAT | 623 | Quantity of the leg (absolute value) | ||
LegSide | CHAR | 624 | 1 - BUY 2 - SELL | ||
AllocType | INT | 626 | 2 - LOW_ACCT_LOW_PRICE 3 - LOW_ACCT_HIGH_PRICE 4 - HIGH_ACCT_LOW_PRICE 5 - HIGH_ACCT_HIGH_PRICE 6 - APS 1000 - POST_ALLOCATION 1001 - POST_ALLOCATION_APS |
Allocation types are identical to proposed by OEC Trader | |
NoPositions | NUMINGROUP | 702 | |||
PosType | STRING | 703 | FIN - ENDOFDAYQTY | ||
LongQty | QTY | 704 | |||
ShortQty | QTY | 705 | |||
PosAmtType | STRING | 707 | CASH - CASHAMOUNTCORPORATEEVENT | ||
PosAmt | AMT | 708 | Equals to net position * net position price | ||
PosReqID | STRING | 710 | |||
NoUnderlyings | NUMINGROUP | 711 | |||
ClearingBusinessDate | LOCALMKTDATE | 715 | |||
PosMaintRptID | STRING | 721 | |||
PosReqType | INT | 724 | 0 - POSITIONS | ||
ResponseTransportType | INT | 725 | 0 - INBAND | ||
TotalNumPosReports | INT | 727 | |||
PosReqResult | INT | 728 | 0 - VALIDREQUEST 1 - INVALIDORUNSUPPORTEDREQUEST 2 - NOPOSITIONSFOUNDTHATMATCHCRITERIA 3 - NOTAUTHORIZEDTOREQUESTPOSITIONS 4 - REQUESTFORPOSITIONNOTSUPPORTED 99 - OTHER | ||
PosReqStatus | INT | 729 | 0 - COMPLETED 1 - COMPLETEDWITHWARNINGS 2 - REJECTED | ||
NoPosAmt | NUMINGROUP | 753 | |||
SecuritySubType | STRING | 762 | Specifies spread type. Acceptable values: Generic, PerformanceIndexBasket, NonPerformanceIndexBasket, Straddle, Strangle, FutureTimeSpread, OptionTimeSpread, PriceSpread, SyntheticUnderlying, StraddleTimeSpread, RatioSpread, RatioFutureTimeSpread, RatioOptionTimeSpread, PutCallSpread, RatioPutCallSpread, Ladder, Box, Butterfly, Condor, IronButterfly, DiagonalSpread, RatioDiagonalSpread, StraddleDiagonalSpread, ConversionReversal, CoveredOption, CurrencyFutureSpread, RateFutureSpread, IndexFutureSpread, FutureButterfly, FutureCondor, Strip, Pack, Bundle, BondDeliverableBasket, StockBasket, PriceSpreadVsOption, StraddleVsOption, BondSpread, ExchangeSpread, FuturePackSpread, FuturePackButterfly, WholeSale, CommoditySpread, JellyRoll, IronCondor, OptionsStrip, ContingentOrders, InterproductSpread, PseudoStraddle, TailorMade, FuturesGeneric, OptionsGeneric, BasisTrade, FutureTimeSpreadReducedTickSize, ButterflyCallLong, ButterflyCallShort, ButterflyPutLong, ButterflyPutShort, IronButterflyLong, IronButterflyShort, Calendar, CalendarCall, CalendarPut, DiagonalCalendarSpread, DiagonalCalendarSpreadCall, DiagonalCalendarSpreadPut, RatioSpreadCall, RatioSpreadPut, StraddleCalendarSpread, StraddleLong, StraddleShort, StrangleLong, StrangleShort, BearSpread, BearCallSpread, BearPutSpread, SyntheticUnderlyingLong, SyntheticUnderlyingShort, FutureDoubleButterfly, FutureReverseSpread, DiagonalBullSpread, DiagonalBearSpread, Synthetic, SyntheticLong, SyntheticSplit, BullVertical,BearVertical. Not all of them supported at this time. Please contact OEC Customer Service for more details. | ||
UnderlyingSecuritySubType | STRING | 763 | |||
OrdStatusReqID | STRING | 790 | |||
CashOutstanding | AMT | 901 | |||
CollRptID | STRING | 908 | |||
CollInquiryID | STRING | 909 | |||
CollStatus | INT | 910 | 0 - UNASSIGNED 4 - CHALLENGED | ||
TotNumReports | INT | 911 | |||
LastRptRequested | BOOLEAN | 912 | N - NO Y - YES | ||
UserRequestID | STRING | 923 | |||
UserRequestType | INT | 924 | 4 - REQUESTINDIVIDUALUSERSTATUS | ||
UserStatusText | STRING | 927 | Error message, if UserRequest(BE) failed | ||
CollInquiryStatus | INT | 945 | 0 - ACCEPTED 1 - ACCEPTEDWITHWARNINGS 2 - COMPLETED 3 - COMPLETEDWITHWARNINGS 4 - REJECTED | ||
CollInquiryResult | INT | 946 | 0 - SUCCESSFUL 1 - INVALIDORUNKNOWNINSTRUMENT 2 - INVALIDORUNKNOWNCOLLATERALTYPE 3 - INVALIDPARTIES 4 - INVALIDTRANSPORTTYPEREQUESTED 5 - INVALIDDESTINATIONREQUESTED 6 - NOCOLLATERALFOUNDFORTHETRADESPECIFIED 7 - NOCOLLATERALFOUNDFORTHEORDERSPECIFIED 8 - COLLATERALINQUIRYTYPENOTSUPPORTED 9 - UNAUTHORIZEDFORCOLLATERALINQUIRY 99 - OTHER | ||
MinPriceIncrement | FLOAT | 969 | Minimum price increase for a given exchange-traded instrument. Tick size. | ||
NoMarginAmt | NUMINGROUP | 1643 | |||
MarginAmtType | INT | 1644 | 11 - INITIAL_MARGIN 12 - LIQUIDATING_MARGIN | ||
MarginAmt | FLOAT | 1645 | |||
UUID | STRING | 12003 | Unique application identifier provided by OEC Customer Service | ||
FastHashcode | STRING | 12004 | The value generated by OEC to be used a password in FIX/FAST connection. Expires in short period of time (up to 2 minutes) | ||
MaxRecords | INT | 12051 | This field is used to limit an amount of contract specifications in SecurityList(y) | ||
SymbolLookupMode | INT | 12052 | 0 - ANY_INCLUSION 1 - SYMBOL_STARTS_WITH 2 - DESCRIPTION_STARTS_WITH 3 - ANY_STARTS_WITH 4 - EXACT_MATCH | ||
ContractGroup | STRING | 12054 | This field represents a group of contracts. For example, it can be Grains, Meats, Energies, Indices | ||
ContractType | INT | 12055 | 0 - ELECTRONIC 1 - PIT | ||
ByBaseContractsOnly | BOOL | 12056 | 1 (TRUE) – searching will be performed across base symbols only | ||
OptionsRequired | BOOL | 12057 | 1 (TRUE) – searching will be performed across futures that have at least one related options | ||
ClearingFirmID | STRING | 12058 | Specifies clearing firm id for give up post-allocations | ||
EleSymbol | STRING | 12059 | Full electronic contract name used by OEC in user interface | ||
UnderlyingOECSymbol | STRING | 12060 | See OECSymbol | ||
LegOECSymbol | STRING | 12061 | See OECSymbol | ||
PitSymbol | STRING | 12062 | Full pit contract name used by OEC in user interface | ||
PriceFormat | INT | 12063 |
This field specifies displaying price format. | ||
MarginCalcReqID | STRING | 12064 | |||
MarginCalcReqResult | INT | 12065 | 0 - SUCCESS 1 - UNKNOWNSESSION 2 - UNKNOWNACCOUNT 3 - EMPTYREQUEST 4 - INVALIDCONTRACT 5 - CALCULATIONERROR 6 - REQUESTEXCEEDSLIMIT 7 - MARGINCALCULATORDISABLED | Result code of margin calculation request | |
MaxQty | INT | 12066 | MinQty and MaxQty specify a range of hypothetical net positions in MarginCalcRequest(UR) | ||
InitialMargin | DOUBLE | 12067 | |||
MaintenanceMargin | DOUBLE | 12068 | |||
NetOptionValue | DOUBLE | 12069 | |||
RiskValue | DOUBLE | 12070 | Intraday initial margin requiremens | ||
FrontExpirationMonth | STRING | 12071 | Expiration month of front-month contract | ||
UpdatesSinceTimestamp | UTCTIMESTAMP | 12072 |
Requests only contract specifications that were modified on server-side after this timestamp. | ||
LastSolicitedClOrdID | STRING | 12073 | This field is populated in unsolicited execution reports with the last known ClOrdID received from client application for the order chain. See also SolicitedFlag(377) and UnsolicitedIndicator(325) | ||
MassStatusReqResult | INT | 12074 | 0 - DONE 1 - ERROR 2 - NO_MATCH_ORDERS | ||
StrikeDisplayFactor | DOUBLE | 12075 | A factor that should be applied to StrikePrice(202) before displaying in user interface |