FIX Message NewOrderSingle

 GF API Documentation

MsgType: D

Request to place a regular order
Fields

Name

Type

Number

Required

Valid values

Description

ClOrdID

STRING

11

Yes

 Unique identifier assigned by client application.
Under certain circumstances, OEC can cancel/replace the order. In this case, OEC generates a new ClOrdID with OECFIX: prefix. This is done to make sure the client application understands that previous native ClOrdID is unacceptable anymore.
See also LastSolicitedClOrdID(12073)

Account

STRING

1

Yes

 Orders submitted via the FIX interface must be placed to a valid OEC account

AllocText

STRING

161

No

 Allocation block name

AllocType

INT

626

No

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
POST_ALLOCATION and POST_ALLOCATION_APS should be used in post-allocation process for eligible accounts

NoAllocs

GROUP

78

No

Pre-allocation instructions

->AllocAccount

STRING

79

No

 OEC account name

->AllocQty

QTY

80

No

 Indicates quantity to be allocated for a given account. It should be consistent with OrderQty(38).
Example: allocation block contains two accounts ACC01 and ACC02 with AllocQty equals 1 and 2 accordingly. For that case QrderQty must be dividable to 3.

HandlInst

CHAR

21

No

1 - AUTOEXECPRIV

2 - AUTOEXECPUB

3 - MANUAL

ExecInst

MULTIPLEVALUESTRING

18

No

a - TRAILSTOPPEG

MaxFloor

QTY

111

No

 Small quantity of Iceberg orders

Instrument

COMPONENT

Yes

 Only minimum set of fields required to identify a contract: Symbol(55), CFICode(461), MaturityMonthYear(200), StrikePrice(202)

Side

CHAR

54

Yes

1 - BUY

2 - SELL

TransactTime

UTCTIMESTAMP

60

Yes

OrderQtyData

COMPONENT

Yes

OrdType

CHAR

40

Yes

1 - MARKET

2 - LIMIT

3 - STOP

4 - STOPLIMIT

5 - MARKETONCLOSE

J - MARKETIFTOUCHED

Market-On-Open or Market-On-Close
OrdType should be MARKET and TimeInForce(59) should be AtTheOpening or AtTheClose to construct Market-On-Open or Market-On-Close respectively.
Iceberg
OrdType should be LIMT and MaxFloor(111) should be specified to construct Iceberg.
Trailing Stop and Trailing Stop Limit
OrdType should be STOP or STOPLIMIT and ExecInst(18) should contain TRAILSTOPPEG(a) value to construct Trailing Stop and Trailing Stop Limit.
See also PegOffsetValue(211)

Price

PRICE

44

No

Decimal format

StopPx

PRICE

99

No

Decimal format

TimeInForce

CHAR

59

No

0 - DAY

1 - GOODTILLCANCEL

2 - ATTHEOPENING

3 - IMMEDIATEORCANCEL

4 - FILLORKILL

6 - GOODTILLDATE

7 - ATTHECLOSE

EffectiveTime

UTCTIMESTAMP

168

No

 Release time of the order
Format: YYYYMMDD-HH:MM:SS
Note: before release time the order will have Suspended state that mapped to Held state in OEC Trader and OECAPI

ExpireDate

LOCALMKTDATE

432

No

 Should be specified in conjunction with TimeInForce(59) = Good Till Date
Format: YYYYMMDD
Order will cancelled at the market close of selected day. Day is supposed to be in Central Time Zone.

ExpireTime

UTCTIMESTAMP

126

No

 Should be specified in conjunction with TimeInForce(59) = Good Till Date
Format: YYYYMMDD-HH:MM:SS

Text

STRING

58

No

 Text that should be displayed in Comments field of OEC Trader

PegInstructions

COMPONENT

No

Trailing Stop and Trailing Stop Limit parameters
Remarks
This message can be used for placing orders with spread contracts too. To do it, Symbol(55) should specify the full symbol name of spread instead of base symbol. Such name can be obtained from EleSymbol(12059) of SecurityList(y)
Examples
Market Order
request: 8=FIX.4.4|9=149|35=D|34=294|49=username|52=20140317-01:29:45|56=OEC_TEST|1=YRACCNT|11=635306165855435241|38=1|40=1|54=1|55=ES|60=20140317-01:29:45|200=201403|461=FXXXXS|10=238|
pending new: 8=FIX.4.4|9=223|35=8|34=295|49=OEC_TEST|52=20140317-01:29:44.444|56=username|1=YRACCNT|6=0.00|11=635306165855435241|14=0|17=OECFIX:635305924334768863:824|37=202904994|38=1|39=A|54=1|55=ES|60=20140317-01:29:44|150=A|151=0|200=201403|461=FXXXXS|10=133|
        new: 8=FIX.4.4|9=201|35=8|34=296|49=OEC_TEST|52=20140317-01:29:44.756|56=username|1=YRACCNT|6=0.00|11=635306165855435241|14=0|17=5326778|37=202904994|38=1|39=0|54=1|55=ES|60=20140317-01:29:44|150=0|151=1|200=201403|461=FXXXXS|10=088|
      trade: 8=FIX.4.4|9=239|35=8|34=297|49=OEC_TEST|52=20140317-01:29:45.021|56=username|1=YRACCNT|6=1841.00|11=635306165855435241|12=20|13=3|14=1|17=5326779|31=1841.00|32=1|37=202904994|38=1|39=2|54=1|55=ES|60=20140317-01:29:44|150=F|151=0|200=201403|461=FXXXXS|479=USD|10=133|
 calculated: 8=FIX.4.4|9=204|35=8|34=298|49=OEC_TEST|52=20140317-01:29:45.021|56=username|1=YRACCNT|6=1841.00|11=635306165855435241|14=1|17=5326780|37=202904994|38=1|39=B|54=1|55=ES|60=20140317-01:29:45|150=B|151=0|200=201403|461=FXXXXS|10=011|
Spread Order
request: 8=FIX.4.4|9=158|35=D|34=348|49=username|52=20140317-01:55:27|56=OEC_TEST|1=YRACCNT|11=635306181271846728|38=10|40=2|44=-10|54=1|55=ES FTS -U4,+Z4|60=20140317-01:55:27|461=FMXXXN|10=203|
pending new: 8=FIX.4.4|9=238|35=8|34=352|49=OEC_TEST|52=20140317-01:55:25.757|56=username|1=YRACCNT|6=0.00|11=635306181271846728|14=0|17=OECFIX:635305924334768863:826|37=202904995|38=10|39=A|44=-10|54=1|55=ES FTS -U4,+Z4|60=20140317-01:55:25|150=A|151=0|442=3|461=FMXXXN|10=116|
        new: 8=FIX.4.4|9=217|35=8|34=353|49=OEC_TEST|52=20140317-01:55:25.851|56=username|1=YRACCNT|6=0.00|11=635306181271846728|14=0|17=5326783|37=202904995|38=10|39=0|44=-10|54=1|55=ES FTS -U4,+Z4|60=20140317-01:55:25|150=0|151=10|442=3|461=FMXXXN|10=103|
See Also

Other Resources

ExecutionReport(8)
OrderCancelRequest(F)
OrderCancelReplaceRequest(G)
OrderStatusRequest(H)
NewOrderList(E)