MsgType: 8
Name | Type | Number | Required | Valid values | Description |
|---|---|---|---|---|---|
STRING | 37 | Yes | Unique identifier of order chain. OEC keeps this value unchangeable during life time of order even after cancel/replace requests | ||
STRING | 198 | No | Unique identifier of particular order version. In opposite to OrderID(37), OEC changes this value after successful cancel/replace request to a new one. | ||
STRING | 11 | No |
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) | ||
STRING | 41 | No | ClOrdID(11) of previous version of order | ||
STRING | 12073 | No | 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) | ||
INT | 911 | No | |||
BOOLEAN | 912 | No | N - NO Y - YES | ||
STRING | 17 | Yes | Unique identifier of execution message | ||
STRING | 19 | No | Used by Trade Cancel execution report as a reference to original execution report with cancelled trade | ||
CHAR | 150 | Yes | 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 | ||
CHAR | 39 | Yes | 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. DONE(3) status is identical to Cancelled or Completed status, but means that order was cancelled (at whole or remaining quantity) at the end of day | |
INT | 103 | No | 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 | ||
STRING | 1 | No | Orders submitted via the FIX interface must be placed to a valid OEC account | ||
INT | 581 | No | 1 - ACCOUNTCUSTOMER | ||
COMPONENT | Yes | Contract specification | |||
CHAR | 54 | Yes | 1 - BUY 2 - SELL | ||
COMPONENT | No | ||||
CHAR | 40 | No | 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 | 44 | No | Decimal format | ||
PRICE | 99 | No | Decimal format | ||
CURRENCY | 15 | No | OEC names of currencies | ||
BOOLEAN | 377 | No | N - NO Y - YES | NO, if execution report was initiated due to unsolicited action | |
BOOLEAN | 325 | No | N - NO Y - YES | Y, if execution report was initiated due to unsolicited action | |
CHAR | 59 | No | 0 - DAY 1 - GOODTILLCANCEL 2 - ATTHEOPENING 3 - IMMEDIATEORCANCEL 4 - FILLORKILL 6 - GOODTILLDATE 7 - ATTHECLOSE | ||
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 | ||
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. | ||
UTCTIMESTAMP | 126 | No |
Should be specified in conjunction with TimeInForce(59) = Good Till Date Format: YYYYMMDD-HH:MM:SS | ||
MULTIPLEVALUESTRING | 18 | No | a - TRAILSTOPPEG | ||
QTY | 32 | No | |||
PRICE | 31 | No | |||
QTY | 151 | Yes | |||
QTY | 14 | Yes | |||
PRICE | 6 | Yes | |||
LOCALMKTDATE | 75 | No | |||
UTCTIMESTAMP | 60 | No | |||
COMPONENT | No | Trade's commission details | |||
QTY | 111 | No | Small quantity of Iceberg orders | ||
STRING | 58 | No | |||
CHAR | 442 | No | 1 - SINGLE 2 - INDIVLEG 3 - MULTILEG |
This field is used for execution reports of spread orders: INDIVLEG = individual leg's trade MULTILEG = order status |