Spark Order
A Spark Order is a multiple-component (batch) order that consists of:
- A Trigger order
- One or more contingent Related orders
When a Spark order is submitted:
- The Trigger order is sent to the market immediately
- The Related orders are suspended (held) with Activation Type = Queue (Tag 10102=6)
- When the Trigger component trades, all Related components are activated and sent to the exchange to work independently of each other
A Spark Order is submitted with the New Order List (Tag 35=E) message.
Relevant Tags:
| Tag | Field | Description |
|---|---|---|
| 1385=3 | ContingencyType | Specifier of Spark order type |
| 10101 | TriggerPrice | Price of Trigger component |
| 10104 | TriggerStop | Stop price of Trigger component |
| 10105 | TriggerStopTrail | Trail amount for Trigger Stop price |
| 44 | Price | Limit price of Related component |
| 99 | Stop Price | Stop price of Related component |
| 40 | Order Type | Order type — must be a Limit Order type for the Trigger component |
| 48 | SecurityID | Market for which the order is sent |
| 55 | Symbol | Contract for which the order is sent |
| 207 | SecurityExchange | Exchange for which the order is sent |
Key Notes:
- Trigger order can be any order type, including Market, Limit, Stop, or Trailing Stop.
- Related components can be GTC, StopLimit, or Trailing.
- Activation is not supported with Spark orders.
- All components must be for the same account and same market.
Sample:
In this example, a Buy Spark order is submitted with:
- Trigger Limit Price (Tag 10101) = 157875
- Two Related Limit orders to Sell at 150900 (Tag 44)
Upon submission:
- The 2-lot Trigger order is sent to market
- The two 1-lot Related orders are held
When the Trigger order fills at 157875 (Tag 31), the two suspended orders are activated and sent to sell at 150900. The two Related working orders are then replaced to sell at 157875, and both are filled at that price.
Spark Order - Submitting Order
>> 4/26/2013 10:49:03 AM [FIXNEWORDERLIST] 34=2055|49=T4Example|56=T450=Account1|52=20130426-15:49:03.963|66=fnl-635025701439636585|1385=3|433=1|68=3|11=batch-1-635025701439636585|1=Account1|54=1|38=2|48=CME_20130600_ESM3|55=ES|207=CME_Eq|40=2|59=0|21=2|60=20130426-15:49:03.963|204=0|10101=157875|11=batch-2-635025701439636585|1=Account1|54=2|38=1|48=CME_20130600_ESM3|55=ES|207=CME_Eq|40=2|44=157900|59=0|21=2|60=20130426-15:49:03.963|204=0|10102=6|11=batch-3-635025701439636585|1=Account1|54=2|38=1|48=CME_20130600_ESM3|55=ES|207=CME_Eq|40=2|44=157900|59=0|21=2|60=20130426-15:49:03.963|204=0|10102=6| [FIXNEWORDERLIST] [MsgSeqNum] 34 = 2055 [SenderCompID] 49 = T4Example [TargetCompID] 56 = T4 [SenderSubID] 50 = Account1 [SendingTime] 52 = 20130426-15:49:03.963 [ListID] 66 = fnl-635025701439636585 [ContingencyType] 1385 = 3 (SPARK) [ListExecInstType] 433 = 1 (IMMEDIATE) [TotNoOrders] 68 = 3 [ClOrdID] 11 = batch-1-635025701439636585 [Account] 1 = Account1 [Side] 54 = 1 (BUY) [OrderQty] 38 = 2 [SecurityID] 48 = CME_20130600_ESM3 [Symbol] 55 = ES [SecurityExchange] 207 = CME_Eq [OrdType] 40 = 2 (LIMIT) [TimeInForce] 59 = 0 (DAY) [HandlInst] 21 = 2 (AUTOMATED_EXECUTION_ORDER_PUBLIC_BROKER_INTERVENTION_OK) [TransactTime] 60 = 20130426-15:49:03.963 [CustomerOrFirm] 204 = 0 (CUSTOMER) [TriggerPrice] 10101 = 157875 [ClOrdID] 11 = batch-2-635025701439636585 [Account] 1 = Account1 [Side] 54 = 2 (SELL) [OrderQty] 38 = 1 [SecurityID] 48 = CME_20130600_ESM3 [Symbol] 55 = ES [SecurityExchange] 207 = CME_Eq [OrdType] 40 = 2 (LIMIT) [Price] 44 = 157900 [TimeInForce] 59 = 0 (DAY) [HandlInst] 21 = 2 (AUTOMATED_EXECUTION_ORDER_PUBLIC_BROKER_INTERVENTION_OK) [TransactTime] 60 = 20130426-15:49:03.963 [CustomerOrFirm] 204 = 0 (CUSTOMER) [ActivationType] 10102 = 6 (QUEUE) [ClOrdID] 11 = batch-3-635025701439636585 [Account] 1 = Account1 [Side] 54 = 2 (SELL) [OrderQty] 38 = 1 [SecurityID] 48 = CME_20130600_ESM3 [Symbol] 55 = ES [SecurityExchange] 207 = CME_Eq [OrdType] 40 = 2 (LIMIT) [Price] 44 = 157900 [TimeInForce] 59 = 0 (DAY) [HandlInst] 21 = 2 (AUTOMATED_EXECUTION_ORDER_PUBLIC_BROKER_INTERVENTION_OK) [TransactTime] 60 = 20130426-15:49:03.963 [CustomerOrFirm] 204 = 0 (CUSTOMER) [ActivationType] 10102 = 6 (QUEUE)
Spark Order: Related Component 2 is suspended
<< 4/26/2013 10:49:04 AM [fixexecutionreport] 34=139716|49=T4|56=T4Example|50=T4FIX|52=20130426-15:49:04.010|143=US,IL|1=Account1|11=batch-2-635025701439636585|66=fnl-635025701439636585|17=0.635025701461243750.2.4.5E73F665|150=9|37=5E73F665-33E3-4E72-A78B-F31CC6C70748|39=9|48=CME_20130600_ESM3|55=ES|207=CME_Eq|200=201306|59=0|107=E-mini S&P 500 Jun13|54=2|167=FUT|38=1|40=2|44=157900|58=Activation Pending: SubmissionRiskSuccess. Order Held|60=20130426-15:49:06.128|21=1|204=0|1385=3| [FIXEXECUTIONREPORT] [MsgSeqNum] 34 = 139716 [SenderCompID] 49 = T4 [TargetCompID] 56 = T4Example [SenderSubID] 50 = T4FIX [SendingTime] 52 = 20130426-15:49:04.010 [TargetLocationID] 143 = US,IL [Account] 1 = Account1 [ClOrdID] 11 = batch-2-635025701439636585 [ListID] 66 = fnl-635025701439636585 [ExecID] 17 = 0.635025701461243750.2.4.5E73F665 [ExecType] 150 = 9 (SUSPENDED) [OrderID] 37 = 5E73F665-33E3-4E72-A78B-F31CC6C70748 [OrdStatus] 39 = 9 (SUSPENDED) [SecurityID] 48 = CME_20130600_ESM3 [Symbol] 55 = ES [SecurityExchange] 207 = CME_Eq [MaturityMonthYear] 200 = 201306 [TimeInForce] 59 = 0 (DAY) [SecurityDesc] 107 = E-mini S&P 500 Jun13 [Side] 54 = 2 (SELL) [SecurityType] 167 = FUT (FUTURE) [OrderQty] 38 = 1 [OrdType] 40 = 2 (LIMIT) [Price] 44 = 157900 [Text] 58 = Activation Pending: SubmissionRiskSuccess. Order Held [TransactTime] 60 = 20130426-15:49:06.128 [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION) [CustomerOrFirm] 204 = 0 (CUSTOMER) [ContingencyType] 1385 = 3 (SPARK)
Spark Order: Related Component 3 is suspended
<< 4/26/2013 10:49:04 AM [fixexecutionreport] 34=139717|49=T4|56=T4Example|50=T4FIX|52=20130426-15:49:04.010|143=US,IL|1=Account1|11=batch-3-635025701439636585|66=fnl-635025701439636585|17=0.635025701461243750.2.4.20277BF1|150=9|37=20277BF1-5E3E-4429-B4C0-7031D24313EF|39=9|48=CME_20130600_ESM3|55=ES|207=CME_Eq|200=201306|59=0|107=E-mini S&P 500 Jun13|54=2|167=FUT|38=1|40=2|44=157900|58=Activation Pending: SubmissionRiskSuccess. Order Held|60=20130426-15:49:06.132|21=1|204=0|1385=3| [FIXEXECUTIONREPORT] [MsgSeqNum] 34 = 139717 [SenderCompID] 49 = T4 [TargetCompID] 56 = T4Example [SenderSubID] 50 = T4FIX [SendingTime] 52 = 20130426-15:49:04.010 [TargetLocationID] 143 = US,IL [Account] 1 = Account1 [ClOrdID] 11 = batch-3-635025701439636585 [ListID] 66 = fnl-635025701439636585 [ExecID] 17 = 0.635025701461243750.2.4.20277BF1 [ExecType] 150 = 9 (SUSPENDED) [OrderID] 37 = 20277BF1-5E3E-4429-B4C0-7031D24313EF [OrdStatus] 39 = 9 (SUSPENDED) [SecurityID] 48 = CME_20130600_ESM3 [Symbol] 55 = ES [SecurityExchange] 207 = CME_Eq [MaturityMonthYear] 200 = 201306 [TimeInForce] 59 = 0 (DAY) [SecurityDesc] 107 = E-mini S&P 500 Jun13 [Side] 54 = 2 (SELL) [SecurityType] 167 = FUT (FUTURE) [OrderQty] 38 = 1 [OrdType] 40 = 2 (LIMIT) [Price] 44 = 157900 [Text] 58 = Activation Pending: SubmissionRiskSuccess. Order Held [TransactTime] 60 = 20130426-15:49:06.132 [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION) [CustomerOrFirm] 204 = 0 (CUSTOMER) [ContingencyType] 1385 = 3 (SPARK)
Spark Order: Trigger is working the exchange
<< 4/26/2013 10:49:04 AM [fixexecutionreport] 34=139719|49=T4|56=T4Example|50=T4FIX|52=20130426-15:49:04.072|143=US,IL|1=Account1|11=batch-1-635025701439636585|66=fnl-635025701439636585|17=48336.6446995641_ESM3.6350257014626800006.1.1AE77779|150=0|37=1AE77779-81FC-4AB4-ADF7-644C00F941FE|39=0|48=CME_20130600_ESM3|55=ES|207=CME_Eq|200=201306|59=0|107=E-mini S&P 500 Jun13|54=1|167=FUT|38=2|40=2|44=157875|60=20130426-15:49:06.268|21=1|204=0|1385=3| [FIXEXECUTIONREPORT] [MsgSeqNum] 34 = 139719 [SenderCompID] 49 = T4 [TargetCompID] 56 = T4Example [SenderSubID] 50 = T4FIX [SendingTime] 52 = 20130426-15:49:04.072 [TargetLocationID] 143 = US,IL [Account] 1 = Account1 [ClOrdID] 11 = batch-1-635025701439636585 [ListID] 66 = fnl-635025701439636585 [ExecID] 17 = 48336.6446995641_ESM3.6350257014626800006.1.1AE77779 [ExecType] 150 = 0 (NEW) [OrderID] 37 = 1AE77779-81FC-4AB4-ADF7-644C00F941FE [OrdStatus] 39 = 0 (NEW) [SecurityID] 48 = CME_20130600_ESM3 [Symbol] 55 = ES [SecurityExchange] 207 = CME_Eq [MaturityMonthYear] 200 = 201306 [TimeInForce] 59 = 0 (DAY) [SecurityDesc] 107 = E-mini S&P 500 Jun13 [Side] 54 = 1 (BUY) [SecurityType] 167 = FUT (FUTURE) [OrderQty] 38 = 2 [OrdType] 40 = 2 (LIMIT) [Price] 44 = 157875 [TransactTime] 60 = 20130426-15:49:06.268 [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION) [CustomerOrFirm] 204 = 0 (CUSTOMER) [ContingencyType] 1385 = 3 (SPARK)
Spark Order: Trigger is filled.
<< 4/26/2013 10:52:57 AM [fixexecutionreport] 34=140009|49=T4|56=T4Example|50=T4FIX|52=20130426-15:52:57.792|143=US,IL|1=Account1|11=batch-1-635025701439636585|66=fnl-635025701439636585|17=64229:5589578TN0376235.63502570380053000021.2.1AE77779|150=F|37=1AE77779-81FC-4AB4-ADF7-644C00F941FE|39=2|48=CME_20130600_ESM3|55=ES|207=CME_Eq|200=201306|59=0|107=E-mini S&P 500 Jun13|54=1|167=FUT|38=2|40=2|44=157875|31=157875|32=2|14=2|151=0|60=20130426-15:52:59.921|21=1|204=0|337=TRADE|375=CME000A|1385=3| [FIXEXECUTIONREPORT] [MsgSeqNum] 34 = 140009 [SenderCompID] 49 = T4 [TargetCompID] 56 = T4Example [SenderSubID] 50 = T4FIX [SendingTime] 52 = 20130426-15:52:57.792 [TargetLocationID] 143 = US,IL [Account] 1 = Account1 [ClOrdID] 11 = batch-1-635025701439636585 [ListID] 66 = fnl-635025701439636585 [ExecID] 17 = 64229:5589578TN0376235.63502570380053000021.2.1AE77779 [ExecType] 150 = F [OrderID] 37 = 1AE77779-81FC-4AB4-ADF7-644C00F941FE [OrdStatus] 39 = 2 (FILLED) [SecurityID] 48 = CME_20130600_ESM3 [Symbol] 55 = ES [SecurityExchange] 207 = CME_Eq [MaturityMonthYear] 200 = 201306 [TimeInForce] 59 = 0 (DAY) [SecurityDesc] 107 = E-mini S&P 500 Jun13 [Side] 54 = 1 (BUY) [SecurityType] 167 = FUT (FUTURE) [OrderQty] 38 = 2 [OrdType] 40 = 2 (LIMIT) [Price] 44 = 157875 [LastPx] 31 = 157875 [LastShares] 32 = 2 [CumQty] 14 = 2 [LeavesQty] 151 = 0 [TransactTime] 60 = 20130426-15:52:59.921 [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION) [CustomerOrFirm] 204 = 0 (CUSTOMER) [ContraTrader] 337 = TRADE [ContraBroker] 375 = CME000A [ContingencyType] 1385 = 3 (SPARK)
Spark Order: Related Component 3 passes Risk Assesment for Activation.
<< 4/26/2013 10:52:58 AM [fixexecutionreport] 34=140011|49=T4|56=T4Example|50=T4FIX|52=20130426-15:52:58.057|143=US,IL|1=Account1|11=batch-3-635025701439636585|66=fnl-635025701439636585|17=0.635025703801868750.2.4.20277BF1|150=9|37=20277BF1-5E3E-4429-B4C0-7031D24313EF|39=9|48=CME_20130600_ESM3|55=ES|207=CME_Eq|200=201306|59=0|107=E-mini S&P 500 Jun13|54=2|167=FUT|38=1|40=2|44=157900|58=Spark Activated: SubmissionRiskSuccess. Order Held|60=20130426-15:49:06.132|21=1|204=0|1385=3| [FIXEXECUTIONREPORT] [MsgSeqNum] 34 = 140011 [SenderCompID] 49 = T4 [TargetCompID] 56 = T4Example [SenderSubID] 50 = T4FIX [SendingTime] 52 = 20130426-15:52:58.057 [TargetLocationID] 143 = US,IL [Account] 1 = Account1 [ClOrdID] 11 = batch-3-635025701439636585 [ListID] 66 = fnl-635025701439636585 [ExecID] 17 = 0.635025703801868750.2.4.20277BF1 [ExecType] 150 = 9 (SUSPENDED) [OrderID] 37 = 20277BF1-5E3E-4429-B4C0-7031D24313EF [OrdStatus] 39 = 9 (SUSPENDED) [SecurityID] 48 = CME_20130600_ESM3 [Symbol] 55 = ES [SecurityExchange] 207 = CME_Eq [MaturityMonthYear] 200 = 201306 [TimeInForce] 59 = 0 (DAY) [SecurityDesc] 107 = E-mini S&P 500 Jun13 [Side] 54 = 2 (SELL) [SecurityType] 167 = FUT (FUTURE) [OrderQty] 38 = 1 [OrdType] 40 = 2 (LIMIT) [Price] 44 = 157900 [Text] 58 = Spark Activated: SubmissionRiskSuccess. Order Held [TransactTime] 60 = 20130426-15:49:06.132 [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION) [CustomerOrFirm] 204 = 0 (CUSTOMER) [ContingencyType] 1385 = 3 (SPARK)
Spark Order: Related Component 2 passes Risk Assesment for Activation.
<< 4/26/2013 10:52:58 AM [fixexecutionreport] 34=140012|49=T4|56=T4Example|50=T4FIX|52=20130426-15:52:58.057|143=US,IL|1=Account1|11=batch-2-635025701439636585|66=fnl-635025701439636585|17=0.635025703801868750.2.4.5E73F665|150=9|37=5E73F665-33E3-4E72-A78B-F31CC6C70748|39=9|48=CME_20130600_ESM3|55=ES|207=CME_Eq|200=201306|59=0|107=E-mini S&P 500 Jun13|54=2|167=FUT|38=1|40=2|44=157900|58=Spark Activated: SubmissionRiskSuccess. Order Held|60=20130426-15:49:06.128|21=1|204=0|1385=3| [FIXEXECUTIONREPORT] [MsgSeqNum] 34 = 140012 [SenderCompID] 49 = T4 [TargetCompID] 56 = T4Example [SenderSubID] 50 = T4FIX [SendingTime] 52 = 20130426-15:52:58.057 [TargetLocationID] 143 = US,IL [Account] 1 = Account1 [ClOrdID] 11 = batch-2-635025701439636585 [ListID] 66 = fnl-635025701439636585 [ExecID] 17 = 0.635025703801868750.2.4.5E73F665 [ExecType] 150 = 9 (SUSPENDED) [OrderID] 37 = 5E73F665-33E3-4E72-A78B-F31CC6C70748 [OrdStatus] 39 = 9 (SUSPENDED) [SecurityID] 48 = CME_20130600_ESM3 [Symbol] 55 = ES [SecurityExchange] 207 = CME_Eq [MaturityMonthYear] 200 = 201306 [TimeInForce] 59 = 0 (DAY) [SecurityDesc] 107 = E-mini S&P 500 Jun13 [Side] 54 = 2 (SELL) [SecurityType] 167 = FUT (FUTURE) [OrderQty] 38 = 1 [OrdType] 40 = 2 (LIMIT) [Price] 44 = 157900 [Text] 58 = Spark Activated: SubmissionRiskSuccess. Order Held [TransactTime] 60 = 20130426-15:49:06.128 [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION) [CustomerOrFirm] 204 = 0 (CUSTOMER) [ContingencyType] 1385 = 3 (SPARK)
Spark Order: Related Component 3 is activated and sent to the exchange.
<< 4/26/2013 10:52:58 AM [fixexecutionreport] 34=140013|49=T4|56=T4Example|50=T4FIX|52=20130426-15:52:58.057|143=US,IL|1=Account1|11=batch-3-635025701439636585|66=fnl-635025701439636585|17=48337..04.4.20277BF1|150=9|37=20277BF1-5E3E-4429-B4C0-7031D24313EF|39=9|48=CME_20130600_ESM3|55=ES|207=CME_Eq|200=201306|59=0|107=E-mini S&P 500 Jun13|54=2|167=FUT|38=1|40=2|44=157900|58=Spark Activated|21=1|204=0|1385=3| [FIXEXECUTIONREPORT] [MsgSeqNum] 34 = 140013 [SenderCompID] 49 = T4 [TargetCompID] 56 = T4Example [SenderSubID] 50 = T4FIX [SendingTime] 52 = 20130426-15:52:58.057 [TargetLocationID] 143 = US,IL [Account] 1 = Account1 [ClOrdID] 11 = batch-3-635025701439636585 [ListID] 66 = fnl-635025701439636585 [ExecID] 17 = 48337..04.4.20277BF1 [ExecType] 150 = 9 (SUSPENDED) [OrderID] 37 = 20277BF1-5E3E-4429-B4C0-7031D24313EF [OrdStatus] 39 = 9 (SUSPENDED) [SecurityID] 48 = CME_20130600_ESM3 [Symbol] 55 = ES [SecurityExchange] 207 = CME_Eq [MaturityMonthYear] 200 = 201306 [TimeInForce] 59 = 0 (DAY) [SecurityDesc] 107 = E-mini S&P 500 Jun13 [Side] 54 = 2 (SELL) [SecurityType] 167 = FUT (FUTURE) [OrderQty] 38 = 1 [OrdType] 40 = 2 (LIMIT) [Price] 44 = 157900 [Text] 58 = Spark Activated [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION) [CustomerOrFirm] 204 = 0 (CUSTOMER) [ContingencyType] 1385 = 3 (SPARK)
Spark Order: Related Component 2 is activated and sent to the exchange.
<< 4/26/2013 10:52:58 AM [fixexecutionreport] 34=140014|49=T4|56=T4Example|50=T4FIX|52=20130426-15:52:58.057|143=US,IL|1=Account1|11=batch-2-635025701439636585|66=fnl-635025701439636585|17=48338..04.4.5E73F665|150=9|37=5E73F665-33E3-4E72-A78B-F31CC6C70748|39=9|48=CME_20130600_ESM3|55=ES|207=CME_Eq|200=201306|59=0|107=E-mini S&P 500 Jun13|54=2|167=FUT|38=1|40=2|44=157900|58=Spark Activated|21=1|204=0|1385=3| [FIXEXECUTIONREPORT] [MsgSeqNum] 34 = 140014 [SenderCompID] 49 = T4 [TargetCompID] 56 = T4Example [SenderSubID] 50 = T4FIX [SendingTime] 52 = 20130426-15:52:58.057 [TargetLocationID] 143 = US,IL [Account] 1 = Account1 [ClOrdID] 11 = batch-2-635025701439636585 [ListID] 66 = fnl-635025701439636585 [ExecID] 17 = 48338..04.4.5E73F665 [ExecType] 150 = 9 (SUSPENDED) [OrderID] 37 = 5E73F665-33E3-4E72-A78B-F31CC6C70748 [OrdStatus] 39 = 9 (SUSPENDED) [SecurityID] 48 = CME_20130600_ESM3 [Symbol] 55 = ES [SecurityExchange] 207 = CME_Eq [MaturityMonthYear] 200 = 201306 [TimeInForce] 59 = 0 (DAY) [SecurityDesc] 107 = E-mini S&P 500 Jun13 [Side] 54 = 2 (SELL) [SecurityType] 167 = FUT (FUTURE) [OrderQty] 38 = 1 [OrdType] 40 = 2 (LIMIT) [Price] 44 = 157900 [Text] 58 = Spark Activated [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION) [CustomerOrFirm] 204 = 0 (CUSTOMER) [ContingencyType] 1385 = 3 (SPARK)
Spark Order: Related Component 3 is Working the exchange.
<< 4/26/2013 10:52:58 AM [fixexecutionreport] 34=140015|49=T4|56=T4Example|50=T4FIX|52=20130426-15:52:58.073|143=US,IL|1=Account1|11=batch-3-635025701439636585|66=fnl-635025701439636585|17=48337.6446996401_ESM3.6350257038033000006.1.20277BF1|150=0|37=20277BF1-5E3E-4429-B4C0-7031D24313EF|39=0|48=CME_20130600_ESM3|55=ES|207=CME_Eq|200=201306|59=0|107=E-mini S&P 500 Jun13|54=2|167=FUT|38=1|40=2|44=157900|60=20130426-15:53:00.330|21=1|204=0|1385=3| [FIXEXECUTIONREPORT] [MsgSeqNum] 34 = 140015 [SenderCompID] 49 = T4 [TargetCompID] 56 = T4Example [SenderSubID] 50 = T4FIX [SendingTime] 52 = 20130426-15:52:58.073 [TargetLocationID] 143 = US,IL [Account] 1 = Account1 [ClOrdID] 11 = batch-3-635025701439636585 [ListID] 66 = fnl-635025701439636585 [ExecID] 17 = 48337.6446996401_ESM3.6350257038033000006.1.20277BF1 [ExecType] 150 = 0 (NEW) [OrderID] 37 = 20277BF1-5E3E-4429-B4C0-7031D24313EF [OrdStatus] 39 = 0 (NEW) [SecurityID] 48 = CME_20130600_ESM3 [Symbol] 55 = ES [SecurityExchange] 207 = CME_Eq [MaturityMonthYear] 200 = 201306 [TimeInForce] 59 = 0 (DAY) [SecurityDesc] 107 = E-mini S&P 500 Jun13 [Side] 54 = 2 (SELL) [SecurityType] 167 = FUT (FUTURE) [OrderQty] 38 = 1 [OrdType] 40 = 2 (LIMIT) [Price] 44 = 157900 [TransactTime] 60 = 20130426-15:53:00.330 [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION) [CustomerOrFirm] 204 = 0 (CUSTOMER) [ContingencyType] 1385 = 3 (SPARK)
Spark Order: Related Component 2 is Working the exchange.
<< 4/26/2013 10:52:58 AM [fixexecutionreport] 34=140017|49=T4|56=T4Example|50=T4FIX|52=20130426-15:52:58.307|143=US,IL|1=Account1|11=batch-2-635025701439636585|66=fnl-635025701439636585|17=48338.6446996402_ESM3.6350257038033500006.1.5E73F665|150=0|37=5E73F665-33E3-4E72-A78B-F31CC6C70748|39=0|48=CME_20130600_ESM3|55=ES|207=CME_Eq|200=201306|59=0|107=E-mini S&P 500 Jun13|54=2|167=FUT|38=1|40=2|44=157900|60=20130426-15:53:00.335|21=1|204=0|1385=3| [FIXEXECUTIONREPORT] [MsgSeqNum] 34 = 140017 [SenderCompID] 49 = T4 [TargetCompID] 56 = T4Example [SenderSubID] 50 = T4FIX [SendingTime] 52 = 20130426-15:52:58.307 [TargetLocationID] 143 = US,IL [Account] 1 = Account1 [ClOrdID] 11 = batch-2-635025701439636585 [ListID] 66 = fnl-635025701439636585 [ExecID] 17 = 48338.6446996402_ESM3.6350257038033500006.1.5E73F665 [ExecType] 150 = 0 (NEW) [OrderID] 37 = 5E73F665-33E3-4E72-A78B-F31CC6C70748 [OrdStatus] 39 = 0 (NEW) [SecurityID] 48 = CME_20130600_ESM3 [Symbol] 55 = ES [SecurityExchange] 207 = CME_Eq [MaturityMonthYear] 200 = 201306 [TimeInForce] 59 = 0 (DAY) [SecurityDesc] 107 = E-mini S&P 500 Jun13 [Side] 54 = 2 (SELL) [SecurityType] 167 = FUT (FUTURE) [OrderQty] 38 = 1 [OrdType] 40 = 2 (LIMIT) [Price] 44 = 157900 [TransactTime] 60 = 20130426-15:53:00.335 [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION) [CustomerOrFirm] 204 = 0 (CUSTOMER) [ContingencyType] 1385 = 3 (SPARK)
Spark Order: Replace Request of Limit Price for Component 3
>> 4/26/2013 11:12:24 AM [FIXCANCELREPLACE] 34=2102|49=T4Example|56=T4|50=Account1|52=20130426-16:12:24.089|1=Account1|11=fr-635025715440890342|41=batch-3-635025701439636585|37=20277BF1-5E3E-4429-B4C0-7031D24313EF|48=CME_20130600_ESM3|55=ES|207=CME_Eq|54=2|38=1|40=2|44=157875|59=0|167=FUT|21=1|60=20130426-16:12:24.089|204=0| [FIXCANCELREPLACE] [MsgSeqNum] 34 = 2102 [SenderCompID] 49 = T4Example [TargetCompID] 56 = T4 [SenderSubID] 50 = Account1 [SendingTime] 52 = 20130426-16:12:24.089 [Account] 1 = Account1 [ClOrdID] 11 = fr-635025715440890342 [OrigClOrdID] 41 = batch-3-635025701439636585 [OrderID] 37 = 20277BF1-5E3E-4429-B4C0-7031D24313EF [SecurityID] 48 = CME_20130600_ESM3 [Symbol] 55 = ES [SecurityExchange] 207 = CME_Eq [Side] 54 = 2 (SELL) [OrderQty] 38 = 1 [OrdType] 40 = 2 (LIMIT) [Price] 44 = 157875 [TimeInForce] 59 = 0 (DAY) [SecurityType] 167 = FUT (FUTURE) [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION) [TransactTime] 60 = 20130426-16:12:24.089 [CustomerOrFirm] 204 = 0 (CUSTOMER)
Spark Order: Component 3 is pending Replace - Risk Assessed
<< 4/26/2013 11:12:24 AM [fixexecutionreport] 34=141657|49=T4|56=T4Example|50=T4FIX|52=20130426-16:12:24.089|143=US,IL|1=Account1|11=fr-635025715440890342|41=batch-3-635025701439636585|66=fnl-635025701439636585|17=48337.6446996401_ESM3.6350257038033000008.1.20277BF1|150=E|37=20277BF1-5E3E-4429-B4C0-7031D24313EF|39=E|48=CME_20130600_ESM3|55=ES|207=CME_Eq|200=201306|59=0|107=E-mini S&P 500 Jun13|54=2|167=FUT|38=1|40=2|44=157900|60=20130426-15:53:00.330|21=1|204=0|1385=3| [FIXEXECUTIONREPORT] [MsgSeqNum] 34 = 141657 [SenderCompID] 49 = T4 [TargetCompID] 56 = T4Example [SenderSubID] 50 = T4FIX [SendingTime] 52 = 20130426-16:12:24.089 [TargetLocationID] 143 = US,IL [Account] 1 = Account1 [ClOrdID] 11 = fr-635025715440890342 [OrigClOrdID] 41 = batch-3-635025701439636585 [ListID] 66 = fnl-635025701439636585 [ExecID] 17 = 48337.6446996401_ESM3.6350257038033000008.1.20277BF1 [ExecType] 150 = E (PENDING_REPLACE) [OrderID] 37 = 20277BF1-5E3E-4429-B4C0-7031D24313EF [OrdStatus] 39 = E (PENDING_REPLACE) [SecurityID] 48 = CME_20130600_ESM3 [Symbol] 55 = ES [SecurityExchange] 207 = CME_Eq [MaturityMonthYear] 200 = 201306 [TimeInForce] 59 = 0 (DAY) [SecurityDesc] 107 = E-mini S&P 500 Jun13 [Side] 54 = 2 (SELL) [SecurityType] 167 = FUT (FUTURE) [OrderQty] 38 = 1 [OrdType] 40 = 2 (LIMIT) [Price] 44 = 157900 [TransactTime] 60 = 20130426-15:53:00.330 [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION) [CustomerOrFirm] 204 = 0 (CUSTOMER) [ContingencyType] 1385 = 3 (SPARK)
Spark Order: Component 3 is pending Replace - Submitted to the exchange
<< 4/26/2013 11:12:24 AM [fixexecutionreport] 34=141658|49=T4|56=T4Example|50=T4FIX|52=20130426-16:12:24.104|143=US,IL|1=Account1|11=fr-635025715440890342|41=batch-3-635025701439636585|66=fnl-635025701439636585|17=48339.6446996401_ESM3.63502570380330000010.1.20277BF1|150=E|37=20277BF1-5E3E-4429-B4C0-7031D24313EF|39=E|48=CME_20130600_ESM3|55=ES|207=CME_Eq|200=201306|59=0|107=E-mini S&P 500 Jun13|54=2|167=FUT|38=1|40=2|44=157900|60=20130426-15:53:00.330|21=1|204=0|1385=3| [FIXEXECUTIONREPORT] [MsgSeqNum] 34 = 141658 [SenderCompID] 49 = T4 [TargetCompID] 56 = T4Example [SenderSubID] 50 = T4FIX [SendingTime] 52 = 20130426-16:12:24.104 [TargetLocationID] 143 = US,IL [Account] 1 = Account1 [ClOrdID] 11 = fr-635025715440890342 [OrigClOrdID] 41 = batch-3-635025701439636585 [ListID] 66 = fnl-635025701439636585 [ExecID] 17 = 48339.6446996401_ESM3.63502570380330000010.1.20277BF1 [ExecType] 150 = E (PENDING_REPLACE) [OrderID] 37 = 20277BF1-5E3E-4429-B4C0-7031D24313EF [OrdStatus] 39 = E (PENDING_REPLACE) [SecurityID] 48 = CME_20130600_ESM3 [Symbol] 55 = ES [SecurityExchange] 207 = CME_Eq [MaturityMonthYear] 200 = 201306 [TimeInForce] 59 = 0 (DAY) [SecurityDesc] 107 = E-mini S&P 500 Jun13 [Side] 54 = 2 (SELL) [SecurityType] 167 = FUT (FUTURE) [OrderQty] 38 = 1 [OrdType] 40 = 2 (LIMIT) [Price] 44 = 157900 [TransactTime] 60 = 20130426-15:53:00.330 [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION) [CustomerOrFirm] 204 = 0 (CUSTOMER) [ContingencyType] 1385 = 3 (SPARK)
Spark Order: Component 3 is replaced
<< 4/26/2013 11:12:24 AM [fixexecutionreport] 34=141659|49=T4|56=T4Example|50=T4FIX|52=20130426-16:12:24.120|143=US,IL|1=Account1|11=fr-635025715440890342|41=batch-3-635025701439636585|66=fnl-635025701439636585|17=48339.6446996401_ESM3.63502571546371000012.1.20277BF1|150=5|37=20277BF1-5E3E-4429-B4C0-7031D24313EF|39=5|48=CME_20130600_ESM3|55=ES|207=CME_Eq|200=201306|59=0|107=E-mini S&P 500 Jun13|54=2|167=FUT|38=1|40=2|44=157875|60=20130426-16:12:26.371|21=1|204=0|1385=3| [FIXEXECUTIONREPORT] [MsgSeqNum] 34 = 141659 [SenderCompID] 49 = T4 [TargetCompID] 56 = T4Example [SenderSubID] 50 = T4FIX [SendingTime] 52 = 20130426-16:12:24.120 [TargetLocationID] 143 = US,IL [Account] 1 = Account1 [ClOrdID] 11 = fr-635025715440890342 [OrigClOrdID] 41 = batch-3-635025701439636585 [ListID] 66 = fnl-635025701439636585 [ExecID] 17 = 48339.6446996401_ESM3.63502571546371000012.1.20277BF1 [ExecType] 150 = 5 (REPLACE) [OrderID] 37 = 20277BF1-5E3E-4429-B4C0-7031D24313EF [OrdStatus] 39 = 5 (REPLACED) [SecurityID] 48 = CME_20130600_ESM3 [Symbol] 55 = ES [SecurityExchange] 207 = CME_Eq [MaturityMonthYear] 200 = 201306 [TimeInForce] 59 = 0 (DAY) [SecurityDesc] 107 = E-mini S&P 500 Jun13 [Side] 54 = 2 (SELL) [SecurityType] 167 = FUT (FUTURE) [OrderQty] 38 = 1 [OrdType] 40 = 2 (LIMIT) [Price] 44 = 157875 [TransactTime] 60 = 20130426-16:12:26.371 [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION) [CustomerOrFirm] 204 = 0 (CUSTOMER) [ContingencyType] 1385 = 3 (SPARK)
Spark Order: Replace Request of Limit Price for Component 2
>> 4/26/2013 11:12:31 AM [FIXCANCELREPLACE] 34=2103|49 = T4Example|56=test|50=Account1|52=20130426-16:12:31.636|1=Account1|11=fr-635025715516362476|41=batch-2-635025701439636585|37=5E73F665-33E3-4E72-A78B-F31CC6C70748|48=CME_20130600_ESM3|55=ES|207=CME_Eq|54=2|38=1|40=2|44=157875|59=0|167=FUT|21=1|60=20130426-16:12:31.636|204=0| [FIXCANCELREPLACE] [MsgSeqNum] 34 = 2103 [SenderCompID] 49 = T4Example [TargetCompID] 56 = test [SenderSubID] 50 = Account1 [SendingTime] 52 = 20130426-16:12:31.636 [Account] 1 = Account1 [ClOrdID] 11 = fr-635025715516362476 [OrigClOrdID] 41 = batch-2-635025701439636585 [OrderID] 37 = 5E73F665-33E3-4E72-A78B-F31CC6C70748 [SecurityID] 48 = CME_20130600_ESM3 [Symbol] 55 = ES [SecurityExchange] 207 = CME_Eq [Side] 54 = 2 (SELL) [OrderQty] 38 = 1 [OrdType] 40 = 2 (LIMIT) [Price] 44 = 157875 [TimeInForce] 59 = 0 (DAY) [SecurityType] 167 = FUT (FUTURE) [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION) [TransactTime] 60 = 20130426-16:12:31.636 [CustomerOrFirm] 204 = 0 (CUSTOMER)
Spark Order: Component 2 is pending Replace - Risk Assessed
<< 4/26/2013 11:12:31 AM [fixexecutionreport] 34=141677|49=T4|56=T4Example|50=T4FIX|52=20130426-16:12:31.651|143=US,IL|1=Account1|11=fr-635025715516362476|41=batch-2-635025701439636585|66=fnl-635025701439636585|17=48338.6446996402_ESM3.6350257038033500008.1.5E73F665|150=E|37=5E73F665-33E3-4E72-A78B-F31CC6C70748|39=E|48=CME_20130600_ESM3|55=ES|207=CME_Eq|200=201306|59=0|107=E-mini S&P 500 Jun13|54=2|167=FUT|38=1|40=2|44=157900|60=20130426-15:53:00.335|21=1|204=0|1385=3| [FIXEXECUTIONREPORT] [MsgSeqNum] 34 = 141677 [SenderCompID] 49 = T4 [TargetCompID] 56 = T4Example [SenderSubID] 50 = T4FIX [SendingTime] 52 = 20130426-16:12:31.651 [TargetLocationID] 143 = US,IL [Account] 1 = Account1 [ClOrdID] 11 = fr-635025715516362476 [OrigClOrdID] 41 = batch-2-635025701439636585 [ListID] 66 = fnl-635025701439636585 [ExecID] 17 = 48338.6446996402_ESM3.6350257038033500008.1.5E73F665 [ExecType] 150 = E (PENDING_REPLACE) [OrderID] 37 = 5E73F665-33E3-4E72-A78B-F31CC6C70748 [OrdStatus] 39 = E (PENDING_REPLACE) [SecurityID] 48 = CME_20130600_ESM3 [Symbol] 55 = ES [SecurityExchange] 207 = CME_Eq [MaturityMonthYear] 200 = 201306 [TimeInForce] 59 = 0 (DAY) [SecurityDesc] 107 = E-mini S&P 500 Jun13 [Side] 54 = 2 (SELL) [SecurityType] 167 = FUT (FUTURE) [OrderQty] 38 = 1 [OrdType] 40 = 2 (LIMIT) [Price] 44 = 157900 [TransactTime] 60 = 20130426-15:53:00.335 [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION) [CustomerOrFirm] 204 = 0 (CUSTOMER) [ContingencyType] 1385 = 3 (SPARK)
Spark Order: Component 2 is pending Replace - Submitted to the exchange
<< 4/26/2013 11:12:31 AM [fixexecutionreport] 34=141678|49=T4|56=T4Example|50=T4FIX|52=20130426-16:12:31.651|143=US,IL|1=Account1|11=fr-635025715516362476|41=batch-2-635025701439636585|66=fnl-635025701439636585|17=48340.6446996402_ESM3.63502570380335000010.1.5E73F665|150=E|37=5E73F665-33E3-4E72-A78B-F31CC6C70748|39=E|48=CME_20130600_ESM3|55=ES|207=CME_Eq|200=201306|59=0|107=E-mini S&P 500 Jun13|54=2|167=FUT|38=1|40=2|44=157900|60=20130426-15:53:00.335|21=1|204=0|1385=3| [FIXEXECUTIONREPORT] [MsgSeqNum] 34 = 141678 [SenderCompID] 49 = T4 [TargetCompID] 56 = T4Example [SenderSubID] 50 = T4FIX [SendingTime] 52 = 20130426-16:12:31.651 [TargetLocationID] 143 = US,IL [Account] 1 = Account1 [ClOrdID] 11 = fr-635025715516362476 [OrigClOrdID] 41 = batch-2-635025701439636585 [ListID] 66 = fnl-635025701439636585 [ExecID] 17 = 48340.6446996402_ESM3.63502570380335000010.1.5E73F665 [ExecType] 150 = E (PENDING_REPLACE) [OrderID] 37 = 5E73F665-33E3-4E72-A78B-F31CC6C70748 [OrdStatus] 39 = E (PENDING_REPLACE) [SecurityID] 48 = CME_20130600_ESM3 [Symbol] 55 = ES [SecurityExchange] 207 = CME_Eq [MaturityMonthYear] 200 = 201306 [TimeInForce] 59 = 0 (DAY) [SecurityDesc] 107 = E-mini S&P 500 Jun13 [Side] 54 = 2 (SELL) [SecurityType] 167 = FUT (FUTURE) [OrderQty] 38 = 1 [OrdType] 40 = 2 (LIMIT) [Price] 44 = 157900 [TransactTime] 60 = 20130426-15:53:00.335 [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION) [CustomerOrFirm] 204 = 0 (CUSTOMER) [ContingencyType] 1385 = 3 (SPARK)
Spark Order: Component 2 is Replaced
<< 4/26/2013 11:12:31 AM [fixexecutionreport] 34=141679|49=T4|56=T4Example|50=T4FIX|52=20130426-16:12:31.667|143=US,IL|1=Account1|11=fr-635025715516362476|41=batch-2-635025701439636585|66=fnl-635025701439636585|17=48340.6446996402_ESM3.63502571553929000012.1.5E73F665|150=5|37=5E73F665-33E3-4E72-A78B-F31CC6C70748|39=5|48=CME_20130600_ESM3|55=ES|207=CME_Eq|200=201306|59=0|107=E-mini S&P 500 Jun13|54=2|167=FUT|38=1|40=2|44=157875|60=20130426-16:12:33.929|21=1|204=0|1385=3| [FIXEXECUTIONREPORT] [MsgSeqNum] 34 = 141679 [SenderCompID] 49 = T4 [TargetCompID] 56 = T4Example [SenderSubID] 50 = T4FIX [SendingTime] 52 = 20130426-16:12:31.667 [TargetLocationID] 143 = US,IL [Account] 1 = Account1 [ClOrdID] 11 = fr-635025715516362476 [OrigClOrdID] 41 = batch-2-635025701439636585 [ListID] 66 = fnl-635025701439636585 [ExecID] 17 = 48340.6446996402_ESM3.63502571553929000012.1.5E73F665 [ExecType] 150 = 5 (REPLACE) [OrderID] 37 = 5E73F665-33E3-4E72-A78B-F31CC6C70748 [OrdStatus] 39 = 5 (REPLACED) [SecurityID] 48 = CME_20130600_ESM3 [Symbol] 55 = ES [SecurityExchange] 207 = CME_Eq [MaturityMonthYear] 200 = 201306 [TimeInForce] 59 = 0 (DAY) [SecurityDesc] 107 = E-mini S&P 500 Jun13 [Side] 54 = 2 (SELL) [SecurityType] 167 = FUT (FUTURE) [OrderQty] 38 = 1 [OrdType] 40 = 2 (LIMIT) [Price] 44 = 157875 [TransactTime] 60 = 20130426-16:12:33.929 [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION) [CustomerOrFirm] 204 = 0 (CUSTOMER) [ContingencyType] 1385 = 3 (SPARK)
Spark Order: Component 3 is filled
<< 4/26/2013 11:26:18 AM [fixexecutionreport] 34=143109|49=T4|56=T4Example|50=T4FIX|52=20130426-16:26:18.656|143=US,IL|1=Account1|11=fr-635025715440890342|41=batch-3-635025701439636585|66=fnl-635025701439636585|17=64229:5599481TN0376774.63502572380927000021.2.20277BF1|150=F|37=20277BF1-5E3E-4429-B4C0-7031D24313EF|39=2|48=CME_20130600_ESM3|55=ES|207=CME_Eq|200=201306|59=0|107=E-mini S&P 500 Jun13|54=2|167=FUT|38=1|40=2|44=157875|31=157875|32=1|14=1|151=0|60=20130426-16:26:20.853|21=1|204=0|337=TRADE|375=CME000A|1385=3| [FIXEXECUTIONREPORT] [MsgSeqNum] 34 = 143109 [SenderCompID] 49 = T4 [TargetCompID] 56 = T4Example [SenderSubID] 50 = T4FIX [SendingTime] 52 = 20130426-16:26:18.656 [TargetLocationID] 143 = US,IL [Account] 1 = Account1 [ClOrdID] 11 = fr-635025715440890342 [OrigClOrdID] 41 = batch-3-635025701439636585 [ListID] 66 = fnl-635025701439636585 [ExecID] 17 = 64229:5599481TN0376774.63502572380927000021.2.20277BF1 [ExecType] 150 = F [OrderID] 37 = 20277BF1-5E3E-4429-B4C0-7031D24313EF [OrdStatus] 39 = 2 (FILLED) [SecurityID] 48 = CME_20130600_ESM3 [Symbol] 55 = ES [SecurityExchange] 207 = CME_Eq [MaturityMonthYear] 200 = 201306 [TimeInForce] 59 = 0 (DAY) [SecurityDesc] 107 = E-mini S&P 500 Jun13 [Side] 54 = 2 (SELL) [SecurityType] 167 = FUT (FUTURE) [OrderQty] 38 = 1 [OrdType] 40 = 2 (LIMIT) [Price] 44 = 157875 [LastPx] 31 = 157875 [LastShares] 32 = 1 [CumQty] 14 = 1 [LeavesQty] 151 = 0 [TransactTime] 60 = 20130426-16:26:20.853 [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION) [CustomerOrFirm] 204 = 0 (CUSTOMER) [ContraTrader] 337 = TRADE [ContraBroker] 375 = CME000A [ContingencyType] 1385 = 3 (SPARK)
Spark Order: Component 2 is filled
<< 4/26/2013 11:26:18 AM [fixexecutionreport] 34=143112|49=T4|56=T4Example|50=T4FIX|52=20130426-16:26:18.874|143=US,IL|1=Account1|11=fr-635025715516362476|41=batch-2-635025701439636585|66=fnl-635025701439636585|17=64229:5599483TN0376775.63502572380927000021.2.5E73F665|150=F|37=5E73F665-33E3-4E72-A78B-F31CC6C70748|39=2|48=CME_20130600_ESM3|55=ES|207=CME_Eq|200=201306|59=0|107=E-mini S&P 500 Jun13|54=2|167=FUT|38=1|40=2|44=157875|31=157875|32=1|14=1|151=0|60=20130426-16:26:21.071|21=1|204=0|337=TRADE|375=CME000A|1385=3| [FIXEXECUTIONREPORT] [MsgSeqNum] 34 = 143112 [SenderCompID] 49 = T4 [TargetCompID] 56 = T4Example [SenderSubID] 50 = T4FIX [SendingTime] 52 = 20130426-16:26:18.874 [TargetLocationID] 143 = US,IL [Account] 1 = Account1 [ClOrdID] 11 = fr-635025715516362476 [OrigClOrdID] 41 = batch-2-635025701439636585 [ListID] 66 = fnl-635025701439636585 [ExecID] 17 = 64229:5599483TN0376775.63502572380927000021.2.5E73F665 [ExecType] 150 = F [OrderID] 37 = 5E73F665-33E3-4E72-A78B-F31CC6C70748 [OrdStatus] 39 = 2 (FILLED) [SecurityID] 48 = CME_20130600_ESM3 [Symbol] 55 = ES [SecurityExchange] 207 = CME_Eq [MaturityMonthYear] 200 = 201306 [TimeInForce] 59 = 0 (DAY) [SecurityDesc] 107 = E-mini S&P 500 Jun13 [Side] 54 = 2 (SELL) [SecurityType] 167 = FUT (FUTURE) [OrderQty] 38 = 1 [OrdType] 40 = 2 (LIMIT) [Price] 44 = 157875 [LastPx] 31 = 157875 [LastShares] 32 = 1 [CumQty] 14 = 1 [LeavesQty] 151 = 0 [TransactTime] 60 = 20130426-16:26:21.071 [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION) [CustomerOrFirm] 204 = 0 (CUSTOMER) [ContraTrader] 337 = TRADE [ContraBroker] 375 = CME000A [ContingencyType] 1385 = 3 (SPARK)
Further details on the tags used for this order type are described in the dictionary of the New Order List message.