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+ | ===== At Time Activation Order ===== | ||
+ | |||
+ | **At Time Activation Orders** will be held (i.e. suspended) in the **T4 FIX API** server until the specific time (as entered with the **Activation Value** - Tag 10103) occurs. | ||
+ | At this activation point, the order is released to the exchange. | ||
+ | |||
+ | An Activation Order is entered with the **New Order Single** (Tag 35=D) message. | ||
+ | Following are the most relevant tags to build an At Time Activation Order: | ||
+ | |||
+ | ^ Tag ^ Field ^ Description ^ | ||
+ | | 10102=5 | Activation Type | Specifier of At Time Activation Order | | ||
+ | | 10103 | Activation Value | Time at which to activate the order | | ||
+ | | 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 | | ||
+ | | 167 | SecurityType | Security Type (e.g. Futures) of this specific market | | ||
+ | |||
+ | ---- | ||
+ | |||
+ | **Activation Value Format** (**Tag 10103**): | ||
+ | `Activation Time;Cancel Time` | ||
+ | |||
+ | * **Activation Time** – Required. The time to activate the order. | ||
+ | - Can be a full date/time in the format `dd MMM yyyy HH: | ||
+ | - Or a number of seconds from the moment of order submittal. | ||
+ | * **Cancel Time** – Optional. The time to cancel the order if still working or not yet activated. | ||
+ | - Can be a full date/time in the same format, or a number of seconds from order submittal. | ||
+ | |||
+ | ---- | ||
+ | |||
+ | **Examples of ActivationValue: | ||
+ | |||
+ | * `05 Jul 2012 18:00:00` – Activates at the specified date/time (U.S. Central Time) if the market allows order submission. | ||
+ | * `100` – Activates 100 seconds from now if the market allows order submission. | ||
+ | * `05 Jul 2012 18:00:00;05 Jul 2012 18:01:00` – Activates at the specified time, cancels one minute later if still working. | ||
+ | * `100;200` – Activates 100 seconds from now, cancels 200 seconds from now (100 seconds after activation). | ||
+ | * `100;05 Jul 2012 18:00:00` – Activates 100 seconds from now, cancels at the specified date/time. | ||
+ | |||
+ | ---- | ||
+ | |||
+ | **Sample** | ||
+ | |||
+ | In this example, the activation order is submitted, accepted by the **T4 FIX API** and awaits activation until the requested time (**ActivationValue** - Tag 10103). | ||
+ | When **18:00:00 CST** on **25 Feb 2013** is reached, the order is submitted to the exchange as a market order. | ||
+ | |||
+ | Activation Order - At Time | ||
+ | < | ||
+ | >> 2/22/2013 5:59:44 PM | ||
+ | [FIXNEWORDER] | ||
+ | [MsgSeqNum] 34 = 110 | ||
+ | [SenderCompID] 49 = T4Example | ||
+ | [TargetCompID] 56 = T4 | ||
+ | [SenderSubID] 50 = TraderName | ||
+ | [SendingTime] 52 = 20130222-23: | ||
+ | [Account] 1 = Account1 | ||
+ | [ClOrdID] 11 = fn-634971527844258954 | ||
+ | [SecurityID] 48 = CME_20130300_ESH3 | ||
+ | [Symbol] 55 = ES | ||
+ | [SecurityExchange] 207 = CME_Eq | ||
+ | [Side] 54 = 1 (BUY) | ||
+ | [OrderQty] 38 = 1 | ||
+ | [OrdType] 40 = 1 (MARKET) | ||
+ | [TimeInForce] 59 = 0 (DAY) | ||
+ | [SecurityType] 167 = FUT (FUTURE) | ||
+ | [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION) | ||
+ | [TransactTime] 60 = 20130222-23: | ||
+ | [CustomerOrFirm] 204 = 0 (CUSTOMER) | ||
+ | [ActivationType] 10102 = 5 (AT_OR_AFTER_TIME) | ||
+ | [ActivationValue] 10103 = 25 Feb 2013 18:00:00 | ||
+ | </ | ||
+ | Activation Order - Response Awaiting Activation | ||
+ | < | ||
+ | << 2/22/2013 5:59:44 PM [fixexecutionreport] 34=180|49=T4|56=T4Example|50=T4FIX|52=20130222-23: | ||
+ | [FIXEXECUTIONREPORT] | ||
+ | [MsgSeqNum] 34 = 180 | ||
+ | [SenderCompID] 49 = T4 | ||
+ | [TargetCompID] 56 = T4Example | ||
+ | [SenderSubID] 50 = T4FIX | ||
+ | [SendingTime] 52 = 20130222-23: | ||
+ | [TargetLocationID] 143 = US,IL | ||
+ | [Account] 1 = Account1 | ||
+ | [ClOrdID] 11 = fn-634971527844258954 | ||
+ | [ExecID] 17 = 0.634971527858612500.2.4.CD080161 | ||
+ | [ExecType] 150 = 9 (SUSPENDED) | ||
+ | [OrderID] 37 = CD080161-926A-44B2-8227-6FA6DF664F8E | ||
+ | [OrdStatus] 39 = 9 (SUSPENDED) | ||
+ | [SecurityID] 48 = CME_20130300_ESH3 | ||
+ | [Symbol] 55 = ES | ||
+ | [SecurityExchange] 207 = CME_Eq | ||
+ | [MaturityMonthYear] 200 = 201303 | ||
+ | [TimeInForce] 59 = 0 (DAY) | ||
+ | [SecurityDesc] 107 = E-mini S&P 500 Mar13 | ||
+ | [Side] 54 = 1 (BUY) | ||
+ | [SecurityType] 167 = FUT (FUTURE) | ||
+ | [OrderQty] 38 = 1 | ||
+ | [OrdType] 40 = 1 (MARKET) | ||
+ | [Text] 58 = Activation Pending: SubmissionRiskSuccess. Order Held | ||
+ | [TransactTime] 60 = 20130222-23: | ||
+ | [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION) | ||
+ | [CustomerOrFirm] 204 = 0 (CUSTOMER) | ||
+ | [ActivationType] 10102 = 5 (AT_OR_AFTER_TIME) | ||
+ | [ActivationValue] 10103 = 25 Feb 2013 18:00:00 | ||
+ | </ | ||
+ | Further details on the tags used for this order type are described in the dictionary of the New Order Single message. | ||
+ | |||
+ | [[developers: | ||