developers:fixapi:activationattimeorder

Differences

This shows you the differences between two versions of the page.

Link to this comparison view

Both sides previous revision Previous revision
developers:fixapi:activationattimeorder [2025/09/12 01:46] – removed - external edit (Unknown date) 127.0.0.1developers:fixapi:activationattimeorder [2025/09/12 01:46] (current) – ↷ Page moved and renamed from developers:fixapi.activationattimeorder to developers:fixapi:activationattimeorder chad
Line 1: Line 1:
 +===== 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:mm:ss`  
 +    - 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
 +<code>
 +>> 2/22/2013 5:59:44 PM   [FIXNEWORDER] 34=110|49=T4Example|56=T4|50=TraderName|52=20130222-23:59:44.425|1=Account1|11=fn-634971527844258954|48=CME_20130300_ESH3|55=ES|207=CME_Eq|54=1|38=1|40=1|59=0|167=FUT|21=1|60=20130222-23:59:44.425|204=0|10102=5|10103=25 Feb 2013 18:00:00|
 +[FIXNEWORDER]
 +[MsgSeqNum] 34 = 110
 +[SenderCompID] 49 = T4Example
 +[TargetCompID] 56 = T4
 +[SenderSubID] 50 = TraderName
 +[SendingTime] 52 = 20130222-23:59:44.425
 +[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 = 20130222-23:59:44.425
 +[CustomerOrFirm] 204 = 0 (CUSTOMER)
 +[ActivationType] 10102 = 5 (AT_OR_AFTER_TIME)
 +[ActivationValue] 10103 = 25 Feb 2013 18:00:00
 +</code>
 +Activation Order - Response Awaiting Activation
 +<code>
 +<< 2/22/2013 5:59:44 PM  [fixexecutionreport] 34=180|49=T4|56=T4Example|50=T4FIX|52=20130222-23:59:44.441|143=US,IL|1=Account1|11=fn-634971527844258954|17=0.634971527858612500.2.4.CD080161|150=9|37=CD080161-926A-44B2-8227-6FA6DF664F8E|39=9|48=CME_20130300_ESH3|55=ES|207=CME_Eq|200=201303|59=0|107=E-mini S&P 500 Mar13|54=1|167=FUT|38=1|40=1|58=Activation Pending: SubmissionRiskSuccess. Order Held|60=20130222-23:59:45.861|21=1|204=0|10102=5|10103=25 Feb 2013 18:00:00|
 +[FIXEXECUTIONREPORT]
 +[MsgSeqNum] 34 = 180
 +[SenderCompID] 49 = T4
 +[TargetCompID] 56 = T4Example
 +[SenderSubID] 50 = T4FIX
 +[SendingTime] 52 = 20130222-23:59:44.441
 +[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 = 20130222-23:59:45.861
 +[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
 +</code>
 +Further details on the tags used for this order type are described in the dictionary of the New Order Single message.
 +
 +[[developers:legacy_fix_api|T4 FIX API Home]]