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+ | ===== AutoOCOM (Automatic One Cancels Other with Multiple Exits) Order ===== | ||
+ | |||
+ | An **AutoOCOM (Automatic One Cancels Other with Multiple Exits)** order consists of three or more components: | ||
+ | * A **Trigger** order, and | ||
+ | * Multiple **OCO** (One Cancels Other) order components (each consisting of a Limit and a Stop order). | ||
+ | |||
+ | When the Trigger order is filled **partially or fully**, multiple OCO orders are activated in sequence as the traded volume of the Trigger order increases toward the total requested quantity. | ||
+ | |||
+ | Activation of an OCO component requires: | ||
+ | 1. Passing Risk Assessment | ||
+ | 2. Submission to the exchange | ||
+ | 3. Successful exchange acknowledgement | ||
+ | |||
+ | The OCO components are placed at **different price levels** to match the corresponding Trigger traded volume. | ||
+ | |||
+ | An AutoOCOM order is submitted with the **New Order List** (Tag 35=E) message. | ||
+ | |||
+ | ---- | ||
+ | |||
+ | **Relevant Tags:** | ||
+ | |||
+ | ^ Tag ^ Field ^ Description ^ | ||
+ | | 1385=8 / 9 | ContingencyType | AutoOCOM order type: AutoOCOM (8) uses differential prices; AutoOCOM_P (9) uses absolute prices | | ||
+ | | 10101 | TriggerPrice | Trigger price at which OCO components are activated | | ||
+ | | 10104 | TriggerStop | Trigger stop price for activation | | ||
+ | | 10105 | TriggerStopTrail | Trail amount for Trigger Stop price | | ||
+ | | 44 | Price | Limit price of OCO component — differential for AutoOCOM (1385=8), absolute for AutoOCOM_P (1385=9) | | ||
+ | | 99 | StopPx | Stop price of OCO component — differential for AutoOCOM (1385=8), absolute for AutoOCOM_P (1385=9) | | ||
+ | | 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: | ||
+ | * Volume for each OCO component is set to the **specific exit level**. | ||
+ | * Side for OCO components is **opposite** of the Trigger order’s side. | ||
+ | * **AutoOCOM (1385=8)** – OCO prices are entered as **differentials** from the expected Trigger fill price. | ||
+ | * **AutoOCOM_P (1385=9)** – OCO prices are entered as **absolute values**. | ||
+ | * Price sign is determined by side: | ||
+ | - If Trigger = Buy → OCO components = Sell → Limit price positive, Stop price negative. | ||
+ | * Trigger order can be **any order type**, including Activation, Stop, and Trailing Stop. | ||
+ | * OCO components can be **StopLimit** or **Trailing**, | ||
+ | * Limit component of OCO can be **Limit** (Tag 40=2) or **Market-if-Touched** (Tag 40=J). | ||
+ | * Not intended for prices very close together (e.g., consecutive prices or best bid/offer) in active markets. | ||
+ | * All components must be for the **same account** and **same market**. | ||
+ | * Maximum components in an AutoOCOM order = **16**. | ||
+ | |||
+ | ---- | ||
+ | |||
+ | **Sample:** | ||
+ | |||
+ | In this example, a **Buy AutoOCOM** order is submitted with: | ||
+ | * Trigger Price (**Tag 10101**) = **216600** | ||
+ | * Order Quantity = **2** | ||
+ | * Four contingent OCO components: | ||
+ | - First Sell OCO → Limit price (Tag 44) = **+75** differential | ||
+ | - Second Sell OCO → Stop price (Tag 99) = **-100** differential | ||
+ | - Third Sell OCO → Limit price (Tag 44) = **+125** differential | ||
+ | - Fourth Sell OCO → Stop price (Tag 99) = **-150** differential | ||
+ | * Each OCO component has a volume of **1**. | ||
+ | |||
+ | Execution flow: | ||
+ | 1. First Trigger contract fills → First and Second OCO orders activated: | ||
+ | - Limit = 216675 (216600 + 75) | ||
+ | - Stop = 216500 (216600 - 100) | ||
+ | 2. Second Trigger contract fills → Third and Fourth OCO orders activated: | ||
+ | - Limit = 216725 (216600 + 125) | ||
+ | - Stop = 216450 (216600 - 150) | ||
+ | 3. Sell Limit at 216675 fills → Stop at 216450 is cancelled. | ||
+ | 4. Stop at 216500 triggers (with limit protection 216200) and fills. | ||
+ | 5. Remaining Limit at 216725 is automatically cancelled, completing the AutoOCOM order. | ||
+ | | ||
+ | AutoOCOM Order | ||
+ | < | ||
+ | | ||
+ | 1 - NEWORDERLIST | ||
+ | |||
+ | 34=15|49=T4Test|56=test|52=20160825-16: | ||
+ | |||
+ | [25-Aug-2016] 11: | ||
+ | |||
+ | [MsgSeqNum] 34 = 15 | ||
+ | [SenderCompID] 49 = T4Test | ||
+ | [TargetCompID] 56 = test | ||
+ | [SendingTime] 52 = 20160825-16: | ||
+ | [ListID] 66 = fnl-636077227767589856 | ||
+ | [ContingencyType] 1385 = 8 | ||
+ | [ListExecInstType] 433 = 1 (IMMEDIATE) | ||
+ | [TotNoOrders] 68 = 5 | ||
+ | [ClOrdID] 11 = automt-1-636077227767589856 | ||
+ | [Account] 1 = _Account_ | ||
+ | [Side] 54 = 1 (BUY) | ||
+ | [OrderQty] 38 = 2 | ||
+ | [SecurityID] 48 = XCME_Eq ES (H17) | ||
+ | [Symbol] 55 = ES | ||
+ | [SecurityExchange] 207 = CME_Eq | ||
+ | [SecurityType] 167 = FUT (FUTURE) | ||
+ | [OrdType] 40 = 2 (LIMIT) | ||
+ | [TimeInForce] 59 = 0 (DAY) | ||
+ | [HandlInst] 21 = 2 (AUTOMATED_EXECUTION_PUBLIC) | ||
+ | [TransactTime] 60 = 20160825-16: | ||
+ | [CustomerOrFirm] 204 = 0 (CUSTOMER) | ||
+ | [TriggerPrice] 10101 = 216600 | ||
+ | [ClOrdID] 11 = automl-2-636077227767589856 | ||
+ | [Account] 1 = _Account_ | ||
+ | [Side] 54 = 2 (SELL) | ||
+ | [OrderQty] 38 = 1 | ||
+ | [SecurityID] 48 = XCME_Eq ES (H17) | ||
+ | [Symbol] 55 = ES | ||
+ | [SecurityExchange] 207 = CME_Eq | ||
+ | [SecurityType] 167 = FUT (FUTURE) | ||
+ | [OrdType] 40 = 2 (LIMIT) | ||
+ | [Price] 44 = 75 | ||
+ | [TimeInForce] 59 = 0 (DAY) | ||
+ | [HandlInst] 21 = 2 (AUTOMATED_EXECUTION_PUBLIC) | ||
+ | [TransactTime] 60 = 20160825-16: | ||
+ | [CustomerOrFirm] 204 = 0 (CUSTOMER) | ||
+ | [ActivationType] 10102 = 1 (IMMEDIATE) | ||
+ | [ClOrdID] 11 = automs-3-636077227767589856 | ||
+ | [Account] 1 = _Account_ | ||
+ | [Side] 54 = 2 (SELL) | ||
+ | [OrderQty] 38 = 1 | ||
+ | [SecurityID] 48 = XCME_Eq ES (H17) | ||
+ | [Symbol] 55 = ES | ||
+ | [SecurityExchange] 207 = CME_Eq | ||
+ | [SecurityType] 167 = FUT (FUTURE) | ||
+ | [OrdType] 40 = 3 (STOP) | ||
+ | [StopPx] 99 = -100 | ||
+ | [TimeInForce] 59 = 0 (DAY) | ||
+ | [HandlInst] 21 = 2 (AUTOMATED_EXECUTION_PUBLIC) | ||
+ | [TransactTime] 60 = 20160825-16: | ||
+ | [CustomerOrFirm] 204 = 0 (CUSTOMER) | ||
+ | [ActivationType] 10102 = 1 (IMMEDIATE) | ||
+ | [ClOrdID] 11 = automl-4-636077227767589856 | ||
+ | [Account] 1 = _Account_ | ||
+ | [Side] 54 = 2 (SELL) | ||
+ | [OrderQty] 38 = 1 | ||
+ | [SecurityID] 48 = XCME_Eq ES (H17) | ||
+ | [Symbol] 55 = ES | ||
+ | [SecurityExchange] 207 = CME_Eq | ||
+ | [SecurityType] 167 = FUT (FUTURE) | ||
+ | [OrdType] 40 = 2 (LIMIT) | ||
+ | [Price] 44 = 125 | ||
+ | [TimeInForce] 59 = 0 (DAY) | ||
+ | [HandlInst] 21 = 2 (AUTOMATED_EXECUTION_PUBLIC) | ||
+ | [TransactTime] 60 = 20160825-16: | ||
+ | [CustomerOrFirm] 204 = 0 (CUSTOMER) | ||
+ | [ActivationType] 10102 = 1 (IMMEDIATE) | ||
+ | [ClOrdID] 11 = automs-5-636077227767589856 | ||
+ | [Account] 1 = _Account_ | ||
+ | [Side] 54 = 2 (SELL) | ||
+ | [OrderQty] 38 = 1 | ||
+ | [SecurityID] 48 = XCME_Eq ES (H17) | ||
+ | [Symbol] 55 = ES | ||
+ | [SecurityExchange] 207 = CME_Eq | ||
+ | [SecurityType] 167 = FUT (FUTURE) | ||
+ | [OrdType] 40 = 3 (STOP) | ||
+ | [StopPx] 99 = -150 | ||
+ | [TimeInForce] 59 = 0 (DAY) | ||
+ | [HandlInst] 21 = 2 (AUTOMATED_EXECUTION_PUBLIC) | ||
+ | [TransactTime] 60 = 20160825-16: | ||
+ | [CustomerOrFirm] 204 = 0 (CUSTOMER) | ||
+ | [ActivationType] 10102 = 1 (IMMEDIATE) | ||
+ | </ | ||
+ | AutoOCOM Order Response - Limit and Stop OCO Components are Suspended - Activation Pending | ||
+ | < | ||
+ | 2 - EXECUTIONREPORT | ||
+ | |||
+ | 34=177|49=test|56=T4Test|50=T4FIX|52=20160825-16: | ||
+ | |||
+ | [25-Aug-2016] 11: | ||
+ | |||
+ | [MsgSeqNum] 34 = 177 | ||
+ | [SenderCompID] 49 = test | ||
+ | [TargetCompID] 56 = T4Test | ||
+ | [SenderSubID] 50 = T4FIX | ||
+ | [SendingTime] 52 = 20160825-16: | ||
+ | [TargetLocationID] 143 = US,IL | ||
+ | [Account] 1 = _Account_ | ||
+ | [ClOrdID] 11 = automl-2-636077227767589856 | ||
+ | [ListID] 66 = fnl-636077227767589856 | ||
+ | [ExecID] 17 = 2CF1090F-EFE8-44FF-B57C-8A09A7A33144_1_U | ||
+ | [ExecType] 150 = 9 (SUSPENDED) | ||
+ | [OrderID] 37 = 2CF1090F-EFE8-44FF-B57C-8A09A7A33144 | ||
+ | [OrdStatus] 39 = 9 (SUSPENDED) | ||
+ | [SecurityID] 48 = XCME_Eq ES (H17) | ||
+ | [Symbol] 55 = ES | ||
+ | [SecurityExchange] 207 = CME_Eq | ||
+ | [MaturityMonthYear] 200 = 201703 | ||
+ | [TimeInForce] 59 = 0 (DAY) | ||
+ | [SecurityDesc] 107 = E-mini S&P 500 Mar17 | ||
+ | [Side] 54 = 2 (SELL) | ||
+ | [SecurityType] 167 = FUT (FUTURE) | ||
+ | [OrderQty] 38 = 1 | ||
+ | [OrdType] 40 = 2 (LIMIT) | ||
+ | [Price] 44 = 75 | ||
+ | [Text] 58 = Activation Pending: SubmissionRiskSuccess. Order Held | ||
+ | [TransactTime] 60 = 20160825-16: | ||
+ | [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER) | ||
+ | [CustomerOrFirm] 204 = 0 (CUSTOMER) | ||
+ | [ContingencyType] 1385 = 8 | ||
+ | |||
+ | |||
+ | 3 - EXECUTIONREPORT | ||
+ | |||
+ | 34=178|49=test|56=T4Test|50=T4FIX|52=20160825-16: | ||
+ | |||
+ | [25-Aug-2016] 11: | ||
+ | |||
+ | [MsgSeqNum] 34 = 178 | ||
+ | [SenderCompID] 49 = test | ||
+ | [TargetCompID] 56 = T4Test | ||
+ | [SenderSubID] 50 = T4FIX | ||
+ | [SendingTime] 52 = 20160825-16: | ||
+ | [TargetLocationID] 143 = US,IL | ||
+ | [Account] 1 = _Account_ | ||
+ | [ClOrdID] 11 = automs-3-636077227767589856 | ||
+ | [ListID] 66 = fnl-636077227767589856 | ||
+ | [ExecID] 17 = F0BB6180-9E0B-420B-BEDB-B10A3D38E360_1_U | ||
+ | [ExecType] 150 = 9 (SUSPENDED) | ||
+ | [OrderID] 37 = F0BB6180-9E0B-420B-BEDB-B10A3D38E360 | ||
+ | [OrdStatus] 39 = 9 (SUSPENDED) | ||
+ | [SecurityID] 48 = XCME_Eq ES (H17) | ||
+ | [Symbol] 55 = ES | ||
+ | [SecurityExchange] 207 = CME_Eq | ||
+ | [MaturityMonthYear] 200 = 201703 | ||
+ | [TimeInForce] 59 = 0 (DAY) | ||
+ | [SecurityDesc] 107 = E-mini S&P 500 Mar17 | ||
+ | [Side] 54 = 2 (SELL) | ||
+ | [SecurityType] 167 = FUT (FUTURE) | ||
+ | [OrderQty] 38 = 1 | ||
+ | [OrdType] 40 = 3 (STOP) | ||
+ | [StopPx] 99 = -100 | ||
+ | [Text] 58 = Activation Pending: SubmissionRiskSuccess. Order Held | ||
+ | [TransactTime] 60 = 20160825-16: | ||
+ | [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER) | ||
+ | [CustomerOrFirm] 204 = 0 (CUSTOMER) | ||
+ | [ContingencyType] 1385 = 8 | ||
+ | |||
+ | |||
+ | 4 - EXECUTIONREPORT | ||
+ | |||
+ | 34=179|49=test|56=T4Test|50=T4FIX|52=20160825-16: | ||
+ | |||
+ | [25-Aug-2016] 11: | ||
+ | |||
+ | [MsgSeqNum] 34 = 179 | ||
+ | [SenderCompID] 49 = test | ||
+ | [TargetCompID] 56 = T4Test | ||
+ | [SenderSubID] 50 = T4FIX | ||
+ | [SendingTime] 52 = 20160825-16: | ||
+ | [TargetLocationID] 143 = US,IL | ||
+ | [Account] 1 = _Account_ | ||
+ | [ClOrdID] 11 = automl-4-636077227767589856 | ||
+ | [ListID] 66 = fnl-636077227767589856 | ||
+ | [ExecID] 17 = 016BFFE8-2628-46CC-9F0A-D362E09F0ADF_1_U | ||
+ | [ExecType] 150 = 9 (SUSPENDED) | ||
+ | [OrderID] 37 = 016BFFE8-2628-46CC-9F0A-D362E09F0ADF | ||
+ | [OrdStatus] 39 = 9 (SUSPENDED) | ||
+ | [SecurityID] 48 = XCME_Eq ES (H17) | ||
+ | [Symbol] 55 = ES | ||
+ | [SecurityExchange] 207 = CME_Eq | ||
+ | [MaturityMonthYear] 200 = 201703 | ||
+ | [TimeInForce] 59 = 0 (DAY) | ||
+ | [SecurityDesc] 107 = E-mini S&P 500 Mar17 | ||
+ | [Side] 54 = 2 (SELL) | ||
+ | [SecurityType] 167 = FUT (FUTURE) | ||
+ | [OrderQty] 38 = 1 | ||
+ | [OrdType] 40 = 2 (LIMIT) | ||
+ | [Price] 44 = 125 | ||
+ | [Text] 58 = Activation Pending: SubmissionRiskSuccess. Order Held | ||
+ | [TransactTime] 60 = 20160825-16: | ||
+ | [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER) | ||
+ | [CustomerOrFirm] 204 = 0 (CUSTOMER) | ||
+ | [ContingencyType] 1385 = 8 | ||
+ | |||
+ | |||
+ | 5 - EXECUTIONREPORT | ||
+ | |||
+ | 34=180|49=test|56=T4Test|50=T4FIX|52=20160825-16: | ||
+ | |||
+ | [25-Aug-2016] 11: | ||
+ | |||
+ | [MsgSeqNum] 34 = 180 | ||
+ | [SenderCompID] 49 = test | ||
+ | [TargetCompID] 56 = T4Test | ||
+ | [SenderSubID] 50 = T4FIX | ||
+ | [SendingTime] 52 = 20160825-16: | ||
+ | [TargetLocationID] 143 = US,IL | ||
+ | [Account] 1 = _Account_ | ||
+ | [ClOrdID] 11 = automs-5-636077227767589856 | ||
+ | [ListID] 66 = fnl-636077227767589856 | ||
+ | [ExecID] 17 = 8746A6B5-4E3B-4D38-82FE-E40894D888F5_1_U | ||
+ | [ExecType] 150 = 9 (SUSPENDED) | ||
+ | [OrderID] 37 = 8746A6B5-4E3B-4D38-82FE-E40894D888F5 | ||
+ | [OrdStatus] 39 = 9 (SUSPENDED) | ||
+ | [SecurityID] 48 = XCME_Eq ES (H17) | ||
+ | [Symbol] 55 = ES | ||
+ | [SecurityExchange] 207 = CME_Eq | ||
+ | [MaturityMonthYear] 200 = 201703 | ||
+ | [TimeInForce] 59 = 0 (DAY) | ||
+ | [SecurityDesc] 107 = E-mini S&P 500 Mar17 | ||
+ | [Side] 54 = 2 (SELL) | ||
+ | [SecurityType] 167 = FUT (FUTURE) | ||
+ | [OrderQty] 38 = 1 | ||
+ | [OrdType] 40 = 3 (STOP) | ||
+ | [StopPx] 99 = -150 | ||
+ | [Text] 58 = Activation Pending: SubmissionRiskSuccess. Order Held | ||
+ | [TransactTime] 60 = 20160825-16: | ||
+ | [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER) | ||
+ | [CustomerOrFirm] 204 = 0 (CUSTOMER) | ||
+ | [ContingencyType] 1385 = 8 | ||
+ | |||
+ | </ | ||
+ | AutoOCOM Order Response - Trigger Component is Working | ||
+ | < | ||
+ | 6 - EXECUTIONREPORT | ||
+ | |||
+ | 34=181|49=test|56=T4Test|50=T4FIX|52=20160825-16: | ||
+ | |||
+ | [25-Aug-2016] 11: | ||
+ | |||
+ | [MsgSeqNum] 34 = 181 | ||
+ | [SenderCompID] 49 = test | ||
+ | [TargetCompID] 56 = T4Test | ||
+ | [SenderSubID] 50 = T4FIX | ||
+ | [SendingTime] 52 = 20160825-16: | ||
+ | [TargetLocationID] 143 = US,IL | ||
+ | [Account] 1 = _Account_ | ||
+ | [ClOrdID] 11 = automt-1-636077227767589856 | ||
+ | [ListID] 66 = fnl-636077227767589856 | ||
+ | [ExecID] 17 = 57CE621E-1685-4026-984C-11115C11BC23_2_S | ||
+ | [ExecType] 150 = 0 (NEW) | ||
+ | [OrderID] 37 = 57CE621E-1685-4026-984C-11115C11BC23 | ||
+ | [OrdStatus] 39 = 0 (NEW) | ||
+ | [SecurityID] 48 = XCME_Eq ES (H17) | ||
+ | [Symbol] 55 = ES | ||
+ | [SecurityExchange] 207 = CME_Eq | ||
+ | [MaturityMonthYear] 200 = 201703 | ||
+ | [TimeInForce] 59 = 0 (DAY) | ||
+ | [SecurityDesc] 107 = E-mini S&P 500 Mar17 | ||
+ | [Side] 54 = 1 (BUY) | ||
+ | [SecurityType] 167 = FUT (FUTURE) | ||
+ | [OrderQty] 38 = 2 | ||
+ | [OrdType] 40 = 2 (LIMIT) | ||
+ | [Price] 44 = 216600 | ||
+ | [TransactTime] 60 = 20160825-16: | ||
+ | [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER) | ||
+ | [CustomerOrFirm] 204 = 0 (CUSTOMER) | ||
+ | [ContingencyType] 1385 = 8 | ||
+ | </ | ||
+ | AutoOCOM Order Response - Trigger Component is partially filled | ||
+ | < | ||
+ | 7 - EXECUTIONREPORT | ||
+ | |||
+ | 34=182|49=test|56=T4Test|50=T4FIX|52=20160825-16: | ||
+ | |||
+ | [25-Aug-2016] 11: | ||
+ | |||
+ | [MsgSeqNum] 34 = 182 | ||
+ | [SenderCompID] 49 = test | ||
+ | [TargetCompID] 56 = T4Test | ||
+ | [SenderSubID] 50 = T4FIX | ||
+ | [SendingTime] 52 = 20160825-16: | ||
+ | [TargetLocationID] 143 = US,IL | ||
+ | [Account] 1 = _Account_ | ||
+ | [ClOrdID] 11 = automt-1-636077227767589856 | ||
+ | [ListID] 66 = fnl-636077227767589856 | ||
+ | [ExecID] 17 = 57CE621E-1685-4026-984C-11115C11BC23_0_T | ||
+ | [ExecType] 150 = F | ||
+ | [OrderID] 37 = 57CE621E-1685-4026-984C-11115C11BC23 | ||
+ | [OrdStatus] 39 = 1 (PARTIALLY_FILLED) | ||
+ | [SecurityID] 48 = XCME_Eq ES (H17) | ||
+ | [Symbol] 55 = ES | ||
+ | [SecurityExchange] 207 = CME_Eq | ||
+ | [MaturityMonthYear] 200 = 201703 | ||
+ | [TimeInForce] 59 = 0 (DAY) | ||
+ | [SecurityDesc] 107 = E-mini S&P 500 Mar17 | ||
+ | [Side] 54 = 1 (BUY) | ||
+ | [SecurityType] 167 = FUT (FUTURE) | ||
+ | [OrderQty] 38 = 2 | ||
+ | [OrdType] 40 = 2 (LIMIT) | ||
+ | [Price] 44 = 216600 | ||
+ | [LastPx] 31 = 216600 | ||
+ | [LastShares] 32 = 1 | ||
+ | [CumQty] 14 = 1 | ||
+ | [LeavesQty] 151 = 1 | ||
+ | [TransactTime] 60 = 20160825-16: | ||
+ | [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER) | ||
+ | [CustomerOrFirm] 204 = 0 (CUSTOMER) | ||
+ | [ContraTrader] 337 = TRADE | ||
+ | [ContraBroker] 375 = CME000A | ||
+ | [ContingencyType] 1385 = 8 | ||
+ | </ | ||
+ | AutoOCOM Order Response - 1 Stop and 1 Limit component of OCO passed risk assessment for activation per trigger partial trade | ||
+ | < | ||
+ | 8 - EXECUTIONREPORT | ||
+ | |||
+ | 34=185|49=test|56=T4Test|50=T4FIX|52=20160825-16: | ||
+ | |||
+ | [25-Aug-2016] 11: | ||
+ | |||
+ | [MsgSeqNum] 34 = 185 | ||
+ | [SenderCompID] 49 = test | ||
+ | [TargetCompID] 56 = T4Test | ||
+ | [SenderSubID] 50 = T4FIX | ||
+ | [SendingTime] 52 = 20160825-16: | ||
+ | [TargetLocationID] 143 = US,IL | ||
+ | [Account] 1 = _Account_ | ||
+ | [ClOrdID] 11 = automl-2-636077227767589856 | ||
+ | [ListID] 66 = fnl-636077227767589856 | ||
+ | [ExecID] 17 = 2CF1090F-EFE8-44FF-B57C-8A09A7A33144_2_U | ||
+ | [ExecType] 150 = 9 (SUSPENDED) | ||
+ | [OrderID] 37 = 2CF1090F-EFE8-44FF-B57C-8A09A7A33144 | ||
+ | [OrdStatus] 39 = 9 (SUSPENDED) | ||
+ | [SecurityID] 48 = XCME_Eq ES (H17) | ||
+ | [Symbol] 55 = ES | ||
+ | [SecurityExchange] 207 = CME_Eq | ||
+ | [MaturityMonthYear] 200 = 201703 | ||
+ | [TimeInForce] 59 = 0 (DAY) | ||
+ | [SecurityDesc] 107 = E-mini S&P 500 Mar17 | ||
+ | [Side] 54 = 2 (SELL) | ||
+ | [SecurityType] 167 = FUT (FUTURE) | ||
+ | [OrderQty] 38 = 1 | ||
+ | [OrdType] 40 = 2 (LIMIT) | ||
+ | [Price] 44 = 216675 | ||
+ | [Text] 58 = AutoOCO Activated: SubmissionRiskSuccess. Order Held | ||
+ | [TransactTime] 60 = 20160825-16: | ||
+ | [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER) | ||
+ | [CustomerOrFirm] 204 = 0 (CUSTOMER) | ||
+ | [ManualOrderIndicator] 1028 = N (NO) | ||
+ | [ContingencyType] 1385 = 8 | ||
+ | |||
+ | |||
+ | 9 - EXECUTIONREPORT | ||
+ | |||
+ | 34=186|49=test|56=T4Test|50=T4FIX|52=20160825-16: | ||
+ | |||
+ | [25-Aug-2016] 11: | ||
+ | |||
+ | [MsgSeqNum] 34 = 186 | ||
+ | [SenderCompID] 49 = test | ||
+ | [TargetCompID] 56 = T4Test | ||
+ | [SenderSubID] 50 = T4FIX | ||
+ | [SendingTime] 52 = 20160825-16: | ||
+ | [TargetLocationID] 143 = US,IL | ||
+ | [Account] 1 = _Account_ | ||
+ | [ClOrdID] 11 = automs-3-636077227767589856 | ||
+ | [ListID] 66 = fnl-636077227767589856 | ||
+ | [ExecID] 17 = F0BB6180-9E0B-420B-BEDB-B10A3D38E360_2_U | ||
+ | [ExecType] 150 = 9 (SUSPENDED) | ||
+ | [OrderID] 37 = F0BB6180-9E0B-420B-BEDB-B10A3D38E360 | ||
+ | [OrdStatus] 39 = 9 (SUSPENDED) | ||
+ | [SecurityID] 48 = XCME_Eq ES (H17) | ||
+ | [Symbol] 55 = ES | ||
+ | [SecurityExchange] 207 = CME_Eq | ||
+ | [MaturityMonthYear] 200 = 201703 | ||
+ | [TimeInForce] 59 = 0 (DAY) | ||
+ | [SecurityDesc] 107 = E-mini S&P 500 Mar17 | ||
+ | [Side] 54 = 2 (SELL) | ||
+ | [SecurityType] 167 = FUT (FUTURE) | ||
+ | [OrderQty] 38 = 1 | ||
+ | [OrdType] 40 = 3 (STOP) | ||
+ | [StopPx] 99 = 216500 | ||
+ | [Text] 58 = AutoOCO Activated: SubmissionRiskSuccess. Order Held | ||
+ | [TransactTime] 60 = 20160825-16: | ||
+ | [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER) | ||
+ | [CustomerOrFirm] 204 = 0 (CUSTOMER) | ||
+ | [ManualOrderIndicator] 1028 = N (NO) | ||
+ | [ContingencyType] 1385 = 8 | ||
+ | |||
+ | |||
+ | 10 - EXECUTIONREPORT | ||
+ | |||
+ | 34=188|49=test|56=T4Test|50=T4FIX|52=20160825-16: | ||
+ | |||
+ | [25-Aug-2016] 11: | ||
+ | |||
+ | [MsgSeqNum] 34 = 188 | ||
+ | [SenderCompID] 49 = test | ||
+ | [TargetCompID] 56 = T4Test | ||
+ | [SenderSubID] 50 = T4FIX | ||
+ | [SendingTime] 52 = 20160825-16: | ||
+ | [TargetLocationID] 143 = US,IL | ||
+ | [Account] 1 = _Account_ | ||
+ | [ClOrdID] 11 = automl-2-636077227767589856 | ||
+ | [ListID] 66 = fnl-636077227767589856 | ||
+ | [ExecID] 17 = 2CF1090F-EFE8-44FF-B57C-8A09A7A33144_2_S | ||
+ | [ExecType] 150 = 9 (SUSPENDED) | ||
+ | [OrderID] 37 = 2CF1090F-EFE8-44FF-B57C-8A09A7A33144 | ||
+ | [OrdStatus] 39 = 9 (SUSPENDED) | ||
+ | [SecurityID] 48 = XCME_Eq ES (H17) | ||
+ | [Symbol] 55 = ES | ||
+ | [SecurityExchange] 207 = CME_Eq | ||
+ | [MaturityMonthYear] 200 = 201703 | ||
+ | [TimeInForce] 59 = 0 (DAY) | ||
+ | [SecurityDesc] 107 = E-mini S&P 500 Mar17 | ||
+ | [Side] 54 = 2 (SELL) | ||
+ | [SecurityType] 167 = FUT (FUTURE) | ||
+ | [OrderQty] 38 = 1 | ||
+ | [OrdType] 40 = 2 (LIMIT) | ||
+ | [Price] 44 = 216675 | ||
+ | [Text] 58 = AutoOCO Activated | ||
+ | [TransactTime] 60 = 20160825-16: | ||
+ | [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER) | ||
+ | [CustomerOrFirm] 204 = 0 (CUSTOMER) | ||
+ | [ManualOrderIndicator] 1028 = N (NO) | ||
+ | [ContingencyType] 1385 = 8 | ||
+ | |||
+ | |||
+ | 11 - EXECUTIONREPORT V8 | ||
+ | |||
+ | 34=189|49=test|56=T4Test|50=T4FIX|52=20160825-16: | ||
+ | |||
+ | [25-Aug-2016] 11: | ||
+ | |||
+ | [MsgSeqNum] 34 = 189 | ||
+ | [SenderCompID] 49 = test | ||
+ | [TargetCompID] 56 = T4Test | ||
+ | [SenderSubID] 50 = T4FIX | ||
+ | [SendingTime] 52 = 20160825-16: | ||
+ | [TargetLocationID] 143 = US,IL | ||
+ | [Account] 1 = _Account_ | ||
+ | [ClOrdID] 11 = automs-3-636077227767589856 | ||
+ | [ListID] 66 = fnl-636077227767589856 | ||
+ | [ExecID] 17 = F0BB6180-9E0B-420B-BEDB-B10A3D38E360_2_S | ||
+ | [ExecType] 150 = 9 (SUSPENDED) | ||
+ | [OrderID] 37 = F0BB6180-9E0B-420B-BEDB-B10A3D38E360 | ||
+ | [OrdStatus] 39 = 9 (SUSPENDED) | ||
+ | [SecurityID] 48 = XCME_Eq ES (H17) | ||
+ | [Symbol] 55 = ES | ||
+ | [SecurityExchange] 207 = CME_Eq | ||
+ | [MaturityMonthYear] 200 = 201703 | ||
+ | [TimeInForce] 59 = 0 (DAY) | ||
+ | [SecurityDesc] 107 = E-mini S&P 500 Mar17 | ||
+ | [Side] 54 = 2 (SELL) | ||
+ | [SecurityType] 167 = FUT (FUTURE) | ||
+ | [OrderQty] 38 = 1 | ||
+ | [OrdType] 40 = 3 (STOP) | ||
+ | [StopPx] 99 = 216500 | ||
+ | [Text] 58 = AutoOCO Activated | ||
+ | [TransactTime] 60 = 20160825-16: | ||
+ | [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER) | ||
+ | [CustomerOrFirm] 204 = 0 (CUSTOMER) | ||
+ | [ManualOrderIndicator] 1028 = N (NO) | ||
+ | [ContingencyType] 1385 = 8 | ||
+ | </ | ||
+ | AutoOCOM Order Response - Limit And Stop OCO Components Activated (Sent to the exchange) | ||
+ | < | ||
+ | 12 - EXECUTIONREPORT | ||
+ | |||
+ | 34=190|49=test|56=T4Test|50=T4FIX|52=20160825-16: | ||
+ | |||
+ | [25-Aug-2016] 11: | ||
+ | |||
+ | [MsgSeqNum] 34 = 190 | ||
+ | [SenderCompID] 49 = test | ||
+ | [TargetCompID] 56 = T4Test | ||
+ | [SenderSubID] 50 = T4FIX | ||
+ | [SendingTime] 52 = 20160825-16: | ||
+ | [TargetLocationID] 143 = US,IL | ||
+ | [Account] 1 = _Account_ | ||
+ | [ClOrdID] 11 = automl-2-636077227767589856 | ||
+ | [ListID] 66 = fnl-636077227767589856 | ||
+ | [ExecID] 17 = 2CF1090F-EFE8-44FF-B57C-8A09A7A33144_3_S | ||
+ | [ExecType] 150 = 0 (NEW) | ||
+ | [OrderID] 37 = 2CF1090F-EFE8-44FF-B57C-8A09A7A33144 | ||
+ | [OrdStatus] 39 = 0 (NEW) | ||
+ | [SecurityID] 48 = XCME_Eq ES (H17) | ||
+ | [Symbol] 55 = ES | ||
+ | [SecurityExchange] 207 = CME_Eq | ||
+ | [MaturityMonthYear] 200 = 201703 | ||
+ | [TimeInForce] 59 = 0 (DAY) | ||
+ | [SecurityDesc] 107 = E-mini S&P 500 Mar17 | ||
+ | [Side] 54 = 2 (SELL) | ||
+ | [SecurityType] 167 = FUT (FUTURE) | ||
+ | [OrderQty] 38 = 1 | ||
+ | [OrdType] 40 = 2 (LIMIT) | ||
+ | [Price] 44 = 216675 | ||
+ | [TransactTime] 60 = 20160825-16: | ||
+ | [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER) | ||
+ | [CustomerOrFirm] 204 = 0 (CUSTOMER) | ||
+ | [ManualOrderIndicator] 1028 = N (NO) | ||
+ | [ContingencyType] 1385 = 8 | ||
+ | |||
+ | |||
+ | 13 - EXECUTIONREPORT | ||
+ | |||
+ | 34=191|49=test|56=T4Test|50=T4FIX|52=20160825-16: | ||
+ | |||
+ | [25-Aug-2016] 11: | ||
+ | |||
+ | [MsgSeqNum] 34 = 191 | ||
+ | [SenderCompID] 49 = test | ||
+ | [TargetCompID] 56 = T4Test | ||
+ | [SenderSubID] 50 = T4FIX | ||
+ | [SendingTime] 52 = 20160825-16: | ||
+ | [TargetLocationID] 143 = US,IL | ||
+ | [Account] 1 = _Account_ | ||
+ | [ClOrdID] 11 = automs-3-636077227767589856 | ||
+ | [ListID] 66 = fnl-636077227767589856 | ||
+ | [ExecID] 17 = F0BB6180-9E0B-420B-BEDB-B10A3D38E360_3_S | ||
+ | [ExecType] 150 = 0 (NEW) | ||
+ | [OrderID] 37 = F0BB6180-9E0B-420B-BEDB-B10A3D38E360 | ||
+ | [OrdStatus] 39 = 0 (NEW) | ||
+ | [SecurityID] 48 = XCME_Eq ES (H17) | ||
+ | [Symbol] 55 = ES | ||
+ | [SecurityExchange] 207 = CME_Eq | ||
+ | [MaturityMonthYear] 200 = 201703 | ||
+ | [TimeInForce] 59 = 0 (DAY) | ||
+ | [SecurityDesc] 107 = E-mini S&P 500 Mar17 | ||
+ | [Side] 54 = 2 (SELL) | ||
+ | [SecurityType] 167 = FUT (FUTURE) | ||
+ | [OrderQty] 38 = 1 | ||
+ | [OrdType] 40 = 3 (STOP) | ||
+ | [StopPx] 99 = 216500 | ||
+ | [TransactTime] 60 = 20160825-16: | ||
+ | [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER) | ||
+ | [CustomerOrFirm] 204 = 0 (CUSTOMER) | ||
+ | [ManualOrderIndicator] 1028 = N (NO) | ||
+ | [ContingencyType] 1385 = 8 | ||
+ | </ | ||
+ | AutoOCOM Order Response - Trigger Component is fully filled | ||
+ | < | ||
+ | 14 - EXECUTIONREPORT | ||
+ | |||
+ | 34=211|49=test|56=T4Test|50=T4FIX|52=20160825-16: | ||
+ | |||
+ | [25-Aug-2016] 11: | ||
+ | |||
+ | [MsgSeqNum] 34 = 211 | ||
+ | [SenderCompID] 49 = test | ||
+ | [TargetCompID] 56 = T4Test | ||
+ | [SenderSubID] 50 = T4FIX | ||
+ | [SendingTime] 52 = 20160825-16: | ||
+ | [TargetLocationID] 143 = US,IL | ||
+ | [Account] 1 = _Account_ | ||
+ | [ClOrdID] 11 = automt-1-636077227767589856 | ||
+ | [ListID] 66 = fnl-636077227767589856 | ||
+ | [ExecID] 17 = 57CE621E-1685-4026-984C-11115C11BC23_1_T | ||
+ | [ExecType] 150 = F | ||
+ | [OrderID] 37 = 57CE621E-1685-4026-984C-11115C11BC23 | ||
+ | [OrdStatus] 39 = 2 (FILLED) | ||
+ | [SecurityID] 48 = XCME_Eq ES (H17) | ||
+ | [Symbol] 55 = ES | ||
+ | [SecurityExchange] 207 = CME_Eq | ||
+ | [MaturityMonthYear] 200 = 201703 | ||
+ | [TimeInForce] 59 = 0 (DAY) | ||
+ | [SecurityDesc] 107 = E-mini S&P 500 Mar17 | ||
+ | [Side] 54 = 1 (BUY) | ||
+ | [SecurityType] 167 = FUT (FUTURE) | ||
+ | [OrderQty] 38 = 2 | ||
+ | [OrdType] 40 = 2 (LIMIT) | ||
+ | [Price] 44 = 216600 | ||
+ | [LastPx] 31 = 216600 | ||
+ | [LastShares] 32 = 1 | ||
+ | [CumQty] 14 = 2 | ||
+ | [LeavesQty] 151 = 0 | ||
+ | [TransactTime] 60 = 20160825-16: | ||
+ | [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER) | ||
+ | [CustomerOrFirm] 204 = 0 (CUSTOMER) | ||
+ | [ContraTrader] 337 = TRADE | ||
+ | [ContraBroker] 375 = CME000A | ||
+ | [ContingencyType] 1385 = 8 | ||
+ | </ | ||
+ | AutoOCOM Order Response - 1 Stop and 1 Limit component of OCO passed risk Assessment for activation per last trigger trade. | ||
+ | < | ||
+ | 15 - EXECUTIONREPORT | ||
+ | |||
+ | 34=212|49=test|56=T4Test|50=T4FIX|52=20160825-16: | ||
+ | |||
+ | [25-Aug-2016] 11: | ||
+ | |||
+ | [MsgSeqNum] 34 = 212 | ||
+ | [SenderCompID] 49 = test | ||
+ | [TargetCompID] 56 = T4Test | ||
+ | [SenderSubID] 50 = T4FIX | ||
+ | [SendingTime] 52 = 20160825-16: | ||
+ | [TargetLocationID] 143 = US,IL | ||
+ | [Account] 1 = _Account_ | ||
+ | [ClOrdID] 11 = automs-5-636077227767589856 | ||
+ | [ListID] 66 = fnl-636077227767589856 | ||
+ | [ExecID] 17 = 8746A6B5-4E3B-4D38-82FE-E40894D888F5_2_U | ||
+ | [ExecType] 150 = 9 (SUSPENDED) | ||
+ | [OrderID] 37 = 8746A6B5-4E3B-4D38-82FE-E40894D888F5 | ||
+ | [OrdStatus] 39 = 9 (SUSPENDED) | ||
+ | [SecurityID] 48 = XCME_Eq ES (H17) | ||
+ | [Symbol] 55 = ES | ||
+ | [SecurityExchange] 207 = CME_Eq | ||
+ | [MaturityMonthYear] 200 = 201703 | ||
+ | [TimeInForce] 59 = 0 (DAY) | ||
+ | [SecurityDesc] 107 = E-mini S&P 500 Mar17 | ||
+ | [Side] 54 = 2 (SELL) | ||
+ | [SecurityType] 167 = FUT (FUTURE) | ||
+ | [OrderQty] 38 = 1 | ||
+ | [OrdType] 40 = 3 (STOP) | ||
+ | [StopPx] 99 = 216450 | ||
+ | [Text] 58 = AutoOCO Activated: SubmissionRiskSuccess. Order Held | ||
+ | [TransactTime] 60 = 20160825-16: | ||
+ | [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER) | ||
+ | [CustomerOrFirm] 204 = 0 (CUSTOMER) | ||
+ | [ManualOrderIndicator] 1028 = N (NO) | ||
+ | [ContingencyType] 1385 = 8 | ||
+ | |||
+ | |||
+ | 16 - EXECUTIONREPORT | ||
+ | |||
+ | 34=213|49=test|56=T4Test|50=T4FIX|52=20160825-16: | ||
+ | |||
+ | [25-Aug-2016] 11: | ||
+ | |||
+ | [MsgSeqNum] 34 = 213 | ||
+ | [SenderCompID] 49 = test | ||
+ | [TargetCompID] 56 = T4Test | ||
+ | [SenderSubID] 50 = T4FIX | ||
+ | [SendingTime] 52 = 20160825-16: | ||
+ | [TargetLocationID] 143 = US,IL | ||
+ | [Account] 1 = _Account_ | ||
+ | [ClOrdID] 11 = automl-4-636077227767589856 | ||
+ | [ListID] 66 = fnl-636077227767589856 | ||
+ | [ExecID] 17 = 016BFFE8-2628-46CC-9F0A-D362E09F0ADF_2_U | ||
+ | [ExecType] 150 = 9 (SUSPENDED) | ||
+ | [OrderID] 37 = 016BFFE8-2628-46CC-9F0A-D362E09F0ADF | ||
+ | [OrdStatus] 39 = 9 (SUSPENDED) | ||
+ | [SecurityID] 48 = XCME_Eq ES (H17) | ||
+ | [Symbol] 55 = ES | ||
+ | [SecurityExchange] 207 = CME_Eq | ||
+ | [MaturityMonthYear] 200 = 201703 | ||
+ | [TimeInForce] 59 = 0 (DAY) | ||
+ | [SecurityDesc] 107 = E-mini S&P 500 Mar17 | ||
+ | [Side] 54 = 2 (SELL) | ||
+ | [SecurityType] 167 = FUT (FUTURE) | ||
+ | [OrderQty] 38 = 1 | ||
+ | [OrdType] 40 = 2 (LIMIT) | ||
+ | [Price] 44 = 216725 | ||
+ | [Text] 58 = AutoOCO Activated: SubmissionRiskSuccess. Order Held | ||
+ | [TransactTime] 60 = 20160825-16: | ||
+ | [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER) | ||
+ | [CustomerOrFirm] 204 = 0 (CUSTOMER) | ||
+ | [ManualOrderIndicator] 1028 = N (NO) | ||
+ | [ContingencyType] 1385 = 8 | ||
+ | |||
+ | |||
+ | 17 - EXECUTIONREPORT | ||
+ | |||
+ | 34=214|49=test|56=T4Test|50=T4FIX|52=20160825-16: | ||
+ | |||
+ | [25-Aug-2016] 11: | ||
+ | |||
+ | [MsgSeqNum] 34 = 214 | ||
+ | [SenderCompID] 49 = test | ||
+ | [TargetCompID] 56 = T4Test | ||
+ | [SenderSubID] 50 = T4FIX | ||
+ | [SendingTime] 52 = 20160825-16: | ||
+ | [TargetLocationID] 143 = US,IL | ||
+ | [Account] 1 = _Account_ | ||
+ | [ClOrdID] 11 = automs-5-636077227767589856 | ||
+ | [ListID] 66 = fnl-636077227767589856 | ||
+ | [ExecID] 17 = 8746A6B5-4E3B-4D38-82FE-E40894D888F5_2_S | ||
+ | [ExecType] 150 = 9 (SUSPENDED) | ||
+ | [OrderID] 37 = 8746A6B5-4E3B-4D38-82FE-E40894D888F5 | ||
+ | [OrdStatus] 39 = 9 (SUSPENDED) | ||
+ | [SecurityID] 48 = XCME_Eq ES (H17) | ||
+ | [Symbol] 55 = ES | ||
+ | [SecurityExchange] 207 = CME_Eq | ||
+ | [MaturityMonthYear] 200 = 201703 | ||
+ | [TimeInForce] 59 = 0 (DAY) | ||
+ | [SecurityDesc] 107 = E-mini S&P 500 Mar17 | ||
+ | [Side] 54 = 2 (SELL) | ||
+ | [SecurityType] 167 = FUT (FUTURE) | ||
+ | [OrderQty] 38 = 1 | ||
+ | [OrdType] 40 = 3 (STOP) | ||
+ | [StopPx] 99 = 216450 | ||
+ | [Text] 58 = AutoOCO Activated | ||
+ | [TransactTime] 60 = 20160825-16: | ||
+ | [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER) | ||
+ | [CustomerOrFirm] 204 = 0 (CUSTOMER) | ||
+ | [ManualOrderIndicator] 1028 = N (NO) | ||
+ | [ContingencyType] 1385 = 8 | ||
+ | |||
+ | |||
+ | 18 - EXECUTIONREPORT | ||
+ | |||
+ | 34=215|49=test|56=T4Test|50=T4FIX|52=20160825-16: | ||
+ | |||
+ | [25-Aug-2016] 11: | ||
+ | |||
+ | [MsgSeqNum] 34 = 215 | ||
+ | [SenderCompID] 49 = test | ||
+ | [TargetCompID] 56 = T4Test | ||
+ | [SenderSubID] 50 = T4FIX | ||
+ | [SendingTime] 52 = 20160825-16: | ||
+ | [TargetLocationID] 143 = US,IL | ||
+ | [Account] 1 = _Account_ | ||
+ | [ClOrdID] 11 = automl-4-636077227767589856 | ||
+ | [ListID] 66 = fnl-636077227767589856 | ||
+ | [ExecID] 17 = 016BFFE8-2628-46CC-9F0A-D362E09F0ADF_2_S | ||
+ | [ExecType] 150 = 9 (SUSPENDED) | ||
+ | [OrderID] 37 = 016BFFE8-2628-46CC-9F0A-D362E09F0ADF | ||
+ | [OrdStatus] 39 = 9 (SUSPENDED) | ||
+ | [SecurityID] 48 = XCME_Eq ES (H17) | ||
+ | [Symbol] 55 = ES | ||
+ | [SecurityExchange] 207 = CME_Eq | ||
+ | [MaturityMonthYear] 200 = 201703 | ||
+ | [TimeInForce] 59 = 0 (DAY) | ||
+ | [SecurityDesc] 107 = E-mini S&P 500 Mar17 | ||
+ | [Side] 54 = 2 (SELL) | ||
+ | [SecurityType] 167 = FUT (FUTURE) | ||
+ | [OrderQty] 38 = 1 | ||
+ | [OrdType] 40 = 2 (LIMIT) | ||
+ | [Price] 44 = 216725 | ||
+ | [Text] 58 = AutoOCO Activated | ||
+ | [TransactTime] 60 = 20160825-16: | ||
+ | [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER) | ||
+ | [CustomerOrFirm] 204 = 0 (CUSTOMER) | ||
+ | [ManualOrderIndicator] 1028 = N (NO) | ||
+ | [ContingencyType] 1385 = 8 | ||
+ | </ | ||
+ | AutoOCOM Order Response - Limit And Stop OCO components Activated (Sent to the exchange) | ||
+ | < | ||
+ | 19 - EXECUTIONREPORT | ||
+ | |||
+ | 34=216|49=test|56=T4Test|50=T4FIX|52=20160825-16: | ||
+ | |||
+ | [25-Aug-2016] 11: | ||
+ | |||
+ | [MsgSeqNum] 34 = 216 | ||
+ | [SenderCompID] 49 = test | ||
+ | [TargetCompID] 56 = T4Test | ||
+ | [SenderSubID] 50 = T4FIX | ||
+ | [SendingTime] 52 = 20160825-16: | ||
+ | [TargetLocationID] 143 = US,IL | ||
+ | [Account] 1 = _Account_ | ||
+ | [ClOrdID] 11 = automs-5-636077227767589856 | ||
+ | [ListID] 66 = fnl-636077227767589856 | ||
+ | [ExecID] 17 = 8746A6B5-4E3B-4D38-82FE-E40894D888F5_3_S | ||
+ | [ExecType] 150 = 0 (NEW) | ||
+ | [OrderID] 37 = 8746A6B5-4E3B-4D38-82FE-E40894D888F5 | ||
+ | [OrdStatus] 39 = 0 (NEW) | ||
+ | [SecurityID] 48 = XCME_Eq ES (H17) | ||
+ | [Symbol] 55 = ES | ||
+ | [SecurityExchange] 207 = CME_Eq | ||
+ | [MaturityMonthYear] 200 = 201703 | ||
+ | [TimeInForce] 59 = 0 (DAY) | ||
+ | [SecurityDesc] 107 = E-mini S&P 500 Mar17 | ||
+ | [Side] 54 = 2 (SELL) | ||
+ | [SecurityType] 167 = FUT (FUTURE) | ||
+ | [OrderQty] 38 = 1 | ||
+ | [OrdType] 40 = 3 (STOP) | ||
+ | [StopPx] 99 = 216450 | ||
+ | [TransactTime] 60 = 20160825-16: | ||
+ | [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER) | ||
+ | [CustomerOrFirm] 204 = 0 (CUSTOMER) | ||
+ | [ManualOrderIndicator] 1028 = N (NO) | ||
+ | [ContingencyType] 1385 = 8 | ||
+ | |||
+ | |||
+ | 20 - EXECUTIONREPORT | ||
+ | |||
+ | 34=217|49=test|56=T4Test|50=T4FIX|52=20160825-16: | ||
+ | |||
+ | [25-Aug-2016] 11: | ||
+ | |||
+ | [MsgSeqNum] 34 = 217 | ||
+ | [SenderCompID] 49 = test | ||
+ | [TargetCompID] 56 = T4Test | ||
+ | [SenderSubID] 50 = T4FIX | ||
+ | [SendingTime] 52 = 20160825-16: | ||
+ | [TargetLocationID] 143 = US,IL | ||
+ | [Account] 1 = _Account_ | ||
+ | [ClOrdID] 11 = automl-4-636077227767589856 | ||
+ | [ListID] 66 = fnl-636077227767589856 | ||
+ | [ExecID] 17 = 016BFFE8-2628-46CC-9F0A-D362E09F0ADF_3_S | ||
+ | [ExecType] 150 = 0 (NEW) | ||
+ | [OrderID] 37 = 016BFFE8-2628-46CC-9F0A-D362E09F0ADF | ||
+ | [OrdStatus] 39 = 0 (NEW) | ||
+ | [SecurityID] 48 = XCME_Eq ES (H17) | ||
+ | [Symbol] 55 = ES | ||
+ | [SecurityExchange] 207 = CME_Eq | ||
+ | [MaturityMonthYear] 200 = 201703 | ||
+ | [TimeInForce] 59 = 0 (DAY) | ||
+ | [SecurityDesc] 107 = E-mini S&P 500 Mar17 | ||
+ | [Side] 54 = 2 (SELL) | ||
+ | [SecurityType] 167 = FUT (FUTURE) | ||
+ | [OrderQty] 38 = 1 | ||
+ | [OrdType] 40 = 2 (LIMIT) | ||
+ | [Price] 44 = 216725 | ||
+ | [TransactTime] 60 = 20160825-16: | ||
+ | [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER) | ||
+ | [CustomerOrFirm] 204 = 0 (CUSTOMER) | ||
+ | [ManualOrderIndicator] 1028 = N (NO) | ||
+ | [ContingencyType] 1385 = 8 | ||
+ | </ | ||
+ | AutoOCOM Order Response - First Limit OCO component filled | ||
+ | < | ||
+ | 21 - EXECUTIONREPORT | ||
+ | |||
+ | 34=245|49=test|56=T4Test|50=T4FIX|52=20160825-17: | ||
+ | |||
+ | [25-Aug-2016] 12: | ||
+ | |||
+ | [MsgSeqNum] 34 = 245 | ||
+ | [SenderCompID] 49 = test | ||
+ | [TargetCompID] 56 = T4Test | ||
+ | [SenderSubID] 50 = T4FIX | ||
+ | [SendingTime] 52 = 20160825-17: | ||
+ | [TargetLocationID] 143 = US,IL | ||
+ | [Account] 1 = _Account_ | ||
+ | [ClOrdID] 11 = automl-2-636077227767589856 | ||
+ | [ListID] 66 = fnl-636077227767589856 | ||
+ | [ExecID] 17 = 2CF1090F-EFE8-44FF-B57C-8A09A7A33144_0_T | ||
+ | [ExecType] 150 = F | ||
+ | [OrderID] 37 = 2CF1090F-EFE8-44FF-B57C-8A09A7A33144 | ||
+ | [OrdStatus] 39 = 2 (FILLED) | ||
+ | [SecurityID] 48 = XCME_Eq ES (H17) | ||
+ | [Symbol] 55 = ES | ||
+ | [SecurityExchange] 207 = CME_Eq | ||
+ | [MaturityMonthYear] 200 = 201703 | ||
+ | [TimeInForce] 59 = 0 (DAY) | ||
+ | [SecurityDesc] 107 = E-mini S&P 500 Mar17 | ||
+ | [Side] 54 = 2 (SELL) | ||
+ | [SecurityType] 167 = FUT (FUTURE) | ||
+ | [OrderQty] 38 = 1 | ||
+ | [OrdType] 40 = 2 (LIMIT) | ||
+ | [Price] 44 = 216675 | ||
+ | [LastPx] 31 = 216675 | ||
+ | [LastShares] 32 = 1 | ||
+ | [CumQty] 14 = 1 | ||
+ | [LeavesQty] 151 = 0 | ||
+ | [TransactTime] 60 = 20160825-17: | ||
+ | [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER) | ||
+ | [CustomerOrFirm] 204 = 0 (CUSTOMER) | ||
+ | [ContraTrader] 337 = TRADE | ||
+ | [ContraBroker] 375 = CME000A | ||
+ | [ManualOrderIndicator] 1028 = N (NO) | ||
+ | [ContingencyType] 1385 = 8 | ||
+ | |||
+ | </ | ||
+ | AutoOCOM Order Response - Stop OCO component is automatically cancelled per the previous fill of Limit OCO component | ||
+ | < | ||
+ | 22 - EXECUTIONREPORT | ||
+ | |||
+ | 34=246|49=test|56=T4Test|50=T4FIX|52=20160825-17: | ||
+ | |||
+ | [25-Aug-2016] 12: | ||
+ | |||
+ | [MsgSeqNum] 34 = 246 | ||
+ | [SenderCompID] 49 = test | ||
+ | [TargetCompID] 56 = T4Test | ||
+ | [SenderSubID] 50 = T4FIX | ||
+ | [SendingTime] 52 = 20160825-17: | ||
+ | [TargetLocationID] 143 = US,IL | ||
+ | [Account] 1 = _Account_ | ||
+ | [ClOrdID] 11 = automs-5-636077227767589856 | ||
+ | [ListID] 66 = fnl-636077227767589856 | ||
+ | [ExecID] 17 = 8746A6B5-4E3B-4D38-82FE-E40894D888F5_5_U | ||
+ | [ExecType] 150 = 6 (PENDING_CANCEL) | ||
+ | [OrderID] 37 = 8746A6B5-4E3B-4D38-82FE-E40894D888F5 | ||
+ | [OrdStatus] 39 = 6 (PENDING_CANCEL) | ||
+ | [SecurityID] 48 = XCME_Eq ES (H17) | ||
+ | [Symbol] 55 = ES | ||
+ | [SecurityExchange] 207 = CME_Eq | ||
+ | [MaturityMonthYear] 200 = 201703 | ||
+ | [TimeInForce] 59 = 0 (DAY) | ||
+ | [SecurityDesc] 107 = E-mini S&P 500 Mar17 | ||
+ | [Side] 54 = 2 (SELL) | ||
+ | [SecurityType] 167 = FUT (FUTURE) | ||
+ | [OrderQty] 38 = 0 | ||
+ | [OrdType] 40 = 3 (STOP) | ||
+ | [StopPx] 99 = 216450 | ||
+ | [Text] 58 = AutoOCO Pull: PullRiskSuccess. Pull passed risk management | ||
+ | [TransactTime] 60 = 20160825-17: | ||
+ | [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER) | ||
+ | [CustomerOrFirm] 204 = 0 (CUSTOMER) | ||
+ | [ManualOrderIndicator] 1028 = N (NO) | ||
+ | [ContingencyType] 1385 = 8 | ||
+ | |||
+ | |||
+ | 23 - EXECUTIONREPORT | ||
+ | |||
+ | 34=247|49=test|56=T4Test|50=T4FIX|52=20160825-17: | ||
+ | |||
+ | [25-Aug-2016] 12: | ||
+ | |||
+ | [MsgSeqNum] 34 = 247 | ||
+ | [SenderCompID] 49 = test | ||
+ | [TargetCompID] 56 = T4Test | ||
+ | [SenderSubID] 50 = T4FIX | ||
+ | [SendingTime] 52 = 20160825-17: | ||
+ | [TargetLocationID] 143 = US,IL | ||
+ | [Account] 1 = _Account_ | ||
+ | [ClOrdID] 11 = automs-5-636077227767589856 | ||
+ | [ListID] 66 = fnl-636077227767589856 | ||
+ | [ExecID] 17 = 8746A6B5-4E3B-4D38-82FE-E40894D888F5_5_S | ||
+ | [ExecType] 150 = 6 (PENDING_CANCEL) | ||
+ | [OrderID] 37 = 8746A6B5-4E3B-4D38-82FE-E40894D888F5 | ||
+ | [OrdStatus] 39 = 6 (PENDING_CANCEL) | ||
+ | [SecurityID] 48 = XCME_Eq ES (H17) | ||
+ | [Symbol] 55 = ES | ||
+ | [SecurityExchange] 207 = CME_Eq | ||
+ | [MaturityMonthYear] 200 = 201703 | ||
+ | [TimeInForce] 59 = 0 (DAY) | ||
+ | [SecurityDesc] 107 = E-mini S&P 500 Mar17 | ||
+ | [Side] 54 = 2 (SELL) | ||
+ | [SecurityType] 167 = FUT (FUTURE) | ||
+ | [OrderQty] 38 = 0 | ||
+ | [OrdType] 40 = 3 (STOP) | ||
+ | [StopPx] 99 = 216450 | ||
+ | [Text] 58 = AutoOCO Pull | ||
+ | [TransactTime] 60 = 20160825-17: | ||
+ | [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER) | ||
+ | [CustomerOrFirm] 204 = 0 (CUSTOMER) | ||
+ | [ManualOrderIndicator] 1028 = N (NO) | ||
+ | [ContingencyType] 1385 = 8 | ||
+ | |||
+ | |||
+ | 24 - EXECUTIONREPORT | ||
+ | |||
+ | 34=248|49=test|56=T4Test|50=T4FIX|52=20160825-17: | ||
+ | |||
+ | [25-Aug-2016] 12: | ||
+ | |||
+ | [MsgSeqNum] 34 = 248 | ||
+ | [SenderCompID] 49 = test | ||
+ | [TargetCompID] 56 = T4Test | ||
+ | [SenderSubID] 50 = T4FIX | ||
+ | [SendingTime] 52 = 20160825-17: | ||
+ | [TargetLocationID] 143 = US,IL | ||
+ | [Account] 1 = _Account_ | ||
+ | [ClOrdID] 11 = automs-5-636077227767589856 | ||
+ | [ListID] 66 = fnl-636077227767589856 | ||
+ | [ExecID] 17 = 8746A6B5-4E3B-4D38-82FE-E40894D888F5_6_S | ||
+ | [ExecType] 150 = 4 (CANCELED) | ||
+ | [OrderID] 37 = 8746A6B5-4E3B-4D38-82FE-E40894D888F5 | ||
+ | [OrdStatus] 39 = 4 (CANCELED) | ||
+ | [SecurityID] 48 = XCME_Eq ES (H17) | ||
+ | [Symbol] 55 = ES | ||
+ | [SecurityExchange] 207 = CME_Eq | ||
+ | [MaturityMonthYear] 200 = 201703 | ||
+ | [TimeInForce] 59 = 0 (DAY) | ||
+ | [SecurityDesc] 107 = E-mini S&P 500 Mar17 | ||
+ | [Side] 54 = 2 (SELL) | ||
+ | [SecurityType] 167 = FUT (FUTURE) | ||
+ | [OrderQty] 38 = 0 | ||
+ | [OrdType] 40 = 3 (STOP) | ||
+ | [StopPx] 99 = 216450 | ||
+ | [TransactTime] 60 = 20160825-17: | ||
+ | [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER) | ||
+ | [CustomerOrFirm] 204 = 0 (CUSTOMER) | ||
+ | [ManualOrderIndicator] 1028 = N (NO) | ||
+ | [ContingencyType] 1385 = 8 | ||
+ | </ | ||
+ | AutoOCOM Order Response - Remaining Stop OCO component is triggered as a limit with protection | ||
+ | < | ||
+ | 25 - EXECUTIONREPORT | ||
+ | |||
+ | 34=252|49=test|56=T4Test|50=T4FIX|52=20160825-17: | ||
+ | |||
+ | [25-Aug-2016] 12: | ||
+ | |||
+ | [MsgSeqNum] 34 = 252 | ||
+ | [SenderCompID] 49 = test | ||
+ | [TargetCompID] 56 = T4Test | ||
+ | [SenderSubID] 50 = T4FIX | ||
+ | [SendingTime] 52 = 20160825-17: | ||
+ | [TargetLocationID] 143 = US,IL | ||
+ | [Account] 1 = _Account_ | ||
+ | [ClOrdID] 11 = automs-3-636077227767589856 | ||
+ | [ListID] 66 = fnl-636077227767589856 | ||
+ | [ExecID] 17 = F0BB6180-9E0B-420B-BEDB-B10A3D38E360_4_S | ||
+ | [ExecType] 150 = 0 (NEW) | ||
+ | [OrderID] 37 = F0BB6180-9E0B-420B-BEDB-B10A3D38E360 | ||
+ | [OrdStatus] 39 = 0 (NEW) | ||
+ | [SecurityID] 48 = XCME_Eq ES (H17) | ||
+ | [Symbol] 55 = ES | ||
+ | [SecurityExchange] 207 = CME_Eq | ||
+ | [MaturityMonthYear] 200 = 201703 | ||
+ | [TimeInForce] 59 = 0 (DAY) | ||
+ | [SecurityDesc] 107 = E-mini S&P 500 Mar17 | ||
+ | [Side] 54 = 2 (SELL) | ||
+ | [SecurityType] 167 = FUT (FUTURE) | ||
+ | [OrderQty] 38 = 1 | ||
+ | [OrdType] 40 = 2 (LIMIT) | ||
+ | [Price] 44 = 216200 | ||
+ | [TransactTime] 60 = 20160825-17: | ||
+ | [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER) | ||
+ | [CustomerOrFirm] 204 = 0 (CUSTOMER) | ||
+ | [ManualOrderIndicator] 1028 = N (NO) | ||
+ | [ContingencyType] 1385 = 8 | ||
+ | </ | ||
+ | AutoOCOM Order Response - The remaining OCO stop is filled | ||
+ | < | ||
+ | 26 - EXECUTIONREPORT | ||
+ | |||
+ | 34=253|49=test|56=T4Test|50=T4FIX|52=20160825-17: | ||
+ | |||
+ | [25-Aug-2016] 12: | ||
+ | |||
+ | [MsgSeqNum] 34 = 253 | ||
+ | [SenderCompID] 49 = test | ||
+ | [TargetCompID] 56 = T4Test | ||
+ | [SenderSubID] 50 = T4FIX | ||
+ | [SendingTime] 52 = 20160825-17: | ||
+ | [TargetLocationID] 143 = US,IL | ||
+ | [Account] 1 = _Account_ | ||
+ | [ClOrdID] 11 = automs-3-636077227767589856 | ||
+ | [ListID] 66 = fnl-636077227767589856 | ||
+ | [ExecID] 17 = F0BB6180-9E0B-420B-BEDB-B10A3D38E360_0_T | ||
+ | [ExecType] 150 = F | ||
+ | [OrderID] 37 = F0BB6180-9E0B-420B-BEDB-B10A3D38E360 | ||
+ | [OrdStatus] 39 = 2 (FILLED) | ||
+ | [SecurityID] 48 = XCME_Eq ES (H17) | ||
+ | [Symbol] 55 = ES | ||
+ | [SecurityExchange] 207 = CME_Eq | ||
+ | [MaturityMonthYear] 200 = 201703 | ||
+ | [TimeInForce] 59 = 0 (DAY) | ||
+ | [SecurityDesc] 107 = E-mini S&P 500 Mar17 | ||
+ | [Side] 54 = 2 (SELL) | ||
+ | [SecurityType] 167 = FUT (FUTURE) | ||
+ | [OrderQty] 38 = 1 | ||
+ | [OrdType] 40 = 2 (LIMIT) | ||
+ | [Price] 44 = 216200 | ||
+ | [LastPx] 31 = 216500 | ||
+ | [LastShares] 32 = 1 | ||
+ | [CumQty] 14 = 1 | ||
+ | [LeavesQty] 151 = 0 | ||
+ | [TransactTime] 60 = 20160825-17: | ||
+ | [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER) | ||
+ | [CustomerOrFirm] 204 = 0 (CUSTOMER) | ||
+ | [ContraTrader] 337 = TRADE | ||
+ | [ContraBroker] 375 = CME000A | ||
+ | [ManualOrderIndicator] 1028 = N (NO) | ||
+ | [ContingencyType] 1385 = 8 | ||
+ | </ | ||
+ | AutoOCOM Order Response - The remaining OCO Limit is automatically cancelled per the fill of the previous Stop OCO | ||
+ | < | ||
+ | 27 - EXECUTIONREPORT | ||
+ | |||
+ | 34=256|49=test|56=T4Test|50=T4FIX|52=20160825-17: | ||
+ | |||
+ | [25-Aug-2016] 12: | ||
+ | |||
+ | [MsgSeqNum] 34 = 256 | ||
+ | [SenderCompID] 49 = test | ||
+ | [TargetCompID] 56 = T4Test | ||
+ | [SenderSubID] 50 = T4FIX | ||
+ | [SendingTime] 52 = 20160825-17: | ||
+ | [TargetLocationID] 143 = US,IL | ||
+ | [Account] 1 = _Account_ | ||
+ | [ClOrdID] 11 = automl-4-636077227767589856 | ||
+ | [ListID] 66 = fnl-636077227767589856 | ||
+ | [ExecID] 17 = 016BFFE8-2628-46CC-9F0A-D362E09F0ADF_5_U | ||
+ | [ExecType] 150 = 6 (PENDING_CANCEL) | ||
+ | [OrderID] 37 = 016BFFE8-2628-46CC-9F0A-D362E09F0ADF | ||
+ | [OrdStatus] 39 = 6 (PENDING_CANCEL) | ||
+ | [SecurityID] 48 = XCME_Eq ES (H17) | ||
+ | [Symbol] 55 = ES | ||
+ | [SecurityExchange] 207 = CME_Eq | ||
+ | [MaturityMonthYear] 200 = 201703 | ||
+ | [TimeInForce] 59 = 0 (DAY) | ||
+ | [SecurityDesc] 107 = E-mini S&P 500 Mar17 | ||
+ | [Side] 54 = 2 (SELL) | ||
+ | [SecurityType] 167 = FUT (FUTURE) | ||
+ | [OrderQty] 38 = 0 | ||
+ | [OrdType] 40 = 2 (LIMIT) | ||
+ | [Price] 44 = 216725 | ||
+ | [Text] 58 = AutoOCO Pull: PullRiskSuccess. Pull passed risk management | ||
+ | [TransactTime] 60 = 20160825-17: | ||
+ | [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER) | ||
+ | [CustomerOrFirm] 204 = 0 (CUSTOMER) | ||
+ | [ManualOrderIndicator] 1028 = N (NO) | ||
+ | [ContingencyType] 1385 = 8 | ||
+ | |||
+ | |||
+ | 28 - EXECUTIONREPORT | ||
+ | |||
+ | 34=257|49=test|56=T4Test|50=T4FIX|52=20160825-17: | ||
+ | |||
+ | [25-Aug-2016] 12: | ||
+ | |||
+ | [MsgSeqNum] 34 = 257 | ||
+ | [SenderCompID] 49 = test | ||
+ | [TargetCompID] 56 = T4Test | ||
+ | [SenderSubID] 50 = T4FIX | ||
+ | [SendingTime] 52 = 20160825-17: | ||
+ | [TargetLocationID] 143 = US,IL | ||
+ | [Account] 1 = _Account_ | ||
+ | [ClOrdID] 11 = automl-4-636077227767589856 | ||
+ | [ListID] 66 = fnl-636077227767589856 | ||
+ | [ExecID] 17 = 016BFFE8-2628-46CC-9F0A-D362E09F0ADF_5_S | ||
+ | [ExecType] 150 = 6 (PENDING_CANCEL) | ||
+ | [OrderID] 37 = 016BFFE8-2628-46CC-9F0A-D362E09F0ADF | ||
+ | [OrdStatus] 39 = 6 (PENDING_CANCEL) | ||
+ | [SecurityID] 48 = XCME_Eq ES (H17) | ||
+ | [Symbol] 55 = ES | ||
+ | [SecurityExchange] 207 = CME_Eq | ||
+ | [MaturityMonthYear] 200 = 201703 | ||
+ | [TimeInForce] 59 = 0 (DAY) | ||
+ | [SecurityDesc] 107 = E-mini S&P 500 Mar17 | ||
+ | [Side] 54 = 2 (SELL) | ||
+ | [SecurityType] 167 = FUT (FUTURE) | ||
+ | [OrderQty] 38 = 0 | ||
+ | [OrdType] 40 = 2 (LIMIT) | ||
+ | [Price] 44 = 216725 | ||
+ | [Text] 58 = AutoOCO Pull | ||
+ | [TransactTime] 60 = 20160825-17: | ||
+ | [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER) | ||
+ | [CustomerOrFirm] 204 = 0 (CUSTOMER) | ||
+ | [ManualOrderIndicator] 1028 = N (NO) | ||
+ | [ContingencyType] 1385 = 8 | ||
+ | |||
+ | |||
+ | 29 - EXECUTIONREPORT | ||
+ | |||
+ | 34=258|49=test|56=T4Test|50=T4FIX|52=20160825-17: | ||
+ | |||
+ | [25-Aug-2016] 12: | ||
+ | |||
+ | [MsgSeqNum] 34 = 258 | ||
+ | [SenderCompID] 49 = test | ||
+ | [TargetCompID] 56 = T4Test | ||
+ | [SenderSubID] 50 = T4FIX | ||
+ | [SendingTime] 52 = 20160825-17: | ||
+ | [TargetLocationID] 143 = US,IL | ||
+ | [Account] 1 = _Account_ | ||
+ | [ClOrdID] 11 = automl-4-636077227767589856 | ||
+ | [ListID] 66 = fnl-636077227767589856 | ||
+ | [ExecID] 17 = 016BFFE8-2628-46CC-9F0A-D362E09F0ADF_6_S | ||
+ | [ExecType] 150 = 4 (CANCELED) | ||
+ | [OrderID] 37 = 016BFFE8-2628-46CC-9F0A-D362E09F0ADF | ||
+ | [OrdStatus] 39 = 4 (CANCELED) | ||
+ | [SecurityID] 48 = XCME_Eq ES (H17) | ||
+ | [Symbol] 55 = ES | ||
+ | [SecurityExchange] 207 = CME_Eq | ||
+ | [MaturityMonthYear] 200 = 201703 | ||
+ | [TimeInForce] 59 = 0 (DAY) | ||
+ | [SecurityDesc] 107 = E-mini S&P 500 Mar17 | ||
+ | [Side] 54 = 2 (SELL) | ||
+ | [SecurityType] 167 = FUT (FUTURE) | ||
+ | [OrderQty] 38 = 0 | ||
+ | [OrdType] 40 = 2 (LIMIT) | ||
+ | [Price] 44 = 216725 | ||
+ | [TransactTime] 60 = 20160825-17: | ||
+ | [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER) | ||
+ | [CustomerOrFirm] 204 = 0 (CUSTOMER) | ||
+ | [ManualOrderIndicator] 1028 = N (NO) | ||
+ | [ContingencyType] 1385 = 8 | ||
+ | </ | ||
+ | Further details on the tags used for this order type are described in the dictionary of the New Order List message. | ||
+ | |||
+ | [[developers: | ||
+ | |||