developers:fixapi:autoocoorder

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 +===== AutoOCO (Automatic One Cancels Other) Order =====
 +
 +An **AutoOCO (Automatic One Cancels Other)** order consists of three components:  
 +  * A **Trigger** order, and  
 +  * The two components of a traditional OCO order (Limit order and Stop order).  
 +
 +When the Trigger order is filled, the OCO order is activated and submitted to the exchange.  
 +An AutoOCO Order is submitted with the **New Order List** (Tag 35=E) message.
 +
 +For OCO with Contingency Type of **AutoOCO** (Tag 1385=2), the Limit and Stop prices are entered as **differential (delta) values** from the expected trade price of the Trigger order.  
 +For **AutoOCO_P** (Tag 1385=7), the Limit and Stop prices are entered as **absolute values**.
 +
 +When one OCO component is filled, the other is cancelled.  
 +If one is partially filled, the remaining volume on the other is reduced accordingly.
 +
 +----
 +
 +**Relevant Tags:**
 +
 +^ Tag ^ Field ^ Description ^
 +| 1385=2 / 7 | ContingencyType | AutoOCO order type: AutoOCO (2) uses differential prices, AutoOCO_P (7) uses absolute prices |
 +| 10101 | TriggerPrice | Trigger price at which the OCO order is activated |
 +| 10104 | TriggerStop | Trigger stop price for activation |
 +| 10105 | TriggerStopTrail | Trail amount for Trigger Stop price |
 +| 44 | Price | Limit component price of OCO. Differential for AutoOCO (1385=2), absolute for AutoOCO_P (1385=7) |
 +| 99 | StopPx | Stop component price of OCO. Differential for AutoOCO (1385=2), absolute for AutoOCO_P (1385=7) |
 +| 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 OCO components should be set to **0** – the T4 FIX API determines the volume based on the Trigger order.  
 +  * **Side** for OCO components is opposite the Trigger order’s side.  
 +  * For AutoOCO (1385=2), prices are differential values from the expected fill price of the Trigger order.  
 +  * For AutoOCO_P (1385=7), prices are absolute values.  
 +  * Price sign is determined by side:  
 +    - If Trigger = Buy, OCO components = Sell. Limit price is positive; Stop price is negative.  
 +  * Trigger order can be any order type (including Activation, Stop, Trailing Stop).  
 +  * OCO components can be **GTC**, **StopLimit**, or **Trailing**, but **Activation** is not supported.  
 +  * Limit component of OCO can be **Limit** (Tag 40=2) or **Market-if-Touched** (Tag 40=J).  
 +  * Not intended for orders placed very close together (e.g., consecutive prices or best bid/best offer). In active markets, both may fill.  
 +  * All components must be for the **same account** and **same market**.
 +
 +----
 +
 +**Sample:**
 +
 +In this example, a **Sell AutoOCO** order is submitted with:  
 +  * Trigger Price = **157875** (Tag 10101)  
 +  * Buy OCO Limit price (Tag 44) = **-25** (differential)  
 +  * Buy OCO Stop price (Tag 99) = **25** (differential)  
 +
 +The Trigger order’s limit price is later moved to **157850**.  
 +The Trigger order fills at **157850** (Tag 31), activating the Buy OCO order.  
 +The OCO’s Stop component fills at **157875** (Tag 31), and the OCO’s Limit component is cancelled.
 +
 +AutoOCO Order
 +<code>
 +>> 4/26/2013 10:08:02 AM   [FIXNEWORDERLIST] 34=1972|49=T4Example|56=T4|50=Account1|52=20130426-15:08:02.873|66=fnl-635025676828739888|1385=2|433=1|68=3|11=auto-1-635025676828739888|1=Account1|54=2|38=1|48=CME_20130600_ESM3|55=ES|207=CME_Eq|40=2|59=0|21=2|60=20130426-15:08:02.873|204=0|10101=157875|11=auto-2-635025676828739888|1=Account1|54=1|38=0|48=CME_20130600_ESM3|55=ES|207=CME_Eq|40=2|44=-25|59=0|21=2|60=20130426-15:08:02.873|204=0|10102=1|11=auto-3-635025676828739888|1=Account1|54=1|38=0|48=CME_20130600_ESM3|55=ES|207=CME_Eq|40=3|99=25|59=0|21=2|60=20130426-15:08:02.873|204=0|10102=1|
 +[FIXNEWORDERLIST]
 +[MsgSeqNum] 34 = 1972
 +[SenderCompID] 49 = T4Example
 +[TargetCompID] 56 = T4
 +[SenderSubID] 50 = Account1
 +[SendingTime] 52 = 20130426-15:08:02.873
 +[ListID] 66 = fnl-635025676828739888
 +[ContingencyType] 1385 = 2 (AUTO_OCO)
 +[ListExecInstType] 433 = 1 (IMMEDIATE)
 +[TotNoOrders] 68 = 3
 +[ClOrdID] 11 = auto-1-635025676828739888
 +[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)
 +[TimeInForce] 59 = 0 (DAY)
 +[HandlInst] 21 = 2 (AUTOMATED_EXECUTION_ORDER_PUBLIC_BROKER_INTERVENTION_OK)
 +[TransactTime] 60 = 20130426-15:08:02.873
 +[CustomerOrFirm] 204 = 0 (CUSTOMER)
 +[TriggerPrice] 10101 = 157875
 +[ClOrdID] 11 = auto-2-635025676828739888
 +[Account] 1 = Account1
 +[Side] 54 = 1 (BUY)
 +[OrderQty] 38 = 0
 +[SecurityID] 48 = CME_20130600_ESM3
 +[Symbol] 55 = ES
 +[SecurityExchange] 207 = CME_Eq
 +[OrdType] 40 = 2 (LIMIT)
 +[Price] 44 = -25
 +[TimeInForce] 59 = 0 (DAY)
 +[HandlInst] 21 = 2 (AUTOMATED_EXECUTION_ORDER_PUBLIC_BROKER_INTERVENTION_OK)
 +[TransactTime] 60 = 20130426-15:08:02.873
 +[CustomerOrFirm] 204 = 0 (CUSTOMER)
 +[ActivationType] 10102 = 1 (IMMEDIATE)
 +[ClOrdID] 11 = auto-3-635025676828739888
 +[Account] 1 = Account1
 +[Side] 54 = 1 (BUY)
 +[OrderQty] 38 = 0
 +[SecurityID] 48 = CME_20130600_ESM3
 +[Symbol] 55 = ES
 +[SecurityExchange] 207 = CME_Eq
 +[OrdType] 40 = 3 (STOP)
 +[StopPx] 99 = 25
 +[TimeInForce] 59 = 0 (DAY)
 +[HandlInst] 21 = 2 (AUTOMATED_EXECUTION_ORDER_PUBLIC_BROKER_INTERVENTION_OK)
 +[TransactTime] 60 = 20130426-15:08:02.873
 +[CustomerOrFirm] 204 = 0 (CUSTOMER)
 +[ActivationType] 10102 = 1 (IMMEDIATE)
 +</code>
 +AutoOCO Order Response - Limit Component of OCO Suspended - Activation Pending
 +<code>
 +<< 4/26/2013 10:08:02 AM  [fixexecutionreport] 34=135686|49=T4|56=T4Example|50=T4FIX|52=20130426-15:08:02.920|143=US,IL|1=Account1|11=auto-2-635025676828739888|66=fnl-635025676828739888|17=0.635025676850775000.2.4.066B9EFB|150=9|37=066B9EFB-6307-4DF7-AC14-D49D6E0E170D|39=9|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=0|40=2|44=-25|58=Activation Pending: SubmissionRiskSuccess. Order Held|60=20130426-15:08:05.081|21=1|204=0|1385=2|10101=157875|
 +[FIXEXECUTIONREPORT]
 +[MsgSeqNum] 34 = 135686
 +[SenderCompID] 49 = T4
 +[TargetCompID] 56 = T4Example
 +[SenderSubID] 50 = T4FIX
 +[SendingTime] 52 = 20130426-15:08:02.920
 +[TargetLocationID] 143 = US,IL
 +[Account] 1 = Account1
 +[ClOrdID] 11 = auto-2-635025676828739888
 +[ListID] 66 = fnl-635025676828739888
 +[ExecID] 17 = 0.635025676850775000.2.4.066B9EFB
 +[ExecType] 150 = 9 (SUSPENDED)
 +[OrderID] 37 = 066B9EFB-6307-4DF7-AC14-D49D6E0E170D
 +[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 = 1 (BUY)
 +[SecurityType] 167 = FUT (FUTURE)
 +[OrderQty] 38 = 0
 +[OrdType] 40 = 2 (LIMIT)
 +[Price] 44 = -25
 +[Text] 58 = Activation Pending: SubmissionRiskSuccess. Order Held
 +[TransactTime] 60 = 20130426-15:08:05.081
 +[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
 +[CustomerOrFirm] 204 = 0 (CUSTOMER)
 +[ContingencyType] 1385 = 2 (AUTO_OCO)
 +[TriggerPrice] 10101 = 157875
 +</code>
 +AutoOCO Order Response - Stop Component of OCO Suspended - Activation Pending
 +<code>
 +<< 4/26/2013 10:08:02 AM  [fixexecutionreport] 34=135687|49=T4|56=T4Example|50=T4FIX|52=20130426-15:08:02.936|143=US,IL|1=Account1|11=auto-3-635025676828739888|66=fnl-635025676828739888|17=0.635025676850775000.2.4.091F876B|150=9|37=091F876B-384B-4C2F-B7D1-B1F1EF820508|39=9|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=0|40=3|99=25|58=Activation Pending: SubmissionRiskSuccess. Order Held|60=20130426-15:08:05.085|21=1|204=0|1385=2|10101=157875|
 +[FIXEXECUTIONREPORT]
 +[MsgSeqNum] 34 = 135687
 +[SenderCompID] 49 = T4
 +[TargetCompID] 56 = T4Example
 +[SenderSubID] 50 = T4FIX
 +[SendingTime] 52 = 20130426-15:08:02.936
 +[TargetLocationID] 143 = US,IL
 +[Account] 1 = Account1
 +[ClOrdID] 11 = auto-3-635025676828739888
 +[ListID] 66 = fnl-635025676828739888
 +[ExecID] 17 = 0.635025676850775000.2.4.091F876B
 +[ExecType] 150 = 9 (SUSPENDED)
 +[OrderID] 37 = 091F876B-384B-4C2F-B7D1-B1F1EF820508
 +[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 = 1 (BUY)
 +[SecurityType] 167 = FUT (FUTURE)
 +[OrderQty] 38 = 0
 +[OrdType] 40 = 3 (STOP)
 +[StopPx] 99 = 25
 +[Text] 58 = Activation Pending: SubmissionRiskSuccess. Order Held
 +[TransactTime] 60 = 20130426-15:08:05.085
 +[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
 +[CustomerOrFirm] 204 = 0 (CUSTOMER)
 +[ContingencyType] 1385 = 2 (AUTO_OCO)
 +[TriggerPrice] 10101 = 157875
 +</code>
 +AutoOCO Order Response - Trigger Component is Working
 +<code>
 +<< 4/26/2013 10:08:03 AM  [fixexecutionreport] 34=135689|49=T4|56=T4Example|50=T4FIX|52=20130426-15:08:02.983|143=US,IL|1=Account1|11=auto-1-635025676828739888|66=fnl-635025676828739888|17=48330.6446988276_ESM3.6350256768515900006.1.8436F64F|150=0|37=8436F64F-ACF7-4F9A-8753-0B54F6484D12|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=157875|60=20130426-15:08:05.159|21=1|204=0|1385=2|10101=157875|
 +[FIXEXECUTIONREPORT]
 +[MsgSeqNum] 34 = 135689
 +[SenderCompID] 49 = T4
 +[TargetCompID] 56 = T4Example
 +[SenderSubID] 50 = T4FIX
 +[SendingTime] 52 = 20130426-15:08:02.983
 +[TargetLocationID] 143 = US,IL
 +[Account] 1 = Account1
 +[ClOrdID] 11 = auto-1-635025676828739888
 +[ListID] 66 = fnl-635025676828739888
 +[ExecID] 17 = 48330.6446988276_ESM3.6350256768515900006.1.8436F64F
 +[ExecType] 150 = 0 (NEW)
 +[OrderID] 37 = 8436F64F-ACF7-4F9A-8753-0B54F6484D12
 +[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 = 157875
 +[TransactTime] 60 = 20130426-15:08:05.159
 +[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
 +[CustomerOrFirm] 204 = 0 (CUSTOMER)
 +[ContingencyType] 1385 = 2 (AUTO_OCO)
 +[TriggerPrice] 10101 = 157875
 +</code>
 +Request a Replace of Limit Price of Trigger Component
 +<code>
 +>> 4/26/2013 10:09:08 AM   [FIXCANCELREPLACE] 34=1975|49=T4Example|56=test|50=Account1|52=20130426-15:09:08.191|1=Account1|11=fr-635025677481913035|41=auto-1-635025676828739888|37=8436F64F-ACF7-4F9A-8753-0B54F6484D12|48=CME_20130600_ESM3|55=ES|207=CME_Eq|54=2|38=1|40=2|44=157850|59=0|167=FUT|21=1|60=20130426-15:09:08.191|204=0|
 +[FIXCANCELREPLACE]
 +[MsgSeqNum] 34 = 1975
 +[SenderCompID] 49 = T4Example
 +[TargetCompID] 56 = test
 +[SenderSubID] 50 = Account1
 +[SendingTime] 52 = 20130426-15:09:08.191
 +[Account] 1 = Account1
 +[ClOrdID] 11 = fr-635025677481913035
 +[OrigClOrdID] 41 = auto-1-635025676828739888
 +[OrderID] 37 = 8436F64F-ACF7-4F9A-8753-0B54F6484D12
 +[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 = 157850
 +[TimeInForce] 59 = 0 (DAY)
 +[SecurityType] 167 = FUT (FUTURE)
 +[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
 +[TransactTime] 60 = 20130426-15:09:08.191
 +[CustomerOrFirm] 204 = 0 (CUSTOMER)
 +</code>
 +Limit Price of Trigger Component is replaced
 +<code>
 +<< 4/26/2013 10:09:08 AM  [fixexecutionreport] 34=135790|49=T4|56=T4Example|50=T4FIX|52=20130426-15:09:08.285|143=US,IL|1=Account1|11=fr-635025677481913035|41=auto-1-635025676828739888|66=fnl-635025676828739888|17=48332.6446988276_ESM3.63502567750525000012.1.8436F64F|150=5|37=8436F64F-ACF7-4F9A-8753-0B54F6484D12|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=157850|60=20130426-15:09:10.525|21=1|204=0|1385=2|10101=157850|
 +[FIXEXECUTIONREPORT]
 +[MsgSeqNum] 34 = 135790
 +[SenderCompID] 49 = T4
 +[TargetCompID] 56 = T4Example
 +[SenderSubID] 50 = T4FIX
 +[SendingTime] 52 = 20130426-15:09:08.285
 +[TargetLocationID] 143 = US,IL
 +[Account] 1 = Account1
 +[ClOrdID] 11 = fr-635025677481913035
 +[OrigClOrdID] 41 = auto-1-635025676828739888
 +[ListID] 66 = fnl-635025676828739888
 +[ExecID] 17 = 48332.6446988276_ESM3.63502567750525000012.1.8436F64F
 +[ExecType] 150 = 5 (REPLACE)
 +[OrderID] 37 = 8436F64F-ACF7-4F9A-8753-0B54F6484D12
 +[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 = 157850
 +[TransactTime] 60 = 20130426-15:09:10.525
 +[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
 +[CustomerOrFirm] 204 = 0 (CUSTOMER)
 +[ContingencyType] 1385 = 2 (AUTO_OCO)
 +[TriggerPrice] 10101 = 157850
 +</code>
 +AutoOCO Order Response - Trigger Component is Filled
 +<code>
 +<< 4/26/2013 10:09:22 AM  [fixexecutionreport] 34=135809|49=T4|56=T4Example|50=T4FIX|52=20130426-15:09:22.319|143=US,IL|1=Account1|11=fr-635025677481913035|41=auto-1-635025676828739888|66=fnl-635025676828739888|17=64229:5573055TN0375310.63502567764558000021.2.8436F64F|150=F|37=8436F64F-ACF7-4F9A-8753-0B54F6484D12|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=157850|31=157850|32=1|14=1|151=0|60=20130426-15:09:24.499|21=1|204=0|337=TRADE|375=CME000A|1385=2|10101=157850|
 +[FIXEXECUTIONREPORT]
 +[MsgSeqNum] 34 = 135809
 +[SenderCompID] 49 = T4
 +[TargetCompID] 56 = T4Example
 +[SenderSubID] 50 = T4FIX
 +[SendingTime] 52 = 20130426-15:09:22.319
 +[TargetLocationID] 143 = US,IL
 +[Account] 1 = Account1
 +[ClOrdID] 11 = fr-635025677481913035
 +[OrigClOrdID] 41 = auto-1-635025676828739888
 +[ListID] 66 = fnl-635025676828739888
 +[ExecID] 17 = 64229:5573055TN0375310.63502567764558000021.2.8436F64F
 +[ExecType] 150 = F
 +[OrderID] 37 = 8436F64F-ACF7-4F9A-8753-0B54F6484D12
 +[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 = 157850
 +[LastPx] 31 = 157850
 +[LastShares] 32 = 1
 +[CumQty] 14 = 1
 +[LeavesQty] 151 = 0
 +[TransactTime] 60 = 20130426-15:09:24.499
 +[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
 +[CustomerOrFirm] 204 = 0 (CUSTOMER)
 +[ContraTrader] 337 = TRADE
 +[ContraBroker] 375 = CME000A
 +[ContingencyType] 1385 = 2 (AUTO_OCO)
 +[TriggerPrice] 10101 = 157850
 +</code>
 +AutoOCO Order Response - Limit Component of OCO Passed Risk Assessment for Activation
 +<code>
 +<< 4/26/2013 10:09:22 AM  [fixexecutionreport] 34=135811|49=T4|56=T4Example|50=T4FIX|52=20130426-15:09:22.506|143=US,IL|1=Account1|11=auto-2-635025676828739888|66=fnl-635025676828739888|17=0.635025677646868750.2.4.066B9EFB|150=9|37=066B9EFB-6307-4DF7-AC14-D49D6E0E170D|39=9|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=1|40=2|44=157825|58=AutoOCO Activated: SubmissionRiskSuccess. Order Held|60=20130426-15:08:05.081|21=1|204=0|1385=2|10101=157850|
 +[FIXEXECUTIONREPORT]
 +[MsgSeqNum] 34 = 135811
 +[SenderCompID] 49 = T4
 +[TargetCompID] 56 = T4Example
 +[SenderSubID] 50 = T4FIX
 +[SendingTime] 52 = 20130426-15:09:22.506
 +[TargetLocationID] 143 = US,IL
 +[Account] 1 = Account1
 +[ClOrdID] 11 = auto-2-635025676828739888
 +[ListID] 66 = fnl-635025676828739888
 +[ExecID] 17 = 0.635025677646868750.2.4.066B9EFB
 +[ExecType] 150 = 9 (SUSPENDED)
 +[OrderID] 37 = 066B9EFB-6307-4DF7-AC14-D49D6E0E170D
 +[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 = 1 (BUY)
 +[SecurityType] 167 = FUT (FUTURE)
 +[OrderQty] 38 = 1
 +[OrdType] 40 = 2 (LIMIT)
 +[Price] 44 = 157825
 +[Text] 58 = AutoOCO Activated: SubmissionRiskSuccess. Order Held
 +[TransactTime] 60 = 20130426-15:08:05.081
 +[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
 +[CustomerOrFirm] 204 = 0 (CUSTOMER)
 +[ContingencyType] 1385 = 2 (AUTO_OCO)
 +[TriggerPrice] 10101 = 157850
 +</code>
 +AutoOCO Order Response - Stop Component of OCO Passed Risk Assessment for Activation
 +<code>
 +<< 4/26/2013 10:09:22 AM  [fixexecutionreport] 34=135812|49=T4|56=T4Example|50=T4FIX|52=20130426-15:09:22.584|143=US,IL|1=Account1|11=auto-3-635025676828739888|66=fnl-635025676828739888|17=0.635025677646868750.2.4.091F876B|150=9|37=091F876B-384B-4C2F-B7D1-B1F1EF820508|39=9|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=1|40=3|99=157875|58=AutoOCO Activated: SubmissionRiskSuccess. Order Held|60=20130426-15:08:05.085|21=1|204=0|1385=2|10101=157850|
 +[FIXEXECUTIONREPORT]
 +[MsgSeqNum] 34 = 135812
 +[SenderCompID] 49 = T4
 +[TargetCompID] 56 = T4Example
 +[SenderSubID] 50 = T4FIX
 +[SendingTime] 52 = 20130426-15:09:22.584
 +[TargetLocationID] 143 = US,IL
 +[Account] 1 = Account1
 +[ClOrdID] 11 = auto-3-635025676828739888
 +[ListID] 66 = fnl-635025676828739888
 +[ExecID] 17 = 0.635025677646868750.2.4.091F876B
 +[ExecType] 150 = 9 (SUSPENDED)
 +[OrderID] 37 = 091F876B-384B-4C2F-B7D1-B1F1EF820508
 +[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 = 1 (BUY)
 +[SecurityType] 167 = FUT (FUTURE)
 +[OrderQty] 38 = 1
 +[OrdType] 40 = 3 (STOP)
 +[StopPx] 99 = 157875
 +[Text] 58 = AutoOCO Activated: SubmissionRiskSuccess. Order Held
 +[TransactTime] 60 = 20130426-15:08:05.085
 +[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
 +[CustomerOrFirm] 204 = 0 (CUSTOMER)
 +[ContingencyType] 1385 = 2 (AUTO_OCO)
 +[TriggerPrice] 10101 = 157850
 +</code>
 +AutoOCO Order Response - Limit Component of OCO Activated (Sent to the exchange)
 +<code>
 +<< 4/26/2013 10:09:22 AM  [fixexecutionreport] 34=135813|49=T4|56=T4Example|50=T4FIX|52=20130426-15:09:22.615|143=US,IL|1=Account1|11=auto-2-635025676828739888|66=fnl-635025676828739888|17=48333..04.4.066B9EFB|150=9|37=066B9EFB-6307-4DF7-AC14-D49D6E0E170D|39=9|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=1|40=2|44=157825|58=AutoOCO Activated|21=1|204=0|1385=2|10101=157850|
 +[FIXEXECUTIONREPORT]
 +[MsgSeqNum] 34 = 135813
 +[SenderCompID] 49 = T4
 +[TargetCompID] 56 = T4Example
 +[SenderSubID] 50 = T4FIX
 +[SendingTime] 52 = 20130426-15:09:22.615
 +[TargetLocationID] 143 = US,IL
 +[Account] 1 = Account1
 +[ClOrdID] 11 = auto-2-635025676828739888
 +[ListID] 66 = fnl-635025676828739888
 +[ExecID] 17 = 48333..04.4.066B9EFB
 +[ExecType] 150 = 9 (SUSPENDED)
 +[OrderID] 37 = 066B9EFB-6307-4DF7-AC14-D49D6E0E170D
 +[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 = 1 (BUY)
 +[SecurityType] 167 = FUT (FUTURE)
 +[OrderQty] 38 = 1
 +[OrdType] 40 = 2 (LIMIT)
 +[Price] 44 = 157825
 +[Text] 58 = AutoOCO Activated
 +[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
 +[CustomerOrFirm] 204 = 0 (CUSTOMER)
 +[ContingencyType] 1385 = 2 (AUTO_OCO)
 +[TriggerPrice] 10101 = 157850
 +</code>
 +AutoOCO Order Response - Limit Component of OCO Activated (Sent to the exchange)
 +<code>
 +<< 4/26/2013 10:09:22 AM  [fixexecutionreport] 34=135814|49=T4|56=T4Example|50=T4FIX|52=20130426-15:09:22.631|143=US,IL|1=Account1|11=auto-3-635025676828739888|66=fnl-635025676828739888|17=48334..04.4.091F876B|150=9|37=091F876B-384B-4C2F-B7D1-B1F1EF820508|39=9|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=1|40=3|99=157875|58=AutoOCO Activated|21=1|204=0|1385=2|10101=157850|
 +[FIXEXECUTIONREPORT]
 +[MsgSeqNum] 34 = 135814
 +[SenderCompID] 49 = T4
 +[TargetCompID] 56 = T4Example
 +[SenderSubID] 50 = T4FIX
 +[SendingTime] 52 = 20130426-15:09:22.631
 +[TargetLocationID] 143 = US,IL
 +[Account] 1 = Account1
 +[ClOrdID] 11 = auto-3-635025676828739888
 +[ListID] 66 = fnl-635025676828739888
 +[ExecID] 17 = 48334..04.4.091F876B
 +[ExecType] 150 = 9 (SUSPENDED)
 +[OrderID] 37 = 091F876B-384B-4C2F-B7D1-B1F1EF820508
 +[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 = 1 (BUY)
 +[SecurityType] 167 = FUT (FUTURE)
 +[OrderQty] 38 = 1
 +[OrdType] 40 = 3 (STOP)
 +[StopPx] 99 = 157875
 +[Text] 58 = AutoOCO Activated
 +[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
 +[CustomerOrFirm] 204 = 0 (CUSTOMER)
 +[ContingencyType] 1385 = 2 (AUTO_OCO)
 +[TriggerPrice] 10101 = 157850
 +</code>
 +AutoOCO Order Response - Limit Component of OCO Working
 +<code>
 +<< 4/26/2013 10:09:22 AM  [fixexecutionreport] 34=135815|49=T4|56=T4Example|50=T4FIX|52=20130426-15:09:22.631|143=US,IL|1=Account1|11=auto-2-635025676828739888|66=fnl-635025676828739888|17=48333.6446988499_ESM3.6350256776476900006.1.066B9EFB|150=0|37=066B9EFB-6307-4DF7-AC14-D49D6E0E170D|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=1|40=2|44=157825|60=20130426-15:09:24.769|21=1|204=0|1385=2|10101=157850|
 +[FIXEXECUTIONREPORT]
 +[MsgSeqNum] 34 = 135815
 +[SenderCompID] 49 = T4
 +[TargetCompID] 56 = T4Example
 +[SenderSubID] 50 = T4FIX
 +[SendingTime] 52 = 20130426-15:09:22.631
 +[TargetLocationID] 143 = US,IL
 +[Account] 1 = Account1
 +[ClOrdID] 11 = auto-2-635025676828739888
 +[ListID] 66 = fnl-635025676828739888
 +[ExecID] 17 = 48333.6446988499_ESM3.6350256776476900006.1.066B9EFB
 +[ExecType] 150 = 0 (NEW)
 +[OrderID] 37 = 066B9EFB-6307-4DF7-AC14-D49D6E0E170D
 +[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 = 1
 +[OrdType] 40 = 2 (LIMIT)
 +[Price] 44 = 157825
 +[TransactTime] 60 = 20130426-15:09:24.769
 +[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
 +[CustomerOrFirm] 204 = 0 (CUSTOMER)
 +[ContingencyType] 1385 = 2 (AUTO_OCO)
 +[TriggerPrice] 10101 = 157850
 +</code>
 +AutoOCO Order Response - Stop Component of OCO Working
 +<code>
 +<< 4/26/2013 10:09:22 AM  [fixexecutionreport] 34=135817|49=T4|56=T4Example|50=T4FIX|52=20130426-15:09:22.709|143=US,IL|1=Account1|11=auto-3-635025676828739888|66=fnl-635025676828739888|17=48334.6446988500_ESM3.6350256776477300006.1.091F876B|150=0|37=091F876B-384B-4C2F-B7D1-B1F1EF820508|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=1|40=3|99=157875|60=20130426-15:09:24.773|21=1|204=0|1385=2|10101=157850|
 +[FIXEXECUTIONREPORT]
 +[MsgSeqNum] 34 = 135817
 +[SenderCompID] 49 = T4
 +[TargetCompID] 56 = T4Example
 +[SenderSubID] 50 = T4FIX
 +[SendingTime] 52 = 20130426-15:09:22.709
 +[TargetLocationID] 143 = US,IL
 +[Account] 1 = Account1
 +[ClOrdID] 11 = auto-3-635025676828739888
 +[ListID] 66 = fnl-635025676828739888
 +[ExecID] 17 = 48334.6446988500_ESM3.6350256776477300006.1.091F876B
 +[ExecType] 150 = 0 (NEW)
 +[OrderID] 37 = 091F876B-384B-4C2F-B7D1-B1F1EF820508
 +[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 = 1
 +[OrdType] 40 = 3 (STOP)
 +[StopPx] 99 = 157875
 +[TransactTime] 60 = 20130426-15:09:24.773
 +[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
 +[CustomerOrFirm] 204 = 0 (CUSTOMER)
 +[ContingencyType] 1385 = 2 (AUTO_OCO)
 +[TriggerPrice] 10101 = 157850
 +</code>
 +AutoOCO Order Response - Stop Component of OCO Triggered
 +<code>
 +<< 4/26/2013 10:09:26 AM  [fixexecutionreport] 34=135823|49=T4|56=T4Example|50=T4FIX|52=20130426-15:09:26.983|143=US,IL|1=Account1|11=auto-3-635025676828739888|66=fnl-635025676828739888|17=48334.6446988500_ESM3.6350256776922200006.1.091F876B|150=0|37=091F876B-384B-4C2F-B7D1-B1F1EF820508|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=1|40=2|44=158175|60=20130426-15:09:29.222|21=1|204=0|1385=2|10101=157850|
 +[FIXEXECUTIONREPORT]
 +[MsgSeqNum] 34 = 135823
 +[SenderCompID] 49 = T4
 +[TargetCompID] 56 = T4Example
 +[SenderSubID] 50 = T4FIX
 +[SendingTime] 52 = 20130426-15:09:26.983
 +[TargetLocationID] 143 = US,IL
 +[Account] 1 = Account1
 +[ClOrdID] 11 = auto-3-635025676828739888
 +[ListID] 66 = fnl-635025676828739888
 +[ExecID] 17 = 48334.6446988500_ESM3.6350256776922200006.1.091F876B
 +[ExecType] 150 = 0 (NEW)
 +[OrderID] 37 = 091F876B-384B-4C2F-B7D1-B1F1EF820508
 +[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 = 1
 +[OrdType] 40 = 2 (LIMIT)
 +[Price] 44 = 158175
 +[TransactTime] 60 = 20130426-15:09:29.222
 +[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
 +[CustomerOrFirm] 204 = 0 (CUSTOMER)
 +[ContingencyType] 1385 = 2 (AUTO_OCO)
 +[TriggerPrice] 10101 = 157850
 +</code>
 +AutoOCO Order Response - Stop Component of OCO Filled
 +<code>
 +<< 4/26/2013 10:09:27 AM  [fixexecutionreport] 34=135825|49=T4|56=T4Example|50=T4FIX|52=20130426-15:09:27.202|143=US,IL|1=Account1|11=auto-3-635025676828739888|66=fnl-635025676828739888|17=64229:5573075TN0375312.63502567769222000021.2.091F876B|150=F|37=091F876B-384B-4C2F-B7D1-B1F1EF820508|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=1|40=2|44=158175|31=157875|32=1|14=1|151=0|60=20130426-15:09:29.390|21=1|204=0|337=TRADE|375=CME000A|1385=2|10101=157850|
 +[FIXEXECUTIONREPORT]
 +[MsgSeqNum] 34 = 135825
 +[SenderCompID] 49 = T4
 +[TargetCompID] 56 = T4Example
 +[SenderSubID] 50 = T4FIX
 +[SendingTime] 52 = 20130426-15:09:27.202
 +[TargetLocationID] 143 = US,IL
 +[Account] 1 = Account1
 +[ClOrdID] 11 = auto-3-635025676828739888
 +[ListID] 66 = fnl-635025676828739888
 +[ExecID] 17 = 64229:5573075TN0375312.63502567769222000021.2.091F876B
 +[ExecType] 150 = F
 +[OrderID] 37 = 091F876B-384B-4C2F-B7D1-B1F1EF820508
 +[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 = 1
 +[OrdType] 40 = 2 (LIMIT)
 +[Price] 44 = 158175
 +[LastPx] 31 = 157875
 +[LastShares] 32 = 1
 +[CumQty] 14 = 1
 +[LeavesQty] 151 = 0
 +[TransactTime] 60 = 20130426-15:09:29.390
 +[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
 +[CustomerOrFirm] 204 = 0 (CUSTOMER)
 +[ContraTrader] 337 = TRADE
 +[ContraBroker] 375 = CME000A
 +[ContingencyType] 1385 = 2 (AUTO_OCO)
 +[TriggerPrice] 10101 = 157850
 +</code>
 +AutoOCO Order Response - Limit Component of OCO Pending Cancellation - Passed Risk Assessment
 +<code>
 +<< 4/26/2013 10:09:27 AM  [fixexecutionreport] 34=135827|49=T4|56=T4Example|50=T4FIX|52=20130426-15:09:27.498|143=US,IL|1=Account1|11=auto-2-635025676828739888|66=fnl-635025676828739888|17=48333.6446988499_ESM3.63502567764769000014.1.066B9EFB|150=6|37=066B9EFB-6307-4DF7-AC14-D49D6E0E170D|39=6|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=0|40=2|44=157825|58=AutoOCO Pull: PullRiskSuccess. Pull passed risk management|60=20130426-15:08:05.081|21=1|204=0|1385=2|10101=157850|
 +[FIXEXECUTIONREPORT]
 +[MsgSeqNum] 34 = 135827
 +[SenderCompID] 49 = T4
 +[TargetCompID] 56 = T4Example
 +[SenderSubID] 50 = T4FIX
 +[SendingTime] 52 = 20130426-15:09:27.498
 +[TargetLocationID] 143 = US,IL
 +[Account] 1 = Account1
 +[ClOrdID] 11 = auto-2-635025676828739888
 +[ListID] 66 = fnl-635025676828739888
 +[ExecID] 17 = 48333.6446988499_ESM3.63502567764769000014.1.066B9EFB
 +[ExecType] 150 = 6 (PENDING_CANCEL)
 +[OrderID] 37 = 066B9EFB-6307-4DF7-AC14-D49D6E0E170D
 +[OrdStatus] 39 = 6 (PENDING_CANCEL)
 +[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 = 0
 +[OrdType] 40 = 2 (LIMIT)
 +[Price] 44 = 157825
 +[Text] 58 = AutoOCO Pull: PullRiskSuccess. Pull passed risk management
 +[TransactTime] 60 = 20130426-15:08:05.081
 +[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
 +[CustomerOrFirm] 204 = 0 (CUSTOMER)
 +[ContingencyType] 1385 = 2 (AUTO_OCO)
 +[TriggerPrice] 10101 = 157850
 +</code>
 +AutoOCO Order Response - Limit Component of OCO Pending Cancellation - Cancel Request Submitted to the Exchange
 +<code>
 +<< 4/26/2013 10:09:27 AM  [fixexecutionreport] 34=135828|49=T4|56=T4Example|50=T4FIX|52=20130426-15:09:27.498|143=US,IL|1=Account1|11=auto-2-635025676828739888|66=fnl-635025676828739888|17=48335.6446988499_ESM3.63502567764769000016.1.066B9EFB|150=6|37=066B9EFB-6307-4DF7-AC14-D49D6E0E170D|39=6|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=0|40=2|44=157825|58=AutoOCO Pull|60=20130426-15:09:24.769|21=1|204=0|1385=2|10101=157850|
 +[FIXEXECUTIONREPORT]
 +[MsgSeqNum] 34 = 135828
 +[SenderCompID] 49 = T4
 +[TargetCompID] 56 = T4Example
 +[SenderSubID] 50 = T4FIX
 +[SendingTime] 52 = 20130426-15:09:27.498
 +[TargetLocationID] 143 = US,IL
 +[Account] 1 = Account1
 +[ClOrdID] 11 = auto-2-635025676828739888
 +[ListID] 66 = fnl-635025676828739888
 +[ExecID] 17 = 48335.6446988499_ESM3.63502567764769000016.1.066B9EFB
 +[ExecType] 150 = 6 (PENDING_CANCEL)
 +[OrderID] 37 = 066B9EFB-6307-4DF7-AC14-D49D6E0E170D
 +[OrdStatus] 39 = 6 (PENDING_CANCEL)
 +[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 = 0
 +[OrdType] 40 = 2 (LIMIT)
 +[Price] 44 = 157825
 +[Text] 58 = AutoOCO Pull
 +[TransactTime] 60 = 20130426-15:09:24.769
 +[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
 +[CustomerOrFirm] 204 = 0 (CUSTOMER)
 +[ContingencyType] 1385 = 2 (AUTO_OCO)
 +[TriggerPrice] 10101 = 157850
 +</code>
 +AutoOCO Order Response - Limit Component of OCO Cancelled
 +<code>
 +<< 4/26/2013 10:09:27 AM  [fixexecutionreport] 34=135829|49=T4|56=T4Example|50=T4FIX|52=20130426-15:09:27.560|143=US,IL|1=Account1|11=auto-2-635025676828739888|66=fnl-635025676828739888|17=48335.6446988499_ESM3.63502567769807000018.2.066B9EFB|150=4|37=066B9EFB-6307-4DF7-AC14-D49D6E0E170D|39=4|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=0|40=2|44=157825|60=20130426-15:09:29.807|21=1|204=0|1385=2|10101=157850|
 +[FIXEXECUTIONREPORT]
 +[MsgSeqNum] 34 = 135829
 +[SenderCompID] 49 = T4
 +[TargetCompID] 56 = T4Example
 +[SenderSubID] 50 = T4FIX
 +[SendingTime] 52 = 20130426-15:09:27.560
 +[TargetLocationID] 143 = US,IL
 +[Account] 1 = Account1
 +[ClOrdID] 11 = auto-2-635025676828739888
 +[ListID] 66 = fnl-635025676828739888
 +[ExecID] 17 = 48335.6446988499_ESM3.63502567769807000018.2.066B9EFB
 +[ExecType] 150 = 4 (CANCELED)
 +[OrderID] 37 = 066B9EFB-6307-4DF7-AC14-D49D6E0E170D
 +[OrdStatus] 39 = 4 (CANCELED)
 +[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 = 0
 +[OrdType] 40 = 2 (LIMIT)
 +[Price] 44 = 157825
 +[TransactTime] 60 = 20130426-15:09:29.807
 +[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
 +[CustomerOrFirm] 204 = 0 (CUSTOMER)
 +[ContingencyType] 1385 = 2 (AUTO_OCO)
 +[TriggerPrice] 10101 = 157850
 +</code>
 +Further details on the tags used for this order type are described in the dictionary of the New Order List message.
 +
 +[[developers:legacy_fix_api|T4 FIX API Home]]