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--- developers:fixapi:completevolumeorder [2025/09/12 01:49] – removed - external edit (Unknown date) 127.0.0.1
+++ developers:fixapi:completevolumeorder [2025/09/12 01:49] (current) – ↷ Page moved and renamed from developers:fixapi.completevolumeorder to developers:fixapi:completevolumeorder chad
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+===== Complete Volume Order =====
+A **Complete Volume Order** (also known as **Fill Or Kill** or **FOK**) is submitted to the exchange and is either filled completely or cancelled immediately.
+A Complete Volume Order is entered with the **New Order Single** (Tag 35=D) message.
+Following are the most relevant tags to build a Complete Volume Order:
+^ Tag ^ Field ^ Description ^
+| 59=4 | TimeInForce | Time In Force specifier of Fill or Kill (Complete Volume) |
+| 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 |
+----
+**Sample**
+In this example, a 10-lot Complete Volume order is submitted for a limit price (**Tag 44**) of **44000** or better.
+As it is a buy order, a better price indicates a price lower than **44000**.
+Complete Volume Order
+<code>
+>> 2/25/2013 2:32:26 PM   [FIXNEWORDER] 34=29|49=T4Example|56=T4|50=Ernesto|52=20130225-20:32:26.505|1=Account1|11=fn-634973995465059974|48=CBOE_20130300_AAPL1C|55=AAPL|207=CBOE_SF|54=1|38=10|40=2|44=44000|59=4|167=FUT|21=1|60=20130225-20:32:26.505|204=0|
+[FIXNEWORDER]
+[MsgSeqNum] 34 = 29
+[SenderCompID] 49 = T4Example
+[TargetCompID] 56 = T4
+[SenderSubID] 50 = TraderName
+[SendingTime] 52 = 20130225-20:32:26.505
+[Account] 1 = Account1
+[ClOrdID] 11 = fn-634973995465059974
+[SecurityID] 48 = CBOE_20130300_AAPL1C
+[Symbol] 55 = AAPL
+[SecurityExchange] 207 = CBOE_SF
+[Side] 54 = 1 (BUY)
+[OrderQty] 38 = 10
+[OrdType] 40 = 2 (LIMIT)
+[Price] 44 = 44000
+[TimeInForce] 59 = 4 (FILL_OR_KILL)
+[SecurityType] 167 = FUT (FUTURE)
+[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
+[TransactTime] 60 = 20130225-20:32:26.505
+[CustomerOrFirm] 204 = 0 (CUSTOMER)
+</code>
+Complete Volume Order Response
+<code>
+<< 2/25/2013 2:32:26 PM  [fixexecutionreport] 34=102|49=T4|56=T4Example|50=T4FIX|52=20130225-20:32:26.568|1=Account1|11=fn-634973995465059974|17=9.66040:1836240153.6349739954900000006.1.61E85F9C|150=0|37=61E85F9C-8FD9-4202-8A17-E52B5F2A921B|39=0|48=CBOE_20130300_AAPL1C|55=AAPL|207=CBOE_SF|200=201303|59=4|107=Apple Computer Inc. Mar13 1C|54=1|167=FUT|38=10|40=2|44=44000|60=20130225-20:32:29.000|21=1|204=1|
+[FIXEXECUTIONREPORT]
+[MsgSeqNum] 34 = 102
+[SenderCompID] 49 = T4
+[TargetCompID] 56 = T4Example
+[SenderSubID] 50 = T4FIX
+[SendingTime] 52 = 20130225-20:32:26.568
+[Account] 1 = Account1
+[ClOrdID] 11 = fn-634973995465059974
+[ExecID] 17 = 9.66040:1836240153.6349739954900000006.1.61E85F9C
+[ExecType] 150 = 0 (NEW)
+[OrderID] 37 = 61E85F9C-8FD9-4202-8A17-E52B5F2A921B
+[OrdStatus] 39 = 0 (NEW)
+[SecurityID] 48 = CBOE_20130300_AAPL1C
+[Symbol] 55 = AAPL
+[SecurityExchange] 207 = CBOE_SF
+[MaturityMonthYear] 200 = 201303
+[TimeInForce] 59 = 4 (FILL_OR_KILL)
+[SecurityDesc] 107 = Apple Computer Inc. Mar13 1C
+[Side] 54 = 1 (BUY)
+[SecurityType] 167 = FUT (FUTURE)
+[OrderQty] 38 = 10
+[OrdType] 40 = 2 (LIMIT)
+[Price] 44 = 44000
+[TransactTime] 60 = 20130225-20:32:29.000
+[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
+[CustomerOrFirm] 204 = 1 (FIRM)
+</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]]