developers:fixapi:joinorder

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developers:fixapi:joinorder [2025/09/12 01:47] – removed - external edit (Unknown date) 127.0.0.1developers:fixapi:joinorder [2025/09/12 01:47] (current) – ↷ Page moved and renamed from developers:fixapi.joinorder to developers:fixapi:joinorder chad
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 +===== Join Order =====
 +
 +A **Join Order** submits a limit order at the best bid or offer price, joining at the best price.
 +
 +A Join Order is entered with the **New Order Single** (Tag 35=D) message.  
 +Following are the most relevant tags to build a Join Order:
 +
 +^ Tag ^ Field ^ Description ^
 +| 40=N | OrdType | Specifier of Join Order Type |
 +| 54   | Side | Set to 1 (BUY) to join the best bid. Set to 2 (SELL) to join the best offer. |
 +| 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, the Join order is submitted by setting **OrdType** (Tag 40) = **N**.  
 +Note that **Price** (Tag 44) is not entered.
 +
 +Join Order
 +<code>
 +>> 2/22/2013 12:14:29 PM   [FIXNEWORDER] 34=75|49=T4Example|56=T4|50=Ernesto|52=20130222-18:14:29.056|1=Account1|11=fn-634971320690565608|48=CME_20130300_ESH3|55=ES|207=CME_Eq|54=1|38=1|40=N|59=0|167=FUT|21=1|60=20130222-18:14:29.056|204=0|
 +[FIXNEWORDER]
 +[MsgSeqNum] 34 = 75
 +[SenderCompID] 49 = T4Example
 +[TargetCompID] 56 = T4
 +[SenderSubID] 50 = Account1
 +[SendingTime] 52 = 20130222-18:14:29.056
 +[Account] 1 = ernesto
 +[ClOrdID] 11 = fn-634971320690565608
 +[SecurityID] 48 = CME_20130300_ESH3
 +[Symbol] 55 = ES
 +[SecurityExchange] 207 = CME_Eq
 +[Side] 54 = 1 (BUY)
 +[OrderQty] 38 = 1
 +[OrdType] 40 = N (JOIN)
 +[TimeInForce] 59 = 0 (DAY)
 +[SecurityType] 167 = FUT (FUTURE)
 +[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
 +[TransactTime] 60 = 20130222-18:14:29.056
 +[CustomerOrFirm] 204 = 0 (CUSTOMER)
 +</code>
 +Join Order Response - Awaiting Trigger
 +<code>
 +<< 2/22/2013 12:14:29 PM  [fixexecutionreport] 34=175|49=T4|56=T4Example|50=T4FIX|52=20130222-18:14:29.056|143=US,IL|1=Account1|11=fn-634971320690565608|17=0.634971320704368750.2.1.79A2601F|150=A|37=79A2601F-8928-4C40-8C5A-86C2F65E0E89|39=A|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=N|58=Join Awaiting Trigger|60=20130222-18:14:30.436|21=1|204=0|
 +[FIXEXECUTIONREPORT]
 +[MsgSeqNum] 34 = 175
 +[SenderCompID] 49 = T4
 +[TargetCompID] 56 = T4Example
 +[SenderSubID] 50 = T4FIX
 +[SendingTime] 52 = 20130222-18:14:29.056
 +[TargetLocationID] 143 = US,IL
 +[Account] 1 = Account1
 +[ClOrdID] 11 = fn-634971320690565608
 +[ExecID] 17 = 0.634971320704368750.2.1.79A2601F
 +[ExecType] 150 = A (PENDING_NEW)
 +[OrderID] 37 = 79A2601F-8928-4C40-8C5A-86C2F65E0E89
 +[OrdStatus] 39 = A (PENDING_NEW)
 +[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 = N (JOIN)
 +[Text] 58 = Join Awaiting Trigger
 +[TransactTime] 60 = 20130222-18:14:30.436
 +[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
 +[CustomerOrFirm] 204 = 0 (CUSTOMER)
 +</code>
 +Join Order Response
 +<code>
 +<< 2/22/2013 12:14:29 PM  [fixexecutionreport] 34=176|49=T4|56=T4Example|50=T4FIX|52=20130222-18:14:29.087|143=US,IL|1=Account1|11=fn-634971320690565608|17=48084.6419495592_ESH3.6349713207052200006.1.79A2601F|150=0|37=79A2601F-8928-4C40-8C5A-86C2F65E0E89|39=0|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=2|44=149875|60=20130222-18:14:30.522|21=1|204=0|
 +[FIXEXECUTIONREPORT]
 +[MsgSeqNum] 34 = 176
 +[SenderCompID] 49 = T4
 +[TargetCompID] 56 = T4Example
 +[SenderSubID] 50 = T4FIX
 +[SendingTime] 52 = 20130222-18:14:29.087
 +[TargetLocationID] 143 = US,IL
 +[Account] 1 = Account1
 +[ClOrdID] 11 = fn-634971320690565608
 +[ExecID] 17 = 48084.6419495592_ESH3.6349713207052200006.1.79A2601F
 +[ExecType] 150 = 0 (NEW)
 +[OrderID] 37 = 79A2601F-8928-4C40-8C5A-86C2F65E0E89
 +[OrdStatus] 39 = 0 (NEW)
 +[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 = 2 (LIMIT)
 +[Price] 44 = 149875
 +[TransactTime] 60 = 20130222-18:14:30.522
 +[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
 +[CustomerOrFirm] 204 = 0 (CUSTOMER)
 +</code>
 +Join Order Fill
 +<code>
 +<< 2/22/2013 12:14:29 PM  [fixexecutionreport] 34=177|49=T4|56=T4Example|50=T4FIX|52=20130222-18:14:29.945|143=US,IL|1=Account1|11=fn-634971320690565608|17=64201:7485971TN0604888.63497132071356000021.2.79A2601F|150=F|37=79A2601F-8928-4C40-8C5A-86C2F65E0E89|39=2|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=2|44=149875|31=149875|32=1|14=1|151=0|60=20130222-18:14:31.343|21=1|204=0|337=TRADE|375=CME000A|
 +[FIXEXECUTIONREPORT]
 +[MsgSeqNum] 34 = 177
 +[SenderCompID] 49 = T4
 +[TargetCompID] 56 = T4Example
 +[SenderSubID] 50 = T4FIX
 +[SendingTime] 52 = 20130222-18:14:29.945
 +[TargetLocationID] 143 = US,IL
 +[Account] 1 = Account1
 +[ClOrdID] 11 = fn-634971320690565608
 +[ExecID] 17 = 64201:7485971TN0604888.63497132071356000021.2.79A2601F
 +[ExecType] 150 = F
 +[OrderID] 37 = 79A2601F-8928-4C40-8C5A-86C2F65E0E89
 +[OrdStatus] 39 = 2 (FILLED)
 +[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 = 2 (LIMIT)
 +[Price] 44 = 149875
 +[LastPx] 31 = 149875
 +[LastShares] 32 = 1
 +[CumQty] 14 = 1
 +[LeavesQty] 151 = 0
 +[TransactTime] 60 = 20130222-18:14:31.343
 +[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
 +[CustomerOrFirm] 204 = 0 (CUSTOMER)
 +[ContraTrader] 337 = TRADE
 +[ContraBroker] 375 = CME000A
 +</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]]
 +
 +