Differences
This shows you the differences between two versions of the page.
| Both sides previous revision Previous revision | |||
| developers:fixapi:queueorder [2025/09/12 01:47] – removed - external edit (Unknown date) 127.0.0.1 | developers:fixapi:queueorder [2025/09/12 01:47] (current) – ↷ Page moved and renamed from developers:fixapi.queueorder to developers:fixapi:queueorder chad | ||
|---|---|---|---|
| Line 1: | Line 1: | ||
| + | ===== Queue Order ===== | ||
| + | |||
| + | A **Queue Order** submits an order to the **T4 FIX API** server for queueing (i.e. risk assessed, suspended, and waiting for a request to activate). | ||
| + | |||
| + | A Queue Order (**Tag 10102=6**) is queued with the **New Order Single** (Tag 35=D) message with an **Activation Value** of **0** (Tag 10103=0). | ||
| + | Subsequently, | ||
| + | |||
| + | Following are the most relevant tags to build a Queue Order: | ||
| + | |||
| + | ^ Tag ^ Field ^ Description ^ | ||
| + | | 10102=6 | ActivationType | Specifier of Queue Order Type | | ||
| + | | 10103 | Activation Value | Set to 0 to queue the order within T4 FIX API servers. Set to -1 (on a Cancel Replace) to activate the order for exchange execution. | | ||
| + | | 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 order is queued by entering **ActivationType** (Tag 10102) = **6** with **ActivationValue** (Tag 10103) = **0**. | ||
| + | The queued order is then activated (to send to the exchange) with a **Cancel Replace** message carrying **ActivationValue** = **-1**. | ||
| + | |||
| + | Queue Order | ||
| + | < | ||
| + | >> 2/25/2013 2:42:34 PM | ||
| + | [FIXNEWORDER] | ||
| + | [MsgSeqNum] 34 = 10 | ||
| + | [SenderCompID] 49 = T4Example | ||
| + | [TargetCompID] 56 = T4 | ||
| + | [SenderSubID] 50 = TraderName | ||
| + | [SendingTime] 52 = 20130225-20: | ||
| + | [Account] 1 = Account1 | ||
| + | [ClOrdID] 11 = fn-634974001545361685 | ||
| + | [SecurityID] 48 = CME_20130300_ESH3 | ||
| + | [Symbol] 55 = ES | ||
| + | [SecurityExchange] 207 = CME_Eq | ||
| + | [Side] 54 = 1 (BUY) | ||
| + | [OrderQty] 38 = 1 | ||
| + | [OrdType] 40 = 2 (LIMIT) | ||
| + | [Price] 44 = 148000 | ||
| + | [TimeInForce] 59 = 0 (DAY) | ||
| + | [SecurityType] 167 = FUT (FUTURE) | ||
| + | [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION) | ||
| + | [TransactTime] 60 = 20130225-20: | ||
| + | [CustomerOrFirm] 204 = 0 (CUSTOMER) | ||
| + | [ActivationType] 10102 = 6 (QUEUE) | ||
| + | [ActivationValue] 10103 = 0 | ||
| + | </ | ||
| + | Queued Order Response - Awaiting Activation | ||
| + | < | ||
| + | << 2/25/2013 2:42:34 PM [fixexecutionreport] 34=118|49=T4|56=T4Example|50=T4FIX|52=20130225-20: | ||
| + | [FIXEXECUTIONREPORT] | ||
| + | [MsgSeqNum] 34 = 118 | ||
| + | [SenderCompID] 49 = T4 | ||
| + | [TargetCompID] 56 = T4Example | ||
| + | [SenderSubID] 50 = T4FIX | ||
| + | [SendingTime] 52 = 20130225-20: | ||
| + | [TargetLocationID] 143 = US,IL | ||
| + | [Account] 1 = Account1 | ||
| + | [ClOrdID] 11 = fn-634974001545361685 | ||
| + | [ExecID] 17 = 0.634974001570618750.2.4.18A27A0F | ||
| + | [ExecType] 150 = 9 (SUSPENDED) | ||
| + | [OrderID] 37 = 18A27A0F-5739-4784-A4FE-A64B5CC83B5B | ||
| + | [OrdStatus] 39 = 9 (SUSPENDED) | ||
| + | [SecurityID] 48 = CME_20130300_ESH3 | ||
| + | [Symbol] 55 = ES | ||
| + | [SecurityExchange] 207 = CME_Eq | ||
| + | [MaturityMonthYear] 200 = 201303 | ||
| + | [TimeInForce] 59 = 0 (DAY) | ||
| + | [SecurityDesc] 107 = E-mini S&P 500 Mar13 | ||
| + | [Side] 54 = 1 (BUY) | ||
| + | [SecurityType] 167 = FUT (FUTURE) | ||
| + | [OrderQty] 38 = 1 | ||
| + | [OrdType] 40 = 2 (LIMIT) | ||
| + | [Price] 44 = 148000 | ||
| + | [Text] 58 = Activation Pending: SubmissionRiskSuccess. Order Held | ||
| + | [TransactTime] 60 = 20130225-20: | ||
| + | [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION) | ||
| + | [CustomerOrFirm] 204 = 0 (CUSTOMER) | ||
| + | [ActivationType] 10102 = 6 (QUEUE) | ||
| + | [ActivationValue] 10103 = 0 | ||
| + | </ | ||
| + | Queued Order - Requesting Activation | ||
| + | < | ||
| + | >> 2/25/2013 2:43:15 PM | ||
| + | [FIXCANCELREPLACE] | ||
| + | [MsgSeqNum] 34 = 11 | ||
| + | [SenderCompID] 49 = T4Example | ||
| + | [TargetCompID] 56 = T4 | ||
| + | [SenderSubID] 50 = TraderName | ||
| + | [SendingTime] 52 = 20130225-20: | ||
| + | [Account] 1 = Account1 | ||
| + | [ClOrdID] 11 = fr-634974001959726398-0 | ||
| + | [OrigClOrdID] 41 = fn-634974001545361685 | ||
| + | [OrderID] 37 = 18A27A0F-5739-4784-A4FE-A64B5CC83B5B | ||
| + | [SecurityID] 48 = CME_20130300_ESH3 | ||
| + | [Symbol] 55 = ES | ||
| + | [SecurityExchange] 207 = CME_Eq | ||
| + | [Side] 54 = 1 (BUY) | ||
| + | [OrderQty] 38 = 1 | ||
| + | [OrdType] 40 = 2 (LIMIT) | ||
| + | [Price] 44 = 148000 | ||
| + | [TimeInForce] 59 = 0 (DAY) | ||
| + | [SecurityType] 167 = FUT (FUTURE) | ||
| + | [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION) | ||
| + | [TransactTime] 60 = 20130225-20: | ||
| + | [CustomerOrFirm] 204 = 0 (CUSTOMER) | ||
| + | [ActivationValue] 10103 = -1 | ||
| + | </ | ||
| + | Queued Order Response - Activation Pending | ||
| + | < | ||
| + | << 2/25/2013 2:43:16 PM [fixexecutionreport] 34=191|49=T4|56=T4Example|50=T4FIX|52=20130225-20: | ||
| + | [FIXEXECUTIONREPORT] | ||
| + | [MsgSeqNum] 34 = 191 | ||
| + | [SenderCompID] 49 = T4 | ||
| + | [TargetCompID] 56 = T4Example | ||
| + | [SenderSubID] 50 = T4FIX | ||
| + | [SendingTime] 52 = 20130225-20: | ||
| + | [TargetLocationID] 143 = US,IL | ||
| + | [Account] 1 = Account1 | ||
| + | [ClOrdID] 11 = fr-634974001959726398-0 | ||
| + | [OrigClOrdID] 41 = fn-634974001545361685 | ||
| + | [ExecID] 17 = 0..012.4.18A27A0F | ||
| + | [ExecType] 150 = 9 (SUSPENDED) | ||
| + | [OrderID] 37 = 18A27A0F-5739-4784-A4FE-A64B5CC83B5B | ||
| + | [OrdStatus] 39 = 9 (SUSPENDED) | ||
| + | [SecurityID] 48 = CME_20130300_ESH3 | ||
| + | [Symbol] 55 = ES | ||
| + | [SecurityExchange] 207 = CME_Eq | ||
| + | [MaturityMonthYear] 200 = 201303 | ||
| + | [TimeInForce] 59 = 0 (DAY) | ||
| + | [SecurityDesc] 107 = E-mini S&P 500 Mar13 | ||
| + | [Side] 54 = 1 (BUY) | ||
| + | [SecurityType] 167 = FUT (FUTURE) | ||
| + | [OrderQty] 38 = 1 | ||
| + | [OrdType] 40 = 2 (LIMIT) | ||
| + | [Price] 44 = 148000 | ||
| + | [Text] 58 = Activation Pending | ||
| + | [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION) | ||
| + | [CustomerOrFirm] 204 = 0 (CUSTOMER) | ||
| + | [ActivationType] 10102 = 6 (QUEUE) | ||
| + | [ActivationValue] 10103 = -1 | ||
| + | </ | ||
| + | Queued Order - Activated Order Risk Success | ||
| + | < | ||
| + | << 2/25/2013 2:43:17 PM [fixexecutionreport] 34=193|49=T4|56=T4Example|50=T4FIX|52=20130225-20: | ||
| + | [FIXEXECUTIONREPORT] | ||
| + | [MsgSeqNum] 34 = 193 | ||
| + | [SenderCompID] 49 = T4 | ||
| + | [TargetCompID] 56 = T4Example | ||
| + | [SenderSubID] 50 = T4FIX | ||
| + | [SendingTime] 52 = 20130225-20: | ||
| + | [TargetLocationID] 143 = US,IL | ||
| + | [Account] 1 = Account1 | ||
| + | [ClOrdID] 11 = fr-634974001959726398-0 | ||
| + | [OrigClOrdID] 41 = fn-634974001545361685 | ||
| + | [ExecID] 17 = 0.634974001995618750.2.4.18A27A0F | ||
| + | [ExecType] 150 = 9 (SUSPENDED) | ||
| + | [OrderID] 37 = 18A27A0F-5739-4784-A4FE-A64B5CC83B5B | ||
| + | [OrdStatus] 39 = 9 (SUSPENDED) | ||
| + | [SecurityID] 48 = CME_20130300_ESH3 | ||
| + | [Symbol] 55 = ES | ||
| + | [SecurityExchange] 207 = CME_Eq | ||
| + | [MaturityMonthYear] 200 = 201303 | ||
| + | [TimeInForce] 59 = 0 (DAY) | ||
| + | [SecurityDesc] 107 = E-mini S&P 500 Mar13 | ||
| + | [Side] 54 = 1 (BUY) | ||
| + | [SecurityType] 167 = FUT (FUTURE) | ||
| + | [OrderQty] 38 = 1 | ||
| + | [OrdType] 40 = 2 (LIMIT) | ||
| + | [Price] 44 = 148000 | ||
| + | [Text] 58 = Activation Trigger: SubmissionRiskSuccess. Order Held | ||
| + | [TransactTime] 60 = 20130225-20: | ||
| + | [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION) | ||
| + | [CustomerOrFirm] 204 = 0 (CUSTOMER) | ||
| + | </ | ||
| + | Queued Order - Activation Trigger (to exchange) | ||
| + | < | ||
| + | << 2/25/2013 2:43:17 PM [fixexecutionreport] 34=194|49=T4|56=T4Example|50=T4FIX|52=20130225-20: | ||
| + | [FIXEXECUTIONREPORT] | ||
| + | [MsgSeqNum] 34 = 194 | ||
| + | [SenderCompID] 49 = T4 | ||
| + | [TargetCompID] 56 = T4Example | ||
| + | [SenderSubID] 50 = T4FIX | ||
| + | [SendingTime] 52 = 20130225-20: | ||
| + | [TargetLocationID] 143 = US,IL | ||
| + | [Account] 1 = Account1 | ||
| + | [ClOrdID] 11 = fr-634974001959726398-0 | ||
| + | [OrigClOrdID] 41 = fn-634974001545361685 | ||
| + | [ExecID] 17 = 47991..04.4.18A27A0F | ||
| + | [ExecType] 150 = 9 (SUSPENDED) | ||
| + | [OrderID] 37 = 18A27A0F-5739-4784-A4FE-A64B5CC83B5B | ||
| + | [OrdStatus] 39 = 9 (SUSPENDED) | ||
| + | [SecurityID] 48 = CME_20130300_ESH3 | ||
| + | [Symbol] 55 = ES | ||
| + | [SecurityExchange] 207 = CME_Eq | ||
| + | [MaturityMonthYear] 200 = 201303 | ||
| + | [TimeInForce] 59 = 0 (DAY) | ||
| + | [SecurityDesc] 107 = E-mini S&P 500 Mar13 | ||
| + | [Side] 54 = 1 (BUY) | ||
| + | [SecurityType] 167 = FUT (FUTURE) | ||
| + | [OrderQty] 38 = 1 | ||
| + | [OrdType] 40 = 2 (LIMIT) | ||
| + | [Price] 44 = 148000 | ||
| + | [Text] 58 = Activation Trigger | ||
| + | [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION) | ||
| + | [CustomerOrFirm] 204 = 0 (CUSTOMER) | ||
| + | </ | ||
| + | Queued Order Response - Order is Working | ||
| + | < | ||
| + | << 2/25/2013 2:43:17 PM [fixexecutionreport] 34=195|49=T4|56=T4Example|50=T4FIX|52=20130225-20: | ||
| + | [FIXEXECUTIONREPORT] | ||
| + | [MsgSeqNum] 34 = 195 | ||
| + | [SenderCompID] 49 = T4 | ||
| + | [TargetCompID] 56 = T4Example | ||
| + | [SenderSubID] 50 = T4FIX | ||
| + | [SendingTime] 52 = 20130225-20: | ||
| + | [TargetLocationID] 143 = US,IL | ||
| + | [Account] 1 = Account1 | ||
| + | [ClOrdID] 11 = fr-634974001959726398-0 | ||
| + | [OrigClOrdID] 41 = fn-634974001545361685 | ||
| + | [ExecID] 17 = 47991.6420174176_ESH3.6349740019981800006.1.18A27A0F | ||
| + | [ExecType] 150 = 0 (NEW) | ||
| + | [OrderID] 37 = 18A27A0F-5739-4784-A4FE-A64B5CC83B5B | ||
| + | [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 = 148000 | ||
| + | [TransactTime] 60 = 20130225-20: | ||
| + | [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION) | ||
| + | [CustomerOrFirm] 204 = 0 (CUSTOMER) | ||
| + | </ | ||
| + | Further details on the tags used for this order type are described in the dictionary of the New Order Single and Cancel Replace Request messages. | ||
| + | |||
| + | [[developers: | ||