developers:fixapi:queueorder

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developers:fixapi:queueorder [2025/09/12 01:47] – removed - external edit (Unknown date) 127.0.0.1developers:fixapi:queueorder [2025/09/12 01:47] (current) – ↷ Page moved and renamed from developers:fixapi.queueorder to developers:fixapi:queueorder chad
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 +===== 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, a queued order is activated (to submit to the exchange) with the **Cancel Replace Request** (Tag 35=G) message carrying an **Activation Value** of **-1** (Tag 10103=-1).
 +
 +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
 +<code>
 +>> 2/25/2013 2:42:34 PM   [FIXNEWORDER] 34=10|49=T4Example|56=T450=TraderName|52=20130225-20:42:34.536|1=Account1|11=fn-634974001545361685|48=CME_20130300_ESH3|55=ES|207=CME_Eq|54=1|38=1|40=2|44=148000|59=0|167=FUT|21=1|60=20130225-20:42:34.536|204=0|10102=6|10103=0|
 +[FIXNEWORDER]
 +[MsgSeqNum] 34 = 10
 +[SenderCompID] 49 = T4Example
 +[TargetCompID] 56 = T4
 +[SenderSubID] 50 = TraderName
 +[SendingTime] 52 = 20130225-20:42:34.536
 +[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 = 20130225-20:42:34.536
 +[CustomerOrFirm] 204 = 0 (CUSTOMER)
 +[ActivationType] 10102 = 6 (QUEUE)
 +[ActivationValue] 10103 = 0
 +</code>
 +Queued Order Response - Awaiting Activation
 +<code>
 +<< 2/25/2013 2:42:34 PM  [fixexecutionreport] 34=118|49=T4|56=T4Example|50=T4FIX|52=20130225-20:42:34.551|143=US,IL|1=Account1|11=fn-634974001545361685|17=0.634974001570618750.2.4.18A27A0F|150=9|37=18A27A0F-5739-4784-A4FE-A64B5CC83B5B|39=9|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=148000|58=Activation Pending: SubmissionRiskSuccess. Order Held|60=20130225-20:42:37.046|21=1|204=0|10102=6|10103=0|
 +[FIXEXECUTIONREPORT]
 +[MsgSeqNum] 34 = 118
 +[SenderCompID] 49 = T4
 +[TargetCompID] 56 = T4Example
 +[SenderSubID] 50 = T4FIX
 +[SendingTime] 52 = 20130225-20:42:34.551
 +[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 = 20130225-20:42:37.046
 +[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
 +[CustomerOrFirm] 204 = 0 (CUSTOMER)
 +[ActivationType] 10102 = 6 (QUEUE)
 +[ActivationValue] 10103 = 0
 +</code>
 +Queued Order - Requesting Activation
 +<code>
 +>> 2/25/2013 2:43:15 PM   [FIXCANCELREPLACE] 34=11|49=T4Example|56=T4|50=TraderName|52=20130225-20:43:15.972|1=Account1|11=fr-634974001959726398-0|41=fn-634974001545361685|37=18A27A0F-5739-4784-A4FE-A64B5CC83B5B|48=CME_20130300_ESH3|55=ES|207=CME_Eq|54=1|38=1|40=2|44=148000|59=0|167=FUT|21=1|60=20130225-20:43:15.972|204=0|10103=-1|
 +[FIXCANCELREPLACE]
 +[MsgSeqNum] 34 = 11
 +[SenderCompID] 49 = T4Example
 +[TargetCompID] 56 = T4
 +[SenderSubID] 50 = TraderName
 +[SendingTime] 52 = 20130225-20:43:15.972
 +[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 = 20130225-20:43:15.972
 +[CustomerOrFirm] 204 = 0 (CUSTOMER)
 +[ActivationValue] 10103 = -1
 +</code>
 +Queued Order Response - Activation Pending
 +<code>
 +<< 2/25/2013 2:43:16 PM  [fixexecutionreport] 34=191|49=T4|56=T4Example|50=T4FIX|52=20130225-20:43:16.050|143=US,IL|1=Account1|11=fr-634974001959726398-0|41=fn-634974001545361685|17=0..012.4.18A27A0F|150=9|37=18A27A0F-5739-4784-A4FE-A64B5CC83B5B|39=9|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=148000|58=Activation Pending|21=1|204=0|10102=6|10103=-1|
 +[FIXEXECUTIONREPORT]
 +[MsgSeqNum] 34 = 191
 +[SenderCompID] 49 = T4
 +[TargetCompID] 56 = T4Example
 +[SenderSubID] 50 = T4FIX
 +[SendingTime] 52 = 20130225-20:43:16.050
 +[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
 +</code>
 +Queued Order - Activated Order Risk Success
 +<code>
 +<< 2/25/2013 2:43:17 PM  [fixexecutionreport] 34=193|49=T4|56=T4Example|50=T4FIX|52=20130225-20:43:17.064|143=US,IL|1=Account1|11=fr-634974001959726398-0|41=fn-634974001545361685|17=0.634974001995618750.2.4.18A27A0F|150=9|37=18A27A0F-5739-4784-A4FE-A64B5CC83B5B|39=9|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=148000|58=Activation Trigger: SubmissionRiskSuccess. Order Held|60=20130225-20:42:37.046|21=1|204=0|
 +[FIXEXECUTIONREPORT]
 +[MsgSeqNum] 34 = 193
 +[SenderCompID] 49 = T4
 +[TargetCompID] 56 = T4Example
 +[SenderSubID] 50 = T4FIX
 +[SendingTime] 52 = 20130225-20:43:17.064
 +[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 = 20130225-20:42:37.046
 +[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
 +[CustomerOrFirm] 204 = 0 (CUSTOMER)
 +</code>
 +Queued Order - Activation Trigger (to exchange)
 +<code>
 +<< 2/25/2013 2:43:17 PM  [fixexecutionreport] 34=194|49=T4|56=T4Example|50=T4FIX|52=20130225-20:43:17.173|143=US,IL|1=Account1|11=fr-634974001959726398-0|41=fn-634974001545361685|17=47991..04.4.18A27A0F|150=9|37=18A27A0F-5739-4784-A4FE-A64B5CC83B5B|39=9|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=148000|58=Activation Trigger|21=1|204=0|
 +[FIXEXECUTIONREPORT]
 +[MsgSeqNum] 34 = 194
 +[SenderCompID] 49 = T4
 +[TargetCompID] 56 = T4Example
 +[SenderSubID] 50 = T4FIX
 +[SendingTime] 52 = 20130225-20:43:17.173
 +[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)
 +</code>
 +Queued Order Response - Order is Working
 +<code>
 +<< 2/25/2013 2:43:17 PM  [fixexecutionreport] 34=195|49=T4|56=T4Example|50=T4FIX|52=20130225-20:43:17.251|143=US,IL|1=Account1|11=fr-634974001959726398-0|41=fn-634974001545361685|17=47991.6420174176_ESH3.6349740019981800006.1.18A27A0F|150=0|37=18A27A0F-5739-4784-A4FE-A64B5CC83B5B|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=148000|60=20130225-20:43:19.818|21=1|204=0|
 +[FIXEXECUTIONREPORT]
 +[MsgSeqNum] 34 = 195
 +[SenderCompID] 49 = T4
 +[TargetCompID] 56 = T4Example
 +[SenderSubID] 50 = T4FIX
 +[SendingTime] 52 = 20130225-20:43:17.251
 +[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 = 20130225-20:43:19.818
 +[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
 +[CustomerOrFirm] 204 = 0 (CUSTOMER)
 +</code>
 +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:legacy_fix_api|T4 FIX API Home]]