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developers:fixapi:spark [2025/09/12 01:49] – removed - external edit (Unknown date) 127.0.0.1 | developers:fixapi:spark [2025/09/12 01:49] (current) – ↷ Page moved and renamed from developers:fixapi.spark to developers:fixapi:spark chad | ||
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+ | ===== Spark Order ===== | ||
+ | |||
+ | A **Spark Order** is a multiple-component (batch) order that consists of: | ||
+ | * A **Trigger** order | ||
+ | * One or more contingent **Related** orders | ||
+ | |||
+ | When a Spark order is submitted: | ||
+ | * The **Trigger** order is sent to the market immediately | ||
+ | * The **Related** orders are suspended (held) with **Activation Type = Queue** (Tag 10102=6) | ||
+ | * When the Trigger component trades, all Related components are activated and sent to the exchange to work **independently** of each other | ||
+ | |||
+ | A Spark Order is submitted with the **New Order List** (Tag 35=E) message. | ||
+ | |||
+ | ---- | ||
+ | |||
+ | **Relevant Tags:** | ||
+ | |||
+ | ^ Tag ^ Field ^ Description ^ | ||
+ | | 1385=3 | ContingencyType | Specifier of Spark order type | | ||
+ | | 10101 | TriggerPrice | Price of Trigger component | | ||
+ | | 10104 | TriggerStop | Stop price of Trigger component | | ||
+ | | 10105 | TriggerStopTrail | Trail amount for Trigger Stop price | | ||
+ | | 44 | Price | Limit price of Related component | | ||
+ | | 99 | Stop Price | Stop price of Related component | | ||
+ | | 40 | Order Type | Order type — must be a Limit Order type for the Trigger component | | ||
+ | | 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: | ||
+ | * Trigger order can be **any order type**, including Market, Limit, Stop, or Trailing Stop. | ||
+ | * Related components can be **GTC**, **StopLimit**, | ||
+ | * **Activation** is **not supported** with Spark orders. | ||
+ | * All components must be for the **same account** and **same market**. | ||
+ | |||
+ | ---- | ||
+ | |||
+ | **Sample: | ||
+ | |||
+ | In this example, a **Buy Spark** order is submitted with: | ||
+ | * Trigger Limit Price (**Tag 10101**) = **157875** | ||
+ | * Two Related Limit orders to Sell at **150900** (**Tag 44**) | ||
+ | |||
+ | Upon submission: | ||
+ | * The 2-lot Trigger order is sent to market | ||
+ | * The two 1-lot Related orders are held | ||
+ | |||
+ | When the Trigger order fills at **157875** (**Tag 31**), the two suspended orders are activated and sent to sell at **150900**. | ||
+ | The two Related working orders are then replaced to sell at **157875**, and both are filled at that price. | ||
+ | |||
+ | Spark Order - Submitting Order | ||
+ | < | ||
+ | >> 4/26/2013 10:49:03 AM | ||
+ | [FIXNEWORDERLIST] | ||
+ | [MsgSeqNum] 34 = 2055 | ||
+ | [SenderCompID] 49 = T4Example | ||
+ | [TargetCompID] 56 = T4 | ||
+ | [SenderSubID] 50 = Account1 | ||
+ | [SendingTime] 52 = 20130426-15: | ||
+ | [ListID] 66 = fnl-635025701439636585 | ||
+ | [ContingencyType] 1385 = 3 (SPARK) | ||
+ | [ListExecInstType] 433 = 1 (IMMEDIATE) | ||
+ | [TotNoOrders] 68 = 3 | ||
+ | [ClOrdID] 11 = batch-1-635025701439636585 | ||
+ | [Account] 1 = Account1 | ||
+ | [Side] 54 = 1 (BUY) | ||
+ | [OrderQty] 38 = 2 | ||
+ | [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: | ||
+ | [CustomerOrFirm] 204 = 0 (CUSTOMER) | ||
+ | [TriggerPrice] 10101 = 157875 | ||
+ | [ClOrdID] 11 = batch-2-635025701439636585 | ||
+ | [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) | ||
+ | [Price] 44 = 157900 | ||
+ | [TimeInForce] 59 = 0 (DAY) | ||
+ | [HandlInst] 21 = 2 (AUTOMATED_EXECUTION_ORDER_PUBLIC_BROKER_INTERVENTION_OK) | ||
+ | [TransactTime] 60 = 20130426-15: | ||
+ | [CustomerOrFirm] 204 = 0 (CUSTOMER) | ||
+ | [ActivationType] 10102 = 6 (QUEUE) | ||
+ | [ClOrdID] 11 = batch-3-635025701439636585 | ||
+ | [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) | ||
+ | [Price] 44 = 157900 | ||
+ | [TimeInForce] 59 = 0 (DAY) | ||
+ | [HandlInst] 21 = 2 (AUTOMATED_EXECUTION_ORDER_PUBLIC_BROKER_INTERVENTION_OK) | ||
+ | [TransactTime] 60 = 20130426-15: | ||
+ | [CustomerOrFirm] 204 = 0 (CUSTOMER) | ||
+ | [ActivationType] 10102 = 6 (QUEUE) | ||
+ | </ | ||
+ | Spark Order: Related Component 2 is suspended | ||
+ | < | ||
+ | << 4/26/2013 10:49:04 AM [fixexecutionreport] 34=139716|49=T4|56=T4Example|50=T4FIX|52=20130426-15: | ||
+ | [FIXEXECUTIONREPORT] | ||
+ | [MsgSeqNum] 34 = 139716 | ||
+ | [SenderCompID] 49 = T4 | ||
+ | [TargetCompID] 56 = T4Example | ||
+ | [SenderSubID] 50 = T4FIX | ||
+ | [SendingTime] 52 = 20130426-15: | ||
+ | [TargetLocationID] 143 = US,IL | ||
+ | [Account] 1 = Account1 | ||
+ | [ClOrdID] 11 = batch-2-635025701439636585 | ||
+ | [ListID] 66 = fnl-635025701439636585 | ||
+ | [ExecID] 17 = 0.635025701461243750.2.4.5E73F665 | ||
+ | [ExecType] 150 = 9 (SUSPENDED) | ||
+ | [OrderID] 37 = 5E73F665-33E3-4E72-A78B-F31CC6C70748 | ||
+ | [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 = 2 (SELL) | ||
+ | [SecurityType] 167 = FUT (FUTURE) | ||
+ | [OrderQty] 38 = 1 | ||
+ | [OrdType] 40 = 2 (LIMIT) | ||
+ | [Price] 44 = 157900 | ||
+ | [Text] 58 = Activation Pending: SubmissionRiskSuccess. Order Held | ||
+ | [TransactTime] 60 = 20130426-15: | ||
+ | [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION) | ||
+ | [CustomerOrFirm] 204 = 0 (CUSTOMER) | ||
+ | [ContingencyType] 1385 = 3 (SPARK) | ||
+ | </ | ||
+ | Spark Order: Related Component 3 is suspended | ||
+ | < | ||
+ | << 4/26/2013 10:49:04 AM [fixexecutionreport] 34=139717|49=T4|56=T4Example|50=T4FIX|52=20130426-15: | ||
+ | [FIXEXECUTIONREPORT] | ||
+ | [MsgSeqNum] 34 = 139717 | ||
+ | [SenderCompID] 49 = T4 | ||
+ | [TargetCompID] 56 = T4Example | ||
+ | [SenderSubID] 50 = T4FIX | ||
+ | [SendingTime] 52 = 20130426-15: | ||
+ | [TargetLocationID] 143 = US,IL | ||
+ | [Account] 1 = Account1 | ||
+ | [ClOrdID] 11 = batch-3-635025701439636585 | ||
+ | [ListID] 66 = fnl-635025701439636585 | ||
+ | [ExecID] 17 = 0.635025701461243750.2.4.20277BF1 | ||
+ | [ExecType] 150 = 9 (SUSPENDED) | ||
+ | [OrderID] 37 = 20277BF1-5E3E-4429-B4C0-7031D24313EF | ||
+ | [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 = 2 (SELL) | ||
+ | [SecurityType] 167 = FUT (FUTURE) | ||
+ | [OrderQty] 38 = 1 | ||
+ | [OrdType] 40 = 2 (LIMIT) | ||
+ | [Price] 44 = 157900 | ||
+ | [Text] 58 = Activation Pending: SubmissionRiskSuccess. Order Held | ||
+ | [TransactTime] 60 = 20130426-15: | ||
+ | [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION) | ||
+ | [CustomerOrFirm] 204 = 0 (CUSTOMER) | ||
+ | [ContingencyType] 1385 = 3 (SPARK) | ||
+ | </ | ||
+ | Spark Order: Trigger is working the exchange | ||
+ | < | ||
+ | << 4/26/2013 10:49:04 AM [fixexecutionreport] 34=139719|49=T4|56=T4Example|50=T4FIX|52=20130426-15: | ||
+ | [FIXEXECUTIONREPORT] | ||
+ | [MsgSeqNum] 34 = 139719 | ||
+ | [SenderCompID] 49 = T4 | ||
+ | [TargetCompID] 56 = T4Example | ||
+ | [SenderSubID] 50 = T4FIX | ||
+ | [SendingTime] 52 = 20130426-15: | ||
+ | [TargetLocationID] 143 = US,IL | ||
+ | [Account] 1 = Account1 | ||
+ | [ClOrdID] 11 = batch-1-635025701439636585 | ||
+ | [ListID] 66 = fnl-635025701439636585 | ||
+ | [ExecID] 17 = 48336.6446995641_ESM3.6350257014626800006.1.1AE77779 | ||
+ | [ExecType] 150 = 0 (NEW) | ||
+ | [OrderID] 37 = 1AE77779-81FC-4AB4-ADF7-644C00F941FE | ||
+ | [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 = 2 | ||
+ | [OrdType] 40 = 2 (LIMIT) | ||
+ | [Price] 44 = 157875 | ||
+ | [TransactTime] 60 = 20130426-15: | ||
+ | [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION) | ||
+ | [CustomerOrFirm] 204 = 0 (CUSTOMER) | ||
+ | [ContingencyType] 1385 = 3 (SPARK) | ||
+ | </ | ||
+ | Spark Order: Trigger is filled. | ||
+ | < | ||
+ | << 4/26/2013 10:52:57 AM [fixexecutionreport] 34=140009|49=T4|56=T4Example|50=T4FIX|52=20130426-15: | ||
+ | [FIXEXECUTIONREPORT] | ||
+ | [MsgSeqNum] 34 = 140009 | ||
+ | [SenderCompID] 49 = T4 | ||
+ | [TargetCompID] 56 = T4Example | ||
+ | [SenderSubID] 50 = T4FIX | ||
+ | [SendingTime] 52 = 20130426-15: | ||
+ | [TargetLocationID] 143 = US,IL | ||
+ | [Account] 1 = Account1 | ||
+ | [ClOrdID] 11 = batch-1-635025701439636585 | ||
+ | [ListID] 66 = fnl-635025701439636585 | ||
+ | [ExecID] 17 = 64229: | ||
+ | [ExecType] 150 = F | ||
+ | [OrderID] 37 = 1AE77779-81FC-4AB4-ADF7-644C00F941FE | ||
+ | [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 = 2 | ||
+ | [OrdType] 40 = 2 (LIMIT) | ||
+ | [Price] 44 = 157875 | ||
+ | [LastPx] 31 = 157875 | ||
+ | [LastShares] 32 = 2 | ||
+ | [CumQty] 14 = 2 | ||
+ | [LeavesQty] 151 = 0 | ||
+ | [TransactTime] 60 = 20130426-15: | ||
+ | [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION) | ||
+ | [CustomerOrFirm] 204 = 0 (CUSTOMER) | ||
+ | [ContraTrader] 337 = TRADE | ||
+ | [ContraBroker] 375 = CME000A | ||
+ | [ContingencyType] 1385 = 3 (SPARK) | ||
+ | </ | ||
+ | Spark Order: Related Component 3 passes Risk Assesment for Activation. | ||
+ | < | ||
+ | << 4/26/2013 10:52:58 AM [fixexecutionreport] 34=140011|49=T4|56=T4Example|50=T4FIX|52=20130426-15: | ||
+ | [FIXEXECUTIONREPORT] | ||
+ | [MsgSeqNum] 34 = 140011 | ||
+ | [SenderCompID] 49 = T4 | ||
+ | [TargetCompID] 56 = T4Example | ||
+ | [SenderSubID] 50 = T4FIX | ||
+ | [SendingTime] 52 = 20130426-15: | ||
+ | [TargetLocationID] 143 = US,IL | ||
+ | [Account] 1 = Account1 | ||
+ | [ClOrdID] 11 = batch-3-635025701439636585 | ||
+ | [ListID] 66 = fnl-635025701439636585 | ||
+ | [ExecID] 17 = 0.635025703801868750.2.4.20277BF1 | ||
+ | [ExecType] 150 = 9 (SUSPENDED) | ||
+ | [OrderID] 37 = 20277BF1-5E3E-4429-B4C0-7031D24313EF | ||
+ | [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 = 2 (SELL) | ||
+ | [SecurityType] 167 = FUT (FUTURE) | ||
+ | [OrderQty] 38 = 1 | ||
+ | [OrdType] 40 = 2 (LIMIT) | ||
+ | [Price] 44 = 157900 | ||
+ | [Text] 58 = Spark Activated: SubmissionRiskSuccess. Order Held | ||
+ | [TransactTime] 60 = 20130426-15: | ||
+ | [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION) | ||
+ | [CustomerOrFirm] 204 = 0 (CUSTOMER) | ||
+ | [ContingencyType] 1385 = 3 (SPARK) | ||
+ | </ | ||
+ | Spark Order: Related Component 2 passes Risk Assesment for Activation. | ||
+ | < | ||
+ | << 4/26/2013 10:52:58 AM [fixexecutionreport] 34=140012|49=T4|56=T4Example|50=T4FIX|52=20130426-15: | ||
+ | [FIXEXECUTIONREPORT] | ||
+ | [MsgSeqNum] 34 = 140012 | ||
+ | [SenderCompID] 49 = T4 | ||
+ | [TargetCompID] 56 = T4Example | ||
+ | [SenderSubID] 50 = T4FIX | ||
+ | [SendingTime] 52 = 20130426-15: | ||
+ | [TargetLocationID] 143 = US,IL | ||
+ | [Account] 1 = Account1 | ||
+ | [ClOrdID] 11 = batch-2-635025701439636585 | ||
+ | [ListID] 66 = fnl-635025701439636585 | ||
+ | [ExecID] 17 = 0.635025703801868750.2.4.5E73F665 | ||
+ | [ExecType] 150 = 9 (SUSPENDED) | ||
+ | [OrderID] 37 = 5E73F665-33E3-4E72-A78B-F31CC6C70748 | ||
+ | [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 = 2 (SELL) | ||
+ | [SecurityType] 167 = FUT (FUTURE) | ||
+ | [OrderQty] 38 = 1 | ||
+ | [OrdType] 40 = 2 (LIMIT) | ||
+ | [Price] 44 = 157900 | ||
+ | [Text] 58 = Spark Activated: SubmissionRiskSuccess. Order Held | ||
+ | [TransactTime] 60 = 20130426-15: | ||
+ | [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION) | ||
+ | [CustomerOrFirm] 204 = 0 (CUSTOMER) | ||
+ | [ContingencyType] 1385 = 3 (SPARK) | ||
+ | </ | ||
+ | Spark Order: Related Component 3 is activated and sent to the exchange. | ||
+ | < | ||
+ | << 4/26/2013 10:52:58 AM [fixexecutionreport] 34=140013|49=T4|56=T4Example|50=T4FIX|52=20130426-15: | ||
+ | [FIXEXECUTIONREPORT] | ||
+ | [MsgSeqNum] 34 = 140013 | ||
+ | [SenderCompID] 49 = T4 | ||
+ | [TargetCompID] 56 = T4Example | ||
+ | [SenderSubID] 50 = T4FIX | ||
+ | [SendingTime] 52 = 20130426-15: | ||
+ | [TargetLocationID] 143 = US,IL | ||
+ | [Account] 1 = Account1 | ||
+ | [ClOrdID] 11 = batch-3-635025701439636585 | ||
+ | [ListID] 66 = fnl-635025701439636585 | ||
+ | [ExecID] 17 = 48337..04.4.20277BF1 | ||
+ | [ExecType] 150 = 9 (SUSPENDED) | ||
+ | [OrderID] 37 = 20277BF1-5E3E-4429-B4C0-7031D24313EF | ||
+ | [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 = 2 (SELL) | ||
+ | [SecurityType] 167 = FUT (FUTURE) | ||
+ | [OrderQty] 38 = 1 | ||
+ | [OrdType] 40 = 2 (LIMIT) | ||
+ | [Price] 44 = 157900 | ||
+ | [Text] 58 = Spark Activated | ||
+ | [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION) | ||
+ | [CustomerOrFirm] 204 = 0 (CUSTOMER) | ||
+ | [ContingencyType] 1385 = 3 (SPARK) | ||
+ | </ | ||
+ | Spark Order: Related Component 2 is activated and sent to the exchange. | ||
+ | < | ||
+ | << 4/26/2013 10:52:58 AM [fixexecutionreport] 34=140014|49=T4|56=T4Example|50=T4FIX|52=20130426-15: | ||
+ | [FIXEXECUTIONREPORT] | ||
+ | [MsgSeqNum] 34 = 140014 | ||
+ | [SenderCompID] 49 = T4 | ||
+ | [TargetCompID] 56 = T4Example | ||
+ | [SenderSubID] 50 = T4FIX | ||
+ | [SendingTime] 52 = 20130426-15: | ||
+ | [TargetLocationID] 143 = US,IL | ||
+ | [Account] 1 = Account1 | ||
+ | [ClOrdID] 11 = batch-2-635025701439636585 | ||
+ | [ListID] 66 = fnl-635025701439636585 | ||
+ | [ExecID] 17 = 48338..04.4.5E73F665 | ||
+ | [ExecType] 150 = 9 (SUSPENDED) | ||
+ | [OrderID] 37 = 5E73F665-33E3-4E72-A78B-F31CC6C70748 | ||
+ | [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 = 2 (SELL) | ||
+ | [SecurityType] 167 = FUT (FUTURE) | ||
+ | [OrderQty] 38 = 1 | ||
+ | [OrdType] 40 = 2 (LIMIT) | ||
+ | [Price] 44 = 157900 | ||
+ | [Text] 58 = Spark Activated | ||
+ | [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION) | ||
+ | [CustomerOrFirm] 204 = 0 (CUSTOMER) | ||
+ | [ContingencyType] 1385 = 3 (SPARK) | ||
+ | </ | ||
+ | Spark Order: Related Component 3 is Working the exchange. | ||
+ | < | ||
+ | << 4/26/2013 10:52:58 AM [fixexecutionreport] 34=140015|49=T4|56=T4Example|50=T4FIX|52=20130426-15: | ||
+ | [FIXEXECUTIONREPORT] | ||
+ | [MsgSeqNum] 34 = 140015 | ||
+ | [SenderCompID] 49 = T4 | ||
+ | [TargetCompID] 56 = T4Example | ||
+ | [SenderSubID] 50 = T4FIX | ||
+ | [SendingTime] 52 = 20130426-15: | ||
+ | [TargetLocationID] 143 = US,IL | ||
+ | [Account] 1 = Account1 | ||
+ | [ClOrdID] 11 = batch-3-635025701439636585 | ||
+ | [ListID] 66 = fnl-635025701439636585 | ||
+ | [ExecID] 17 = 48337.6446996401_ESM3.6350257038033000006.1.20277BF1 | ||
+ | [ExecType] 150 = 0 (NEW) | ||
+ | [OrderID] 37 = 20277BF1-5E3E-4429-B4C0-7031D24313EF | ||
+ | [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 = 157900 | ||
+ | [TransactTime] 60 = 20130426-15: | ||
+ | [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION) | ||
+ | [CustomerOrFirm] 204 = 0 (CUSTOMER) | ||
+ | [ContingencyType] 1385 = 3 (SPARK) | ||
+ | </ | ||
+ | Spark Order: Related Component 2 is Working the exchange. | ||
+ | < | ||
+ | << 4/26/2013 10:52:58 AM [fixexecutionreport] 34=140017|49=T4|56=T4Example|50=T4FIX|52=20130426-15: | ||
+ | [FIXEXECUTIONREPORT] | ||
+ | [MsgSeqNum] 34 = 140017 | ||
+ | [SenderCompID] 49 = T4 | ||
+ | [TargetCompID] 56 = T4Example | ||
+ | [SenderSubID] 50 = T4FIX | ||
+ | [SendingTime] 52 = 20130426-15: | ||
+ | [TargetLocationID] 143 = US,IL | ||
+ | [Account] 1 = Account1 | ||
+ | [ClOrdID] 11 = batch-2-635025701439636585 | ||
+ | [ListID] 66 = fnl-635025701439636585 | ||
+ | [ExecID] 17 = 48338.6446996402_ESM3.6350257038033500006.1.5E73F665 | ||
+ | [ExecType] 150 = 0 (NEW) | ||
+ | [OrderID] 37 = 5E73F665-33E3-4E72-A78B-F31CC6C70748 | ||
+ | [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 = 157900 | ||
+ | [TransactTime] 60 = 20130426-15: | ||
+ | [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION) | ||
+ | [CustomerOrFirm] 204 = 0 (CUSTOMER) | ||
+ | [ContingencyType] 1385 = 3 (SPARK) | ||
+ | </ | ||
+ | Spark Order: Replace Request of Limit Price for Component 3 | ||
+ | < | ||
+ | >> 4/26/2013 11:12:24 AM | ||
+ | [FIXCANCELREPLACE] | ||
+ | [MsgSeqNum] 34 = 2102 | ||
+ | [SenderCompID] 49 = T4Example | ||
+ | [TargetCompID] 56 = T4 | ||
+ | [SenderSubID] 50 = Account1 | ||
+ | [SendingTime] 52 = 20130426-16: | ||
+ | [Account] 1 = Account1 | ||
+ | [ClOrdID] 11 = fr-635025715440890342 | ||
+ | [OrigClOrdID] 41 = batch-3-635025701439636585 | ||
+ | [OrderID] 37 = 20277BF1-5E3E-4429-B4C0-7031D24313EF | ||
+ | [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 = 157875 | ||
+ | [TimeInForce] 59 = 0 (DAY) | ||
+ | [SecurityType] 167 = FUT (FUTURE) | ||
+ | [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION) | ||
+ | [TransactTime] 60 = 20130426-16: | ||
+ | [CustomerOrFirm] 204 = 0 (CUSTOMER) | ||
+ | </ | ||
+ | Spark Order: Component 3 is pending Replace - Risk Assessed | ||
+ | < | ||
+ | << 4/26/2013 11:12:24 AM [fixexecutionreport] 34=141657|49=T4|56=T4Example|50=T4FIX|52=20130426-16: | ||
+ | [FIXEXECUTIONREPORT] | ||
+ | [MsgSeqNum] 34 = 141657 | ||
+ | [SenderCompID] 49 = T4 | ||
+ | [TargetCompID] 56 = T4Example | ||
+ | [SenderSubID] 50 = T4FIX | ||
+ | [SendingTime] 52 = 20130426-16: | ||
+ | [TargetLocationID] 143 = US,IL | ||
+ | [Account] 1 = Account1 | ||
+ | [ClOrdID] 11 = fr-635025715440890342 | ||
+ | [OrigClOrdID] 41 = batch-3-635025701439636585 | ||
+ | [ListID] 66 = fnl-635025701439636585 | ||
+ | [ExecID] 17 = 48337.6446996401_ESM3.6350257038033000008.1.20277BF1 | ||
+ | [ExecType] 150 = E (PENDING_REPLACE) | ||
+ | [OrderID] 37 = 20277BF1-5E3E-4429-B4C0-7031D24313EF | ||
+ | [OrdStatus] 39 = E (PENDING_REPLACE) | ||
+ | [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 = 157900 | ||
+ | [TransactTime] 60 = 20130426-15: | ||
+ | [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION) | ||
+ | [CustomerOrFirm] 204 = 0 (CUSTOMER) | ||
+ | [ContingencyType] 1385 = 3 (SPARK) | ||
+ | </ | ||
+ | Spark Order: Component 3 is pending Replace - Submitted to the exchange | ||
+ | < | ||
+ | << 4/26/2013 11:12:24 AM [fixexecutionreport] 34=141658|49=T4|56=T4Example|50=T4FIX|52=20130426-16: | ||
+ | [FIXEXECUTIONREPORT] | ||
+ | [MsgSeqNum] 34 = 141658 | ||
+ | [SenderCompID] 49 = T4 | ||
+ | [TargetCompID] 56 = T4Example | ||
+ | [SenderSubID] 50 = T4FIX | ||
+ | [SendingTime] 52 = 20130426-16: | ||
+ | [TargetLocationID] 143 = US,IL | ||
+ | [Account] 1 = Account1 | ||
+ | [ClOrdID] 11 = fr-635025715440890342 | ||
+ | [OrigClOrdID] 41 = batch-3-635025701439636585 | ||
+ | [ListID] 66 = fnl-635025701439636585 | ||
+ | [ExecID] 17 = 48339.6446996401_ESM3.63502570380330000010.1.20277BF1 | ||
+ | [ExecType] 150 = E (PENDING_REPLACE) | ||
+ | [OrderID] 37 = 20277BF1-5E3E-4429-B4C0-7031D24313EF | ||
+ | [OrdStatus] 39 = E (PENDING_REPLACE) | ||
+ | [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 = 157900 | ||
+ | [TransactTime] 60 = 20130426-15: | ||
+ | [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION) | ||
+ | [CustomerOrFirm] 204 = 0 (CUSTOMER) | ||
+ | [ContingencyType] 1385 = 3 (SPARK) | ||
+ | </ | ||
+ | Spark Order: Component 3 is replaced | ||
+ | < | ||
+ | << 4/26/2013 11:12:24 AM [fixexecutionreport] 34=141659|49=T4|56=T4Example|50=T4FIX|52=20130426-16: | ||
+ | [FIXEXECUTIONREPORT] | ||
+ | [MsgSeqNum] 34 = 141659 | ||
+ | [SenderCompID] 49 = T4 | ||
+ | [TargetCompID] 56 = T4Example | ||
+ | [SenderSubID] 50 = T4FIX | ||
+ | [SendingTime] 52 = 20130426-16: | ||
+ | [TargetLocationID] 143 = US,IL | ||
+ | [Account] 1 = Account1 | ||
+ | [ClOrdID] 11 = fr-635025715440890342 | ||
+ | [OrigClOrdID] 41 = batch-3-635025701439636585 | ||
+ | [ListID] 66 = fnl-635025701439636585 | ||
+ | [ExecID] 17 = 48339.6446996401_ESM3.63502571546371000012.1.20277BF1 | ||
+ | [ExecType] 150 = 5 (REPLACE) | ||
+ | [OrderID] 37 = 20277BF1-5E3E-4429-B4C0-7031D24313EF | ||
+ | [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 = 157875 | ||
+ | [TransactTime] 60 = 20130426-16: | ||
+ | [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION) | ||
+ | [CustomerOrFirm] 204 = 0 (CUSTOMER) | ||
+ | [ContingencyType] 1385 = 3 (SPARK) | ||
+ | </ | ||
+ | Spark Order: Replace Request of Limit Price for Component 2 | ||
+ | < | ||
+ | >> 4/26/2013 11:12:31 AM | ||
+ | [FIXCANCELREPLACE] | ||
+ | [MsgSeqNum] 34 = 2103 | ||
+ | [SenderCompID] 49 = T4Example | ||
+ | [TargetCompID] 56 = test | ||
+ | [SenderSubID] 50 = Account1 | ||
+ | [SendingTime] 52 = 20130426-16: | ||
+ | [Account] 1 = Account1 | ||
+ | [ClOrdID] 11 = fr-635025715516362476 | ||
+ | [OrigClOrdID] 41 = batch-2-635025701439636585 | ||
+ | [OrderID] 37 = 5E73F665-33E3-4E72-A78B-F31CC6C70748 | ||
+ | [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 = 157875 | ||
+ | [TimeInForce] 59 = 0 (DAY) | ||
+ | [SecurityType] 167 = FUT (FUTURE) | ||
+ | [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION) | ||
+ | [TransactTime] 60 = 20130426-16: | ||
+ | [CustomerOrFirm] 204 = 0 (CUSTOMER) | ||
+ | </ | ||
+ | Spark Order: Component 2 is pending Replace - Risk Assessed | ||
+ | < | ||
+ | << 4/26/2013 11:12:31 AM [fixexecutionreport] 34=141677|49=T4|56=T4Example|50=T4FIX|52=20130426-16: | ||
+ | [FIXEXECUTIONREPORT] | ||
+ | [MsgSeqNum] 34 = 141677 | ||
+ | [SenderCompID] 49 = T4 | ||
+ | [TargetCompID] 56 = T4Example | ||
+ | [SenderSubID] 50 = T4FIX | ||
+ | [SendingTime] 52 = 20130426-16: | ||
+ | [TargetLocationID] 143 = US,IL | ||
+ | [Account] 1 = Account1 | ||
+ | [ClOrdID] 11 = fr-635025715516362476 | ||
+ | [OrigClOrdID] 41 = batch-2-635025701439636585 | ||
+ | [ListID] 66 = fnl-635025701439636585 | ||
+ | [ExecID] 17 = 48338.6446996402_ESM3.6350257038033500008.1.5E73F665 | ||
+ | [ExecType] 150 = E (PENDING_REPLACE) | ||
+ | [OrderID] 37 = 5E73F665-33E3-4E72-A78B-F31CC6C70748 | ||
+ | [OrdStatus] 39 = E (PENDING_REPLACE) | ||
+ | [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 = 157900 | ||
+ | [TransactTime] 60 = 20130426-15: | ||
+ | [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION) | ||
+ | [CustomerOrFirm] 204 = 0 (CUSTOMER) | ||
+ | [ContingencyType] 1385 = 3 (SPARK) | ||
+ | </ | ||
+ | Spark Order: Component 2 is pending Replace - Submitted to the exchange | ||
+ | < | ||
+ | << 4/26/2013 11:12:31 AM [fixexecutionreport] 34=141678|49=T4|56=T4Example|50=T4FIX|52=20130426-16: | ||
+ | [FIXEXECUTIONREPORT] | ||
+ | [MsgSeqNum] 34 = 141678 | ||
+ | [SenderCompID] 49 = T4 | ||
+ | [TargetCompID] 56 = T4Example | ||
+ | [SenderSubID] 50 = T4FIX | ||
+ | [SendingTime] 52 = 20130426-16: | ||
+ | [TargetLocationID] 143 = US,IL | ||
+ | [Account] 1 = Account1 | ||
+ | [ClOrdID] 11 = fr-635025715516362476 | ||
+ | [OrigClOrdID] 41 = batch-2-635025701439636585 | ||
+ | [ListID] 66 = fnl-635025701439636585 | ||
+ | [ExecID] 17 = 48340.6446996402_ESM3.63502570380335000010.1.5E73F665 | ||
+ | [ExecType] 150 = E (PENDING_REPLACE) | ||
+ | [OrderID] 37 = 5E73F665-33E3-4E72-A78B-F31CC6C70748 | ||
+ | [OrdStatus] 39 = E (PENDING_REPLACE) | ||
+ | [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 = 157900 | ||
+ | [TransactTime] 60 = 20130426-15: | ||
+ | [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION) | ||
+ | [CustomerOrFirm] 204 = 0 (CUSTOMER) | ||
+ | [ContingencyType] 1385 = 3 (SPARK) | ||
+ | </ | ||
+ | Spark Order: Component 2 is Replaced | ||
+ | < | ||
+ | << 4/26/2013 11:12:31 AM [fixexecutionreport] 34=141679|49=T4|56=T4Example|50=T4FIX|52=20130426-16: | ||
+ | [FIXEXECUTIONREPORT] | ||
+ | [MsgSeqNum] 34 = 141679 | ||
+ | [SenderCompID] 49 = T4 | ||
+ | [TargetCompID] 56 = T4Example | ||
+ | [SenderSubID] 50 = T4FIX | ||
+ | [SendingTime] 52 = 20130426-16: | ||
+ | [TargetLocationID] 143 = US,IL | ||
+ | [Account] 1 = Account1 | ||
+ | [ClOrdID] 11 = fr-635025715516362476 | ||
+ | [OrigClOrdID] 41 = batch-2-635025701439636585 | ||
+ | [ListID] 66 = fnl-635025701439636585 | ||
+ | [ExecID] 17 = 48340.6446996402_ESM3.63502571553929000012.1.5E73F665 | ||
+ | [ExecType] 150 = 5 (REPLACE) | ||
+ | [OrderID] 37 = 5E73F665-33E3-4E72-A78B-F31CC6C70748 | ||
+ | [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 = 157875 | ||
+ | [TransactTime] 60 = 20130426-16: | ||
+ | [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION) | ||
+ | [CustomerOrFirm] 204 = 0 (CUSTOMER) | ||
+ | [ContingencyType] 1385 = 3 (SPARK) | ||
+ | </ | ||
+ | Spark Order: Component 3 is filled | ||
+ | < | ||
+ | << 4/26/2013 11:26:18 AM [fixexecutionreport] 34=143109|49=T4|56=T4Example|50=T4FIX|52=20130426-16: | ||
+ | [FIXEXECUTIONREPORT] | ||
+ | [MsgSeqNum] 34 = 143109 | ||
+ | [SenderCompID] 49 = T4 | ||
+ | [TargetCompID] 56 = T4Example | ||
+ | [SenderSubID] 50 = T4FIX | ||
+ | [SendingTime] 52 = 20130426-16: | ||
+ | [TargetLocationID] 143 = US,IL | ||
+ | [Account] 1 = Account1 | ||
+ | [ClOrdID] 11 = fr-635025715440890342 | ||
+ | [OrigClOrdID] 41 = batch-3-635025701439636585 | ||
+ | [ListID] 66 = fnl-635025701439636585 | ||
+ | [ExecID] 17 = 64229: | ||
+ | [ExecType] 150 = F | ||
+ | [OrderID] 37 = 20277BF1-5E3E-4429-B4C0-7031D24313EF | ||
+ | [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 = 157875 | ||
+ | [LastPx] 31 = 157875 | ||
+ | [LastShares] 32 = 1 | ||
+ | [CumQty] 14 = 1 | ||
+ | [LeavesQty] 151 = 0 | ||
+ | [TransactTime] 60 = 20130426-16: | ||
+ | [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION) | ||
+ | [CustomerOrFirm] 204 = 0 (CUSTOMER) | ||
+ | [ContraTrader] 337 = TRADE | ||
+ | [ContraBroker] 375 = CME000A | ||
+ | [ContingencyType] 1385 = 3 (SPARK) | ||
+ | </ | ||
+ | Spark Order: Component 2 is filled | ||
+ | < | ||
+ | << 4/26/2013 11:26:18 AM [fixexecutionreport] 34=143112|49=T4|56=T4Example|50=T4FIX|52=20130426-16: | ||
+ | [FIXEXECUTIONREPORT] | ||
+ | [MsgSeqNum] 34 = 143112 | ||
+ | [SenderCompID] 49 = T4 | ||
+ | [TargetCompID] 56 = T4Example | ||
+ | [SenderSubID] 50 = T4FIX | ||
+ | [SendingTime] 52 = 20130426-16: | ||
+ | [TargetLocationID] 143 = US,IL | ||
+ | [Account] 1 = Account1 | ||
+ | [ClOrdID] 11 = fr-635025715516362476 | ||
+ | [OrigClOrdID] 41 = batch-2-635025701439636585 | ||
+ | [ListID] 66 = fnl-635025701439636585 | ||
+ | [ExecID] 17 = 64229: | ||
+ | [ExecType] 150 = F | ||
+ | [OrderID] 37 = 5E73F665-33E3-4E72-A78B-F31CC6C70748 | ||
+ | [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 = 157875 | ||
+ | [LastPx] 31 = 157875 | ||
+ | [LastShares] 32 = 1 | ||
+ | [CumQty] 14 = 1 | ||
+ | [LeavesQty] 151 = 0 | ||
+ | [TransactTime] 60 = 20130426-16: | ||
+ | [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION) | ||
+ | [CustomerOrFirm] 204 = 0 (CUSTOMER) | ||
+ | [ContraTrader] 337 = TRADE | ||
+ | [ContraBroker] 375 = CME000A | ||
+ | [ContingencyType] 1385 = 3 (SPARK) | ||
+ | </ | ||
+ | Further details on the tags used for this order type are described in the dictionary of the New Order List message. | ||
+ | |||
+ | [[developers: | ||
+ | |||