developers:fixapi:stoplimitorder

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developers:fixapi:stoplimitorder [2025/09/12 01:51] – removed - external edit (Unknown date) 127.0.0.1developers:fixapi:stoplimitorder [2025/09/12 01:51] (current) – ↷ Page moved and renamed from developers:fixapi.stoplimitorder to developers:fixapi:stoplimitorder chad
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 +===== Stop Limit Order =====
 +
 +A **Stop Limit Order** is entered with the ''New Order Single'' (Tag 35=D) message.  
 +Following are the most relevant tags to build a Stop Limit Order.
 +
 +^ Tag  ^ Name               ^ Description  ^
 +| 40=4 | OrdType            | Specifier of Stop Limit Order Type |
 +| 44   | Price              | Limit Price |
 +| 99   | StopPx             | Stop Price |
 +| 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 ====
 +Stop Limit Order
 +<code>
 +>> 2/21/2013 5:38:38 PM [FIXNEWORDER] 34=112|49=T4Example|56=T4|50=TraderName|52=20130221-23:38:38.024|1=Account1|11=fn-634970651180248875|48=CME_20130300_ESH3|55=ES|207=CME_Eq|54=1|38=1|40=4|44=150025|99=149975|59=0|167=FUT|21=1|60=20130221-23:38:38.024|204=0|
 +[FIXNEWORDER]
 +[MsgSeqNum] 34 = 112
 +[SenderCompID] 49 = T4Example
 +[TargetCompID] 56 = T4
 +[SenderSubID] 50 = TraderName
 +[SendingTime] 52 = 20130221-23:38:38.024
 +[Account] 1 = Account1
 +[ClOrdID] 11 = fn-634970651180248875
 +[SecurityID] 48 = CME_20130300_ESH3
 +[Symbol] 55 = ES
 +[SecurityExchange] 207 = CME_Eq
 +[Side] 54 = 1 (BUY)
 +[OrderQty] 38 = 1
 +[OrdType] 40 = 4 (STOP_LIMIT)
 +[Price] 44 = 150025
 +[StopPx] 99 = 149975
 +[TimeInForce] 59 = 0 (DAY)
 +[SecurityType] 167 = FUT (FUTURE)
 +[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
 +[TransactTime] 60 = 20130221-23:38:38.024
 +[CustomerOrFirm] 204 = 0 (CUSTOMER)
 +</code>
 +Stop Limit Order Response
 +<code>
 +<< 2/21/2013 5:38:38 PM [fixexecutionreport] 34=158|49=T4|56=T4Example|50=T4FIX|52=20130221-23:38:38.056|143=US,IL|1=Account1|11=fn-634970651180248875|17=48012.6417472181_ESH3.6349706511918800006.1.05B36AD9|150=0|37=05B36AD9-EC56-4204-95FC-1BB80A5B9529|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=4|44=150025|99=149975|60=20130221-23:38:39.188|21=1|204=0|
 +[FIXEXECUTIONREPORT]
 +[MsgSeqNum] 34 = 158
 +[SenderCompID] 49 = T4
 +[TargetCompID] 56 = T4Example
 +[SenderSubID] 50 = T4FIX
 +[SendingTime] 52 = 20130221-23:38:38.056
 +[TargetLocationID] 143 = US,IL
 +[Account] 1 = Account1
 +[ClOrdID] 11 = fn-634970651180248875
 +[ExecID] 17 = 48012.6417472181_ESH3.6349706511918800006.1.05B36AD9
 +[ExecType] 150 = 0 (NEW)
 +[OrderID] 37 = 05B36AD9-EC56-4204-95FC-1BB80A5B9529
 +[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 = 4 (STOP_LIMIT)
 +[Price] 44 = 150025
 +[StopPx] 99 = 149975
 +[TransactTime] 60 = 20130221-23:38:39.188
 +[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** message.
 +
 +
 +[[developers:legacy_fix_api|T4 FIX API Home]]