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--- developers:websocket:messages [2025/03/15 14:54] – chad
+++ developers:websocket:messages [2025/03/15 15:06] (current) – chad
@@ Line 326: / Line 326: @@
 | volume | int32 | Volume of the order |
 | priority | uint64 | Priority of the order |
+===== Account Feed Messages (account.proto) =====
+==== AccountSubscribe ====
+The ''AccountSubscribe'' message is used to subscribe to account data.
+^ Field ^ Type ^ Description ^
+| subscribe | [[#AccountSubscribeType|AccountSubscribeType]] | Type of subscription |
+| subscribe_all_accounts | bool | Whether to subscribe to all accessible accounts |
+| account_id | repeated string | List of specific account IDs to subscribe to |
+==== AccountSubscribeResponse ====
+The ''AccountSubscribeResponse'' message is the server's response to an account subscription request.
+^ Field ^ Type ^ Description ^
+| success | bool | Whether the subscription request was successful |
+| errors | repeated string | Error messages if the request failed |
+==== AccountCurrency ====
+The ''AccountCurrency'' message contains currency information for an account.
+^ Field ^ Type ^ Description ^
+| currency | string | Currency code |
+| rate | double | Exchange rate |
+| import_factor | double | Import factor for the currency |
+==== AccountPosition ====
+The ''AccountPosition'' message contains position information for a specific market in an account.
+^ Field ^ Type ^ Description ^
+| account_id | string | Account identifier |
+| exchange_id | string | Exchange identifier |
+| contract_id | string | Contract identifier |
+| market_id | string | Market identifier |
+| buys | int32 | Number of buy trades |
+| sells | int32 | Number of sell trades |
+| working_buys | int32 | Number of working buy orders |
+| working_sells | int32 | Number of working sell orders |
+| rpl | double | Realized profit/loss |
+| overnight_upl | double | Overnight unrealized profit/loss |
+| margin | double | Margin requirement |
+| mp | double | Market price |
+| overnight_position | int32 | Overnight position |
+| currency_rate | double | Currency exchange rate |
+| trade_date | google.protobuf.Timestamp | Trade date |
+| premium | double | Option premium |
+| total_open_volume | int32 | Total open volume |
+| fees_and_commissions | double | Fees and commissions |
+| long_mp | double | Long market price |
+| short_mp | double | Short market price |
+| prev_position | int32 | Previous position |
+| prev_margin | double | Previous margin requirement |
+| prev_rpl | double | Previous realized profit/loss |
+| prev_upl | double | Previous unrealized profit/loss |
+| day_buys | int32 | Number of buy trades today |
+| day_sells | int32 | Number of sell trades today |
+| average_open_price | Price | Average open price |
+| total_open_price | Price | Total open price |
+| total_buy_fill_price | Price | Total buy fill price |
+| total_sell_fill_price | Price | Total sell fill price |
+| day_total_buy_fill_price | Price | Today's total buy fill price |
+| day_total_sell_fill_price | Price | Today's total sell fill price |
+| total_overnight_price | Price | Total overnight price |
+| risk_status | [[#ContractRiskStatus|ContractRiskStatus]] | Risk status of the position |
+| margin_time | google.protobuf.Timestamp | Time of last margin calculation |
+| alerting_margin | double | Alerting margin level |
+| alerting_time | google.protobuf.Timestamp | Time of last alerting |
+| day_margin | double | Today's margin requirement |
+| full_margin | double | Full margin requirement |
+| pre_trade_margin | double | Pre-trade margin requirement |
+==== AccountUpdate ====
+The ''AccountUpdate'' message contains updated information for an account.
+^ Field ^ Type ^ Description ^
+| account_id | string | Account identifier |
+| status | [[#AccountStatus|AccountStatus]] | Account status |
+| balance | double | Account balance |
+| rpl | double | Realized profit/loss |
+| overnight_upl | double | Overnight unrealized profit/loss |
+| margin | double | Margin requirement |
+| day_margin | double | Today's margin requirement |
+| full_margin | double | Full margin requirement |
+| base_margin | double | Base margin requirement |
+| alerting_margin | double | Alerting margin level |
+| pre_trade_margin | double | Pre-trade margin requirement |
+| mp | double | Market price |
+| premium | double | Option premium |
+| long_mp | double | Long market price |
+| short_mp | double | Short market price |
+| fees_and_commissions | double | Fees and commissions |
+| prev_margin | double | Previous margin requirement |
+| imported_net_liq | double | Imported net liquidation value |
+| imported_net_liq_date | google.protobuf.Timestamp | Date of imported net liquidation value |
+| prev_imported_net_liq | double | Previous imported net liquidation value |
+| prev_imported_net_liq_date | google.protobuf.Timestamp | Date of previous imported net liquidation value |
+| filled_delta | double | Filled delta |
+| working_delta | double | Working delta |
+| margin_time | google.protobuf.Timestamp | Time of last margin calculation |
+| alerting_time | google.protobuf.Timestamp | Time of last alerting |
+==== AccountDetails ====
+The ''AccountDetails'' message contains detailed information about an account.
+^ Field ^ Type ^ Description ^
+| account_id | string | Account identifier |
+| account_name | string | Account name |
+| account | string | Account number |
+| enabled | [[#AccountEnabled|AccountEnabled]] | Account enabled status |
+| deleted | bool | Whether the account is deleted |
+| max_clip_size | int32 | Maximum clip size |
+| pre_trade_disabled | bool | Whether pre-trade checks are disabled |
+| position_rollover | bool | Whether position rollover is enabled |
+| pl_rollover | bool | Whether P&L rollover is enabled |
+| firm_id | string | Firm identifier |
+| min_balance | double | Minimum balance requirement |
+| margin_pc | int32 | Margin percentage |
+| loss_limit | double | Loss limit |
+| loss_limit_pc | int32 | Loss limit percentage |
+| overnight_margin_pc | int32 | Overnight margin percentage |
+| order_routing | bool | Whether order routing is enabled |
+| active_time_start | string | Start of active trading time |
+| active_time_stop | string | End of active trading time |
+| warning_threshold_pl | int32 | P&L warning threshold |
+| warning_threshold_loss_limit | int32 | Loss limit warning threshold |
+| warning_threshold_margin | int32 | Margin warning threshold |
+| firm | string | Firm name |
+| mode | [[#AccountMode|AccountMode]] | Account mode |
+| max_account_position | int32 | Maximum account position |
+| day_loss_limit | double | Day loss limit |
+| display_name | string | Display name |
+| wide_market | int32 | Wide market setting |
+| use_pl_for_margin | bool | Whether to use P&L for margin calculations |
+| margin_type | [[#AccountMarginType|AccountMarginType]] | Margin type |
+| risk_details | string | Risk details |
+| price_banding | int32 | Price banding setting |
+| day_loss_limit_pc | int32 | Day loss limit percentage |
+| options_settlement | bool | Whether options settlement is enabled |
+| group_name | string | Group name |
+| use_premium_for_margin | bool | Whether to use premium for margin calculations |
+| warning_threshold_min_net_equity | double | Minimum net equity warning threshold |
+==== AccountSnapshotMessage ====
+The ''AccountSnapshotMessage'' message is a container for different types of account update messages.
+^ Field ^ Type ^ Description ^
+| payload | oneof | One of the following message types: AccountPosition, AccountUpdate, AccountDetails, AccountCurrency, MarketDetails, OrderUpdateMulti |
+==== AccountSnapshot ====
+The ''AccountSnapshot'' message contains a complete snapshot of an account's state.
+^ Field ^ Type ^ Description ^
+| account_id | string | Account identifier |
+| last_update_requested | int64 | Timestamp of last update request |
+| last_update_supplied | int64 | Timestamp of last update supplied |
+| status | [[#AccountStatus|AccountStatus]] | Account status |
+| due_to_connection | bool | Whether the snapshot is due to a new connection |
+| messages | repeated [[#AccountSnapshotMessage|AccountSnapshotMessage]] | Account update messages |
+===== Order Routing Messages (orderrouting.proto) =====
+==== OrderActivation ====
+The ''OrderActivation'' message contains information about order activation conditions.
+^ Field ^ Type ^ Description ^
+| submit_time | google.protobuf.Timestamp | Time to submit the order |
+| submit_delay_ms | int64 | Delay in milliseconds before submitting |
+| cancel_time | google.protobuf.Timestamp | Time to cancel the order |
+| cancel_delay_ms | int64 | Delay in milliseconds before canceling |
+| activation_cancel_time | google.protobuf.Timestamp | Time to cancel the activation |
+| activation_cancel_delay_ms | int64 | Delay in milliseconds before canceling activation |
+| mode | [[#MarketMode|MarketMode]] | Market mode triggering activation |
+| price | Price | Price triggering activation |
+| volume | int32 | Volume triggering activation |
+| bid_offer | [[#BidOffer|BidOffer]] | Bid/offer triggering activation |
+| implied | bool | Whether to consider implied prices |
+| queue_submit | bool | Whether to queue the submission |
+==== OrderSubmit ====
+The ''OrderSubmit'' message is used to submit new orders.
+^ Field ^ Type ^ Description ^
+| user_id | string | User identifier |
+| account_id | string | Account identifier |
+| market_id | string | Market identifier |
+| order_link | [[#OrderLink|OrderLink]] | Order linking type |
+| manual_order_indicator | bool | Whether the order was manually entered |
+| orders | repeated [[#OrderSubmit.Order|Order]] | Orders to submit |
+==== OrderSubmit.Order ====
+The ''Order'' message is a component of ''OrderSubmit'' and describes an order to be submitted.
+^ Field ^ Type ^ Description ^
+| buy_sell | [[#BuySell|BuySell]] | Buy or sell |
+| price_type | [[#PriceType|PriceType]] | Price type |
+| time_type | [[#TimeType|TimeType]] | Time in force |
+| volume | int32 | Order volume |
+| max_show | int32 | Maximum displayed volume |
+| max_volume | int32 | Maximum total volume |
+| limit_price | Price | Limit price |
+| stop_price | Price | Stop price |
+| trail_distance | Price | Trailing stop distance |
+| tag | string | Order tag |
+| activation_type | [[#ActivationType|ActivationType]] | Activation type |
+| activation_data | [[#OrderActivation|OrderActivation]] | Activation data |
+==== OrderRevise ====
+The ''OrderRevise'' message is used to modify existing orders.
+^ Field ^ Type ^ Description ^
+| user_id | string | User identifier |
+| account_id | string | Account identifier |
+| market_id | string | Market identifier |
+| manual_order_indicator | bool | Whether the revision was manually entered |
+| revisions | repeated [[#OrderRevise.Revise|Revise]] | Order revisions |
+==== OrderRevise.Revise ====
+The ''Revise'' message is a component of ''OrderRevise'' and describes a revision to an existing order.
+^ Field ^ Type ^ Description ^
+| unique_id | string | Unique order identifier |
+| volume | int32 | New order volume |
+| max_show | int32 | New maximum displayed volume |
+| max_volume | int32 | New maximum total volume |
+| limit_price | Price | New limit price |
+| stop_price | Price | New stop price |
+| trail_price | Price | New trailing stop price |
+| tag | string | New order tag |
+| activation_data | [[#OrderActivation|OrderActivation]] | New activation data |
+==== OrderPull ====
+The ''OrderPull'' message is used to cancel existing orders.
+^ Field ^ Type ^ Description ^
+| user_id | string | User identifier |
+| account_id | string | Account identifier |
+| market_id | string | Market identifier |
+| manual_order_indicator | bool | Whether the cancellation was manually entered |
+| pulls | repeated [[#OrderPull.Pull|Pull]] | Orders to cancel |
+==== OrderPull.Pull ====
+The ''Pull'' message is a component of ''OrderPull'' and describes an order to be cancelled.
+^ Field ^ Type ^ Description ^
+| unique_id | string | Unique order identifier |
+| tag | string | Order tag |
+==== CreateUDS ====
+The ''CreateUDS'' message is used to create a user-defined strategy.
+^ Field ^ Type ^ Description ^
+| request_id | string | Request identifier |
+| user_id | string | User identifier |
+| account_id | string | Account identifier |
+| strategy_type | [[#StrategyType|StrategyType]] | Strategy type |
+| legs | repeated [[#CreateUDS.Leg|Leg]] | Strategy legs |
+==== CreateUDS.Leg ====
+The ''Leg'' message is a component of ''CreateUDS'' and describes a leg in a user-defined strategy.
+^ Field ^ Type ^ Description ^
+| exchange_id | string | Exchange identifier |
+| contract_id | string | Contract identifier |
+| market_id | string | Market identifier |
+| buy_sell | [[#BuySell|BuySell]] | Buy or sell |
+| volume | int32 | Leg volume |
+| price | Price | Leg price |
+| delta | Decimal | Leg delta |
+==== OrderUpdateFailed ====
+The ''OrderUpdateFailed'' message is sent when an order update fails.
+^ Field ^ Type ^ Description ^
+| unique_id | string | Unique order identifier |
+| account_id | string | Account identifier |
+| market_id | string | Market identifier |
+| time | google.protobuf.Timestamp | Time of the failure |
+| exchange_time | google.protobuf.Timestamp | Exchange time of the failure |
+| change | [[#OrderChange|OrderChange]] | Type of order change that failed |
+| status | [[#OrderStatus|OrderStatus]] | Order status |
+| status_detail | string | Detailed status information |
+| response_pending | [[#ResponsePending|ResponsePending]] | Type of response pending |
+| tag_cl_ord_id | string | Client order ID tag |
+| sequence_order | int32 | Sequence number |
+==== OrderUpdateStatus ====
+The ''OrderUpdateStatus'' message contains status information for an order update.
+^ Field ^ Type ^ Description ^
+| unique_id | string | Unique order identifier |
+| account_id | string | Account identifier |
+| market_id | string | Market identifier |
+| time | google.protobuf.Timestamp | Time of the update |
+| exchange_time | google.protobuf.Timestamp | Exchange time of the update |
+| change | [[#OrderChange|OrderChange]] | Type of order change |
+| status | [[#OrderStatus|OrderStatus]] | Order status |
+| status_detail | string | Detailed status information |
+| response_pending | [[#ResponsePending|ResponsePending]] | Type of response pending |
+| exchange_order_id | string | Exchange order identifier |
+| current_volume | int32 | Current order volume |
+| current_limit_price | Price | Current limit price |
+| current_stop_price | Price | Current stop price |
+| price_type | [[#PriceType|PriceType]] | Price type |
+| time_type | [[#TimeType|TimeType]] | Time in force |
+| working_volume | int32 | Working volume |
+| executing_login_id | string | Executing login identifier |
+| activation_type | [[#ActivationType|ActivationType]] | Activation type |
+| trail_price | Price | Trailing stop price |
+| current_max_show | int32 | Current maximum displayed volume |
+| user_id | string | User identifier |
+| user_name | string | User name |
+| user_address | string | User address |
+| session_id | string | Session identifier |
+| app_id | string | Application identifier |
+| app_name | string | Application name |
+| routing_user_id | string | Routing user identifier |
+| routing_user_name | string | Routing user name |
+| new_volume | int32 | New order volume |
+| new_limit_price | Price | New limit price |
+| new_stop_price | Price | New stop price |
+| new_max_show | int32 | New maximum displayed volume |
+| tag | string | Order tag |
+| tag_cl_ord_id | string | Client order ID tag |
+| tag_orig_cl_ord_id | string | Original client order ID tag |
+| smp_id | string | SMP identifier |
+| exchange_login_id | string | Exchange login identifier |
+| exchange_location | string | Exchange location |
+| ats_regulatory_id | string | ATS regulatory identifier |
+| max_volume | int32 | Maximum total volume |
+| sequence_order | int32 | Sequence number |
+| authorized_trader_id | string | Authorized trader identifier |
+| instruction_extra | map<string, string> | Additional instruction details |
+| app_type | [[#ApplicationType|ApplicationType]] | Application type |
+| activation_details | string | Activation details |
+==== OrderUpdateTrade ====
+The ''OrderUpdateTrade'' message contains trade information for an order.
+^ Field ^ Type ^ Description ^
+| unique_id | string | Unique order identifier |
+| account_id | string | Account identifier |
+| market_id | string | Market identifier |
+| time | google.protobuf.Timestamp | Time of the trade |
+| exchange_time | google.protobuf.Timestamp | Exchange time of the trade |
+| change | [[#OrderChange|OrderChange]] | Type of order change |
+| status | [[#OrderStatus|OrderStatus]] | Order status |
+| status_detail | string | Detailed status information |
+| response_pending | [[#ResponsePending|ResponsePending]] | Type of response pending |
+| total_fill_volume | int32 | Total filled volume |
+| working_volume | int32 | Working volume |
+| volume | int32 | Trade volume |
+| price | Price | Trade price |
+| residual_volume | int32 | Residual volume |
+| exchange_trade_id | string | Exchange trade identifier |
+| contra_trader | string | Contra trader |
+| contra_broker | string | Contra broker |
+| trade_date | int64 | Trade date |
+| sequence_order | int32 | Sequence number |
+==== OrderUpdateTradeLeg ====
+The ''OrderUpdateTradeLeg'' message contains trade information for a leg of a multi-leg order.
+^ Field ^ Type ^ Description ^
+| unique_id | string | Unique order identifier |
+| account_id | string | Account identifier |
+| market_id | string | Market identifier |
+| time | google.protobuf.Timestamp | Time of the trade |
+| exchange_time | google.protobuf.Timestamp | Exchange time of the trade |
+| change | [[#OrderChange|OrderChange]] | Type of order change |
+| status | [[#OrderStatus|OrderStatus]] | Order status |
+| status_detail | string | Detailed status information |
+| response_pending | [[#ResponsePending|ResponsePending]] | Type of response pending |
+| leg_index | int32 | Leg index |
+| volume | int32 | Trade volume |
+| price | Price | Trade price |
+| exchange_trade_id | string | Exchange trade identifier |
+| contra_trader | string | Contra trader |
+| contra_broker | string | Contra broker |
+| residual_volume | int32 | Residual volume |
+| trade_date | int64 | Trade date |
+| sequence_order | int32 | Sequence number |
+==== OrderUpdate ====
+The ''OrderUpdate'' message contains comprehensive information about an order update.
+^ Field ^ Type ^ Description ^
+| unique_id | string | Unique order identifier |
+| account_id | string | Account identifier |
+| market_id | string | Market identifier |
+| time | google.protobuf.Timestamp | Time of the update |
+| exchange_time | google.protobuf.Timestamp | Exchange time of the update |
+| change | [[#OrderChange|OrderChange]] | Type of order change |
+| status | [[#OrderStatus|OrderStatus]] | Order status |
+| status_detail | string | Detailed status information |
+| response_pending | [[#ResponsePending|ResponsePending]] | Type of response pending |
+| exchange_order_id | string | Exchange order identifier |
+| submit_time | google.protobuf.Timestamp | Submission time |
+| trade_date | int64 | Trade date |
+| exchange_id | string | Exchange identifier |
+| exchange_login_id | string | Exchange login identifier |
+| executing_login_id | string | Executing login identifier |
+| exchange_location | string | Exchange location |
+| user_id | string | User identifier |
+| user_name | string | User name |
+| user_address | string | User address |
+| session_id | string | Session identifier |
+| app_id | string | Application identifier |
+| app_name | string | Application name |
+| buy_sell | [[#BuySell|BuySell]] | Buy or sell |
+| price_type | [[#PriceType|PriceType]] | Price type |
+| time_type | [[#TimeType|TimeType]] | Time in force |
+| current_volume | int32 | Current order volume |
+| current_limit_price | Price | Current limit price |
+| current_stop_price | Price | Current stop price |
+| new_volume | int32 | New order volume |
+| new_limit_price | Price | New limit price |
+| new_stop_price | Price | New stop price |
+| open_close | [[#OpenClose|OpenClose]] | Open or close |
+| account_number | string | Account number |
+| cti | [[#CTI|CTI]] | Customer type indicator |
+| origin | [[#Origin|Origin]] | Order origin |
+| account_code | [[#AccountCode|AccountCode]] | Account code |
+| member_allocation | string | Member allocation |
+| trader_allocation | string | Trader allocation |
+| customer_reference | string | Customer reference |
+| cust_order_handling_inst | [[#CustOrderHandlingInstType|CustOrderHandlingInstType]] | Customer order handling instruction |
+| avg_price_indicator | [[#AvgPriceIndicatorType|AvgPriceIndicatorType]] | Average price indicator |
+| avg_price_group_id | string | Average price group identifier |
+| clearing_trade_price_type | [[#ClearingTradePriceType|ClearingTradePriceType]] | Clearing trade price type |
+| billing_fee | [[#BillingFee|BillingFee]] | Billing fee |
+| omnibus_account | string | Omnibus account |
+| executing_group_id | string | Executing group identifier |
+| tag | string | Order tag |
+| total_fill_volume | int32 | Total filled volume |
+| working_volume | int32 | Working volume |
+| exchange_total_fill_volume | int32 | Exchange total filled volume |
+| trail_price | Price | Trailing stop price |
+| trail_revision_interval | int32 | Trailing stop revision interval |
+| trail_revision_change | int32 | Trailing stop revision change |
+| order_link | [[#OrderLink|OrderLink]] | Order linking type |
+| orders_linked | string | Linked order identifiers |
+| activation_type | [[#ActivationType|ActivationType]] | Activation type |
+| primary_user | [[#PrimaryUserType|PrimaryUserType]] | Primary user type |
+| current_max_show | int32 | Current maximum displayed volume |
+| new_max_show | int32 | New maximum displayed volume |
+| routing_user_id | string | Routing user identifier |
+| routing_user_name | string | Routing user name |
+| order_source | [[#OrderSource|OrderSource]] | Order source |
+| order_source_method | [[#OrderSourceMethod|OrderSourceMethod]] | Order source method |
+| app_type | [[#ApplicationType|ApplicationType]] | Application type |
+| master_type | [[#MasterType|MasterType]] | Master or child order |
+| tag_cl_ord_id | string | Client order ID tag |
+| tag_orig_cl_ord_id | string | Original client order ID tag |
+| tag_relation_id | string | Relation ID tag |
+| smp_id | string | SMP identifier |
+| sequence_order | int32 | Sequence number |
+| ats_regulatory_id | string | ATS regulatory identifier |
+| max_volume | int32 | Maximum total volume |
+| authorized_trader_id | string | Authorized trader identifier |
+| instruction_extra | map<string, string> | Additional instruction details |
+| receive_time | google.protobuf.Timestamp | Time the order was received |
+| activation_details | string | Activation details |
+| trades | repeated [[#OrderUpdate.Trade|Trade]] | Trades for this order |
+| trade_legs | repeated [[#OrderUpdate.TradeLeg|TradeLeg]] | Trade legs for this order |
+==== OrderUpdate.Trade ====
+The ''Trade'' message is a component of ''OrderUpdate'' and contains information about a trade.
+^ Field ^ Type ^ Description ^
+| sequence_order | int32 | Sequence number |
+| volume | int32 | Trade volume |
+| price | Price | Trade price |
+| residual_volume | int32 | Residual volume |
+| time | google.protobuf.Timestamp | Time of the trade |
+| exchange_trade_id | string | Exchange trade identifier |
+| exchange_time | google.protobuf.Timestamp | Exchange time of the trade |
+| contra_trader | string | Contra trader |
+| contra_broker | string | Contra broker |
+| trade_date | int64 | Trade date |
+==== OrderUpdate.TradeLeg ====
+The ''TradeLeg'' message is a component of ''OrderUpdate'' and contains information about a trade leg.
+^ Field ^ Type ^ Description ^
+| sequence_order | int32 | Sequence number |
+| leg_index | int32 | Leg index |
+| volume | int32 | Trade volume |
+| price | Price | Trade price |
+| time | google.protobuf.Timestamp | Time of the trade |
+| exchange_trade_id | string | Exchange trade identifier |
+| exchange_time | google.protobuf.Timestamp | Exchange time of the trade |
+| contra_trader | string | Contra trader |
+| contra_broker | string | Contra broker |
+| residual_volume | int32 | Residual volume |
+| trade_date | int64 | Trade date |
+==== OrderUpdateMultiMessage ====
+The ''OrderUpdateMultiMessage'' message is a container for different types of order update messages.
+^ Field ^ Type ^ Description ^
+| payload | oneof | One of the following message types: OrderUpdate, OrderUpdateFailed, OrderUpdateStatus, OrderUpdateTrade, OrderUpdateTradeLeg |
+==== OrderUpdateMulti ====
+The ''OrderUpdateMulti'' message contains multiple order updates.
+^ Field ^ Type ^ Description ^
+| market_id | string | Market identifier |
+| account_id | string | Account identifier |
+| historical | bool | Whether the updates are historical |
+| updates | repeated [[#OrderUpdateMultiMessage|OrderUpdateMultiMessage]] | Order updates |
+==== CreateUDSResponse ====
+The ''CreateUDSResponse'' message is the server's response to a user-defined strategy creation request.
+^ Field ^ Type ^ Description ^
+| request_id | string | Request identifier |
+| status_detail | string | Detailed status information |
+| MarketRef | string | Market reference |
+| uds_status | [[#UDSStatus|UDSStatus]] | UDS creation status |
+===== Enum Types =====
+This section contains all the enum types used in the T4 Protocol messages.
+==== ActivationType ====
+The ''ActivationType'' enum defines possible activation types for orders.
+^ Value ^ Description ^
+| ACTIVATION_TYPE_IMMEDIATE | Immediate activation |
+| ACTIVATION_TYPE_HOLD | Hold for manual activation |
+| ACTIVATION_TYPE_TRIGGERED | Triggered activation |
+| ACTIVATION_TYPE_AT_OR_AFTER_TIME | Activate at or after specified time |
+| ACTIVATION_TYPE_AT_OR_ABOVE_TRADE_TICKS | Activate at or above trade price in ticks |
+| ACTIVATION_TYPE_AT_OR_BELOW_TRADE_TICKS | Activate at or below trade price in ticks |
+| ACTIVATION_TYPE_ON_MARKET_MODE | Activate on specific market mode |
+| ACTIVATION_TYPE_TRIGGERED_AT_OR_AFTER_TIME | Trigger activation at or after specified time |
+| ACTIVATION_TYPE_TRIGGERED_AT_OR_ABOVE_TRADE_TICKS | Trigger activation at or above trade price in ticks |
+| ACTIVATION_TYPE_TRIGGERED_AT_OR_BELOW_TRADE_TICKS | Trigger activation at or below trade price in ticks |
+| ACTIVATION_TYPE_TRIGGERED_ON_MARKET_MODE | Trigger activation on specific market mode |
+| ACTIVATION_TYPE_QUEUE | Queue activation |
+| ACTIVATION_TYPE_TRIGGERED_QUEUE | Triggered queue activation |
+| ACTIVATION_TYPE_PIT_FILLED_QUEUE | Pit filled queue activation |
+| ACTIVATION_TYPE_AT_OR_ABOVE_TICKS | Activate at or above price in ticks |
+| ACTIVATION_TYPE_AT_OR_BELOW_TICKS | Activate at or below price in ticks |
+| ACTIVATION_TYPE_TRIGGERED_AT_OR_ABOVE_TICKS | Trigger activation at or above price in ticks |
+| ACTIVATION_TYPE_TRIGGERED_AT_OR_BELOW_TICKS | Trigger activation at or below price in ticks |
+| ACTIVATION_TYPE_MARKET_ON_CLOSE | Market on close activation |
+| ACTIVATION_TYPE_UNDEFINED | Undefined activation type |
+==== AccountCode ====
+The ''AccountCode'' enum defines possible account codes.
+^ Value ^ Description ^
+| ACCOUNT_CODE_UNDEFINED | Undefined account code |
+| ACCOUNT_CODE_NONE | No account code |
+| ACCOUNT_CODE_GIVE_UP_TO_SINGLE_FIRM | Give up to single firm |
+| ACCOUNT_CODE_GIVE_UP_TO_MULTIPLE_FIRMS | Give up to multiple firms |
+| ACCOUNT_CODE_MARKET_MAKER | Market maker account |
+| ACCOUNT_CODE_AGENT_A1 | Agent A1 account |
+| ACCOUNT_CODE_GIVE_UP_G1 | Give up G1 account |
+| ACCOUNT_CODE_GIVE_UP_G2 | Give up G2 account |
+| ACCOUNT_CODE_MARKET_MAKER_M1 | Market maker M1 account |
+| ACCOUNT_CODE_MARKET_MAKER_M2 | Market maker M2 account |
+| ACCOUNT_CODE_PROPRIETARY_P1 | Proprietary P1 account |
+| ACCOUNT_CODE_PROPRIETARY_P2 | Proprietary P2 account |
+| ACCOUNT_CODE_SEGREGATED | Segregated account |
+| ACCOUNT_CODE_NON_SEGREGATED | Non-segregated account |
+| ACCOUNT_CODE_HOUSE | House account |
+| ACCOUNT_CODE_LOCAL | Local account |
+| ACCOUNT_CODE_DEFAULT | Default account |
+| ACCOUNT_CODE_ALLOCATED | Allocated account |
+| ACCOUNT_CODE_SPLIT | Split account |
+| ACCOUNT_CODE_UNASSIGNED | Unassigned account |
+| ACCOUNT_CODE_GAS_ASSOCIATE | Gas associate account |
+| ACCOUNT_CODE_CUSTOMER | Customer account |
+| ACCOUNT_CODE_US_CUSTOMER_FUTURES | US customer futures account |
+| ACCOUNT_CODE_US_CUSTOMER_SWAPS | US customer swaps account |
+| ACCOUNT_CODE_US_CUSTOMER_FBOT | US customer FBOT account |
+| ACCOUNT_CODE_FIRM | Firm account |
+| ACCOUNT_CODE_MEMBER_CUSTOMER_SEGREGATED_ACCOUNT | Member customer segregated account |
+| ACCOUNT_CODE_MEMBER_HOUSE_ACCOUNT | Member house account |
+| ACCOUNT_CODE_MEMBER_SIPC_PROTECTED_ACCOUNT | Member SIPC protected account |
+| ACCOUNT_CODE_USER_PROXY_FOR_TRADER_CUSTOMER_SEGREGATED_ACCOUNT | User proxy for trader customer segregated account |
+| ACCOUNT_CODE_USER_PROXY_FOR_TRADER_HOUSE_ACCOUNT | User proxy for trader house account |
+| ACCOUNT_CODE_USER_PROXY_FOR_TRADER_SIPC_PROTECTED_ACCOUNT | User proxy for trader SIPC protected account |
+| ACCOUNT_CODE_NON_MEMBER_HOUSE_ACCOUNT | Non-member house account |
+| ACCOUNT_CODE_NON_MEMBER_SIPC_PROTECTED_ACCOUNT | Non-member SIPC protected account |
+| ACCOUNT_CODE_CUSTOMER_FLOOR_BROKER_WORKSTATION | Customer floor broker workstation account |
+| ACCOUNT_CODE_AGENT_A2 | Agent A2 account |
+| ACCOUNT_CODE_AGENT_A3 | Agent A3 account |
+| ACCOUNT_CODE_AGENT_A4 | Agent A4 account |
+| ACCOUNT_CODE_AGENT_A5 | Agent A5 account |
+| ACCOUNT_CODE_AGENT_A6 | Agent A6 account |
+| ACCOUNT_CODE_AGENT_A7 | Agent A7 account |
+| ACCOUNT_CODE_AGENT_A8 | Agent A8 account |
+| ACCOUNT_CODE_AGENT_A9 | Agent A9 account |
+| ACCOUNT_CODE_CLIENT_SEGREGATED_E | Client segregated E account |
+| ACCOUNT_CODE_CLIENT_SEGREGATED_K | Client segregated K account |
+| ACCOUNT_CODE_CLIENT_SEGREGATED_R | Client segregated R account |
+| ACCOUNT_CODE_SEGREGATED_T | Segregated T account |
+| ACCOUNT_CODE_INDIRECT_CLEARING_GROSS_ISOC_CASS | Indirect clearing gross ISOC CASS account |
+| ACCOUNT_CODE_INDIRECT_CLEARING_GROSS_ISOC_TTFCA | Indirect clearing gross ISOC TTFCA account |
+| ACCOUNT_CODE_INDIRECT_CLEARING_GROSS_CASS | Indirect clearing gross CASS account |
+| ACCOUNT_CODE_INDIRECT_CLEARING_GROSS_TTFCA | Indirect clearing gross TTFCA account |
+| ACCOUNT_CODE_INDIRECT_CLEARING_NET_CASS | Indirect clearing net CASS account |
+| ACCOUNT_CODE_INDIRECT_CLEARING_NETS_TTFCA | Indirect clearing nets TTFCA account |
+| ACCOUNT_CODE_RO | RO account |
+| ACCOUNT_CODE_LIQUIDITY_PROVIDER | Liquidity provider account |
+| ACCOUNT_CODE_RELATED_PARTY | Related party account |
+| ACCOUNT_CODE_STRUCTURED_PRODUCT_MARKET_MAKER | Structured product market maker account |
+| ACCOUNT_CODE_OMEGA_CLIENT | Omega client account |
+| ACCOUNT_CODE_CERES_CLIENT | Ceres client account |
+==== AccountEnabled ====
+The ''AccountEnabled'' enum defines possible account enabled states.
+^ Value ^ Description ^
+| ACCOUNT_ENABLED_DISABLED | Account is disabled |
+| ACCOUNT_ENABLED_ENABLED | Account is enabled |
+| ACCOUNT_ENABLED_BACK_OFFICE_ONLY | Account is for back office use only |
+| ACCOUNT_ENABLED_PIT_TRADE_ONLY | Account is for pit trading only |
+==== AccountMarginType ====
+The ''AccountMarginType'' enum defines possible account margin types.
+^ Value ^ Description ^
+| ACCOUNT_MARGIN_TYPE_SPEC | Speculative margin type |
+| ACCOUNT_MARGIN_TYPE_HEDGE_OR_MEMBER | Hedge or member margin type |
+| ACCOUNT_MARGIN_TYPE_FIRM_OR_ACCOUNT | Firm or account margin type |
+==== AccountMode ====
+The ''AccountMode'' enum defines possible account modes.
+^ Value ^ Description ^
+| ACCOUNT_MODE_BY_MARKET | Account mode by market |
+| ACCOUNT_MODE_BY_CONTRACT | Account mode by contract |
+| ACCOUNT_MODE_BY_ACCOUNT | Account mode by account |
+| ACCOUNT_MODE_BY_ACCOUNT_DAY | Account mode by account day |
+| ACCOUNT_MODE_BY_PORTFOLIO | Account mode by portfolio |
+| ACCOUNT_MODE_T500 | T500 account mode |
+| ACCOUNT_MODE_T500_DEMO | T500 demo account mode |
+| ACCOUNT_MODE_AUTO_LIQ | Auto-liquidation account mode |
+| ACCOUNT_MODE_UNKNOWN | Unknown account mode |
+==== AccountStatus ====
+The ''AccountStatus'' enum defines possible account statuses.
+^ Value ^ Description ^
+| ACCOUNT_STATUS_UNKNOWN | Unknown status |
+| ACCOUNT_STATUS_BLOCKED | Account is blocked |
+| ACCOUNT_STATUS_OK | Account is OK |
+| ACCOUNT_STATUS_UNRESTRICTED | Account is unrestricted |
+| ACCOUNT_STATUS_DELETED | Account is deleted |
+| ACCOUNT_STATUS_DISABLED | Account is disabled |
+| ACCOUNT_STATUS_OUTSIDE_ACTIVE_TIME | Account is outside active time |
+| ACCOUNT_STATUS_NOT_ACCESSIBLE | Account is not accessible |
+| ACCOUNT_STATUS_PIT_TRADE_ONLY | Account is for pit trading only |
+| ACCOUNT_STATUS_LOSS_LIMIT_EXCEEDED | Account has exceeded loss limit |
+==== AccountSubscribeType ====
+The ''AccountSubscribeType'' enum defines possible account subscription types.
+^ Value ^ Description ^
+| ACCOUNT_SUBSCRIBE_TYPE_NONE | No subscription |
+| ACCOUNT_SUBSCRIBE_TYPE_ALL_UPDATES | Subscribe to all updates |
+==== ApplicationType ====
+The ''ApplicationType'' enum defines possible application types.
+^ Value ^ Description ^
+| APPLICATION_TYPE_MANUAL | Manual application type |
+| APPLICATION_TYPE_ATS | Automated Trading System application type |
+| APPLICATION_TYPE_PROFESSIONAL | Professional application type |
+| APPLICATION_TYPE_NON_PROFESSIONAL | Non-professional application type |
+| APPLICATION_TYPE_TRADE_DESK | Trade desk application type |
+| APPLICATION_TYPE_WALLBOARD | Wallboard application type |
+| APPLICATION_TYPE_SUB_VENDOR | Sub-vendor application type |
+| APPLICATION_TYPE_ATS_DISPLAY | ATS display application type |
+| APPLICATION_TYPE_FINANCIAL_PROFESSIONAL | Financial professional application type |
+==== AvgPriceIndicatorType ====
+The ''AvgPriceIndicatorType'' enum defines possible average price indicator types.
+^ Value ^ Description ^
+| AVG_PRICE_INDICATOR_TYPE_NONE | No average price indicator |
+| AVG_PRICE_INDICATOR_TYPE_AVERAGE_PRICE_GROUP | Average price group indicator |
+| AVG_PRICE_INDICATOR_TYPE_NOTIONAL_VALUE_AVERAGE | Notional value average indicator |
+==== BidOffer ====
+The ''BidOffer'' enum defines possible bid/offer values.
+^ Value ^ Description ^
+| BID_OFFER_UNDEFINED | Undefined |
+| BID_OFFER_BID | Bid side |
+| BID_OFFER_OFFER | Offer side |
+==== BillingFee ====
+The ''BillingFee'' enum defines possible billing fee types.
+^ Value ^ Description ^
+| BILLING_FEE_UNDEFINED | Undefined billing fee |
+| BILLING_FEE_CUSTOMER | Customer billing fee |
+| BILLING_FEE_EQUITY_MEMBER | Equity member billing fee |
+| BILLING_FEE_FIRM_106HJ | Firm 106HJ billing fee |
+| BILLING_FEE_LESSEE_106F_EMPLOYEE | Lessee 106F employee billing fee |
+| BILLING_FEE_CBOE_MEMBER | CBOE member billing fee |
+==== BuySell ====
+The ''BuySell'' enum defines possible buy/sell values.
+^ Value ^ Description ^
+| BUY_SELL_UNDEFINED | Undefined |
+| BUY_SELL_BUY | Buy side |
+| BUY_SELL_SELL | Sell side |
+==== CTI ====
+The ''CTI'' enum defines possible Customer Type Indicator values.
+^ Value ^ Description ^
+| CTI_UNDEFINED | Undefined CTI |
+| CTI_MEMBER | Member CTI |
+| CTI_PROPRIETARY | Proprietary CTI |
+| CTI_BROKER_MEMBER | Broker member CTI |
+| CTI_BROKER_CUSTOMER | Broker customer CTI |
+| CTI_NONE | No CTI |
+==== ClearingTradePriceType ====
+The ''ClearingTradePriceType'' enum defines possible clearing trade price types.
+^ Value ^ Description ^
+| CLEARING_TRADE_PRICE_TYPE_EXECUTION_PRICE | Execution price |
+| CLEARING_TRADE_PRICE_TYPE_ALTERNATE_CLEARING_PRICE | Alternate clearing price |
+==== ContractRiskStatus ====
+The ''ContractRiskStatus'' enum defines possible contract risk statuses.
+^ Value ^ Description ^
+| CONTRACT_RISK_STATUS_NONE | No risk status |
+| CONTRACT_RISK_STATUS_DAY_TRADING | Day trading risk status |
+| CONTRACT_RISK_STATUS_ALERTING | Alerting risk status |
+| CONTRACT_RISK_STATUS_LIQUIDATION | Liquidation risk status |
+| CONTRACT_RISK_STATUS_LIQUIDATION_WAITING | Liquidation waiting risk status |
+| CONTRACT_RISK_STATUS_BLOCK_EXPIRATION_LIQUIDATION | Block expiration liquidation risk status |
+| CONTRACT_RISK_STATUS_PRICE_LIMIT_LIQUIDATION | Price limit liquidation risk status |
+==== ContractType ====
+The ''ContractType'' enum defines possible contract types.
+^ Value ^ Description ^
+| CONTRACT_TYPE_UNKNOWN | Unknown contract type |
+| CONTRACT_TYPE_OPTION | Option contract |
+| CONTRACT_TYPE_OPTION_CALL | Call option contract |
+| CONTRACT_TYPE_OPTION_PUT | Put option contract |
+| CONTRACT_TYPE_STOCK | Stock contract |
+| CONTRACT_TYPE_FUTURE | Future contract |
+| CONTRACT_TYPE_INDEX | Index contract |
+| CONTRACT_TYPE_SYNTHETIC | Synthetic contract |
+| CONTRACT_TYPE_BINARY_OPTION | Binary option contract |
+| CONTRACT_TYPE_UDS | User-defined strategy contract |
+| CONTRACT_TYPE_FX_SPOT | FX spot contract |
+| CONTRACT_TYPE_ANY | Any contract type |
+==== CustOrderHandlingInstType ====
+The ''CustOrderHandlingInstType'' enum defines possible customer order handling instruction types.
+^ Value ^ Description ^
+| CUST_ORDER_HANDLING_INST_TYPE_NONE | No instruction |
+| CUST_ORDER_HANDLING_INST_TYPE_DESK | Desk instruction |
+| CUST_ORDER_HANDLING_INST_TYPE_ELECTRONIC | Electronic instruction |
+| CUST_ORDER_HANDLING_INST_TYPE_VENDOR_PROVIDED_PLATFORM | Vendor-provided platform instruction |
+| CUST_ORDER_HANDLING_INST_TYPE_SPONSORED_ACCESS_VIA_API_OR_FIX | Sponsored access via API or FIX instruction |
+| CUST_ORDER_HANDLING_INST_TYPE_PREMIUM_ALGO_TRADING_PROVIDER | Premium algorithmic trading provider instruction |
+| CUST_ORDER_HANDLING_INST_TYPE_OTHER | Other instruction |
+==== DepthBuffer ====
+The ''DepthBuffer'' enum defines possible depth buffer types.
+^ Value ^ Description ^
+| DEPTH_BUFFER_NO_SUBSCRIPTION | No subscription |
+| DEPTH_BUFFER_SLOW_TRADE | Slow trade buffer |
+| DEPTH_BUFFER_SMART_TRADE | Smart trade buffer |
+| DEPTH_BUFFER_SLOW_SMART | Slow smart buffer |
+| DEPTH_BUFFER_SMART | Smart buffer |
+| DEPTH_BUFFER_FAST_SMART | Fast smart buffer |
+| DEPTH_BUFFER_ALL | All buffer types |
+| DEPTH_BUFFER_FAST_TRADE | Fast trade buffer |
+| DEPTH_BUFFER_TRADE_ONLY | Trade-only buffer |
+==== DepthLevels ====
+The ''DepthLevels'' enum defines possible depth level values.
+^ Value ^ Description ^
+| DEPTH_LEVELS_UNDEFINED | Undefined depth levels |
+| DEPTH_LEVELS_BEST_ONLY | Best price only |
+| DEPTH_LEVELS_NORMAL | Normal depth levels (10) |
+| DEPTH_LEVELS_ALL | All depth levels (255) |
+==== LoginResult ====
+The ''LoginResult'' enum defines possible login result values.
+^ Value ^ Description ^
+| LOGIN_RESULT_SUCCESS | Login successful |
+| LOGIN_RESULT_FAILED | Login failed |
+| LOGIN_RESULT_APPLICATION_NOT_VALID | Application not valid |
+| LOGIN_RESULT_FIRM_NOT_ALLOWED | Firm not allowed |
+| LOGIN_RESULT_USER_NOT_ALLOWED | User not allowed |
+| LOGIN_RESULT_INCORRECT_VERSION | Incorrect version |
+| LOGIN_RESULT_LOGGED_IN_ELSEWHERE | User already logged in elsewhere |
+| LOGIN_RESULT_LOGOUT | Logout |
+| LOGIN_RESULT_UNEXPECTED_DISCONNECT | Unexpected disconnect |
+| LOGIN_RESULT_UNAUTHORIZED | Unauthorized |
+| LOGIN_RESULT_UNEXPECTED_ERROR | Unexpected error |
+| LOGIN_RESULT_ROLE_NOT_SUPPORTED | Role not supported |
+| LOGIN_RESULT_API_MESSAGE_BACKLOG | API message backlog |
+| LOGIN_RESULT_SERVER_MESSAGE_BACKLOG | Server message backlog |
+| LOGIN_RESULT_PASSWORD_EXPIRED | Password expired |
+| LOGIN_RESULT_PASSWORD_CHANGE_FAILED | Password change failed |
+| LOGIN_RESULT_PASSWORD_ALREADY_USED | Password already used |
+| LOGIN_RESULT_LOCKED_OUT | Account locked out |
+| LOGIN_RESULT_ADDITIONAL_USERS_NOT_ALLOWED | Additional users not allowed |
+| LOGIN_RESULT_MARKET_DATA_NOT_SETUP | Market data not set up |
+| LOGIN_RESULT_TWO_FACTOR_NOT_SETUP | Two-factor authentication not set up |
+| LOGIN_RESULT_TWO_FACTOR_FAILED | Two-factor authentication failed |
+| LOGIN_RESULT_FIX_SESSION_ERROR | FIX session error |
+| LOGIN_RESULT_TWO_FACTOR_REQUIRED | Two-factor authentication required |
+| LOGIN_RESULT_USER_EXISTS | User already exists |
+| LOGIN_RESULT_UNKNOWN | Unknown error |
+==== MarketDataType ====
+The ''MarketDataType'' enum defines possible market data types.
+^ Value ^ Description ^
+| MARKET_DATA_TYPE_NONE | No market data |
+| MARKET_DATA_TYPE_TOB | Top-of-book market data |
+| MARKET_DATA_TYPE_DEPTH | Depth market data |
+| MARKET_DATA_TYPE_E_MINI | E-mini market data |
+| MARKET_DATA_TYPE_DELAYED | Delayed market data |
+| MARKET_DATA_TYPE_NOT_SET | Market data type not set |
+==== MarketFlags2 ====
+The ''MarketFlags2'' enum defines possible market flags.
+^ Value ^ Description ^
+| MARKET_FLAGS2_UNDEFINED | Undefined flags |
+| MARKET_FLAGS2_FAST | Fast market |
+| MARKET_FLAGS2_PRICE_LIMITS_ENABLED | Price limits enabled |
+| MARKET_FLAGS2_NO_CANCEL | No cancellations allowed |
+| MARKET_FLAGS2_IMPLIED_OFF | Implied prices turned off |
+| MARKET_FLAGS2_NEW_PRICE_INDICATION | New price indication |
+| MARKET_FLAGS2_NOT_AVAILABLE_FOR_TRADING | Not available for trading |
+| MARKET_FLAGS2_POST_CLOSE | Post-close session |
+| MARKET_FLAGS2_GROUP_SCHEDULE | Group schedule |
+| MARKET_FLAGS2_INSTRUMENT_ACTIVATION | Instrument activation |
+| MARKET_FLAGS2_INSTRUMENT_EXPIRATION | Instrument expiration |
+| MARKET_FLAGS2_MARKET_EVENT | Market event |
+| MARKET_FLAGS2_RECOVERY_IN_PROCESS | Recovery in process |
+| MARKET_FLAGS2_SURVEILLANCE_INTERVENTION | Surveillance intervention |
+==== MarketMode ====
+The ''MarketMode'' enum defines possible market modes.
+^ Value ^ Description ^
+| MARKET_MODE_UNDEFINED | Undefined mode |
+| MARKET_MODE_PRE_OPEN | Pre-open mode |
+| MARKET_MODE_OPEN | Open mode |
+| MARKET_MODE_RESTRICTED_OPEN | Restricted open mode |
+| MARKET_MODE_PRE_CLOSED | Pre-closed mode |
+| MARKET_MODE_CLOSED | Closed mode |
+| MARKET_MODE_SUSPENDED | Suspended mode |
+| MARKET_MODE_HALTED | Halted mode |
+| MARKET_MODE_FAILED | Failed mode |
+| MARKET_MODE_PRE_CROSS | Pre-cross mode |
+| MARKET_MODE_CROSS | Cross mode |
+| MARKET_MODE_EXPIRED | Expired mode |
+| MARKET_MODE_REJECTED | Rejected mode |
+| MARKET_MODE_UNAVAILABLE | Unavailable mode |
+| MARKET_MODE_NO_PERMISSION | No permission mode |
+==== MasterType ====
+The ''MasterType'' enum defines possible master types.
+^ Value ^ Description ^
+| MASTER_TYPE_MASTER | Master order |
+| MASTER_TYPE_CHILD | Child order |
+==== OpenClose ====
+The ''OpenClose'' enum defines possible open/close values.
+^ Value ^ Description ^
+| OPEN_CLOSE_OPEN | Open position |
+| OPEN_CLOSE_CLOSE | Close position |
+| OPEN_CLOSE_UNDEFINED | Undefined |
+==== OrderChange ====
+The ''OrderChange'' enum defines possible order change types.
+^ Value ^ Description ^
+| ORDER_CHANGE_NONE | No change |
+| ORDER_CHANGE_FAILED | Change failed |
+| ORDER_CHANGE_SUBMISSION_RISK_SUCCESS | Submission risk check succeeded |
+| ORDER_CHANGE_SUBMISSION_RISK_REJECTED | Submission risk check rejected |
+| ORDER_CHANGE_SUBMISSION_SENT | Submission sent |
+| ORDER_CHANGE_SUBMISSION_FAILED | Submission failed |
+| ORDER_CHANGE_SUBMISSION_SUCCESS | Submission succeeded |
+| ORDER_CHANGE_SUBMISSION_REJECTED | Submission rejected |
+| ORDER_CHANGE_REVISION_RISK_SUCCESS | Revision risk check succeeded |
+| ORDER_CHANGE_REVISION_RISK_FAILED | Revision risk check failed |
+| ORDER_CHANGE_REVISION_SENT | Revision sent |
+| ORDER_CHANGE_REVISION_FAILED | Revision failed |
+| ORDER_CHANGE_REVISION_SUCCESS | Revision succeeded |
+| ORDER_CHANGE_REVISION_REJECTED | Revision rejected |
+| ORDER_CHANGE_PULL_RISK_SUCCESS | Pull risk check succeeded |
+| ORDER_CHANGE_PULL_RISK_FAILED | Pull risk check failed |
+| ORDER_CHANGE_PULL_SENT | Pull sent |
+| ORDER_CHANGE_PULL_FAILED | Pull failed |
+| ORDER_CHANGE_PULL_SUCCESS | Pull succeeded |
+| ORDER_CHANGE_PULL_REJECTED | Pull rejected |
+| ORDER_CHANGE_TRADE | Trade |
+| ORDER_CHANGE_TRADE_COMPLETED | Trade completed |
+| ORDER_CHANGE_TRADE_BUSTED | Trade busted |
+| ORDER_CHANGE_HANDOVER | Handover |
+| ORDER_CHANGE_STATUS_REQUEST_RISK_SUCCESS | Status request risk check succeeded |
+| ORDER_CHANGE_STATUS_REQUEST_RISK_FAILED | Status request risk check failed |
+| ORDER_CHANGE_STATUS_REQUEST_SENT | Status request sent |
+| ORDER_CHANGE_STATUS_REQUEST_FAILED | Status request failed |
+| ORDER_CHANGE_STATUS_REQUEST_SUCCESS | Status request succeeded |
+| ORDER_CHANGE_STATUS_REQUEST_REJECTED | Status request rejected |
+| ORDER_CHANGE_ROLLOVER | Rollover |
+| ORDER_CHANGE_TAG_SUCCESS | Tag update succeeded |
+| ORDER_CHANGE_TAG_FAILED | Tag update failed |
+| ORDER_CHANGE_ADD_PIT_TRADE_SUCCESS | Add pit trade succeeded |
+| ORDER_CHANGE_ADD_PIT_TRADE_FAILED | Add pit trade failed |
+| ORDER_CHANGE_ADD_PIT_TRADE_REJECTED | Add pit trade rejected |
+==== OrderLink ====
+The ''OrderLink'' enum defines possible order linking types.
+^ Value ^ Description ^
+| ORDER_LINK_NONE | No linking |
+| ORDER_LINK_OCO | One-cancels-other linking |
+| ORDER_LINK_AUTO_OCO | Automatic one-cancels-other linking |
+| ORDER_LINK_SPARK | Spark linking |
+| ORDER_LINK_CLIENT_SYNTHETIC | Client synthetic linking |
+| ORDER_LINK_SPARK2 | Spark2 linking |
+| ORDER_LINK_CHAIN2 | Chain2 linking |
+| ORDER_LINK_AUTO_OCO_P | Automatic one-cancels-other price linking |
+| ORDER_LINK_AUTO_OCO_M | Automatic one-cancels-other market linking |
+| ORDER_LINK_AUTO_OCO_MP | Automatic one-cancels-other market price linking |
+==== OrderSource ====
+The ''OrderSource'' enum defines possible order sources.
+^ Value ^ Description ^
+| ORDER_SOURCE_UNKNOWN | Unknown source |
+| ORDER_SOURCE_API | API source |
+| ORDER_SOURCE_WEB_TRADER | Web trader source |
+| ORDER_SOURCE_MOBILE | Mobile source |
+| ORDER_SOURCE_DATA_IMPORT | Data import source |
+| ORDER_SOURCE_ACCOUNT_HANDLER | Account handler source |
+| ORDER_SOURCE_STATIC_LADDER | Static ladder source |
+| ORDER_SOURCE_SCROLLING_LADDER | Scrolling ladder source |
+| ORDER_SOURCE_CENTERED_LADDER | Centered ladder source |
+| ORDER_SOURCE_AUTO_RECENTERED_LADDER | Auto-recentered ladder source |
+| ORDER_SOURCE_DEPTH | Depth source |
+| ORDER_SOURCE_QUOTEBOARD | Quoteboard source |
+| ORDER_SOURCE_OPTIONBOARD | Optionboard source |
+| ORDER_SOURCE_ADV_OPTIONBOARD | Advanced optionboard source |
+| ORDER_SOURCE_ORDERBOOK | Order book source |
+| ORDER_SOURCE_SPREAD_MATRIX | Spread matrix source |
+| ORDER_SOURCE_FIX_API | FIX API source |
+| ORDER_SOURCE_CLIENT_SPREADER | Client spreader source |
+| ORDER_SOURCE_ANTS_OPTION_SHEET | ANTS option sheet source |
+| ORDER_SOURCE_ANTS_OPTION_STRATEGY_SOLVER | ANTS option strategy solver source |
+| ORDER_SOURCE_JAVA_API | Java API source |
+| ORDER_SOURCE_ANTS_OPTION_STRATEGIES_WINDOW | ANTS option strategies window source |
+| ORDER_SOURCE_CHART | Chart source |
+| ORDER_SOURCE_STP | STP source |
+| ORDER_SOURCE_T4_ANDROID_SCROLLING_LADDER | T4 Android scrolling ladder source |
+| ORDER_SOURCE_T4_ANDROID_CENTERED_LADDER | T4 Android centered ladder source |
+| ORDER_SOURCE_T4_ANDROID_AUTO_RECENTERED_LADDER | T4 Android auto-recentered ladder source |
+| ORDER_SOURCE_T4_ANDROID_DEPTH | T4 Android depth source |
+| ORDER_SOURCE_T4_ANDROID_QUOTEBOARD | T4 Android quoteboard source |
+| ORDER_SOURCE_T4_ANDROID_POSITIONS | T4 Android positions source |
+| ORDER_SOURCE_T4_ANDROID_ORDERS | T4 Android orders source |
+| ORDER_SOURCE_T4_ANDROID_CHART | T4 Android chart source |
+| ORDER_SOURCE_MQ | MQ source |
+| ORDER_SOURCE_IOS_API | iOS API source |
+| ORDER_SOURCE_T4_IOS_SCROLLING_LADDER | T4 iOS scrolling ladder source |
+| ORDER_SOURCE_T4_IOS_CENTERED_LADDER | T4 iOS centered ladder source |
+| ORDER_SOURCE_T4_IOS_AUTO_RECENTERED_LADDER | T4 iOS auto-recentered ladder source |
+| ORDER_SOURCE_T4_IOS_DEPTH | T4 iOS depth source |
+| ORDER_SOURCE_T4_IOS_QUOTEBOARD | T4 iOS quoteboard source |
+| ORDER_SOURCE_T4_IOS_POSITIONS | T4 iOS positions source |
+| ORDER_SOURCE_T4_IOS_ORDERS | T4 iOS orders source |
+| ORDER_SOURCE_T4_IOS_CHART | T4 iOS chart source |
+| ORDER_SOURCE_KEYBOARD | Keyboard source |
+| ORDER_SOURCE_HTTP_API | HTTP API source |
+==== OrderSourceMethod ====
+The ''OrderSourceMethod'' enum defines possible order source methods.
+^ Value ^ Description ^
+| ORDER_SOURCE_METHOD_UNKNOWN | Unknown method |
+| ORDER_SOURCE_METHOD_CLICK | Click method |
+| ORDER_SOURCE_METHOD_PROMPT | Prompt method |
+| ORDER_SOURCE_METHOD_PRICE_CONFIRM | Price confirmation method |
+| ORDER_SOURCE_METHOD_ORDER_TICKET | Order ticket method |
+| ORDER_SOURCE_METHOD_KEY_ENTRY | Key entry method |
+| ORDER_SOURCE_METHOD_ORDER_LOAD_BAR | Order load bar method |
+| ORDER_SOURCE_METHOD_CONTRACT_TICKET | Contract ticket method |
+| ORDER_SOURCE_METHOD_QUEUED_ORDER_TICKET | Queued order ticket method |
+| ORDER_SOURCE_METHOD_CLEARING_HOUSE | Clearing house method |
+| ORDER_SOURCE_METHOD_ELECTRONIC | Electronic method |
+| ORDER_SOURCE_METHOD_OFF_FACILITY_SWAP | Off-facility swap method |
+| ORDER_SOURCE_METHOD_PIT | Pit method |
+| ORDER_SOURCE_METHOD_REGISTERED_MARKET | Registered market method |
+| ORDER_SOURCE_METHOD_EX_PIT | Ex-pit method |
+==== OrderStatus ====
+The ''OrderStatus'' enum defines possible order statuses.
+^ Value ^ Description ^
+| ORDER_STATUS_NONE | No status |
+| ORDER_STATUS_WORKING | Working order |
+| ORDER_STATUS_FINISHED | Finished order |
+| ORDER_STATUS_REJECTED | Rejected order |
+| ORDER_STATUS_HELD | Held order |
+| ORDER_STATUS_NO_CHANGE | No change to order status |
+==== Origin ====
+The ''Origin'' enum defines possible origin values.
+^ Value ^ Description ^
+| ORIGIN_UNDEFINED | Undefined origin |
+| ORIGIN_CUSTOMER | Customer origin |
+| ORIGIN_NON_CUSTOMER | Non-customer origin |
+| ORIGIN_OTHER_MEMBERS | Other members origin |
+| ORIGIN_FLOOR_BROKERS | Floor brokers origin |
+| ORIGIN_POSTING_NONE | No posting origin |
+| ORIGIN_POSTING_MANUAL | Manual posting origin |
+| ORIGIN_POSTING_AUTOMATIC | Automatic posting origin |
+| ORIGIN_POSTING_GIVE_UP | Give-up posting origin |
+| ORIGIN_POSTING_AUTO_AND_ACT_AUTHORISATION | Automatic posting with ACT authorization origin |
+| ORIGIN_POSTING_MANUAL_AND_ACT_AUTHORISATION | Manual posting with ACT authorization origin |
+| ORIGIN_PRINCIPAL | Principal origin |
+| ORIGIN_MARKET_MAKER | Market maker origin |
+==== PriceType ====
+The ''PriceType'' enum defines possible price types.
+^ Value ^ Description ^
+| PRICE_TYPE_MARKET | Market price type |
+| PRICE_TYPE_LIMIT | Limit price type |
+| PRICE_TYPE_STOP_MARKET | Stop market price type |
+| PRICE_TYPE_STOP_LIMIT | Stop limit price type |
+| PRICE_TYPE_OVERNIGHT_POSITION | Overnight position price type |
+| PRICE_TYPE_PIT | Pit price type |
+| PRICE_TYPE_MARKET_IF_TOUCHED | Market-if-touched price type |
+| PRICE_TYPE_STOP_SAME_LIMIT | Stop same limit price type |
+| PRICE_TYPE_JOIN | Join price type |
+| PRICE_TYPE_HIT | Hit price type |
+| PRICE_TYPE_BACK_OFFICE_POSITION | Back office position price type |
+| PRICE_TYPE_SYNTHETIC_MARKET | Synthetic market price type |
+| PRICE_TYPE_SYNTHETIC_LIMIT | Synthetic limit price type |
+| PRICE_TYPE_SYNTHETIC_STOP_MARKET | Synthetic stop market price type |
+| PRICE_TYPE_SYNTHETIC_STOP_LIMIT | Synthetic stop limit price type |
+| PRICE_TYPE_RFQ | Request for quote price type |
+| PRICE_TYPE_FLATTEN | Flatten price type |
+| PRICE_TYPE_IMPORT | Import price type |
+| PRICE_TYPE_OPTIONS_SETTLEMENT | Options settlement price type |
+| PRICE_TYPE_UNDEFINED | Undefined price type |
+==== PrimaryUserType ====
+The ''PrimaryUserType'' enum defines possible primary user types.
+^ Value ^ Description ^
+| PRIMARY_USER_TYPE_PRIMARY | Primary user |
+| PRIMARY_USER_TYPE_SECONDARY | Secondary user |
+| PRIMARY_USER_TYPE_SECONDARY_APPLIED | Secondary user, applied |
+| PRIMARY_USER_TYPE_SECONDARY_NOT_APPLIED | Secondary user, not applied |
+==== ResponsePending ====
+The ''ResponsePending'' enum defines possible response pending types.
+^ Value ^ Description ^
+| RESPONSE_PENDING_NONE | No response pending |
+| RESPONSE_PENDING_SUBMISSION | Submission response pending |
+| RESPONSE_PENDING_REVISION | Revision response pending |
+| RESPONSE_PENDING_PULL | Pull response pending |
+| RESPONSE_PENDING_STATUS | Status response pending |
+| RESPONSE_PENDING_NO_CHANGE | No change response pending |
+==== StrategyType ====
+The ''StrategyType'' enum defines possible strategy types.
+^ Value ^ Description ^
+| STRATEGY_TYPE_NONE | No strategy |
+| STRATEGY_TYPE_CALENDAR_SPREAD | Calendar spread strategy |
+| STRATEGY_TYPE_RT_CALENDAR_SPREAD | Real-time calendar spread strategy |
+| STRATEGY_TYPE_INTER_CONTRACT_SPREAD | Inter-contract spread strategy |
+| STRATEGY_TYPE_BUTTERFLY | Butterfly strategy |
+| STRATEGY_TYPE_CONDOR | Condor strategy |
+| STRATEGY_TYPE_DOUBLE_BUTTERFLY | Double butterfly strategy |
+| STRATEGY_TYPE_HORIZONTAL | Horizontal strategy |
+| STRATEGY_TYPE_BUNDLE | Bundle strategy |
+| STRATEGY_TYPE_MONTH_VS_PACK | Month vs. pack strategy |
+| STRATEGY_TYPE_PACK | Pack strategy |
+| STRATEGY_TYPE_PACK_SPREAD | Pack spread strategy |
+| STRATEGY_TYPE_PACK_BUTTERFLY | Pack butterfly strategy |
+| STRATEGY_TYPE_BUNDLE_SPREAD | Bundle spread strategy |
+| STRATEGY_TYPE_STRIP | Strip strategy |
+| STRATEGY_TYPE_CRACK | Crack strategy |
+| STRATEGY_TYPE_TREASURY_SPREAD | Treasury spread strategy |
+| STRATEGY_TYPE_CRUSH | Crush strategy |
+| STRATEGY_TYPE_THREE_WAY | Three-way strategy |
+| STRATEGY_TYPE_THREE_WAY_STRADDLE_VS_CALL | Three-way straddle vs. call strategy |
+| STRATEGY_TYPE_THREE_WAY_STRADDLE_VS_PUT | Three-way straddle vs. put strategy |
+| STRATEGY_TYPE_BOX | Box strategy |
+| STRATEGY_TYPE_XMAS_TREE | Christmas tree strategy |
+| STRATEGY_TYPE_CONDITIONAL_CURVE | Conditional curve strategy |
+| STRATEGY_TYPE_DOUBLE | Double strategy |
+| STRATEGY_TYPE_HORIZONTAL_STRADDLE | Horizontal straddle strategy |
+| STRATEGY_TYPE_IRON_CONDOR | Iron condor strategy |
+| STRATEGY_TYPE_RATIO_1X2 | 1x2 ratio strategy |
+| STRATEGY_TYPE_RATIO_1X3 | 1x3 ratio strategy |
+| STRATEGY_TYPE_RATIO_2X3 | 2x3 ratio strategy |
+| STRATEGY_TYPE_RISK_REVERSAL | Risk reversal strategy |
+| STRATEGY_TYPE_STRADDLE_STRIP | Straddle strip strategy |
+| STRATEGY_TYPE_STRADDLE | Straddle strategy |
+| STRATEGY_TYPE_STRANGLE | Strangle strategy |
+| STRATEGY_TYPE_VERTICAL | Vertical strategy |
+| STRATEGY_TYPE_JELLY_ROLL | Jelly roll strategy |
+| STRATEGY_TYPE_IRON_BUTTERFLY | Iron butterfly strategy |
+| STRATEGY_TYPE_GUTS | Guts strategy |
+| STRATEGY_TYPE_GENERIC | Generic strategy |
+| STRATEGY_TYPE_DIAGONAL | Diagonal strategy |
+| STRATEGY_TYPE_COVERED_THREE_WAY | Covered three-way strategy |
+| STRATEGY_TYPE_COVERED_THREE_WAY_STRADDLE_VS_CALL | Covered three-way straddle vs. call strategy |
+| STRATEGY_TYPE_COVERED_THREE_WAY_STRADDLE_VS_PUT | Covered three-way straddle vs. put strategy |
+| STRATEGY_TYPE_COVERED_BOX | Covered box strategy |
+| STRATEGY_TYPE_COVERED_XMAS_TREE | Covered Christmas tree strategy |
+| STRATEGY_TYPE_COVERED_CONDITIONAL_CURVE | Covered conditional curve strategy |
+| STRATEGY_TYPE_COVERED_DOUBLE | Covered double strategy |
+| STRATEGY_TYPE_COVERED_HORIZONTAL_STRADDLE | Covered horizontal straddle strategy |
+| STRATEGY_TYPE_COVERED_IRON_CONDOR | Covered iron condor strategy |
+| STRATEGY_TYPE_COVERED_RATIO_1X2 | Covered 1x2 ratio strategy |
+| STRATEGY_TYPE_COVERED_RATIO_1X3 | Covered 1x3 ratio strategy |
+| STRATEGY_TYPE_COVERED_RATIO_2X3 | Covered 2x3 ratio strategy |
+| STRATEGY_TYPE_COVERED_RISK_REVERSAL | Covered risk reversal strategy |
+| STRATEGY_TYPE_COVERED_STRADDLE_STRIP | Covered straddle strip strategy |
+| STRATEGY_TYPE_COVERED_STRADDLE | Covered straddle strategy |
+| STRATEGY_TYPE_COVERED_STRANGLE | Covered strangle strategy |
+| STRATEGY_TYPE_COVERED_VERTICAL | Covered vertical strategy |
+| STRATEGY_TYPE_COVERED_JELLY_ROLL | Covered jelly roll strategy |
+| STRATEGY_TYPE_COVERED_IRON_BUTTERFLY | Covered iron butterfly strategy |
+| STRATEGY_TYPE_COVERED_GUTS | Covered guts strategy |
+| STRATEGY_TYPE_COVERED_GENERIC | Covered generic strategy |
+| STRATEGY_TYPE_COVERED_DIAGONAL | Covered diagonal strategy |
+| STRATEGY_TYPE_COVERED_BUTTERFLY | Covered butterfly strategy |
+| STRATEGY_TYPE_COVERED_CONDOR | Covered condor strategy |
+| STRATEGY_TYPE_COVERED_HORIZONTAL | Covered horizontal strategy |
+| STRATEGY_TYPE_COVERED_STRIP | Covered strip strategy |
+| STRATEGY_TYPE_COVERED_OPTION | Covered option strategy |
+| STRATEGY_TYPE_BALANCED_STRIP | Balanced strip strategy |
+| STRATEGY_TYPE_UNBALANCED_STRIP | Unbalanced strip strategy |
+| STRATEGY_TYPE_INTER_CONTRACT_STRIP | Inter-contract strip strategy |
+| STRATEGY_TYPE_INVOICE_SWAP | Invoice swap strategy |
+| STRATEGY_TYPE_INTEREST_RATE_SWAP | Interest rate swap strategy |
+| STRATEGY_TYPE_AVERAGE_PRICE_STRIP | Average price strip strategy |
+| STRATEGY_TYPE_TREASURY_TAIL | Treasury tail strategy |
+| STRATEGY_TYPE_AVERAGE_PRICE_STRIP_SPREAD | Average price strip spread strategy |
+| STRATEGY_TYPE_INVOICE_SWAP_CALENDAR | Invoice swap calendar strategy |
+| STRATEGY_TYPE_INVOICE_SWAP_SWITCHES | Invoice swap switches strategy |
+| STRATEGY_TYPE_VOLATILITY_QUOTED_OPTION | Volatility-quoted option strategy |
+| STRATEGY_TYPE_FX_SPOT | FX spot strategy |
+| STRATEGY_TYPE_AVERAGE_PRICE_BUNDLE | Average price bundle strategy |
+| STRATEGY_TYPE_FIXED_PRICE_RATIO_SPREAD | Fixed price ratio spread strategy |
+| STRATEGY_TYPE_SA_CBOT_SOYBEAN_SPREAD | SA CBOT soybean spread strategy |
+| STRATEGY_TYPE_BALANCED_STRIP_BUTTERFLY | Balanced strip butterfly strategy |
+| STRATEGY_TYPE_ANY | Any strategy type |
+==== TimeType ====
+The ''TimeType'' enum defines possible time in force types.
+^ Value ^ Description ^
+| TIME_TYPE_NORMAL | Normal time type (day order) |
+| TIME_TYPE_IMMEDIATE_AND_CANCEL | Immediate-and-cancel time type (IOC) |
+| TIME_TYPE_GOOD_TILL_CANCELLED | Good-till-cancelled time type (GTC) |
+| TIME_TYPE_COMPLETE_VOLUME | Complete volume time type (fill or kill) |
+| TIME_TYPE_MARKET_ON_OPEN | Market-on-open time type |
+| TIME_TYPE_MARKET_ON_CLOSE | Market-on-close time type |
+| TIME_TYPE_UNDEFINED | Undefined time type |
+==== UDSStatus ====
+The ''UDSStatus'' enum defines possible user-defined strategy statuses.
+^ Value ^ Description ^
+| UDS_STATUS_UNKNOWN | Unknown status |
+| UDS_STATUS_Success | Success status |
+| UDS_STATUS_FAILED | Failed status |
+| UDS_STATUS_ALREADY_EXISTS | Already exists status |
+==== MarketByOrderUpdate.UpdateType ====
+The ''UpdateType'' enum defines possible market-by-order update types.
+^ Value ^ Description ^
+| UPDATE_TYPE_ADD_OR_UPDATE | Add or update an order |
+| UPDATE_TYPE_DELETE | Delete an order |
+| UPDATE_TYPE_CLEAR | Clear all orders |