Show pageOld revisionsBacklinksBack to top This page is read only. You can view the source, but not change it. Ask your administrator if you think this is wrong. ===== AutoOCOM (Automatic One Cancels Other with Multiple Exits) Order ===== An **AutoOCOM (Automatic One Cancels Other with Multiple Exits)** order consists of three or more components: * A **Trigger** order, and * Multiple **OCO** (One Cancels Other) order components (each consisting of a Limit and a Stop order). When the Trigger order is filled **partially or fully**, multiple OCO orders are activated in sequence as the traded volume of the Trigger order increases toward the total requested quantity. Activation of an OCO component requires: 1. Passing Risk Assessment 2. Submission to the exchange 3. Successful exchange acknowledgement The OCO components are placed at **different price levels** to match the corresponding Trigger traded volume. An AutoOCOM order is submitted with the **New Order List** (Tag 35=E) message. ---- **Relevant Tags:** ^ Tag ^ Field ^ Description ^ | 1385=8 / 9 | ContingencyType | AutoOCOM order type: AutoOCOM (8) uses differential prices; AutoOCOM_P (9) uses absolute prices | | 10101 | TriggerPrice | Trigger price at which OCO components are activated | | 10104 | TriggerStop | Trigger stop price for activation | | 10105 | TriggerStopTrail | Trail amount for Trigger Stop price | | 44 | Price | Limit price of OCO component — differential for AutoOCOM (1385=8), absolute for AutoOCOM_P (1385=9) | | 99 | StopPx | Stop price of OCO component — differential for AutoOCOM (1385=8), absolute for AutoOCOM_P (1385=9) | | 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:** * Volume for each OCO component is set to the **specific exit level**. * Side for OCO components is **opposite** of the Trigger order’s side. * **AutoOCOM (1385=8)** – OCO prices are entered as **differentials** from the expected Trigger fill price. * **AutoOCOM_P (1385=9)** – OCO prices are entered as **absolute values**. * Price sign is determined by side: - If Trigger = Buy → OCO components = Sell → Limit price positive, Stop price negative. * Trigger order can be **any order type**, including Activation, Stop, and Trailing Stop. * OCO components can be **StopLimit** or **Trailing**, but **Activation** and **GTC** are **not supported**. * Limit component of OCO can be **Limit** (Tag 40=2) or **Market-if-Touched** (Tag 40=J). * Not intended for prices very close together (e.g., consecutive prices or best bid/offer) in active markets. * All components must be for the **same account** and **same market**. * Maximum components in an AutoOCOM order = **16**. ---- **Sample:** In this example, a **Buy AutoOCOM** order is submitted with: * Trigger Price (**Tag 10101**) = **216600** * Order Quantity = **2** * Four contingent OCO components: - First Sell OCO → Limit price (Tag 44) = **+75** differential - Second Sell OCO → Stop price (Tag 99) = **-100** differential - Third Sell OCO → Limit price (Tag 44) = **+125** differential - Fourth Sell OCO → Stop price (Tag 99) = **-150** differential * Each OCO component has a volume of **1**. Execution flow: 1. First Trigger contract fills → First and Second OCO orders activated: - Limit = 216675 (216600 + 75) - Stop = 216500 (216600 - 100) 2. Second Trigger contract fills → Third and Fourth OCO orders activated: - Limit = 216725 (216600 + 125) - Stop = 216450 (216600 - 150) 3. Sell Limit at 216675 fills → Stop at 216450 is cancelled. 4. Stop at 216500 triggers (with limit protection 216200) and fills. 5. Remaining Limit at 216725 is automatically cancelled, completing the AutoOCOM order. AutoOCOM Order <code> 1 - NEWORDERLIST 34=15|49=T4Test|56=test|52=20160825-16:52:56.758|66=fnl-636077227767589856|1385=8|433=1|68=5|11=automt-1-636077227767589856|1=_Account_|54=1|38=2|48=XCME_Eq ES (H17)|55=ES|207=CME_Eq|167=FUT|40=2|59=0|21=2|60=20160825-16:52:56.758|204=0|10101=216600|11=automl-2-636077227767589856|1=_Account_|54=2|38=1|48=XCME_Eq ES (H17)|55=ES|207=CME_Eq|167=FUT|40=2|44=75|59=0|21=2|60=20160825-16:52:56.758|204=0|10102=1|11=automs-3-636077227767589856|1=_Account_|54=2|38=1|48=XCME_Eq ES (H17)|55=ES|207=CME_Eq|167=FUT|40=3|99=-100|59=0|21=2|60=20160825-16:52:56.758|204=0|10102=1|11=automl-4-636077227767589856|1=_Account_|54=2|38=1|48=XCME_Eq ES (H17)|55=ES|207=CME_Eq|167=FUT|40=2|44=125|59=0|21=2|60=20160825-16:52:56.758|204=0|10102=1|11=automs-5-636077227767589856|1=_Account_|54=2|38=1|48=XCME_Eq ES (H17)|55=ES|207=CME_Eq|167=FUT|40=3|99=-150|59=0|21=2|60=20160825-16:52:56.758|204=0|10102=1| [25-Aug-2016] 11:52:56.7694966 [MsgSeqNum] 34 = 15 [SenderCompID] 49 = T4Test [TargetCompID] 56 = test [SendingTime] 52 = 20160825-16:52:56.758 [ListID] 66 = fnl-636077227767589856 [ContingencyType] 1385 = 8 [ListExecInstType] 433 = 1 (IMMEDIATE) [TotNoOrders] 68 = 5 [ClOrdID] 11 = automt-1-636077227767589856 [Account] 1 = _Account_ [Side] 54 = 1 (BUY) [OrderQty] 38 = 2 [SecurityID] 48 = XCME_Eq ES (H17) [Symbol] 55 = ES [SecurityExchange] 207 = CME_Eq [SecurityType] 167 = FUT (FUTURE) [OrdType] 40 = 2 (LIMIT) [TimeInForce] 59 = 0 (DAY) [HandlInst] 21 = 2 (AUTOMATED_EXECUTION_PUBLIC) [TransactTime] 60 = 20160825-16:52:56.758 [CustomerOrFirm] 204 = 0 (CUSTOMER) [TriggerPrice] 10101 = 216600 [ClOrdID] 11 = automl-2-636077227767589856 [Account] 1 = _Account_ [Side] 54 = 2 (SELL) [OrderQty] 38 = 1 [SecurityID] 48 = XCME_Eq ES (H17) [Symbol] 55 = ES [SecurityExchange] 207 = CME_Eq [SecurityType] 167 = FUT (FUTURE) [OrdType] 40 = 2 (LIMIT) [Price] 44 = 75 [TimeInForce] 59 = 0 (DAY) [HandlInst] 21 = 2 (AUTOMATED_EXECUTION_PUBLIC) [TransactTime] 60 = 20160825-16:52:56.758 [CustomerOrFirm] 204 = 0 (CUSTOMER) [ActivationType] 10102 = 1 (IMMEDIATE) [ClOrdID] 11 = automs-3-636077227767589856 [Account] 1 = _Account_ [Side] 54 = 2 (SELL) [OrderQty] 38 = 1 [SecurityID] 48 = XCME_Eq ES (H17) [Symbol] 55 = ES [SecurityExchange] 207 = CME_Eq [SecurityType] 167 = FUT (FUTURE) [OrdType] 40 = 3 (STOP) [StopPx] 99 = -100 [TimeInForce] 59 = 0 (DAY) [HandlInst] 21 = 2 (AUTOMATED_EXECUTION_PUBLIC) [TransactTime] 60 = 20160825-16:52:56.758 [CustomerOrFirm] 204 = 0 (CUSTOMER) [ActivationType] 10102 = 1 (IMMEDIATE) [ClOrdID] 11 = automl-4-636077227767589856 [Account] 1 = _Account_ [Side] 54 = 2 (SELL) [OrderQty] 38 = 1 [SecurityID] 48 = XCME_Eq ES (H17) [Symbol] 55 = ES [SecurityExchange] 207 = CME_Eq [SecurityType] 167 = FUT (FUTURE) [OrdType] 40 = 2 (LIMIT) [Price] 44 = 125 [TimeInForce] 59 = 0 (DAY) [HandlInst] 21 = 2 (AUTOMATED_EXECUTION_PUBLIC) [TransactTime] 60 = 20160825-16:52:56.758 [CustomerOrFirm] 204 = 0 (CUSTOMER) [ActivationType] 10102 = 1 (IMMEDIATE) [ClOrdID] 11 = automs-5-636077227767589856 [Account] 1 = _Account_ [Side] 54 = 2 (SELL) [OrderQty] 38 = 1 [SecurityID] 48 = XCME_Eq ES (H17) [Symbol] 55 = ES [SecurityExchange] 207 = CME_Eq [SecurityType] 167 = FUT (FUTURE) [OrdType] 40 = 3 (STOP) [StopPx] 99 = -150 [TimeInForce] 59 = 0 (DAY) [HandlInst] 21 = 2 (AUTOMATED_EXECUTION_PUBLIC) [TransactTime] 60 = 20160825-16:52:56.758 [CustomerOrFirm] 204 = 0 (CUSTOMER) [ActivationType] 10102 = 1 (IMMEDIATE) </code> AutoOCOM Order Response - Limit and Stop OCO Components are Suspended - Activation Pending <code> 2 - EXECUTIONREPORT 34=177|49=test|56=T4Test|50=T4FIX|52=20160825-16:52:56.794|143=US,IL|1=_Account_|11=automl-2-636077227767589856|66=fnl-636077227767589856|17=2CF1090F-EFE8-44FF-B57C-8A09A7A33144_1_U|150=9|37=2CF1090F-EFE8-44FF-B57C-8A09A7A33144|39=9|48=XCME_Eq ES (H17)|55=ES|207=CME_Eq|200=201703|59=0|107=E-mini S&P 500 Mar17|54=2|167=FUT|38=1|40=2|44=75|58=Activation Pending: SubmissionRiskSuccess. Order Held|60=20160825-16:52:57.419|21=1|204=0|1385=8| [25-Aug-2016] 11:52:56.7942919 [MsgSeqNum] 34 = 177 [SenderCompID] 49 = test [TargetCompID] 56 = T4Test [SenderSubID] 50 = T4FIX [SendingTime] 52 = 20160825-16:52:56.794 [TargetLocationID] 143 = US,IL [Account] 1 = _Account_ [ClOrdID] 11 = automl-2-636077227767589856 [ListID] 66 = fnl-636077227767589856 [ExecID] 17 = 2CF1090F-EFE8-44FF-B57C-8A09A7A33144_1_U [ExecType] 150 = 9 (SUSPENDED) [OrderID] 37 = 2CF1090F-EFE8-44FF-B57C-8A09A7A33144 [OrdStatus] 39 = 9 (SUSPENDED) [SecurityID] 48 = XCME_Eq ES (H17) [Symbol] 55 = ES [SecurityExchange] 207 = CME_Eq [MaturityMonthYear] 200 = 201703 [TimeInForce] 59 = 0 (DAY) [SecurityDesc] 107 = E-mini S&P 500 Mar17 [Side] 54 = 2 (SELL) [SecurityType] 167 = FUT (FUTURE) [OrderQty] 38 = 1 [OrdType] 40 = 2 (LIMIT) [Price] 44 = 75 [Text] 58 = Activation Pending: SubmissionRiskSuccess. Order Held [TransactTime] 60 = 20160825-16:52:57.419 [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER) [CustomerOrFirm] 204 = 0 (CUSTOMER) [ContingencyType] 1385 = 8 3 - EXECUTIONREPORT 34=178|49=test|56=T4Test|50=T4FIX|52=20160825-16:52:56.794|143=US,IL|1=_Account_|11=automs-3-636077227767589856|66=fnl-636077227767589856|17=F0BB6180-9E0B-420B-BEDB-B10A3D38E360_1_U|150=9|37=F0BB6180-9E0B-420B-BEDB-B10A3D38E360|39=9|48=XCME_Eq ES (H17)|55=ES|207=CME_Eq|200=201703|59=0|107=E-mini S&P 500 Mar17|54=2|167=FUT|38=1|40=3|99=-100|58=Activation Pending: SubmissionRiskSuccess. Order Held|60=20160825-16:52:57.419|21=1|204=0|1385=8| [25-Aug-2016] 11:52:56.7944424 [MsgSeqNum] 34 = 178 [SenderCompID] 49 = test [TargetCompID] 56 = T4Test [SenderSubID] 50 = T4FIX [SendingTime] 52 = 20160825-16:52:56.794 [TargetLocationID] 143 = US,IL [Account] 1 = _Account_ [ClOrdID] 11 = automs-3-636077227767589856 [ListID] 66 = fnl-636077227767589856 [ExecID] 17 = F0BB6180-9E0B-420B-BEDB-B10A3D38E360_1_U [ExecType] 150 = 9 (SUSPENDED) [OrderID] 37 = F0BB6180-9E0B-420B-BEDB-B10A3D38E360 [OrdStatus] 39 = 9 (SUSPENDED) [SecurityID] 48 = XCME_Eq ES (H17) [Symbol] 55 = ES [SecurityExchange] 207 = CME_Eq [MaturityMonthYear] 200 = 201703 [TimeInForce] 59 = 0 (DAY) [SecurityDesc] 107 = E-mini S&P 500 Mar17 [Side] 54 = 2 (SELL) [SecurityType] 167 = FUT (FUTURE) [OrderQty] 38 = 1 [OrdType] 40 = 3 (STOP) [StopPx] 99 = -100 [Text] 58 = Activation Pending: SubmissionRiskSuccess. Order Held [TransactTime] 60 = 20160825-16:52:57.419 [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER) [CustomerOrFirm] 204 = 0 (CUSTOMER) [ContingencyType] 1385 = 8 4 - EXECUTIONREPORT 34=179|49=test|56=T4Test|50=T4FIX|52=20160825-16:52:56.794|143=US,IL|1=_Account_|11=automl-4-636077227767589856|66=fnl-636077227767589856|17=016BFFE8-2628-46CC-9F0A-D362E09F0ADF_1_U|150=9|37=016BFFE8-2628-46CC-9F0A-D362E09F0ADF|39=9|48=XCME_Eq ES (H17)|55=ES|207=CME_Eq|200=201703|59=0|107=E-mini S&P 500 Mar17|54=2|167=FUT|38=1|40=2|44=125|58=Activation Pending: SubmissionRiskSuccess. Order Held|60=20160825-16:52:57.419|21=1|204=0|1385=8| [25-Aug-2016] 11:52:56.7945856 [MsgSeqNum] 34 = 179 [SenderCompID] 49 = test [TargetCompID] 56 = T4Test [SenderSubID] 50 = T4FIX [SendingTime] 52 = 20160825-16:52:56.794 [TargetLocationID] 143 = US,IL [Account] 1 = _Account_ [ClOrdID] 11 = automl-4-636077227767589856 [ListID] 66 = fnl-636077227767589856 [ExecID] 17 = 016BFFE8-2628-46CC-9F0A-D362E09F0ADF_1_U [ExecType] 150 = 9 (SUSPENDED) [OrderID] 37 = 016BFFE8-2628-46CC-9F0A-D362E09F0ADF [OrdStatus] 39 = 9 (SUSPENDED) [SecurityID] 48 = XCME_Eq ES (H17) [Symbol] 55 = ES [SecurityExchange] 207 = CME_Eq [MaturityMonthYear] 200 = 201703 [TimeInForce] 59 = 0 (DAY) [SecurityDesc] 107 = E-mini S&P 500 Mar17 [Side] 54 = 2 (SELL) [SecurityType] 167 = FUT (FUTURE) [OrderQty] 38 = 1 [OrdType] 40 = 2 (LIMIT) [Price] 44 = 125 [Text] 58 = Activation Pending: SubmissionRiskSuccess. Order Held [TransactTime] 60 = 20160825-16:52:57.419 [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER) [CustomerOrFirm] 204 = 0 (CUSTOMER) [ContingencyType] 1385 = 8 5 - EXECUTIONREPORT 34=180|49=test|56=T4Test|50=T4FIX|52=20160825-16:52:56.794|143=US,IL|1=_Account_|11=automs-5-636077227767589856|66=fnl-636077227767589856|17=8746A6B5-4E3B-4D38-82FE-E40894D888F5_1_U|150=9|37=8746A6B5-4E3B-4D38-82FE-E40894D888F5|39=9|48=XCME_Eq ES (H17)|55=ES|207=CME_Eq|200=201703|59=0|107=E-mini S&P 500 Mar17|54=2|167=FUT|38=1|40=3|99=-150|58=Activation Pending: SubmissionRiskSuccess. Order Held|60=20160825-16:52:57.419|21=1|204=0|1385=8| [25-Aug-2016] 11:52:56.7966357 [MsgSeqNum] 34 = 180 [SenderCompID] 49 = test [TargetCompID] 56 = T4Test [SenderSubID] 50 = T4FIX [SendingTime] 52 = 20160825-16:52:56.794 [TargetLocationID] 143 = US,IL [Account] 1 = _Account_ [ClOrdID] 11 = automs-5-636077227767589856 [ListID] 66 = fnl-636077227767589856 [ExecID] 17 = 8746A6B5-4E3B-4D38-82FE-E40894D888F5_1_U [ExecType] 150 = 9 (SUSPENDED) [OrderID] 37 = 8746A6B5-4E3B-4D38-82FE-E40894D888F5 [OrdStatus] 39 = 9 (SUSPENDED) [SecurityID] 48 = XCME_Eq ES (H17) [Symbol] 55 = ES [SecurityExchange] 207 = CME_Eq [MaturityMonthYear] 200 = 201703 [TimeInForce] 59 = 0 (DAY) [SecurityDesc] 107 = E-mini S&P 500 Mar17 [Side] 54 = 2 (SELL) [SecurityType] 167 = FUT (FUTURE) [OrderQty] 38 = 1 [OrdType] 40 = 3 (STOP) [StopPx] 99 = -150 [Text] 58 = Activation Pending: SubmissionRiskSuccess. Order Held [TransactTime] 60 = 20160825-16:52:57.419 [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER) [CustomerOrFirm] 204 = 0 (CUSTOMER) [ContingencyType] 1385 = 8 </code> AutoOCOM Order Response - Trigger Component is Working <code> 6 - EXECUTIONREPORT 34=181|49=test|56=T4Test|50=T4FIX|52=20160825-16:52:56.815|143=US,IL|1=_Account_|11=automt-1-636077227767589856|66=fnl-636077227767589856|17=57CE621E-1685-4026-984C-11115C11BC23_2_S|150=0|37=57CE621E-1685-4026-984C-11115C11BC23|39=0|48=XCME_Eq ES (H17)|55=ES|207=CME_Eq|200=201703|59=0|107=E-mini S&P 500 Mar17|54=1|167=FUT|38=2|40=2|44=216600|60=20160825-16:52:57.426|21=1|204=0|1385=8| [25-Aug-2016] 11:52:56.8151924 [MsgSeqNum] 34 = 181 [SenderCompID] 49 = test [TargetCompID] 56 = T4Test [SenderSubID] 50 = T4FIX [SendingTime] 52 = 20160825-16:52:56.815 [TargetLocationID] 143 = US,IL [Account] 1 = _Account_ [ClOrdID] 11 = automt-1-636077227767589856 [ListID] 66 = fnl-636077227767589856 [ExecID] 17 = 57CE621E-1685-4026-984C-11115C11BC23_2_S [ExecType] 150 = 0 (NEW) [OrderID] 37 = 57CE621E-1685-4026-984C-11115C11BC23 [OrdStatus] 39 = 0 (NEW) [SecurityID] 48 = XCME_Eq ES (H17) [Symbol] 55 = ES [SecurityExchange] 207 = CME_Eq [MaturityMonthYear] 200 = 201703 [TimeInForce] 59 = 0 (DAY) [SecurityDesc] 107 = E-mini S&P 500 Mar17 [Side] 54 = 1 (BUY) [SecurityType] 167 = FUT (FUTURE) [OrderQty] 38 = 2 [OrdType] 40 = 2 (LIMIT) [Price] 44 = 216600 [TransactTime] 60 = 20160825-16:52:57.426 [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER) [CustomerOrFirm] 204 = 0 (CUSTOMER) [ContingencyType] 1385 = 8 </code> AutoOCOM Order Response - Trigger Component is partially filled <code> 7 - EXECUTIONREPORT 34=182|49=test|56=T4Test|50=T4FIX|52=20160825-16:52:56.830|143=US,IL|1=_Account_|11=automt-1-636077227767589856|66=fnl-636077227767589856|17=57CE621E-1685-4026-984C-11115C11BC23_0_T|150=F|37=57CE621E-1685-4026-984C-11115C11BC23|39=1|48=XCME_Eq ES (H17)|55=ES|207=CME_Eq|200=201703|59=0|107=E-mini S&P 500 Mar17|54=1|167=FUT|38=2|40=2|44=216600|31=216600|32=1|14=1|151=1|60=20160825-16:52:57.649|21=1|204=0|337=TRADE|375=CME000A|1385=8| [25-Aug-2016] 11:52:56.8325825 [MsgSeqNum] 34 = 182 [SenderCompID] 49 = test [TargetCompID] 56 = T4Test [SenderSubID] 50 = T4FIX [SendingTime] 52 = 20160825-16:52:56.830 [TargetLocationID] 143 = US,IL [Account] 1 = _Account_ [ClOrdID] 11 = automt-1-636077227767589856 [ListID] 66 = fnl-636077227767589856 [ExecID] 17 = 57CE621E-1685-4026-984C-11115C11BC23_0_T [ExecType] 150 = F [OrderID] 37 = 57CE621E-1685-4026-984C-11115C11BC23 [OrdStatus] 39 = 1 (PARTIALLY_FILLED) [SecurityID] 48 = XCME_Eq ES (H17) [Symbol] 55 = ES [SecurityExchange] 207 = CME_Eq [MaturityMonthYear] 200 = 201703 [TimeInForce] 59 = 0 (DAY) [SecurityDesc] 107 = E-mini S&P 500 Mar17 [Side] 54 = 1 (BUY) [SecurityType] 167 = FUT (FUTURE) [OrderQty] 38 = 2 [OrdType] 40 = 2 (LIMIT) [Price] 44 = 216600 [LastPx] 31 = 216600 [LastShares] 32 = 1 [CumQty] 14 = 1 [LeavesQty] 151 = 1 [TransactTime] 60 = 20160825-16:52:57.649 [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER) [CustomerOrFirm] 204 = 0 (CUSTOMER) [ContraTrader] 337 = TRADE [ContraBroker] 375 = CME000A [ContingencyType] 1385 = 8 </code> AutoOCOM Order Response - 1 Stop and 1 Limit component of OCO passed risk assessment for activation per trigger partial trade <code> 8 - EXECUTIONREPORT 34=185|49=test|56=T4Test|50=T4FIX|52=20160825-16:52:57.282|143=US,IL|1=_Account_|11=automl-2-636077227767589856|66=fnl-636077227767589856|17=2CF1090F-EFE8-44FF-B57C-8A09A7A33144_2_U|150=9|37=2CF1090F-EFE8-44FF-B57C-8A09A7A33144|39=9|48=XCME_Eq ES (H17)|55=ES|207=CME_Eq|200=201703|59=0|107=E-mini S&P 500 Mar17|54=2|167=FUT|38=1|40=2|44=216675|58=AutoOCO Activated: SubmissionRiskSuccess. Order Held|60=20160825-16:52:57.915|21=1|204=0|1028=N|1385=8| [25-Aug-2016] 11:52:57.2828210 [MsgSeqNum] 34 = 185 [SenderCompID] 49 = test [TargetCompID] 56 = T4Test [SenderSubID] 50 = T4FIX [SendingTime] 52 = 20160825-16:52:57.282 [TargetLocationID] 143 = US,IL [Account] 1 = _Account_ [ClOrdID] 11 = automl-2-636077227767589856 [ListID] 66 = fnl-636077227767589856 [ExecID] 17 = 2CF1090F-EFE8-44FF-B57C-8A09A7A33144_2_U [ExecType] 150 = 9 (SUSPENDED) [OrderID] 37 = 2CF1090F-EFE8-44FF-B57C-8A09A7A33144 [OrdStatus] 39 = 9 (SUSPENDED) [SecurityID] 48 = XCME_Eq ES (H17) [Symbol] 55 = ES [SecurityExchange] 207 = CME_Eq [MaturityMonthYear] 200 = 201703 [TimeInForce] 59 = 0 (DAY) [SecurityDesc] 107 = E-mini S&P 500 Mar17 [Side] 54 = 2 (SELL) [SecurityType] 167 = FUT (FUTURE) [OrderQty] 38 = 1 [OrdType] 40 = 2 (LIMIT) [Price] 44 = 216675 [Text] 58 = AutoOCO Activated: SubmissionRiskSuccess. Order Held [TransactTime] 60 = 20160825-16:52:57.915 [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER) [CustomerOrFirm] 204 = 0 (CUSTOMER) [ManualOrderIndicator] 1028 = N (NO) [ContingencyType] 1385 = 8 9 - EXECUTIONREPORT 34=186|49=test|56=T4Test|50=T4FIX|52=20160825-16:52:57.310|143=US,IL|1=_Account_|11=automs-3-636077227767589856|66=fnl-636077227767589856|17=F0BB6180-9E0B-420B-BEDB-B10A3D38E360_2_U|150=9|37=F0BB6180-9E0B-420B-BEDB-B10A3D38E360|39=9|48=XCME_Eq ES (H17)|55=ES|207=CME_Eq|200=201703|59=0|107=E-mini S&P 500 Mar17|54=2|167=FUT|38=1|40=3|99=216500|58=AutoOCO Activated: SubmissionRiskSuccess. Order Held|60=20160825-16:52:57.917|21=1|204=0|1028=N|1385=8| [25-Aug-2016] 11:52:57.3108302 [MsgSeqNum] 34 = 186 [SenderCompID] 49 = test [TargetCompID] 56 = T4Test [SenderSubID] 50 = T4FIX [SendingTime] 52 = 20160825-16:52:57.310 [TargetLocationID] 143 = US,IL [Account] 1 = _Account_ [ClOrdID] 11 = automs-3-636077227767589856 [ListID] 66 = fnl-636077227767589856 [ExecID] 17 = F0BB6180-9E0B-420B-BEDB-B10A3D38E360_2_U [ExecType] 150 = 9 (SUSPENDED) [OrderID] 37 = F0BB6180-9E0B-420B-BEDB-B10A3D38E360 [OrdStatus] 39 = 9 (SUSPENDED) [SecurityID] 48 = XCME_Eq ES (H17) [Symbol] 55 = ES [SecurityExchange] 207 = CME_Eq [MaturityMonthYear] 200 = 201703 [TimeInForce] 59 = 0 (DAY) [SecurityDesc] 107 = E-mini S&P 500 Mar17 [Side] 54 = 2 (SELL) [SecurityType] 167 = FUT (FUTURE) [OrderQty] 38 = 1 [OrdType] 40 = 3 (STOP) [StopPx] 99 = 216500 [Text] 58 = AutoOCO Activated: SubmissionRiskSuccess. Order Held [TransactTime] 60 = 20160825-16:52:57.917 [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER) [CustomerOrFirm] 204 = 0 (CUSTOMER) [ManualOrderIndicator] 1028 = N (NO) [ContingencyType] 1385 = 8 10 - EXECUTIONREPORT 34=188|49=test|56=T4Test|50=T4FIX|52=20160825-16:52:57.339|143=US,IL|1=_Account_|11=automl-2-636077227767589856|66=fnl-636077227767589856|17=2CF1090F-EFE8-44FF-B57C-8A09A7A33144_2_S|150=9|37=2CF1090F-EFE8-44FF-B57C-8A09A7A33144|39=9|48=XCME_Eq ES (H17)|55=ES|207=CME_Eq|200=201703|59=0|107=E-mini S&P 500 Mar17|54=2|167=FUT|38=1|40=2|44=216675|58=AutoOCO Activated|60=20160825-16:52:57.918|21=1|204=0|1028=N|1385=8| [25-Aug-2016] 11:52:57.3400736 [MsgSeqNum] 34 = 188 [SenderCompID] 49 = test [TargetCompID] 56 = T4Test [SenderSubID] 50 = T4FIX [SendingTime] 52 = 20160825-16:52:57.339 [TargetLocationID] 143 = US,IL [Account] 1 = _Account_ [ClOrdID] 11 = automl-2-636077227767589856 [ListID] 66 = fnl-636077227767589856 [ExecID] 17 = 2CF1090F-EFE8-44FF-B57C-8A09A7A33144_2_S [ExecType] 150 = 9 (SUSPENDED) [OrderID] 37 = 2CF1090F-EFE8-44FF-B57C-8A09A7A33144 [OrdStatus] 39 = 9 (SUSPENDED) [SecurityID] 48 = XCME_Eq ES (H17) [Symbol] 55 = ES [SecurityExchange] 207 = CME_Eq [MaturityMonthYear] 200 = 201703 [TimeInForce] 59 = 0 (DAY) [SecurityDesc] 107 = E-mini S&P 500 Mar17 [Side] 54 = 2 (SELL) [SecurityType] 167 = FUT (FUTURE) [OrderQty] 38 = 1 [OrdType] 40 = 2 (LIMIT) [Price] 44 = 216675 [Text] 58 = AutoOCO Activated [TransactTime] 60 = 20160825-16:52:57.918 [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER) [CustomerOrFirm] 204 = 0 (CUSTOMER) [ManualOrderIndicator] 1028 = N (NO) [ContingencyType] 1385 = 8 11 - EXECUTIONREPORT V8 34=189|49=test|56=T4Test|50=T4FIX|52=20160825-16:52:57.341|143=US,IL|1=_Account_|11=automs-3-636077227767589856|66=fnl-636077227767589856|17=F0BB6180-9E0B-420B-BEDB-B10A3D38E360_2_S|150=9|37=F0BB6180-9E0B-420B-BEDB-B10A3D38E360|39=9|48=XCME_Eq ES (H17)|55=ES|207=CME_Eq|200=201703|59=0|107=E-mini S&P 500 Mar17|54=2|167=FUT|38=1|40=3|99=216500|58=AutoOCO Activated|60=20160825-16:52:57.920|21=1|204=0|1028=N|1385=8| [25-Aug-2016] 11:52:57.3418074 [MsgSeqNum] 34 = 189 [SenderCompID] 49 = test [TargetCompID] 56 = T4Test [SenderSubID] 50 = T4FIX [SendingTime] 52 = 20160825-16:52:57.341 [TargetLocationID] 143 = US,IL [Account] 1 = _Account_ [ClOrdID] 11 = automs-3-636077227767589856 [ListID] 66 = fnl-636077227767589856 [ExecID] 17 = F0BB6180-9E0B-420B-BEDB-B10A3D38E360_2_S [ExecType] 150 = 9 (SUSPENDED) [OrderID] 37 = F0BB6180-9E0B-420B-BEDB-B10A3D38E360 [OrdStatus] 39 = 9 (SUSPENDED) [SecurityID] 48 = XCME_Eq ES (H17) [Symbol] 55 = ES [SecurityExchange] 207 = CME_Eq [MaturityMonthYear] 200 = 201703 [TimeInForce] 59 = 0 (DAY) [SecurityDesc] 107 = E-mini S&P 500 Mar17 [Side] 54 = 2 (SELL) [SecurityType] 167 = FUT (FUTURE) [OrderQty] 38 = 1 [OrdType] 40 = 3 (STOP) [StopPx] 99 = 216500 [Text] 58 = AutoOCO Activated [TransactTime] 60 = 20160825-16:52:57.920 [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER) [CustomerOrFirm] 204 = 0 (CUSTOMER) [ManualOrderIndicator] 1028 = N (NO) [ContingencyType] 1385 = 8 </code> AutoOCOM Order Response - Limit And Stop OCO Components Activated (Sent to the exchange) <code> 12 - EXECUTIONREPORT 34=190|49=test|56=T4Test|50=T4FIX|52=20160825-16:52:57.343|143=US,IL|1=_Account_|11=automl-2-636077227767589856|66=fnl-636077227767589856|17=2CF1090F-EFE8-44FF-B57C-8A09A7A33144_3_S|150=0|37=2CF1090F-EFE8-44FF-B57C-8A09A7A33144|39=0|48=XCME_Eq ES (H17)|55=ES|207=CME_Eq|200=201703|59=0|107=E-mini S&P 500 Mar17|54=2|167=FUT|38=1|40=2|44=216675|60=20160825-16:52:57.921|21=1|204=0|1028=N|1385=8| [25-Aug-2016] 11:52:57.3438824 [MsgSeqNum] 34 = 190 [SenderCompID] 49 = test [TargetCompID] 56 = T4Test [SenderSubID] 50 = T4FIX [SendingTime] 52 = 20160825-16:52:57.343 [TargetLocationID] 143 = US,IL [Account] 1 = _Account_ [ClOrdID] 11 = automl-2-636077227767589856 [ListID] 66 = fnl-636077227767589856 [ExecID] 17 = 2CF1090F-EFE8-44FF-B57C-8A09A7A33144_3_S [ExecType] 150 = 0 (NEW) [OrderID] 37 = 2CF1090F-EFE8-44FF-B57C-8A09A7A33144 [OrdStatus] 39 = 0 (NEW) [SecurityID] 48 = XCME_Eq ES (H17) [Symbol] 55 = ES [SecurityExchange] 207 = CME_Eq [MaturityMonthYear] 200 = 201703 [TimeInForce] 59 = 0 (DAY) [SecurityDesc] 107 = E-mini S&P 500 Mar17 [Side] 54 = 2 (SELL) [SecurityType] 167 = FUT (FUTURE) [OrderQty] 38 = 1 [OrdType] 40 = 2 (LIMIT) [Price] 44 = 216675 [TransactTime] 60 = 20160825-16:52:57.921 [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER) [CustomerOrFirm] 204 = 0 (CUSTOMER) [ManualOrderIndicator] 1028 = N (NO) [ContingencyType] 1385 = 8 13 - EXECUTIONREPORT 34=191|49=test|56=T4Test|50=T4FIX|52=20160825-16:52:57.345|143=US,IL|1=_Account_|11=automs-3-636077227767589856|66=fnl-636077227767589856|17=F0BB6180-9E0B-420B-BEDB-B10A3D38E360_3_S|150=0|37=F0BB6180-9E0B-420B-BEDB-B10A3D38E360|39=0|48=XCME_Eq ES (H17)|55=ES|207=CME_Eq|200=201703|59=0|107=E-mini S&P 500 Mar17|54=2|167=FUT|38=1|40=3|99=216500|60=20160825-16:52:57.942|21=1|204=0|1028=N|1385=8| [25-Aug-2016] 11:52:57.3456352 [MsgSeqNum] 34 = 191 [SenderCompID] 49 = test [TargetCompID] 56 = T4Test [SenderSubID] 50 = T4FIX [SendingTime] 52 = 20160825-16:52:57.345 [TargetLocationID] 143 = US,IL [Account] 1 = _Account_ [ClOrdID] 11 = automs-3-636077227767589856 [ListID] 66 = fnl-636077227767589856 [ExecID] 17 = F0BB6180-9E0B-420B-BEDB-B10A3D38E360_3_S [ExecType] 150 = 0 (NEW) [OrderID] 37 = F0BB6180-9E0B-420B-BEDB-B10A3D38E360 [OrdStatus] 39 = 0 (NEW) [SecurityID] 48 = XCME_Eq ES (H17) [Symbol] 55 = ES [SecurityExchange] 207 = CME_Eq [MaturityMonthYear] 200 = 201703 [TimeInForce] 59 = 0 (DAY) [SecurityDesc] 107 = E-mini S&P 500 Mar17 [Side] 54 = 2 (SELL) [SecurityType] 167 = FUT (FUTURE) [OrderQty] 38 = 1 [OrdType] 40 = 3 (STOP) [StopPx] 99 = 216500 [TransactTime] 60 = 20160825-16:52:57.942 [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER) [CustomerOrFirm] 204 = 0 (CUSTOMER) [ManualOrderIndicator] 1028 = N (NO) [ContingencyType] 1385 = 8 </code> AutoOCOM Order Response - Trigger Component is fully filled <code> 14 - EXECUTIONREPORT 34=211|49=test|56=T4Test|50=T4FIX|52=20160825-16:57:24.921|143=US,IL|1=_Account_|11=automt-1-636077227767589856|66=fnl-636077227767589856|17=57CE621E-1685-4026-984C-11115C11BC23_1_T|150=F|37=57CE621E-1685-4026-984C-11115C11BC23|39=2|48=XCME_Eq ES (H17)|55=ES|207=CME_Eq|200=201703|59=0|107=E-mini S&P 500 Mar17|54=1|167=FUT|38=2|40=2|44=216600|31=216600|32=1|14=2|151=0|60=20160825-16:57:25.726|21=1|204=0|337=TRADE|375=CME000A|1385=8| [25-Aug-2016] 11:57:24.9346392 [MsgSeqNum] 34 = 211 [SenderCompID] 49 = test [TargetCompID] 56 = T4Test [SenderSubID] 50 = T4FIX [SendingTime] 52 = 20160825-16:57:24.921 [TargetLocationID] 143 = US,IL [Account] 1 = _Account_ [ClOrdID] 11 = automt-1-636077227767589856 [ListID] 66 = fnl-636077227767589856 [ExecID] 17 = 57CE621E-1685-4026-984C-11115C11BC23_1_T [ExecType] 150 = F [OrderID] 37 = 57CE621E-1685-4026-984C-11115C11BC23 [OrdStatus] 39 = 2 (FILLED) [SecurityID] 48 = XCME_Eq ES (H17) [Symbol] 55 = ES [SecurityExchange] 207 = CME_Eq [MaturityMonthYear] 200 = 201703 [TimeInForce] 59 = 0 (DAY) [SecurityDesc] 107 = E-mini S&P 500 Mar17 [Side] 54 = 1 (BUY) [SecurityType] 167 = FUT (FUTURE) [OrderQty] 38 = 2 [OrdType] 40 = 2 (LIMIT) [Price] 44 = 216600 [LastPx] 31 = 216600 [LastShares] 32 = 1 [CumQty] 14 = 2 [LeavesQty] 151 = 0 [TransactTime] 60 = 20160825-16:57:25.726 [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER) [CustomerOrFirm] 204 = 0 (CUSTOMER) [ContraTrader] 337 = TRADE [ContraBroker] 375 = CME000A [ContingencyType] 1385 = 8 </code> AutoOCOM Order Response - 1 Stop and 1 Limit component of OCO passed risk Assessment for activation per last trigger trade. <code> 15 - EXECUTIONREPORT 34=212|49=test|56=T4Test|50=T4FIX|52=20160825-16:57:25.193|143=US,IL|1=_Account_|11=automs-5-636077227767589856|66=fnl-636077227767589856|17=8746A6B5-4E3B-4D38-82FE-E40894D888F5_2_U|150=9|37=8746A6B5-4E3B-4D38-82FE-E40894D888F5|39=9|48=XCME_Eq ES (H17)|55=ES|207=CME_Eq|200=201703|59=0|107=E-mini S&P 500 Mar17|54=2|167=FUT|38=1|40=3|99=216450|58=AutoOCO Activated: SubmissionRiskSuccess. Order Held|60=20160825-16:57:25.831|21=1|204=0|1028=N|1385=8| [25-Aug-2016] 11:57:25.1940142 [MsgSeqNum] 34 = 212 [SenderCompID] 49 = test [TargetCompID] 56 = T4Test [SenderSubID] 50 = T4FIX [SendingTime] 52 = 20160825-16:57:25.193 [TargetLocationID] 143 = US,IL [Account] 1 = _Account_ [ClOrdID] 11 = automs-5-636077227767589856 [ListID] 66 = fnl-636077227767589856 [ExecID] 17 = 8746A6B5-4E3B-4D38-82FE-E40894D888F5_2_U [ExecType] 150 = 9 (SUSPENDED) [OrderID] 37 = 8746A6B5-4E3B-4D38-82FE-E40894D888F5 [OrdStatus] 39 = 9 (SUSPENDED) [SecurityID] 48 = XCME_Eq ES (H17) [Symbol] 55 = ES [SecurityExchange] 207 = CME_Eq [MaturityMonthYear] 200 = 201703 [TimeInForce] 59 = 0 (DAY) [SecurityDesc] 107 = E-mini S&P 500 Mar17 [Side] 54 = 2 (SELL) [SecurityType] 167 = FUT (FUTURE) [OrderQty] 38 = 1 [OrdType] 40 = 3 (STOP) [StopPx] 99 = 216450 [Text] 58 = AutoOCO Activated: SubmissionRiskSuccess. Order Held [TransactTime] 60 = 20160825-16:57:25.831 [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER) [CustomerOrFirm] 204 = 0 (CUSTOMER) [ManualOrderIndicator] 1028 = N (NO) [ContingencyType] 1385 = 8 16 - EXECUTIONREPORT 34=213|49=test|56=T4Test|50=T4FIX|52=20160825-16:57:25.221|143=US,IL|1=_Account_|11=automl-4-636077227767589856|66=fnl-636077227767589856|17=016BFFE8-2628-46CC-9F0A-D362E09F0ADF_2_U|150=9|37=016BFFE8-2628-46CC-9F0A-D362E09F0ADF|39=9|48=XCME_Eq ES (H17)|55=ES|207=CME_Eq|200=201703|59=0|107=E-mini S&P 500 Mar17|54=2|167=FUT|38=1|40=2|44=216725|58=AutoOCO Activated: SubmissionRiskSuccess. Order Held|60=20160825-16:57:25.833|21=1|204=0|1028=N|1385=8| [25-Aug-2016] 11:57:25.2216977 [MsgSeqNum] 34 = 213 [SenderCompID] 49 = test [TargetCompID] 56 = T4Test [SenderSubID] 50 = T4FIX [SendingTime] 52 = 20160825-16:57:25.221 [TargetLocationID] 143 = US,IL [Account] 1 = _Account_ [ClOrdID] 11 = automl-4-636077227767589856 [ListID] 66 = fnl-636077227767589856 [ExecID] 17 = 016BFFE8-2628-46CC-9F0A-D362E09F0ADF_2_U [ExecType] 150 = 9 (SUSPENDED) [OrderID] 37 = 016BFFE8-2628-46CC-9F0A-D362E09F0ADF [OrdStatus] 39 = 9 (SUSPENDED) [SecurityID] 48 = XCME_Eq ES (H17) [Symbol] 55 = ES [SecurityExchange] 207 = CME_Eq [MaturityMonthYear] 200 = 201703 [TimeInForce] 59 = 0 (DAY) [SecurityDesc] 107 = E-mini S&P 500 Mar17 [Side] 54 = 2 (SELL) [SecurityType] 167 = FUT (FUTURE) [OrderQty] 38 = 1 [OrdType] 40 = 2 (LIMIT) [Price] 44 = 216725 [Text] 58 = AutoOCO Activated: SubmissionRiskSuccess. Order Held [TransactTime] 60 = 20160825-16:57:25.833 [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER) [CustomerOrFirm] 204 = 0 (CUSTOMER) [ManualOrderIndicator] 1028 = N (NO) [ContingencyType] 1385 = 8 17 - EXECUTIONREPORT 34=214|49=test|56=T4Test|50=T4FIX|52=20160825-16:57:25.249|143=US,IL|1=_Account_|11=automs-5-636077227767589856|66=fnl-636077227767589856|17=8746A6B5-4E3B-4D38-82FE-E40894D888F5_2_S|150=9|37=8746A6B5-4E3B-4D38-82FE-E40894D888F5|39=9|48=XCME_Eq ES (H17)|55=ES|207=CME_Eq|200=201703|59=0|107=E-mini S&P 500 Mar17|54=2|167=FUT|38=1|40=3|99=216450|58=AutoOCO Activated|60=20160825-16:57:25.835|21=1|204=0|1028=N|1385=8| [25-Aug-2016] 11:57:25.2501088 [MsgSeqNum] 34 = 214 [SenderCompID] 49 = test [TargetCompID] 56 = T4Test [SenderSubID] 50 = T4FIX [SendingTime] 52 = 20160825-16:57:25.249 [TargetLocationID] 143 = US,IL [Account] 1 = _Account_ [ClOrdID] 11 = automs-5-636077227767589856 [ListID] 66 = fnl-636077227767589856 [ExecID] 17 = 8746A6B5-4E3B-4D38-82FE-E40894D888F5_2_S [ExecType] 150 = 9 (SUSPENDED) [OrderID] 37 = 8746A6B5-4E3B-4D38-82FE-E40894D888F5 [OrdStatus] 39 = 9 (SUSPENDED) [SecurityID] 48 = XCME_Eq ES (H17) [Symbol] 55 = ES [SecurityExchange] 207 = CME_Eq [MaturityMonthYear] 200 = 201703 [TimeInForce] 59 = 0 (DAY) [SecurityDesc] 107 = E-mini S&P 500 Mar17 [Side] 54 = 2 (SELL) [SecurityType] 167 = FUT (FUTURE) [OrderQty] 38 = 1 [OrdType] 40 = 3 (STOP) [StopPx] 99 = 216450 [Text] 58 = AutoOCO Activated [TransactTime] 60 = 20160825-16:57:25.835 [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER) [CustomerOrFirm] 204 = 0 (CUSTOMER) [ManualOrderIndicator] 1028 = N (NO) [ContingencyType] 1385 = 8 18 - EXECUTIONREPORT 34=215|49=test|56=T4Test|50=T4FIX|52=20160825-16:57:25.252|143=US,IL|1=_Account_|11=automl-4-636077227767589856|66=fnl-636077227767589856|17=016BFFE8-2628-46CC-9F0A-D362E09F0ADF_2_S|150=9|37=016BFFE8-2628-46CC-9F0A-D362E09F0ADF|39=9|48=XCME_Eq ES (H17)|55=ES|207=CME_Eq|200=201703|59=0|107=E-mini S&P 500 Mar17|54=2|167=FUT|38=1|40=2|44=216725|58=AutoOCO Activated|60=20160825-16:57:25.836|21=1|204=0|1028=N|1385=8| [25-Aug-2016] 11:57:25.2525092 [MsgSeqNum] 34 = 215 [SenderCompID] 49 = test [TargetCompID] 56 = T4Test [SenderSubID] 50 = T4FIX [SendingTime] 52 = 20160825-16:57:25.252 [TargetLocationID] 143 = US,IL [Account] 1 = _Account_ [ClOrdID] 11 = automl-4-636077227767589856 [ListID] 66 = fnl-636077227767589856 [ExecID] 17 = 016BFFE8-2628-46CC-9F0A-D362E09F0ADF_2_S [ExecType] 150 = 9 (SUSPENDED) [OrderID] 37 = 016BFFE8-2628-46CC-9F0A-D362E09F0ADF [OrdStatus] 39 = 9 (SUSPENDED) [SecurityID] 48 = XCME_Eq ES (H17) [Symbol] 55 = ES [SecurityExchange] 207 = CME_Eq [MaturityMonthYear] 200 = 201703 [TimeInForce] 59 = 0 (DAY) [SecurityDesc] 107 = E-mini S&P 500 Mar17 [Side] 54 = 2 (SELL) [SecurityType] 167 = FUT (FUTURE) [OrderQty] 38 = 1 [OrdType] 40 = 2 (LIMIT) [Price] 44 = 216725 [Text] 58 = AutoOCO Activated [TransactTime] 60 = 20160825-16:57:25.836 [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER) [CustomerOrFirm] 204 = 0 (CUSTOMER) [ManualOrderIndicator] 1028 = N (NO) [ContingencyType] 1385 = 8 </code> AutoOCOM Order Response - Limit And Stop OCO components Activated (Sent to the exchange) <code> 19 - EXECUTIONREPORT 34=216|49=test|56=T4Test|50=T4FIX|52=20160825-16:57:25.254|143=US,IL|1=_Account_|11=automs-5-636077227767589856|66=fnl-636077227767589856|17=8746A6B5-4E3B-4D38-82FE-E40894D888F5_3_S|150=0|37=8746A6B5-4E3B-4D38-82FE-E40894D888F5|39=0|48=XCME_Eq ES (H17)|55=ES|207=CME_Eq|200=201703|59=0|107=E-mini S&P 500 Mar17|54=2|167=FUT|38=1|40=3|99=216450|60=20160825-16:57:25.838|21=1|204=0|1028=N|1385=8| [25-Aug-2016] 11:57:25.2543030 [MsgSeqNum] 34 = 216 [SenderCompID] 49 = test [TargetCompID] 56 = T4Test [SenderSubID] 50 = T4FIX [SendingTime] 52 = 20160825-16:57:25.254 [TargetLocationID] 143 = US,IL [Account] 1 = _Account_ [ClOrdID] 11 = automs-5-636077227767589856 [ListID] 66 = fnl-636077227767589856 [ExecID] 17 = 8746A6B5-4E3B-4D38-82FE-E40894D888F5_3_S [ExecType] 150 = 0 (NEW) [OrderID] 37 = 8746A6B5-4E3B-4D38-82FE-E40894D888F5 [OrdStatus] 39 = 0 (NEW) [SecurityID] 48 = XCME_Eq ES (H17) [Symbol] 55 = ES [SecurityExchange] 207 = CME_Eq [MaturityMonthYear] 200 = 201703 [TimeInForce] 59 = 0 (DAY) [SecurityDesc] 107 = E-mini S&P 500 Mar17 [Side] 54 = 2 (SELL) [SecurityType] 167 = FUT (FUTURE) [OrderQty] 38 = 1 [OrdType] 40 = 3 (STOP) [StopPx] 99 = 216450 [TransactTime] 60 = 20160825-16:57:25.838 [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER) [CustomerOrFirm] 204 = 0 (CUSTOMER) [ManualOrderIndicator] 1028 = N (NO) [ContingencyType] 1385 = 8 20 - EXECUTIONREPORT 34=217|49=test|56=T4Test|50=T4FIX|52=20160825-16:57:25.255|143=US,IL|1=_Account_|11=automl-4-636077227767589856|66=fnl-636077227767589856|17=016BFFE8-2628-46CC-9F0A-D362E09F0ADF_3_S|150=0|37=016BFFE8-2628-46CC-9F0A-D362E09F0ADF|39=0|48=XCME_Eq ES (H17)|55=ES|207=CME_Eq|200=201703|59=0|107=E-mini S&P 500 Mar17|54=2|167=FUT|38=1|40=2|44=216725|60=20160825-16:57:25.853|21=1|204=0|1028=N|1385=8| [25-Aug-2016] 11:57:25.2560760 [MsgSeqNum] 34 = 217 [SenderCompID] 49 = test [TargetCompID] 56 = T4Test [SenderSubID] 50 = T4FIX [SendingTime] 52 = 20160825-16:57:25.255 [TargetLocationID] 143 = US,IL [Account] 1 = _Account_ [ClOrdID] 11 = automl-4-636077227767589856 [ListID] 66 = fnl-636077227767589856 [ExecID] 17 = 016BFFE8-2628-46CC-9F0A-D362E09F0ADF_3_S [ExecType] 150 = 0 (NEW) [OrderID] 37 = 016BFFE8-2628-46CC-9F0A-D362E09F0ADF [OrdStatus] 39 = 0 (NEW) [SecurityID] 48 = XCME_Eq ES (H17) [Symbol] 55 = ES [SecurityExchange] 207 = CME_Eq [MaturityMonthYear] 200 = 201703 [TimeInForce] 59 = 0 (DAY) [SecurityDesc] 107 = E-mini S&P 500 Mar17 [Side] 54 = 2 (SELL) [SecurityType] 167 = FUT (FUTURE) [OrderQty] 38 = 1 [OrdType] 40 = 2 (LIMIT) [Price] 44 = 216725 [TransactTime] 60 = 20160825-16:57:25.853 [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER) [CustomerOrFirm] 204 = 0 (CUSTOMER) [ManualOrderIndicator] 1028 = N (NO) [ContingencyType] 1385 = 8 </code> AutoOCOM Order Response - First Limit OCO component filled <code> 21 - EXECUTIONREPORT 34=245|49=test|56=T4Test|50=T4FIX|52=20160825-17:00:46.846|143=US,IL|1=_Account_|11=automl-2-636077227767589856|66=fnl-636077227767589856|17=2CF1090F-EFE8-44FF-B57C-8A09A7A33144_0_T|150=F|37=2CF1090F-EFE8-44FF-B57C-8A09A7A33144|39=2|48=XCME_Eq ES (H17)|55=ES|207=CME_Eq|200=201703|59=0|107=E-mini S&P 500 Mar17|54=2|167=FUT|38=1|40=2|44=216675|31=216675|32=1|14=1|151=0|60=20160825-17:00:47.659|21=1|204=0|337=TRADE|375=CME000A|1028=N|1385=8| [25-Aug-2016] 12:00:46.8502993 [MsgSeqNum] 34 = 245 [SenderCompID] 49 = test [TargetCompID] 56 = T4Test [SenderSubID] 50 = T4FIX [SendingTime] 52 = 20160825-17:00:46.846 [TargetLocationID] 143 = US,IL [Account] 1 = _Account_ [ClOrdID] 11 = automl-2-636077227767589856 [ListID] 66 = fnl-636077227767589856 [ExecID] 17 = 2CF1090F-EFE8-44FF-B57C-8A09A7A33144_0_T [ExecType] 150 = F [OrderID] 37 = 2CF1090F-EFE8-44FF-B57C-8A09A7A33144 [OrdStatus] 39 = 2 (FILLED) [SecurityID] 48 = XCME_Eq ES (H17) [Symbol] 55 = ES [SecurityExchange] 207 = CME_Eq [MaturityMonthYear] 200 = 201703 [TimeInForce] 59 = 0 (DAY) [SecurityDesc] 107 = E-mini S&P 500 Mar17 [Side] 54 = 2 (SELL) [SecurityType] 167 = FUT (FUTURE) [OrderQty] 38 = 1 [OrdType] 40 = 2 (LIMIT) [Price] 44 = 216675 [LastPx] 31 = 216675 [LastShares] 32 = 1 [CumQty] 14 = 1 [LeavesQty] 151 = 0 [TransactTime] 60 = 20160825-17:00:47.659 [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER) [CustomerOrFirm] 204 = 0 (CUSTOMER) [ContraTrader] 337 = TRADE [ContraBroker] 375 = CME000A [ManualOrderIndicator] 1028 = N (NO) [ContingencyType] 1385 = 8 </code> AutoOCOM Order Response - Stop OCO component is automatically cancelled per the previous fill of Limit OCO component <code> 22 - EXECUTIONREPORT 34=246|49=test|56=T4Test|50=T4FIX|52=20160825-17:00:47.064|143=US,IL|1=_Account_|11=automs-5-636077227767589856|66=fnl-636077227767589856|17=8746A6B5-4E3B-4D38-82FE-E40894D888F5_5_U|150=6|37=8746A6B5-4E3B-4D38-82FE-E40894D888F5|39=6|48=XCME_Eq ES (H17)|55=ES|207=CME_Eq|200=201703|59=0|107=E-mini S&P 500 Mar17|54=2|167=FUT|38=0|40=3|99=216450|58=AutoOCO Pull: PullRiskSuccess. Pull passed risk management|60=20160825-17:00:47.706|21=1|204=0|1028=N|1385=8| [25-Aug-2016] 12:00:47.0644350 [MsgSeqNum] 34 = 246 [SenderCompID] 49 = test [TargetCompID] 56 = T4Test [SenderSubID] 50 = T4FIX [SendingTime] 52 = 20160825-17:00:47.064 [TargetLocationID] 143 = US,IL [Account] 1 = _Account_ [ClOrdID] 11 = automs-5-636077227767589856 [ListID] 66 = fnl-636077227767589856 [ExecID] 17 = 8746A6B5-4E3B-4D38-82FE-E40894D888F5_5_U [ExecType] 150 = 6 (PENDING_CANCEL) [OrderID] 37 = 8746A6B5-4E3B-4D38-82FE-E40894D888F5 [OrdStatus] 39 = 6 (PENDING_CANCEL) [SecurityID] 48 = XCME_Eq ES (H17) [Symbol] 55 = ES [SecurityExchange] 207 = CME_Eq [MaturityMonthYear] 200 = 201703 [TimeInForce] 59 = 0 (DAY) [SecurityDesc] 107 = E-mini S&P 500 Mar17 [Side] 54 = 2 (SELL) [SecurityType] 167 = FUT (FUTURE) [OrderQty] 38 = 0 [OrdType] 40 = 3 (STOP) [StopPx] 99 = 216450 [Text] 58 = AutoOCO Pull: PullRiskSuccess. Pull passed risk management [TransactTime] 60 = 20160825-17:00:47.706 [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER) [CustomerOrFirm] 204 = 0 (CUSTOMER) [ManualOrderIndicator] 1028 = N (NO) [ContingencyType] 1385 = 8 23 - EXECUTIONREPORT 34=247|49=test|56=T4Test|50=T4FIX|52=20160825-17:00:47.067|143=US,IL|1=_Account_|11=automs-5-636077227767589856|66=fnl-636077227767589856|17=8746A6B5-4E3B-4D38-82FE-E40894D888F5_5_S|150=6|37=8746A6B5-4E3B-4D38-82FE-E40894D888F5|39=6|48=XCME_Eq ES (H17)|55=ES|207=CME_Eq|200=201703|59=0|107=E-mini S&P 500 Mar17|54=2|167=FUT|38=0|40=3|99=216450|58=AutoOCO Pull|60=20160825-17:00:47.709|21=1|204=0|1028=N|1385=8| [25-Aug-2016] 12:00:47.0677264 [MsgSeqNum] 34 = 247 [SenderCompID] 49 = test [TargetCompID] 56 = T4Test [SenderSubID] 50 = T4FIX [SendingTime] 52 = 20160825-17:00:47.067 [TargetLocationID] 143 = US,IL [Account] 1 = _Account_ [ClOrdID] 11 = automs-5-636077227767589856 [ListID] 66 = fnl-636077227767589856 [ExecID] 17 = 8746A6B5-4E3B-4D38-82FE-E40894D888F5_5_S [ExecType] 150 = 6 (PENDING_CANCEL) [OrderID] 37 = 8746A6B5-4E3B-4D38-82FE-E40894D888F5 [OrdStatus] 39 = 6 (PENDING_CANCEL) [SecurityID] 48 = XCME_Eq ES (H17) [Symbol] 55 = ES [SecurityExchange] 207 = CME_Eq [MaturityMonthYear] 200 = 201703 [TimeInForce] 59 = 0 (DAY) [SecurityDesc] 107 = E-mini S&P 500 Mar17 [Side] 54 = 2 (SELL) [SecurityType] 167 = FUT (FUTURE) [OrderQty] 38 = 0 [OrdType] 40 = 3 (STOP) [StopPx] 99 = 216450 [Text] 58 = AutoOCO Pull [TransactTime] 60 = 20160825-17:00:47.709 [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER) [CustomerOrFirm] 204 = 0 (CUSTOMER) [ManualOrderIndicator] 1028 = N (NO) [ContingencyType] 1385 = 8 24 - EXECUTIONREPORT 34=248|49=test|56=T4Test|50=T4FIX|52=20160825-17:00:47.070|143=US,IL|1=_Account_|11=automs-5-636077227767589856|66=fnl-636077227767589856|17=8746A6B5-4E3B-4D38-82FE-E40894D888F5_6_S|150=4|37=8746A6B5-4E3B-4D38-82FE-E40894D888F5|39=4|48=XCME_Eq ES (H17)|55=ES|207=CME_Eq|200=201703|59=0|107=E-mini S&P 500 Mar17|54=2|167=FUT|38=0|40=3|99=216450|60=20160825-17:00:47.713|21=1|204=0|1028=N|1385=8| [25-Aug-2016] 12:00:47.0705900 [MsgSeqNum] 34 = 248 [SenderCompID] 49 = test [TargetCompID] 56 = T4Test [SenderSubID] 50 = T4FIX [SendingTime] 52 = 20160825-17:00:47.070 [TargetLocationID] 143 = US,IL [Account] 1 = _Account_ [ClOrdID] 11 = automs-5-636077227767589856 [ListID] 66 = fnl-636077227767589856 [ExecID] 17 = 8746A6B5-4E3B-4D38-82FE-E40894D888F5_6_S [ExecType] 150 = 4 (CANCELED) [OrderID] 37 = 8746A6B5-4E3B-4D38-82FE-E40894D888F5 [OrdStatus] 39 = 4 (CANCELED) [SecurityID] 48 = XCME_Eq ES (H17) [Symbol] 55 = ES [SecurityExchange] 207 = CME_Eq [MaturityMonthYear] 200 = 201703 [TimeInForce] 59 = 0 (DAY) [SecurityDesc] 107 = E-mini S&P 500 Mar17 [Side] 54 = 2 (SELL) [SecurityType] 167 = FUT (FUTURE) [OrderQty] 38 = 0 [OrdType] 40 = 3 (STOP) [StopPx] 99 = 216450 [TransactTime] 60 = 20160825-17:00:47.713 [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER) [CustomerOrFirm] 204 = 0 (CUSTOMER) [ManualOrderIndicator] 1028 = N (NO) [ContingencyType] 1385 = 8 </code> AutoOCOM Order Response - Remaining Stop OCO component is triggered as a limit with protection <code> 25 - EXECUTIONREPORT 34=252|49=test|56=T4Test|50=T4FIX|52=20160825-17:01:54.494|143=US,IL|1=_Account_|11=automs-3-636077227767589856|66=fnl-636077227767589856|17=F0BB6180-9E0B-420B-BEDB-B10A3D38E360_4_S|150=0|37=F0BB6180-9E0B-420B-BEDB-B10A3D38E360|39=0|48=XCME_Eq ES (H17)|55=ES|207=CME_Eq|200=201703|59=0|107=E-mini S&P 500 Mar17|54=2|167=FUT|38=1|40=2|44=216200|60=20160825-17:01:55.097|21=1|204=0|1028=N|1385=8| [25-Aug-2016] 12:01:54.4942371 [MsgSeqNum] 34 = 252 [SenderCompID] 49 = test [TargetCompID] 56 = T4Test [SenderSubID] 50 = T4FIX [SendingTime] 52 = 20160825-17:01:54.494 [TargetLocationID] 143 = US,IL [Account] 1 = _Account_ [ClOrdID] 11 = automs-3-636077227767589856 [ListID] 66 = fnl-636077227767589856 [ExecID] 17 = F0BB6180-9E0B-420B-BEDB-B10A3D38E360_4_S [ExecType] 150 = 0 (NEW) [OrderID] 37 = F0BB6180-9E0B-420B-BEDB-B10A3D38E360 [OrdStatus] 39 = 0 (NEW) [SecurityID] 48 = XCME_Eq ES (H17) [Symbol] 55 = ES [SecurityExchange] 207 = CME_Eq [MaturityMonthYear] 200 = 201703 [TimeInForce] 59 = 0 (DAY) [SecurityDesc] 107 = E-mini S&P 500 Mar17 [Side] 54 = 2 (SELL) [SecurityType] 167 = FUT (FUTURE) [OrderQty] 38 = 1 [OrdType] 40 = 2 (LIMIT) [Price] 44 = 216200 [TransactTime] 60 = 20160825-17:01:55.097 [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER) [CustomerOrFirm] 204 = 0 (CUSTOMER) [ManualOrderIndicator] 1028 = N (NO) [ContingencyType] 1385 = 8 </code> AutoOCOM Order Response - The remaining OCO stop is filled <code> 26 - EXECUTIONREPORT 34=253|49=test|56=T4Test|50=T4FIX|52=20160825-17:01:54.497|143=US,IL|1=_Account_|11=automs-3-636077227767589856|66=fnl-636077227767589856|17=F0BB6180-9E0B-420B-BEDB-B10A3D38E360_0_T|150=F|37=F0BB6180-9E0B-420B-BEDB-B10A3D38E360|39=2|48=XCME_Eq ES (H17)|55=ES|207=CME_Eq|200=201703|59=0|107=E-mini S&P 500 Mar17|54=2|167=FUT|38=1|40=2|44=216200|31=216500|32=1|14=1|151=0|60=20160825-17:01:55.322|21=1|204=0|337=TRADE|375=CME000A|1028=N|1385=8| [25-Aug-2016] 12:01:54.5075413 [MsgSeqNum] 34 = 253 [SenderCompID] 49 = test [TargetCompID] 56 = T4Test [SenderSubID] 50 = T4FIX [SendingTime] 52 = 20160825-17:01:54.497 [TargetLocationID] 143 = US,IL [Account] 1 = _Account_ [ClOrdID] 11 = automs-3-636077227767589856 [ListID] 66 = fnl-636077227767589856 [ExecID] 17 = F0BB6180-9E0B-420B-BEDB-B10A3D38E360_0_T [ExecType] 150 = F [OrderID] 37 = F0BB6180-9E0B-420B-BEDB-B10A3D38E360 [OrdStatus] 39 = 2 (FILLED) [SecurityID] 48 = XCME_Eq ES (H17) [Symbol] 55 = ES [SecurityExchange] 207 = CME_Eq [MaturityMonthYear] 200 = 201703 [TimeInForce] 59 = 0 (DAY) [SecurityDesc] 107 = E-mini S&P 500 Mar17 [Side] 54 = 2 (SELL) [SecurityType] 167 = FUT (FUTURE) [OrderQty] 38 = 1 [OrdType] 40 = 2 (LIMIT) [Price] 44 = 216200 [LastPx] 31 = 216500 [LastShares] 32 = 1 [CumQty] 14 = 1 [LeavesQty] 151 = 0 [TransactTime] 60 = 20160825-17:01:55.322 [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER) [CustomerOrFirm] 204 = 0 (CUSTOMER) [ContraTrader] 337 = TRADE [ContraBroker] 375 = CME000A [ManualOrderIndicator] 1028 = N (NO) [ContingencyType] 1385 = 8 </code> AutoOCOM Order Response - The remaining OCO Limit is automatically cancelled per the fill of the previous Stop OCO <code> 27 - EXECUTIONREPORT 34=256|49=test|56=T4Test|50=T4FIX|52=20160825-17:01:54.611|143=US,IL|1=_Account_|11=automl-4-636077227767589856|66=fnl-636077227767589856|17=016BFFE8-2628-46CC-9F0A-D362E09F0ADF_5_U|150=6|37=016BFFE8-2628-46CC-9F0A-D362E09F0ADF|39=6|48=XCME_Eq ES (H17)|55=ES|207=CME_Eq|200=201703|59=0|107=E-mini S&P 500 Mar17|54=2|167=FUT|38=0|40=2|44=216725|58=AutoOCO Pull: PullRiskSuccess. Pull passed risk management|60=20160825-17:01:55.243|21=1|204=0|1028=N|1385=8| [25-Aug-2016] 12:01:54.6116993 [MsgSeqNum] 34 = 256 [SenderCompID] 49 = test [TargetCompID] 56 = T4Test [SenderSubID] 50 = T4FIX [SendingTime] 52 = 20160825-17:01:54.611 [TargetLocationID] 143 = US,IL [Account] 1 = _Account_ [ClOrdID] 11 = automl-4-636077227767589856 [ListID] 66 = fnl-636077227767589856 [ExecID] 17 = 016BFFE8-2628-46CC-9F0A-D362E09F0ADF_5_U [ExecType] 150 = 6 (PENDING_CANCEL) [OrderID] 37 = 016BFFE8-2628-46CC-9F0A-D362E09F0ADF [OrdStatus] 39 = 6 (PENDING_CANCEL) [SecurityID] 48 = XCME_Eq ES (H17) [Symbol] 55 = ES [SecurityExchange] 207 = CME_Eq [MaturityMonthYear] 200 = 201703 [TimeInForce] 59 = 0 (DAY) [SecurityDesc] 107 = E-mini S&P 500 Mar17 [Side] 54 = 2 (SELL) [SecurityType] 167 = FUT (FUTURE) [OrderQty] 38 = 0 [OrdType] 40 = 2 (LIMIT) [Price] 44 = 216725 [Text] 58 = AutoOCO Pull: PullRiskSuccess. Pull passed risk management [TransactTime] 60 = 20160825-17:01:55.243 [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER) [CustomerOrFirm] 204 = 0 (CUSTOMER) [ManualOrderIndicator] 1028 = N (NO) [ContingencyType] 1385 = 8 28 - EXECUTIONREPORT 34=257|49=test|56=T4Test|50=T4FIX|52=20160825-17:01:54.622|143=US,IL|1=_Account_|11=automl-4-636077227767589856|66=fnl-636077227767589856|17=016BFFE8-2628-46CC-9F0A-D362E09F0ADF_5_S|150=6|37=016BFFE8-2628-46CC-9F0A-D362E09F0ADF|39=6|48=XCME_Eq ES (H17)|55=ES|207=CME_Eq|200=201703|59=0|107=E-mini S&P 500 Mar17|54=2|167=FUT|38=0|40=2|44=216725|58=AutoOCO Pull|60=20160825-17:01:55.247|21=1|204=0|1028=N|1385=8| [25-Aug-2016] 12:01:54.6226860 [MsgSeqNum] 34 = 257 [SenderCompID] 49 = test [TargetCompID] 56 = T4Test [SenderSubID] 50 = T4FIX [SendingTime] 52 = 20160825-17:01:54.622 [TargetLocationID] 143 = US,IL [Account] 1 = _Account_ [ClOrdID] 11 = automl-4-636077227767589856 [ListID] 66 = fnl-636077227767589856 [ExecID] 17 = 016BFFE8-2628-46CC-9F0A-D362E09F0ADF_5_S [ExecType] 150 = 6 (PENDING_CANCEL) [OrderID] 37 = 016BFFE8-2628-46CC-9F0A-D362E09F0ADF [OrdStatus] 39 = 6 (PENDING_CANCEL) [SecurityID] 48 = XCME_Eq ES (H17) [Symbol] 55 = ES [SecurityExchange] 207 = CME_Eq [MaturityMonthYear] 200 = 201703 [TimeInForce] 59 = 0 (DAY) [SecurityDesc] 107 = E-mini S&P 500 Mar17 [Side] 54 = 2 (SELL) [SecurityType] 167 = FUT (FUTURE) [OrderQty] 38 = 0 [OrdType] 40 = 2 (LIMIT) [Price] 44 = 216725 [Text] 58 = AutoOCO Pull [TransactTime] 60 = 20160825-17:01:55.247 [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER) [CustomerOrFirm] 204 = 0 (CUSTOMER) [ManualOrderIndicator] 1028 = N (NO) [ContingencyType] 1385 = 8 29 - EXECUTIONREPORT 34=258|49=test|56=T4Test|50=T4FIX|52=20160825-17:01:54.625|143=US,IL|1=_Account_|11=automl-4-636077227767589856|66=fnl-636077227767589856|17=016BFFE8-2628-46CC-9F0A-D362E09F0ADF_6_S|150=4|37=016BFFE8-2628-46CC-9F0A-D362E09F0ADF|39=4|48=XCME_Eq ES (H17)|55=ES|207=CME_Eq|200=201703|59=0|107=E-mini S&P 500 Mar17|54=2|167=FUT|38=0|40=2|44=216725|60=20160825-17:01:55.250|21=1|204=0|1028=N|1385=8| [25-Aug-2016] 12:01:54.6259566 [MsgSeqNum] 34 = 258 [SenderCompID] 49 = test [TargetCompID] 56 = T4Test [SenderSubID] 50 = T4FIX [SendingTime] 52 = 20160825-17:01:54.625 [TargetLocationID] 143 = US,IL [Account] 1 = _Account_ [ClOrdID] 11 = automl-4-636077227767589856 [ListID] 66 = fnl-636077227767589856 [ExecID] 17 = 016BFFE8-2628-46CC-9F0A-D362E09F0ADF_6_S [ExecType] 150 = 4 (CANCELED) [OrderID] 37 = 016BFFE8-2628-46CC-9F0A-D362E09F0ADF [OrdStatus] 39 = 4 (CANCELED) [SecurityID] 48 = XCME_Eq ES (H17) [Symbol] 55 = ES [SecurityExchange] 207 = CME_Eq [MaturityMonthYear] 200 = 201703 [TimeInForce] 59 = 0 (DAY) [SecurityDesc] 107 = E-mini S&P 500 Mar17 [Side] 54 = 2 (SELL) [SecurityType] 167 = FUT (FUTURE) [OrderQty] 38 = 0 [OrdType] 40 = 2 (LIMIT) [Price] 44 = 216725 [TransactTime] 60 = 20160825-17:01:55.250 [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER) [CustomerOrFirm] 204 = 0 (CUSTOMER) [ManualOrderIndicator] 1028 = N (NO) [ContingencyType] 1385 = 8 </code> Further details on the tags used for this order type are described in the dictionary of the New Order List message. [[developers:legacy_fix_api|T4 FIX API Home]] developers/fixapi.autoocom.txt Last modified: 2025/08/15 18:17by rob