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. ===== Stop Limit Order ===== A **Stop Limit Order** is entered with the ''New Order Single'' (Tag 35=D) message. Following are the most relevant tags to build a Stop Limit Order. ^ Tag ^ Name ^ Description ^ | 40=4 | OrdType | Specifier of Stop Limit Order Type | | 44 | Price | Limit Price | | 99 | StopPx | Stop Price | | 48 | SecurityID | Market for which the order is sent | | 55 | Symbol | Contract for which the order is sent | | 207 | SecurityExchange | Exchange for which the order is sent | | 167 | SecurityType | Security Type (e.g., Futures) of this specific market | ==== Sample ==== Stop Limit Order <code> >> 2/21/2013 5:38:38 PM [FIXNEWORDER] 34=112|49=T4Example|56=T4|50=TraderName|52=20130221-23:38:38.024|1=Account1|11=fn-634970651180248875|48=CME_20130300_ESH3|55=ES|207=CME_Eq|54=1|38=1|40=4|44=150025|99=149975|59=0|167=FUT|21=1|60=20130221-23:38:38.024|204=0| [FIXNEWORDER] [MsgSeqNum] 34 = 112 [SenderCompID] 49 = T4Example [TargetCompID] 56 = T4 [SenderSubID] 50 = TraderName [SendingTime] 52 = 20130221-23:38:38.024 [Account] 1 = Account1 [ClOrdID] 11 = fn-634970651180248875 [SecurityID] 48 = CME_20130300_ESH3 [Symbol] 55 = ES [SecurityExchange] 207 = CME_Eq [Side] 54 = 1 (BUY) [OrderQty] 38 = 1 [OrdType] 40 = 4 (STOP_LIMIT) [Price] 44 = 150025 [StopPx] 99 = 149975 [TimeInForce] 59 = 0 (DAY) [SecurityType] 167 = FUT (FUTURE) [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION) [TransactTime] 60 = 20130221-23:38:38.024 [CustomerOrFirm] 204 = 0 (CUSTOMER) </code> Stop Limit Order Response <code> << 2/21/2013 5:38:38 PM [fixexecutionreport] 34=158|49=T4|56=T4Example|50=T4FIX|52=20130221-23:38:38.056|143=US,IL|1=Account1|11=fn-634970651180248875|17=48012.6417472181_ESH3.6349706511918800006.1.05B36AD9|150=0|37=05B36AD9-EC56-4204-95FC-1BB80A5B9529|39=0|48=CME_20130300_ESH3|55=ES|207=CME_Eq|200=201303|59=0|107=E-mini S&P 500 Mar13|54=1|167=FUT|38=1|40=4|44=150025|99=149975|60=20130221-23:38:39.188|21=1|204=0| [FIXEXECUTIONREPORT] [MsgSeqNum] 34 = 158 [SenderCompID] 49 = T4 [TargetCompID] 56 = T4Example [SenderSubID] 50 = T4FIX [SendingTime] 52 = 20130221-23:38:38.056 [TargetLocationID] 143 = US,IL [Account] 1 = Account1 [ClOrdID] 11 = fn-634970651180248875 [ExecID] 17 = 48012.6417472181_ESH3.6349706511918800006.1.05B36AD9 [ExecType] 150 = 0 (NEW) [OrderID] 37 = 05B36AD9-EC56-4204-95FC-1BB80A5B9529 [OrdStatus] 39 = 0 (NEW) [SecurityID] 48 = CME_20130300_ESH3 [Symbol] 55 = ES [SecurityExchange] 207 = CME_Eq [MaturityMonthYear] 200 = 201303 [TimeInForce] 59 = 0 (DAY) [SecurityDesc] 107 = E-mini S&P 500 Mar13 [Side] 54 = 1 (BUY) [SecurityType] 167 = FUT (FUTURE) [OrderQty] 38 = 1 [OrdType] 40 = 4 (STOP_LIMIT) [Price] 44 = 150025 [StopPx] 99 = 149975 [TransactTime] 60 = 20130221-23:38:39.188 [HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION) [CustomerOrFirm] 204 = 0 (CUSTOMER) </code> ---- Further details on the tags used for this order type are described in the dictionary of the **New Order Single** message. [[developers:legacy_fix_api|T4 FIX API Home]] developers/fixapi.stoplimitorder.txt Last modified: 2025/08/15 13:57by rob