developers:websocket:messages [WIKI]

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====== T4 Protocol Message Reference ======

This document provides a reference for all messages in the T4 Protocol. The protocol uses Protocol Buffers (protobuf) for message serialization.


===== Client/Server Message Envelopes =====

All communication in the T4 Protocol is done via a pair of envelope messages: ''ClientMessage'' (client to server) and ''ServerMessage'' (server to client). These messages encapsulate all other message types using Protocol Buffers' oneof field.

==== ClientMessage ====

The ''ClientMessage'' is sent from the client to the server and can contain any of the following payloads:

^ Field ^ Type ^ Description ^
| heartbeat | Heartbeat | A simple heartbeat to maintain connection |
| login_request | LoginRequest | Authentication request |
| market_depth_subscribe | MarketDepthSubscribe | Request to subscribe to market depth data |
| market_by_order_subscribe | MarketByOrderSubscribe | Request to subscribe to market by order data |
| account_subscribe | AccountSubscribe | Request to subscribe to account data |
| order_submit | OrderSubmit | Submit a new order |
| order_revise | OrderRevise | Modify an existing order |
| order_pull | OrderPull | Cancel an existing order |
| create_uds | CreateUDS | Create a user-defined strategy |

==== ServerMessage ====

The ''ServerMessage'' is sent from the server to the client and can contain any of the following payloads:

^ Field ^ Type ^ Description ^
| heartbeat | Heartbeat | A simple heartbeat to maintain connection |
| login_response | LoginResponse | Authentication response |
| market_depth_subscribe_reject | MarketDepthSubscribeReject | Rejection of market depth subscription |
| market_by_order_subscribe_reject | MarketByOrderSubscribeReject | Rejection of market by order subscription |
| market_details | MarketDetails | Details about a market |
| market_depth | MarketDepth | Market depth data |
| market_depth_trade | MarketDepthTrade | Trade data for a market |
| market_high_low | MarketHighLow | High/low prices for a market |
| market_price_limits | MarketPriceLimits | Price limits for a market |
| market_settlement | MarketSettlement | Settlement data for a market |
| market_snapshot | MarketSnapshot | Complete snapshot of a market |
| market_by_order_snapshot | MarketByOrderSnapshot | Complete snapshot of order book |
| market_by_order_update | MarketByOrderUpdate | Update to the order book |
| account_subscribe_response | AccountSubscribeResponse | Response to account subscription |
| account_currency | AccountCurrency | Account currency information |
| account_position | AccountPosition | Position data for an account |
| account_update | AccountUpdate | Update to account data |
| account_details | AccountDetails | Detailed account information |
| account_snapshot | AccountSnapshot | Complete snapshot of account data |
| order_update | OrderUpdate | Update to an order |
| order_update_multi | OrderUpdateMulti | Multiple order updates |
| order_update_failed | OrderUpdateFailed | Failed order update |
| order_update_status | OrderUpdateStatus | Order status update |
| order_update_trade | OrderUpdateTrade | Trade update for an order |
| order_update_trade_leg | OrderUpdateTradeLeg | Trade leg update for a complex order |
| create_uds_response | CreateUDSResponse | Response to user-defined strategy creation |

==== Heartbeat ====

The ''Heartbeat'' message is used to maintain an active connection between client and server.

^ Field ^ Type ^ Description ^
| timestamp | int64 | UTC timestamp in milliseconds |

===== Login Messages (auth.proto) =====

==== LoginRequest ====

The ''LoginRequest'' message is used to authenticate with the server. It supports either API key authentication or username/password authentication.

^ Field ^ Type ^ Description ^
| api_key | string | API key for authentication (if used, this is the only required field) |
| firm | string | Firm name/identifier for username/password authentication |
| username | string | Username for authentication |
| password | string | Password for authentication |
| app_name | string | Application name |
| app_license | string | Application license key |

==== LoginResponse ====

The ''LoginResponse'' message is the server's response to a login request.

^ Field ^ Type ^ Description ^
| result | LoginResult | Result of the login attempt |
| session_id | string | Session identifier for the authenticated session |
| user_id | string | User identifier |
| firm_id | string | Firm identifier |
| roles | repeated string | List of roles the user has |
| error_message | string | Error message if login failed |
| exchanges | repeated Exchange | List of exchanges the user has access to |
| accounts | repeated Account | List of accounts the user has access to |

==== LoginResponse.Exchange ====

The ''Exchange'' message inside LoginResponse contains details about an exchange the user has access to.

^ Field ^ Type ^ Description ^
| exchange_id | string | Exchange identifier |
| user_id | string | User identifier for this exchange |
| market_data_type | MarketDataType | Type of market data available |
| has_executing_account | bool | Whether the user has an executing account on this exchange |
| primary_user_id | string | Primary user identifier |
| secondary_user_id | string | Secondary user identifier |
| location | string | Location identifier |
| smp_id | string | SMP identifier |
| extra_detail | map<string, string> | Additional exchange-specific details |

==== LoginResponse.Account ====

The ''Account'' message inside LoginResponse contains details about an account the user has access to.

^ Field ^ Type ^ Description ^
| account_id | string | Account identifier |
| account_number | string | Account number |
| account_name | string | Account name |
| display_name | string | Display name for the account |
| mode | AccountMode | Account mode |



===== Quote Feed Messages (market.proto) =====
==== MarketDepthSubscribe ====
The ''MarketDepthSubscribe'' message is used to subscribe to market depth data for a specific market.
^ Field ^ Type ^ Description ^
| exchange_id | string | Exchange identifier |
| contract_id | string | Contract identifier |
| market_id | string | Market identifier |
| buffer | [[#DepthBuffer|DepthBuffer]] | Type of depth buffer to subscribe to |
| depth_levels | [[#DepthLevels|DepthLevels]] | Number of depth levels to receive |
==== MarketDepthSubscribeReject ====
The ''MarketDepthSubscribeReject'' message is sent when a market depth subscription request is rejected.
^ Field ^ Type ^ Description ^
| market_id | string | Market identifier |
| time | google.protobuf.Timestamp | Time of rejection |
| mode | [[#MarketMode|MarketMode]] | Current market mode |
==== MarketByOrderSubscribe ====
The ''MarketByOrderSubscribe'' message is used to subscribe to market-by-order data for a specific market.
^ Field ^ Type ^ Description ^
| exchange_id | string | Exchange identifier |
| contract_id | string | Contract identifier |
| market_id | string | Market identifier |
| subscribe | bool | Whether to subscribe (true) or unsubscribe (false) |
==== MarketByOrderSubscribeReject ====
The ''MarketByOrderSubscribeReject'' message is sent when a market-by-order subscription request is rejected.
^ Field ^ Type ^ Description ^
| market_id | string | Market identifier |
| time | google.protobuf.Timestamp | Time of rejection |
| mode | [[#MarketMode|MarketMode]] | Current market mode |
==== MarketDetails ====
The ''MarketDetails'' message contains detailed information about a specific market.
^ Field ^ Type ^ Description ^
| market_id | string | Market identifier |
| exchange_id | string | Exchange identifier |
| contract_id | string | Contract identifier |
| expiry_date | int32 | Expiry date of the contract |
| contract_type | [[#ContractType|ContractType]] | Type of contract |
| decimals | int32 | Number of decimal places in prices |
| point_value | Decimal | Value of one price point |
| min_price_increment | Price | Minimum price increment |
| order_types | int32 | Bitfield of supported order types |
| activation_date | google.protobuf.Timestamp | Activation date of the market |
| last_trading_date | google.protobuf.Timestamp | Last trading date of the market |
| last_client_update_time | google.protobuf.Timestamp | Time of last client update |
| delist_date | int64 | Date when market will be delisted |
| exchange_delist_date | int64 | Exchange's delist date for the market |
| market_ref | string | Market reference |
| group | string | Market group |
| legs | repeated [[#MarketDetails.LegItem|LegItem]] | Market legs (for multi-leg markets) |
| details | string | Additional market details |
| strategy_type | [[#StrategyType|StrategyType]] | Type of strategy (for multi-leg markets) |
| price_code | string | Price code |
| real_decimals | int32 | Actual number of decimal places |
| display_decimals | int32 | Number of decimal places to display |
| clearing_decimals | int32 | Number of decimal places for clearing |
| min_cab_price | Price | Minimum cabinet price |
| strike_price | Price | Strike price (for options) |
| volume_increment | int32 | Volume increment |
| strategy_ratio | double | Strategy ratio |
| disabled | bool | Whether the market is disabled |
| underlying_market_id | string | Identifier of the underlying market |
| vtt | string | Variance Time Trading identifier |
| maint_intra_margin | double | Maintenance intraday margin |
| maint_margin | double | Maintenance margin |
| maint_vol_scan | double | Maintenance volume scan |
==== MarketDetails.LegItem ====
The ''LegItem'' message is a component of ''MarketDetails'' and describes a leg in a multi-leg market.
^ Field ^ Type ^ Description ^
| market_id | string | Market identifier of the leg |
| group | int32 | Group identifier |
| volume | int32 | Volume/ratio of the leg |
| delta | string | Delta value |
| price | Price | Price of the leg |
==== MarketDepth ====
The ''MarketDepth'' message contains market depth information for a specific market.
^ Field ^ Type ^ Description ^
| market_id | string | Market identifier |
| depth_levels | [[#DepthLevels|DepthLevels]] | Number of depth levels provided |
| depth_buffer | [[#DepthBuffer|DepthBuffer]] | Type of depth buffer |
| time | google.protobuf.Timestamp | Time of the update |
| delayed | bool | Whether the data is delayed |
| bids | repeated [[#MarketDepth.DepthLine|DepthLine]] | Bid depth levels |
| offers | repeated [[#MarketDepth.DepthLine|DepthLine]] | Offer depth levels |
| implied_bids | repeated [[#MarketDepth.DepthLine|DepthLine]] | Implied bid depth levels |
| implied_offers | repeated [[#MarketDepth.DepthLine|DepthLine]] | Implied offer depth levels |
| mode | [[#MarketMode|MarketMode]] | Current market mode |
| flags | [[#MarketFlags2|MarketFlags2]] | Market flags |
| trade_data | [[#MarketDepth.TradeData|TradeData]] | Trade data |
==== MarketDepth.DepthLine ====
The ''DepthLine'' message is a component of ''MarketDepth'' and describes a single depth level.
^ Field ^ Type ^ Description ^
| price | Price | Price at this depth level |
| volume | int32 | Volume available at this depth level |
| num_orders | int32 | Number of orders at this depth level |
==== MarketDepth.TradeData ====
The ''TradeData'' message is a component of ''MarketDepth'' and contains trade information.
^ Field ^ Type ^ Description ^
| total_traded_volume | int32 | Total traded volume |
| total_trade_count | int32 | Total number of trades |
| last_trade_price | Price | Price of the last trade |
| last_trade_volume | int32 | Volume of the last trade |
| last_trade_total_volume | int32 | Cumulative volume of the last trade |
| last_trade_spd_price | Price | Price of the last spread trade |
| last_trade_spd_volume | int32 | Volume of the last spread trade |
| last_trade_spd_total_volume | int32 | Cumulative volume of the last spread trade |
| due_to_spread | bool | Whether the trade was due to a spread |
| at_bid_or_offer | [[#BidOffer|BidOffer]] | Whether the trade was at the bid or offer |
| time | google.protobuf.Timestamp | Time of the trade |
==== MarketDepthTrade ====
The ''MarketDepthTrade'' message contains information about a trade in a specific market.
^ Field ^ Type ^ Description ^
| market_id | string | Market identifier |
| time | google.protobuf.Timestamp | Time of the trade |
| total_traded_volume | int32 | Total traded volume |
| last_trade_volume | int32 | Volume of the last trade |
| due_to_spread | bool | Whether the trade was due to a spread |
| at_bid_or_offer | [[#BidOffer|BidOffer]] | Whether the trade was at the bid or offer |
| delayed | bool | Whether the data is delayed |
| order_volumes | repeated int32 | Volumes of individual orders in the trade |
| total_trade_count | int32 | Total number of trades |
| last_trade_price | Price | Price of the last trade |
| mode | [[#MarketMode|MarketMode]] | Current market mode |
==== MarketHighLow ====
The ''MarketHighLow'' message contains high/low price information for a specific market.
^ Field ^ Type ^ Description ^
| market_id | string | Market identifier |
| open_price | Price | Opening price |
| high_price | Price | Highest price |
| low_price | Price | Lowest price |
| trade_date | int64 | Trade date |
| time | google.protobuf.Timestamp | Time of the update |
| delayed | bool | Whether the data is delayed |
==== MarketPriceLimits ====
The ''MarketPriceLimits'' message contains price limit information for a specific market.
^ Field ^ Type ^ Description ^
| market_id | string | Market identifier |
| high_price | Price | Upper price limit |
| low_price | Price | Lower price limit |
| time | google.protobuf.Timestamp | Time of the update |
| delayed | bool | Whether the data is delayed |
==== MarketSettlement ====
The ''MarketSettlement'' message contains settlement information for a specific market.
^ Field ^ Type ^ Description ^
| exchange_id | string | Exchange identifier |
| market_id | string | Market identifier |
| delayed | bool | Whether the data is delayed |
| settlement_price | Price | Settlement price |
| settlement_time | google.protobuf.Timestamp | Time of settlement |
| settlement_trade_date | google.protobuf.Timestamp | Trade date of settlement |
| settlement_held_price | string | Held settlement price |
| settlement_held_time | google.protobuf.Timestamp | Time of held settlement |
| settlement_held_trade_date | google.protobuf.Timestamp | Trade date of held settlement |
| implied_price | Price | Implied price |
| implied_held_price | Price | Held implied price |
| implied_time | google.protobuf.Timestamp | Time of implied price |
| open_interest | int32 | Open interest |
| open_interest_time | google.protobuf.Timestamp | Time of open interest update |
| open_interest_trade_date | google.protobuf.Timestamp | Trade date of open interest |
| cleared_volume | int32 | Cleared volume |
| cleared_volume_time | google.protobuf.Timestamp | Time of cleared volume update |
| cleared_volume_trade_date | google.protobuf.Timestamp | Trade date of cleared volume |
| vwap_price | Price | Volume-weighted average price |
| vwap_time | google.protobuf.Timestamp | Time of VWAP update |
| vwap_trade_date | google.protobuf.Timestamp | Trade date of VWAP |
==== MarketSnapshotMessage ====
The ''MarketSnapshotMessage'' message is a container for different types of market update messages.
^ Field ^ Type ^ Description ^
| payload | oneof | One of the following message types: MarketDepth, MarketDepthTrade, MarketHighLow, MarketPriceLimits, MarketSettlement |
==== MarketSnapshot ====
The ''MarketSnapshot'' message contains a complete snapshot of a market's state.
^ Field ^ Type ^ Description ^
| market_id | string | Market identifier |
| mode | [[#MarketMode|MarketMode]] | Current market mode |
| due_to_connection | bool | Whether the snapshot is due to a new connection |
| delayed | bool | Whether the data is delayed |
| messages | repeated [[#MarketSnapshotMessage|MarketSnapshotMessage]] | Market update messages |
==== MarketByOrderSnapshot ====
The ''MarketByOrderSnapshot'' message contains a complete snapshot of a market's order book.
^ Field ^ Type ^ Description ^
| market_id | string | Market identifier |
| time | google.protobuf.Timestamp | Time of the snapshot |
| mode | [[#MarketMode|MarketMode]] | Current market mode |
| last_sequence | uint64 | Last sequence number |
| orders | repeated [[#MarketByOrderSnapshot.Order|Order]] | Orders in the book |
==== MarketByOrderSnapshot.Order ====
The ''Order'' message is a component of ''MarketByOrderSnapshot'' and describes a single order in the book.
^ Field ^ Type ^ Description ^
| order_id | uint64 | Order identifier |
| bid_offer | [[#BidOffer|BidOffer]] | Whether the order is a bid or offer |
| price | Price | Price of the order |
| volume | int32 | Volume of the order |
| priority | uint64 | Priority of the order |
==== MarketByOrderUpdate ====
The ''MarketByOrderUpdate'' message contains updates to a market's order book.
^ Field ^ Type ^ Description ^
| market_id | string | Market identifier |
| time | google.protobuf.Timestamp | Time of the update |
| mode | [[#MarketMode|MarketMode]] | Current market mode |
| sequence | uint64 | Sequence number |
| updates | repeated [[#MarketByOrderUpdate.Update|Update]] | Order updates |
==== MarketByOrderUpdate.Update ====
The ''Update'' message is a component of ''MarketByOrderUpdate'' and describes an update to an order in the book.
^ Field ^ Type ^ Description ^
| update_type | [[#MarketByOrderUpdate.UpdateType|UpdateType]] | Type of update |
| order_id | uint64 | Order identifier |
| bid_offer | [[#BidOffer|BidOffer]] | Whether the order is a bid or offer |
| price | Price | Price of the order |
| 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 |