===== 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
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)
AutoOCOM Order Response - Limit and Stop OCO Components are Suspended - Activation Pending
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
AutoOCOM Order Response - Trigger Component is Working
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
AutoOCOM Order Response - Trigger Component is partially filled
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
AutoOCOM Order Response - 1 Stop and 1 Limit component of OCO passed risk assessment for activation per trigger partial trade
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
AutoOCOM Order Response - Limit And Stop OCO Components Activated (Sent to the exchange)
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
AutoOCOM Order Response - Trigger Component is fully filled
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
AutoOCOM Order Response - 1 Stop and 1 Limit component of OCO passed risk Assessment for activation per last trigger trade.
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
AutoOCOM Order Response - Limit And Stop OCO components Activated (Sent to the exchange)
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
AutoOCOM Order Response - First Limit OCO component filled
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
AutoOCOM Order Response - Stop OCO component is automatically cancelled per the previous fill of Limit OCO component
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
AutoOCOM Order Response - Remaining Stop OCO component is triggered as a limit with protection
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
AutoOCOM Order Response - The remaining OCO stop is filled
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
AutoOCOM Order Response - The remaining OCO Limit is automatically cancelled per the fill of the previous Stop OCO
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
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]]