developers:fixapi.activationattimeorder

At Time Activation Order

At Time Activation Orders will be held (i.e. suspended) in the T4 FIX API server until the specific time (as entered with the Activation Value - Tag 10103) occurs. At this activation point, the order is released to the exchange.

An Activation Order is entered with the New Order Single (Tag 35=D) message. Following are the most relevant tags to build an At Time Activation Order:

Tag	Field	Description
10102=5	Activation Type	Specifier of At Time Activation Order
10103	Activation Value	Time at which to activate the order
48	SecurityID	Market for which the order is sent
55	Symbol	Contract for which the order is sent
207	SecurityExchange	Exchange for which the order is sent
167	SecurityType	Security Type (e.g. Futures) of this specific market

Activation Value Format (Tag 10103): `Activation Time;Cancel Time`

Activation Time – Required. The time to activate the order.
1. Can be a full date/time in the format `dd MMM yyyy HH:mm:ss`
2. Or a number of seconds from the moment of order submittal.
Cancel Time – Optional. The time to cancel the order if still working or not yet activated.
1. Can be a full date/time in the same format, or a number of seconds from order submittal.

Examples of ActivationValue:

`05 Jul 2012 18:00:00` – Activates at the specified date/time (U.S. Central Time) if the market allows order submission.
`100` – Activates 100 seconds from now if the market allows order submission.
`05 Jul 2012 18:00:00;05 Jul 2012 18:01:00` – Activates at the specified time, cancels one minute later if still working.
`100;200` – Activates 100 seconds from now, cancels 200 seconds from now (100 seconds after activation).
`100;05 Jul 2012 18:00:00` – Activates 100 seconds from now, cancels at the specified date/time.

Sample

In this example, the activation order is submitted, accepted by the T4 FIX API and awaits activation until the requested time (ActivationValue - Tag 10103). When 18:00:00 CST on 25 Feb 2013 is reached, the order is submitted to the exchange as a market order.

Activation Order - At Time

>> 2/22/2013 5:59:44 PM   [FIXNEWORDER] 34=110|49=T4Example|56=T4|50=TraderName|52=20130222-23:59:44.425|1=Account1|11=fn-634971527844258954|48=CME_20130300_ESH3|55=ES|207=CME_Eq|54=1|38=1|40=1|59=0|167=FUT|21=1|60=20130222-23:59:44.425|204=0|10102=5|10103=25 Feb 2013 18:00:00|
[FIXNEWORDER]
[MsgSeqNum] 34 = 110
[SenderCompID] 49 = T4Example
[TargetCompID] 56 = T4
[SenderSubID] 50 = TraderName
[SendingTime] 52 = 20130222-23:59:44.425
[Account] 1 = Account1
[ClOrdID] 11 = fn-634971527844258954
[SecurityID] 48 = CME_20130300_ESH3
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[Side] 54 = 1 (BUY)
[OrderQty] 38 = 1
[OrdType] 40 = 1 (MARKET)
[TimeInForce] 59 = 0 (DAY)
[SecurityType] 167 = FUT (FUTURE)
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[TransactTime] 60 = 20130222-23:59:44.425
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ActivationType] 10102 = 5 (AT_OR_AFTER_TIME)
[ActivationValue] 10103 = 25 Feb 2013 18:00:00

Activation Order - Response Awaiting Activation

<< 2/22/2013 5:59:44 PM  [fixexecutionreport] 34=180|49=T4|56=T4Example|50=T4FIX|52=20130222-23:59:44.441|143=US,IL|1=Account1|11=fn-634971527844258954|17=0.634971527858612500.2.4.CD080161|150=9|37=CD080161-926A-44B2-8227-6FA6DF664F8E|39=9|48=CME_20130300_ESH3|55=ES|207=CME_Eq|200=201303|59=0|107=E-mini S&P 500 Mar13|54=1|167=FUT|38=1|40=1|58=Activation Pending: SubmissionRiskSuccess. Order Held|60=20130222-23:59:45.861|21=1|204=0|10102=5|10103=25 Feb 2013 18:00:00|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 180
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130222-23:59:44.441
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = fn-634971527844258954
[ExecID] 17 = 0.634971527858612500.2.4.CD080161
[ExecType] 150 = 9 (SUSPENDED)
[OrderID] 37 = CD080161-926A-44B2-8227-6FA6DF664F8E
[OrdStatus] 39 = 9 (SUSPENDED)
[SecurityID] 48 = CME_20130300_ESH3
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201303
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Mar13
[Side] 54 = 1 (BUY)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 1
[OrdType] 40 = 1 (MARKET)
[Text] 58 = Activation Pending: SubmissionRiskSuccess. Order Held
[TransactTime] 60 = 20130222-23:59:45.861
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ActivationType] 10102 = 5 (AT_OR_AFTER_TIME)
[ActivationValue] 10103 = 25 Feb 2013 18:00:00

Further details on the tags used for this order type are described in the dictionary of the New Order Single message.

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