developers:fixapi.autoocom

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.

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