developers:fixapi.autoocoorder

AutoOCO (Automatic One Cancels Other) Order

An AutoOCO (Automatic One Cancels Other) order consists of three components:

A Trigger order, and
The two components of a traditional OCO order (Limit order and Stop order).

When the Trigger order is filled, the OCO order is activated and submitted to the exchange. An AutoOCO Order is submitted with the New Order List (Tag 35=E) message.

For OCO with Contingency Type of AutoOCO (Tag 1385=2), the Limit and Stop prices are entered as differential (delta) values from the expected trade price of the Trigger order. For AutoOCO_P (Tag 1385=7), the Limit and Stop prices are entered as absolute values.

When one OCO component is filled, the other is cancelled. If one is partially filled, the remaining volume on the other is reduced accordingly.

Relevant Tags:

Tag	Field	Description
1385=2 / 7	ContingencyType	AutoOCO order type: AutoOCO (2) uses differential prices, AutoOCO_P (7) uses absolute prices
10101	TriggerPrice	Trigger price at which the OCO order is activated
10104	TriggerStop	Trigger stop price for activation
10105	TriggerStopTrail	Trail amount for Trigger Stop price
44	Price	Limit component price of OCO. Differential for AutoOCO (1385=2), absolute for AutoOCO_P (1385=7)
99	StopPx	Stop component price of OCO. Differential for AutoOCO (1385=2), absolute for AutoOCO_P (1385=7)
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 OCO components should be set to 0 – the T4 FIX API determines the volume based on the Trigger order.
Side for OCO components is opposite the Trigger order’s side.
For AutoOCO (1385=2), prices are differential values from the expected fill price of the Trigger order.
For AutoOCO_P (1385=7), prices are absolute values.
Price sign is determined by side:
1. If Trigger = Buy, OCO components = Sell. Limit price is positive; Stop price is negative.
Trigger order can be any order type (including Activation, Stop, Trailing Stop).
OCO components can be GTC, StopLimit, or Trailing, but Activation is not supported.
Limit component of OCO can be Limit (Tag 40=2) or Market-if-Touched (Tag 40=J).
Not intended for orders placed very close together (e.g., consecutive prices or best bid/best offer). In active markets, both may fill.
All components must be for the same account and same market.

Sample:

In this example, a Sell AutoOCO order is submitted with:

Trigger Price = 157875 (Tag 10101)
Buy OCO Limit price (Tag 44) = -25 (differential)
Buy OCO Stop price (Tag 99) = 25 (differential)

The Trigger order’s limit price is later moved to 157850. The Trigger order fills at 157850 (Tag 31), activating the Buy OCO order. The OCO’s Stop component fills at 157875 (Tag 31), and the OCO’s Limit component is cancelled.

AutoOCO Order

>> 4/26/2013 10:08:02 AM   [FIXNEWORDERLIST] 34=1972|49=T4Example|56=T4|50=Account1|52=20130426-15:08:02.873|66=fnl-635025676828739888|1385=2|433=1|68=3|11=auto-1-635025676828739888|1=Account1|54=2|38=1|48=CME_20130600_ESM3|55=ES|207=CME_Eq|40=2|59=0|21=2|60=20130426-15:08:02.873|204=0|10101=157875|11=auto-2-635025676828739888|1=Account1|54=1|38=0|48=CME_20130600_ESM3|55=ES|207=CME_Eq|40=2|44=-25|59=0|21=2|60=20130426-15:08:02.873|204=0|10102=1|11=auto-3-635025676828739888|1=Account1|54=1|38=0|48=CME_20130600_ESM3|55=ES|207=CME_Eq|40=3|99=25|59=0|21=2|60=20130426-15:08:02.873|204=0|10102=1|
[FIXNEWORDERLIST]
[MsgSeqNum] 34 = 1972
[SenderCompID] 49 = T4Example
[TargetCompID] 56 = T4
[SenderSubID] 50 = Account1
[SendingTime] 52 = 20130426-15:08:02.873
[ListID] 66 = fnl-635025676828739888
[ContingencyType] 1385 = 2 (AUTO_OCO)
[ListExecInstType] 433 = 1 (IMMEDIATE)
[TotNoOrders] 68 = 3
[ClOrdID] 11 = auto-1-635025676828739888
[Account] 1 = Account1
[Side] 54 = 2 (SELL)
[OrderQty] 38 = 1
[SecurityID] 48 = CME_20130600_ESM3
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[OrdType] 40 = 2 (LIMIT)
[TimeInForce] 59 = 0 (DAY)
[HandlInst] 21 = 2 (AUTOMATED_EXECUTION_ORDER_PUBLIC_BROKER_INTERVENTION_OK)
[TransactTime] 60 = 20130426-15:08:02.873
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[TriggerPrice] 10101 = 157875
[ClOrdID] 11 = auto-2-635025676828739888
[Account] 1 = Account1
[Side] 54 = 1 (BUY)
[OrderQty] 38 = 0
[SecurityID] 48 = CME_20130600_ESM3
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = -25
[TimeInForce] 59 = 0 (DAY)
[HandlInst] 21 = 2 (AUTOMATED_EXECUTION_ORDER_PUBLIC_BROKER_INTERVENTION_OK)
[TransactTime] 60 = 20130426-15:08:02.873
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ActivationType] 10102 = 1 (IMMEDIATE)
[ClOrdID] 11 = auto-3-635025676828739888
[Account] 1 = Account1
[Side] 54 = 1 (BUY)
[OrderQty] 38 = 0
[SecurityID] 48 = CME_20130600_ESM3
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[OrdType] 40 = 3 (STOP)
[StopPx] 99 = 25
[TimeInForce] 59 = 0 (DAY)
[HandlInst] 21 = 2 (AUTOMATED_EXECUTION_ORDER_PUBLIC_BROKER_INTERVENTION_OK)
[TransactTime] 60 = 20130426-15:08:02.873
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ActivationType] 10102 = 1 (IMMEDIATE)

AutoOCO Order Response - Limit Component of OCO Suspended - Activation Pending

<< 4/26/2013 10:08:02 AM  [fixexecutionreport] 34=135686|49=T4|56=T4Example|50=T4FIX|52=20130426-15:08:02.920|143=US,IL|1=Account1|11=auto-2-635025676828739888|66=fnl-635025676828739888|17=0.635025676850775000.2.4.066B9EFB|150=9|37=066B9EFB-6307-4DF7-AC14-D49D6E0E170D|39=9|48=CME_20130600_ESM3|55=ES|207=CME_Eq|200=201306|59=0|107=E-mini S&P 500 Jun13|54=1|167=FUT|38=0|40=2|44=-25|58=Activation Pending: SubmissionRiskSuccess. Order Held|60=20130426-15:08:05.081|21=1|204=0|1385=2|10101=157875|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 135686
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130426-15:08:02.920
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = auto-2-635025676828739888
[ListID] 66 = fnl-635025676828739888
[ExecID] 17 = 0.635025676850775000.2.4.066B9EFB
[ExecType] 150 = 9 (SUSPENDED)
[OrderID] 37 = 066B9EFB-6307-4DF7-AC14-D49D6E0E170D
[OrdStatus] 39 = 9 (SUSPENDED)
[SecurityID] 48 = CME_20130600_ESM3
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201306
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Jun13
[Side] 54 = 1 (BUY)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 0
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = -25
[Text] 58 = Activation Pending: SubmissionRiskSuccess. Order Held
[TransactTime] 60 = 20130426-15:08:05.081
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContingencyType] 1385 = 2 (AUTO_OCO)
[TriggerPrice] 10101 = 157875

AutoOCO Order Response - Stop Component of OCO Suspended - Activation Pending

<< 4/26/2013 10:08:02 AM  [fixexecutionreport] 34=135687|49=T4|56=T4Example|50=T4FIX|52=20130426-15:08:02.936|143=US,IL|1=Account1|11=auto-3-635025676828739888|66=fnl-635025676828739888|17=0.635025676850775000.2.4.091F876B|150=9|37=091F876B-384B-4C2F-B7D1-B1F1EF820508|39=9|48=CME_20130600_ESM3|55=ES|207=CME_Eq|200=201306|59=0|107=E-mini S&P 500 Jun13|54=1|167=FUT|38=0|40=3|99=25|58=Activation Pending: SubmissionRiskSuccess. Order Held|60=20130426-15:08:05.085|21=1|204=0|1385=2|10101=157875|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 135687
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130426-15:08:02.936
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = auto-3-635025676828739888
[ListID] 66 = fnl-635025676828739888
[ExecID] 17 = 0.635025676850775000.2.4.091F876B
[ExecType] 150 = 9 (SUSPENDED)
[OrderID] 37 = 091F876B-384B-4C2F-B7D1-B1F1EF820508
[OrdStatus] 39 = 9 (SUSPENDED)
[SecurityID] 48 = CME_20130600_ESM3
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201306
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Jun13
[Side] 54 = 1 (BUY)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 0
[OrdType] 40 = 3 (STOP)
[StopPx] 99 = 25
[Text] 58 = Activation Pending: SubmissionRiskSuccess. Order Held
[TransactTime] 60 = 20130426-15:08:05.085
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContingencyType] 1385 = 2 (AUTO_OCO)
[TriggerPrice] 10101 = 157875

AutoOCO Order Response - Trigger Component is Working

<< 4/26/2013 10:08:03 AM  [fixexecutionreport] 34=135689|49=T4|56=T4Example|50=T4FIX|52=20130426-15:08:02.983|143=US,IL|1=Account1|11=auto-1-635025676828739888|66=fnl-635025676828739888|17=48330.6446988276_ESM3.6350256768515900006.1.8436F64F|150=0|37=8436F64F-ACF7-4F9A-8753-0B54F6484D12|39=0|48=CME_20130600_ESM3|55=ES|207=CME_Eq|200=201306|59=0|107=E-mini S&P 500 Jun13|54=2|167=FUT|38=1|40=2|44=157875|60=20130426-15:08:05.159|21=1|204=0|1385=2|10101=157875|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 135689
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130426-15:08:02.983
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = auto-1-635025676828739888
[ListID] 66 = fnl-635025676828739888
[ExecID] 17 = 48330.6446988276_ESM3.6350256768515900006.1.8436F64F
[ExecType] 150 = 0 (NEW)
[OrderID] 37 = 8436F64F-ACF7-4F9A-8753-0B54F6484D12
[OrdStatus] 39 = 0 (NEW)
[SecurityID] 48 = CME_20130600_ESM3
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201306
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Jun13
[Side] 54 = 2 (SELL)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 1
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 157875
[TransactTime] 60 = 20130426-15:08:05.159
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContingencyType] 1385 = 2 (AUTO_OCO)
[TriggerPrice] 10101 = 157875

Request a Replace of Limit Price of Trigger Component

>> 4/26/2013 10:09:08 AM   [FIXCANCELREPLACE] 34=1975|49=T4Example|56=test|50=Account1|52=20130426-15:09:08.191|1=Account1|11=fr-635025677481913035|41=auto-1-635025676828739888|37=8436F64F-ACF7-4F9A-8753-0B54F6484D12|48=CME_20130600_ESM3|55=ES|207=CME_Eq|54=2|38=1|40=2|44=157850|59=0|167=FUT|21=1|60=20130426-15:09:08.191|204=0|
[FIXCANCELREPLACE]
[MsgSeqNum] 34 = 1975
[SenderCompID] 49 = T4Example
[TargetCompID] 56 = test
[SenderSubID] 50 = Account1
[SendingTime] 52 = 20130426-15:09:08.191
[Account] 1 = Account1
[ClOrdID] 11 = fr-635025677481913035
[OrigClOrdID] 41 = auto-1-635025676828739888
[OrderID] 37 = 8436F64F-ACF7-4F9A-8753-0B54F6484D12
[SecurityID] 48 = CME_20130600_ESM3
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[Side] 54 = 2 (SELL)
[OrderQty] 38 = 1
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 157850
[TimeInForce] 59 = 0 (DAY)
[SecurityType] 167 = FUT (FUTURE)
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[TransactTime] 60 = 20130426-15:09:08.191
[CustomerOrFirm] 204 = 0 (CUSTOMER)

Limit Price of Trigger Component is replaced

<< 4/26/2013 10:09:08 AM  [fixexecutionreport] 34=135790|49=T4|56=T4Example|50=T4FIX|52=20130426-15:09:08.285|143=US,IL|1=Account1|11=fr-635025677481913035|41=auto-1-635025676828739888|66=fnl-635025676828739888|17=48332.6446988276_ESM3.63502567750525000012.1.8436F64F|150=5|37=8436F64F-ACF7-4F9A-8753-0B54F6484D12|39=5|48=CME_20130600_ESM3|55=ES|207=CME_Eq|200=201306|59=0|107=E-mini S&P 500 Jun13|54=2|167=FUT|38=1|40=2|44=157850|60=20130426-15:09:10.525|21=1|204=0|1385=2|10101=157850|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 135790
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130426-15:09:08.285
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = fr-635025677481913035
[OrigClOrdID] 41 = auto-1-635025676828739888
[ListID] 66 = fnl-635025676828739888
[ExecID] 17 = 48332.6446988276_ESM3.63502567750525000012.1.8436F64F
[ExecType] 150 = 5 (REPLACE)
[OrderID] 37 = 8436F64F-ACF7-4F9A-8753-0B54F6484D12
[OrdStatus] 39 = 5 (REPLACED)
[SecurityID] 48 = CME_20130600_ESM3
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201306
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Jun13
[Side] 54 = 2 (SELL)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 1
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 157850
[TransactTime] 60 = 20130426-15:09:10.525
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContingencyType] 1385 = 2 (AUTO_OCO)
[TriggerPrice] 10101 = 157850

AutoOCO Order Response - Trigger Component is Filled

<< 4/26/2013 10:09:22 AM  [fixexecutionreport] 34=135809|49=T4|56=T4Example|50=T4FIX|52=20130426-15:09:22.319|143=US,IL|1=Account1|11=fr-635025677481913035|41=auto-1-635025676828739888|66=fnl-635025676828739888|17=64229:5573055TN0375310.63502567764558000021.2.8436F64F|150=F|37=8436F64F-ACF7-4F9A-8753-0B54F6484D12|39=2|48=CME_20130600_ESM3|55=ES|207=CME_Eq|200=201306|59=0|107=E-mini S&P 500 Jun13|54=2|167=FUT|38=1|40=2|44=157850|31=157850|32=1|14=1|151=0|60=20130426-15:09:24.499|21=1|204=0|337=TRADE|375=CME000A|1385=2|10101=157850|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 135809
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130426-15:09:22.319
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = fr-635025677481913035
[OrigClOrdID] 41 = auto-1-635025676828739888
[ListID] 66 = fnl-635025676828739888
[ExecID] 17 = 64229:5573055TN0375310.63502567764558000021.2.8436F64F
[ExecType] 150 = F
[OrderID] 37 = 8436F64F-ACF7-4F9A-8753-0B54F6484D12
[OrdStatus] 39 = 2 (FILLED)
[SecurityID] 48 = CME_20130600_ESM3
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201306
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Jun13
[Side] 54 = 2 (SELL)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 1
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 157850
[LastPx] 31 = 157850
[LastShares] 32 = 1
[CumQty] 14 = 1
[LeavesQty] 151 = 0
[TransactTime] 60 = 20130426-15:09:24.499
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContraTrader] 337 = TRADE
[ContraBroker] 375 = CME000A
[ContingencyType] 1385 = 2 (AUTO_OCO)
[TriggerPrice] 10101 = 157850

AutoOCO Order Response - Limit Component of OCO Passed Risk Assessment for Activation

<< 4/26/2013 10:09:22 AM  [fixexecutionreport] 34=135811|49=T4|56=T4Example|50=T4FIX|52=20130426-15:09:22.506|143=US,IL|1=Account1|11=auto-2-635025676828739888|66=fnl-635025676828739888|17=0.635025677646868750.2.4.066B9EFB|150=9|37=066B9EFB-6307-4DF7-AC14-D49D6E0E170D|39=9|48=CME_20130600_ESM3|55=ES|207=CME_Eq|200=201306|59=0|107=E-mini S&P 500 Jun13|54=1|167=FUT|38=1|40=2|44=157825|58=AutoOCO Activated: SubmissionRiskSuccess. Order Held|60=20130426-15:08:05.081|21=1|204=0|1385=2|10101=157850|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 135811
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130426-15:09:22.506
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = auto-2-635025676828739888
[ListID] 66 = fnl-635025676828739888
[ExecID] 17 = 0.635025677646868750.2.4.066B9EFB
[ExecType] 150 = 9 (SUSPENDED)
[OrderID] 37 = 066B9EFB-6307-4DF7-AC14-D49D6E0E170D
[OrdStatus] 39 = 9 (SUSPENDED)
[SecurityID] 48 = CME_20130600_ESM3
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201306
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Jun13
[Side] 54 = 1 (BUY)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 1
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 157825
[Text] 58 = AutoOCO Activated: SubmissionRiskSuccess. Order Held
[TransactTime] 60 = 20130426-15:08:05.081
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContingencyType] 1385 = 2 (AUTO_OCO)
[TriggerPrice] 10101 = 157850

AutoOCO Order Response - Stop Component of OCO Passed Risk Assessment for Activation

<< 4/26/2013 10:09:22 AM  [fixexecutionreport] 34=135812|49=T4|56=T4Example|50=T4FIX|52=20130426-15:09:22.584|143=US,IL|1=Account1|11=auto-3-635025676828739888|66=fnl-635025676828739888|17=0.635025677646868750.2.4.091F876B|150=9|37=091F876B-384B-4C2F-B7D1-B1F1EF820508|39=9|48=CME_20130600_ESM3|55=ES|207=CME_Eq|200=201306|59=0|107=E-mini S&P 500 Jun13|54=1|167=FUT|38=1|40=3|99=157875|58=AutoOCO Activated: SubmissionRiskSuccess. Order Held|60=20130426-15:08:05.085|21=1|204=0|1385=2|10101=157850|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 135812
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130426-15:09:22.584
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = auto-3-635025676828739888
[ListID] 66 = fnl-635025676828739888
[ExecID] 17 = 0.635025677646868750.2.4.091F876B
[ExecType] 150 = 9 (SUSPENDED)
[OrderID] 37 = 091F876B-384B-4C2F-B7D1-B1F1EF820508
[OrdStatus] 39 = 9 (SUSPENDED)
[SecurityID] 48 = CME_20130600_ESM3
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201306
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Jun13
[Side] 54 = 1 (BUY)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 1
[OrdType] 40 = 3 (STOP)
[StopPx] 99 = 157875
[Text] 58 = AutoOCO Activated: SubmissionRiskSuccess. Order Held
[TransactTime] 60 = 20130426-15:08:05.085
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContingencyType] 1385 = 2 (AUTO_OCO)
[TriggerPrice] 10101 = 157850

AutoOCO Order Response - Limit Component of OCO Activated (Sent to the exchange)

<< 4/26/2013 10:09:22 AM  [fixexecutionreport] 34=135813|49=T4|56=T4Example|50=T4FIX|52=20130426-15:09:22.615|143=US,IL|1=Account1|11=auto-2-635025676828739888|66=fnl-635025676828739888|17=48333..04.4.066B9EFB|150=9|37=066B9EFB-6307-4DF7-AC14-D49D6E0E170D|39=9|48=CME_20130600_ESM3|55=ES|207=CME_Eq|200=201306|59=0|107=E-mini S&P 500 Jun13|54=1|167=FUT|38=1|40=2|44=157825|58=AutoOCO Activated|21=1|204=0|1385=2|10101=157850|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 135813
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130426-15:09:22.615
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = auto-2-635025676828739888
[ListID] 66 = fnl-635025676828739888
[ExecID] 17 = 48333..04.4.066B9EFB
[ExecType] 150 = 9 (SUSPENDED)
[OrderID] 37 = 066B9EFB-6307-4DF7-AC14-D49D6E0E170D
[OrdStatus] 39 = 9 (SUSPENDED)
[SecurityID] 48 = CME_20130600_ESM3
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201306
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Jun13
[Side] 54 = 1 (BUY)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 1
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 157825
[Text] 58 = AutoOCO Activated
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContingencyType] 1385 = 2 (AUTO_OCO)
[TriggerPrice] 10101 = 157850

AutoOCO Order Response - Limit Component of OCO Activated (Sent to the exchange)

<< 4/26/2013 10:09:22 AM  [fixexecutionreport] 34=135814|49=T4|56=T4Example|50=T4FIX|52=20130426-15:09:22.631|143=US,IL|1=Account1|11=auto-3-635025676828739888|66=fnl-635025676828739888|17=48334..04.4.091F876B|150=9|37=091F876B-384B-4C2F-B7D1-B1F1EF820508|39=9|48=CME_20130600_ESM3|55=ES|207=CME_Eq|200=201306|59=0|107=E-mini S&P 500 Jun13|54=1|167=FUT|38=1|40=3|99=157875|58=AutoOCO Activated|21=1|204=0|1385=2|10101=157850|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 135814
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130426-15:09:22.631
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = auto-3-635025676828739888
[ListID] 66 = fnl-635025676828739888
[ExecID] 17 = 48334..04.4.091F876B
[ExecType] 150 = 9 (SUSPENDED)
[OrderID] 37 = 091F876B-384B-4C2F-B7D1-B1F1EF820508
[OrdStatus] 39 = 9 (SUSPENDED)
[SecurityID] 48 = CME_20130600_ESM3
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201306
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Jun13
[Side] 54 = 1 (BUY)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 1
[OrdType] 40 = 3 (STOP)
[StopPx] 99 = 157875
[Text] 58 = AutoOCO Activated
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContingencyType] 1385 = 2 (AUTO_OCO)
[TriggerPrice] 10101 = 157850

AutoOCO Order Response - Limit Component of OCO Working

<< 4/26/2013 10:09:22 AM  [fixexecutionreport] 34=135815|49=T4|56=T4Example|50=T4FIX|52=20130426-15:09:22.631|143=US,IL|1=Account1|11=auto-2-635025676828739888|66=fnl-635025676828739888|17=48333.6446988499_ESM3.6350256776476900006.1.066B9EFB|150=0|37=066B9EFB-6307-4DF7-AC14-D49D6E0E170D|39=0|48=CME_20130600_ESM3|55=ES|207=CME_Eq|200=201306|59=0|107=E-mini S&P 500 Jun13|54=1|167=FUT|38=1|40=2|44=157825|60=20130426-15:09:24.769|21=1|204=0|1385=2|10101=157850|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 135815
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130426-15:09:22.631
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = auto-2-635025676828739888
[ListID] 66 = fnl-635025676828739888
[ExecID] 17 = 48333.6446988499_ESM3.6350256776476900006.1.066B9EFB
[ExecType] 150 = 0 (NEW)
[OrderID] 37 = 066B9EFB-6307-4DF7-AC14-D49D6E0E170D
[OrdStatus] 39 = 0 (NEW)
[SecurityID] 48 = CME_20130600_ESM3
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201306
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Jun13
[Side] 54 = 1 (BUY)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 1
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 157825
[TransactTime] 60 = 20130426-15:09:24.769
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContingencyType] 1385 = 2 (AUTO_OCO)
[TriggerPrice] 10101 = 157850

AutoOCO Order Response - Stop Component of OCO Working

<< 4/26/2013 10:09:22 AM  [fixexecutionreport] 34=135817|49=T4|56=T4Example|50=T4FIX|52=20130426-15:09:22.709|143=US,IL|1=Account1|11=auto-3-635025676828739888|66=fnl-635025676828739888|17=48334.6446988500_ESM3.6350256776477300006.1.091F876B|150=0|37=091F876B-384B-4C2F-B7D1-B1F1EF820508|39=0|48=CME_20130600_ESM3|55=ES|207=CME_Eq|200=201306|59=0|107=E-mini S&P 500 Jun13|54=1|167=FUT|38=1|40=3|99=157875|60=20130426-15:09:24.773|21=1|204=0|1385=2|10101=157850|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 135817
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130426-15:09:22.709
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = auto-3-635025676828739888
[ListID] 66 = fnl-635025676828739888
[ExecID] 17 = 48334.6446988500_ESM3.6350256776477300006.1.091F876B
[ExecType] 150 = 0 (NEW)
[OrderID] 37 = 091F876B-384B-4C2F-B7D1-B1F1EF820508
[OrdStatus] 39 = 0 (NEW)
[SecurityID] 48 = CME_20130600_ESM3
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201306
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Jun13
[Side] 54 = 1 (BUY)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 1
[OrdType] 40 = 3 (STOP)
[StopPx] 99 = 157875
[TransactTime] 60 = 20130426-15:09:24.773
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContingencyType] 1385 = 2 (AUTO_OCO)
[TriggerPrice] 10101 = 157850

AutoOCO Order Response - Stop Component of OCO Triggered

<< 4/26/2013 10:09:26 AM  [fixexecutionreport] 34=135823|49=T4|56=T4Example|50=T4FIX|52=20130426-15:09:26.983|143=US,IL|1=Account1|11=auto-3-635025676828739888|66=fnl-635025676828739888|17=48334.6446988500_ESM3.6350256776922200006.1.091F876B|150=0|37=091F876B-384B-4C2F-B7D1-B1F1EF820508|39=0|48=CME_20130600_ESM3|55=ES|207=CME_Eq|200=201306|59=0|107=E-mini S&P 500 Jun13|54=1|167=FUT|38=1|40=2|44=158175|60=20130426-15:09:29.222|21=1|204=0|1385=2|10101=157850|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 135823
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130426-15:09:26.983
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = auto-3-635025676828739888
[ListID] 66 = fnl-635025676828739888
[ExecID] 17 = 48334.6446988500_ESM3.6350256776922200006.1.091F876B
[ExecType] 150 = 0 (NEW)
[OrderID] 37 = 091F876B-384B-4C2F-B7D1-B1F1EF820508
[OrdStatus] 39 = 0 (NEW)
[SecurityID] 48 = CME_20130600_ESM3
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201306
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Jun13
[Side] 54 = 1 (BUY)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 1
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 158175
[TransactTime] 60 = 20130426-15:09:29.222
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContingencyType] 1385 = 2 (AUTO_OCO)
[TriggerPrice] 10101 = 157850

AutoOCO Order Response - Stop Component of OCO Filled

<< 4/26/2013 10:09:27 AM  [fixexecutionreport] 34=135825|49=T4|56=T4Example|50=T4FIX|52=20130426-15:09:27.202|143=US,IL|1=Account1|11=auto-3-635025676828739888|66=fnl-635025676828739888|17=64229:5573075TN0375312.63502567769222000021.2.091F876B|150=F|37=091F876B-384B-4C2F-B7D1-B1F1EF820508|39=2|48=CME_20130600_ESM3|55=ES|207=CME_Eq|200=201306|59=0|107=E-mini S&P 500 Jun13|54=1|167=FUT|38=1|40=2|44=158175|31=157875|32=1|14=1|151=0|60=20130426-15:09:29.390|21=1|204=0|337=TRADE|375=CME000A|1385=2|10101=157850|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 135825
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130426-15:09:27.202
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = auto-3-635025676828739888
[ListID] 66 = fnl-635025676828739888
[ExecID] 17 = 64229:5573075TN0375312.63502567769222000021.2.091F876B
[ExecType] 150 = F
[OrderID] 37 = 091F876B-384B-4C2F-B7D1-B1F1EF820508
[OrdStatus] 39 = 2 (FILLED)
[SecurityID] 48 = CME_20130600_ESM3
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201306
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Jun13
[Side] 54 = 1 (BUY)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 1
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 158175
[LastPx] 31 = 157875
[LastShares] 32 = 1
[CumQty] 14 = 1
[LeavesQty] 151 = 0
[TransactTime] 60 = 20130426-15:09:29.390
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContraTrader] 337 = TRADE
[ContraBroker] 375 = CME000A
[ContingencyType] 1385 = 2 (AUTO_OCO)
[TriggerPrice] 10101 = 157850

AutoOCO Order Response - Limit Component of OCO Pending Cancellation - Passed Risk Assessment

<< 4/26/2013 10:09:27 AM  [fixexecutionreport] 34=135827|49=T4|56=T4Example|50=T4FIX|52=20130426-15:09:27.498|143=US,IL|1=Account1|11=auto-2-635025676828739888|66=fnl-635025676828739888|17=48333.6446988499_ESM3.63502567764769000014.1.066B9EFB|150=6|37=066B9EFB-6307-4DF7-AC14-D49D6E0E170D|39=6|48=CME_20130600_ESM3|55=ES|207=CME_Eq|200=201306|59=0|107=E-mini S&P 500 Jun13|54=1|167=FUT|38=0|40=2|44=157825|58=AutoOCO Pull: PullRiskSuccess. Pull passed risk management|60=20130426-15:08:05.081|21=1|204=0|1385=2|10101=157850|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 135827
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130426-15:09:27.498
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = auto-2-635025676828739888
[ListID] 66 = fnl-635025676828739888
[ExecID] 17 = 48333.6446988499_ESM3.63502567764769000014.1.066B9EFB
[ExecType] 150 = 6 (PENDING_CANCEL)
[OrderID] 37 = 066B9EFB-6307-4DF7-AC14-D49D6E0E170D
[OrdStatus] 39 = 6 (PENDING_CANCEL)
[SecurityID] 48 = CME_20130600_ESM3
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201306
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Jun13
[Side] 54 = 1 (BUY)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 0
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 157825
[Text] 58 = AutoOCO Pull: PullRiskSuccess. Pull passed risk management
[TransactTime] 60 = 20130426-15:08:05.081
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContingencyType] 1385 = 2 (AUTO_OCO)
[TriggerPrice] 10101 = 157850

AutoOCO Order Response - Limit Component of OCO Pending Cancellation - Cancel Request Submitted to the Exchange

<< 4/26/2013 10:09:27 AM  [fixexecutionreport] 34=135828|49=T4|56=T4Example|50=T4FIX|52=20130426-15:09:27.498|143=US,IL|1=Account1|11=auto-2-635025676828739888|66=fnl-635025676828739888|17=48335.6446988499_ESM3.63502567764769000016.1.066B9EFB|150=6|37=066B9EFB-6307-4DF7-AC14-D49D6E0E170D|39=6|48=CME_20130600_ESM3|55=ES|207=CME_Eq|200=201306|59=0|107=E-mini S&P 500 Jun13|54=1|167=FUT|38=0|40=2|44=157825|58=AutoOCO Pull|60=20130426-15:09:24.769|21=1|204=0|1385=2|10101=157850|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 135828
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130426-15:09:27.498
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = auto-2-635025676828739888
[ListID] 66 = fnl-635025676828739888
[ExecID] 17 = 48335.6446988499_ESM3.63502567764769000016.1.066B9EFB
[ExecType] 150 = 6 (PENDING_CANCEL)
[OrderID] 37 = 066B9EFB-6307-4DF7-AC14-D49D6E0E170D
[OrdStatus] 39 = 6 (PENDING_CANCEL)
[SecurityID] 48 = CME_20130600_ESM3
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201306
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Jun13
[Side] 54 = 1 (BUY)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 0
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 157825
[Text] 58 = AutoOCO Pull
[TransactTime] 60 = 20130426-15:09:24.769
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContingencyType] 1385 = 2 (AUTO_OCO)
[TriggerPrice] 10101 = 157850

AutoOCO Order Response - Limit Component of OCO Cancelled

<< 4/26/2013 10:09:27 AM  [fixexecutionreport] 34=135829|49=T4|56=T4Example|50=T4FIX|52=20130426-15:09:27.560|143=US,IL|1=Account1|11=auto-2-635025676828739888|66=fnl-635025676828739888|17=48335.6446988499_ESM3.63502567769807000018.2.066B9EFB|150=4|37=066B9EFB-6307-4DF7-AC14-D49D6E0E170D|39=4|48=CME_20130600_ESM3|55=ES|207=CME_Eq|200=201306|59=0|107=E-mini S&P 500 Jun13|54=1|167=FUT|38=0|40=2|44=157825|60=20130426-15:09:29.807|21=1|204=0|1385=2|10101=157850|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 135829
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130426-15:09:27.560
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = auto-2-635025676828739888
[ListID] 66 = fnl-635025676828739888
[ExecID] 17 = 48335.6446988499_ESM3.63502567769807000018.2.066B9EFB
[ExecType] 150 = 4 (CANCELED)
[OrderID] 37 = 066B9EFB-6307-4DF7-AC14-D49D6E0E170D
[OrdStatus] 39 = 4 (CANCELED)
[SecurityID] 48 = CME_20130600_ESM3
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201306
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Jun13
[Side] 54 = 1 (BUY)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 0
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 157825
[TransactTime] 60 = 20130426-15:09:29.807
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContingencyType] 1385 = 2 (AUTO_OCO)
[TriggerPrice] 10101 = 157850

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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