developers:fixapi.spark

Spark Order

A Spark Order is a multiple-component (batch) order that consists of:

A Trigger order
One or more contingent Related orders

When a Spark order is submitted:

The Trigger order is sent to the market immediately
The Related orders are suspended (held) with Activation Type = Queue (Tag 10102=6)
When the Trigger component trades, all Related components are activated and sent to the exchange to work independently of each other

A Spark Order is submitted with the New Order List (Tag 35=E) message.

Relevant Tags:

Tag	Field	Description
1385=3	ContingencyType	Specifier of Spark order type
10101	TriggerPrice	Price of Trigger component
10104	TriggerStop	Stop price of Trigger component
10105	TriggerStopTrail	Trail amount for Trigger Stop price
44	Price	Limit price of Related component
99	Stop Price	Stop price of Related component
40	Order Type	Order type — must be a Limit Order type for the Trigger component
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:

Trigger order can be any order type, including Market, Limit, Stop, or Trailing Stop.
Related components can be GTC, StopLimit, or Trailing.
Activation is not supported with Spark orders.
All components must be for the same account and same market.

Sample:

In this example, a Buy Spark order is submitted with:

Trigger Limit Price (Tag 10101) = 157875
Two Related Limit orders to Sell at 150900 (Tag 44)

Upon submission:

The 2-lot Trigger order is sent to market
The two 1-lot Related orders are held

When the Trigger order fills at 157875 (Tag 31), the two suspended orders are activated and sent to sell at 150900. The two Related working orders are then replaced to sell at 157875, and both are filled at that price.

Spark Order - Submitting Order

>> 4/26/2013 10:49:03 AM   [FIXNEWORDERLIST] 34=2055|49=T4Example|56=T450=Account1|52=20130426-15:49:03.963|66=fnl-635025701439636585|1385=3|433=1|68=3|11=batch-1-635025701439636585|1=Account1|54=1|38=2|48=CME_20130600_ESM3|55=ES|207=CME_Eq|40=2|59=0|21=2|60=20130426-15:49:03.963|204=0|10101=157875|11=batch-2-635025701439636585|1=Account1|54=2|38=1|48=CME_20130600_ESM3|55=ES|207=CME_Eq|40=2|44=157900|59=0|21=2|60=20130426-15:49:03.963|204=0|10102=6|11=batch-3-635025701439636585|1=Account1|54=2|38=1|48=CME_20130600_ESM3|55=ES|207=CME_Eq|40=2|44=157900|59=0|21=2|60=20130426-15:49:03.963|204=0|10102=6|
[FIXNEWORDERLIST]
[MsgSeqNum] 34 = 2055
[SenderCompID] 49 = T4Example
[TargetCompID] 56 = T4
[SenderSubID] 50 = Account1
[SendingTime] 52 = 20130426-15:49:03.963
[ListID] 66 = fnl-635025701439636585
[ContingencyType] 1385 = 3 (SPARK)
[ListExecInstType] 433 = 1 (IMMEDIATE)
[TotNoOrders] 68 = 3
[ClOrdID] 11 = batch-1-635025701439636585
[Account] 1 = Account1
[Side] 54 = 1 (BUY)
[OrderQty] 38 = 2
[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 = 20130426-15:49:03.963
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[TriggerPrice] 10101 = 157875
[ClOrdID] 11 = batch-2-635025701439636585
[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)
[Price] 44 = 157900
[TimeInForce] 59 = 0 (DAY)
[HandlInst] 21 = 2 (AUTOMATED_EXECUTION_ORDER_PUBLIC_BROKER_INTERVENTION_OK)
[TransactTime] 60 = 20130426-15:49:03.963
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ActivationType] 10102 = 6 (QUEUE)
[ClOrdID] 11 = batch-3-635025701439636585
[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)
[Price] 44 = 157900
[TimeInForce] 59 = 0 (DAY)
[HandlInst] 21 = 2 (AUTOMATED_EXECUTION_ORDER_PUBLIC_BROKER_INTERVENTION_OK)
[TransactTime] 60 = 20130426-15:49:03.963
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ActivationType] 10102 = 6 (QUEUE)

Spark Order: Related Component 2 is suspended

<< 4/26/2013 10:49:04 AM  [fixexecutionreport] 34=139716|49=T4|56=T4Example|50=T4FIX|52=20130426-15:49:04.010|143=US,IL|1=Account1|11=batch-2-635025701439636585|66=fnl-635025701439636585|17=0.635025701461243750.2.4.5E73F665|150=9|37=5E73F665-33E3-4E72-A78B-F31CC6C70748|39=9|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=157900|58=Activation Pending: SubmissionRiskSuccess. Order Held|60=20130426-15:49:06.128|21=1|204=0|1385=3|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 139716
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130426-15:49:04.010
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = batch-2-635025701439636585
[ListID] 66 = fnl-635025701439636585
[ExecID] 17 = 0.635025701461243750.2.4.5E73F665
[ExecType] 150 = 9 (SUSPENDED)
[OrderID] 37 = 5E73F665-33E3-4E72-A78B-F31CC6C70748
[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 = 2 (SELL)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 1
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 157900
[Text] 58 = Activation Pending: SubmissionRiskSuccess. Order Held
[TransactTime] 60 = 20130426-15:49:06.128
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContingencyType] 1385 = 3 (SPARK)

Spark Order: Related Component 3 is suspended

<< 4/26/2013 10:49:04 AM  [fixexecutionreport] 34=139717|49=T4|56=T4Example|50=T4FIX|52=20130426-15:49:04.010|143=US,IL|1=Account1|11=batch-3-635025701439636585|66=fnl-635025701439636585|17=0.635025701461243750.2.4.20277BF1|150=9|37=20277BF1-5E3E-4429-B4C0-7031D24313EF|39=9|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=157900|58=Activation Pending: SubmissionRiskSuccess. Order Held|60=20130426-15:49:06.132|21=1|204=0|1385=3|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 139717
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130426-15:49:04.010
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = batch-3-635025701439636585
[ListID] 66 = fnl-635025701439636585
[ExecID] 17 = 0.635025701461243750.2.4.20277BF1
[ExecType] 150 = 9 (SUSPENDED)
[OrderID] 37 = 20277BF1-5E3E-4429-B4C0-7031D24313EF
[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 = 2 (SELL)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 1
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 157900
[Text] 58 = Activation Pending: SubmissionRiskSuccess. Order Held
[TransactTime] 60 = 20130426-15:49:06.132
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContingencyType] 1385 = 3 (SPARK)

Spark Order: Trigger is working the exchange

<< 4/26/2013 10:49:04 AM  [fixexecutionreport] 34=139719|49=T4|56=T4Example|50=T4FIX|52=20130426-15:49:04.072|143=US,IL|1=Account1|11=batch-1-635025701439636585|66=fnl-635025701439636585|17=48336.6446995641_ESM3.6350257014626800006.1.1AE77779|150=0|37=1AE77779-81FC-4AB4-ADF7-644C00F941FE|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=2|40=2|44=157875|60=20130426-15:49:06.268|21=1|204=0|1385=3|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 139719
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130426-15:49:04.072
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = batch-1-635025701439636585
[ListID] 66 = fnl-635025701439636585
[ExecID] 17 = 48336.6446995641_ESM3.6350257014626800006.1.1AE77779
[ExecType] 150 = 0 (NEW)
[OrderID] 37 = 1AE77779-81FC-4AB4-ADF7-644C00F941FE
[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 = 2
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 157875
[TransactTime] 60 = 20130426-15:49:06.268
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContingencyType] 1385 = 3 (SPARK)

Spark Order: Trigger is filled.

<< 4/26/2013 10:52:57 AM  [fixexecutionreport] 34=140009|49=T4|56=T4Example|50=T4FIX|52=20130426-15:52:57.792|143=US,IL|1=Account1|11=batch-1-635025701439636585|66=fnl-635025701439636585|17=64229:5589578TN0376235.63502570380053000021.2.1AE77779|150=F|37=1AE77779-81FC-4AB4-ADF7-644C00F941FE|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=2|40=2|44=157875|31=157875|32=2|14=2|151=0|60=20130426-15:52:59.921|21=1|204=0|337=TRADE|375=CME000A|1385=3|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 140009
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130426-15:52:57.792
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = batch-1-635025701439636585
[ListID] 66 = fnl-635025701439636585
[ExecID] 17 = 64229:5589578TN0376235.63502570380053000021.2.1AE77779
[ExecType] 150 = F
[OrderID] 37 = 1AE77779-81FC-4AB4-ADF7-644C00F941FE
[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 = 2
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 157875
[LastPx] 31 = 157875
[LastShares] 32 = 2
[CumQty] 14 = 2
[LeavesQty] 151 = 0
[TransactTime] 60 = 20130426-15:52:59.921
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContraTrader] 337 = TRADE
[ContraBroker] 375 = CME000A
[ContingencyType] 1385 = 3 (SPARK)

Spark Order: Related Component 3 passes Risk Assesment for Activation.

<< 4/26/2013 10:52:58 AM  [fixexecutionreport] 34=140011|49=T4|56=T4Example|50=T4FIX|52=20130426-15:52:58.057|143=US,IL|1=Account1|11=batch-3-635025701439636585|66=fnl-635025701439636585|17=0.635025703801868750.2.4.20277BF1|150=9|37=20277BF1-5E3E-4429-B4C0-7031D24313EF|39=9|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=157900|58=Spark Activated: SubmissionRiskSuccess. Order Held|60=20130426-15:49:06.132|21=1|204=0|1385=3|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 140011
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130426-15:52:58.057
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = batch-3-635025701439636585
[ListID] 66 = fnl-635025701439636585
[ExecID] 17 = 0.635025703801868750.2.4.20277BF1
[ExecType] 150 = 9 (SUSPENDED)
[OrderID] 37 = 20277BF1-5E3E-4429-B4C0-7031D24313EF
[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 = 2 (SELL)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 1
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 157900
[Text] 58 = Spark Activated: SubmissionRiskSuccess. Order Held
[TransactTime] 60 = 20130426-15:49:06.132
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContingencyType] 1385 = 3 (SPARK)

Spark Order: Related Component 2 passes Risk Assesment for Activation.

<< 4/26/2013 10:52:58 AM  [fixexecutionreport] 34=140012|49=T4|56=T4Example|50=T4FIX|52=20130426-15:52:58.057|143=US,IL|1=Account1|11=batch-2-635025701439636585|66=fnl-635025701439636585|17=0.635025703801868750.2.4.5E73F665|150=9|37=5E73F665-33E3-4E72-A78B-F31CC6C70748|39=9|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=157900|58=Spark Activated: SubmissionRiskSuccess. Order Held|60=20130426-15:49:06.128|21=1|204=0|1385=3|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 140012
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130426-15:52:58.057
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = batch-2-635025701439636585
[ListID] 66 = fnl-635025701439636585
[ExecID] 17 = 0.635025703801868750.2.4.5E73F665
[ExecType] 150 = 9 (SUSPENDED)
[OrderID] 37 = 5E73F665-33E3-4E72-A78B-F31CC6C70748
[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 = 2 (SELL)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 1
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 157900
[Text] 58 = Spark Activated: SubmissionRiskSuccess. Order Held
[TransactTime] 60 = 20130426-15:49:06.128
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContingencyType] 1385 = 3 (SPARK)

Spark Order: Related Component 3 is activated and sent to the exchange.

<< 4/26/2013 10:52:58 AM  [fixexecutionreport] 34=140013|49=T4|56=T4Example|50=T4FIX|52=20130426-15:52:58.057|143=US,IL|1=Account1|11=batch-3-635025701439636585|66=fnl-635025701439636585|17=48337..04.4.20277BF1|150=9|37=20277BF1-5E3E-4429-B4C0-7031D24313EF|39=9|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=157900|58=Spark Activated|21=1|204=0|1385=3|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 140013
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130426-15:52:58.057
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = batch-3-635025701439636585
[ListID] 66 = fnl-635025701439636585
[ExecID] 17 = 48337..04.4.20277BF1
[ExecType] 150 = 9 (SUSPENDED)
[OrderID] 37 = 20277BF1-5E3E-4429-B4C0-7031D24313EF
[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 = 2 (SELL)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 1
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 157900
[Text] 58 = Spark Activated
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContingencyType] 1385 = 3 (SPARK)

Spark Order: Related Component 2 is activated and sent to the exchange.

<< 4/26/2013 10:52:58 AM  [fixexecutionreport] 34=140014|49=T4|56=T4Example|50=T4FIX|52=20130426-15:52:58.057|143=US,IL|1=Account1|11=batch-2-635025701439636585|66=fnl-635025701439636585|17=48338..04.4.5E73F665|150=9|37=5E73F665-33E3-4E72-A78B-F31CC6C70748|39=9|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=157900|58=Spark Activated|21=1|204=0|1385=3|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 140014
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130426-15:52:58.057
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = batch-2-635025701439636585
[ListID] 66 = fnl-635025701439636585
[ExecID] 17 = 48338..04.4.5E73F665
[ExecType] 150 = 9 (SUSPENDED)
[OrderID] 37 = 5E73F665-33E3-4E72-A78B-F31CC6C70748
[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 = 2 (SELL)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 1
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 157900
[Text] 58 = Spark Activated
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContingencyType] 1385 = 3 (SPARK)

Spark Order: Related Component 3 is Working the exchange.

<< 4/26/2013 10:52:58 AM  [fixexecutionreport] 34=140015|49=T4|56=T4Example|50=T4FIX|52=20130426-15:52:58.073|143=US,IL|1=Account1|11=batch-3-635025701439636585|66=fnl-635025701439636585|17=48337.6446996401_ESM3.6350257038033000006.1.20277BF1|150=0|37=20277BF1-5E3E-4429-B4C0-7031D24313EF|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=157900|60=20130426-15:53:00.330|21=1|204=0|1385=3|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 140015
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130426-15:52:58.073
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = batch-3-635025701439636585
[ListID] 66 = fnl-635025701439636585
[ExecID] 17 = 48337.6446996401_ESM3.6350257038033000006.1.20277BF1
[ExecType] 150 = 0 (NEW)
[OrderID] 37 = 20277BF1-5E3E-4429-B4C0-7031D24313EF
[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 = 157900
[TransactTime] 60 = 20130426-15:53:00.330
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContingencyType] 1385 = 3 (SPARK)

Spark Order: Related Component 2 is Working the exchange.

<< 4/26/2013 10:52:58 AM  [fixexecutionreport] 34=140017|49=T4|56=T4Example|50=T4FIX|52=20130426-15:52:58.307|143=US,IL|1=Account1|11=batch-2-635025701439636585|66=fnl-635025701439636585|17=48338.6446996402_ESM3.6350257038033500006.1.5E73F665|150=0|37=5E73F665-33E3-4E72-A78B-F31CC6C70748|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=157900|60=20130426-15:53:00.335|21=1|204=0|1385=3|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 140017
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130426-15:52:58.307
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = batch-2-635025701439636585
[ListID] 66 = fnl-635025701439636585
[ExecID] 17 = 48338.6446996402_ESM3.6350257038033500006.1.5E73F665
[ExecType] 150 = 0 (NEW)
[OrderID] 37 = 5E73F665-33E3-4E72-A78B-F31CC6C70748
[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 = 157900
[TransactTime] 60 = 20130426-15:53:00.335
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContingencyType] 1385 = 3 (SPARK)

Spark Order: Replace Request of Limit Price for Component 3

>> 4/26/2013 11:12:24 AM   [FIXCANCELREPLACE] 34=2102|49=T4Example|56=T4|50=Account1|52=20130426-16:12:24.089|1=Account1|11=fr-635025715440890342|41=batch-3-635025701439636585|37=20277BF1-5E3E-4429-B4C0-7031D24313EF|48=CME_20130600_ESM3|55=ES|207=CME_Eq|54=2|38=1|40=2|44=157875|59=0|167=FUT|21=1|60=20130426-16:12:24.089|204=0|
[FIXCANCELREPLACE]
[MsgSeqNum] 34 = 2102
[SenderCompID] 49 = T4Example
[TargetCompID] 56 = T4
[SenderSubID] 50 = Account1
[SendingTime] 52 = 20130426-16:12:24.089
[Account] 1 = Account1
[ClOrdID] 11 = fr-635025715440890342
[OrigClOrdID] 41 = batch-3-635025701439636585
[OrderID] 37 = 20277BF1-5E3E-4429-B4C0-7031D24313EF
[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 = 157875
[TimeInForce] 59 = 0 (DAY)
[SecurityType] 167 = FUT (FUTURE)
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[TransactTime] 60 = 20130426-16:12:24.089
[CustomerOrFirm] 204 = 0 (CUSTOMER)

Spark Order: Component 3 is pending Replace - Risk Assessed

<< 4/26/2013 11:12:24 AM  [fixexecutionreport] 34=141657|49=T4|56=T4Example|50=T4FIX|52=20130426-16:12:24.089|143=US,IL|1=Account1|11=fr-635025715440890342|41=batch-3-635025701439636585|66=fnl-635025701439636585|17=48337.6446996401_ESM3.6350257038033000008.1.20277BF1|150=E|37=20277BF1-5E3E-4429-B4C0-7031D24313EF|39=E|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=157900|60=20130426-15:53:00.330|21=1|204=0|1385=3|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 141657
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130426-16:12:24.089
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = fr-635025715440890342
[OrigClOrdID] 41 = batch-3-635025701439636585
[ListID] 66 = fnl-635025701439636585
[ExecID] 17 = 48337.6446996401_ESM3.6350257038033000008.1.20277BF1
[ExecType] 150 = E (PENDING_REPLACE)
[OrderID] 37 = 20277BF1-5E3E-4429-B4C0-7031D24313EF
[OrdStatus] 39 = E (PENDING_REPLACE)
[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 = 157900
[TransactTime] 60 = 20130426-15:53:00.330
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContingencyType] 1385 = 3 (SPARK)

Spark Order: Component 3 is pending Replace - Submitted to the exchange

<< 4/26/2013 11:12:24 AM  [fixexecutionreport] 34=141658|49=T4|56=T4Example|50=T4FIX|52=20130426-16:12:24.104|143=US,IL|1=Account1|11=fr-635025715440890342|41=batch-3-635025701439636585|66=fnl-635025701439636585|17=48339.6446996401_ESM3.63502570380330000010.1.20277BF1|150=E|37=20277BF1-5E3E-4429-B4C0-7031D24313EF|39=E|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=157900|60=20130426-15:53:00.330|21=1|204=0|1385=3|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 141658
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130426-16:12:24.104
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = fr-635025715440890342
[OrigClOrdID] 41 = batch-3-635025701439636585
[ListID] 66 = fnl-635025701439636585
[ExecID] 17 = 48339.6446996401_ESM3.63502570380330000010.1.20277BF1
[ExecType] 150 = E (PENDING_REPLACE)
[OrderID] 37 = 20277BF1-5E3E-4429-B4C0-7031D24313EF
[OrdStatus] 39 = E (PENDING_REPLACE)
[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 = 157900
[TransactTime] 60 = 20130426-15:53:00.330
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContingencyType] 1385 = 3 (SPARK)

Spark Order: Component 3 is replaced

<< 4/26/2013 11:12:24 AM  [fixexecutionreport] 34=141659|49=T4|56=T4Example|50=T4FIX|52=20130426-16:12:24.120|143=US,IL|1=Account1|11=fr-635025715440890342|41=batch-3-635025701439636585|66=fnl-635025701439636585|17=48339.6446996401_ESM3.63502571546371000012.1.20277BF1|150=5|37=20277BF1-5E3E-4429-B4C0-7031D24313EF|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=157875|60=20130426-16:12:26.371|21=1|204=0|1385=3|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 141659
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130426-16:12:24.120
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = fr-635025715440890342
[OrigClOrdID] 41 = batch-3-635025701439636585
[ListID] 66 = fnl-635025701439636585
[ExecID] 17 = 48339.6446996401_ESM3.63502571546371000012.1.20277BF1
[ExecType] 150 = 5 (REPLACE)
[OrderID] 37 = 20277BF1-5E3E-4429-B4C0-7031D24313EF
[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 = 157875
[TransactTime] 60 = 20130426-16:12:26.371
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContingencyType] 1385 = 3 (SPARK)

Spark Order: Replace Request of Limit Price for Component 2

>> 4/26/2013 11:12:31 AM   [FIXCANCELREPLACE] 34=2103|49 = T4Example|56=test|50=Account1|52=20130426-16:12:31.636|1=Account1|11=fr-635025715516362476|41=batch-2-635025701439636585|37=5E73F665-33E3-4E72-A78B-F31CC6C70748|48=CME_20130600_ESM3|55=ES|207=CME_Eq|54=2|38=1|40=2|44=157875|59=0|167=FUT|21=1|60=20130426-16:12:31.636|204=0|
[FIXCANCELREPLACE]
[MsgSeqNum] 34 = 2103
[SenderCompID] 49 = T4Example
[TargetCompID] 56 = test
[SenderSubID] 50 = Account1
[SendingTime] 52 = 20130426-16:12:31.636
[Account] 1 = Account1
[ClOrdID] 11 = fr-635025715516362476
[OrigClOrdID] 41 = batch-2-635025701439636585
[OrderID] 37 = 5E73F665-33E3-4E72-A78B-F31CC6C70748
[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 = 157875
[TimeInForce] 59 = 0 (DAY)
[SecurityType] 167 = FUT (FUTURE)
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[TransactTime] 60 = 20130426-16:12:31.636
[CustomerOrFirm] 204 = 0 (CUSTOMER)

Spark Order: Component 2 is pending Replace - Risk Assessed

<< 4/26/2013 11:12:31 AM  [fixexecutionreport] 34=141677|49=T4|56=T4Example|50=T4FIX|52=20130426-16:12:31.651|143=US,IL|1=Account1|11=fr-635025715516362476|41=batch-2-635025701439636585|66=fnl-635025701439636585|17=48338.6446996402_ESM3.6350257038033500008.1.5E73F665|150=E|37=5E73F665-33E3-4E72-A78B-F31CC6C70748|39=E|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=157900|60=20130426-15:53:00.335|21=1|204=0|1385=3|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 141677
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130426-16:12:31.651
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = fr-635025715516362476
[OrigClOrdID] 41 = batch-2-635025701439636585
[ListID] 66 = fnl-635025701439636585
[ExecID] 17 = 48338.6446996402_ESM3.6350257038033500008.1.5E73F665
[ExecType] 150 = E (PENDING_REPLACE)
[OrderID] 37 = 5E73F665-33E3-4E72-A78B-F31CC6C70748
[OrdStatus] 39 = E (PENDING_REPLACE)
[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 = 157900
[TransactTime] 60 = 20130426-15:53:00.335
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContingencyType] 1385 = 3 (SPARK)

Spark Order: Component 2 is pending Replace - Submitted to the exchange

<< 4/26/2013 11:12:31 AM  [fixexecutionreport] 34=141678|49=T4|56=T4Example|50=T4FIX|52=20130426-16:12:31.651|143=US,IL|1=Account1|11=fr-635025715516362476|41=batch-2-635025701439636585|66=fnl-635025701439636585|17=48340.6446996402_ESM3.63502570380335000010.1.5E73F665|150=E|37=5E73F665-33E3-4E72-A78B-F31CC6C70748|39=E|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=157900|60=20130426-15:53:00.335|21=1|204=0|1385=3|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 141678
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130426-16:12:31.651
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = fr-635025715516362476
[OrigClOrdID] 41 = batch-2-635025701439636585
[ListID] 66 = fnl-635025701439636585
[ExecID] 17 = 48340.6446996402_ESM3.63502570380335000010.1.5E73F665
[ExecType] 150 = E (PENDING_REPLACE)
[OrderID] 37 = 5E73F665-33E3-4E72-A78B-F31CC6C70748
[OrdStatus] 39 = E (PENDING_REPLACE)
[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 = 157900
[TransactTime] 60 = 20130426-15:53:00.335
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContingencyType] 1385 = 3 (SPARK)

Spark Order: Component 2 is Replaced

<< 4/26/2013 11:12:31 AM  [fixexecutionreport] 34=141679|49=T4|56=T4Example|50=T4FIX|52=20130426-16:12:31.667|143=US,IL|1=Account1|11=fr-635025715516362476|41=batch-2-635025701439636585|66=fnl-635025701439636585|17=48340.6446996402_ESM3.63502571553929000012.1.5E73F665|150=5|37=5E73F665-33E3-4E72-A78B-F31CC6C70748|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=157875|60=20130426-16:12:33.929|21=1|204=0|1385=3|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 141679
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130426-16:12:31.667
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = fr-635025715516362476
[OrigClOrdID] 41 = batch-2-635025701439636585
[ListID] 66 = fnl-635025701439636585
[ExecID] 17 = 48340.6446996402_ESM3.63502571553929000012.1.5E73F665
[ExecType] 150 = 5 (REPLACE)
[OrderID] 37 = 5E73F665-33E3-4E72-A78B-F31CC6C70748
[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 = 157875
[TransactTime] 60 = 20130426-16:12:33.929
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContingencyType] 1385 = 3 (SPARK)

Spark Order: Component 3 is filled

<< 4/26/2013 11:26:18 AM  [fixexecutionreport] 34=143109|49=T4|56=T4Example|50=T4FIX|52=20130426-16:26:18.656|143=US,IL|1=Account1|11=fr-635025715440890342|41=batch-3-635025701439636585|66=fnl-635025701439636585|17=64229:5599481TN0376774.63502572380927000021.2.20277BF1|150=F|37=20277BF1-5E3E-4429-B4C0-7031D24313EF|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=157875|31=157875|32=1|14=1|151=0|60=20130426-16:26:20.853|21=1|204=0|337=TRADE|375=CME000A|1385=3|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 143109
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130426-16:26:18.656
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = fr-635025715440890342
[OrigClOrdID] 41 = batch-3-635025701439636585
[ListID] 66 = fnl-635025701439636585
[ExecID] 17 = 64229:5599481TN0376774.63502572380927000021.2.20277BF1
[ExecType] 150 = F
[OrderID] 37 = 20277BF1-5E3E-4429-B4C0-7031D24313EF
[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 = 157875
[LastPx] 31 = 157875
[LastShares] 32 = 1
[CumQty] 14 = 1
[LeavesQty] 151 = 0
[TransactTime] 60 = 20130426-16:26:20.853
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContraTrader] 337 = TRADE
[ContraBroker] 375 = CME000A
[ContingencyType] 1385 = 3 (SPARK)

Spark Order: Component 2 is filled

<< 4/26/2013 11:26:18 AM  [fixexecutionreport] 34=143112|49=T4|56=T4Example|50=T4FIX|52=20130426-16:26:18.874|143=US,IL|1=Account1|11=fr-635025715516362476|41=batch-2-635025701439636585|66=fnl-635025701439636585|17=64229:5599483TN0376775.63502572380927000021.2.5E73F665|150=F|37=5E73F665-33E3-4E72-A78B-F31CC6C70748|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=157875|31=157875|32=1|14=1|151=0|60=20130426-16:26:21.071|21=1|204=0|337=TRADE|375=CME000A|1385=3|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 143112
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130426-16:26:18.874
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = fr-635025715516362476
[OrigClOrdID] 41 = batch-2-635025701439636585
[ListID] 66 = fnl-635025701439636585
[ExecID] 17 = 64229:5599483TN0376775.63502572380927000021.2.5E73F665
[ExecType] 150 = F
[OrderID] 37 = 5E73F665-33E3-4E72-A78B-F31CC6C70748
[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 = 157875
[LastPx] 31 = 157875
[LastShares] 32 = 1
[CumQty] 14 = 1
[LeavesQty] 151 = 0
[TransactTime] 60 = 20130426-16:26:21.071
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContraTrader] 337 = TRADE
[ContraBroker] 375 = CME000A
[ContingencyType] 1385 = 3 (SPARK)

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

T4 FIX API Home