Stop Limit Order

A Stop Limit Order is entered with the New Order Single (Tag 35=D) message. Following are the most relevant tags to build a Stop Limit Order.

Tag Name Description
40=4 OrdType Specifier of Stop Limit Order Type
44 Price Limit Price
99 StopPx Stop Price
48 SecurityID Market for which the order is sent
55 Symbol Contract for which the order is sent
207 SecurityExchange Exchange for which the order is sent
167 SecurityType Security Type (e.g., Futures) of this specific market

Sample

Stop Limit Order 

>> 2/21/2013 5:38:38 PM [FIXNEWORDER] 34=112|49=T4Example|56=T4|50=TraderName|52=20130221-23:38:38.024|1=Account1|11=fn-634970651180248875|48=CME_20130300_ESH3|55=ES|207=CME_Eq|54=1|38=1|40=4|44=150025|99=149975|59=0|167=FUT|21=1|60=20130221-23:38:38.024|204=0|
[FIXNEWORDER]
[MsgSeqNum] 34 = 112
[SenderCompID] 49 = T4Example
[TargetCompID] 56 = T4
[SenderSubID] 50 = TraderName
[SendingTime] 52 = 20130221-23:38:38.024
[Account] 1 = Account1
[ClOrdID] 11 = fn-634970651180248875
[SecurityID] 48 = CME_20130300_ESH3
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[Side] 54 = 1 (BUY)
[OrderQty] 38 = 1
[OrdType] 40 = 4 (STOP_LIMIT)
[Price] 44 = 150025
[StopPx] 99 = 149975
[TimeInForce] 59 = 0 (DAY)
[SecurityType] 167 = FUT (FUTURE)
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[TransactTime] 60 = 20130221-23:38:38.024
[CustomerOrFirm] 204 = 0 (CUSTOMER)

Stop Limit Order Response 

<< 2/21/2013 5:38:38 PM [fixexecutionreport] 34=158|49=T4|56=T4Example|50=T4FIX|52=20130221-23:38:38.056|143=US,IL|1=Account1|11=fn-634970651180248875|17=48012.6417472181_ESH3.6349706511918800006.1.05B36AD9|150=0|37=05B36AD9-EC56-4204-95FC-1BB80A5B9529|39=0|48=CME_20130300_ESH3|55=ES|207=CME_Eq|200=201303|59=0|107=E-mini S&P 500 Mar13|54=1|167=FUT|38=1|40=4|44=150025|99=149975|60=20130221-23:38:39.188|21=1|204=0|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 158
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130221-23:38:38.056
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = fn-634970651180248875
[ExecID] 17 = 48012.6417472181_ESH3.6349706511918800006.1.05B36AD9
[ExecType] 150 = 0 (NEW)
[OrderID] 37 = 05B36AD9-EC56-4204-95FC-1BB80A5B9529
[OrdStatus] 39 = 0 (NEW)
[SecurityID] 48 = CME_20130300_ESH3
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201303
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Mar13
[Side] 54 = 1 (BUY)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 1
[OrdType] 40 = 4 (STOP_LIMIT)
[Price] 44 = 150025
[StopPx] 99 = 149975
[TransactTime] 60 = 20130221-23:38:39.188
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)

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

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