Imandra Connectivity - IPL documentation

Documentation generated automatically from the IPL model code.

Messages

8: ExecutionReport

The execution report message is used to: 1. Confirm the receipt of an order 2. Confirm changes to an existing order (i.e. accept cancel and replace requests) 3. Relay order status information 4. Relay fill information on working orders 5. Reject orders 6. Report post-trade fees calculations associated with a trade

Tag	Name	Required	Type	Validations
1	Account		string	Accountmust bestate.Account
6	AvgPx	✔	float
11	ClOrdID	✔	string	ClOrdIDmust bestate.ClOrdID
14	CumQty	✔	float	CumQty>=0.0
15	Currency		Currency
17	ExecID	✔	string
19	ExecRefID		string
18	ExecInst		Set(ExecInst)	ExecInstmust bestate.ExecInst
20	ExecTransType	✔	ExecTransType	ExecTransTypemust beNew
22	IDSource		IDSource
37	OrderID	✔	string	OrderIDmust bestate.OrderID
38	OrderQty	✔	float	OrderQtymust bestate.OrderQty
103	OrdRejReason		OrdRejReason
39	OrdStatus	✔	OrdStatus
40	OrdType	✔	OrdType	OrdTypemust bestate.OrdType
44	Price		float	Pricemust bestate.Price
48	SecurityID		string
54	Side	✔	Side	Sidemust bestate.Side
55	Symbol		string	Symbolmust bestate.Symbol
58	Text		string
59	TimeInForce	✔	TimeInForce	TimeInForcemust bestate.TimeInForce
60	TransactTime	✔	UTCTimestamp
110	MinQty		float	MinQtymust bestate.MinQty
126	ExpireTime		UTCTimestamp	ExpireTimemust bestate.ExpireTime
150	ExecType	✔	ExecType
151	LeavesQty	✔	float	LeavesQtymust be0.0 or LeavesQtymust be leavesQty ()
207	SecurityExchange		Exchange
30	LastMkt		Exchange	whenLastMktis present LastMktmust be one of [OCXEOCXL]
31	LastPx		float
32	LastShares		float
375	ContraBroker		string
382	NoContraBrokers		int
211	PegDifference		float	PegDifferencemust bestate.PegDifference
1724	OrderOrigination	✔	OrderOrigination
2362	SelfMatchPreventionID		int
8015	OrderAttributeTypes	✔	Set(OrderAttributeTypes)
20001	AnalyticsTags		string	AnalyticsTagsmust bestate.AnalyticsTags
20005	AuctionID		int
20006	AuctionSubID		int
41	OrigClOrdID		string
20007	CancelReason		CancelReason
9730	TradeLiquidityIndicator		string
	Parties	✔	Parties (repeating group)

Validations

Accountmust bestate.Account

AvgPxis required

ClOrdIDis required

and

ClOrdIDmust bestate.ClOrdID

CumQtyis required

and

CumQty>=0.0

ExecIDis required

ExecInstmust bestate.ExecInst

ExecTransTypeis required

and

ExecTransTypemust beNew

OrderIDis required

and

OrderIDmust bestate.OrderID

OrderQtyis required

and

OrderQtymust bestate.OrderQty

OrdStatusis required

OrdTypeis required

and

OrdTypemust bestate.OrdType

Pricemust bestate.Price

Sideis required

and

Sidemust bestate.Side

Symbolmust bestate.Symbol

TimeInForceis required

and

TimeInForcemust bestate.TimeInForce

TransactTimeis required

MinQtymust bestate.MinQty

ExpireTimemust bestate.ExpireTime

ExecTypeis required

LeavesQtyis required

and

LeavesQtymust be0.0

LeavesQtymust be

leavesQty

()

whenLastMktis present

LastMktmust be one of

[OCXEOCXL]

PegDifferencemust bestate.PegDifference

OrderOriginationis required

OrderAttributeTypesis required

AnalyticsTagsmust bestate.AnalyticsTags

Partiesis required

state.orderEntry.isConnected

caseIDSource

whenSome idSource

when

Symbolis not present

and

SecurityIDis present

and

idSourceisISINNumber

then

Currencymust be present

and

SecurityExchangemust be present

whenNone

Symbolmust be present

and

SecurityIDmust not be present

when

ExecTypeis one of

[PartialFillFill]

then

LastMktmust be present

and

LastPxmust be present

and

LastSharesmust be present

and

ContraBrokermust be one of

["OCXL""OCXE"]

and

NoContraBrokersmust be1

and

AuctionIDmust be present

and

AuctionSubIDmust be present

when

ExecTypeis not one of

[PartialFillFill]

then

not

ContraBrokeris present

NoContraBrokersis present

AuctionIDis present

AuctionSubIDis present

when

ExecTypeis notNew

then

SelfMatchPreventionIDmust not be present

when

ExecTypeisNew

then

AvgPxmust be0.0

when

ExecTypeisReplaced

then

OrigClOrdIDmust be present

when

ExecTypeisRejected

then

when

OrdRejReasonis present

and

ExecTypeis notRejected

then

OrdRejReasonmust not be present

when

OrdStatusis one of

[CanceledExpiredRejected]

then

LeavesQtymust be0.0

when

OrdStatusis not one of

[CanceledExpiredRejected]

then

LeavesQtymust be

OrderQty-CumQty

when

ExecTypeis one of

NewCanceledRejectedReplacedPendingCancelPendingReplace

then

LastPxmust be0.0

and

LastSharesmust be0.0

when

ExecTypeisCanceled

then

when

CancelReasonis present

and

ExecTypeis notCanceled

then

CancelReasonmust not be present

when

ExecTypeis one of

[FillPartialFill]

then

TradeLiquidityIndicatormust be present

AuctionIDmust be present

and

AuctionSubIDmust be present

D: NewOrderSingle

The new order message type is used by institutions wishing to electronically submit securities and forex orders to a broker for execution.

Tag	Name	Required	Type	Validations
1	Account		string	whenAccountis present stringLength(Account) <=32
11	ClOrdID	✔	string	stringLength(ClOrdID) >0 and stringLength(ClOrdID) <=32
15	Currency		Currency
18	ExecInst		Set(ExecInst)	whenExecInstis present subset( ExecInst [MidPricePegNearTouchPegFarTouchPeg] )
22	IDSource		IDSource
21	HandlInst	✔	HandlInst
38	OrderQty	✔	float	OrderQty>0.0
40	OrdType	✔	OrdType
44	Price		float	whenPriceis present Price>0.0
48	SecurityID		string
54	Side	✔	Side
55	Symbol		string
59	TimeInForce	✔	TimeInForce
60	TransactTime	✔	UTCTimestamp
110	MinQty		float	whenMinQtyis present MinQty>0.0
126	ExpireTime		UTCTimestamp
207	SecurityExchange		Exchange
211	PegDifference		float
528	OrderCapacity	✔	OrderCapacity
1724	OrderOrigination	✔	OrderOrigination
2362	SelfMatchPreventionID		int	whenSelfMatchPreventionIDis present SelfMatchPreventionID>=0 and SelfMatchPreventionID<=65535
8015	OrderAttributeTypes	✔	Set(OrderAttributeTypes)
	Parties	✔	Parties (repeating group)
20001	AnalyticsTags		string	whenAnalyticsTagsis present stringLength(AnalyticsTags) <=32
20004	ExpressiveBidURI		string
20009	ExpressiveBidArgument1		string
20010	ExpressiveBidArgument2		string
20011	ExpressiveBidArgument3		string
20012	ExpressiveBidArgument4		string
20028	LegID		int	whenLegIDis present LegID<255
20029	BasketID		string	whenBasketIDis present stringLength(BasketID) <=32

Validations

whenAccountis present

stringLength(Account)

<=32

ClOrdIDis required

and

stringLength(ClOrdID)

and

stringLength(ClOrdID)

<=32

whenExecInstis present

subset(

ExecInst

[MidPricePegNearTouchPegFarTouchPeg]

)

HandlInstis required

OrderQtyis required

and

OrderQty>0.0

OrdTypeis required

whenPriceis present

Price>0.0

Sideis required

TimeInForceis required

TransactTimeis required

whenMinQtyis present

MinQty>0.0

OrderCapacityis required

OrderOriginationis required

whenSelfMatchPreventionIDis present

SelfMatchPreventionID>=0

and

SelfMatchPreventionID<=65535

OrderAttributeTypesis required

Partiesis required

whenAnalyticsTagsis present

stringLength(AnalyticsTags)

<=32

whenLegIDis present

LegID<255

whenBasketIDis present

stringLength(BasketID)

<=32

state.orderEntry.isConnected

when

state.portSettings.dropCopyDisconnect.rejectNew

then

state.orderEntry.isDropCopyConnected

isUnusedClOrdId

(ClOrdID)

isMarketHours

()

when

contains_peg_exec_inst

(ExecInst)

then

OrdTypemust bePegged

and vice versa.

caseIDSource

whenSome idSource

when

Symbolis not present

and

SecurityIDis present

and

idSourceisISINNumber

then

Currencymust be present

and

SecurityExchangemust be present

whenNone

Symbolmust be present

and

SecurityIDmust not be present

isValidSymbol

(Symbol)

when

OrdTypeisLimit

then

Pricemust be present

when

TimeInForceisGoodTillDate

then

ExpireTimemust be present

when

TimeInForceis notGoodTillDate

then

ExpireTimemust not be present

when

TimeInForceis one of

[FillOrKill]

then

MinQtymust not be present

whenMinQtyis present

MinQtymust beOrderQty

isValidExpireTime

(ExpireTime)

whenMinQtyis present

MinQty<=OrderQty

when

PegDifferenceis present

then

contains_peg_exec_inst

(ExecInst)

not

isMaxOrderSizeExceeded

(OrderQty)

validExecInst

(ExecInst)

when

not

state.portSettings.allowExpressiveBidding

then

ExpressiveBidArgument3must not be present

and

ExpressiveBidArgument4must not be present

and

LegIDmust not be present

and

BasketIDmust not be present

9: OrderCancelReject

The order cancel reject message is issued by the broker upon receipt of a cancel request or cancel/replace request message which cannot be honored.

Tag	Name	Required	Type	Validations
1	Account		string	Accountmust bestate.Account
11	ClOrdID	✔	string	ClOrdIDmust bestate.ClOrdID
37	OrderID	✔	string
39	OrdStatus	✔	OrdStatus	OrdStatusmust bestate.OrdStatus
41	OrigClOrdID		string
58	Text		string
102	CxlRejReason	✔	CxlRejReason
434	CxlRejResponseTo	✔	CxlRejResponseTo

Validations

Accountmust bestate.Account

ClOrdIDis required

and

ClOrdIDmust bestate.ClOrdID

OrderIDis required

OrdStatusis required

and

OrdStatusmust bestate.OrdStatus

CxlRejReasonis required

CxlRejResponseTois required

state.orderEntry.isConnected

G: OrderCancelReplaceRequest

The order cancel/replace request is used to change the parameters of an existing order.

Tag	Name	Required	Type	Validations
1	Account		string	whenAccountis present stringLength(Account) >0 and stringLength(Account) <=32
11	ClOrdID	✔	string	stringLength(ClOrdID) >0 and stringLength(ClOrdID) <=32
15	Currency		Currency
18	ExecInst		Set(ExecInst)	ExecInstmust bestate.ExecInst
21	HandlInst	✔	HandlInst
22	IDSource		IDSource
38	OrderQty		float	isLegalModifyQty (OrderQty)
40	OrdType	✔	OrdType	OrdTypemust bestate.OrdType
44	Price		float
48	SecurityID		string
54	Side	✔	Side	Sidemust bestate.Side
55	Symbol		string	Symbolmust bestate.Symbol
59	TimeInForce	✔	TimeInForce	TimeInForcemust bestate.TimeInForce
60	TransactTime	✔	UTCTimestamp
110	MinQty		float	whenMinQtyis present MinQty>0.0
41	OrigClOrdID	✔	string	stringLength(OrigClOrdID) >0 and stringLength(OrigClOrdID) <=32
126	ExpireTime		UTCTimestamp	ExpireTimemust bestate.ExpireTime
211	PegDifference		float
207	SecurityExchange		Exchange
20001	AnalyticsTags		string	whenAnalyticsTagsis present AnalyticsTagsmust bestate.AnalyticsTags
20004	ExpressiveBidURI		string
20009	ExpressiveBidArgument1		string
20010	ExpressiveBidArgument2		string
20011	ExpressiveBidArgument3		string
20012	ExpressiveBidArgument4		string
20028	LegID		int	whenLegIDis present LegIDmust bestate.LegID
20029	BasketID		string	whenBasketIDis present BasketIDmust bestate.BasketID

Validations

whenAccountis present

stringLength(Account)

and

stringLength(Account)

<=32

ClOrdIDis required

and

stringLength(ClOrdID)

and

stringLength(ClOrdID)

<=32

ExecInstmust bestate.ExecInst

HandlInstis required

isLegalModifyQty

(OrderQty)

OrdTypeis required

and

OrdTypemust bestate.OrdType

Sideis required

and

Sidemust bestate.Side

Symbolmust bestate.Symbol

TimeInForceis required

and

TimeInForcemust bestate.TimeInForce

TransactTimeis required

whenMinQtyis present

MinQty>0.0

OrigClOrdIDis required

and

stringLength(OrigClOrdID)

and

stringLength(OrigClOrdID)

<=32

ExpireTimemust bestate.ExpireTime

whenAnalyticsTagsis present

AnalyticsTagsmust bestate.AnalyticsTags

whenLegIDis present

LegIDmust bestate.LegID

whenBasketIDis present

BasketIDmust bestate.BasketID

state.orderEntry.isConnected

isUnusedClOrdId

(ClOrdID)

OrigClOrdIDmust bestate.ClOrdID

isMarketHours

()

isLegalStateForCancelOrModify

(state.OrdStatus)

when

OrdTypeisLimit

then

state.Pricemust be present

whenMinQtyis present

MinQty<=OrderQty

when

PegDifferenceis present

then

contains_peg_exec_inst

(ExecInst)

not

isMaxOrderSizeExceeded

(OrderQty)

caseIDSource

whenSome idSource

when

Symbolis not present

and

SecurityIDis present

and

idSourceisISINNumber

then

Currencymust be present

and

SecurityExchangemust be present

whenNone

Symbolmust be present

and

SecurityIDmust not be present

when

not

state.portSettings.allowExpressiveBidding

then

ExpressiveBidArgument3must not be present

and

ExpressiveBidArgument4must not be present

F: OrderCancelRequest

The order cancel request message requests the cancellation of all of the remaining quantity of an existing order.

Tag	Name	Required	Type	Validations
11	ClOrdID	✔	string	stringLength(ClOrdID) >0 and stringLength(ClOrdID) <=32
15	Currency		Currency
22	IDSource		IDSource
37	OrderID		string	whenOrderIDis present stringLength(OrderID) >0 and stringLength(OrderID) <=32
41	OrigClOrdID		string	whenOrigClOrdIDis present stringLength(OrigClOrdID) >0 and stringLength(OrigClOrdID) <=32
38	OrderQty		float
48	SecurityID		string
54	Side	✔	Side	Sidemust bestate.Side
55	Symbol		string	Symbolmust bestate.Symbol
60	TransactTime	✔	UTCTimestamp
207	SecurityExchange		Exchange
20001	AnalyticsTags		string

Validations

ClOrdIDis required

and

stringLength(ClOrdID)

and

stringLength(ClOrdID)

<=32

whenOrderIDis present

stringLength(OrderID)

and

stringLength(OrderID)

<=32

whenOrigClOrdIDis present

stringLength(OrigClOrdID)

and

stringLength(OrigClOrdID)

<=32

Sideis required

and

Sidemust bestate.Side

Symbolmust bestate.Symbol

TransactTimeis required

state.orderEntry.isConnected

isUnusedClOrdId

(ClOrdID)

isLegalCancelOrder

(OrderID,OrigClOrdID)

isMarketHours

()

isLegalStateForCancelOrModify

(state.OrdStatus)

caseIDSource

whenSome idSource

when

Symbolis not present

and

SecurityIDis present

and

idSourceisISINNumber

then

Currencymust be present

and

SecurityExchangemust be present

whenNone

Symbolmust be present

and

SecurityIDmust not be present

UCC: TradeCancelCorrect

No descriptions found for message with tag UCC

Tag	Name	Required	Type	Validations
11	ClOrdID	✔	string	ClOrdIDmust bestate.ClOrdID
15	Currency		Currency
17	ExecID	✔	string
19	ExecRefID	✔	string
20	ExecTransType	✔	ExecTransType	ExecTransTypemust be one of [CancelCorrect]
22	IDSource		IDSource
30	LastMkt	✔	Exchange
31	LastPx	✔	float
32	LastShares	✔	float
37	OrderID	✔	string	OrderIDmust bestate.OrderID
42	OrigTime	✔	UTCTimestamp
48	SecurityID		string
54	Side	✔	Side	Sidemust bestate.Side
55	Symbol		string	Symbolmust bestate.Symbol
60	TransactTime	✔	UTCTimestamp
207	SecurityExchange		Exchange
9730	TradeLiquidityIndicator	✔	string

Validations

ClOrdIDis required

and

ClOrdIDmust bestate.ClOrdID

ExecIDis required

ExecRefIDis required

ExecTransTypeis required

and

ExecTransTypemust be one of

[CancelCorrect]

LastMktis required

LastPxis required

LastSharesis required

OrderIDis required

and

OrderIDmust bestate.OrderID

OrigTimeis required

Sideis required

and

Sidemust bestate.Side

Symbolmust bestate.Symbol

TransactTimeis required

TradeLiquidityIndicatoris required

state.orderEntry.isConnected

caseIDSource

whenSome idSource

when

Symbolis not present

and

SecurityIDis present

and

idSourceisISINNumber

then

Currencymust be present

and

SecurityExchangemust be present

whenNone

Symbolmust be present

and

SecurityIDmust not be present

OrderEntrymust be one ofstate.portSettings.tradeBustReporting

DropCopymust be one ofstate.portSettings.tradeBustReporting

Fields

Tag	Name	Type	Member of
9730	TradeLiquidityIndicator	string	ExecutionReport TradeCancelCorrect
8015	OrderAttributeTypes	Set(OrderAttributeTypes)	ExecutionReport NewOrderSingle
60	TransactTime	UTCTimestamp	ExecutionReport NewOrderSingle OrderCancelReplaceRequest OrderCancelRequest TradeCancelCorrect
6	AvgPx	float	ExecutionReport
59	TimeInForce	TimeInForce	ExecutionReport NewOrderSingle OrderCancelReplaceRequest
58	Text	string	ExecutionReport OrderCancelReject
55	Symbol	string	ExecutionReport NewOrderSingle OrderCancelReplaceRequest OrderCancelRequest TradeCancelCorrect
54	Side	Side	ExecutionReport NewOrderSingle OrderCancelReplaceRequest OrderCancelRequest TradeCancelCorrect
528	OrderCapacity	OrderCapacity	NewOrderSingle
48	SecurityID	string	ExecutionReport NewOrderSingle OrderCancelReplaceRequest OrderCancelRequest TradeCancelCorrect
44	Price	float	ExecutionReport NewOrderSingle OrderCancelReplaceRequest
434	CxlRejResponseTo	CxlRejResponseTo	OrderCancelReject
42	OrigTime	UTCTimestamp	TradeCancelCorrect
41	OrigClOrdID	string	ExecutionReport OrderCancelReject OrderCancelReplaceRequest OrderCancelRequest
40	OrdType	OrdType	ExecutionReport NewOrderSingle OrderCancelReplaceRequest
39	OrdStatus	OrdStatus	ExecutionReport OrderCancelReject
382	NoContraBrokers	int	ExecutionReport
38	OrderQty	float	ExecutionReport NewOrderSingle OrderCancelReplaceRequest OrderCancelRequest
375	ContraBroker	string	ExecutionReport
37	OrderID	string	ExecutionReport OrderCancelReject OrderCancelRequest TradeCancelCorrect
32	LastShares	float	ExecutionReport TradeCancelCorrect
31	LastPx	float	ExecutionReport TradeCancelCorrect
30	LastMkt	Exchange	ExecutionReport TradeCancelCorrect
2362	SelfMatchPreventionID	int	ExecutionReport NewOrderSingle
22	IDSource	IDSource	ExecutionReport NewOrderSingle OrderCancelReplaceRequest OrderCancelRequest TradeCancelCorrect
211	PegDifference	float	ExecutionReport NewOrderSingle OrderCancelReplaceRequest
21	HandlInst	HandlInst	NewOrderSingle OrderCancelReplaceRequest
207	SecurityExchange	Exchange	ExecutionReport NewOrderSingle OrderCancelReplaceRequest OrderCancelRequest TradeCancelCorrect
20029	BasketID	string	NewOrderSingle OrderCancelReplaceRequest
20028	LegID	int	NewOrderSingle OrderCancelReplaceRequest
20012	ExpressiveBidArgument4	string	NewOrderSingle OrderCancelReplaceRequest
20011	ExpressiveBidArgument3	string	NewOrderSingle OrderCancelReplaceRequest
20010	ExpressiveBidArgument2	string	NewOrderSingle OrderCancelReplaceRequest
20009	ExpressiveBidArgument1	string	NewOrderSingle OrderCancelReplaceRequest
20007	CancelReason	CancelReason	ExecutionReport
20006	AuctionSubID	int	ExecutionReport
20005	AuctionID	int	ExecutionReport
20004	ExpressiveBidURI	string	NewOrderSingle OrderCancelReplaceRequest
20001	AnalyticsTags	string	ExecutionReport NewOrderSingle OrderCancelReplaceRequest OrderCancelRequest
20	ExecTransType	ExecTransType	ExecutionReport TradeCancelCorrect
19	ExecRefID	string	ExecutionReport TradeCancelCorrect
18	ExecInst	Set(ExecInst)	ExecutionReport NewOrderSingle OrderCancelReplaceRequest
1724	OrderOrigination	OrderOrigination	ExecutionReport NewOrderSingle
17	ExecID	string	ExecutionReport TradeCancelCorrect
151	LeavesQty	float	ExecutionReport
150	ExecType	ExecType	ExecutionReport
15	Currency	Currency	ExecutionReport NewOrderSingle OrderCancelReplaceRequest OrderCancelRequest TradeCancelCorrect
14	CumQty	float	ExecutionReport
126	ExpireTime	UTCTimestamp	ExecutionReport NewOrderSingle OrderCancelReplaceRequest
110	MinQty	float	ExecutionReport NewOrderSingle OrderCancelReplaceRequest
11	ClOrdID	string	ExecutionReport NewOrderSingle OrderCancelReject OrderCancelReplaceRequest OrderCancelRequest TradeCancelCorrect
103	OrdRejReason	OrdRejReason	ExecutionReport
102	CxlRejReason	CxlRejReason	OrderCancelReject
1	Account	string	ExecutionReport NewOrderSingle OrderCancelReject OrderCancelReplaceRequest

Enumeration types

CancelReason

Encoding: string

No descriptions found for enumeration type CancelReason

Case	Tag
Unspecified	0
UserInitiated	1
IOC	2
FOK	3
TimeInForce	4
Halt	5
OrderEntryDisconnect	6
DropCopyDisconnect	7

Currency

Encoding: string

three letter code from ISO4217

Case	Tag
EUR	EUR
GBP	GBP
USD	USD
CHF	CHF

CxlRejReason

Encoding: int

Code to identify reason for cancel rejection.

Case	Tag
TooLateToCancel	0
UnknownOrder	1
OrderAlreadyInPendingStatus	3
BrokerOption	2
InvalidExpressiveBidURI	4

CxlRejResponseTo

Encoding: char

Identifies the type of request that a Cancel Reject is in response to.

Case	Tag
OrderCancelRequest	1
OrderCancelReplaceRequest	2

Exchange

Encoding: string

ISO 10383 Market Identifier Code

Case	Tag
OCXL	OCXL
OCXE	OCXE

ExecInst

Encoding: MultipleValueChar

Instructions for order handling on exchange trading floor. If more than one instruction is applicable to an order, this field can contain multiple instructions separated by space.

Case	Tag
MidPricePeg	M
NearTouchPeg	R
FarTouchPeg	P

ExecTransType

Encoding: char

Identifies transaction type

Case	Tag
New	0
Cancel	1
Correct	2
Status	3

ExecType

Encoding: char

Describes the specific ExecutionRpt (i.e. Pending Cancel) while OrdStatus will always identify the current order status (i.e. Partially Filled)

Case	Tag
New	0
PartialFill	1
Fill	2
PendingReplace	E
Replaced	5
PendingCancel	6
Canceled	4
DoneForDay	3
Expired	C
Rejected	8

HandlInst

Encoding: char

Instructions for order handling on Broker trading floor

Case	Tag
AutomatedExecutionNoIntervention	1

IDSource

Encoding: string

Identifies class of alternative SecurityID

Case	Tag
ISINNumber	4
RICCode	5

OrdRejReason

Encoding: int

Code to identify reason for order rejection.

Case	Tag
UnknownSymbol	1
ExchangeClosed	2
OrderExceedsLimit	3
DuplicateOrder	6
BrokerOption	0
InvalidExpressiveBidURI	9

OrdStatus

Encoding: char

Identifies current status of order.

Case	Tag
PendingNew	A
New	0
PartiallyFilled	1
Filled	2
PendingReplace	E
Replaced	5
PendingCancel	6
Canceled	4
Expired	C
Rejected	8

OrdType

Encoding: char

Order type.

Case	Tag
Limit	2
Pegged	P

OrderAttributeTypes

Encoding: MultipleValueInt

No descriptions found for enumeration type OrderAttributeTypes

Case	Tag
LiquidityProvisionActivity	2
AlgorithmicOrder	4

OrderCapacity

Encoding: string

No descriptions found for enumeration type OrderCapacity

Case	Tag
Agency	A
Principal	P
RisklessPrincipal	R

OrderOrigination

Encoding: int

No descriptions found for enumeration type OrderOrigination

Case	Tag
NonDEA	0
DEA	5

PartyIDSource

Encoding: string

No descriptions found for enumeration type PartyIDSource

Case	Tag
ShortCodeIdentifier	P

PartyRole

Encoding: int

No descriptions found for enumeration type PartyRole

Case	Tag
ClientId	3
ExecutingTrader	12
InvestorId	122

PartyRoleQualifier

Encoding: int

No descriptions found for enumeration type PartyRoleQualifier

Case	Tag
NoQualifier	0
Algorithm	22
LEI	23
NaturalPerson	24

Side

Encoding: char

Side of order

Case	Tag
Buy	1
Sell	2

TimeInForce

Encoding: char

Specifies how long the order remains in effect. Absence of this field is interpreted as DAY.

Case	Tag
Day	0
ImmediateOrCancel	3
FillOrKill	4
GoodTillDate	6

auctionCycle

Encoding: string

No descriptions found for enumeration type auctionCycle

Case	Tag
ContinuousOrderManagement
LockedForOptimization
SendingFills

dropCopyType

Encoding: string

No descriptions found for enumeration type dropCopyType

Case	Tag
OrderByOrder	0
OnlyFills	1

session

Encoding: string

No descriptions found for enumeration type session

Case	Tag
PreMarketOrderEntry
RegularMarket
PostMarket
MarketClose

tradeBustReportingType

Encoding: string

No descriptions found for enumeration type tradeBustReportingType

Case	Tag
OrderEntry
DropCopy

Repeating groups

Parties

Tag	Name	Required	Type
453	NoPartyIDs	✔	int
448	PartyID	✔	int
447	PartyIDSource	✔	PartyIDSource
452	PartyRole	✔	PartyRole
2376	PartyRoleQualifier	✔	PartyRoleQualifier