BulkOrderNew

Enter a new batch of Orders into the system, which will be grouped in a blotter.

Metadata

  • Message Type: TransactionMessage
  • Message Number: 1128

Inherited fields

NameTypeSize (bytes)Description
MessageTypeInteger (unsigned)2The unique identifier of this message.
ClientIdInteger (unsigned)4The unique identifier of a session with the server, returned in a successful LoginReply message.
RequestIdInteger (unsigned)4Within each session each message must be uniquely identified by this field. It must be monotonically increasing for the duration of the session.

Fields

NameTypeSize (bytes)Description
InstrumentMarketForeign key to InstrumentMarket8The Id of the InstrumentMarket for which the Order is being entered.
UserForeign key to User8If the Order is being entered on behalf of another User, this is the Id for that User. Otherwise set to 0.
SideOne of OrderSide1Whether this is a Buy (0) or a Sell (1).
ClOrdIDs_countInteger (unsigned)2Count of following field
ClOrdIDsString60The Client OrderId of each order for FIX orders.
Prices_countInteger (unsigned)2Count of following field
PricesInteger (signed)8The price for each Order. It is entered as an integer with the decimal places implied. The number of decimals is given by the PriceDecimals of the InstrumentMarket for the Order.
TotalQuantities_countInteger (unsigned)2Count of following field
TotalQuantitiesInteger (signed)8The total quantity of each Order. This is the absolute size of the Order inclusive of any hidden quantity. It is entered as an integer with the decimal places implied. The number of decimals is given by the QuantityDecimals of the InstrumentMarket for the Order.
AccountForeign key to Account8The Account for an Order is optional and may be specified either as an Id if Accounts are being maintained in the Matching Engine (using this field) or as a text code. This field is used if Account is specified as an Id, or set to 0 if not used.