NotionalOrderNew

Enter a new Notional Order into the system, which will be grouped in a blotter because it is multi-legged order.

Metadata

  • Message Type: TransactionMessage
  • Message Number: 1140

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).
ImpliedPrices_countInteger (unsigned)2Count of following field
ImpliedPricesInteger (signed)8The implied price for each order leg. This is optional. It is entered as an integer with decimal places implied. The number of decimals is given by PriceDecimals of the InstrumentMarket for the Order.
ImpliedValues_countInteger (unsigned)2Count of following field
ImpliedValuesInteger (signed)8The implied valuation for each order leg. It is entered as an integer with the decimal places implied. The number of decimals is given by ImpliedValueDecimals of the InstrumentMarket for the Order.
Values_countInteger (unsigned)2Count of following field
ValuesInteger (signed)8The order value that the user is intending to execute based on the implied value of the company. It is entered as an integer with the decimal places implied. The number of decimals is given by the ValueDecimals 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.