OrderLite
Enter a new Order into the system.
- Section: Transactions
- Related Message: OrderLiteReply
Metadata
- Message Type: TransactionMessage
- Message Number: 1102
Inherited fields
| Name | Type | Size (bytes) | Description |
|---|---|---|---|
| MessageType | Integer (unsigned) | 2 | The unique identifier of this message. |
| ClientId | Integer (unsigned) | 4 | The unique identifier of a session with the server, returned in a successful LoginReply message. |
| RequestId | Integer (unsigned) | 4 | Within each session each message must be uniquely identified by this field. It must be monotonically increasing for the duration of the session. |
Fields
| Name | Type | Size (bytes) | Description |
|---|---|---|---|
| ClOrdID | String | 60 | Client OrderId for FIX orders. |
| InstrumentMarket | Foreign key to InstrumentMarket | 8 | The Id of the InstrumentMarket for which the Order is being entered. |
| User | Foreign key to User | 8 | If the Order is being entered on behalf of another User, this is the Id for that User. Otherwise set to 0. |
| Side | One of OrderSide | 1 | Whether this is a Buy (0) or a Sell (1). |
| Type | Set of OrderType | 4 | |
| Price | Integer (signed) | 8 | The price for the 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. |
| TotalQuantity | Integer (signed) | 8 | The total quantity for the 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. |
| HiddenQuantity | Integer (signed) | 8 | The hidden quantity for the Order. This is the part of the total quantity that is initially hidden from the market. The number of decimals is given by the QuantityDecimals of the InstrumentMarket for the Order. |
| Account | Foreign key to Account | 8 | The Id of the Account for the Order. |
| ExpiryDate | Integer (signed) | 4 | The expiry date of the Order as an integer in the form YYYYMMDD. If there is no expiry date for the Order (for a Session, Day or Good Till Time Order), set to 0.Only applies to Good Till Date orders. |
| ExpiryTime | Integer (signed) | 4 | The expiry time of the Order as an integer in the form HHMMSS. If there is no expiry time for the Order, set to 0.Only applies to Good Till Time orders. |
Permissions
Submit New Order Lite
{
instrumentmarket: "test-im",
side: OrderSide.Buy,
type: OrderType.Limit + OrderType.GoodtillCancelled,
price: 100,
totalquantity: 1,
}
Permission Checks
| PermissionAction | Table | Scope | Index |
|---|---|---|---|
| View | InstrumentMarket | Instance | 0 |
| View | Market | Instance | 0 |
| Enter | InstrumentMarket | Instance | 0 |
| View | Market | Instance | 0 |
| AllowBuyOrSell | Market | Instance | 0 |
Test file: OrderLite