VoluntaryOrderNew

Enter a new Voluntary Market Order into the system.

Metadata

  • Message Type: TransactionMessage
  • Message Number: 1057

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
ClOrdIDString60Client OrderId for FIX Orders.
InstrumentMarketForeign key to InstrumentMarket8
UserForeign key to User8
SideOne of OrderSide1Whether this is a Buy (0) or a Sell (1).
TypeSet of OrderType4
PriceInteger (signed)8The 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.
TotalQuantityInteger (signed)8The 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.
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.
AccountCodeString40The Account for an Order may be specified as a plain-text code using this field. If the field Account is non-zero then AccountCode will be ignored.
TagString50This is the project identifier associated with this Order. It is a plain text string.
ExternalTransactionIdString20This is the identifier of this transaction in the external system that initiated it.
ExpiryDateInteger (signed)4The 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.
ExpiryTimeInteger (signed)4The expiry time of the Order as an integer in the form HHMMSS. Expiry time is always relative to the current trading day. If there is no expiry time for the Order, set to 0. Only applies to Good Till Time orders.
LiveForInteger (unsigned)4If non-zero may be a number of seconds for which the order will remain live, must be less than number of seconds left in trading day.
CurrencyForeign key to Instrument8This is the currency in which this Order is quoted. It should be given as the identifier of a record in the Currency Table.
SettlementCurrencyForeign key to Instrument8This is the currency in which this Order is should be settled. It should be given as the identifier of a record in the Currency Table.
VintageFromInteger (unsigned)4The minimum vintage year that is acceptable for this Order. It should be a 4 digit year.
VintageToInteger (unsigned)4The maximum vintage year that is acceptable for this Order. It must not be less than the VintageFrom field. It should be a 4 digit year.
ProjectTypeForeign key to ProjectType8The project type for the Order. It should be the identifier from a record in the ProjectType table. A value of 0 means blank.
RegionForeign key to Region8The region for the Order. It should be the identifier from a record in the Region table. A value of 0 means blank.
CountryForeign key to Country8The country type for the Order. It should be the identifier from a record in the Country table. A value of 0 means blank.
OrderInfoString140Free-text field for supplementary information that can be entered with the order, which will be displayed in the order book.