Order Entry / Modification

Order Entry / Modify

Order Entry

This message enables the client to enter a order into the system.

Syntax

OrderEntry <InstrumentID> <UnderlyingPrice> <Quantity> <Price> <OrderType> <OrderContingency> <TimeInForce> <Side> <ClipRatio> <StopPrice> <GTDDate> <MaxQuantityShow> <AutoHedge> <Exchange> <TargetExchange> <Trader> <TradeAccountID> [Label]

Example

OrderEntry 1031004 0.0 1 700 LIMIT NONE DAY B 0.0 710 05/06/2010 0 false CBOT NONE optionscity 2

OrderEntry Message Structure

Field Value(s) Repeating Comment Example Values
Header OrderEntry No Fixed header OrderEntry
InstrumentID Long No The InstrumentID 1031004
UnderlyingPrice Double No The underlying price tied to this order 0.0
Quantity Integer No The size of this order 1
Price Double No The price of this order 700
OrderType String No LIMIT, MARKET, CLIP, STOP,STOP_LIMIT or MARKET_LIMIT LIMIT
Order Contingency String No NONE, AON, IOC, OPG, or AUCTION NONE
TimeInForce String No DAY, GTD, GTC, or NONE DAY
Side B,S No B - Buy, S - Sell B
ClipRatio Double No Only used for clip orders and can be zero for other orders 0.0
Stop Trigger Price Double No Only used in stop limit and stop market orders and can be zero for any other order type. 710
GTDDate String No Used only for GTD orders and the format is in MM/DD/YYYY 05/06/2010
Max Quantity Show Integer No Max quantity to show 0
AutoHedge String No true or false false
Exchange String No Exchange of this order CBOT
Target Exchange String No TargetExchange is only needed if the exchange you are sending the order to allows you to route orders to other exchanges. NONE
Trader String No Trader acronym or identifier optionscity
TradeAccountID Integer No Trader account identifier 2
Label String No Optional Data(user-defined, should be unique)  

You will only auto-hedge an order if you specify true for AutoHedge and you have a hedge mission enabled that covers the instrument for which you are placing an order.

Order Modify

This message will allow the client to modify an order that has already been entered into the system.

Syntax

OrderModify <OrderID> <Price> <Quantity>

Example

OrderModify 5633345 35.20 50