Trade Entry / Modification

Trade Entry

This message will allow the client to enter a trade into the system. All clients connected to Metro will receive notification of the trade and any position management/monitoring tool will reflect this updated position.

Syntax

TradeEntry <InstrumentID> <Side> <Price> <Quantity> [ TradeDateTime || @servertime ] <Exchange> <Trader> <TradeAccountID> <ContraParty> [Label]

Example

TradeEntry 1005003 B 35.20 50 8/12/2008-10:25:56 CME AAA 1 ABJ

TradeEntry Message Structure

Field Value(s) Repeating Comment Example Values
Header TradeEntry No Fixed header TradeEntry
InstrumentID Long No The InstrumentID 1005003
Side B,S No B = Buy; S = Sell B
Price Double No Trade price 35.20
Quantity Integer No Trade quantity 50
TradeDateTime String No Date and time of trade or @servertime to use current time. 8/12/2008-10:25:56
Exchange String No Exchange of this trade CME
Trader String No Trader acronym or identifier AAA
TradeAccountID Integer No Trader account identfier 1
ContraParty String No Acronym of trading counterpart ABJ
Label String No Optional Data (user-defined, should be unique)  

Trade Modify

This message will allow the client to modify a trade that has already been entered into the system. All clients connected to Metro will receive notification of the trade and any position management/monitoring tool will reflect this updated position.

Modifying Trade Side

In order to modify the side (Buy/Sell) of a trade, the quantity must have a "-" sign attached. For example, an existing sell trade must be modified with a negative quantity to become a buy trade.

Syntax

TradeModify <TradeID> <Price> <Quantity> <TradeAccountID>

Example

TradeModify 5633345 35.20 50 1

Trade Delete

This message will allow the client to delete a trade that has already been entered into the system. All clients connected to the City will receive notification of the trade and any position management/monitoring tool will reflect this updated position.

Syntax

TradeDelete <TradeID>

Example

TradeDelete 5633345