Order Entity

Baseline:

NewOrderSingle Message (35=D)

Clients send this message to place a new order on 360X Markets.

Clients need to assign unique ids for each order using ClOrdID.

Tag	Name	Required	Description
11	ClOrdID	Y	Unique identifier for Order as assigned by the buy-side
48	SecurityID	Y	ISIN of the instrument.
22	SecurityIDSource	Y	Required if SecurityID is specified. Always 4 = ISIN
54	Side	Y	Valid values are: 1 = BUY 2 = SELL
44	Price	Y	Limit price
38	OrderQty	Y	Order size in base units
40	OrdType	Y	Valid values 1 = MARKET 2 = LIMIT
59	TimeInForce	N	Valid Values are 0 = DAY 1 = GOOD_TILL_CANCEL 6 = GOOD_TILL_DATE If no value is set then it is considered as GOOD_TILL_CANCEL order
126	ExpireTime	N	Conditionally required if TimeInForce = GTD and ExpireDate is not specified.
1	Account	Y	Account ID in which this order will be created
60	TransactTime	N	Time this order request was initiated/released by the trader, trading system, or intermediary.

When the order is placed successfully, you will receive an execution report with execType of ExecType_NEW.
This message has order id created by 360X system along with order status.

OrderStatusRequest Message (35=H)

This message is used by clients to get the status of placed orders.
Clients need to send the order ID that was received when the order was created using the NewOrderSingle message.

Tag	Name	Required	Description
11	ClOrdID	Y	Unique identifier for the order assigned by the client side during order creation.
790	OrdStatusReqID	Y	ID to uniquely identify the OrderStatusRequest

This will return an execution report with execType of ExecType_ORDER_STATUS.
The report will include the latest order status. Order status can have one of the following values.

Order Status

0 : NEW
1 : PARTIALLY_FILLED
2 : FILLED
4 : CANCELED
8 : REJECTED
C : EXPIRED

OrderCancelReplaceRequest Message (35=G)

This message is used to change the parameters of an existing order. Do not use this message to cancel the remaining quantity of an outstanding order, use the Order Cancel Request message for this purpose.

You can only update the price per quantity and/or quantity of the given order.

This message requires the below tags.

Tag	Name	Required	Description
11	ClOrdID	Y	Unique identifier for Order as assigned by the buy-side
40	OrdType	Y	Valid values 1 = MARKET 2 = LIMIT
44	Price	N	Limit price. Add this tag if you want to update price.
38	OrderQty	N	Order size in base units. Add this tag if you want to update Order quantity.
59	TimeInForce	N	Valid Values are 0 = DAY 1 = GOOD_TILL_CANCEL 6 = GOOD_TILL_DATE If no value is set then it is considered as GOOD_TILL_CANCEL order
126	ExpireTime	N	Conditionally required if TimeInForce = GTD and ExpireDate is not specified.

This will return an execution report message with updated order data.

OrderCancelRequest Message (35=F)

This message is sent by the client to cancel an order.

Tag	Name	Required	Description
11	ClOrdID	Y	Unique identifier for the order assigned by client to identify this change. It can be same as OrigClOrdID or you can create new one.

OrderCancelReject Message (35=9)

This message is used to reject a request for OrderCancelReplaceRequest or OrderCancelRequest messages.

Tag	Name	Required	Description
37	OrderID	Y	Order Id provided by 360X when order was created
11	ClOrdID	Y	Unique identifier for the order assigned by client to identify this change.
41	OrigClOrdID	N	Original unique ID for the order that needs updating.
39	OrdStatus	Y	Describes the current state of Order
434	CxlRejResponseTo	Y	Valid values are 1 = Order Cancel Request 2 = Order Cancel/Replace Request
102	CxlRejReason	N	Code to identify reason for cancel rejection. Valid values are 0 = TOO_LATE_TO_CANCEL 1 = UNKNOWN_ORDER 99 = OTHER
58	Text	N	Additional details about rejection

ExecutionReport Message (35=8)

Execution report is sent when a new order is created, updated, canceled or order status is requested. It has the following details.

Tag	Name	Required	Description
37	OrderID	Y	Order Id
11	ClOrdID	Y	ClOrdID given by client when sending order related events
41	OrigClOrdID	N	Original unique ID for the order
17	ExecID	Y	Unique identifier of execution message as assigned by Fix Server
150	ExecType	Y	Describes the purpose of the execution report. Valid values are 0 = New 4 = Canceled 5 = Replaced I = Order Status
39	OrdStatus	Y	Describes the current state of Order
54	Side	Y	Side for order
38	OrderQty	N	Original Order quantity
48	SecurityID	Y	ISIN of the instrument.
22	SecurityIDSource	Y	Required if SecurityID is specified. Always 4 = ISIN
38	OrderQty	N	Order size in base units. Add this tag if you want to update Order quantity.
44	Price	Y	Limit price
59	TimeInForce	N	Valid Values are 0 = DAY 1 = GOOD_TILL_CANCEL 6 = GOOD_TILL_DATE If no value is set then it is considered as GOOD_TILL_CANCEL order
126	ExpireTime	N	Conditionally required if TimeInForce = GTD and ExpireDate is not specified.
58	Text	N	Additional details about rejection
40	OrdType	N	Valid values 1 = MARKET 2 = LIMIT

NewOrderSingle Message (35=D)#

OrderStatusRequest Message (35=H)#

OrderCancelReplaceRequest Message (35=G)#

OrderCancelRequest Message (35=F)#

OrderCancelReject Message (35=9)#

ExecutionReport Message (35=8)#

NewOrderSingle Message (35=D)

OrderStatusRequest Message (35=H)

OrderCancelReplaceRequest Message (35=G)

OrderCancelRequest Message (35=F)

OrderCancelReject Message (35=9)

ExecutionReport Message (35=8)