Order State and ExecutionThe Execution Report message (MsgType=8) is used by the T4 FIX API to electronically notify execution events and order state changes. The following areas are covered by the T4 FIX API Execution Reports:
* Confirm the receipt of an order.
* Confirm changes to an existing order (i.e. accept, cancel requests and cancel replace requests).
* Relay order status changes.
* Relay trade information of working orders.
* Relay position update information.
* Relay Rejection of orders.
The ExecType (Tag 150) identifies the type of Execution Report. All reports are labeled with a distinct alphanumeric identifier (ExecId: Tag 17). The OrdStatus field (Tag 39) indicates the instantaneous state of the order at the time the Execution Report was generated. Multiple Execution Reports can be received as a result of order submittal through the messages:
New Order Single (MsgType=D),
Cancel Replace Request (MsgType=G),
Order Cancel Request (MsgType=F),
New Order List (MsgType=E) and
List Cancel Request (MsgType=K) . Order state changes at the Exchange (e.g. matching trades) also result in Execution Reports. MultiLeg securities spawn execution reports for their individual legs.
The Execution Report is used for all CTS strategy types including outright futures, futures options, spreads and multileg strategies. The instrument identification is achieved with the following tags: Tag 48 (SecurityID), Tag 55 (Symbol) and Tag 207 (SecurityExchange). Options orders include the Strike Price (Tag 202) and the PutOrCall indicator (Tag 201).
From the client's perspective, orders are identified with ClOrdId (Tag 11) and OrigClOrdId (Tag 41). Server-side order identification is pinpointed with OrderId (Tag 37). The CTS-generated OrderId (Tag 37) is guaranteed to be
unique across all trading sessions.
Order State SequenceDepending on market interactions, the T4 FIX API can provide verbose reporting of all phases of order lifetime as shown in the following sequence:
1. Order Risk Assessment
2. Order Suspension within CTS (for appropriate order types)
3. Order Activation within CTS (for appropriate order types)
4. Order Trigger within CTS (for appropriate order types)
5. Order Submittal to the Exchange
6. Order Acceptance by the Exchange (Broker Accept)
7. Order Execution by the Exchange
Pending ExecutionsThe Pending New (Tag 150=A), Pending Replace (Tag 150=E) and Pending Cancel (Tag 150=6) execution reports carry intermediary order state changes. Suspension/Activation (Tag 150=9) reflect internal CTS operations for
Special Order Types. Where possible, the Text field (Tag 58) is annotated to provide further details on the Pending report. Non-Pending reports (Tag 150=0=New, Tag 150=5=Replaced and Tag 150=4=Canceled) indicate the success of order acceptance by the exchange. Note that Pending Reports are observed in Phase 1 to Phase 4 of the above order state sequence. Pending reports are only available under verbose reporting with the exception of
Special Order Types for which they are always generated. Verbose reporting can be controlled by the user via the appropriate
Logon message parameter (RefMsgTyp=Tag 372).
Default ReportingTo minimize outbound message traffic to the client, the T4 FIX API defaults to the minimum number of execution reports needed to describe order state. For instance, although an additional Pending-New report may be generated, a successful response to a limit New Order Single message is defaulted to just a single (Broker Accept) execution report (Tag 150=0=New). Due to the trading dynamics of Special Order Types, verbose reporting is required to fully describe order state. This applies to Activation Orders, OCO's, Auto-OCO's, Queue Orders, Join Orders, etc. In these cases, orders may be suspended (i.e. held), activated or triggered for submission. These intermediary order states are described with the Pending-New (Tag 39=A) and Suspended (Tag 39=9) order states.
UnSolicited ReportsOnce connected to the T4 FIX API, the user will automatically receive execution reports associated with order submittal, order state change (including market trades), order cancelation and amendments. Orders sent, amended or canceled from an external non-FIX-API connection will also result in unsolicited execution reports on the T4 FIX session. Similarly, if the connected user is subscribed to the same account, non-T4-FIX-API applications can also receive executions driven from the T4 FIX API. This feature allows the
CTS T4 Desktop front-end to be used as a real-time Administration and Monitoring Console of T4 FIX API traffic. Similarly, the T4 FIX session can be used as a (real time) FIX Drop Copy source for other CTS connections.
Overnight position updates (a.k.a. Overnight-Positions) are also reported asynchronously and are differentiated with the ExecTransType field (Tag 20) equal to zero . To further differentiate, Overnight Position Reports (as well BackOffice and Pit) have the PossResend set (Tag 97=Y). Unsolicited Account Updates and Account Position updates are also generated from the T4 FIX API as
Collateral Reports.
Execution Identifiers (ExecID) StructureThe structure of the ExecID (Tag 17) value is herein provided for information only. It is recommended
not to rely on the structure of the ExecID value as it may occasionally change. FIX clients are strongly encouraged to maintain their own book management to match all execution reports sent by the T4 FIX API.
The T4 FIX API provides all execution reports with an ExecID (Tag 17). Per the FIX protocol, the ExecID identifier is unique for the duration of the FIX session. Execution reports re-transmitted with the same ExecID represent the same transaction. Such execution reports are labeled as PossResend (Tag 97=Y).
The ExecID structure may be of importance for some implementations; specifically to distinguish trade reports received under re-connection. Execution IDs values are a combination of sub-fields separated by periods ("." or "_").
Trade ExecID values are currently structured with the following sub-fields:
OrderID_TradeSequenceNumber_T (For Trades)
OrderID_LegTradeSequenceNumber_TL (For Leg Trades)
Status ExecID values are currently structured with the following sub-fields:
OrderID_SequenceNumber_F (For OrderUpdateFailed)
OrderID_SequenceNumber_S (For OrderUpdateStatus)
OrderID_SequenceNumber_U (For OrderUpdate)
OrderID_SequenceNumber_H (For OrderHistory)
Overnight Positions (ExecTransType: Tag 20=0) may be aggregated (as a result of multiple orders in the same market) and do not carry previous session ExecIDs (Tag 17), OrderIDs (Tag 37) and ClOrdIDs (Tag 11).
Message Dictionary| Tag | Field Name | Req'd | Comments |
|---|
| Standard Header | Y | MsgType = 8 |
| 1 | Account | Y | Account (code) for which the execution applies. |
| 11 | ClOrdID | Y | Client-Side unique identifier for the order associated with this message. Must be unique. |
| 66 | ListID | N | Unique (client-side) common identifier among all the components of Batch orders (e.g. OCO and AutoOCO). |
| 41 | OrigClOrdID | N | Original (Client-Side) ClOrdID of a previous order being canceled or cancel-replaced. (NOT the initial order of the chain). |
| 37 | OrderId | N | Unique identifier (as assigned by T4 API servers) of the corresponding order. OrderId uniqueness is guaranteed across all trading sessions regardless of the order origin. A new unique OrderId is auto-generated for Overnight Position reports. |
| 48 | SecurityID | Y | Security identifier. This is the T4 Market ID. |
| 55 | Symbol | Y | Symbol. This is the T4 Contract ID. |
| 207 | SecurityExchange | Y | Exchange at which the security trades. This is the T4 Exchange ID. |
| 167 | SecurityType | Y | Instrument type. Futures="FUT", Options="OPT", Stock="STK", Synthetic="SYN", Binary Option="BIN" |
| 201 | PutOrCall | N | For Options. Indicates whether an Option is for a Put or Call. Valid values are: |
| | | 0 = Put |
| | | 1 = Call |
| 202 | StrikePrice | N | For Options. Indicates the Strike Price of the Option. |
| 54 | Side | Y | Side of the market. Valid values are: |
| | | 0 = None (used for Flatten orders) |
| | | 1 = Buy |
| | | 2 = Sell |
| 38 | OrderQty | Y | The total number of contracts requested to be executed. "0" (zero) OrderQty indicates Flatten orders. Overnight Position execution reports also show OrderQty equals "0" (zero). |
| 210 | MaxShow | N | Maximum quantity of order contracts shown to other market participants. Only supported by certain exchanges. |
| 40 | OrdType | N | Order Type (in reference to Price). Refer to T4 User Guide for details on Special Order Types. The valid order type values are: |
| | | 1 = Market |
| | | 2 = Limit |
| | | 3 = Stop |
| | | 4 = Stop-Limit |
| | | J = Market If Touched |
| | | O = Overnight |
| | | I = Import |
| | | B = Backoffice |
| | | T = Pit |
| | | F = Flatten |
| | | N = Join |
| | | H = Hit |
| | | R = RFQ |
| 44 | Price | N | Order Price. Required for Limit, Stop-Limit and Market-if-Touched order types. Auto OCO: Value relative from the Trigger Price (Tag 10101). |
| 99 | StopPx | N | Stop Order Price. Required for Stops and Stop-Limit order types. Auto OCO: Value relative from the Trigger Price (Tag 10101). Negative value is allowed. |
| 31 | LastPx | N | Price of this fill. |
| 32 | LastQty/LastShares | N | Quantity of contracts (bought or sold) on this fill. |
| 14 | CumQty | N | The current total quantity of contracts (bought or sold) at the time of this fill. |
| 151 | LeavesQty | N | Quantity of contracts still open for further execution. |
| 59 | TimeInForce | Y | Specifies how long the order remains in effect. Valid values are: |
| | | 0 = Day |
| | | 1 = Good Til Cancel |
| | | 3 = Immediate Or Cancel |
| | | 4 = Fill Or Kill |
| 200 | MaturityMonthYear | N | Time Maturity of the Security. Specified in the format YYYYMM (e.g. 201212) |
| 60 | TransactTime | N | Time the order was requested for. Specified in UTC form. |
| 21 | HandlInst | N | Instructions for order handling on Broker trading floor. Valid values are: |
| | | 1 = Automated Execution. No Intervention. |
| | | 2 = Automated Execution. Intervention OK. |
| | | 3 = Manual Order. |
| 204 | CustomerOrFirm | N | Indicator if the order is for a customer or the firm placing the order itself. Valid values are: |
| | | 0 = Customer |
| | | 1 = Firm |
| 77 | OpenClose | N | Indicates whether the resulting position (after a trade) should be an opening position or closing position. Valid values are: |
| | | O = Open |
| | | C = Close |
| 912 | LastReportRequested | N | Indicator whether this report is the last in the series. Valid values are: |
| | | Y = Yes |
| | | N = No |
| 58 | Text | N | Free form Text. Relays further information on intermediary order states, order rejection conditions and user notifications. |
| 20 | ExecTransType | N | Execution transaction type. Valid values are: |
| | | 0 = Overnight Position |
| | | 2 = BackOffice Position |
| | | 3 = Pit Position |
| 107 | SecurityDesc | N | Description of the specified Security ID (Tag 48) |
| 1028 | ManualOrderIndicator | N | Indicates if the order was sent Manually (i.e. order action is immediate from a human). Valid values are: |
| | | Y = Order was entered Manually |
| | | N = Order was entered by an Automated System, Program or Algorithm |
| 1385 | Contingency Type | N | Indicates the type of multiple-order dependency for OCO. Refer to T4 User Guide for details on OCO orders. The valid values are: |
| | | 1 = OCO |
| | | 2 = Auto OCO (differential OCO prices) |
| | | 3 = Spark |
| | | 7 = Auto OCO_P (absolute OCO prices) |
| | | 8 = Auto OCOM (Multiple Exits with differential OCO prices) |
| | | 9 = Auto OCOM_P (Multiple Exits with absolute OCO prices) |
| 10100 | TrailingDelta | N | Price amount by which a Stop order will trail the current market. Only used for Trailing Stops. |
| 10101 | TriggerPrice | N | The Price at which the order will trigger the submittal of an OCO. Only used for Auto OCO. |
| 10104 | TriggerStop | N | The Stop Price at which the order will trigger the submittal of an OCO. Only used for Auto OCO. |
| 10105 | TriggerStopTrail | N | Trail of Stop Price for which the order will trigger the submittal of an OCO. Only used for Auto OCO. |
| 10102 | ActivationType | N | Type of Activation order. Refer to T4 User Guide for details on Activation Orders. The valid values are: |
| | | 1 = Immediate |
| | | 2 = At Or Above Trade Price |
| | | 3 = At Or Below Trade Price |
| | | 4 = On Market Mode |
| | | 5 = At or After Time |
| | | 6 = Queue |
| 10103 | ActivationValue | N | Condition associated with Activation Type. Multiple values are delineated by a colon (";"). Refer to T4 API Guide for Activation Value rules. |
| 17 | ExecId | Y | Unique identifier of this execution message as assigned by the T4 FIX API. |
| 150 | ExecType | Y | Type of Execution Report. The valid values are: |
| | | 0 = New |
| | | 3 = Done For the Day |
| | | 4 = Canceled |
| | | 5 = Replace |
| | | 6 = Pending Cancel |
| | | 7 = Stopped |
| | | 8 = Rejected |
| | | 9 = Suspended |
| | | A = Pending New |
| | | B = Calculated |
| | | C = Expired |
| | | D = Restated |
| | | E = Pending Replace |
| | | F = Trade |
| | | G = Trade Correct |
| | | H = Trade Cancel |
| | | I = Order Status |
| 39 | OrdStatus | Y | Status of the order associated with this report. The valid values are: |
| | | 0 = New |
| | | 1 = Partially Filled |
| | | 2 = Filled |
| | | 3 = Done For the Day |
| | | 4 = Canceled |
| | | 5 = Replaced |
| | | 6 = Pending Cancel |
| | | 7 = Stopped |
| | | 8 = Rejected |
| | | 9 = Suspended |
| | | A = Pending New |
| | | B = Calculated |
| | | C = Expired |
| | | E = Pending Replace |
| | | X = Undetermined |
| | | U = Unknown |
| 337 | ContraTrader | N | Order Execution Trader |
| 375 | ContraBroker | N | Order Execution Broker |
| 442 | MultiLegReportingType | N | MultiLeg indicator for this execution report. The valid values are: |
| | | 1 = Single Leg Security (Default if not specified) |
| | | 2 = Individual Leg of MultiLeg Security |
| | | 3 = MultiLeg Security |
| 103 | OrdRejReason | N | Reason for order Rejection |
| 584 | MassStatusReqID | N | Collateral Inquiry RequestID (Tag 909=CollInquiryID) associated with this execution report response. Order Status Request Client ID (Tag 109) associated with this execution report response. Counterpart in Order Mass Status Request message. |
| 198 | SecondaryOrderID | N | Secondary Order ID. This field contains the 'Tag' value if one was specified via T4API or our desktop frontend. |
| 526 | SecondaryClOrdID | N | Secondary ClOrdID. This field contains the first and most recent ClOrdId values sent to the exchange, if any. Format is 'First:Last' |
| 453 | NoPartyIDs | N | Number of Party repeating groups. |
| =448 | PartyID | C | Value dependent on the settings in PartyIDSource / PartyRole. |
| =447 | PartyIDSource | C | The source of the party. Values are: |
| | | D = Proprietary / Custom code. Corresponding PartyID field contains the T4 username of the person that submitted or last modified this order if it is different from the TargetSubID value. |
| =452 | PartyRole | C | The role of the party. Values are: |
| | | 44 = Order Entry Operator ID. Corresponding PartyID field contains the T4 username of the person that submitted or last modified this order if it is different from the TargetSubID value. |
| | Standard Trailer | Y |
Sample MessagesNew Order: Submitted to the Market34=9|49=T4Example|56=T4|50=TradeName|52=20130709-22:30:54.762|1=Account1|11=fn-635089878547629169|48=CME_20130900_ESU3|55=ES|207=CME_Eq|54=2|38=40|40=2|44=164025|59=0|167=FUT|21=1|60=20130709-22:30:54.762|204=0|
[MsgSeqNum] 34 = 9
[SenderCompID] 49 = T4Example
[TargetCompID] 56 = T4
[SenderSubID] 50 = TradeName
[SendingTime] 52 = 20130709-22:30:54.762
[Account] 1 = Account1
[ClOrdID] 11 = fn-635089878547629169
[SecurityID] 48 = CME_20130900_ESU3
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[Side] 54 = 2 (SELL)
[OrderQty] 38 = 40
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 164025
[TimeInForce] 59 = 0 (DAY)
[SecurityType] 167 = FUT (FUTURE)
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[TransactTime] 60 = 20130709-22:30:54.762
[CustomerOrFirm] 204 = 0 (CUSTOMER)
Execution Report: Order is Working34=267|49=T4|56=T4Example|50=T4FIX|52=20130709-22:30:54.794|143=US,IL|1=Account1|11=fn-635089878547629169|17=0.6.1.48024.6481305817_ESU3.635089878581150000.601A5E7B|150=0|37=601A5E7B-8140-478A-AB45-E4916AC8CF3B|39=0|48=CME_20130900_ESU3|55=ES|207=CME_Eq|200=201309|59=0|107=E-mini S&P 500 Sep13|54=2|167=FUT|38=40|40=2|44=164025|60=20130709-22:30:58.115|21=1|204=0|
[MsgSeqNum] 34 = 267
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130709-22:30:54.794
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = fn-635089878547629169
[ExecID] 17 = 0.6.1.48024.6481305817_ESU3.635089878581150000.601A5E7B
[ExecType] 150 = 0 (NEW)
[OrderID] 37 = 601A5E7B-8140-478A-AB45-E4916AC8CF3B
[OrdStatus] 39 = 0 (NEW)
[SecurityID] 48 = CME_20130900_ESU3
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201309
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Sep13
[Side] 54 = 2 (SELL)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 40
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 164025
[TransactTime] 60 = 20130709-22:30:58.115
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
Execution Reports: Order is filled with multiple trades
34=269|49=T4|56=T4Example|50=T4FIX|52=20130709-22:30:54.934|143=US,IL|1=Account1|11=fn-635089878547629169|17=1.1.64272:M:132407TN0000685.635089878581150000.601A5E7B|150=F|37=601A5E7B-8140-478A-AB45-E4916AC8CF3B|39=1|48=CME_20130900_ESU3|55=ES|207=CME_Eq|200=201309|59=0|107=E-mini S&P 500 Sep13|54=2|167=FUT|38=40|40=2|44=164025|31=164175|32=1|14=1|151=39|60=20130709-22:30:58.090|21=1|204=0|337=TRADE|375=CME000A|
[MsgSeqNum] 34 = 269
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130709-22:30:54.934
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = fn-635089878547629169
[ExecID] 17 = 1.1.64272:M:132407TN0000685.635089878581150000.601A5E7B
[ExecType] 150 = F
[OrderID] 37 = 601A5E7B-8140-478A-AB45-E4916AC8CF3B
[OrdStatus] 39 = 1 (PARTIALLY_FILLED)
[SecurityID] 48 = CME_20130900_ESU3
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201309
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Sep13
[Side] 54 = 2 (SELL)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 40
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 164025
[LastPx] 31 = 164175
[LastShares] 32 = 1
[CumQty] 14 = 1
[LeavesQty] 151 = 39
[TransactTime] 60 = 20130709-22:30:58.090
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContraTrader] 337 = TRADE
[ContraBroker] 375 = CME000A
34=270|49=T4|56=T4Example|50=T4FIX|52=20130709-22:30:54.934|143=US,IL|1=Account1|11=fn-635089878547629169|17=2.1.64272:M:132409TN0000686.635089878581150000.601A5E7B|150=F|37=601A5E7B-8140-478A-AB45-E4916AC8CF3B|39=1|48=CME_20130900_ESU3|55=ES|207=CME_Eq|200=201309|59=0|107=E-mini S&P 500 Sep13|54=2|167=FUT|38=40|40=2|44=164025|31=164150|32=1|14=2|151=38|60=20130709-22:30:58.090|21=1|204=0|337=TRADE|375=CME000A|
[09-Jul-2013] 17:30:54.9504187
[MsgSeqNum] 34 = 270
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130709-22:30:54.934
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = fn-635089878547629169
[ExecID] 17 = 2.1.64272:M:132409TN0000686.635089878581150000.601A5E7B
[ExecType] 150 = F
[OrderID] 37 = 601A5E7B-8140-478A-AB45-E4916AC8CF3B
[OrdStatus] 39 = 1 (PARTIALLY_FILLED)
[SecurityID] 48 = CME_20130900_ESU3
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201309
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Sep13
[Side] 54 = 2 (SELL)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 40
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 164025
[LastPx] 31 = 164150
[LastShares] 32 = 1
[CumQty] 14 = 2
[LeavesQty] 151 = 38
[TransactTime] 60 = 20130709-22:30:58.090
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContraTrader] 337 = TRADE
[ContraBroker] 375 = CME000A
34=275|49=T4|56=T4Example|50=T4FIX|52=20130709-22:30:56.872|143=US,IL|1=Account1|11=fn-635089878547629169|17=3.5.64272:M:132423TN0000692.635089878601540000.601A5E7B|150=F|37=601A5E7B-8140-478A-AB45-E4916AC8CF3B|39=1|48=CME_20130900_ESU3|55=ES|207=CME_Eq|200=201309|59=0|107=E-mini S&P 500 Sep13|54=2|167=FUT|38=40|40=2|44=164025|31=164025|32=5|14=7|151=33|60=20130709-22:30:59.980|21=1|204=0|337=TRADE|375=CME000A|
[MsgSeqNum] 34 = 275
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130709-22:30:56.872
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = fn-635089878547629169
[ExecID] 17 = 3.5.64272:M:132423TN0000692.635089878601540000.601A5E7B
[ExecType] 150 = F
[OrderID] 37 = 601A5E7B-8140-478A-AB45-E4916AC8CF3B
[OrdStatus] 39 = 1 (PARTIALLY_FILLED)
[SecurityID] 48 = CME_20130900_ESU3
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201309
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Sep13
[Side] 54 = 2 (SELL)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 40
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 164025
[LastPx] 31 = 164025
[LastShares] 32 = 5
[CumQty] 14 = 7
[LeavesQty] 151 = 33
[TransactTime] 60 = 20130709-22:30:59.980
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContraTrader] 337 = TRADE
[ContraBroker] 375 = CME000A
34=279|49=T4|56=T4Example|50=T4FIX|52=20130709-22:30:57.841|143=US,IL|1=Account1|11=fn-635089878547629169|17=4.1.64272:M:132425TN0000693.635089878611550000.601A5E7B|150=F|37=601A5E7B-8140-478A-AB45-E4916AC8CF3B|39=1|48=CME_20130900_ESU3|55=ES|207=CME_Eq|200=201309|59=0|107=E-mini S&P 500 Sep13|54=2|167=FUT|38=40|40=2|44=164025|31=164025|32=1|14=8|151=32|60=20130709-22:31:00.996|21=1|204=0|337=TRADE|375=CME000A|
[09-Jul-2013] 17:30:57.8411468
[MsgSeqNum] 34 = 279
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130709-22:30:57.841
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = fn-635089878547629169
[ExecID] 17 = 4.1.64272:M:132425TN0000693.635089878611550000.601A5E7B
[ExecType] 150 = F
[OrderID] 37 = 601A5E7B-8140-478A-AB45-E4916AC8CF3B
[OrdStatus] 39 = 1 (PARTIALLY_FILLED)
[SecurityID] 48 = CME_20130900_ESU3
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201309
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Sep13
[Side] 54 = 2 (SELL)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 40
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 164025
[LastPx] 31 = 164025
[LastShares] 32 = 1
[CumQty] 14 = 8
[LeavesQty] 151 = 32
[TransactTime] 60 = 20130709-22:31:00.996
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContraTrader] 337 = TRADE
[ContraBroker] 375 = CME000A
34=282|49=T4|56=T4Example|50=T4FIX|52=20130709-22:30:58.841|143=US,IL|1=Account1|11=fn-635089878547629169|17=5.1.64272:M:132427TN0000694.635089878621560000.601A5E7B|150=F|37=601A5E7B-8140-478A-AB45-E4916AC8CF3B|39=1|48=CME_20130900_ESU3|55=ES|207=CME_Eq|200=201309|59=0|107=E-mini S&P 500 Sep13|54=2|167=FUT|38=40|40=2|44=164025|31=164025|32=1|14=9|151=31|60=20130709-22:31:01.996|21=1|204=0|337=TRADE|375=CME000A|
[MsgSeqNum] 34 = 282
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130709-22:30:58.841
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = fn-635089878547629169
[ExecID] 17 = 5.1.64272:M:132427TN0000694.635089878621560000.601A5E7B
[ExecType] 150 = F
[OrderID] 37 = 601A5E7B-8140-478A-AB45-E4916AC8CF3B
[OrdStatus] 39 = 1 (PARTIALLY_FILLED)
[SecurityID] 48 = CME_20130900_ESU3
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201309
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Sep13
[Side] 54 = 2 (SELL)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 40
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 164025
[LastPx] 31 = 164025
[LastShares] 32 = 1
[CumQty] 14 = 9
[LeavesQty] 151 = 31
[TransactTime] 60 = 20130709-22:31:01.996
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContraTrader] 337 = TRADE
[ContraBroker] 375 = CME000A
34=283|49=T4|56=T4Example|50=T4FIX|52=20130709-22:30:59.169|143=US,IL|1=Account1|11=fn-635089878547629169|17=6.3.64272:M:132429TN0000695.635089878624900000.601A5E7B|150=F|37=601A5E7B-8140-478A-AB45-E4916AC8CF3B|39=1|48=CME_20130900_ESU3|55=ES|207=CME_Eq|200=201309|59=0|107=E-mini S&P 500 Sep13|54=2|167=FUT|38=40|40=2|44=164025|31=164025|32=3|14=12|151=28|60=20130709-22:31:02.324|21=1|204=0|337=TRADE|375=CME000A|
[MsgSeqNum] 34 = 283
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130709-22:30:59.169
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = fn-635089878547629169
[ExecID] 17 = 6.3.64272:M:132429TN0000695.635089878624900000.601A5E7B
[ExecType] 150 = F
[OrderID] 37 = 601A5E7B-8140-478A-AB45-E4916AC8CF3B
[OrdStatus] 39 = 1 (PARTIALLY_FILLED)
[SecurityID] 48 = CME_20130900_ESU3
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201309
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Sep13
[Side] 54 = 2 (SELL)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 40
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 164025
[LastPx] 31 = 164025
[LastShares] 32 = 3
[CumQty] 14 = 12
[LeavesQty] 151 = 28
[TransactTime] 60 = 20130709-22:31:02.324
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContraTrader] 337 = TRADE
[ContraBroker] 375 = CME000A
34=286|49=T4|56=T4Example|50=T4FIX|52=20130709-22:31:00.513|143=US,IL|1=Account1|11=fn-635089878547629169|17=7.10.64272:M:132431TN0000696.635089878638250000.601A5E7B|150=F|37=601A5E7B-8140-478A-AB45-E4916AC8CF3B|39=1|48=CME_20130900_ESU3|55=ES|207=CME_Eq|200=201309|59=0|107=E-mini S&P 500 Sep13|54=2|167=FUT|38=40|40=2|44=164025|31=164025|32=10|14=22|151=18|60=20130709-22:31:03.652|21=1|204=0|337=TRADE|375=CME000A|
[09-Jul-2013] 17:31:00.5130906
[MsgSeqNum] 34 = 286
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130709-22:31:00.513
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = fn-635089878547629169
[ExecID] 17 = 7.10.64272:M:132431TN0000696.635089878638250000.601A5E7B
[ExecType] 150 = F
[OrderID] 37 = 601A5E7B-8140-478A-AB45-E4916AC8CF3B
[OrdStatus] 39 = 1 (PARTIALLY_FILLED)
[SecurityID] 48 = CME_20130900_ESU3
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201309
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Sep13
[Side] 54 = 2 (SELL)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 40
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 164025
[LastPx] 31 = 164025
[LastShares] 32 = 10
[CumQty] 14 = 22
[LeavesQty] 151 = 18
[TransactTime] 60 = 20130709-22:31:03.652
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContraTrader] 337 = TRADE
[ContraBroker] 375 = CME000A
34=289|49=T4|56=T4Example|50=T4FIX|52=20130709-22:31:00.841|143=US,IL|1=Account1|11=fn-635089878547629169|17=8.18.64272:M:132433TN0000697.635089878641580000.601A5E7B|150=F|37=601A5E7B-8140-478A-AB45-E4916AC8CF3B|39=2|48=CME_20130900_ESU3|55=ES|207=CME_Eq|200=201309|59=0|107=E-mini S&P 500 Sep13|54=2|167=FUT|38=40|40=2|44=164025|31=164025|32=18|14=40|151=0|60=20130709-22:31:03.996|21=1|204=0|337=TRADE|375=CME000A|
[MsgSeqNum] 34 = 289
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130709-22:31:00.841
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = fn-635089878547629169
[ExecID] 17 = 8.18.64272:M:132433TN0000697.635089878641580000.601A5E7B
[ExecType] 150 = F
[OrderID] 37 = 601A5E7B-8140-478A-AB45-E4916AC8CF3B
[OrdStatus] 39 = 2 (FILLED)
[SecurityID] 48 = CME_20130900_ESU3
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201309
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Sep13
[Side] 54 = 2 (SELL)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 40
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 164025
[LastPx] 31 = 164025
[LastShares] 32 = 18
[CumQty] 14 = 40
[LeavesQty] 151 = 0
[TransactTime] 60 = 20130709-22:31:03.996
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContraTrader] 337 = TRADE
[ContraBroker] 375 = CME000A
FIX API Home Page.Site Search 360 Error: There is no input element for the searchBoxSelector "#searchBox". Please update your ss360Config object.
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