Page History: Order Status Request
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Page Revision: 2012/12/18 18:08
Requesting the status of an orderThe Order Status Request message (MsgType=H) is used by the T4 FIX API to electronically interrogate the CTS T4 server for the instantenuos state of an order. Note this message requires Administrative user rights.
The identification of the instrument (for which the status request is submitted) is pinpointed with SecurityID (Tag 48). Symbol (Tag 55) and SecurityExchange (Tag 207) are optional. Note that under CTS terminology, SecurityID is equivalent to MarketID, Symbol is equivalent to ContractID and SecurityExchange is equivalent to ExchangeID.
Order status requests can optionally be identified with a verbose (>12 characters) Client Order Id (Tag 11).
Identifying the Order to be queriedOrders whose status needs to be requested can be identified with its OrderID (Tag 37). This applies to all valid orders previously accepted by CTS order routing (including those not entered through a T4 FIX API application).
Orders submitted outside the T4 FIX API (e.g. the CTS Front-End and/or custom T4 API application) can be queried with their corresponding OrderId (Tag 37). Outside of the T4 FIX API, OrderId is also known as UniqueID.
Note that malformed order status requests (including missing required tags, empty tags, invalid tag value range, etc.) will be rejected with a FIX Session
Reject message.
Message Dictionary
| Tag | Field Name | Req'd | Comments |
|---|
| Standard Header | Y | MsgType = H |
| 1 | Account | N | Account for which the status request is submitted. |
| 11 | ClOrdID | N | (Client-Side) identifier for this cancel request. Must be unique. |
| 37 | OrderId | Y | Unique identifier for the target order as assigned by T4 servers. OrderId uniqueness is guaranteed accross all trading sessions regardless of order entry origin. |
| 48 | SecurityID | Y | Security identifier. This is the T4 Market ID. |
| 55 | Symbol | N | Symbol. This is the T4 Contract ID. |
| 207 | SecurityExchange | N | Exchange at which the security trades. This is the T4 Exchange ID. |
| 167 | SecurityType | N | Instrument type. Futures="FUT", Options="OPT", Stock="STK", Synthetic="SYN", Binary Option="BIN" |
| 54 | Side | Y | Side of the market. Valid values are: |
| | | 0 = None (used for Flatten orders) |
| | | 1 = Buy |
| | | 2 = Sell |
| 109 | CliendID | N | Firm identification for third-party transactions |
| 107 | SecurityDesc | N | Security Description as specified by Security ID (Tag 48) |
| 1028 | ManualOrderIndicator | N | Indicator whether this status request was entered manually ("YES"). Automatic status requests are indicated with a "NO". |
| | Standard Trailer | Y |
Sample MessagesSubmitting a Order Status Request for an order
[FIXSTATUSREQUEST] 34=401|49=T4Example|56=T4|50=TraderName|52=20121212-21:19:14.819|1=Account1|11=fn-634909195875856693|37=D7C26F25-04DB-4869-991F-5670CEAB3C92|48=CME_20121200_ESZ2|54=1|55=ES|207=CME_Eq|167=FUT|
[FIXSTATUSREQUEST]
[MsgSeqNum] 34 = 401
[SenderCompID] 49 = T4Example
[TargetCompID] 56 = T4
[SenderSubID] 50 = TraderName
[SendingTime] 52 = 20121212-21:19:14.819
[Account] 1 = Account1
[ClOrdID] 11 = fn-634909195875856693
[OrderID] 37 = D7C26F25-04DB-4869-991F-5670CEAB3C92
[SecurityID] 48 = CME_20121200_ESZ2
[Side] 54 = 1 (BUY)
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[SecurityType] 167 = FUT (FUTURE)
[fixexecutionreport] 34=2495|49=T4|56=T4Example|50=T4FIX|52=20121212-21:19:14.819|143=US,IL|1=Account1|11=fc-634909195921564773|41=fn-634909195875856693|17=rej-634909223548196314.27.0.D7C26F25|150=8|39=X|48=CME_20121200_ESZ2|55=ES|207=CME_Eq|200=201212|59=0|107=E-mini S&P 500 Dec12|54=1|167=FUT|38=1|58=User not an administrator|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 2495
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20121212-21:19:14.819
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = fc-634909195921564773
[OrigClOrdID] 41 = fn-634909195875856693
[ExecID] 17 = rej-634909223548196314.27.0.D7C26F25
[ExecType] 150 = 8 (REJECTED)
[OrdStatus] 39 = X (UNDETERMINED)
[SecurityID] 48 = CME_20121200_ESZ2
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201212
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Dec12
[Side] 54 = 1 (BUY)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 1
[Text] 58 = User not an administrator
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