Page History: Order Status Request
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Page Revision: 2016/07/25 14:50
Requesting the status of an orderThe Order Status Request message (MsgType=H) is used by FIX API clients to electronically interrogate for the instantaneous state of an order. The OrderId Tag (37) identifies the specific order for which the Order Status Request is submitted. To pinpoint the order's instrument, the SecurityID (Tag 48) and Side (Tag 54) must also be specified. From the client's perspective, Order Status Requests can further be identified with a verbose (# characters >= 12 and <= 20) Client Order Id (Tag 11).
The Order Status Request message is responded to with the
Execution Report message. If Order Status Request processing cannot recognize the order queried for, an Execution Report is responded with an Order Status of Unknown (Tag 39=U). All Execution reports are labeled as PossResend (97=Y) and carry an Execution Type of 'Order Status' (150=I).
Identifying the Order to be queriedThe order (whose status is queried) is identified with its OrderID (Tag 37). This applies to all valid orders previously accepted by CTS order routing (including those
not entered through FIX API applications). Orders submitted outside the FIX API (e.g. the CTS Front-End and/or custom T4 API application) can be queried with their corresponding UniqueID. Outside of the FIX API, OrderId (Tag 37) 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.
Important ConsiderationsThe FIX API client is recommended to maintain its own collection to track orders submitted to the FIX API servers. The Order Status Request message is provided as a complementary mechanism to the
Order Mass Status Request message for reconciliation of the client's orders collection against CTS's. To further help in reconciliation, session orders are also presented automatically at the start of the FIX session if AutoPortFolio Refresh is not disabled (Tag 372=d) in the Logon message. The maximum number of Order Status Requests is limited to 50 per FIX session.
Message Dictionary
| Tag | Field Name | Req'd | Comments |
|---|
| Standard Header | Y | MsgType = H |
| 1 | Account | N | Account (code) for which the status request is submitted. |
| 11 | ClOrdID | N | (Client-Side) identifier for this order status request. Must be unique. Maximum number of characters: 20. |
| 37 | OrderId | Y | Unique identifier (as assigned by T4 servers) of the target order. OrderId uniqueness is guaranteed across all trading sessions regardless of order 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 | ClientID | N | Firm identification for third-party transactions |
| 107 | SecurityDesc | N | Description of the 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 |
| | Standard Trailer | Y |
Sample MessagesSubmitting an Order Status Request:
1 - STATUSREQUEST
34=104|49=T4Test|56=test|52=20160725-19:10:09.631|1=_Account_|11=fc-636050440308221244|37=D33CF7F0-206A-48F8-8C8E-22745339FA05|48=XCME_Eq ES (U16)|54=1|55=ES|207=CME_Eq|167=FUT|
[MsgSeqNum] 34 = 104
[SenderCompID] 49 = T4Test
[TargetCompID] 56 = test
[SendingTime] 52 = 20160725-19:10:09.631
[Account] 1 = _Account_
[ClOrdID] 11 = fc-636050440308221244
[OrderID] 37 = D33CF7F0-206A-48F8-8C8E-22745339FA05
[SecurityID] 48 = XCME_Eq ES (U16)
[Side] 54 = 1 (BUY)
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[SecurityType] 167 = FUT (FUTURE)
2 - EXECUTIONREPORT
34=122|49=test|56=T4Test|50=T4FIX|52=20160725-19:10:09.643|143=US,IL|97=Y|1=_Account_|11=fc-636050440308221244|41=fr-636050433226127451|17=D33CF7F0-206A-48F8-8C8E-22745339FA05_9_U|150=I|37=D33CF7F0-206A-48F8-8C8E-22745339FA05|39=4|48=XCME_Eq ES (U16)|55=ES|207=CME_Eq|200=201609|59=0|107=E-mini S&P 500 Sep16|54=1|167=FUT|38=1|40=2|44=215375|912=Y|60=20160725-16:47:19.425|21=1|204=0|
[MsgSeqNum] 34 = 122
[SenderCompID] 49 = test
[TargetCompID] 56 = T4Test
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20160725-19:10:09.643
[TargetLocationID] 143 = US,IL
[PossResend] 97 = Y (YES)
[Account] 1 = _Account_
[ClOrdID] 11 = fc-636050440308221244
[OrigClOrdID] 41 = fr-636050433226127451
[ExecID] 17 = D33CF7F0-206A-48F8-8C8E-22745339FA05_9_U
[ExecType] 150 = I (ORDER_STATUS)
[OrderID] 37 = D33CF7F0-206A-48F8-8C8E-22745339FA05
[OrdStatus] 39 = 4 (CANCELED)
[SecurityID] 48 = XCME_Eq ES (U16)
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201609
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Sep16
[Side] 54 = 1 (BUY)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 1
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 215375
[LastRptRequested] 912 = Y (YES)
[TransactTime] 60 = 20160725-16:47:19.425
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
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