Page History: Order Status Request
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Page Revision: 2014/08/20 10:46
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 instantaneous state of an order. Note this message requires Administrative user rights. The optional identification of the instrument (for which the status request is submitted) is provided with SecurityID (Tag 48), Symbol (Tag 55) and SecurityExchange (Tag 207). From the client's perspective, Order Status Requests can optionally be identified with a verbose (# characters >= 12 and <= 20) Client Order Id (Tag 11). Order Status Requests are responded to with
Execution Report messages.
Identifying the Order to be queriedThe order whose status is queried 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 T4 FIX API applications). 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 UniqueId. Outside of the T4 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.
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. 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
[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|
[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|
[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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