| Standard Header | Y | MsgType = G |
1 | Account | Y | Account (code) for which the order is submitted. |
11 | ClOrdID | Y | (Client-Side) identifier for this replace order. Must be unique. Maximum number of characters: 20. |
41 | OrigClOrdID | Y | (Client-Side) ClOrdID of the target working order. (NOT the initial order of the chain). Maximum number of characters: 20. |
37 | OrderId | Y | Unique identifier (previously assigned by T4 API servers) of the target working 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 | 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 number of contracts to be replaced. For partially filled orders, this value reflects the working order's original Quantity (OrderQty) and not its remaining (unfilled) quantity. |
210 | MaxShow | N | Maximum quantity of order contracts to be shown to other market participants. Only supported by certain exchanges. |
40 | OrdType | Y | Order Type (in reference to Price). Refer to T4 User Guide for details on Special Order Types. Note that some order types cannot practically be replaced (e.g. Flatten, Hit and Market). The valid order type values are: |
| | | 1 = Market |
| | | 2 = Limit |
| | | 3 = Stop |
| | | 4 = Stop-Limit |
| | | J = Market If Touched |
| | | F = Flatten |
| | | N = Join |
| | | H = Hit |
44 | Price | N | Order Price. Required for Limit, Stop-Limit and Market-if-Touched order types. Auto OCO: Value is relative from the Trigger Price (Tag 10101). Negative value is allowed. |
99 | StopPx | N | Stop Order Price. Required for Stops and Stop-Limit order types. Auto OCO: Value is relative from the Trigger Price (Tag 10101). Negative value is allowed. |
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 | Y | Time this 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 order, private, no Broker intervention. Default. |
| | | 2 = Automated execution order, public, Broker intervention OK |
| | | 3 = Manual order, best execution |
77 | OpenClose | N | Indicates whether the resulting position (after a trade) should be an opening position or closing position. |
| | | O = Open |
| | | C = Close |
58 | Text | N | Free form Text. |
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 |
10100 | TrailingDelta | N | Price amount by which a Stop order will trail the current market. Only used for Trailing Stops. |
10103 | ActivationValue | N | Condition associated with Activation Type. Multiple values are delineated by a colon (";"). Refer to T4 API Guide for Activation Value rules. |
| Standard Trailer | Y |