A Spark Order is a multiple-component (batch) order that consists of a Trigger order and contingent Related orders. When a Spark order is submitted, the trigger order is sent to the market while the Related orders are suspended (held). When the trigger component is traded, the Related components are all activated and sent to the exchange to work independently of each other. The Spark's Related components are labeled with an Activation Type of Queue (Tag 10102=6).
A Spark Order is submitted with the
New Order List (Tag 35=E) message.
Following are the most relevant tags to build a Spark order.
| Tag 1385=3 | ContingencyType | Specifier of Spark order type. |
|---|
| Tag 10101 | TriggerPrice | Price of Trigger component. |
|---|
| Tag 10104 | TriggerStop | Stop Price of Trigger component. |
|---|
| Tag 10105 | TriggerStopTrail | Trail for Stop Price of Trigger component. |
|---|
| Tag 44 | Price | Limit Price of Related component. |
|---|
| Tag 99 | Stop Price | Stop Price of Related component. |
|---|
| Tag 40 | Order Type | Order Type. Must be a Limit Order Type for the Trigger component. |
|---|
| Tag 48 | SecurityID | Market for which the order is sent |
|---|
| Tag 55 | Symbol | Contract for which the order is sent |
|---|
| Tag 207 | SecurityExchange | Exchange for which the order is sent |
|---|
The Trigger order can be any order type, including Market, Limit, Stop and Trailing Stop. The Related components of Spark orders can also be GTC's, StopLimit or Trailing. Activation is not supported with Spark orders. All components of a Spark order must pertain to the same account and market.
SampleIn this example, a buy Spark order is submitted at the Limit Trigger Price of 157875 (Tag 10101=157875) with 2 Related Limit orders to sell at 150900 (Tag 44 = 150900). Upon submittal, the (2-lot) Trigger order is sent to market while the 2 Related orders (1-lot) are held. The working trigger order is filled at the price of 157875 (Tag 31=157875). Subsequently, the two suspended orders are activated and sent to sell at the market at the requested price of 150900. The two Related working components are subsequently replaced to sell at 157875. These 2 Related components are filled at the price of 157875.
Spark Order - Submitting Order
>> 4/26/2013 10:49:03 AM [FIXNEWORDERLIST] 34=2055|49=T4Example|56=T450=Account1|52=20130426-15:49:03.963|66=fnl-635025701439636585|1385=3|433=1|68=3|11=batch-1-635025701439636585|1=Account1|54=1|38=2|48=CME_20130600_ESM3|55=ES|207=CME_Eq|40=2|59=0|21=2|60=20130426-15:49:03.963|204=0|10101=157875|11=batch-2-635025701439636585|1=Account1|54=2|38=1|48=CME_20130600_ESM3|55=ES|207=CME_Eq|40=2|44=157900|59=0|21=2|60=20130426-15:49:03.963|204=0|10102=6|11=batch-3-635025701439636585|1=Account1|54=2|38=1|48=CME_20130600_ESM3|55=ES|207=CME_Eq|40=2|44=157900|59=0|21=2|60=20130426-15:49:03.963|204=0|10102=6|
[FIXNEWORDERLIST]
[MsgSeqNum] 34 = 2055
[SenderCompID] 49 = T4Example
[TargetCompID] 56 = T4
[SenderSubID] 50 = Account1
[SendingTime] 52 = 20130426-15:49:03.963
[ListID] 66 = fnl-635025701439636585
[ContingencyType] 1385 = 3 (SPARK)
[ListExecInstType] 433 = 1 (IMMEDIATE)
[TotNoOrders] 68 = 3
[ClOrdID] 11 = batch-1-635025701439636585
[Account] 1 = Account1
[Side] 54 = 1 (BUY)
[OrderQty] 38 = 2
[SecurityID] 48 = CME_20130600_ESM3
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[OrdType] 40 = 2 (LIMIT)
[TimeInForce] 59 = 0 (DAY)
[HandlInst] 21 = 2 (AUTOMATED_EXECUTION_ORDER_PUBLIC_BROKER_INTERVENTION_OK)
[TransactTime] 60 = 20130426-15:49:03.963
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[TriggerPrice] 10101 = 157875
[ClOrdID] 11 = batch-2-635025701439636585
[Account] 1 = Account1
[Side] 54 = 2 (SELL)
[OrderQty] 38 = 1
[SecurityID] 48 = CME_20130600_ESM3
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 157900
[TimeInForce] 59 = 0 (DAY)
[HandlInst] 21 = 2 (AUTOMATED_EXECUTION_ORDER_PUBLIC_BROKER_INTERVENTION_OK)
[TransactTime] 60 = 20130426-15:49:03.963
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ActivationType] 10102 = 6 (QUEUE)
[ClOrdID] 11 = batch-3-635025701439636585
[Account] 1 = Account1
[Side] 54 = 2 (SELL)
[OrderQty] 38 = 1
[SecurityID] 48 = CME_20130600_ESM3
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 157900
[TimeInForce] 59 = 0 (DAY)
[HandlInst] 21 = 2 (AUTOMATED_EXECUTION_ORDER_PUBLIC_BROKER_INTERVENTION_OK)
[TransactTime] 60 = 20130426-15:49:03.963
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ActivationType] 10102 = 6 (QUEUE)
Spark Order: Related Component 2 is suspended
<< 4/26/2013 10:49:04 AM [fixexecutionreport] 34=139716|49=T4|56=T4Example|50=T4FIX|52=20130426-15:49:04.010|143=US,IL|1=Account1|11=batch-2-635025701439636585|66=fnl-635025701439636585|17=0.635025701461243750.2.4.5E73F665|150=9|37=5E73F665-33E3-4E72-A78B-F31CC6C70748|39=9|48=CME_20130600_ESM3|55=ES|207=CME_Eq|200=201306|59=0|107=E-mini S&P 500 Jun13|54=2|167=FUT|38=1|40=2|44=157900|58=Activation Pending: SubmissionRiskSuccess. Order Held|60=20130426-15:49:06.128|21=1|204=0|1385=3|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 139716
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130426-15:49:04.010
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = batch-2-635025701439636585
[ListID] 66 = fnl-635025701439636585
[ExecID] 17 = 0.635025701461243750.2.4.5E73F665
[ExecType] 150 = 9 (SUSPENDED)
[OrderID] 37 = 5E73F665-33E3-4E72-A78B-F31CC6C70748
[OrdStatus] 39 = 9 (SUSPENDED)
[SecurityID] 48 = CME_20130600_ESM3
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201306
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Jun13
[Side] 54 = 2 (SELL)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 1
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 157900
[Text] 58 = Activation Pending: SubmissionRiskSuccess. Order Held
[TransactTime] 60 = 20130426-15:49:06.128
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContingencyType] 1385 = 3 (SPARK)
Spark Order: Related Component 3 is suspended
<< 4/26/2013 10:49:04 AM [fixexecutionreport] 34=139717|49=T4|56=T4Example|50=T4FIX|52=20130426-15:49:04.010|143=US,IL|1=Account1|11=batch-3-635025701439636585|66=fnl-635025701439636585|17=0.635025701461243750.2.4.20277BF1|150=9|37=20277BF1-5E3E-4429-B4C0-7031D24313EF|39=9|48=CME_20130600_ESM3|55=ES|207=CME_Eq|200=201306|59=0|107=E-mini S&P 500 Jun13|54=2|167=FUT|38=1|40=2|44=157900|58=Activation Pending: SubmissionRiskSuccess. Order Held|60=20130426-15:49:06.132|21=1|204=0|1385=3|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 139717
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130426-15:49:04.010
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = batch-3-635025701439636585
[ListID] 66 = fnl-635025701439636585
[ExecID] 17 = 0.635025701461243750.2.4.20277BF1
[ExecType] 150 = 9 (SUSPENDED)
[OrderID] 37 = 20277BF1-5E3E-4429-B4C0-7031D24313EF
[OrdStatus] 39 = 9 (SUSPENDED)
[SecurityID] 48 = CME_20130600_ESM3
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201306
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Jun13
[Side] 54 = 2 (SELL)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 1
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 157900
[Text] 58 = Activation Pending: SubmissionRiskSuccess. Order Held
[TransactTime] 60 = 20130426-15:49:06.132
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContingencyType] 1385 = 3 (SPARK)
Spark Order: Trigger is working the exchange
<< 4/26/2013 10:49:04 AM [fixexecutionreport] 34=139719|49=T4|56=T4Example|50=T4FIX|52=20130426-15:49:04.072|143=US,IL|1=Account1|11=batch-1-635025701439636585|66=fnl-635025701439636585|17=48336.6446995641_ESM3.6350257014626800006.1.1AE77779|150=0|37=1AE77779-81FC-4AB4-ADF7-644C00F941FE|39=0|48=CME_20130600_ESM3|55=ES|207=CME_Eq|200=201306|59=0|107=E-mini S&P 500 Jun13|54=1|167=FUT|38=2|40=2|44=157875|60=20130426-15:49:06.268|21=1|204=0|1385=3|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 139719
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130426-15:49:04.072
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = batch-1-635025701439636585
[ListID] 66 = fnl-635025701439636585
[ExecID] 17 = 48336.6446995641_ESM3.6350257014626800006.1.1AE77779
[ExecType] 150 = 0 (NEW)
[OrderID] 37 = 1AE77779-81FC-4AB4-ADF7-644C00F941FE
[OrdStatus] 39 = 0 (NEW)
[SecurityID] 48 = CME_20130600_ESM3
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201306
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Jun13
[Side] 54 = 1 (BUY)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 2
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 157875
[TransactTime] 60 = 20130426-15:49:06.268
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContingencyType] 1385 = 3 (SPARK)
Spark Order: Trigger is filled.
<< 4/26/2013 10:52:57 AM [fixexecutionreport] 34=140009|49=T4|56=T4Example|50=T4FIX|52=20130426-15:52:57.792|143=US,IL|1=Account1|11=batch-1-635025701439636585|66=fnl-635025701439636585|17=64229:5589578TN0376235.63502570380053000021.2.1AE77779|150=F|37=1AE77779-81FC-4AB4-ADF7-644C00F941FE|39=2|48=CME_20130600_ESM3|55=ES|207=CME_Eq|200=201306|59=0|107=E-mini S&P 500 Jun13|54=1|167=FUT|38=2|40=2|44=157875|31=157875|32=2|14=2|151=0|60=20130426-15:52:59.921|21=1|204=0|337=TRADE|375=CME000A|1385=3|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 140009
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130426-15:52:57.792
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = batch-1-635025701439636585
[ListID] 66 = fnl-635025701439636585
[ExecID] 17 = 64229:5589578TN0376235.63502570380053000021.2.1AE77779
[ExecType] 150 = F
[OrderID] 37 = 1AE77779-81FC-4AB4-ADF7-644C00F941FE
[OrdStatus] 39 = 2 (FILLED)
[SecurityID] 48 = CME_20130600_ESM3
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201306
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Jun13
[Side] 54 = 1 (BUY)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 2
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 157875
[LastPx] 31 = 157875
[LastShares] 32 = 2
[CumQty] 14 = 2
[LeavesQty] 151 = 0
[TransactTime] 60 = 20130426-15:52:59.921
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContraTrader] 337 = TRADE
[ContraBroker] 375 = CME000A
[ContingencyType] 1385 = 3 (SPARK)
Spark Order: Related Component 3 passes Risk Assesment for Activation.
<< 4/26/2013 10:52:58 AM [fixexecutionreport] 34=140011|49=T4|56=T4Example|50=T4FIX|52=20130426-15:52:58.057|143=US,IL|1=Account1|11=batch-3-635025701439636585|66=fnl-635025701439636585|17=0.635025703801868750.2.4.20277BF1|150=9|37=20277BF1-5E3E-4429-B4C0-7031D24313EF|39=9|48=CME_20130600_ESM3|55=ES|207=CME_Eq|200=201306|59=0|107=E-mini S&P 500 Jun13|54=2|167=FUT|38=1|40=2|44=157900|58=Spark Activated: SubmissionRiskSuccess. Order Held|60=20130426-15:49:06.132|21=1|204=0|1385=3|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 140011
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130426-15:52:58.057
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = batch-3-635025701439636585
[ListID] 66 = fnl-635025701439636585
[ExecID] 17 = 0.635025703801868750.2.4.20277BF1
[ExecType] 150 = 9 (SUSPENDED)
[OrderID] 37 = 20277BF1-5E3E-4429-B4C0-7031D24313EF
[OrdStatus] 39 = 9 (SUSPENDED)
[SecurityID] 48 = CME_20130600_ESM3
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201306
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Jun13
[Side] 54 = 2 (SELL)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 1
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 157900
[Text] 58 = Spark Activated: SubmissionRiskSuccess. Order Held
[TransactTime] 60 = 20130426-15:49:06.132
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContingencyType] 1385 = 3 (SPARK)
Spark Order: Related Component 2 passes Risk Assesment for Activation.
<< 4/26/2013 10:52:58 AM [fixexecutionreport] 34=140012|49=T4|56=T4Example|50=T4FIX|52=20130426-15:52:58.057|143=US,IL|1=Account1|11=batch-2-635025701439636585|66=fnl-635025701439636585|17=0.635025703801868750.2.4.5E73F665|150=9|37=5E73F665-33E3-4E72-A78B-F31CC6C70748|39=9|48=CME_20130600_ESM3|55=ES|207=CME_Eq|200=201306|59=0|107=E-mini S&P 500 Jun13|54=2|167=FUT|38=1|40=2|44=157900|58=Spark Activated: SubmissionRiskSuccess. Order Held|60=20130426-15:49:06.128|21=1|204=0|1385=3|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 140012
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130426-15:52:58.057
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = batch-2-635025701439636585
[ListID] 66 = fnl-635025701439636585
[ExecID] 17 = 0.635025703801868750.2.4.5E73F665
[ExecType] 150 = 9 (SUSPENDED)
[OrderID] 37 = 5E73F665-33E3-4E72-A78B-F31CC6C70748
[OrdStatus] 39 = 9 (SUSPENDED)
[SecurityID] 48 = CME_20130600_ESM3
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201306
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Jun13
[Side] 54 = 2 (SELL)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 1
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 157900
[Text] 58 = Spark Activated: SubmissionRiskSuccess. Order Held
[TransactTime] 60 = 20130426-15:49:06.128
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContingencyType] 1385 = 3 (SPARK)
Spark Order: Related Component 3 is activated and sent to the exchange.
<< 4/26/2013 10:52:58 AM [fixexecutionreport] 34=140013|49=T4|56=T4Example|50=T4FIX|52=20130426-15:52:58.057|143=US,IL|1=Account1|11=batch-3-635025701439636585|66=fnl-635025701439636585|17=48337..04.4.20277BF1|150=9|37=20277BF1-5E3E-4429-B4C0-7031D24313EF|39=9|48=CME_20130600_ESM3|55=ES|207=CME_Eq|200=201306|59=0|107=E-mini S&P 500 Jun13|54=2|167=FUT|38=1|40=2|44=157900|58=Spark Activated|21=1|204=0|1385=3|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 140013
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130426-15:52:58.057
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = batch-3-635025701439636585
[ListID] 66 = fnl-635025701439636585
[ExecID] 17 = 48337..04.4.20277BF1
[ExecType] 150 = 9 (SUSPENDED)
[OrderID] 37 = 20277BF1-5E3E-4429-B4C0-7031D24313EF
[OrdStatus] 39 = 9 (SUSPENDED)
[SecurityID] 48 = CME_20130600_ESM3
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201306
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Jun13
[Side] 54 = 2 (SELL)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 1
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 157900
[Text] 58 = Spark Activated
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContingencyType] 1385 = 3 (SPARK)
Spark Order: Related Component 2 is activated and sent to the exchange.
<< 4/26/2013 10:52:58 AM [fixexecutionreport] 34=140014|49=T4|56=T4Example|50=T4FIX|52=20130426-15:52:58.057|143=US,IL|1=Account1|11=batch-2-635025701439636585|66=fnl-635025701439636585|17=48338..04.4.5E73F665|150=9|37=5E73F665-33E3-4E72-A78B-F31CC6C70748|39=9|48=CME_20130600_ESM3|55=ES|207=CME_Eq|200=201306|59=0|107=E-mini S&P 500 Jun13|54=2|167=FUT|38=1|40=2|44=157900|58=Spark Activated|21=1|204=0|1385=3|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 140014
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130426-15:52:58.057
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = batch-2-635025701439636585
[ListID] 66 = fnl-635025701439636585
[ExecID] 17 = 48338..04.4.5E73F665
[ExecType] 150 = 9 (SUSPENDED)
[OrderID] 37 = 5E73F665-33E3-4E72-A78B-F31CC6C70748
[OrdStatus] 39 = 9 (SUSPENDED)
[SecurityID] 48 = CME_20130600_ESM3
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201306
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Jun13
[Side] 54 = 2 (SELL)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 1
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 157900
[Text] 58 = Spark Activated
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContingencyType] 1385 = 3 (SPARK)
Spark Order: Related Component 3 is Working the exchange.
<< 4/26/2013 10:52:58 AM [fixexecutionreport] 34=140015|49=T4|56=T4Example|50=T4FIX|52=20130426-15:52:58.073|143=US,IL|1=Account1|11=batch-3-635025701439636585|66=fnl-635025701439636585|17=48337.6446996401_ESM3.6350257038033000006.1.20277BF1|150=0|37=20277BF1-5E3E-4429-B4C0-7031D24313EF|39=0|48=CME_20130600_ESM3|55=ES|207=CME_Eq|200=201306|59=0|107=E-mini S&P 500 Jun13|54=2|167=FUT|38=1|40=2|44=157900|60=20130426-15:53:00.330|21=1|204=0|1385=3|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 140015
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130426-15:52:58.073
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = batch-3-635025701439636585
[ListID] 66 = fnl-635025701439636585
[ExecID] 17 = 48337.6446996401_ESM3.6350257038033000006.1.20277BF1
[ExecType] 150 = 0 (NEW)
[OrderID] 37 = 20277BF1-5E3E-4429-B4C0-7031D24313EF
[OrdStatus] 39 = 0 (NEW)
[SecurityID] 48 = CME_20130600_ESM3
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201306
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Jun13
[Side] 54 = 2 (SELL)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 1
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 157900
[TransactTime] 60 = 20130426-15:53:00.330
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContingencyType] 1385 = 3 (SPARK)
Spark Order: Related Component 2 is Working the exchange.
<< 4/26/2013 10:52:58 AM [fixexecutionreport] 34=140017|49=T4|56=T4Example|50=T4FIX|52=20130426-15:52:58.307|143=US,IL|1=Account1|11=batch-2-635025701439636585|66=fnl-635025701439636585|17=48338.6446996402_ESM3.6350257038033500006.1.5E73F665|150=0|37=5E73F665-33E3-4E72-A78B-F31CC6C70748|39=0|48=CME_20130600_ESM3|55=ES|207=CME_Eq|200=201306|59=0|107=E-mini S&P 500 Jun13|54=2|167=FUT|38=1|40=2|44=157900|60=20130426-15:53:00.335|21=1|204=0|1385=3|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 140017
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130426-15:52:58.307
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = batch-2-635025701439636585
[ListID] 66 = fnl-635025701439636585
[ExecID] 17 = 48338.6446996402_ESM3.6350257038033500006.1.5E73F665
[ExecType] 150 = 0 (NEW)
[OrderID] 37 = 5E73F665-33E3-4E72-A78B-F31CC6C70748
[OrdStatus] 39 = 0 (NEW)
[SecurityID] 48 = CME_20130600_ESM3
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201306
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Jun13
[Side] 54 = 2 (SELL)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 1
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 157900
[TransactTime] 60 = 20130426-15:53:00.335
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContingencyType] 1385 = 3 (SPARK)
Spark Order: Replace Request of Limit Price for Component 3
>> 4/26/2013 11:12:24 AM [FIXCANCELREPLACE] 34=2102|49=T4Example|56=T4|50=Account1|52=20130426-16:12:24.089|1=Account1|11=fr-635025715440890342|41=batch-3-635025701439636585|37=20277BF1-5E3E-4429-B4C0-7031D24313EF|48=CME_20130600_ESM3|55=ES|207=CME_Eq|54=2|38=1|40=2|44=157875|59=0|167=FUT|21=1|60=20130426-16:12:24.089|204=0|
[FIXCANCELREPLACE]
[MsgSeqNum] 34 = 2102
[SenderCompID] 49 = T4Example
[TargetCompID] 56 = T4
[SenderSubID] 50 = Account1
[SendingTime] 52 = 20130426-16:12:24.089
[Account] 1 = Account1
[ClOrdID] 11 = fr-635025715440890342
[OrigClOrdID] 41 = batch-3-635025701439636585
[OrderID] 37 = 20277BF1-5E3E-4429-B4C0-7031D24313EF
[SecurityID] 48 = CME_20130600_ESM3
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[Side] 54 = 2 (SELL)
[OrderQty] 38 = 1
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 157875
[TimeInForce] 59 = 0 (DAY)
[SecurityType] 167 = FUT (FUTURE)
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[TransactTime] 60 = 20130426-16:12:24.089
[CustomerOrFirm] 204 = 0 (CUSTOMER)
Spark Order: Component 3 is pending Replace - Risk Assessed
<< 4/26/2013 11:12:24 AM [fixexecutionreport] 34=141657|49=T4|56=T4Example|50=T4FIX|52=20130426-16:12:24.089|143=US,IL|1=Account1|11=fr-635025715440890342|41=batch-3-635025701439636585|66=fnl-635025701439636585|17=48337.6446996401_ESM3.6350257038033000008.1.20277BF1|150=E|37=20277BF1-5E3E-4429-B4C0-7031D24313EF|39=E|48=CME_20130600_ESM3|55=ES|207=CME_Eq|200=201306|59=0|107=E-mini S&P 500 Jun13|54=2|167=FUT|38=1|40=2|44=157900|60=20130426-15:53:00.330|21=1|204=0|1385=3|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 141657
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130426-16:12:24.089
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = fr-635025715440890342
[OrigClOrdID] 41 = batch-3-635025701439636585
[ListID] 66 = fnl-635025701439636585
[ExecID] 17 = 48337.6446996401_ESM3.6350257038033000008.1.20277BF1
[ExecType] 150 = E (PENDING_REPLACE)
[OrderID] 37 = 20277BF1-5E3E-4429-B4C0-7031D24313EF
[OrdStatus] 39 = E (PENDING_REPLACE)
[SecurityID] 48 = CME_20130600_ESM3
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201306
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Jun13
[Side] 54 = 2 (SELL)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 1
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 157900
[TransactTime] 60 = 20130426-15:53:00.330
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContingencyType] 1385 = 3 (SPARK)
Spark Order: Component 3 is pending Replace - Submitted to the exchange
<< 4/26/2013 11:12:24 AM [fixexecutionreport] 34=141658|49=T4|56=T4Example|50=T4FIX|52=20130426-16:12:24.104|143=US,IL|1=Account1|11=fr-635025715440890342|41=batch-3-635025701439636585|66=fnl-635025701439636585|17=48339.6446996401_ESM3.63502570380330000010.1.20277BF1|150=E|37=20277BF1-5E3E-4429-B4C0-7031D24313EF|39=E|48=CME_20130600_ESM3|55=ES|207=CME_Eq|200=201306|59=0|107=E-mini S&P 500 Jun13|54=2|167=FUT|38=1|40=2|44=157900|60=20130426-15:53:00.330|21=1|204=0|1385=3|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 141658
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130426-16:12:24.104
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = fr-635025715440890342
[OrigClOrdID] 41 = batch-3-635025701439636585
[ListID] 66 = fnl-635025701439636585
[ExecID] 17 = 48339.6446996401_ESM3.63502570380330000010.1.20277BF1
[ExecType] 150 = E (PENDING_REPLACE)
[OrderID] 37 = 20277BF1-5E3E-4429-B4C0-7031D24313EF
[OrdStatus] 39 = E (PENDING_REPLACE)
[SecurityID] 48 = CME_20130600_ESM3
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201306
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Jun13
[Side] 54 = 2 (SELL)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 1
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 157900
[TransactTime] 60 = 20130426-15:53:00.330
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContingencyType] 1385 = 3 (SPARK)
Spark Order: Component 3 is replaced
<< 4/26/2013 11:12:24 AM [fixexecutionreport] 34=141659|49=T4|56=T4Example|50=T4FIX|52=20130426-16:12:24.120|143=US,IL|1=Account1|11=fr-635025715440890342|41=batch-3-635025701439636585|66=fnl-635025701439636585|17=48339.6446996401_ESM3.63502571546371000012.1.20277BF1|150=5|37=20277BF1-5E3E-4429-B4C0-7031D24313EF|39=5|48=CME_20130600_ESM3|55=ES|207=CME_Eq|200=201306|59=0|107=E-mini S&P 500 Jun13|54=2|167=FUT|38=1|40=2|44=157875|60=20130426-16:12:26.371|21=1|204=0|1385=3|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 141659
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130426-16:12:24.120
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = fr-635025715440890342
[OrigClOrdID] 41 = batch-3-635025701439636585
[ListID] 66 = fnl-635025701439636585
[ExecID] 17 = 48339.6446996401_ESM3.63502571546371000012.1.20277BF1
[ExecType] 150 = 5 (REPLACE)
[OrderID] 37 = 20277BF1-5E3E-4429-B4C0-7031D24313EF
[OrdStatus] 39 = 5 (REPLACED)
[SecurityID] 48 = CME_20130600_ESM3
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201306
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Jun13
[Side] 54 = 2 (SELL)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 1
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 157875
[TransactTime] 60 = 20130426-16:12:26.371
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContingencyType] 1385 = 3 (SPARK)
Spark Order: Replace Request of Limit Price for Component 2
>> 4/26/2013 11:12:31 AM [FIXCANCELREPLACE] 34=2103|49 = T4Example|56=test|50=Account1|52=20130426-16:12:31.636|1=Account1|11=fr-635025715516362476|41=batch-2-635025701439636585|37=5E73F665-33E3-4E72-A78B-F31CC6C70748|48=CME_20130600_ESM3|55=ES|207=CME_Eq|54=2|38=1|40=2|44=157875|59=0|167=FUT|21=1|60=20130426-16:12:31.636|204=0|
[FIXCANCELREPLACE]
[MsgSeqNum] 34 = 2103
[SenderCompID] 49 = T4Example
[TargetCompID] 56 = test
[SenderSubID] 50 = Account1
[SendingTime] 52 = 20130426-16:12:31.636
[Account] 1 = Account1
[ClOrdID] 11 = fr-635025715516362476
[OrigClOrdID] 41 = batch-2-635025701439636585
[OrderID] 37 = 5E73F665-33E3-4E72-A78B-F31CC6C70748
[SecurityID] 48 = CME_20130600_ESM3
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[Side] 54 = 2 (SELL)
[OrderQty] 38 = 1
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 157875
[TimeInForce] 59 = 0 (DAY)
[SecurityType] 167 = FUT (FUTURE)
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[TransactTime] 60 = 20130426-16:12:31.636
[CustomerOrFirm] 204 = 0 (CUSTOMER)
Spark Order: Component 2 is pending Replace - Risk Assessed
<< 4/26/2013 11:12:31 AM [fixexecutionreport] 34=141677|49=T4|56=T4Example|50=T4FIX|52=20130426-16:12:31.651|143=US,IL|1=Account1|11=fr-635025715516362476|41=batch-2-635025701439636585|66=fnl-635025701439636585|17=48338.6446996402_ESM3.6350257038033500008.1.5E73F665|150=E|37=5E73F665-33E3-4E72-A78B-F31CC6C70748|39=E|48=CME_20130600_ESM3|55=ES|207=CME_Eq|200=201306|59=0|107=E-mini S&P 500 Jun13|54=2|167=FUT|38=1|40=2|44=157900|60=20130426-15:53:00.335|21=1|204=0|1385=3|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 141677
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130426-16:12:31.651
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = fr-635025715516362476
[OrigClOrdID] 41 = batch-2-635025701439636585
[ListID] 66 = fnl-635025701439636585
[ExecID] 17 = 48338.6446996402_ESM3.6350257038033500008.1.5E73F665
[ExecType] 150 = E (PENDING_REPLACE)
[OrderID] 37 = 5E73F665-33E3-4E72-A78B-F31CC6C70748
[OrdStatus] 39 = E (PENDING_REPLACE)
[SecurityID] 48 = CME_20130600_ESM3
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201306
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Jun13
[Side] 54 = 2 (SELL)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 1
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 157900
[TransactTime] 60 = 20130426-15:53:00.335
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContingencyType] 1385 = 3 (SPARK)
Spark Order: Component 2 is pending Replace - Submitted to the exchange
<< 4/26/2013 11:12:31 AM [fixexecutionreport] 34=141678|49=T4|56=T4Example|50=T4FIX|52=20130426-16:12:31.651|143=US,IL|1=Account1|11=fr-635025715516362476|41=batch-2-635025701439636585|66=fnl-635025701439636585|17=48340.6446996402_ESM3.63502570380335000010.1.5E73F665|150=E|37=5E73F665-33E3-4E72-A78B-F31CC6C70748|39=E|48=CME_20130600_ESM3|55=ES|207=CME_Eq|200=201306|59=0|107=E-mini S&P 500 Jun13|54=2|167=FUT|38=1|40=2|44=157900|60=20130426-15:53:00.335|21=1|204=0|1385=3|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 141678
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130426-16:12:31.651
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = fr-635025715516362476
[OrigClOrdID] 41 = batch-2-635025701439636585
[ListID] 66 = fnl-635025701439636585
[ExecID] 17 = 48340.6446996402_ESM3.63502570380335000010.1.5E73F665
[ExecType] 150 = E (PENDING_REPLACE)
[OrderID] 37 = 5E73F665-33E3-4E72-A78B-F31CC6C70748
[OrdStatus] 39 = E (PENDING_REPLACE)
[SecurityID] 48 = CME_20130600_ESM3
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201306
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Jun13
[Side] 54 = 2 (SELL)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 1
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 157900
[TransactTime] 60 = 20130426-15:53:00.335
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContingencyType] 1385 = 3 (SPARK)
Spark Order: Component 2 is Replaced
<< 4/26/2013 11:12:31 AM [fixexecutionreport] 34=141679|49=T4|56=T4Example|50=T4FIX|52=20130426-16:12:31.667|143=US,IL|1=Account1|11=fr-635025715516362476|41=batch-2-635025701439636585|66=fnl-635025701439636585|17=48340.6446996402_ESM3.63502571553929000012.1.5E73F665|150=5|37=5E73F665-33E3-4E72-A78B-F31CC6C70748|39=5|48=CME_20130600_ESM3|55=ES|207=CME_Eq|200=201306|59=0|107=E-mini S&P 500 Jun13|54=2|167=FUT|38=1|40=2|44=157875|60=20130426-16:12:33.929|21=1|204=0|1385=3|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 141679
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130426-16:12:31.667
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = fr-635025715516362476
[OrigClOrdID] 41 = batch-2-635025701439636585
[ListID] 66 = fnl-635025701439636585
[ExecID] 17 = 48340.6446996402_ESM3.63502571553929000012.1.5E73F665
[ExecType] 150 = 5 (REPLACE)
[OrderID] 37 = 5E73F665-33E3-4E72-A78B-F31CC6C70748
[OrdStatus] 39 = 5 (REPLACED)
[SecurityID] 48 = CME_20130600_ESM3
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201306
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Jun13
[Side] 54 = 2 (SELL)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 1
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 157875
[TransactTime] 60 = 20130426-16:12:33.929
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContingencyType] 1385 = 3 (SPARK)
Spark Order: Component 3 is filled
<< 4/26/2013 11:26:18 AM [fixexecutionreport] 34=143109|49=T4|56=T4Example|50=T4FIX|52=20130426-16:26:18.656|143=US,IL|1=Account1|11=fr-635025715440890342|41=batch-3-635025701439636585|66=fnl-635025701439636585|17=64229:5599481TN0376774.63502572380927000021.2.20277BF1|150=F|37=20277BF1-5E3E-4429-B4C0-7031D24313EF|39=2|48=CME_20130600_ESM3|55=ES|207=CME_Eq|200=201306|59=0|107=E-mini S&P 500 Jun13|54=2|167=FUT|38=1|40=2|44=157875|31=157875|32=1|14=1|151=0|60=20130426-16:26:20.853|21=1|204=0|337=TRADE|375=CME000A|1385=3|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 143109
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130426-16:26:18.656
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = fr-635025715440890342
[OrigClOrdID] 41 = batch-3-635025701439636585
[ListID] 66 = fnl-635025701439636585
[ExecID] 17 = 64229:5599481TN0376774.63502572380927000021.2.20277BF1
[ExecType] 150 = F
[OrderID] 37 = 20277BF1-5E3E-4429-B4C0-7031D24313EF
[OrdStatus] 39 = 2 (FILLED)
[SecurityID] 48 = CME_20130600_ESM3
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201306
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Jun13
[Side] 54 = 2 (SELL)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 1
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 157875
[LastPx] 31 = 157875
[LastShares] 32 = 1
[CumQty] 14 = 1
[LeavesQty] 151 = 0
[TransactTime] 60 = 20130426-16:26:20.853
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContraTrader] 337 = TRADE
[ContraBroker] 375 = CME000A
[ContingencyType] 1385 = 3 (SPARK)
Spark Order: Component 2 is filled
<< 4/26/2013 11:26:18 AM [fixexecutionreport] 34=143112|49=T4|56=T4Example|50=T4FIX|52=20130426-16:26:18.874|143=US,IL|1=Account1|11=fr-635025715516362476|41=batch-2-635025701439636585|66=fnl-635025701439636585|17=64229:5599483TN0376775.63502572380927000021.2.5E73F665|150=F|37=5E73F665-33E3-4E72-A78B-F31CC6C70748|39=2|48=CME_20130600_ESM3|55=ES|207=CME_Eq|200=201306|59=0|107=E-mini S&P 500 Jun13|54=2|167=FUT|38=1|40=2|44=157875|31=157875|32=1|14=1|151=0|60=20130426-16:26:21.071|21=1|204=0|337=TRADE|375=CME000A|1385=3|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 143112
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130426-16:26:18.874
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = fr-635025715516362476
[OrigClOrdID] 41 = batch-2-635025701439636585
[ListID] 66 = fnl-635025701439636585
[ExecID] 17 = 64229:5599483TN0376775.63502572380927000021.2.5E73F665
[ExecType] 150 = F
[OrderID] 37 = 5E73F665-33E3-4E72-A78B-F31CC6C70748
[OrdStatus] 39 = 2 (FILLED)
[SecurityID] 48 = CME_20130600_ESM3
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201306
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Jun13
[Side] 54 = 2 (SELL)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 1
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 157875
[LastPx] 31 = 157875
[LastShares] 32 = 1
[CumQty] 14 = 1
[LeavesQty] 151 = 0
[TransactTime] 60 = 20130426-16:26:21.071
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContraTrader] 337 = TRADE
[ContraBroker] 375 = CME000A
[ContingencyType] 1385 = 3 (SPARK)
Further details on the tags used for this order type are described in the dictionary of the
New Order List message.