Page History: Market Order

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Page Revision: 2013/02/21 17:18

A Market Order is entered with the New Order Single message (35=D) as shown in the following example:


        ' Market Order.



>> 2/21/2013 5:13:52 PM   FIXNEWORDER 34=59|49=T4Example|56=T4|50=TraderName|52=20130221-23:13:52.800|1=Account1|11=fn-634970636328000781|48=CME_20130300_ESH3|55=ES|207=CME_Eq|54=1|38=1|40=1|59=0|167=FUT|21=1|60=20130221-23:13:52.800|204=0|
FIXNEWORDER
MsgSeqNum 34 = 59
SenderCompID 49 = T4Example
TargetCompID 56 = T4
SenderSubID 50 = TraderName
SendingTime 52 = 20130221-23:13:52.800
Account 1 = Account1
ClOrdID 11 = fn-634970636328000781
SecurityID 48 = CME_20130300_ESH3
Symbol 55 = ES
SecurityExchange 207 = CME_Eq
Side 54 = 1 (BUY)
OrderQty 38 = 1
OrdType 40 = 1 (MARKET)
TimeInForce 59 = 0 (DAY)
SecurityType 167 = FUT (FUTURE)
HandlInst 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
TransactTime 60 = 20130221-23:13:52.800
CustomerOrFirm 204 = 0 (CUSTOMER)

The following revelant tags are described in the dictionary of the New Order Single message.here.

Tag 40=1	OrdType	Specifier of Market Order Type
Tag 48	SecurityID	Market for which the order is sent for
Tag 55	Symbol	Contract for which the order is sent for
Tag 200	SecurityExchange	Exchange for which the order is sent for
Tag 167	SecurityType	Security Type (e.g. Futures) of this specific market

Page History: Market Order

Page Revision: 2013/02/21 17:18

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