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Page History: Queue Order

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Page Revision: 2013/02/25 14:54

A Queue Order submits a limit order at the best bid or offer price in order to get filled. A Queue Order is entered with the New Order Single (Tag 35=D) message. Following are the most relevant tags to build a Queue order.

Tag 40=H	OrdType	Specifier of Hit Order Type
Tag 54	Side	Set to 1 (BUY) to hit the best offer (buying at the best offer price). Set to 2 (SELL) to hit the best bid (selling at the best bid price)
Tag 48	SecurityID	Market for which the order is sent
Tag 55	Symbol	Contract for which the order is sent
Tag 200	SecurityExchange	Exchange for which the order is sent
Tag 167	SecurityType	Security Type (e.g. Futures) of this specific market

Sample

In this example, the Queue Order is submitted for by entering OrderType (Tag 10102) equal to 6. Note that the Price (Tag 44) is not entered.

Queue Order

>> 2/25/2013 2:42:34 PM   [FIXNEWORDER] 34=10|49=T4Example|56=T450=TraderName|52=20130225-20:42:34.536|1=Account1|11=fn-634974001545361685|48=CME_20130300_ESH3|55=ES|207=CME_Eq|54=1|38=1|40=2|44=148000|59=0|167=FUT|21=1|60=20130225-20:42:34.536|204=0|10102=6|10103=0|
[FIXNEWORDER]
[MsgSeqNum] 34 = 10
[SenderCompID] 49 = T4Example
[TargetCompID] 56 = T4
[SenderSubID] 50 = TraderName
[SendingTime] 52 = 20130225-20:42:34.536
[Account] 1 = Account1
[ClOrdID] 11 = fn-634974001545361685
[SecurityID] 48 = CME_20130300_ESH3
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[Side] 54 = 1 (BUY)
[OrderQty] 38 = 1
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 148000
[TimeInForce] 59 = 0 (DAY)
[SecurityType] 167 = FUT (FUTURE)
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[TransactTime] 60 = 20130225-20:42:34.536
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ActivationType] 10102 = 6 (QUEUE)
[ActivationValue] 10103 = 0

Queue Order Response - Awaiting Trigger

<< 2/25/2013 2:42:34 PM  [fixexecutionreport] 34=118|49=T4|56=T4Example|50=T4FIX|52=20130225-20:42:34.551|143=US,IL|1=Account1|11=fn-634974001545361685|17=0.634974001570618750.2.4.18A27A0F|150=9|37=18A27A0F-5739-4784-A4FE-A64B5CC83B5B|39=9|48=CME_20130300_ESH3|55=ES|207=CME_Eq|200=201303|59=0|107=E-mini S&P 500 Mar13|54=1|167=FUT|38=1|40=2|44=148000|58=Activation Pending: SubmissionRiskSuccess. Order Held|60=20130225-20:42:37.046|21=1|204=0|10102=6|10103=0|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 118
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130225-20:42:34.551
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = fn-634974001545361685
[ExecID] 17 = 0.634974001570618750.2.4.18A27A0F
[ExecType] 150 = 9 (SUSPENDED)
[OrderID] 37 = 18A27A0F-5739-4784-A4FE-A64B5CC83B5B
[OrdStatus] 39 = 9 (SUSPENDED)
[SecurityID] 48 = CME_20130300_ESH3
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201303
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Mar13
[Side] 54 = 1 (BUY)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 1
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 148000
[Text] 58 = Activation Pending: SubmissionRiskSuccess. Order Held
[TransactTime] 60 = 20130225-20:42:37.046
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ActivationType] 10102 = 6 (QUEUE)
[ActivationValue] 10103 = 0

Queue Order Response - Awaiting Trigger

>> 2/25/2013 2:43:15 PM   [FIXCANCELREPLACE] 34=11|49=T4Example|56=T4|50=TraderName|52=20130225-20:43:15.972|1=Account1|11=fr-634974001959726398-0|41=fn-634974001545361685|37=18A27A0F-5739-4784-A4FE-A64B5CC83B5B|48=CME_20130300_ESH3|55=ES|207=CME_Eq|54=1|38=1|40=2|44=148000|59=0|167=FUT|21=1|60=20130225-20:43:15.972|204=0|10103=-1|
[FIXCANCELREPLACE]
[MsgSeqNum] 34 = 11
[SenderCompID] 49 = T4Example
[TargetCompID] 56 = T4
[SenderSubID] 50 = TraderName
[SendingTime] 52 = 20130225-20:43:15.972
[Account] 1 = Account1
[ClOrdID] 11 = fr-634974001959726398-0
[OrigClOrdID] 41 = fn-634974001545361685
[OrderID] 37 = 18A27A0F-5739-4784-A4FE-A64B5CC83B5B
[SecurityID] 48 = CME_20130300_ESH3
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[Side] 54 = 1 (BUY)
[OrderQty] 38 = 1
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 148000
[TimeInForce] 59 = 0 (DAY)
[SecurityType] 167 = FUT (FUTURE)
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[TransactTime] 60 = 20130225-20:43:15.972
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ActivationValue] 10103 = -1

Queue Order Response - Awaiting Trigger

<< 2/25/2013 2:43:16 PM  [fixexecutionreport] 34=191|49=T4|56=T4Example|50=T4FIX|52=20130225-20:43:16.050|143=US,IL|1=Account1|11=fr-634974001959726398-0|41=fn-634974001545361685|17=0..012.4.18A27A0F|150=9|37=18A27A0F-5739-4784-A4FE-A64B5CC83B5B|39=9|48=CME_20130300_ESH3|55=ES|207=CME_Eq|200=201303|59=0|107=E-mini S&P 500 Mar13|54=1|167=FUT|38=1|40=2|44=148000|58=Activation Pending|21=1|204=0|10102=6|10103=-1|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 191
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130225-20:43:16.050
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = fr-634974001959726398-0
[OrigClOrdID] 41 = fn-634974001545361685
[ExecID] 17 = 0..012.4.18A27A0F
[ExecType] 150 = 9 (SUSPENDED)
[OrderID] 37 = 18A27A0F-5739-4784-A4FE-A64B5CC83B5B
[OrdStatus] 39 = 9 (SUSPENDED)
[SecurityID] 48 = CME_20130300_ESH3
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201303
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Mar13
[Side] 54 = 1 (BUY)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 1
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 148000
[Text] 58 = Activation Pending
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ActivationType] 10102 = 6 (QUEUE)
[ActivationValue] 10103 = -1

Queue Order Response - Awaiting Trigger

<< 2/25/2013 2:43:17 PM  [fixexecutionreport] 34=193|49=T4|56=T4Example|50=T4FIX|52=20130225-20:43:17.064|143=US,IL|1=Account1|11=fr-634974001959726398-0|41=fn-634974001545361685|17=0.634974001995618750.2.4.18A27A0F|150=9|37=18A27A0F-5739-4784-A4FE-A64B5CC83B5B|39=9|48=CME_20130300_ESH3|55=ES|207=CME_Eq|200=201303|59=0|107=E-mini S&P 500 Mar13|54=1|167=FUT|38=1|40=2|44=148000|58=Activation Trigger: SubmissionRiskSuccess. Order Held|60=20130225-20:42:37.046|21=1|204=0|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 193
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130225-20:43:17.064
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = fr-634974001959726398-0
[OrigClOrdID] 41 = fn-634974001545361685
[ExecID] 17 = 0.634974001995618750.2.4.18A27A0F
[ExecType] 150 = 9 (SUSPENDED)
[OrderID] 37 = 18A27A0F-5739-4784-A4FE-A64B5CC83B5B
[OrdStatus] 39 = 9 (SUSPENDED)
[SecurityID] 48 = CME_20130300_ESH3
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201303
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Mar13
[Side] 54 = 1 (BUY)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 1
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 148000
[Text] 58 = Activation Trigger: SubmissionRiskSuccess. Order Held
[TransactTime] 60 = 20130225-20:42:37.046
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)

Queue Order Response - Awaiting Trigger

<< 2/25/2013 2:43:17 PM  [fixexecutionreport] 34=194|49=T4|56=T4Example|50=T4FIX|52=20130225-20:43:17.173|143=US,IL|1=Account1|11=fr-634974001959726398-0|41=fn-634974001545361685|17=47991..04.4.18A27A0F|150=9|37=18A27A0F-5739-4784-A4FE-A64B5CC83B5B|39=9|48=CME_20130300_ESH3|55=ES|207=CME_Eq|200=201303|59=0|107=E-mini S&P 500 Mar13|54=1|167=FUT|38=1|40=2|44=148000|58=Activation Trigger|21=1|204=0|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 194
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130225-20:43:17.173
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = fr-634974001959726398-0
[OrigClOrdID] 41 = fn-634974001545361685
[ExecID] 17 = 47991..04.4.18A27A0F
[ExecType] 150 = 9 (SUSPENDED)
[OrderID] 37 = 18A27A0F-5739-4784-A4FE-A64B5CC83B5B
[OrdStatus] 39 = 9 (SUSPENDED)
[SecurityID] 48 = CME_20130300_ESH3
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201303
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Mar13
[Side] 54 = 1 (BUY)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 1
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 148000
[Text] 58 = Activation Trigger
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)

Queue Order Response - Awaiting Trigger

<< 2/25/2013 2:43:17 PM  [fixexecutionreport] 34=195|49=T4|56=T4Example|50=T4FIX|52=20130225-20:43:17.251|143=US,IL|1=Account1|11=fr-634974001959726398-0|41=fn-634974001545361685|17=47991.6420174176_ESH3.6349740019981800006.1.18A27A0F|150=0|37=18A27A0F-5739-4784-A4FE-A64B5CC83B5B|39=0|48=CME_20130300_ESH3|55=ES|207=CME_Eq|200=201303|59=0|107=E-mini S&P 500 Mar13|54=1|167=FUT|38=1|40=2|44=148000|60=20130225-20:43:19.818|21=1|204=0|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 195
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130225-20:43:17.251
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = fr-634974001959726398-0
[OrigClOrdID] 41 = fn-634974001545361685
[ExecID] 17 = 47991.6420174176_ESH3.6349740019981800006.1.18A27A0F
[ExecType] 150 = 0 (NEW)
[OrderID] 37 = 18A27A0F-5739-4784-A4FE-A64B5CC83B5B
[OrdStatus] 39 = 0 (NEW)
[SecurityID] 48 = CME_20130300_ESH3
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201303
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Mar13
[Side] 54 = 1 (BUY)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 1
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 148000
[TransactTime] 60 = 20130225-20:43:19.818
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)

Further details on the tags used for this order type are described in the dictionary of the New Order Single message.

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