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Page History: Queue Order

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Page Revision: 2013/02/25 15:06

A Queue Order submits a limit order to the T4 API server for queueing (risk assessed, suspended and waiting for a request to activate). A Queue Order is queued with the New Order Single (Tag 35=D) message. Subsequently, a Queue Order is activated with the Cancel Replace(Tag 35=B) message. Following are the most relevant tags to build a Queue order.

Tag 10102=6	ActivationType	Specifier of Queue Order Type
Tag 10103	Activation Value	Set to Order to queue the order for execution. Set to -1 (on a Cancel Replace) to Activate the order.
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 ActivationType(Tag 10102) equal to 6 with an ActivationValue (Tag 10103) of 0. The Queued Order is activate to send to the exchange with a Cancel Replace of its activation value as -1.

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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