Welcome Guest, you are in: • Login
CTS Futures

Page History: Queue Order

Compare Page Revisions



« Older Revision - Back to Page History - Newer Revision »


Page Revision: 2013/02/25 15:22


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=6ActivationTypeSpecifier of Queue Order Type
Tag 10103Activation ValueSet to zero to queue the order within T4 FIX API Servers. Set to -1 (on a Cancel Replace) to Activate the order for exchange execution.
Tag 48SecurityIDMarket for which the order is sent
Tag 55SymbolContract for which the order is sent
Tag 200SecurityExchangeExchange for which the order is sent
Tag 167SecurityTypeSecurity Type (e.g. Futures) of this specific market

Sample

In this example, the order is queued by entering ActivationType (Tag 10102) equal to 6 with an ActivationValue (Tag 10103) of 0. The Queued Order is activated to send to the exchange with a Cancel Replace and the activation value of -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

Queued Order Response - Awaiting Activation
<< 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

Queued Order - Requesting Activation
>> 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

Queued Order Response - Activation Pending
<< 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

Queued Order - Activated Order Risk Success
<< 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)

Queued Order - Activation Trigger (to exchange)
<< 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)

Queued Order Response - Order is Working
<< 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.

Trade how you want, where you want

support@ctsfutures.com (312) 939 0164

2 Pierce Pl, Suite 200, Itasca, IL 60143

© 2009-2023 Cunningham Trading Systems LLC All rights reserved.