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Page History: Spark Order

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Page Revision: 2013/03/04 10:43

A Spark Order is a contingent batch order that consists of a Limit Trigger order and subsequent 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 of a Spark order.

Tag 1385=3	ContingencyType	Specifier of Spark order type.
Tag 44	Trigger Price	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 200	SecurityExchange	Exchange for which the order is sent
Tag 167	SecurityType	Security Type (e.g. Futures) of this specific market

The Related components of Spark orders can also be GTC's, StopLimit or Trailing. Activation is not supported with Spark orders.

Sample

In this example, a buy Spark order is submitted at the Limit Trigger Price of 150550 (Tag 10101=150550) with 2 Related Limit orders to sell at 150700 (Tag 44 = 150700). 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 then replaced to a new limit price of 150600 (Tag 44 = 150600). When the triggered order is traded (at 150600), 2 Related Sell components are activated and sent to the market. These 2 Related components are also filled at the price of 150700.


Spark Order - Submitting Order

>> 3/4/2013 10:14:25 AM   [FIXNEWORDERLIST] 34=5|49=T4Example|56=T4|50=TraderName|52=20130304-16:14:25.800|66=fnl-634979888658006610|1385=3|1=Account1|48=CME_20130300_ESH3|55=ES|207=CME_Eq|167=FUT|433=1|68=3|11=batch-1-634979888658006610|54=1|38=2|40=2|59=0|21=2|60=20130304-16:14:25.800|204=0|10101=150550|11=batch-2-634979888658006610|54=2|38=1|40=2|44=150600|59=0|21=2|60=20130304-16:14:25.800|204=0|10102=6|11=batch-3-634979888658006610|54=2|38=1|40=2|44=150600|59=0|21=2|60=20130304-16:14:25.800|204=0|10102=6|
[FIXNEWORDERLIST]
[MsgSeqNum] 34 = 5
[SenderCompID] 49 = T4Example
[TargetCompID] 56 = T4
[SenderSubID] 50 = TraderName
[SendingTime] 52 = 20130304-16:14:25.800
[ListID] 66 = fnl-634979888658006610
[ContingencyType] 1385 = 3 (SPARK)
[Account] 1 = Account1
[SecurityID] 48 = CME_20130300_ESH3
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[SecurityType] 167 = FUT (FUTURE)
[ListExecInstType] 433 = 1 (IMMEDIATE)
[TotNoOrders] 68 = 3
[ClOrdID] 11 = batch-1-634979888658006610
[Side] 54 = 1 (BUY)
[OrderQty] 38 = 2
[OrdType] 40 = 2 (LIMIT)
[TimeInForce] 59 = 0 (DAY)
[HandlInst] 21 = 2 (AUTOMATED_EXECUTION_ORDER_PUBLIC_BROKER_INTERVENTION_OK)
[TransactTime] 60 = 20130304-16:14:25.800
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[TriggerPrice] 10101 = 150550
[ClOrdID] 11 = batch-2-634979888658006610
[Side] 54 = 2 (SELL)
[OrderQty] 38 = 1
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 150600
[TimeInForce] 59 = 0 (DAY)
[HandlInst] 21 = 2 (AUTOMATED_EXECUTION_ORDER_PUBLIC_BROKER_INTERVENTION_OK)
[TransactTime] 60 = 20130304-16:14:25.800
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ActivationType] 10102 = 6 (QUEUE)
[ClOrdID] 11 = batch-3-634979888658006610
[Side] 54 = 2 (SELL)
[OrderQty] 38 = 1
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 150600
[TimeInForce] 59 = 0 (DAY)
[HandlInst] 21 = 2 (AUTOMATED_EXECUTION_ORDER_PUBLIC_BROKER_INTERVENTION_OK)
[TransactTime] 60 = 20130304-16:14:25.800
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ActivationType] 10102 = 6 (QUEUE)

Spark Order: Related Component 1 is suspended

<< 3/4/2013 10:14:25 AM  [fixexecutionreport] 34=113|49=T4|56=T4Example|50=T4FIX|52=20130304-16:14:25.831|143=US,IL|1=Account1|11=batch-2-634979888658006610|66=fnl-634979888658006610|17=0.634979888720162500.2.4.D7B19BB6|150=9|37=D7B19BB6-7065-4068-9173-C41FC5CBE522|39=9|48=CME_20130300_ESH3|55=ES|207=CME_Eq|200=201303|59=0|107=E-mini S&P 500 Mar13|54=2|167=FUT|38=1|40=2|44=150600|58=Activation Pending: SubmissionRiskSuccess. Order Held|60=20130304-16:14:32.020|21=1|204=0|1385=3|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 113
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130304-16:14:25.831
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = batch-2-634979888658006610
[ListID] 66 = fnl-634979888658006610
[ExecID] 17 = 0.634979888720162500.2.4.D7B19BB6
[ExecType] 150 = 9 (SUSPENDED)
[OrderID] 37 = D7B19BB6-7065-4068-9173-C41FC5CBE522
[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 = 2 (SELL)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 1
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 150600
[Text] 58 = Activation Pending: SubmissionRiskSuccess. Order Held
[TransactTime] 60 = 20130304-16:14:32.020
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContingencyType] 1385 = 3 (SPARK)

Spark Order: Spark Order: Related Component 2 is suspended

<< 3/4/2013 10:14:25 AM  [fixexecutionreport] 34=114|49=T4|56=T4Example|50=T4FIX|52=20130304-16:14:25.831|143=US,IL|1=Account1|11=batch-3-634979888658006610|66=fnl-634979888658006610|17=0.634979888720162500.2.4.819CBDB7|150=9|37=819CBDB7-9589-4B2E-B29A-CB779F4A0109|39=9|48=CME_20130300_ESH3|55=ES|207=CME_Eq|200=201303|59=0|107=E-mini S&P 500 Mar13|54=2|167=FUT|38=1|40=2|44=150600|58=Activation Pending: SubmissionRiskSuccess. Order Held|60=20130304-16:14:32.024|21=1|204=0|1385=3|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 114
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130304-16:14:25.831
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = batch-3-634979888658006610
[ListID] 66 = fnl-634979888658006610
[ExecID] 17 = 0.634979888720162500.2.4.819CBDB7
[ExecType] 150 = 9 (SUSPENDED)
[OrderID] 37 = 819CBDB7-9589-4B2E-B29A-CB779F4A0109
[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 = 2 (SELL)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 1
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 150600
[Text] 58 = Activation Pending: SubmissionRiskSuccess. Order Held
[TransactTime] 60 = 20130304-16:14:32.024
[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

<< 3/4/2013 10:14:26 AM  [fixexecutionreport] 34=115|49=T4|56=T4Example|50=T4FIX|52=20130304-16:14:25.894|143=US,IL|1=Account1|11=batch-1-634979888658006610|66=fnl-634979888658006610|17=48000.6423045272_ESH3.6349798887209500006.1.098B6FE1|150=0|37=098B6FE1-639A-4109-A85D-1C6F63715976|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=2|40=2|44=150550|60=20130304-16:14:32.095|21=1|204=0|1385=3|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 115
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130304-16:14:25.894
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = batch-1-634979888658006610
[ListID] 66 = fnl-634979888658006610
[ExecID] 17 = 48000.6423045272_ESH3.6349798887209500006.1.098B6FE1
[ExecType] 150 = 0 (NEW)
[OrderID] 37 = 098B6FE1-639A-4109-A85D-1C6F63715976
[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 = 2
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 150550
[TransactTime] 60 = 20130304-16:14:32.095
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContingencyType] 1385 = 3 (SPARK)

A Replace order to replace the Limit price of the working Trigger order

>> 3/4/2013 10:14:51 AM   [FIXCANCELREPLACE] 34=6|49=T4Example|56=test|50=TraderName|52=20130304-16:14:51.993|1=Account1|11=fr-634979888919931070|41=batch-1-634979888658006610|37=098B6FE1-639A-4109-A85D-1C6F63715976|48=CME_20130300_ESH3|55=ES|207=CME_Eq|54=1|38=2|40=2|44=150575|59=0|167=FUT|21=1|60=20130304-16:14:51.993|204=0|
[FIXCANCELREPLACE]
[MsgSeqNum] 34 = 6
[SenderCompID] 49 = T4Example
[TargetCompID] 56 = test
[SenderSubID] 50 = TraderName
[SendingTime] 52 = 20130304-16:14:51.993
[Account] 1 = Account1
[ClOrdID] 11 = fr-634979888919931070
[OrigClOrdID] 41 = batch-1-634979888658006610
[OrderID] 37 = 098B6FE1-639A-4109-A85D-1C6F63715976
[SecurityID] 48 = CME_20130300_ESH3
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[Side] 54 = 1 (BUY)
[OrderQty] 38 = 2
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 150575
[TimeInForce] 59 = 0 (DAY)
[SecurityType] 167 = FUT (FUTURE)
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[TransactTime] 60 = 20130304-16:14:51.993
[CustomerOrFirm] 204 = 0 (CUSTOMER)

Trigger order is replaced and works the market at a new Limit Price

<< 3/4/2013 10:14:52 AM  [fixexecutionreport] 34=153|49=T4|56=T4Example|50=T4FIX|52=20130304-16:14:52.008|143=US,IL|1=Account1|11=fr-634979888919931070|41=batch-1-634979888658006610|66=fnl-634979888658006610|17=48001.6423045272_ESH3.63497988898266000012.1.098B6FE1|150=5|37=098B6FE1-639A-4109-A85D-1C6F63715976|39=5|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=2|40=2|44=150575|60=20130304-16:14:58.266|21=1|204=0|1385=3|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 153
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130304-16:14:52.008
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = fr-634979888919931070
[OrigClOrdID] 41 = batch-1-634979888658006610
[ListID] 66 = fnl-634979888658006610
[ExecID] 17 = 48001.6423045272_ESH3.63497988898266000012.1.098B6FE1
[ExecType] 150 = 5 (REPLACE)
[OrderID] 37 = 098B6FE1-639A-4109-A85D-1C6F63715976
[OrdStatus] 39 = 5 (REPLACED)
[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 = 2
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 150575
[TransactTime] 60 = 20130304-16:14:58.266
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContingencyType] 1385 = 3 (SPARK)

A Replace order to replace the Limit price of the Related Component 2

>> 3/4/2013 10:16:17 AM   [FIXCANCELREPLACE] 34=8|49=T4Example|56=test|50=TraderName|52=20130304-16:16:17.411|1=Account1|11=fr-634979889774112572|41=batch-3-634979888658006610|37=819CBDB7-9589-4B2E-B29A-CB779F4A0109|48=CME_20130300_ESH3|55=ES|207=CME_Eq|54=2|38=1|40=2|44=150625|59=0|167=FUT|21=1|60=20130304-16:16:17.411|204=0|
[FIXCANCELREPLACE]
[MsgSeqNum] 34 = 8
[SenderCompID] 49 = T4Example
[TargetCompID] 56 = test
[SenderSubID] 50 = TraderName
[SendingTime] 52 = 20130304-16:16:17.411
[Account] 1 = Account1
[ClOrdID] 11 = fr-634979889774112572
[OrigClOrdID] 41 = batch-3-634979888658006610
[OrderID] 37 = 819CBDB7-9589-4B2E-B29A-CB779F4A0109
[SecurityID] 48 = CME_20130300_ESH3
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[Side] 54 = 2 (SELL)
[OrderQty] 38 = 1
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 150625
[TimeInForce] 59 = 0 (DAY)
[SecurityType] 167 = FUT (FUTURE)
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[TransactTime] 60 = 20130304-16:16:17.411
[CustomerOrFirm] 204 = 0 (CUSTOMER)

Related component 2 is replaced at a new Limit Price. It remains suspended as it is not activated yet.

<< 3/4/2013 10:16:17 AM  [fixexecutionreport] 34=294|49=T4|56=T4Example|50=T4FIX|52=20130304-16:16:17.411|143=US,IL|1=Account1|11=fr-634979889774112572|41=batch-3-634979888658006610|66=fnl-634979888658006610|17=0..012.4.819CBDB7|150=9|37=819CBDB7-9589-4B2E-B29A-CB779F4A0109|39=9|48=CME_20130300_ESH3|55=ES|207=CME_Eq|200=201303|59=0|107=E-mini S&P 500 Mar13|54=2|167=FUT|38=1|40=2|44=150625|21=1|204=0|1385=3|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 294
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130304-16:16:17.411
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = fr-634979889774112572
[OrigClOrdID] 41 = batch-3-634979888658006610
[ListID] 66 = fnl-634979888658006610
[ExecID] 17 = 0..012.4.819CBDB7
[ExecType] 150 = 9 (SUSPENDED)
[OrderID] 37 = 819CBDB7-9589-4B2E-B29A-CB779F4A0109
[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 = 2 (SELL)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 1
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 150625
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContingencyType] 1385 = 3 (SPARK)

A Replace order to replace the Limit price of the Related Component 1

>> 3/4/2013 10:16:25 AM   [FIXCANCELREPLACE] 34=9|49=T4Example|56=test|50=TraderName|52=20130304-16:16:25.626|1=Account1|11=fr-634979889856268714|41=batch-2-634979888658006610|37=D7B19BB6-7065-4068-9173-C41FC5CBE522|48=CME_20130300_ESH3|55=ES|207=CME_Eq|54=2|38=1|40=2|44=150625|59=0|167=FUT|21=1|60=20130304-16:16:25.626|204=0|
[FIXCANCELREPLACE]
[MsgSeqNum] 34 = 9
[SenderCompID] 49 = T4Example
[TargetCompID] 56 = test
[SenderSubID] 50 = TraderName
[SendingTime] 52 = 20130304-16:16:25.626
[Account] 1 = Account1
[ClOrdID] 11 = fr-634979889856268714
[OrigClOrdID] 41 = batch-2-634979888658006610
[OrderID] 37 = D7B19BB6-7065-4068-9173-C41FC5CBE522
[SecurityID] 48 = CME_20130300_ESH3
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[Side] 54 = 2 (SELL)
[OrderQty] 38 = 1
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 150625
[TimeInForce] 59 = 0 (DAY)
[SecurityType] 167 = FUT (FUTURE)
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[TransactTime] 60 = 20130304-16:16:25.626
[CustomerOrFirm] 204 = 0 (CUSTOMER)

Related component 1 is replaced at a new Limit Price. It remains suspended as it is not activated yet.

<< 3/4/2013 10:16:25 AM  [fixexecutionreport] 34=309|49=T4|56=T4Example|50=T4FIX|52=20130304-16:16:25.626|143=US,IL|1=Account1|11=fr-634979889856268714|41=batch-2-634979888658006610|66=fnl-634979888658006610|17=0..012.4.D7B19BB6|150=9|37=D7B19BB6-7065-4068-9173-C41FC5CBE522|39=9|48=CME_20130300_ESH3|55=ES|207=CME_Eq|200=201303|59=0|107=E-mini S&P 500 Mar13|54=2|167=FUT|38=1|40=2|44=150625|21=1|204=0|1385=3|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 309
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130304-16:16:25.626
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = fr-634979889856268714
[OrigClOrdID] 41 = batch-2-634979888658006610
[ListID] 66 = fnl-634979888658006610
[ExecID] 17 = 0..012.4.D7B19BB6
[ExecType] 150 = 9 (SUSPENDED)
[OrderID] 37 = D7B19BB6-7065-4068-9173-C41FC5CBE522
[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 = 2 (SELL)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 1
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 150625
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContingencyType] 1385 = 3 (SPARK)

Spark Order: Trigger is filled.

<< 3/4/2013 10:19:12 AM  [fixexecutionreport] 34=562|49=T4|56=T4Example|50=T4FIX|52=20130304-16:19:12.637|143=US,IL|1=Account1|11=fr-634979888919931070|41=batch-1-634979888658006610|66=fnl-634979888658006610|17=64208:364375TN0018857.63497989158880000021.2.098B6FE1|150=F|37=098B6FE1-639A-4109-A85D-1C6F63715976|39=2|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=2|40=2|44=150575|31=150575|32=2|14=2|151=0|60=20130304-16:19:18.844|21=1|204=0|337=TRADE|375=CME000A|1385=3|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 562
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130304-16:19:12.637
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = fr-634979888919931070
[OrigClOrdID] 41 = batch-1-634979888658006610
[ListID] 66 = fnl-634979888658006610
[ExecID] 17 = 64208:364375TN0018857.63497989158880000021.2.098B6FE1
[ExecType] 150 = F
[OrderID] 37 = 098B6FE1-639A-4109-A85D-1C6F63715976
[OrdStatus] 39 = 2 (FILLED)
[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 = 2
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 150575
[LastPx] 31 = 150575
[LastShares] 32 = 2
[CumQty] 14 = 2
[LeavesQty] 151 = 0
[TransactTime] 60 = 20130304-16:19:18.844
[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 2 passes Risk Assesment for Activation.

<< 3/4/2013 10:19:12 AM  [fixexecutionreport] 34=565|49=T4|56=T4Example|50=T4FIX|52=20130304-16:19:12.840|143=US,IL|1=Account1|11=fr-634979889774112572|41=batch-3-634979888658006610|66=fnl-634979888658006610|17=0.634979891590162500.2.4.819CBDB7|150=9|37=819CBDB7-9589-4B2E-B29A-CB779F4A0109|39=9|48=CME_20130300_ESH3|55=ES|207=CME_Eq|200=201303|59=0|107=E-mini S&P 500 Mar13|54=2|167=FUT|38=1|40=2|44=150625|58=Spark Activated: SubmissionRiskSuccess. Order Held|60=20130304-16:14:32.024|21=1|204=0|1385=3|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 565
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130304-16:19:12.840
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = fr-634979889774112572
[OrigClOrdID] 41 = batch-3-634979888658006610
[ListID] 66 = fnl-634979888658006610
[ExecID] 17 = 0.634979891590162500.2.4.819CBDB7
[ExecType] 150 = 9 (SUSPENDED)
[OrderID] 37 = 819CBDB7-9589-4B2E-B29A-CB779F4A0109
[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 = 2 (SELL)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 1
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 150625
[Text] 58 = Spark Activated: SubmissionRiskSuccess. Order Held
[TransactTime] 60 = 20130304-16:14:32.024
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContingencyType] 1385 = 3 (SPARK)

Spark Order: Related Component 1 passes Risk Assesment for Activation.

<< 3/4/2013 10:19:13 AM  [fixexecutionreport] 34=566|49=T4|56=T4Example|50=T4FIX|52=20130304-16:19:12.855|143=US,IL|1=Account1|11=fr-634979889856268714|41=batch-2-634979888658006610|66=fnl-634979888658006610|17=0.634979891590162500.2.4.D7B19BB6|150=9|37=D7B19BB6-7065-4068-9173-C41FC5CBE522|39=9|48=CME_20130300_ESH3|55=ES|207=CME_Eq|200=201303|59=0|107=E-mini S&P 500 Mar13|54=2|167=FUT|38=1|40=2|44=150625|58=Spark Activated: SubmissionRiskSuccess. Order Held|60=20130304-16:14:32.020|21=1|204=0|1385=3|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 566
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130304-16:19:12.855
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = fr-634979889856268714
[OrigClOrdID] 41 = batch-2-634979888658006610
[ListID] 66 = fnl-634979888658006610
[ExecID] 17 = 0.634979891590162500.2.4.D7B19BB6
[ExecType] 150 = 9 (SUSPENDED)
[OrderID] 37 = D7B19BB6-7065-4068-9173-C41FC5CBE522
[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 = 2 (SELL)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 1
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 150625
[Text] 58 = Spark Activated: SubmissionRiskSuccess. Order Held
[TransactTime] 60 = 20130304-16:14:32.020
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContingencyType] 1385 = 3 (SPARK)

Spark Order: Related Component 2 is sent to the exchange.

<< 3/4/2013 10:19:13 AM  [fixexecutionreport] 34=567|49=T4|56=T4Example|50=T4FIX|52=20130304-16:19:12.855|143=US,IL|1=Account1|11=fr-634979889774112572|41=batch-3-634979888658006610|66=fnl-634979888658006610|17=48002..04.4.819CBDB7|150=9|37=819CBDB7-9589-4B2E-B29A-CB779F4A0109|39=9|48=CME_20130300_ESH3|55=ES|207=CME_Eq|200=201303|59=0|107=E-mini S&P 500 Mar13|54=2|167=FUT|38=1|40=2|44=150625|58=Spark Activated|21=1|204=0|1385=3|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 567
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130304-16:19:12.855
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = fr-634979889774112572
[OrigClOrdID] 41 = batch-3-634979888658006610
[ListID] 66 = fnl-634979888658006610
[ExecID] 17 = 48002..04.4.819CBDB7
[ExecType] 150 = 9 (SUSPENDED)
[OrderID] 37 = 819CBDB7-9589-4B2E-B29A-CB779F4A0109
[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 = 2 (SELL)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 1
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 150625
[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 1 is sent to the exchange.

<< 3/4/2013 10:19:13 AM  [fixexecutionreport] 34=568|49=T4|56=T4Example|50=T4FIX|52=20130304-16:19:12.855|143=US,IL|1=Account1|11=fr-634979889856268714|41=batch-2-634979888658006610|66=fnl-634979888658006610|17=48003..04.4.D7B19BB6|150=9|37=D7B19BB6-7065-4068-9173-C41FC5CBE522|39=9|48=CME_20130300_ESH3|55=ES|207=CME_Eq|200=201303|59=0|107=E-mini S&P 500 Mar13|54=2|167=FUT|38=1|40=2|44=150625|58=Spark Activated|21=1|204=0|1385=3|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 568
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130304-16:19:12.855
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = fr-634979889856268714
[OrigClOrdID] 41 = batch-2-634979888658006610
[ListID] 66 = fnl-634979888658006610
[ExecID] 17 = 48003..04.4.D7B19BB6
[ExecType] 150 = 9 (SUSPENDED)
[OrderID] 37 = D7B19BB6-7065-4068-9173-C41FC5CBE522
[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 = 2 (SELL)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 1
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 150625
[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 Working the exchange.

<< 3/4/2013 10:19:13 AM  [fixexecutionreport] 34=569|49=T4|56=T4Example|50=T4FIX|52=20130304-16:19:12.871|143=US,IL|1=Account1|11=fr-634979889774112572|41=batch-3-634979888658006610|66=fnl-634979888658006610|17=48002.6423045641_ESH3.6349798915908000006.1.819CBDB7|150=0|37=819CBDB7-9589-4B2E-B29A-CB779F4A0109|39=0|48=CME_20130300_ESH3|55=ES|207=CME_Eq|200=201303|59=0|107=E-mini S&P 500 Mar13|54=2|167=FUT|38=1|40=2|44=150625|60=20130304-16:19:19.080|21=1|204=0|1385=3|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 569
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130304-16:19:12.871
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = fr-634979889774112572
[OrigClOrdID] 41 = batch-3-634979888658006610
[ListID] 66 = fnl-634979888658006610
[ExecID] 17 = 48002.6423045641_ESH3.6349798915908000006.1.819CBDB7
[ExecType] 150 = 0 (NEW)
[OrderID] 37 = 819CBDB7-9589-4B2E-B29A-CB779F4A0109
[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 = 2 (SELL)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 1
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 150625
[TransactTime] 60 = 20130304-16:19:19.080
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContingencyType] 1385 = 3 (SPARK)

Spark Order: Related Component 1 is Working the exchange.

<< 3/4/2013 10:19:13 AM  [fixexecutionreport] 34=570|49=T4|56=T4Example|50=T4FIX|52=20130304-16:19:13.105|143=US,IL|1=Account1|11=fr-634979889856268714|41=batch-2-634979888658006610|66=fnl-634979888658006610|17=48003.6423045642_ESH3.6349798915908500006.1.D7B19BB6|150=0|37=D7B19BB6-7065-4068-9173-C41FC5CBE522|39=0|48=CME_20130300_ESH3|55=ES|207=CME_Eq|200=201303|59=0|107=E-mini S&P 500 Mar13|54=2|167=FUT|38=1|40=2|44=150625|60=20130304-16:19:19.085|21=1|204=0|1385=3|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 570
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130304-16:19:13.105
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = fr-634979889856268714
[OrigClOrdID] 41 = batch-2-634979888658006610
[ListID] 66 = fnl-634979888658006610
[ExecID] 17 = 48003.6423045642_ESH3.6349798915908500006.1.D7B19BB6
[ExecType] 150 = 0 (NEW)
[OrderID] 37 = D7B19BB6-7065-4068-9173-C41FC5CBE522
[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 = 2 (SELL)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 1
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 150625
[TransactTime] 60 = 20130304-16:19:19.085
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContingencyType] 1385 = 3 (SPARK)

Spark Order: Related Component 2 is filled.

<< 3/4/2013 10:21:31 AM  [fixexecutionreport] 34=740|49=T4|56=T4Example|50=T4FIX|52=20130304-16:21:31.072|143=US,IL|1=Account1|11=fr-634979889774112572|41=batch-3-634979888658006610|66=fnl-634979888658006610|17=64208:365240TN0018911.63497989297330000021.2.819CBDB7|150=F|37=819CBDB7-9589-4B2E-B29A-CB779F4A0109|39=2|48=CME_20130300_ESH3|55=ES|207=CME_Eq|200=201303|59=0|107=E-mini S&P 500 Mar13|54=2|167=FUT|38=1|40=2|44=150625|31=150625|32=1|14=1|151=0|60=20130304-16:21:37.281|21=1|204=0|337=TRADE|375=CME000A|1385=3|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 740
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130304-16:21:31.072
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = fr-634979889774112572
[OrigClOrdID] 41 = batch-3-634979888658006610
[ListID] 66 = fnl-634979888658006610
[ExecID] 17 = 64208:365240TN0018911.63497989297330000021.2.819CBDB7
[ExecType] 150 = F
[OrderID] 37 = 819CBDB7-9589-4B2E-B29A-CB779F4A0109
[OrdStatus] 39 = 2 (FILLED)
[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 = 2 (SELL)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 1
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 150625
[LastPx] 31 = 150625
[LastShares] 32 = 1
[CumQty] 14 = 1
[LeavesQty] 151 = 0
[TransactTime] 60 = 20130304-16:21:37.281
[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 1 is filled.

<< 3/4/2013 10:21:31 AM  [fixexecutionreport] 34=743|49=T4|56=T4Example|50=T4FIX|52=20130304-16:21:31.306|143=US,IL|1=Account1|11=fr-634979889856268714|41=batch-2-634979888658006610|66=fnl-634979888658006610|17=64208:365242TN0018912.63497989297330000021.2.D7B19BB6|150=F|37=D7B19BB6-7065-4068-9173-C41FC5CBE522|39=2|48=CME_20130300_ESH3|55=ES|207=CME_Eq|200=201303|59=0|107=E-mini S&P 500 Mar13|54=2|167=FUT|38=1|40=2|44=150625|31=150625|32=1|14=1|151=0|60=20130304-16:21:37.500|21=1|204=0|337=TRADE|375=CME000A|1385=3|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 743
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130304-16:21:31.306
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = fr-634979889856268714
[OrigClOrdID] 41 = batch-2-634979888658006610
[ListID] 66 = fnl-634979888658006610
[ExecID] 17 = 64208:365242TN0018912.63497989297330000021.2.D7B19BB6
[ExecType] 150 = F
[OrderID] 37 = D7B19BB6-7065-4068-9173-C41FC5CBE522
[OrdStatus] 39 = 2 (FILLED)
[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 = 2 (SELL)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 1
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 150625
[LastPx] 31 = 150625
[LastShares] 32 = 1
[CumQty] 14 = 1
[LeavesQty] 151 = 0
[TransactTime] 60 = 20130304-16:21:37.500
[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.

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