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Page History: Spark Order

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Page Revision: 2013/03/04 10:08

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. When the trigger component is traded, the Related components are all activated and sent to the exchange. The Spark's Related components are labeled with an Activation Type of Queue (Tag 10102=6) and work the market independently of each other.

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

>> 3/4/2013 9:15:25 AM   [FIXNEWORDERLIST] 34=6|49=T4Test|56=test|50=Ernesto|52=20130304-15:15:25.734|66=fnl-634979853257343915|1385=3|1=ernesto|48=CME_20130300_ESH3|55=ES|207=CME_Eq|167=FUT|433=1|68=3|11=batch-1-634979853257343915|54=1|38=2|40=2|59=0|21=2|60=20130304-15:15:25.734|204=0|10101=150550|11=batch-2-634979853257343915|54=2|38=1|40=2|44=150700|59=0|21=2|60=20130304-15:15:25.734|204=0|10102=6|11=batch-3-634979853257343915|54=2|38=1|40=2|44=150700|59=0|21=2|60=20130304-15:15:25.734|204=0|10102=6|
[FIXNEWORDERLIST]
[MsgSeqNum] 34 = 6
[SenderCompID] 49 = T4Test
[TargetCompID] 56 = test
[SenderSubID] 50 = Ernesto
[SendingTime] 52 = 20130304-15:15:25.734
[ListID] 66 = fnl-634979853257343915
[ContingencyType] 1385 = 3 (SPARK)
[Account] 1 = ernesto
[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-1-634979853257343915
[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 = 20130304-15:15:25.734
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[TriggerPrice] 10101 = 150550
[ClOrdID] 11 = batch-2-634979853257343915
[Side] 54 = 2 (SELL)
[OrderQty] 38 = 1
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 150700
[TimeInForce] 59 = 0 (DAY)
[HandlInst] 21 = 2 (AUTOMATED_EXECUTION_ORDER_PUBLIC_BROKER_INTERVENTION_OK)
[TransactTime] 60 = 20130304-15:15:25.734
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ActivationType] 10102 = 6 (QUEUE)
[ClOrdID] 11 = batch-3-634979853257343915
[Side] 54 = 2 (SELL)
[OrderQty] 38 = 1
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 150700
[TimeInForce] 59 = 0 (DAY)
[HandlInst] 21 = 2 (AUTOMATED_EXECUTION_ORDER_PUBLIC_BROKER_INTERVENTION_OK)
[TransactTime] 60 = 20130304-15:15:25.734
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ActivationType] 10102 = 6 (QUEUE)


<< 3/4/2013 9:15:25 AM  [fixexecutionreport] 34=247|49=test|56=T4Test|50=T4FIX|52=20130304-15:15:25.921|143=US,IL|1=ernesto|11=batch-2-634979853257343915|66=fnl-634979853257343915|17=0.634979853321087500.2.4.5818050C|150=9|37=5818050C-7EF7-42AD-A7DC-B5300B4108EA|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=150700|58=Activation Pending: SubmissionRiskSuccess. Order Held|60=20130304-15:15:32.019|21=1|204=0|1385=3|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 247
[SenderCompID] 49 = test
[TargetCompID] 56 = T4Test
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130304-15:15:25.921
[TargetLocationID] 143 = US,IL
[Account] 1 = ernesto
[ClOrdID] 11 = batch-2-634979853257343915
[ListID] 66 = fnl-634979853257343915
[ExecID] 17 = 0.634979853321087500.2.4.5818050C
[ExecType] 150 = 9 (SUSPENDED)
[OrderID] 37 = 5818050C-7EF7-42AD-A7DC-B5300B4108EA
[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 = 150700
[Text] 58 = Activation Pending: SubmissionRiskSuccess. Order Held
[TransactTime] 60 = 20130304-15:15:32.019
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContingencyType] 1385 = 3 (SPARK)


<< 3/4/2013 9:15:25 AM  [fixexecutionreport] 34=248|49=test|56=T4Test|50=T4FIX|52=20130304-15:15:25.921|143=US,IL|1=ernesto|11=batch-3-634979853257343915|66=fnl-634979853257343915|17=0.634979853321087500.2.4.BF489323|150=9|37=BF489323-2F21-497F-8E9D-21D784C42E04|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=150700|58=Activation Pending: SubmissionRiskSuccess. Order Held|60=20130304-15:15:32.023|21=1|204=0|1385=3|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 248
[SenderCompID] 49 = test
[TargetCompID] 56 = T4Test
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130304-15:15:25.921
[TargetLocationID] 143 = US,IL
[Account] 1 = ernesto
[ClOrdID] 11 = batch-3-634979853257343915
[ListID] 66 = fnl-634979853257343915
[ExecID] 17 = 0.634979853321087500.2.4.BF489323
[ExecType] 150 = 9 (SUSPENDED)
[OrderID] 37 = BF489323-2F21-497F-8E9D-21D784C42E04
[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 = 150700
[Text] 58 = Activation Pending: SubmissionRiskSuccess. Order Held
[TransactTime] 60 = 20130304-15:15:32.023
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContingencyType] 1385 = 3 (SPARK)


<< 3/4/2013 9:15:26 AM  [fixexecutionreport] 34=250|49=test|56=T4Test|50=T4FIX|52=20130304-15:15:26.155|143=US,IL|1=ernesto|11=batch-1-634979853257343915|66=fnl-634979853257343915|17=47990.6423003845_ESH3.6349798533229300006.1.94DFB10B|150=0|37=94DFB10B-7097-4C05-910B-6A24C8490E4D|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=20130304-15:15:32.293|21=1|204=0|1385=3|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 250
[SenderCompID] 49 = test
[TargetCompID] 56 = T4Test
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130304-15:15:26.155
[TargetLocationID] 143 = US,IL
[Account] 1 = ernesto
[ClOrdID] 11 = batch-1-634979853257343915
[ListID] 66 = fnl-634979853257343915
[ExecID] 17 = 47990.6423003845_ESH3.6349798533229300006.1.94DFB10B
[ExecType] 150 = 0 (NEW)
[OrderID] 37 = 94DFB10B-7097-4C05-910B-6A24C8490E4D
[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 = 20130304-15:15:32.293
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContingencyType] 1385 = 3 (SPARK)


>> 3/4/2013 9:16:23 AM   [FIXCANCELREPLACE] 34=8|49=T4Test|56=test|50=Ernesto|52=20130304-15:16:23.080|1=ernesto|11=fr-634979853830800922|41=batch-1-634979853257343915|37=94DFB10B-7097-4C05-910B-6A24C8490E4D|48=CME_20130300_ESH3|55=ES|207=CME_Eq|54=1|38=2|40=2|44=150600|59=0|167=FUT|21=1|60=20130304-15:16:23.080|204=0|
[FIXCANCELREPLACE]
[MsgSeqNum] 34 = 8
[SenderCompID] 49 = T4Test
[TargetCompID] 56 = test
[SenderSubID] 50 = Ernesto
[SendingTime] 52 = 20130304-15:16:23.080
[Account] 1 = ernesto
[ClOrdID] 11 = fr-634979853830800922
[OrigClOrdID] 41 = batch-1-634979853257343915
[OrderID] 37 = 94DFB10B-7097-4C05-910B-6A24C8490E4D
[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 = 150600
[TimeInForce] 59 = 0 (DAY)
[SecurityType] 167 = FUT (FUTURE)
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[TransactTime] 60 = 20130304-15:16:23.080
[CustomerOrFirm] 204 = 0 (CUSTOMER)


<< 3/4/2013 9:16:23 AM  [fixexecutionreport] 34=322|49=test|56=T4Test|50=T4FIX|52=20130304-15:16:23.284|143=US,IL|1=ernesto|11=fr-634979853830800922|41=batch-1-634979853257343915|66=fnl-634979853257343915|17=47991.6423003845_ESH3.63497985389490000012.1.94DFB10B|150=5|37=94DFB10B-7097-4C05-910B-6A24C8490E4D|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=150600|60=20130304-15:16:29.490|21=1|204=0|1385=3|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 322
[SenderCompID] 49 = test
[TargetCompID] 56 = T4Test
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130304-15:16:23.284
[TargetLocationID] 143 = US,IL
[Account] 1 = ernesto
[ClOrdID] 11 = fr-634979853830800922
[OrigClOrdID] 41 = batch-1-634979853257343915
[ListID] 66 = fnl-634979853257343915
[ExecID] 17 = 47991.6423003845_ESH3.63497985389490000012.1.94DFB10B
[ExecType] 150 = 5 (REPLACE)
[OrderID] 37 = 94DFB10B-7097-4C05-910B-6A24C8490E4D
[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 = 150600
[TransactTime] 60 = 20130304-15:16:29.490
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContingencyType] 1385 = 3 (SPARK)


<< 3/4/2013 9:17:26 AM  [fixexecutionreport] 34=416|49=test|56=T4Test|50=T4FIX|52=20130304-15:17:26.410|143=US,IL|1=ernesto|11=fr-634979853830800922|41=batch-1-634979853257343915|66=fnl-634979853257343915|17=64208:262144TN0017655.63497985452614000020.1.94DFB10B|150=F|37=94DFB10B-7097-4C05-910B-6A24C8490E4D|39=1|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=150600|31=150600|32=1|14=1|151=1|60=20130304-15:17:32.577|21=1|204=0|337=TRADE|375=CME000A|1385=3|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 416
[SenderCompID] 49 = test
[TargetCompID] 56 = T4Test
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130304-15:17:26.410
[TargetLocationID] 143 = US,IL
[Account] 1 = ernesto
[ClOrdID] 11 = fr-634979853830800922
[OrigClOrdID] 41 = batch-1-634979853257343915
[ListID] 66 = fnl-634979853257343915
[ExecID] 17 = 64208:262144TN0017655.63497985452614000020.1.94DFB10B
[ExecType] 150 = F
[OrderID] 37 = 94DFB10B-7097-4C05-910B-6A24C8490E4D
[OrdStatus] 39 = 1 (PARTIALLY_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 = 150600
[LastPx] 31 = 150600
[LastShares] 32 = 1
[CumQty] 14 = 1
[LeavesQty] 151 = 1
[TransactTime] 60 = 20130304-15:17:32.577
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContraTrader] 337 = TRADE
[ContraBroker] 375 = CME000A
[ContingencyType] 1385 = 3 (SPARK)


<< 3/4/2013 9:17:26 AM  [fixexecutionreport] 34=418|49=test|56=T4Test|50=T4FIX|52=20130304-15:17:26.504|143=US,IL|1=ernesto|11=batch-2-634979853257343915|66=fnl-634979853257343915|17=0.634979854527025000.2.4.5818050C|150=9|37=5818050C-7EF7-42AD-A7DC-B5300B4108EA|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=150700|58=Spark Activated: SubmissionRiskSuccess. Order Held|60=20130304-15:15:32.019|21=1|204=0|1385=3|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 418
[SenderCompID] 49 = test
[TargetCompID] 56 = T4Test
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130304-15:17:26.504
[TargetLocationID] 143 = US,IL
[Account] 1 = ernesto
[ClOrdID] 11 = batch-2-634979853257343915
[ListID] 66 = fnl-634979853257343915
[ExecID] 17 = 0.634979854527025000.2.4.5818050C
[ExecType] 150 = 9 (SUSPENDED)
[OrderID] 37 = 5818050C-7EF7-42AD-A7DC-B5300B4108EA
[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 = 150700
[Text] 58 = Spark Activated: SubmissionRiskSuccess. Order Held
[TransactTime] 60 = 20130304-15:15:32.019
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContingencyType] 1385 = 3 (SPARK)


<< 3/4/2013 9:17:26 AM  [fixexecutionreport] 34=419|49=test|56=T4Test|50=T4FIX|52=20130304-15:17:26.519|143=US,IL|1=ernesto|11=batch-3-634979853257343915|66=fnl-634979853257343915|17=0.634979854527025000.2.4.BF489323|150=9|37=BF489323-2F21-497F-8E9D-21D784C42E04|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=150700|58=Spark Activated: SubmissionRiskSuccess. Order Held|60=20130304-15:15:32.023|21=1|204=0|1385=3|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 419
[SenderCompID] 49 = test
[TargetCompID] 56 = T4Test
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130304-15:17:26.519
[TargetLocationID] 143 = US,IL
[Account] 1 = ernesto
[ClOrdID] 11 = batch-3-634979853257343915
[ListID] 66 = fnl-634979853257343915
[ExecID] 17 = 0.634979854527025000.2.4.BF489323
[ExecType] 150 = 9 (SUSPENDED)
[OrderID] 37 = BF489323-2F21-497F-8E9D-21D784C42E04
[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 = 150700
[Text] 58 = Spark Activated: SubmissionRiskSuccess. Order Held
[TransactTime] 60 = 20130304-15:15:32.023
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContingencyType] 1385 = 3 (SPARK)


<< 3/4/2013 9:17:26 AM  [fixexecutionreport] 34=420|49=test|56=T4Test|50=T4FIX|52=20130304-15:17:26.535|143=US,IL|1=ernesto|11=batch-2-634979853257343915|66=fnl-634979853257343915|17=47992..04.4.5818050C|150=9|37=5818050C-7EF7-42AD-A7DC-B5300B4108EA|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=150700|58=Spark Activated|21=1|204=0|1385=3|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 420
[SenderCompID] 49 = test
[TargetCompID] 56 = T4Test
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130304-15:17:26.535
[TargetLocationID] 143 = US,IL
[Account] 1 = ernesto
[ClOrdID] 11 = batch-2-634979853257343915
[ListID] 66 = fnl-634979853257343915
[ExecID] 17 = 47992..04.4.5818050C
[ExecType] 150 = 9 (SUSPENDED)
[OrderID] 37 = 5818050C-7EF7-42AD-A7DC-B5300B4108EA
[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 = 150700
[Text] 58 = Spark Activated
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContingencyType] 1385 = 3 (SPARK)


<< 3/4/2013 9:17:26 AM  [fixexecutionreport] 34=421|49=test|56=T4Test|50=T4FIX|52=20130304-15:17:26.535|143=US,IL|1=ernesto|11=batch-3-634979853257343915|66=fnl-634979853257343915|17=47993..04.4.BF489323|150=9|37=BF489323-2F21-497F-8E9D-21D784C42E04|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=150700|58=Spark Activated|21=1|204=0|1385=3|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 421
[SenderCompID] 49 = test
[TargetCompID] 56 = T4Test
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130304-15:17:26.535
[TargetLocationID] 143 = US,IL
[Account] 1 = ernesto
[ClOrdID] 11 = batch-3-634979853257343915
[ListID] 66 = fnl-634979853257343915
[ExecID] 17 = 47993..04.4.BF489323
[ExecType] 150 = 9 (SUSPENDED)
[OrderID] 37 = BF489323-2F21-497F-8E9D-21D784C42E04
[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 = 150700
[Text] 58 = Spark Activated
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContingencyType] 1385 = 3 (SPARK)


<< 3/4/2013 9:17:26 AM  [fixexecutionreport] 34=422|49=test|56=T4Test|50=T4FIX|52=20130304-15:17:26.550|143=US,IL|1=ernesto|11=batch-2-634979853257343915|66=fnl-634979853257343915|17=47992.6423004126_ESH3.6349798545277200006.1.5818050C|150=0|37=5818050C-7EF7-42AD-A7DC-B5300B4108EA|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=150700|60=20130304-15:17:32.772|21=1|204=0|1385=3|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 422
[SenderCompID] 49 = test
[TargetCompID] 56 = T4Test
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130304-15:17:26.550
[TargetLocationID] 143 = US,IL
[Account] 1 = ernesto
[ClOrdID] 11 = batch-2-634979853257343915
[ListID] 66 = fnl-634979853257343915
[ExecID] 17 = 47992.6423004126_ESH3.6349798545277200006.1.5818050C
[ExecType] 150 = 0 (NEW)
[OrderID] 37 = 5818050C-7EF7-42AD-A7DC-B5300B4108EA
[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 = 150700
[TransactTime] 60 = 20130304-15:17:32.772
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContingencyType] 1385 = 3 (SPARK)


<< 3/4/2013 9:17:26 AM  [fixexecutionreport] 34=423|49=test|56=T4Test|50=T4FIX|52=20130304-15:17:26.691|143=US,IL|1=ernesto|11=batch-3-634979853257343915|66=fnl-634979853257343915|17=47993.6423004127_ESH3.6349798545277400006.1.BF489323|150=0|37=BF489323-2F21-497F-8E9D-21D784C42E04|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=150700|60=20130304-15:17:32.774|21=1|204=0|1385=3|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 423
[SenderCompID] 49 = test
[TargetCompID] 56 = T4Test
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130304-15:17:26.691
[TargetLocationID] 143 = US,IL
[Account] 1 = ernesto
[ClOrdID] 11 = batch-3-634979853257343915
[ListID] 66 = fnl-634979853257343915
[ExecID] 17 = 47993.6423004127_ESH3.6349798545277400006.1.BF489323
[ExecType] 150 = 0 (NEW)
[OrderID] 37 = BF489323-2F21-497F-8E9D-21D784C42E04
[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 = 150700
[TransactTime] 60 = 20130304-15:17:32.774
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContingencyType] 1385 = 3 (SPARK)


<< 3/4/2013 9:17:38 AM  [fixexecutionreport] 34=436|49=test|56=T4Test|50=T4FIX|52=20130304-15:17:38.968|143=US,IL|1=ernesto|11=fr-634979853830800922|41=batch-1-634979853257343915|66=fnl-634979853257343915|17=64208:262186TN0017656.63497985465205000021.2.94DFB10B|150=F|37=94DFB10B-7097-4C05-910B-6A24C8490E4D|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=150600|31=150600|32=1|14=2|151=0|60=20130304-15:17:45.171|21=1|204=0|337=TRADE|375=CME000A|1385=3|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 436
[SenderCompID] 49 = test
[TargetCompID] 56 = T4Test
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130304-15:17:38.968
[TargetLocationID] 143 = US,IL
[Account] 1 = ernesto
[ClOrdID] 11 = fr-634979853830800922
[OrigClOrdID] 41 = batch-1-634979853257343915
[ListID] 66 = fnl-634979853257343915
[ExecID] 17 = 64208:262186TN0017656.63497985465205000021.2.94DFB10B
[ExecType] 150 = F
[OrderID] 37 = 94DFB10B-7097-4C05-910B-6A24C8490E4D
[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 = 150600
[LastPx] 31 = 150600
[LastShares] 32 = 1
[CumQty] 14 = 2
[LeavesQty] 151 = 0
[TransactTime] 60 = 20130304-15:17:45.171
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContraTrader] 337 = TRADE
[ContraBroker] 375 = CME000A
[ContingencyType] 1385 = 3 (SPARK)


<< 3/4/2013 9:30:55 AM  [fixexecutionreport] 34=39|49=test|56=T4Test|50=T4FIX|52=20130304-15:30:55.230|143=CME_Eq|369=5|1=ernesto|11=batch-3-634979853257|41=batch-3-634979853257|66=fnl-634979853257343915|17=5.CME_Eq.6423004127_ESH3.634979858990000000|150=F|37=BF489323-2F21-497F-8E9D-21D784C42E04|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=150700|14=1|151=0|60=20130304-15:24:59.000|21=1|1385=3|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 39
[SenderCompID] 49 = test
[TargetCompID] 56 = T4Test
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130304-15:30:55.230
[TargetLocationID] 143 = CME_Eq
[LastMsgSeqNumProcessed] 369 = 5
[Account] 1 = ernesto
[ClOrdID] 11 = batch-3-634979853257
[OrigClOrdID] 41 = batch-3-634979853257
[ListID] 66 = fnl-634979853257343915
[ExecID] 17 = 5.CME_Eq.6423004127_ESH3.634979858990000000
[ExecType] 150 = F
[OrderID] 37 = BF489323-2F21-497F-8E9D-21D784C42E04
[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 = 150700
[CumQty] 14 = 1
[LeavesQty] 151 = 0
[TransactTime] 60 = 20130304-15:24:59.000
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[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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