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Page Revision: 2013/03/04 10:21

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

>> 3/4/2013 10:14:25 AM   [FIXNEWORDERLIST] 34=5|49=T4Test|56=test|50=Ernesto|52=20130304-16:14:25.800|66=fnl-634979888658006610|1385=3|1=ernesto|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 = T4Test
[TargetCompID] 56 = test
[SenderSubID] 50 = Ernesto
[SendingTime] 52 = 20130304-16:14:25.800
[ListID] 66 = fnl-634979888658006610
[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-1-634979888658006610
[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)


<< 3/4/2013 10:14:25 AM  [fixexecutionreport] 34=113|49=test|56=T4Test|50=T4FIX|52=20130304-16:14:25.831|143=US,IL|1=ernesto|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 = test
[TargetCompID] 56 = T4Test
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130304-16:14:25.831
[TargetLocationID] 143 = US,IL
[Account] 1 = ernesto
[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)


<< 3/4/2013 10:14:25 AM  [fixexecutionreport] 34=114|49=test|56=T4Test|50=T4FIX|52=20130304-16:14:25.831|143=US,IL|1=ernesto|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 = test
[TargetCompID] 56 = T4Test
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130304-16:14:25.831
[TargetLocationID] 143 = US,IL
[Account] 1 = ernesto
[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)


<< 3/4/2013 10:14:26 AM  [fixexecutionreport] 34=115|49=test|56=T4Test|50=T4FIX|52=20130304-16:14:25.894|143=US,IL|1=ernesto|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 = test
[TargetCompID] 56 = T4Test
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130304-16:14:25.894
[TargetLocationID] 143 = US,IL
[Account] 1 = ernesto
[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)


>> 3/4/2013 10:14:51 AM   [FIXCANCELREPLACE] 34=6|49=T4Test|56=test|50=Ernesto|52=20130304-16:14:51.993|1=ernesto|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 = T4Test
[TargetCompID] 56 = test
[SenderSubID] 50 = Ernesto
[SendingTime] 52 = 20130304-16:14:51.993
[Account] 1 = ernesto
[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)


<< 3/4/2013 10:14:52 AM  [fixexecutionreport] 34=153|49=test|56=T4Test|50=T4FIX|52=20130304-16:14:52.008|143=US,IL|1=ernesto|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 = test
[TargetCompID] 56 = T4Test
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130304-16:14:52.008
[TargetLocationID] 143 = US,IL
[Account] 1 = ernesto
[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)


>> 3/4/2013 10:16:17 AM   [FIXCANCELREPLACE] 34=8|49=T4Test|56=test|50=Ernesto|52=20130304-16:16:17.411|1=ernesto|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 = T4Test
[TargetCompID] 56 = test
[SenderSubID] 50 = Ernesto
[SendingTime] 52 = 20130304-16:16:17.411
[Account] 1 = ernesto
[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)


<< 3/4/2013 10:16:17 AM  [fixexecutionreport] 34=294|49=test|56=T4Test|50=T4FIX|52=20130304-16:16:17.411|143=US,IL|1=ernesto|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 = test
[TargetCompID] 56 = T4Test
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130304-16:16:17.411
[TargetLocationID] 143 = US,IL
[Account] 1 = ernesto
[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)


>> 3/4/2013 10:16:25 AM   [FIXCANCELREPLACE] 34=9|49=T4Test|56=test|50=Ernesto|52=20130304-16:16:25.626|1=ernesto|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 = T4Test
[TargetCompID] 56 = test
[SenderSubID] 50 = Ernesto
[SendingTime] 52 = 20130304-16:16:25.626
[Account] 1 = ernesto
[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)


<< 3/4/2013 10:16:25 AM  [fixexecutionreport] 34=309|49=test|56=T4Test|50=T4FIX|52=20130304-16:16:25.626|143=US,IL|1=ernesto|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 = test
[TargetCompID] 56 = T4Test
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130304-16:16:25.626
[TargetLocationID] 143 = US,IL
[Account] 1 = ernesto
[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)


<< 3/4/2013 10:19:12 AM  [fixexecutionreport] 34=562|49=test|56=T4Test|50=T4FIX|52=20130304-16:19:12.637|143=US,IL|1=ernesto|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 = test
[TargetCompID] 56 = T4Test
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130304-16:19:12.637
[TargetLocationID] 143 = US,IL
[Account] 1 = ernesto
[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)


<< 3/4/2013 10:19:12 AM  [fixexecutionreport] 34=565|49=test|56=T4Test|50=T4FIX|52=20130304-16:19:12.840|143=US,IL|1=ernesto|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 = test
[TargetCompID] 56 = T4Test
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130304-16:19:12.840
[TargetLocationID] 143 = US,IL
[Account] 1 = ernesto
[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)


<< 3/4/2013 10:19:13 AM  [fixexecutionreport] 34=566|49=test|56=T4Test|50=T4FIX|52=20130304-16:19:12.855|143=US,IL|1=ernesto|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 = test
[TargetCompID] 56 = T4Test
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130304-16:19:12.855
[TargetLocationID] 143 = US,IL
[Account] 1 = ernesto
[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)


<< 3/4/2013 10:19:13 AM  [fixexecutionreport] 34=567|49=test|56=T4Test|50=T4FIX|52=20130304-16:19:12.855|143=US,IL|1=ernesto|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 = test
[TargetCompID] 56 = T4Test
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130304-16:19:12.855
[TargetLocationID] 143 = US,IL
[Account] 1 = ernesto
[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)


<< 3/4/2013 10:19:13 AM  [fixexecutionreport] 34=568|49=test|56=T4Test|50=T4FIX|52=20130304-16:19:12.855|143=US,IL|1=ernesto|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 = test
[TargetCompID] 56 = T4Test
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130304-16:19:12.855
[TargetLocationID] 143 = US,IL
[Account] 1 = ernesto
[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)


<< 3/4/2013 10:19:13 AM  [fixexecutionreport] 34=569|49=test|56=T4Test|50=T4FIX|52=20130304-16:19:12.871|143=US,IL|1=ernesto|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 = test
[TargetCompID] 56 = T4Test
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130304-16:19:12.871
[TargetLocationID] 143 = US,IL
[Account] 1 = ernesto
[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)


<< 3/4/2013 10:19:13 AM  [fixexecutionreport] 34=570|49=test|56=T4Test|50=T4FIX|52=20130304-16:19:13.105|143=US,IL|1=ernesto|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 = test
[TargetCompID] 56 = T4Test
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130304-16:19:13.105
[TargetLocationID] 143 = US,IL
[Account] 1 = ernesto
[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)
Further details on the tags used for this order type are described in the dictionary of the New Order List message.
Page History: Spark Order

Page Revision: 2013/03/04 10:21

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