Page History: Trailing Stop Order
Compare Page Revisions
Page Revision: 2013/02/21 18:13
A Traling Stop Order is entered with the
New Order Single (Tag 35=D) message. Following are the most relevant tags to build a Traling Stop Order.
| Tag 40=3 | OrdType | Specifier of Stop Order Type |
|---|
| Tag 99 | StopPx | Stop Price |
|---|
| Tag 10100 | TrailinDelta | Market Trailing Delta |
|---|
| Tag 48 | SecurityID | Market for which the order is sent for |
|---|
| Tag 55 | Symbol | Contract for which the order is sent for |
|---|
| Tag 200 | SecurityExchange | Exchange for which the order is sent for |
|---|
| Tag 167 | SecurityType | Security Type (e.g. Futures) of this specific market |
|---|
Traling Stop Order
>> 2/21/2013 6:09:06 PM [FIXNEWORDER] 34=176|49=T4Example|56=T4|50=TraderName|52=20130222-00:09:06.536|1=Account1|11=fn-634970669465362439|48=CME_20130300_ESH3|55=ES|207=CME_Eq|54=1|38=1|40=3|99=149975|59=0|167=FUT|21=1|60=20130222-00:09:06.536|204=0|10100=50|
[FIXNEWORDER]
[MsgSeqNum] 34 = 176
[SenderCompID] 49 = T4Example
[TargetCompID] 56 = T4
[SenderSubID] 50 = TraderName
[SendingTime] 52 = 20130222-00:09:06.536
[Account] 1 = Account1
[ClOrdID] 11 = fn-634970669465362439
[SecurityID] 48 = CME_20130300_ESH3
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[Side] 54 = 1 (BUY)
[OrderQty] 38 = 1
[OrdType] 40 = 3 (STOP)
[StopPx] 99 = 149975
[TimeInForce] 59 = 0 (DAY)
[SecurityType] 167 = FUT (FUTURE)
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[TransactTime] 60 = 20130222-00:09:06.536
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[TrailingDelta] 10100 = 50
Traling Stop Order Response
<< 2/21/2013 6:09:06 PM [fixexecutionreport] 34=229|49=T4|56=T4Example|50=T4FIX|52=20130222-00:09:06.567|143=US,IL|1=Account1|11=fn-634970669465362439|17=48015.6417507600_ESH3.6349706694770700006.1.8043F39D|150=0|37=8043F39D-2B87-4B51-A22A-7FBFEBAF7093|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=3|99=149975|60=20130222-00:09:07.707|21=1|204=0|10100=50|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 229
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130222-00:09:06.567
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = fn-634970669465362439
[ExecID] 17 = 48015.6417507600_ESH3.6349706694770700006.1.8043F39D
[ExecType] 150 = 0 (NEW)
[OrderID] 37 = 8043F39D-2B87-4B51-A22A-7FBFEBAF7093
[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 = 3 (STOP)
[StopPx] 99 = 149975
[TransactTime] 60 = 20130222-00:09:07.707
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[TrailingDelta] 10100 = 50
Details on the following revelant tags are described in the dictionary of the
New Order Single message.