AutoOCOM Order

Modified on 2016/08/25 16:38 by ernestoaparcedo — Categorized as: Uncategorized

An AutoOCOM (Automatic One Cancels Other with Multiple Exits) order consists of three or more components: a Trigger order and multiple components of a traditional OCO Order. When the Trigger order is being filled, multiple OCO orders (consisting of Limit and Stop orders) are activated as the trigger traded volume advances towards the quantity requested for the trigger order. Activation of an OCO component requires passing Risk Assessment, submitting to the exchange and successful exchange acknowledgement. The OCO components are placed at different price levels to match the corresponding trigger traded volume. An AutoOCOM Order is submitted with the New Order List (Tag 35=E) message.

For the OCO components of Contingency Type AutoOCOM (Tag 1385=8), the Limit price is entered as a differential (delta) value from the expected trade price of the Trigger order. Likewise, the Stop price is entered as a differential (delta) value from the expected trade price of the Trigger order but in the opposite direction (StopPrice = -LimitPrice). When one component of the OCO gets filled, the other is cancelled. If one is partially filled then the volume on the other is reduced accordingly. If Contingency Type is AutoOCOM_P (Tag 1385=9), the limit and stop prices can be entered as full absolute values (not differential).

Following are the most relevant tags to build an AutoOCO order:

Tag 1385=8/9	ContingencyType	Specifier of AutoOCOM order type
Tag 10101	TriggerPrice	Trigger Price at which the OCO order is activated
Tag 10104	TriggerStop	Trigger Stop Price at which the OCO order is activated
Tag 10105	TriggerStopTrail	Trail for Trigger Stop Price for which the OCO order is activated
Tag 44	Price	Price of Limit component of OCO. If Contingency Type is AutoOCOM (Tag 1385=8), limit price must be entered as a differential value from the expected trade price of the Trigger order. May be negative but with the opposite sign of Stop Price (Tag 99). If Contingency Type is AutoOCOM_P (Tag 1385=9), limit price must be entered as an absolute limit price.
Tag 99	StopPx	Price of Stop component of OCO. If Contingency Type is AutoOCOM (Tag 1385=8), stop price must be entered as a differential value from the expected trade price of the Trigger order. May be negative but with the opposite sign of Limit Price (Tag 44). If Contingency Type is AutoOCOM_P (Tag 1385=9), stop price must be entered as an absolute stop price.
Tag 48	SecurityID	Market for which the order is sent
Tag 55	Symbol	Contract for which the order is sent
Tag 207	SecurityExchange	Exchange for which the order is sent

Please note:

The Volume of the OCO components is entered as required for the specific exit level.
The Side for the OCO components is specified as the opposite of the Trigger Side. For example, if the trigger order side is Buy, the side of the OCO components would be Sells.
if Contingency Type is set to AutoOCOM (Tag 1385=8), prices for the OCO orders are specified as a differential from the expected trade price of the trigger order. This allows not knowing what price the trigger order will fill at, for example, if you use a market order, or even a Trailing StopMarket, as the trigger order. If Contingency Type is set to AutoOCOM_P (Tag 1385=9), the stop and limit prices can be entered as absolute values.
The sign of the prices for the OCO orders is determined by their corresponding Sides (which in turn depend on the Trigger order Side). For instance, if the Trigger order Side is a Buy, then the Side of the OCO components would be a Sell. Therefore, the Price for the Sell Limit component of the OCO will need to be positive. Appropriately, the Price for the Sell Stop component of the OCO will need to be negative.

The Trigger order can be any order type, including Activation, Stop and Trailing Stop. OCO's orders can also be StopLimit or Trailing. Activation and GTC order type are not supported with the OCO components. The Limit component of the OCO can be specified as either a Limit (Tag 40=2) or a Market-if-Touched (Tag 40=J) order type. Please note that OCO's are not intended to be used where both orders are very close together, for example at consecutive prices or at the best bid and best offer prices. For this scenario, it is likely that both components (stop and limit) may get filled in an active market. All components of an AutoOCOM order must pertain to the same account and market. The maximum number of components in an AUTOOCOM order is 16.

Sample

In this example, a buy AutoOCOM order is submitted with a Trigger Price of 216600 (Tag 10101=216600) and an order quantity of 2. There are 4 contingent OCO components entered. The first sell OCO order is suspended with a differential Limit price (Tag 44) of 75. The second OCO component is suspended with a differential Stop price (Tag 99) of -100. The third sell OCO order is suspended with a differential Limit price (Tag 44) of 125. The fourth OCO component is suspended with a differential Stop price (Tag 99) of -150. The volume quantity of all the OCO components is set to 1 in order to activate them as the trigger volume is partially filled. Upon the partial fill of 1 contract for the trigger order, the first and second OCO orders are activated (at limit 216675 and stop 216500). About 5 minutes later, the second trigger contract is traded. This satisfies the full quantity (of 2) requested for the trigger order. The second trigger trade automatically activates the third and fourth OCO components (at limit 216725 and stop 216450). At this point, 2 sell limit orders are working (at Tag 44 of 216675 = 216600+75 and 216725 = 216600+125) and 2 stops (at Tag 99 of 216500 = 216600-100 and 216450 = 216600-150). About 2.5 minutes later, the sell limit at 216675 is filled. This generates the automatic cancellation of the stop at 216450. Finally, about a minute later, the resting stop (at 216500) is triggered (with an exchange limit protection of 216200) and filled at 216500. Subsequently, the remaining limit order at 216725 is automatically cancelled to complete the AUTOOCOM order.

AutoOCOM Order

1 - NEWORDERLIST

34=15|49=T4Test|56=test|52=20160825-16:52:56.758|66=fnl-636077227767589856|1385=8|433=1|68=5|11=automt-1-636077227767589856|1=_Account_|54=1|38=2|48=XCME_Eq ES (H17)|55=ES|207=CME_Eq|167=FUT|40=2|59=0|21=2|60=20160825-16:52:56.758|204=0|10101=216600|11=automl-2-636077227767589856|1=_Account_|54=2|38=1|48=XCME_Eq ES (H17)|55=ES|207=CME_Eq|167=FUT|40=2|44=75|59=0|21=2|60=20160825-16:52:56.758|204=0|10102=1|11=automs-3-636077227767589856|1=_Account_|54=2|38=1|48=XCME_Eq ES (H17)|55=ES|207=CME_Eq|167=FUT|40=3|99=-100|59=0|21=2|60=20160825-16:52:56.758|204=0|10102=1|11=automl-4-636077227767589856|1=_Account_|54=2|38=1|48=XCME_Eq ES (H17)|55=ES|207=CME_Eq|167=FUT|40=2|44=125|59=0|21=2|60=20160825-16:52:56.758|204=0|10102=1|11=automs-5-636077227767589856|1=_Account_|54=2|38=1|48=XCME_Eq ES (H17)|55=ES|207=CME_Eq|167=FUT|40=3|99=-150|59=0|21=2|60=20160825-16:52:56.758|204=0|10102=1|

[25-Aug-2016] 11:52:56.7694966

[MsgSeqNum] 34 = 15
[SenderCompID] 49 = T4Test
[TargetCompID] 56 = test
[SendingTime] 52 = 20160825-16:52:56.758
[ListID] 66 = fnl-636077227767589856
[ContingencyType] 1385 = 8
[ListExecInstType] 433 = 1 (IMMEDIATE)
[TotNoOrders] 68 = 5
[ClOrdID] 11 = automt-1-636077227767589856
[Account] 1 = _Account_
[Side] 54 = 1 (BUY)
[OrderQty] 38 = 2
[SecurityID] 48 = XCME_Eq ES (H17)
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[SecurityType] 167 = FUT (FUTURE)
[OrdType] 40 = 2 (LIMIT)
[TimeInForce] 59 = 0 (DAY)
[HandlInst] 21 = 2 (AUTOMATED_EXECUTION_PUBLIC)
[TransactTime] 60 = 20160825-16:52:56.758
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[TriggerPrice] 10101 = 216600
[ClOrdID] 11 = automl-2-636077227767589856
[Account] 1 = _Account_
[Side] 54 = 2 (SELL)
[OrderQty] 38 = 1
[SecurityID] 48 = XCME_Eq ES (H17)
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[SecurityType] 167 = FUT (FUTURE)
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 75
[TimeInForce] 59 = 0 (DAY)
[HandlInst] 21 = 2 (AUTOMATED_EXECUTION_PUBLIC)
[TransactTime] 60 = 20160825-16:52:56.758
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ActivationType] 10102 = 1 (IMMEDIATE)
[ClOrdID] 11 = automs-3-636077227767589856
[Account] 1 = _Account_
[Side] 54 = 2 (SELL)
[OrderQty] 38 = 1
[SecurityID] 48 = XCME_Eq ES (H17)
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[SecurityType] 167 = FUT (FUTURE)
[OrdType] 40 = 3 (STOP)
[StopPx] 99 = -100
[TimeInForce] 59 = 0 (DAY)
[HandlInst] 21 = 2 (AUTOMATED_EXECUTION_PUBLIC)
[TransactTime] 60 = 20160825-16:52:56.758
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ActivationType] 10102 = 1 (IMMEDIATE)
[ClOrdID] 11 = automl-4-636077227767589856
[Account] 1 = _Account_
[Side] 54 = 2 (SELL)
[OrderQty] 38 = 1
[SecurityID] 48 = XCME_Eq ES (H17)
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[SecurityType] 167 = FUT (FUTURE)
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 125
[TimeInForce] 59 = 0 (DAY)
[HandlInst] 21 = 2 (AUTOMATED_EXECUTION_PUBLIC)
[TransactTime] 60 = 20160825-16:52:56.758
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ActivationType] 10102 = 1 (IMMEDIATE)
[ClOrdID] 11 = automs-5-636077227767589856
[Account] 1 = _Account_
[Side] 54 = 2 (SELL)
[OrderQty] 38 = 1
[SecurityID] 48 = XCME_Eq ES (H17)
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[SecurityType] 167 = FUT (FUTURE)
[OrdType] 40 = 3 (STOP)
[StopPx] 99 = -150
[TimeInForce] 59 = 0 (DAY)
[HandlInst] 21 = 2 (AUTOMATED_EXECUTION_PUBLIC)
[TransactTime] 60 = 20160825-16:52:56.758
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ActivationType] 10102 = 1 (IMMEDIATE)

AutoOCOM Order Response - Limit and Stop OCO Components are Suspended - Activation Pending

2 - EXECUTIONREPORT

34=177|49=test|56=T4Test|50=T4FIX|52=20160825-16:52:56.794|143=US,IL|1=_Account_|11=automl-2-636077227767589856|66=fnl-636077227767589856|17=2CF1090F-EFE8-44FF-B57C-8A09A7A33144_1_U|150=9|37=2CF1090F-EFE8-44FF-B57C-8A09A7A33144|39=9|48=XCME_Eq ES (H17)|55=ES|207=CME_Eq|200=201703|59=0|107=E-mini S&P 500 Mar17|54=2|167=FUT|38=1|40=2|44=75|58=Activation Pending: SubmissionRiskSuccess. Order Held|60=20160825-16:52:57.419|21=1|204=0|1385=8|

[25-Aug-2016] 11:52:56.7942919

[MsgSeqNum] 34 = 177
[SenderCompID] 49 = test
[TargetCompID] 56 = T4Test
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20160825-16:52:56.794
[TargetLocationID] 143 = US,IL
[Account] 1 = _Account_
[ClOrdID] 11 = automl-2-636077227767589856
[ListID] 66 = fnl-636077227767589856
[ExecID] 17 = 2CF1090F-EFE8-44FF-B57C-8A09A7A33144_1_U
[ExecType] 150 = 9 (SUSPENDED)
[OrderID] 37 = 2CF1090F-EFE8-44FF-B57C-8A09A7A33144
[OrdStatus] 39 = 9 (SUSPENDED)
[SecurityID] 48 = XCME_Eq ES (H17)
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201703
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Mar17
[Side] 54 = 2 (SELL)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 1
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 75
[Text] 58 = Activation Pending: SubmissionRiskSuccess. Order Held
[TransactTime] 60 = 20160825-16:52:57.419
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContingencyType] 1385 = 8


3 - EXECUTIONREPORT

34=178|49=test|56=T4Test|50=T4FIX|52=20160825-16:52:56.794|143=US,IL|1=_Account_|11=automs-3-636077227767589856|66=fnl-636077227767589856|17=F0BB6180-9E0B-420B-BEDB-B10A3D38E360_1_U|150=9|37=F0BB6180-9E0B-420B-BEDB-B10A3D38E360|39=9|48=XCME_Eq ES (H17)|55=ES|207=CME_Eq|200=201703|59=0|107=E-mini S&P 500 Mar17|54=2|167=FUT|38=1|40=3|99=-100|58=Activation Pending: SubmissionRiskSuccess. Order Held|60=20160825-16:52:57.419|21=1|204=0|1385=8|

[25-Aug-2016] 11:52:56.7944424

[MsgSeqNum] 34 = 178
[SenderCompID] 49 = test
[TargetCompID] 56 = T4Test
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20160825-16:52:56.794
[TargetLocationID] 143 = US,IL
[Account] 1 = _Account_
[ClOrdID] 11 = automs-3-636077227767589856
[ListID] 66 = fnl-636077227767589856
[ExecID] 17 = F0BB6180-9E0B-420B-BEDB-B10A3D38E360_1_U
[ExecType] 150 = 9 (SUSPENDED)
[OrderID] 37 = F0BB6180-9E0B-420B-BEDB-B10A3D38E360
[OrdStatus] 39 = 9 (SUSPENDED)
[SecurityID] 48 = XCME_Eq ES (H17)
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201703
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Mar17
[Side] 54 = 2 (SELL)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 1
[OrdType] 40 = 3 (STOP)
[StopPx] 99 = -100
[Text] 58 = Activation Pending: SubmissionRiskSuccess. Order Held
[TransactTime] 60 = 20160825-16:52:57.419
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContingencyType] 1385 = 8


4 - EXECUTIONREPORT

34=179|49=test|56=T4Test|50=T4FIX|52=20160825-16:52:56.794|143=US,IL|1=_Account_|11=automl-4-636077227767589856|66=fnl-636077227767589856|17=016BFFE8-2628-46CC-9F0A-D362E09F0ADF_1_U|150=9|37=016BFFE8-2628-46CC-9F0A-D362E09F0ADF|39=9|48=XCME_Eq ES (H17)|55=ES|207=CME_Eq|200=201703|59=0|107=E-mini S&P 500 Mar17|54=2|167=FUT|38=1|40=2|44=125|58=Activation Pending: SubmissionRiskSuccess. Order Held|60=20160825-16:52:57.419|21=1|204=0|1385=8|

[25-Aug-2016] 11:52:56.7945856

[MsgSeqNum] 34 = 179
[SenderCompID] 49 = test
[TargetCompID] 56 = T4Test
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20160825-16:52:56.794
[TargetLocationID] 143 = US,IL
[Account] 1 = _Account_
[ClOrdID] 11 = automl-4-636077227767589856
[ListID] 66 = fnl-636077227767589856
[ExecID] 17 = 016BFFE8-2628-46CC-9F0A-D362E09F0ADF_1_U
[ExecType] 150 = 9 (SUSPENDED)
[OrderID] 37 = 016BFFE8-2628-46CC-9F0A-D362E09F0ADF
[OrdStatus] 39 = 9 (SUSPENDED)
[SecurityID] 48 = XCME_Eq ES (H17)
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201703
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Mar17
[Side] 54 = 2 (SELL)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 1
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 125
[Text] 58 = Activation Pending: SubmissionRiskSuccess. Order Held
[TransactTime] 60 = 20160825-16:52:57.419
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContingencyType] 1385 = 8


5 - EXECUTIONREPORT

34=180|49=test|56=T4Test|50=T4FIX|52=20160825-16:52:56.794|143=US,IL|1=_Account_|11=automs-5-636077227767589856|66=fnl-636077227767589856|17=8746A6B5-4E3B-4D38-82FE-E40894D888F5_1_U|150=9|37=8746A6B5-4E3B-4D38-82FE-E40894D888F5|39=9|48=XCME_Eq ES (H17)|55=ES|207=CME_Eq|200=201703|59=0|107=E-mini S&P 500 Mar17|54=2|167=FUT|38=1|40=3|99=-150|58=Activation Pending: SubmissionRiskSuccess. Order Held|60=20160825-16:52:57.419|21=1|204=0|1385=8|

[25-Aug-2016] 11:52:56.7966357

[MsgSeqNum] 34 = 180
[SenderCompID] 49 = test
[TargetCompID] 56 = T4Test
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20160825-16:52:56.794
[TargetLocationID] 143 = US,IL
[Account] 1 = _Account_
[ClOrdID] 11 = automs-5-636077227767589856
[ListID] 66 = fnl-636077227767589856
[ExecID] 17 = 8746A6B5-4E3B-4D38-82FE-E40894D888F5_1_U
[ExecType] 150 = 9 (SUSPENDED)
[OrderID] 37 = 8746A6B5-4E3B-4D38-82FE-E40894D888F5
[OrdStatus] 39 = 9 (SUSPENDED)
[SecurityID] 48 = XCME_Eq ES (H17)
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201703
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Mar17
[Side] 54 = 2 (SELL)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 1
[OrdType] 40 = 3 (STOP)
[StopPx] 99 = -150
[Text] 58 = Activation Pending: SubmissionRiskSuccess. Order Held
[TransactTime] 60 = 20160825-16:52:57.419
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContingencyType] 1385 = 8

AutoOCOM Order Response - Trigger Component is Working


6 - EXECUTIONREPORT

34=181|49=test|56=T4Test|50=T4FIX|52=20160825-16:52:56.815|143=US,IL|1=_Account_|11=automt-1-636077227767589856|66=fnl-636077227767589856|17=57CE621E-1685-4026-984C-11115C11BC23_2_S|150=0|37=57CE621E-1685-4026-984C-11115C11BC23|39=0|48=XCME_Eq ES (H17)|55=ES|207=CME_Eq|200=201703|59=0|107=E-mini S&P 500 Mar17|54=1|167=FUT|38=2|40=2|44=216600|60=20160825-16:52:57.426|21=1|204=0|1385=8|

[25-Aug-2016] 11:52:56.8151924

[MsgSeqNum] 34 = 181
[SenderCompID] 49 = test
[TargetCompID] 56 = T4Test
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20160825-16:52:56.815
[TargetLocationID] 143 = US,IL
[Account] 1 = _Account_
[ClOrdID] 11 = automt-1-636077227767589856
[ListID] 66 = fnl-636077227767589856
[ExecID] 17 = 57CE621E-1685-4026-984C-11115C11BC23_2_S
[ExecType] 150 = 0 (NEW)
[OrderID] 37 = 57CE621E-1685-4026-984C-11115C11BC23
[OrdStatus] 39 = 0 (NEW)
[SecurityID] 48 = XCME_Eq ES (H17)
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201703
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Mar17
[Side] 54 = 1 (BUY)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 2
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 216600
[TransactTime] 60 = 20160825-16:52:57.426
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContingencyType] 1385 = 8

AutoOCOM Order Response - Trigger Component is partially filled

7 - EXECUTIONREPORT

34=182|49=test|56=T4Test|50=T4FIX|52=20160825-16:52:56.830|143=US,IL|1=_Account_|11=automt-1-636077227767589856|66=fnl-636077227767589856|17=57CE621E-1685-4026-984C-11115C11BC23_0_T|150=F|37=57CE621E-1685-4026-984C-11115C11BC23|39=1|48=XCME_Eq ES (H17)|55=ES|207=CME_Eq|200=201703|59=0|107=E-mini S&P 500 Mar17|54=1|167=FUT|38=2|40=2|44=216600|31=216600|32=1|14=1|151=1|60=20160825-16:52:57.649|21=1|204=0|337=TRADE|375=CME000A|1385=8|

[25-Aug-2016] 11:52:56.8325825

[MsgSeqNum] 34 = 182
[SenderCompID] 49 = test
[TargetCompID] 56 = T4Test
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20160825-16:52:56.830
[TargetLocationID] 143 = US,IL
[Account] 1 = _Account_
[ClOrdID] 11 = automt-1-636077227767589856
[ListID] 66 = fnl-636077227767589856
[ExecID] 17 = 57CE621E-1685-4026-984C-11115C11BC23_0_T
[ExecType] 150 = F
[OrderID] 37 = 57CE621E-1685-4026-984C-11115C11BC23
[OrdStatus] 39 = 1 (PARTIALLY_FILLED)
[SecurityID] 48 = XCME_Eq ES (H17)
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201703
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Mar17
[Side] 54 = 1 (BUY)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 2
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 216600
[LastPx] 31 = 216600
[LastShares] 32 = 1
[CumQty] 14 = 1
[LeavesQty] 151 = 1
[TransactTime] 60 = 20160825-16:52:57.649
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContraTrader] 337 = TRADE
[ContraBroker] 375 = CME000A
[ContingencyType] 1385 = 8

AutoOCOM Order Response - 1 Stop and 1 Limit component of OCO passed risk assessment for activation per trigger partial trade

8 - EXECUTIONREPORT

34=185|49=test|56=T4Test|50=T4FIX|52=20160825-16:52:57.282|143=US,IL|1=_Account_|11=automl-2-636077227767589856|66=fnl-636077227767589856|17=2CF1090F-EFE8-44FF-B57C-8A09A7A33144_2_U|150=9|37=2CF1090F-EFE8-44FF-B57C-8A09A7A33144|39=9|48=XCME_Eq ES (H17)|55=ES|207=CME_Eq|200=201703|59=0|107=E-mini S&P 500 Mar17|54=2|167=FUT|38=1|40=2|44=216675|58=AutoOCO Activated: SubmissionRiskSuccess. Order Held|60=20160825-16:52:57.915|21=1|204=0|1028=N|1385=8|

[25-Aug-2016] 11:52:57.2828210

[MsgSeqNum] 34 = 185
[SenderCompID] 49 = test
[TargetCompID] 56 = T4Test
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20160825-16:52:57.282
[TargetLocationID] 143 = US,IL
[Account] 1 = _Account_
[ClOrdID] 11 = automl-2-636077227767589856
[ListID] 66 = fnl-636077227767589856
[ExecID] 17 = 2CF1090F-EFE8-44FF-B57C-8A09A7A33144_2_U
[ExecType] 150 = 9 (SUSPENDED)
[OrderID] 37 = 2CF1090F-EFE8-44FF-B57C-8A09A7A33144
[OrdStatus] 39 = 9 (SUSPENDED)
[SecurityID] 48 = XCME_Eq ES (H17)
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201703
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Mar17
[Side] 54 = 2 (SELL)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 1
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 216675
[Text] 58 = AutoOCO Activated: SubmissionRiskSuccess. Order Held
[TransactTime] 60 = 20160825-16:52:57.915
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ManualOrderIndicator] 1028 = N (NO)
[ContingencyType] 1385 = 8


9 - EXECUTIONREPORT

34=186|49=test|56=T4Test|50=T4FIX|52=20160825-16:52:57.310|143=US,IL|1=_Account_|11=automs-3-636077227767589856|66=fnl-636077227767589856|17=F0BB6180-9E0B-420B-BEDB-B10A3D38E360_2_U|150=9|37=F0BB6180-9E0B-420B-BEDB-B10A3D38E360|39=9|48=XCME_Eq ES (H17)|55=ES|207=CME_Eq|200=201703|59=0|107=E-mini S&P 500 Mar17|54=2|167=FUT|38=1|40=3|99=216500|58=AutoOCO Activated: SubmissionRiskSuccess. Order Held|60=20160825-16:52:57.917|21=1|204=0|1028=N|1385=8|

[25-Aug-2016] 11:52:57.3108302

[MsgSeqNum] 34 = 186
[SenderCompID] 49 = test
[TargetCompID] 56 = T4Test
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20160825-16:52:57.310
[TargetLocationID] 143 = US,IL
[Account] 1 = _Account_
[ClOrdID] 11 = automs-3-636077227767589856
[ListID] 66 = fnl-636077227767589856
[ExecID] 17 = F0BB6180-9E0B-420B-BEDB-B10A3D38E360_2_U
[ExecType] 150 = 9 (SUSPENDED)
[OrderID] 37 = F0BB6180-9E0B-420B-BEDB-B10A3D38E360
[OrdStatus] 39 = 9 (SUSPENDED)
[SecurityID] 48 = XCME_Eq ES (H17)
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201703
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Mar17
[Side] 54 = 2 (SELL)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 1
[OrdType] 40 = 3 (STOP)
[StopPx] 99 = 216500
[Text] 58 = AutoOCO Activated: SubmissionRiskSuccess. Order Held
[TransactTime] 60 = 20160825-16:52:57.917
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ManualOrderIndicator] 1028 = N (NO)
[ContingencyType] 1385 = 8


10 - EXECUTIONREPORT

34=188|49=test|56=T4Test|50=T4FIX|52=20160825-16:52:57.339|143=US,IL|1=_Account_|11=automl-2-636077227767589856|66=fnl-636077227767589856|17=2CF1090F-EFE8-44FF-B57C-8A09A7A33144_2_S|150=9|37=2CF1090F-EFE8-44FF-B57C-8A09A7A33144|39=9|48=XCME_Eq ES (H17)|55=ES|207=CME_Eq|200=201703|59=0|107=E-mini S&P 500 Mar17|54=2|167=FUT|38=1|40=2|44=216675|58=AutoOCO Activated|60=20160825-16:52:57.918|21=1|204=0|1028=N|1385=8|

[25-Aug-2016] 11:52:57.3400736

[MsgSeqNum] 34 = 188
[SenderCompID] 49 = test
[TargetCompID] 56 = T4Test
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20160825-16:52:57.339
[TargetLocationID] 143 = US,IL
[Account] 1 = _Account_
[ClOrdID] 11 = automl-2-636077227767589856
[ListID] 66 = fnl-636077227767589856
[ExecID] 17 = 2CF1090F-EFE8-44FF-B57C-8A09A7A33144_2_S
[ExecType] 150 = 9 (SUSPENDED)
[OrderID] 37 = 2CF1090F-EFE8-44FF-B57C-8A09A7A33144
[OrdStatus] 39 = 9 (SUSPENDED)
[SecurityID] 48 = XCME_Eq ES (H17)
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201703
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Mar17
[Side] 54 = 2 (SELL)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 1
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 216675
[Text] 58 = AutoOCO Activated
[TransactTime] 60 = 20160825-16:52:57.918
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ManualOrderIndicator] 1028 = N (NO)
[ContingencyType] 1385 = 8


11 - EXECUTIONREPORT V8

34=189|49=test|56=T4Test|50=T4FIX|52=20160825-16:52:57.341|143=US,IL|1=_Account_|11=automs-3-636077227767589856|66=fnl-636077227767589856|17=F0BB6180-9E0B-420B-BEDB-B10A3D38E360_2_S|150=9|37=F0BB6180-9E0B-420B-BEDB-B10A3D38E360|39=9|48=XCME_Eq ES (H17)|55=ES|207=CME_Eq|200=201703|59=0|107=E-mini S&P 500 Mar17|54=2|167=FUT|38=1|40=3|99=216500|58=AutoOCO Activated|60=20160825-16:52:57.920|21=1|204=0|1028=N|1385=8|

[25-Aug-2016] 11:52:57.3418074

[MsgSeqNum] 34 = 189
[SenderCompID] 49 = test
[TargetCompID] 56 = T4Test
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20160825-16:52:57.341
[TargetLocationID] 143 = US,IL
[Account] 1 = _Account_
[ClOrdID] 11 = automs-3-636077227767589856
[ListID] 66 = fnl-636077227767589856
[ExecID] 17 = F0BB6180-9E0B-420B-BEDB-B10A3D38E360_2_S
[ExecType] 150 = 9 (SUSPENDED)
[OrderID] 37 = F0BB6180-9E0B-420B-BEDB-B10A3D38E360
[OrdStatus] 39 = 9 (SUSPENDED)
[SecurityID] 48 = XCME_Eq ES (H17)
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201703
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Mar17
[Side] 54 = 2 (SELL)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 1
[OrdType] 40 = 3 (STOP)
[StopPx] 99 = 216500
[Text] 58 = AutoOCO Activated
[TransactTime] 60 = 20160825-16:52:57.920
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ManualOrderIndicator] 1028 = N (NO)
[ContingencyType] 1385 = 8

AutoOCOM Order Response - Limit And Stop OCO Components Activated (Sent to the exchange)


12 - EXECUTIONREPORT

34=190|49=test|56=T4Test|50=T4FIX|52=20160825-16:52:57.343|143=US,IL|1=_Account_|11=automl-2-636077227767589856|66=fnl-636077227767589856|17=2CF1090F-EFE8-44FF-B57C-8A09A7A33144_3_S|150=0|37=2CF1090F-EFE8-44FF-B57C-8A09A7A33144|39=0|48=XCME_Eq ES (H17)|55=ES|207=CME_Eq|200=201703|59=0|107=E-mini S&P 500 Mar17|54=2|167=FUT|38=1|40=2|44=216675|60=20160825-16:52:57.921|21=1|204=0|1028=N|1385=8|

[25-Aug-2016] 11:52:57.3438824

[MsgSeqNum] 34 = 190
[SenderCompID] 49 = test
[TargetCompID] 56 = T4Test
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20160825-16:52:57.343
[TargetLocationID] 143 = US,IL
[Account] 1 = _Account_
[ClOrdID] 11 = automl-2-636077227767589856
[ListID] 66 = fnl-636077227767589856
[ExecID] 17 = 2CF1090F-EFE8-44FF-B57C-8A09A7A33144_3_S
[ExecType] 150 = 0 (NEW)
[OrderID] 37 = 2CF1090F-EFE8-44FF-B57C-8A09A7A33144
[OrdStatus] 39 = 0 (NEW)
[SecurityID] 48 = XCME_Eq ES (H17)
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201703
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Mar17
[Side] 54 = 2 (SELL)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 1
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 216675
[TransactTime] 60 = 20160825-16:52:57.921
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ManualOrderIndicator] 1028 = N (NO)
[ContingencyType] 1385 = 8


13 - EXECUTIONREPORT

34=191|49=test|56=T4Test|50=T4FIX|52=20160825-16:52:57.345|143=US,IL|1=_Account_|11=automs-3-636077227767589856|66=fnl-636077227767589856|17=F0BB6180-9E0B-420B-BEDB-B10A3D38E360_3_S|150=0|37=F0BB6180-9E0B-420B-BEDB-B10A3D38E360|39=0|48=XCME_Eq ES (H17)|55=ES|207=CME_Eq|200=201703|59=0|107=E-mini S&P 500 Mar17|54=2|167=FUT|38=1|40=3|99=216500|60=20160825-16:52:57.942|21=1|204=0|1028=N|1385=8|

[25-Aug-2016] 11:52:57.3456352

[MsgSeqNum] 34 = 191
[SenderCompID] 49 = test
[TargetCompID] 56 = T4Test
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20160825-16:52:57.345
[TargetLocationID] 143 = US,IL
[Account] 1 = _Account_
[ClOrdID] 11 = automs-3-636077227767589856
[ListID] 66 = fnl-636077227767589856
[ExecID] 17 = F0BB6180-9E0B-420B-BEDB-B10A3D38E360_3_S
[ExecType] 150 = 0 (NEW)
[OrderID] 37 = F0BB6180-9E0B-420B-BEDB-B10A3D38E360
[OrdStatus] 39 = 0 (NEW)
[SecurityID] 48 = XCME_Eq ES (H17)
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201703
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Mar17
[Side] 54 = 2 (SELL)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 1
[OrdType] 40 = 3 (STOP)
[StopPx] 99 = 216500
[TransactTime] 60 = 20160825-16:52:57.942
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ManualOrderIndicator] 1028 = N (NO)
[ContingencyType] 1385 = 8

AutoOCOM Order Response - Trigger Component is fully filled

14 - EXECUTIONREPORT

34=211|49=test|56=T4Test|50=T4FIX|52=20160825-16:57:24.921|143=US,IL|1=_Account_|11=automt-1-636077227767589856|66=fnl-636077227767589856|17=57CE621E-1685-4026-984C-11115C11BC23_1_T|150=F|37=57CE621E-1685-4026-984C-11115C11BC23|39=2|48=XCME_Eq ES (H17)|55=ES|207=CME_Eq|200=201703|59=0|107=E-mini S&P 500 Mar17|54=1|167=FUT|38=2|40=2|44=216600|31=216600|32=1|14=2|151=0|60=20160825-16:57:25.726|21=1|204=0|337=TRADE|375=CME000A|1385=8|

[25-Aug-2016] 11:57:24.9346392

[MsgSeqNum] 34 = 211
[SenderCompID] 49 = test
[TargetCompID] 56 = T4Test
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20160825-16:57:24.921
[TargetLocationID] 143 = US,IL
[Account] 1 = _Account_
[ClOrdID] 11 = automt-1-636077227767589856
[ListID] 66 = fnl-636077227767589856
[ExecID] 17 = 57CE621E-1685-4026-984C-11115C11BC23_1_T
[ExecType] 150 = F
[OrderID] 37 = 57CE621E-1685-4026-984C-11115C11BC23
[OrdStatus] 39 = 2 (FILLED)
[SecurityID] 48 = XCME_Eq ES (H17)
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201703
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Mar17
[Side] 54 = 1 (BUY)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 2
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 216600
[LastPx] 31 = 216600
[LastShares] 32 = 1
[CumQty] 14 = 2
[LeavesQty] 151 = 0
[TransactTime] 60 = 20160825-16:57:25.726
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContraTrader] 337 = TRADE
[ContraBroker] 375 = CME000A
[ContingencyType] 1385 = 8

AutoOCOM Order Response - 1 Stop and 1 Limit component of OCO passed risk Assessment for activation per last trigger trade.


15 - EXECUTIONREPORT

34=212|49=test|56=T4Test|50=T4FIX|52=20160825-16:57:25.193|143=US,IL|1=_Account_|11=automs-5-636077227767589856|66=fnl-636077227767589856|17=8746A6B5-4E3B-4D38-82FE-E40894D888F5_2_U|150=9|37=8746A6B5-4E3B-4D38-82FE-E40894D888F5|39=9|48=XCME_Eq ES (H17)|55=ES|207=CME_Eq|200=201703|59=0|107=E-mini S&P 500 Mar17|54=2|167=FUT|38=1|40=3|99=216450|58=AutoOCO Activated: SubmissionRiskSuccess. Order Held|60=20160825-16:57:25.831|21=1|204=0|1028=N|1385=8|

[25-Aug-2016] 11:57:25.1940142

[MsgSeqNum] 34 = 212
[SenderCompID] 49 = test
[TargetCompID] 56 = T4Test
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20160825-16:57:25.193
[TargetLocationID] 143 = US,IL
[Account] 1 = _Account_
[ClOrdID] 11 = automs-5-636077227767589856
[ListID] 66 = fnl-636077227767589856
[ExecID] 17 = 8746A6B5-4E3B-4D38-82FE-E40894D888F5_2_U
[ExecType] 150 = 9 (SUSPENDED)
[OrderID] 37 = 8746A6B5-4E3B-4D38-82FE-E40894D888F5
[OrdStatus] 39 = 9 (SUSPENDED)
[SecurityID] 48 = XCME_Eq ES (H17)
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201703
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Mar17
[Side] 54 = 2 (SELL)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 1
[OrdType] 40 = 3 (STOP)
[StopPx] 99 = 216450
[Text] 58 = AutoOCO Activated: SubmissionRiskSuccess. Order Held
[TransactTime] 60 = 20160825-16:57:25.831
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ManualOrderIndicator] 1028 = N (NO)
[ContingencyType] 1385 = 8


16 - EXECUTIONREPORT

34=213|49=test|56=T4Test|50=T4FIX|52=20160825-16:57:25.221|143=US,IL|1=_Account_|11=automl-4-636077227767589856|66=fnl-636077227767589856|17=016BFFE8-2628-46CC-9F0A-D362E09F0ADF_2_U|150=9|37=016BFFE8-2628-46CC-9F0A-D362E09F0ADF|39=9|48=XCME_Eq ES (H17)|55=ES|207=CME_Eq|200=201703|59=0|107=E-mini S&P 500 Mar17|54=2|167=FUT|38=1|40=2|44=216725|58=AutoOCO Activated: SubmissionRiskSuccess. Order Held|60=20160825-16:57:25.833|21=1|204=0|1028=N|1385=8|

[25-Aug-2016] 11:57:25.2216977

[MsgSeqNum] 34 = 213
[SenderCompID] 49 = test
[TargetCompID] 56 = T4Test
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20160825-16:57:25.221
[TargetLocationID] 143 = US,IL
[Account] 1 = _Account_
[ClOrdID] 11 = automl-4-636077227767589856
[ListID] 66 = fnl-636077227767589856
[ExecID] 17 = 016BFFE8-2628-46CC-9F0A-D362E09F0ADF_2_U
[ExecType] 150 = 9 (SUSPENDED)
[OrderID] 37 = 016BFFE8-2628-46CC-9F0A-D362E09F0ADF
[OrdStatus] 39 = 9 (SUSPENDED)
[SecurityID] 48 = XCME_Eq ES (H17)
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201703
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Mar17
[Side] 54 = 2 (SELL)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 1
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 216725
[Text] 58 = AutoOCO Activated: SubmissionRiskSuccess. Order Held
[TransactTime] 60 = 20160825-16:57:25.833
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ManualOrderIndicator] 1028 = N (NO)
[ContingencyType] 1385 = 8


17 - EXECUTIONREPORT

34=214|49=test|56=T4Test|50=T4FIX|52=20160825-16:57:25.249|143=US,IL|1=_Account_|11=automs-5-636077227767589856|66=fnl-636077227767589856|17=8746A6B5-4E3B-4D38-82FE-E40894D888F5_2_S|150=9|37=8746A6B5-4E3B-4D38-82FE-E40894D888F5|39=9|48=XCME_Eq ES (H17)|55=ES|207=CME_Eq|200=201703|59=0|107=E-mini S&P 500 Mar17|54=2|167=FUT|38=1|40=3|99=216450|58=AutoOCO Activated|60=20160825-16:57:25.835|21=1|204=0|1028=N|1385=8|

[25-Aug-2016] 11:57:25.2501088

[MsgSeqNum] 34 = 214
[SenderCompID] 49 = test
[TargetCompID] 56 = T4Test
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20160825-16:57:25.249
[TargetLocationID] 143 = US,IL
[Account] 1 = _Account_
[ClOrdID] 11 = automs-5-636077227767589856
[ListID] 66 = fnl-636077227767589856
[ExecID] 17 = 8746A6B5-4E3B-4D38-82FE-E40894D888F5_2_S
[ExecType] 150 = 9 (SUSPENDED)
[OrderID] 37 = 8746A6B5-4E3B-4D38-82FE-E40894D888F5
[OrdStatus] 39 = 9 (SUSPENDED)
[SecurityID] 48 = XCME_Eq ES (H17)
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201703
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Mar17
[Side] 54 = 2 (SELL)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 1
[OrdType] 40 = 3 (STOP)
[StopPx] 99 = 216450
[Text] 58 = AutoOCO Activated
[TransactTime] 60 = 20160825-16:57:25.835
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ManualOrderIndicator] 1028 = N (NO)
[ContingencyType] 1385 = 8


18 - EXECUTIONREPORT

34=215|49=test|56=T4Test|50=T4FIX|52=20160825-16:57:25.252|143=US,IL|1=_Account_|11=automl-4-636077227767589856|66=fnl-636077227767589856|17=016BFFE8-2628-46CC-9F0A-D362E09F0ADF_2_S|150=9|37=016BFFE8-2628-46CC-9F0A-D362E09F0ADF|39=9|48=XCME_Eq ES (H17)|55=ES|207=CME_Eq|200=201703|59=0|107=E-mini S&P 500 Mar17|54=2|167=FUT|38=1|40=2|44=216725|58=AutoOCO Activated|60=20160825-16:57:25.836|21=1|204=0|1028=N|1385=8|

[25-Aug-2016] 11:57:25.2525092

[MsgSeqNum] 34 = 215
[SenderCompID] 49 = test
[TargetCompID] 56 = T4Test
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20160825-16:57:25.252
[TargetLocationID] 143 = US,IL
[Account] 1 = _Account_
[ClOrdID] 11 = automl-4-636077227767589856
[ListID] 66 = fnl-636077227767589856
[ExecID] 17 = 016BFFE8-2628-46CC-9F0A-D362E09F0ADF_2_S
[ExecType] 150 = 9 (SUSPENDED)
[OrderID] 37 = 016BFFE8-2628-46CC-9F0A-D362E09F0ADF
[OrdStatus] 39 = 9 (SUSPENDED)
[SecurityID] 48 = XCME_Eq ES (H17)
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201703
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Mar17
[Side] 54 = 2 (SELL)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 1
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 216725
[Text] 58 = AutoOCO Activated
[TransactTime] 60 = 20160825-16:57:25.836
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ManualOrderIndicator] 1028 = N (NO)
[ContingencyType] 1385 = 8

AutoOCOM Order Response - Limit And Stop OCO components Activated (Sent to the exchange)


19 - EXECUTIONREPORT

34=216|49=test|56=T4Test|50=T4FIX|52=20160825-16:57:25.254|143=US,IL|1=_Account_|11=automs-5-636077227767589856|66=fnl-636077227767589856|17=8746A6B5-4E3B-4D38-82FE-E40894D888F5_3_S|150=0|37=8746A6B5-4E3B-4D38-82FE-E40894D888F5|39=0|48=XCME_Eq ES (H17)|55=ES|207=CME_Eq|200=201703|59=0|107=E-mini S&P 500 Mar17|54=2|167=FUT|38=1|40=3|99=216450|60=20160825-16:57:25.838|21=1|204=0|1028=N|1385=8|

[25-Aug-2016] 11:57:25.2543030

[MsgSeqNum] 34 = 216
[SenderCompID] 49 = test
[TargetCompID] 56 = T4Test
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20160825-16:57:25.254
[TargetLocationID] 143 = US,IL
[Account] 1 = _Account_
[ClOrdID] 11 = automs-5-636077227767589856
[ListID] 66 = fnl-636077227767589856
[ExecID] 17 = 8746A6B5-4E3B-4D38-82FE-E40894D888F5_3_S
[ExecType] 150 = 0 (NEW)
[OrderID] 37 = 8746A6B5-4E3B-4D38-82FE-E40894D888F5
[OrdStatus] 39 = 0 (NEW)
[SecurityID] 48 = XCME_Eq ES (H17)
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201703
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Mar17
[Side] 54 = 2 (SELL)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 1
[OrdType] 40 = 3 (STOP)
[StopPx] 99 = 216450
[TransactTime] 60 = 20160825-16:57:25.838
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ManualOrderIndicator] 1028 = N (NO)
[ContingencyType] 1385 = 8


20 - EXECUTIONREPORT

34=217|49=test|56=T4Test|50=T4FIX|52=20160825-16:57:25.255|143=US,IL|1=_Account_|11=automl-4-636077227767589856|66=fnl-636077227767589856|17=016BFFE8-2628-46CC-9F0A-D362E09F0ADF_3_S|150=0|37=016BFFE8-2628-46CC-9F0A-D362E09F0ADF|39=0|48=XCME_Eq ES (H17)|55=ES|207=CME_Eq|200=201703|59=0|107=E-mini S&P 500 Mar17|54=2|167=FUT|38=1|40=2|44=216725|60=20160825-16:57:25.853|21=1|204=0|1028=N|1385=8|

[25-Aug-2016] 11:57:25.2560760

[MsgSeqNum] 34 = 217
[SenderCompID] 49 = test
[TargetCompID] 56 = T4Test
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20160825-16:57:25.255
[TargetLocationID] 143 = US,IL
[Account] 1 = _Account_
[ClOrdID] 11 = automl-4-636077227767589856
[ListID] 66 = fnl-636077227767589856
[ExecID] 17 = 016BFFE8-2628-46CC-9F0A-D362E09F0ADF_3_S
[ExecType] 150 = 0 (NEW)
[OrderID] 37 = 016BFFE8-2628-46CC-9F0A-D362E09F0ADF
[OrdStatus] 39 = 0 (NEW)
[SecurityID] 48 = XCME_Eq ES (H17)
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201703
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Mar17
[Side] 54 = 2 (SELL)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 1
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 216725
[TransactTime] 60 = 20160825-16:57:25.853
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ManualOrderIndicator] 1028 = N (NO)
[ContingencyType] 1385 = 8

AutoOCOM Order Response - First Limit OCO component filled

21 - EXECUTIONREPORT

34=245|49=test|56=T4Test|50=T4FIX|52=20160825-17:00:46.846|143=US,IL|1=_Account_|11=automl-2-636077227767589856|66=fnl-636077227767589856|17=2CF1090F-EFE8-44FF-B57C-8A09A7A33144_0_T|150=F|37=2CF1090F-EFE8-44FF-B57C-8A09A7A33144|39=2|48=XCME_Eq ES (H17)|55=ES|207=CME_Eq|200=201703|59=0|107=E-mini S&P 500 Mar17|54=2|167=FUT|38=1|40=2|44=216675|31=216675|32=1|14=1|151=0|60=20160825-17:00:47.659|21=1|204=0|337=TRADE|375=CME000A|1028=N|1385=8|

[25-Aug-2016] 12:00:46.8502993

[MsgSeqNum] 34 = 245
[SenderCompID] 49 = test
[TargetCompID] 56 = T4Test
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20160825-17:00:46.846
[TargetLocationID] 143 = US,IL
[Account] 1 = _Account_
[ClOrdID] 11 = automl-2-636077227767589856
[ListID] 66 = fnl-636077227767589856
[ExecID] 17 = 2CF1090F-EFE8-44FF-B57C-8A09A7A33144_0_T
[ExecType] 150 = F
[OrderID] 37 = 2CF1090F-EFE8-44FF-B57C-8A09A7A33144
[OrdStatus] 39 = 2 (FILLED)
[SecurityID] 48 = XCME_Eq ES (H17)
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201703
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Mar17
[Side] 54 = 2 (SELL)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 1
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 216675
[LastPx] 31 = 216675
[LastShares] 32 = 1
[CumQty] 14 = 1
[LeavesQty] 151 = 0
[TransactTime] 60 = 20160825-17:00:47.659
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContraTrader] 337 = TRADE
[ContraBroker] 375 = CME000A
[ManualOrderIndicator] 1028 = N (NO)
[ContingencyType] 1385 = 8

AutoOCOM Order Response - Stop OCO component is automatically cancelled per the previous fill of Limit OCO component

22 - EXECUTIONREPORT

34=246|49=test|56=T4Test|50=T4FIX|52=20160825-17:00:47.064|143=US,IL|1=_Account_|11=automs-5-636077227767589856|66=fnl-636077227767589856|17=8746A6B5-4E3B-4D38-82FE-E40894D888F5_5_U|150=6|37=8746A6B5-4E3B-4D38-82FE-E40894D888F5|39=6|48=XCME_Eq ES (H17)|55=ES|207=CME_Eq|200=201703|59=0|107=E-mini S&P 500 Mar17|54=2|167=FUT|38=0|40=3|99=216450|58=AutoOCO Pull: PullRiskSuccess. Pull passed risk management|60=20160825-17:00:47.706|21=1|204=0|1028=N|1385=8|

[25-Aug-2016] 12:00:47.0644350

[MsgSeqNum] 34 = 246
[SenderCompID] 49 = test
[TargetCompID] 56 = T4Test
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20160825-17:00:47.064
[TargetLocationID] 143 = US,IL
[Account] 1 = _Account_
[ClOrdID] 11 = automs-5-636077227767589856
[ListID] 66 = fnl-636077227767589856
[ExecID] 17 = 8746A6B5-4E3B-4D38-82FE-E40894D888F5_5_U
[ExecType] 150 = 6 (PENDING_CANCEL)
[OrderID] 37 = 8746A6B5-4E3B-4D38-82FE-E40894D888F5
[OrdStatus] 39 = 6 (PENDING_CANCEL)
[SecurityID] 48 = XCME_Eq ES (H17)
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201703
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Mar17
[Side] 54 = 2 (SELL)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 0
[OrdType] 40 = 3 (STOP)
[StopPx] 99 = 216450
[Text] 58 = AutoOCO Pull: PullRiskSuccess. Pull passed risk management
[TransactTime] 60 = 20160825-17:00:47.706
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ManualOrderIndicator] 1028 = N (NO)
[ContingencyType] 1385 = 8


23 - EXECUTIONREPORT

34=247|49=test|56=T4Test|50=T4FIX|52=20160825-17:00:47.067|143=US,IL|1=_Account_|11=automs-5-636077227767589856|66=fnl-636077227767589856|17=8746A6B5-4E3B-4D38-82FE-E40894D888F5_5_S|150=6|37=8746A6B5-4E3B-4D38-82FE-E40894D888F5|39=6|48=XCME_Eq ES (H17)|55=ES|207=CME_Eq|200=201703|59=0|107=E-mini S&P 500 Mar17|54=2|167=FUT|38=0|40=3|99=216450|58=AutoOCO Pull|60=20160825-17:00:47.709|21=1|204=0|1028=N|1385=8|

[25-Aug-2016] 12:00:47.0677264

[MsgSeqNum] 34 = 247
[SenderCompID] 49 = test
[TargetCompID] 56 = T4Test
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20160825-17:00:47.067
[TargetLocationID] 143 = US,IL
[Account] 1 = _Account_
[ClOrdID] 11 = automs-5-636077227767589856
[ListID] 66 = fnl-636077227767589856
[ExecID] 17 = 8746A6B5-4E3B-4D38-82FE-E40894D888F5_5_S
[ExecType] 150 = 6 (PENDING_CANCEL)
[OrderID] 37 = 8746A6B5-4E3B-4D38-82FE-E40894D888F5
[OrdStatus] 39 = 6 (PENDING_CANCEL)
[SecurityID] 48 = XCME_Eq ES (H17)
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201703
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Mar17
[Side] 54 = 2 (SELL)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 0
[OrdType] 40 = 3 (STOP)
[StopPx] 99 = 216450
[Text] 58 = AutoOCO Pull
[TransactTime] 60 = 20160825-17:00:47.709
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ManualOrderIndicator] 1028 = N (NO)
[ContingencyType] 1385 = 8


24 - EXECUTIONREPORT

34=248|49=test|56=T4Test|50=T4FIX|52=20160825-17:00:47.070|143=US,IL|1=_Account_|11=automs-5-636077227767589856|66=fnl-636077227767589856|17=8746A6B5-4E3B-4D38-82FE-E40894D888F5_6_S|150=4|37=8746A6B5-4E3B-4D38-82FE-E40894D888F5|39=4|48=XCME_Eq ES (H17)|55=ES|207=CME_Eq|200=201703|59=0|107=E-mini S&P 500 Mar17|54=2|167=FUT|38=0|40=3|99=216450|60=20160825-17:00:47.713|21=1|204=0|1028=N|1385=8|

[25-Aug-2016] 12:00:47.0705900

[MsgSeqNum] 34 = 248
[SenderCompID] 49 = test
[TargetCompID] 56 = T4Test
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20160825-17:00:47.070
[TargetLocationID] 143 = US,IL
[Account] 1 = _Account_
[ClOrdID] 11 = automs-5-636077227767589856
[ListID] 66 = fnl-636077227767589856
[ExecID] 17 = 8746A6B5-4E3B-4D38-82FE-E40894D888F5_6_S
[ExecType] 150 = 4 (CANCELED)
[OrderID] 37 = 8746A6B5-4E3B-4D38-82FE-E40894D888F5
[OrdStatus] 39 = 4 (CANCELED)
[SecurityID] 48 = XCME_Eq ES (H17)
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201703
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Mar17
[Side] 54 = 2 (SELL)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 0
[OrdType] 40 = 3 (STOP)
[StopPx] 99 = 216450
[TransactTime] 60 = 20160825-17:00:47.713
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ManualOrderIndicator] 1028 = N (NO)
[ContingencyType] 1385 = 8

AutoOCOM Order Response - Remaining Stop OCO component is triggered as a limit with protection

25 - EXECUTIONREPORT

34=252|49=test|56=T4Test|50=T4FIX|52=20160825-17:01:54.494|143=US,IL|1=_Account_|11=automs-3-636077227767589856|66=fnl-636077227767589856|17=F0BB6180-9E0B-420B-BEDB-B10A3D38E360_4_S|150=0|37=F0BB6180-9E0B-420B-BEDB-B10A3D38E360|39=0|48=XCME_Eq ES (H17)|55=ES|207=CME_Eq|200=201703|59=0|107=E-mini S&P 500 Mar17|54=2|167=FUT|38=1|40=2|44=216200|60=20160825-17:01:55.097|21=1|204=0|1028=N|1385=8|

[25-Aug-2016] 12:01:54.4942371

[MsgSeqNum] 34 = 252
[SenderCompID] 49 = test
[TargetCompID] 56 = T4Test
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20160825-17:01:54.494
[TargetLocationID] 143 = US,IL
[Account] 1 = _Account_
[ClOrdID] 11 = automs-3-636077227767589856
[ListID] 66 = fnl-636077227767589856
[ExecID] 17 = F0BB6180-9E0B-420B-BEDB-B10A3D38E360_4_S
[ExecType] 150 = 0 (NEW)
[OrderID] 37 = F0BB6180-9E0B-420B-BEDB-B10A3D38E360
[OrdStatus] 39 = 0 (NEW)
[SecurityID] 48 = XCME_Eq ES (H17)
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201703
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Mar17
[Side] 54 = 2 (SELL)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 1
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 216200
[TransactTime] 60 = 20160825-17:01:55.097
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ManualOrderIndicator] 1028 = N (NO)
[ContingencyType] 1385 = 8

AutoOCOM Order Response - The remaining OCO stop is filled

26 - EXECUTIONREPORT

34=253|49=test|56=T4Test|50=T4FIX|52=20160825-17:01:54.497|143=US,IL|1=_Account_|11=automs-3-636077227767589856|66=fnl-636077227767589856|17=F0BB6180-9E0B-420B-BEDB-B10A3D38E360_0_T|150=F|37=F0BB6180-9E0B-420B-BEDB-B10A3D38E360|39=2|48=XCME_Eq ES (H17)|55=ES|207=CME_Eq|200=201703|59=0|107=E-mini S&P 500 Mar17|54=2|167=FUT|38=1|40=2|44=216200|31=216500|32=1|14=1|151=0|60=20160825-17:01:55.322|21=1|204=0|337=TRADE|375=CME000A|1028=N|1385=8|

[25-Aug-2016] 12:01:54.5075413

[MsgSeqNum] 34 = 253
[SenderCompID] 49 = test
[TargetCompID] 56 = T4Test
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20160825-17:01:54.497
[TargetLocationID] 143 = US,IL
[Account] 1 = _Account_
[ClOrdID] 11 = automs-3-636077227767589856
[ListID] 66 = fnl-636077227767589856
[ExecID] 17 = F0BB6180-9E0B-420B-BEDB-B10A3D38E360_0_T
[ExecType] 150 = F
[OrderID] 37 = F0BB6180-9E0B-420B-BEDB-B10A3D38E360
[OrdStatus] 39 = 2 (FILLED)
[SecurityID] 48 = XCME_Eq ES (H17)
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201703
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Mar17
[Side] 54 = 2 (SELL)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 1
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 216200
[LastPx] 31 = 216500
[LastShares] 32 = 1
[CumQty] 14 = 1
[LeavesQty] 151 = 0
[TransactTime] 60 = 20160825-17:01:55.322
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ContraTrader] 337 = TRADE
[ContraBroker] 375 = CME000A
[ManualOrderIndicator] 1028 = N (NO)
[ContingencyType] 1385 = 8

AutoOCOM Order Response - The remaining OCO Limit is automatically cancelled per the fill of the previous Stop OCO

27 - EXECUTIONREPORT

34=256|49=test|56=T4Test|50=T4FIX|52=20160825-17:01:54.611|143=US,IL|1=_Account_|11=automl-4-636077227767589856|66=fnl-636077227767589856|17=016BFFE8-2628-46CC-9F0A-D362E09F0ADF_5_U|150=6|37=016BFFE8-2628-46CC-9F0A-D362E09F0ADF|39=6|48=XCME_Eq ES (H17)|55=ES|207=CME_Eq|200=201703|59=0|107=E-mini S&P 500 Mar17|54=2|167=FUT|38=0|40=2|44=216725|58=AutoOCO Pull: PullRiskSuccess. Pull passed risk management|60=20160825-17:01:55.243|21=1|204=0|1028=N|1385=8|

[25-Aug-2016] 12:01:54.6116993

[MsgSeqNum] 34 = 256
[SenderCompID] 49 = test
[TargetCompID] 56 = T4Test
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20160825-17:01:54.611
[TargetLocationID] 143 = US,IL
[Account] 1 = _Account_
[ClOrdID] 11 = automl-4-636077227767589856
[ListID] 66 = fnl-636077227767589856
[ExecID] 17 = 016BFFE8-2628-46CC-9F0A-D362E09F0ADF_5_U
[ExecType] 150 = 6 (PENDING_CANCEL)
[OrderID] 37 = 016BFFE8-2628-46CC-9F0A-D362E09F0ADF
[OrdStatus] 39 = 6 (PENDING_CANCEL)
[SecurityID] 48 = XCME_Eq ES (H17)
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201703
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Mar17
[Side] 54 = 2 (SELL)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 0
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 216725
[Text] 58 = AutoOCO Pull: PullRiskSuccess. Pull passed risk management
[TransactTime] 60 = 20160825-17:01:55.243
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ManualOrderIndicator] 1028 = N (NO)
[ContingencyType] 1385 = 8


28 - EXECUTIONREPORT

34=257|49=test|56=T4Test|50=T4FIX|52=20160825-17:01:54.622|143=US,IL|1=_Account_|11=automl-4-636077227767589856|66=fnl-636077227767589856|17=016BFFE8-2628-46CC-9F0A-D362E09F0ADF_5_S|150=6|37=016BFFE8-2628-46CC-9F0A-D362E09F0ADF|39=6|48=XCME_Eq ES (H17)|55=ES|207=CME_Eq|200=201703|59=0|107=E-mini S&P 500 Mar17|54=2|167=FUT|38=0|40=2|44=216725|58=AutoOCO Pull|60=20160825-17:01:55.247|21=1|204=0|1028=N|1385=8|

[25-Aug-2016] 12:01:54.6226860

[MsgSeqNum] 34 = 257
[SenderCompID] 49 = test
[TargetCompID] 56 = T4Test
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20160825-17:01:54.622
[TargetLocationID] 143 = US,IL
[Account] 1 = _Account_
[ClOrdID] 11 = automl-4-636077227767589856
[ListID] 66 = fnl-636077227767589856
[ExecID] 17 = 016BFFE8-2628-46CC-9F0A-D362E09F0ADF_5_S
[ExecType] 150 = 6 (PENDING_CANCEL)
[OrderID] 37 = 016BFFE8-2628-46CC-9F0A-D362E09F0ADF
[OrdStatus] 39 = 6 (PENDING_CANCEL)
[SecurityID] 48 = XCME_Eq ES (H17)
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201703
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Mar17
[Side] 54 = 2 (SELL)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 0
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 216725
[Text] 58 = AutoOCO Pull
[TransactTime] 60 = 20160825-17:01:55.247
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ManualOrderIndicator] 1028 = N (NO)
[ContingencyType] 1385 = 8


29 - EXECUTIONREPORT

34=258|49=test|56=T4Test|50=T4FIX|52=20160825-17:01:54.625|143=US,IL|1=_Account_|11=automl-4-636077227767589856|66=fnl-636077227767589856|17=016BFFE8-2628-46CC-9F0A-D362E09F0ADF_6_S|150=4|37=016BFFE8-2628-46CC-9F0A-D362E09F0ADF|39=4|48=XCME_Eq ES (H17)|55=ES|207=CME_Eq|200=201703|59=0|107=E-mini S&P 500 Mar17|54=2|167=FUT|38=0|40=2|44=216725|60=20160825-17:01:55.250|21=1|204=0|1028=N|1385=8|

[25-Aug-2016] 12:01:54.6259566

[MsgSeqNum] 34 = 258
[SenderCompID] 49 = test
[TargetCompID] 56 = T4Test
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20160825-17:01:54.625
[TargetLocationID] 143 = US,IL
[Account] 1 = _Account_
[ClOrdID] 11 = automl-4-636077227767589856
[ListID] 66 = fnl-636077227767589856
[ExecID] 17 = 016BFFE8-2628-46CC-9F0A-D362E09F0ADF_6_S
[ExecType] 150 = 4 (CANCELED)
[OrderID] 37 = 016BFFE8-2628-46CC-9F0A-D362E09F0ADF
[OrdStatus] 39 = 4 (CANCELED)
[SecurityID] 48 = XCME_Eq ES (H17)
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201703
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Mar17
[Side] 54 = 2 (SELL)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 0
[OrdType] 40 = 2 (LIMIT)
[Price] 44 = 216725
[TransactTime] 60 = 20160825-17:01:55.250
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_NOBROKER)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
[ManualOrderIndicator] 1028 = N (NO)
[ContingencyType] 1385 = 8

Further details on the tags used for this order type are described in the dictionary of the New Order List message.