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OrderStatusRequest (35=H)

Get details on a particular OPEN Orders only in Order Management Flow. Not available in Drop Copy Flow.

Request Attributes:

  • Symbol (55): Required
  • ClOrdID (11): Unique identifier for Order as assigned by the buy-side, either tag11 or tag37 must be specified
  • OrderID (37): OrderID of the order to request, either tag11 or tag37 must be specified

Response Attributes: An ExecutionReport (8) with ExecType=I (Order Status) will be returned.

  • MsgType (35) = 8
  • ExecType (150) = I
  • TotNumReports (911): Must be 0 to indicate there is no match, otherwise this tag will not be populated
  • LastRptRequested (912): Must be Y

Order status request rejected for unknown order:

  • MsgType (35) = 8
  • ExecType (150) = I
  • OrdStatus (39) = 8 Rejected
  • CumQty (14) = 0
  • LeavesQty (151) = 0
  • OrdRejReason (103): 5 = Unknown Order, 8 = Stale Order, 13 = Incorrect quantity, 99 = Other

See ExecutionReport for details.

Request​

Body

required
    StandardHeader objectrequired
    The header identifies the message type, length, destination, sequence number, origination point and time. Every FIX message begins with a Standard Header.
    BeginString Tag 8 (string)required

    Must be "FIX.4.4"

    BodyLength Tag 9 (integer)required

    Length of the message body in bytes

    MsgType Tag 35 (string)required

    Message Type

    MsgSeqNum Tag 34 (integer)required

    Integer message sequence number

    PossDupFlag Tag 43 (boolean)

    Indicates possible retransmission of message with this sequence number. If a message with this sequence number has been previously received, ignore message; if not, process normally.

    SenderCompID Tag 49 (string)required

    See FIX Endpoints for details

    TargetCompID Tag 56 (string)required

    See FIX Endpoints for details

    SendingTime Tag 52 (date-time)required

    Time when the message is being sent out from FIX Gateway

    PossResend Tag 97 (boolean)

    Indicates that message may contain information sent under another sequence number. Forward message to application and determine if previously received (i.e. verify order id and parameters).

    Symbol Tag 55 (string)required
    ClOrdID Tag 11 (string)

    Unique identifier for Order as assigned by the buy-side, either tag11 or tag37 must be specified.

    OrderID Tag 37 (string)

    OrderID of the order to request. either tag11 or tag37 must be specified.

    StandardTrailer objectrequired
    Each FIX message is terminated by a Standard Trailer as a message delimiter as well as containing the checksum value.
    CheckSum Tag 10 (string)required

    Three bytes, simple checksum. Always last field in message

Order status
Schema
    StandardHeader objectrequired
    The header identifies the message type, length, destination, sequence number, origination point and time. Every FIX message begins with a Standard Header.
    BeginString Tag 8 (string)required

    Must be "FIX.4.4"

    BodyLength Tag 9 (integer)required

    Length of the message body in bytes

    MsgType Tag 35 (string)required

    Message Type

    MsgSeqNum Tag 34 (integer)required

    Integer message sequence number

    PossDupFlag Tag 43 (boolean)

    Indicates possible retransmission of message with this sequence number. If a message with this sequence number has been previously received, ignore message; if not, process normally.

    SenderCompID Tag 49 (string)required

    See FIX Endpoints for details

    TargetCompID Tag 56 (string)required

    See FIX Endpoints for details

    SendingTime Tag 52 (date-time)required

    Time when the message is being sent out from FIX Gateway

    PossResend Tag 97 (boolean)

    Indicates that message may contain information sent under another sequence number. Forward message to application and determine if previously received (i.e. verify order id and parameters).

    ClOrdID Tag 11 (string)required

    Client-selected order ID.

    OrigClOrdID Tag 41 (string)

    ClOrdID of the previous non-rejected order. i.e. Response from OrderCancelReplaceRequest(35=G) or OrderCancelRequest(35=F).

    ExecInst Tag 18 (string)

    Possible values: [6, 8]

    Instructions for order handling on exchange. If more than one instruction is applicable to an order, this field can contain multiple instructions separated by space.

    ExecRefID Tag 19 (string)

    For CDC internal reference only

    OrderID Tag 37 (string)required

    Server-assigned order ID

    ExecID Tag 17 (string)required

    unique execution ID. Equal to Fill ID if this message was the result of a fill

    Symbol Tag 55 (string)required

    Symbol name

    Side Tag 54 (string)required

    Possible values: [1, 2]

    "1": buy; "2": sell

    OrderQty Tag 38 (number)required

    Original order quantity

    Price Tag 44 (number)

    Original order price

    ExecType Tag 150 (string)required

    Possible values: [0, 4, 6, 8, A, F, I]

    Reason for this message (see below)

    OrdStatus Tag 39 (string)required

    Possible values: [0, 1, 2, 4, 6, 8, A]

    Order status (Please refer to standard FIX spec)

    CumQty Tag 14 (number)required

    Quantity of order that has already been filled

    LeavesQty Tag 151 (number)required

    Quantity of order that is still open

    WorkingIndicator Tag 636 (string)

    Possible values: [Y, N]

    Indicates if the order is currently being worked.

    TransactTime Tag 60 (date-time)

    Time of the order update. Only present on order updates. It is stamped in response flow [no matter there were trades or not]; our system stamp this time when there are updates for an order (so it is called update_time on Web Socket)

    OrderCreateTime Tag 6616 (date-time)

    TransactTime when order is created with 39=0|150=0. it is stamped in request flow; when our system confirmed and accepted the order (i.e. it is called create_time on Web Socket)

    LastPx Tag 31 (number)

    Fill price. Only present if this message was the result of a fill

    LastQty Tag 32 (number)

    Fill quantity. Only present if this message was the result of a fill

    LastLiquidityInd Tag 851 (integer)

    "2": taker fill; "1": maker fill. Only present if this message was the result of a fill

    AvgPx Tag 6 (number)

    Average fill price for all fills in order. Only present if this message was the result of a fill

    Commission Tag 12 (number)

    Fee for trade. Only present if this message was the result of a fill

    CommissionCurrency Tag 2643 (string)

    Fee currency for trade. Only present if this message was the result of a fill

    CommType Tag 13 (string)

    Possible values: [3]

    Always 3 (absolute)

    OrdRejReason Tag 103 (integer)

    Reason the order was rejected (see below). Only present on rejected NewOrderSingle (D) requests. i.e. 1 = Unkown symbol, 5 = Unknown Order, 99 = Other

    Text Tag 58 (string)

    Description of the reason the order was rejected (e.g., Too many requests). Only present on rejected NewOrderSingle (D) requests

    CashMargin Tag 544 (string)

    Possible values: [1, 2, 3]

    1: messages corresponds to a spot order. 2: messages corresponds to a margin order. 3: messages correspond to liquidation.

    TrdMatchID Tag 880 (string)

    Trade match ID

    TradeTransactTime Tag 10060 (date-time)

    TransactTime when order is getting partial filled or fullly filled. It is stamped in response flow [only when there has trade happened]; i.e. the trade time / order matching time of when the trade happened (i.e. the time of this order being matched with another order) [i.e. the transaction_time in Web Socket]

    MatchCount Tag 20101 (integer)

    Number of orders matched for this trade execution. If it is Maker's Order, value is always 1. If it is Taker's Order, it is the number of orders matched for this trade execution

    MatchIndex Tag 20102 (integer)

    Only appears if it is Maker's order. It represents which order entry of corresponding price level was matched. This value is 0 base. If the matched order is on the top of the queue, it is shown 0.

    StandardTrailer objectrequired
    Each FIX message is terminated by a Standard Trailer as a message delimiter as well as containing the checksum value.
    CheckSum Tag 10 (string)required

    Three bytes, simple checksum. Always last field in message