Order schema
Id, Symbol, Datetime, effectiveTime, expireTime, timeInForce, exposureDuration,
settlType, settlDate, Currency, currencyFXRate, partyId, orderType, Side, orderQty, minQuantity,
matchIncr, Price, manualOrderIndicator, refOrderId, refOrderSource
For more information about the fields in this schema, refer to the FIX wiki (http://fixwiki.org/fixwiki/ExecutionReport/FIX.5.0SP2%2B)
| Field name | Field type | Description |
|---|---|---|
| Id | String | Unique identifier for the order |
| Symbol | String | The ticker corresponding to the trade |
| Datetime | String | The date and time at which the order was placed. The format is yyyy-mm-dd hh:mm:ss |
| effectiveTime | String | The date and time stamp at which the order is effective |
| expireTime | String | The date and time stamp when this order will expire |
| timeInForce | String | Specifies how long the order remains in effect. If this value is not provided, DAY is used as the default |
| exposureDuration | String | The time in seconds of a "Good for Time" (GFT) TimeInForce |
| settlType | String | Indicates order settlement period. If present, SettlDate overrides this field. If both SettlType and SettDate are omitted, the default for SettlType is 0 (Regular) |
| settlDate | String | Specific date of trade settlement (SettlementDate) in YYYYMMDD format |
| Currency | String | The currency in which the order price is represented |
| currencyFXRate | Float | The exchange rate that is used to calculate the SettlCurrAmt from Currencyto SettlCurrency |
| partyId | String | The trader that is involved in this order |
| orderType | String | CANCEL represents an order cancellation. Used with refOrderId. |
| Side | String | Indicates a BUY or SELL order |
| orderQty | Int | The order volume |
| minQuantity | Int | Minimum quantity of an order to be executed |
| matchIncr | Int | Allows orders to specify a minimum quantity that applies to every execution (one execution might be for multiple counter-orders). The order can still fill against smaller orders, but the cumulative quantity of the execution must be in multiples of the MatchIncrement |
| Price | Float | The price per unit for this order |
| manualOrderIndicator | boolean | Indicates whether the order was initially received manually (as opposed to electronically) or if it was entered manually (as opposed to it being entered by automated trading software) |
| refOrderId | String | Used with the orderType. Refers to the order that is being canceled |
| refOrderSource | String | The source of the order that is represented by a cancellation order |