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| SubmitOrderMessage | NewOrderSingle |
|---|---|
| feedID | venueID |
| marketID | securityID |
| orderID | ? |
| clOrdID | clOrdID |
| stopPrice | MFloat(stopPx) |
| maxShow | MFloat |
...
| (maxShow) | |
| timeInForce | convert(im.timeInForce) |
| amount |
...
| convertQtyToMFloat(im.orderQty.mantissa()) |
...
| price | convertPriceToMFloat(im.price.mantissa()) |
...
| side | convert(im.side) |
| ordType | convert(im.ordType) |
| timeApiClient | transactTime |
Table B.1. – SubmitOrderMessage
CancelOrderMessageOrderCancelRequest
userID0
feedIDvenueID marketIDsecurityID clOrdIDclOrdID cxlIDclOrdID origClOrdIDorigClOrdID clOrdIDorigClOrdID
timeApiClient transactTime orderIDorderID SubmitOrderMessage
| CancelOrderMessage | OrderCancelRequest |
|---|---|
| userID | 0 |
| feedID | venueID |
| marketID | securityID |
| ClOrdID | ClOrdID |
| cxlID | ClOrdID |
| origClOrdID | origClOrdID |
| clOrdID | origClOrdID |
| timeApiClient | transactTime |
| orderID | orderID |
Table B.2. – SubmitOrderMessageModifyOrderMessageOrderCancelReplaceRequest
userID0
feedIDvenueID marketIDsecurityID clOrdIDorigClOrdID clNewIDclOrdID timeInForcetimeInForce amountorderQty priceprice
side side ordType ordType timeApiClient transactTime orderIDorderID
| ModifyOrderMessage | OrderCancelReplaceRequest |
|---|---|
| userID | 0 |
| feedID | venueID |
| marketID | securityID |
| clOrdID | origClOrdID |
| clNewID | clOrdID |
| timeInForce | timeInForce |
| amount | orderQty |
| price | price |
| side | side |
| ordType | ordType |
| timeApiClient | transactTime |
| orderID | orderID |
Table B.3. – ModifyOrderMessage ModifyOrderMessage
| OrdType (SBE) | OrderType (classic MFAPI) |
|---|---|
| OrdType:: |
...
| Market | OrderType::MARKET |
| OrdType::Limit | OrderType::LIMIT |
| OrdType:: |
...
| StopLoss | OrderType::STOP |
| OrdType:: |
...
| StopLimit | OrderType::STOPLIMIT |
| OrdType::PreviouslyQuoted | OrderType::PREVIOUSLY_QUOTED |
| OrdType::PreviouslyQuotedAmountTier | OrderType::PREVIOUSLY_QUOTED_AMT_TIER |
| OrdType:: |
...
| VwapSweep | OrderType::VWAP_SWEEP |
| OrdType:: |
...
| MarketWithLeftOverAsLimit | OrderType::MARKETLIMIT |
Table B.4. – Order type identifer mapping identifier mapping
| mftrading::Side (SBE) | MarketFactory::Side (classic MFAPI) |
|---|---|
| mftrading::Side:: |
...
| Buy | MarketFactory::Side::BID |
| mftrading::Side:: |
...
| Sell | MarketFactory::Side::OFR |
Table B.5. – Side type identifer mapping identifier mapping
| mftrading::TimeInForce (SBE) | MarketFactory::TimeInForce (classic MFAPI) |
|---|---|
| mftrading::TimeInForce:: |
...
| Day | MarketFactory::TimeInForce::DAY |
| mftrading::TimeInForce:: |
...
| GTC | MarketFactory::TimeInForce::GTC |
| mftrading::TimeInForce:: |
...
| IOC | MarketFactory::TimeInForce::IOC |
| mftrading::TimeInForce:: |
...
| FOK | MarketFactory::TimeInForce::FOK |
Table B.6. – Time-in-force identifer mapping mapping
| mftrading::TimeInForce (SBE) | MarketFactory::TimeInForce (classic MFAPI) |
|---|---|
| mftrading::TimeInForce:: |
...
| Day | MarketFactory::TimeInForce::DAY |
| mftrading::TimeInForce:: |
...
| GTC | MarketFactory::TimeInForce::GTC |
| mftrading::TimeInForce:: |
...
| IOC | MarketFactory::TimeInForce::IOC |
| mftrading::TimeInForce:: |
...
| FOK | MarketFactory::TimeInForce::FOK |
Table B.7. – Time-in-force identifer mapping
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