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There may be more than one TradeCapture event per order, depending on the market activity at the Trading Venue. They represent individual fills. There is a single status for TradeCapture messages with the status field set to DONE for most Trading Venues. For EBS there are two other statesadditional statuses, PENDING and ERROR. The PENDING status is an early indication of a fill but not a full confirmation. A PENDING TradeCapture can in very rare cases go to an ERROR status, in which case such an event EBS would need to be contacted directly by phone to determine the state and outcome of the order.

general notes:

• An OrderDone message always signals the completion of an order , (or an order state change) for LIMIT IOC or GTC order types.

• An OrderCanceled message always signals the completion of an order, either for the full amount or for the final portion of itremaining quantity of the order.

 

Info
titleSBE Notice!

SBE implementations do not currently transmit an OrderDone event message to the MFClient, work to include this event message is ongoing. With the message expected to be present for the release of the new 3.15 API.

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