B.0.2 message field mappings – trading messages

SubmitOrderMessageNewOrderSingle feedIDvenueID marketIDsecurityID orderID?
clOrdIDclOrdID stopPriceMFloat(stopPx) maxShowMFloat(maxShow) timeInForce convert(im.timeInForce)
amountconvertQtyToMFloat(im.orderQty.mantissa()) priceconvertPriceToMFloat(im.price.mantissa()) sideconvert(im.side)
ordType convert(im.ordType)
timeApiClient transactTime
Table B.1. – SubmitOrderMessage
CancelOrderMessageOrderCancelRequest
userID0
feedIDvenueID marketIDsecurityID clOrdIDclOrdID cxlIDclOrdID origClOrdIDorigClOrdID clOrdIDorigClOrdID
timeApiClient transactTime orderIDorderID
Table B.2. – SubmitOrderMessageModifyOrderMessageOrderCancelReplaceRequest
userID0
feedIDvenueID marketIDsecurityID clOrdIDorigClOrdID clNewIDclOrdID timeInForcetimeInForce amountorderQty priceprice
side side ordType ordType timeApiClient transactTime orderIDorderID
Table B.3. – ModifyOrderMessage

OrdType (SBE)OrderType (classic MFAPI) OrdType::MarketOrderType::MARKET OrdType::Limit OrderType::LIMIT OrdType::StopLossOrderType::STOP OrdType::StopLimitOrderType::STOPLIMIT OrdType::PreviouslyQuoted OrderType::PREVIOUSLY_QUOTED
OrdType::PreviouslyQuotedAmountTier OrderType::PREVIOUSLY_QUOTED_AMT_TIER OrdType::VwapSweepOrderType::VWAP_SWEEP OrdType::MarketWithLeftOverAsLimitOrderType::MARKETLIMIT
Table B.4. – Order type identifer mapping

mftrading::Side (SBE) MarketFactory::Side (classic MFAPI) mftrading::Side::BuyMarketFactory::Side::BID mftrading::Side::SellMarketFactory::Side::OFR
Table B.5. – Side type identifer mapping

mftrading::TimeInForce (SBE) MarketFactory::TimeInForce (classic MFAPI) mftrading::TimeInForce::DayMarketFactory::TimeInForce::DAY mftrading::TimeInForce::GTCMarketFactory::TimeInForce::GTC mftrading::TimeInForce::IOCMarketFactory::TimeInForce::IOC mftrading::TimeInForce::FOKMarketFactory::TimeInForce::FOK
Table B.6. – Time-in-force identifer mapping

mftrading::TimeInForce (SBE) MarketFactory::TimeInForce (classic MFAPI) mftrading::TimeInForce::DayMarketFactory::TimeInForce::DAY mftrading::TimeInForce::GTCMarketFactory::TimeInForce::GTC mftrading::TimeInForce::IOCMarketFactory::TimeInForce::IOC mftrading::TimeInForce::FOKMarketFactory::TimeInForce::FOK
Table B.7. – Time-in-force identifer mapping