B.0.2 message field mappings – trading messages

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

Table B.2. – SubmitOrderMessageModifyOrderMessageOrderCancelReplaceRequest

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

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 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 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

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