File: WebAPI/order_2.proto
One of the order related requests. There must be only one optional order submessage specified per request. E.g NewOrder, but not NewOrder and CancelOrder. It is required to perform a TradeSubscription before any order requests, the subscription is required in order to receive order events.
Prerequisites: the client must have certain entitlements to place new orders. See OrderEntitlementRequest.
Limits:
1. The request rate is 300 orders per 10 seconds by default. This is the total limit for order actions across all accounts within the session.
2. A per-account limit is set to 10 order requests per second by default.
Response: zero or more OrderStatus(-es) (depends on the order type and other parameters) if there is TradeSubscription with SUBSCRIPTION_SCOPE_ORDERS, OrderRequestReject.
Type: uint32
Description: ID of a request that should be unique enough to match with possible OrderRequestReject.
Type: NewOrder
Description: New order request (place order).
Type: ModifyOrder
Description: Modify order request.
Type: CancelOrder
Description: Cancel order request.
Type: CancelAllOrders
Description: Cancel all orders request.
Type: LiquidateAll
Description: Liquidate all open positions.
Type: GoFlat
Description: Cancel all orders and liquidate all open positions.
Type: SuspendOrder
Description: Suspend (park) order.
Type: ActivateOrder
Description: Activate suspended (parked) order.
Type: user_attribute_2.ModifyUserAttributes
Description: Modify order’s user attributes.
Type: NewCompoundOrder
Description: New compound order request (place compound order).
Type: strategy_2.SyntheticLiquidate
Description: Synthetic hangup liquidation with a MKT order.
Type: strategy_2.SyntheticScratch
Description: Synthetic hangup liquidation with a LMT order.
Type: strategy_2.GoMarket
Description: Modify a synthetic order to get an immediate fill.
Type: ApproveOrder
Description: Approve order with ORDER_TYPE_CROSS type.
Type: FillCareOrder
Description: Fill specific care order.
Type: string
Description: Username of the user on whose behalf the order request is being sent. Must be a known username in the CQG trade routing system, otherwise the order will be rejected.
client_regulatory_algorithm_id
Type: uint32
Description: Regulatory Algorithm ID for client algorithm associated with this order, if any. This field is applicable only for exchanges that use it, e.g., Eurex (not currently used, remains in protocol for backward compatibility only). TransactionStatus message echoes back the value from the latest order request
Type: string
Description: MiFID algorithm ID for this order, contents depend on mifid_algorithm_id_type. Provide only when the order must have an algorithm as Execution Within Firm under MiFID II definitions.
Type: uint32
Description: The type of mifid_algorithm_id supplied. One of MiFIDAlgorithmIdType enum.
override_execution_within_firm_with_nore
Type: bool
Default: false
Description: True instructs the server to send this order as Execution Within Firm=CLIENT/NORE rather than the user’s server-side configured trader short code.
Type: string
Description: MiFID investment decision ID for this order, contents depend on mifid_investment_decision_id_type.
mifid_investment_decision_id_type
Type: uint32
Description: The type of mifid_investment_decision_id supplied. One of MiFIDInvestmentDecisionIdType enum.
Type: string
Description: MiFID execution decision ID for this order, contents depend on mifid_execution_decision_id_type. Note: This field is used only by approved clients for absolute pass-through; orders from any other clients that use the field will be rejected. Use general-purpose field mifid_algorithm_id with mifid_algorithm_id_type=1 (MIFID_ALGORITHM_ID_TYPE_EXTERNAL) when execution decision is made by an algorithm with registered short code.
mifid_execution_decision_id_type
Type: uint32
Description: The type of mifid_execution_decision_id supplied. One of MiFIDExecutionDecisionIdType enum.
Type: bool
Description: True if this is an automated order request, manual (request placed by the user direct action) otherwise.
Type: string
Description: Message originator location (i.e. geographic location). Format: “CC[,SS]”, CountryCode (ISO 3166-1 alpha 2) and StateCode (postal abbreviation) when sending country code is “US” or “CA”. Examples: “US,CA”, “GB”.
Type: string
Description: Message originator identifier (desk, trader etc). It is passed directly to the exchange in the appropriate exchange API field/tag, often ‘Operator ID’, ‘tag 50’, or similar.