File: WebAPI/order_2.proto
Status of order.
HistoricalOrdersReport, OrderStatusReport, ServerMsg
Type: uint32
Description: List of trade subscription IDs this status is related to.
Type: bool
Description: True if this is a snapshot related message. Since snapshot might be sent in several messages (including none), client should use TradeSnapshotCompletion message as an indicator of complete snapshot delivery for a particular subscription.
Type: uint32
Description: This field is associated with shared_1.OrderStatus.Status enum type.
Type: string
Description: Order ID assigned by server. It is changed by server after each modify request acknowledgment. Some fields and nested messages of OrderStatus message may be different for different accounts for the same order (i.e. same order_id).
Type: string
Description: Order ID assigned by server to originally placed order. It stays the same regardless of modification requests.
Type: string
Description: Order ID assigned by execution system (e.g., exchange).
Type: string
Description: ID used to determine a user’s order in Detailed DOM. Is unique for an exchange. contract_id + detailed_dom_order_id pair is unique among all orders of a user.
Type: sint64
Description: Note: Use status_utc_timestamp field instead.
Type: google.protobuf.Timestamp
Description: Last order change time from server perspective (UTC). It is not guaranteed that order status (e.g., from different order chain) which comes later has bigger timestamp.
submission_utc_time (deprecated)
Type: sint64
Description: Note: Use submission_utc_timestamp field instead.
Type: google.protobuf.Timestamp
Description: Time when original order was submitted to the execution system by server (UTC).
Type: uint32
Description: Note: Use fill_qty field instead.
Type: cqg.Decimal
Description: Filled quantity.
Type: uint32
Description: Number of fill events.
Type: sint64
Description: Average fill price. NOTE: this price is aligned by ContractMetadata.correct_price_scale so don’t use it for OTE/UPL calculation but use prices from individual TRADE elements. See also avg_fill_price_correct field.
Type: double
Description: Average fill price in correct price format. Could have higher precision than avg_fill_price multiplied by correct_price_scale.
active_at_utc_time (deprecated)
Type: sint64
Description: Note: Use active_at_utc_timestamp field instead.
Type: google.protobuf.Timestamp
Description: Time when order should be submitted to execution system as assigned by server (UTC).
uint32_remaining_qty (deprecated)
Type: uint32
Description: Note: Use remaining_qty field instead.
Type: cqg.Decimal
Description: Remaining (unfilled) order quantity. It is not always equal to order size minus filled size (for example, busted orders violate that).
Type: Order
Description: Order with updated attributes. Server may not send it if order attributes remained the same since last update.
Type: TransactionStatus
Description: List of [last] transactions. In case of initial snapshot (if last_orders_update_utc_time was not set in TradeSubscription) all available transactions are sent. This list can be empty if this status is sent to update order attributes only (e.g., to update prices of trailing orders). It is guaranteed that this list is sorted by transaction identifier (TransactionStatus.trans_id).
Type: google.protobuf.Timestamp
Description: Time of the latest REJECTED, REJECT_CANCEL or REJECT_MODIFY transaction, if any (UTC). Note: Only transactions present in this message in OrderStatus.transaction_status contribute to this field.
Type: string
Description: Message of the latest REJECTED, REJECT_CANCEL or REJECT_MODIFY transaction, if any. Note: Only transactions present in this message in OrderStatus.transaction_status contribute to this field.
Type: google.protobuf.Timestamp
Description: Time of the latest ACK_CANCEL transaction, if any (UTC).
Type: google.protobuf.Timestamp
Description: Time of the latest FILL transaction, if any (UTC).
Type: google.protobuf.Timestamp
Description: Time of the order expiration (UTC).
has_fill_with_modified_qty (deprecated)
Type: bool
Description: Whether there is FILL_CORRECT with updated quantity. Canceled and busted fills are ignored. Note: Only transactions present in this message in OrderStatus.transaction_status contribute to this field.
has_fill_with_modified_price (deprecated)
Type: bool
Description: Whether there is FILL_CORRECT with updated price. Canceled and busted fills are ignored. Note: Only transactions present in this message in OrderStatus.transaction_status contribute to this field.
Type: string
Description: User who placed the order, or user on whose behalf the order was placed.
Type: sint64
Description: Statement date when this order was submitted.
Type: sint64
Description: Last statement date this order belongs to. It is set when order is cleaned by a statement report or other event so that order is not ‘current’ any longer. For example, canceled synthetic strategy leg orders without fills may be cleared before the end of ‘current’ day.
Type: metadata_2.ContractMetadata
Description: Multiple OrderStatus and PositionStatus messages in a single ServerMsg can reference the same contract. If the contract is unknown to the client before this ServerMsg, contract metadata will be added in at least one of them. If in your code you process orders first and positions second then during processing orders you may encounter order with yet unknown contract_id. In this case you should look for matching contract metadata in positions. The opposite is also true: contract metadata for positions can be in order status messages.
Type: sint32
Description: ID of an account for this order status. Some fields and nested messages of OrderStatus message may be different for different accounts for the same order (i.e. same order_id).
Type: CompoundOrderStructure
Description: If the order is part of a compound order, then this field describes the structure of the compound.
Type: uint32
Description: The number of active (not resolved) hangs on this synthetic strategy order.
Type: strategy_2.SyntheticStrategyProperties
Description: Synthetic order’s outright properties
Type: string
Description: Cross transaction ID assigned by exchange.
Type: shared_1.NamedValue
Description: Exchange specific extra attributes.
Type: Commission
Description: Cumulative commission charged for the order fills. CQG trade routing system might not provide this information for some contracts.
Type: string
Description: Order identifier assigned by server when sending the order to execution system.
Type: string
Description: Actual value of MiFID Execution Within Firm associated with initial or acknowledged modify order request of this order chain for execution in this account
mifid_execution_decision_is_algo
Type: bool
Description: Indicates whether MiFID Execution decision identifies a person (false) or algorithm (true)
Type: string
Description: Actual value of MiFID Investment Decision Within Firm associated with initial or acknowledged modify order request of this order chain.
mifid_investment_decision_is_algo
Type: bool
Description: Indicates whether MiFID investment decision identifies a person (false) or algorithm (true)
Type: string
Description: Message originator location (i.e. geographic location)
Type: string
Description: Message originator identifier (desk, trader etc)
Type: string
Description: Applied effective value of message originator identifier
Type: string
Description: Identifier that is used to match two filled care orders.
Type: cqg.Decimal
Description: Total quantity of allocated fills for the allocation order. If allocated_qty < fill_qty, it means that not all fills have been allocated. This field is changed by transaction with FILLS_ALLOCATION status. See AllocationRequest.