Sales Order Detail Records

This page describes the naming convention of order details records and the fields they contain.

Order details record

To request order details for an order, subscribe to the order's order-details record.

Record subject

The subject follows this format, where <orderid> is the unique identifier of the order as returned by the order management system.

/PRIVATE/SALESORDERDETAILS/<orderid>

Record fields

The order details record contains the following fields.

Leg fields are pre-fixed with 'Lx_', where 'x' is the number of the leg.

Strategy fields
Field Name Value Example
Account The trading account the order stategy was submitted under, in the form "<description>|<ID>" My Account|Acc1
ActivationDate

The date on which the order was, or will be, activated. Valid values: 'GFA' or a date in the format 'yyyymmdd'.

'GFA' indicates the order has been active since it was accepted by the order management system.

20130606

ActivationTime The time the strategy should activate, if ActivationDate has the format 'yyyymmdd'.

12:12:12

ActivationLocation

The timezone of the ActivationDate and ActivationTime, if the ActivationDate has a value in the form 'yyyymmdd'. See the "TZ" column of the table on this page: https://en.wikipedia.org/wiki/List_of_tz_database_time_zones

 

Europe/London
AlertType A comma-separated list of zero or more alert types. Valid values: SMS, EMAIL.

SMS

CurrencyPair The currency pair for all legs in this strategy. GBPUSD
EditableFields

A comma-separated list of fields that may be edited.

For orders with multiple legs, the values will still be specific to each leg with the appropriate L*_ prefix.

L1_Amount, L2_Amount
ExpirationDate

The date the strategy should expire. Valid values: GTC, GFD, date in the format yyyymmdd.

GTC
Good 'till cancelled. The order should remain active until it is cancelled.
GFD
Good for day. The order should remain active for the current trading day only.

GTC

ExpirationTime The time the strategy should be expire, if the ExpirationDate is in the format 'yyyymmdd'. 12:12:12
ExpirationLocation

The timezone of the ExpirationDate and ExpirationTime, if the ExpirationDate has a value in the form 'yyyymmdd'. See the "TZ" column of the table on this page: https://en.wikipedia.org/wiki/List_of_tz_database_time_zones

Europe/London
OrderCount

The number of orders (legs) in the strategy. A single order comprises one leg; an If-Done order comprises two legs; an If-Done-OCO order comprises three legs.

3
Remarks

Comment added by the sales user.

Call John when filled
SpotRateDPS Precision of the spot rate, quoted as the 'scale' of the value: the number of significant figures to the right of the spot rate's decimal point. 5
StrategyID

Unique identifier of the order strategy. This value is identical to order ID of the first leg (L1_Order, matches the OrderID of the first leg for multiple legged Orders.

5.1.174236
StrategyType

The strategy of this order. Valid values: SINGLE, IF-DONE, OCO, IF-DONE-OCO.

IF-DONE-OCO
TOBOUser

The user on whose behalf the order was submitted. Format: firstname.lastname

john.smith
Fields common to all legs (leg 1 shown as an example)
Field Name Value Example
L1_AllowedActions

Comma-separated list of actions allowed for this order leg. See AllowedActions field.

Deactivate
L1_Amount The amount to trade 100000.00
L1_BuySell The trade direction of the base currency, from the perspective of the user on whose behalf the order was submitted. Valid values: BUY, SELL. SELL
L1_DealtCurrency The currency that the amount is specified in GBP
L1_ExecutionType

How this order should be executed. Valid values: CALL-ORDER, TAKE-PROFIT, STOP-LOSS, or MARKET.

CALL-ORDER is only valid for single-legged strategies.

TAKE-PROFIT
L1_FillRate The rate at which the order will be filled (not including L1_Margin value) 1.50000
L1_Filled The amount that has been filled for this leg 0
L1_Margin

The sales margin (markup) to be applied to the L1_FillRate value.

E.g. TrackingRate for the order strategy will be 1.50001 when:

  • L1_FillRate = 1.50000
  • L1_Margin = 0.00001
0.00001
L1_OrderID The unique identifier of the order leg. The identifier is provided by the order management system. 5.1.174236
L1_Remaining The amount remaining to be filled for this order leg. 100000.00
L1_Status The current status of this order leg Active
L1_StrategyID

Unique identifier for the order strategy. Multi-leg order strategies will share the same StrategyID value.

5.1.174236
L1_StrategyType The strategy of this order. Valid values: SINGLE, OCO, IF-DONE, IF-DONE-OCO. IF-DONE-OCO
L1_SubmittedBy The sales user who submitted this order (on behalf of a client). sales.trader@company.com
L1_SubmittedDateTime

The date and time when the trading system received the order. Format: YYYYMMDDhhmmss.

20160422151131
L1_SubmittedFor The user on whose behalf the order was submitted. trading_client_1
L1_Temperature

Numeric value representing how close the order leg fill-rate is to the market rate. The higher the number, the closer the order leg fill-rate is to the market rate.

1
Fields specific to leg 2
Field Name Value Example
L2_ParentID The order ID of the parent leg (L1_OrderID). 5.1.174236
L2_RelationshipType

The relationship of this leg to the previous leg.

For example, the legs in an If-Done-OCO order have the following relationships:

  • The relationship of L2 to L1 is 'IF-DONE'
  • The relationship of L3 to L2 is 'OCO'
IF-DONE
Fields specific to leg 3
Field Name Value Example
L3_RelatedID

The order ID of the previous leg. For example, for an order with a third leg, this field holds the order ID of the second leg. This field is required for orders that have three legs or more.

5.1.174237

L3_RelationshipType

The relationship of this leg to the previous leg.

For example, the legs in an If-Done-OCO order have the following relationships:

  • The relationship of L2 to L1 is 'IF-DONE'
  • The relationship of L3 to L2 is 'OCO'
IF-DONE

AllowedActions field

The AllowedActions field contains a comma-separated list of zero or more values from this list:

Action Explanation
InactiveEdit

Edit action is NOT executable.

InactiveDeactivate Deactivate button is visible but the action is NOT executable.
InactiveCancel Cancel button is visible but the action is NOT executable.
InactiveActivate Activate button is visible but the action is NOT executable.
Edit Edit action is executable.
Deactivate Deactivate button is visible and executable.
Cancel Cancel button is visible and executable.
Activate Activate button is visible and executable.

Example records

If-Done order

The table below lists the fields of the order details object for an If-Done Strategy order.

Strategy fields
Field Example Value
Account RC Account1|RC Account 1
ActivationDate GFA
AlertType EMAIL
CurrencyPair GBPUSD
EditableFields L1_Amount
ExpirationDate GTC
OrderCount 2
Remarks Call John when filled
SpotRateDPS 5
StrategyID 5.1.174256
StrategyType IF-DONE
TOBOUser john.smith

The tables below show the leg fields of the order.

Leg fields
Leg 1 >   Leg 2 >  
Field Example Value Field Example Value
L1_AllowedActions Deactivate L2_AllowedActions InactiveCancel
L1_Amount 1000.00 L2_Amount 1000.00
L1_BuySell SELL L2_BuySell BUY
L1_DealtCurrency GBP L2_DealtCurrency GBP
L1_ExecutionType TAKE-PROFIT L2_ExecutionType TAKE-PROFIT
L1_FillRate 1.50000 L2_FillRate 1.30000
L1_Filled 0 L2_Filled 0
L1_Margin 0.00010 L2_Margin 0.00010
L1_OrderID 5.1.174256 L2_OrderID 5.1.174257
    L2_ParentID 5.1.174256
    L2_RelationshipType IFDONE
L1_Remaining 1000.00 L2_Remaining 1000.00
L1_Status Active L2_Status Parent Active
L1_StrategyID 5.1.174256 L2_StrategyID 5.1.174256
L1_StrategyType IF-DONE L2_StrategyType IF-DONE
L1_SubmittedBy st1@caplin.com L2_SubmittedBy st1@caplin.com
L1_SubmittedDateTime

20160425143044

L2_SubmittedDateTime 20160425143051
L1_SubmittedFor client_1 L2_SubmittedFor client_1
L1_Temperature 1 L2_Temperature 7

If-Done-OCO order

The table below lists the fields of the order details object of an If-Done Strategy order.

Strategy fields
Field Example Value
Account RC Account1|RC Account 1
ActivationDate GFA
AlertType EMAIL
CurrencyPair GBPUSD
EditableFields L1_Amount
ExpirationDate GTC
OrderCount 3
Remarks Call John when filled
SpotRateDPS 5
StrategyID 5.1.174236
StrategyType IF-DONE-OCO
TOBOUser john.smith

The tables below show the leg fields of the order. 

Leg fields
Leg 1 >   Leg 2 >   Leg 3 >  
Field Example Value Field Example Value Field Example Value
L1_AllowedActions Deactivate L2_AllowedActions InactiveCancel L3_AllowedActions InactiveCancel
L1_Amount 1000.00 L2_Amount 1000.00 L3_Amount 1000.00
L1_BuySell SELL L2_BuySell BUY L3_BuySell BUY
L1_DealtCurrency GBP L2_DealtCurrency GBP L3_DealtCurrency GBP
L1_ExecutionType TAKE-PROFIT L2_ExecutionType TAKE-PROFIT L3_ExecutionType STOP-LOSS
L1_FillRate 1.50000 L2_FillRate 1.30000 L3_FillRate 1.60000
L1_Filled 0 L2_Filled

0

L3_Filled 0
L1_Margin 0.00010 L2_Margin 0.00010 L3_Margin 0.00010
L1_OrderID 5.1.174236 L2_OrderID 5.1.174237 L3_OrderId 5.1.174237
    L2_ParentID 5.1.174236 L3_RelatedID 5.1.174237
    L2_RelationshipType IFDONE L3_RelationshipType OCO
L1_Remaining 1000.00 L2_Remaining 1000.00 L3_Remaining 1000.00
L1_Status Active L2_Status Parent Active L3_Status Parent Active
L1_StrategyID 5.1.174236 L2_StrategyID 5.1.174236 L3_StrategyID 5.1.174256
L1_StrategyType IF-DONE-OCO L2_StrategyType IF-DONE-OCO L3_StrategyType IF-DONE-OCO
L1_SubmittedBy st1@caplin.com L2_SubmittedBy st1@caplin.com L3_SubmittedBy st1@caplin.com
L1_SubmittedDateTime

20160422151131

L2_SubmittedDateTime 20160422151138 L3_SubmittedDateTime 20160422151138
L1_SubmittedFor client_1 L2_SubmittedFor client_1 L3_SubmittedFor client_1
L1_Temperature 1 L2_Temperature 7 L3_Temperature 7