Sales Order Detail Records

This documentation is for FX Sales 1.16 and below. From version 1.17 (27 Jan 2017), FX Sales requires backend adapters to implement the FX Integration API 3. For documentation on trade models and messages in FX Integration API 3, see FX Integration API.

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

Contents:

Order details record
Example records

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.

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

Examples for the following order types:

If-Done
If-Done-OCO

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: Field	Leg 1: Example	Leg 2: Field	Leg 2: Example
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: Field	Leg 1: Example	Leg 2: Field	Leg 2: Example	Leg 3: Field	Leg 3: Example
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