Order Updates
Order Status
The client will be notified of all orders that are entered or updated while it is connected.
Syntax
OrderStatus <OrderID> <InstrumentID> <OrderState> <UpdateReason> <ExchangeID> <Side> <Price> <Quantity> <FilledPrice> <FilledQuantity> <OrderType>
Example
OrderStatus 1288 1548846 BOOKED NONE GDSA1234 B 105.50 10 0.0 0 MARKET
OrderStatus Notification Structure
Field | Value(s) | Repeating | Comment | Example Values |
---|---|---|---|---|
Header | OrderStatus | No | Fixed header | OrderStatus |
OrderID | Long | No | The OrderID | 1288 |
InstrumentID | Long | No | The InstrumentID | 1548846 |
OrderState | String | No | The order state | BOOKED |
UpdateReason | String | No | Reason this order was updated | NONE |
ExchangeID | String | No | Order ID provided by exchange | GDSA1234 |
Side | B,S | No | B - Buy, S - Sell | B |
Price | Double | No | Order price | 105.50 |
Quantity | Integer | No | Order quantity | 10 |
Filled Price | Double | No | Fill price; if multiple fills, prices are averaged together | 0.0 |
FilledQuantity | Integer | No | Quantity of contracts filled | 0 |
OrderType | String | No | LIMIT, MARKET, CLIP, STOP,STOP_LIMIT or MARKET_LIMIT | MARKET |