Trade Entry
This message will allow the client to enter a trade into the system. All clients connected to Metro will receive notification of the trade and any position management/monitoring tool will reflect this updated position.
Syntax
TradeEntry <InstrumentID> <Side> <Price> <Quantity> [ TradeDateTime || @servertime ] <Exchange> <Trader> <TradeAccountID> <ContraParty> [Label]
Example
TradeEntry 1005003 B 35.20 50 8/12/2008-10:25:56 CME AAA 1 ABJ
TradeEntry Message Structure
| Field | Value(s) | Repeating | Comment | Example Values |
|---|---|---|---|---|
| Header | TradeEntry | No | Fixed header | TradeEntry |
| InstrumentID | Long | No | The InstrumentID | 1005003 |
| Side | B,S | No | B = Buy; S = Sell | B |
| Price | Double | No | Trade price | 35.20 |
| Quantity | Integer | No | Trade quantity | 50 |
| TradeDateTime | String | No | Date and time of trade or @servertime to use current time. | 8/12/2008-10:25:56 |
| Exchange | String | No | Exchange of this trade | CME |
| Trader | String | No | Trader acronym or identifier | AAA |
| TradeAccountID | Integer | No | Trader account identfier | 1 |
| ContraParty | String | No | Acronym of trading counterpart | ABJ |
| Label | String | No | Optional Data (user-defined, should be unique) |
Trade Modify
This message will allow the client to modify a trade that has already been entered into the system. All clients connected to Metro will receive notification of the trade and any position management/monitoring tool will reflect this updated position.
Modifying Trade Side
In order to modify the side (Buy/Sell) of a trade, the quantity must have a "-" sign attached. For example, an existing sell trade must be modified with a negative quantity to become a buy trade.
Syntax
TradeModify <TradeID> <Price> <Quantity> <TradeAccountID>
Example
TradeModify 5633345 35.20 50 1
Trade Delete
This message will allow the client to delete a trade that has already been entered into the system. All clients connected to the City will receive notification of the trade and any position management/monitoring tool will reflect this updated position.
Syntax
TradeDelete <TradeID>
Example
TradeDelete 5633345