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Author Topic: auto-liquidation questions
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DKlotz
Posts: 4
Joined: May 31, 2023
Posted: Jun 27, 2024 @ 08:54 AM             Msg. 1 of 2
Hi - what does auto-liquidation look like in FIX?

1. When orders are auto-liquidated - what happens with working orders?
a. do they get canceled or rejected? how do ExecutionReports look for them? do they have unsolicited flag?
b. could you please provide some examples
2. how do open positions close in that case?
a. how do ExecutionReports look for them?
b. could you please provide some examples
Any FIX examples or code would be much appreciated!! Thank you in advance!
CMicciche902
Posts: 367
Joined:


Posted: Jun 27, 2024 @ 09:11 AM             Msg. 2 of 2
1. When orders are auto-liquidated - what happens with working orders?
a. do they get canceled or rejected? how do ExecutionReports look for them? do they have unsolicited flag?

Working orders would be canceled and unsolicited orders would be sent to offset the position. Yes, they have an unsolicited flag.

b. could you please provide some examples

See below

2. how do open positions close in that case?

See below

a. how do ExecutionReports look for them?

Same as what is documented here https://futures-media.stonex.com/gfapi/?topic=html/c1fd1da0-bc5a-414f-8894-e21a49719a8c.htm, just an unsolicited flag

b. could you please provide some examples

See below


Any FIX examples or code would be much appreciated!! Thank you in advance!



GF.Servers.Front.FixOrderServer\Log\QuickFix20240627.log
09:02:33.104 FIX.4.4:OEC_TEST->CMiccicheTM: <- 8=FIX.4.49=27035=834=249=OEC_TEST52=20240627-14:02:3356=CMiccicheTM97=Y1=API0036356=0.0011=OECFIX:21336807814=017=OECFIX:213368078:6137=21336807838=139=A40=244=5548.554=155=ES59=060=20240627-14:02:23.481150=A151=1167=FUT200=202409325=Y377=N461=FXXXXS1028=Y10=242
09:02:33.106 FIX.4.4:OEC_TEST->CMiccicheTM: <- 8=FIX.4.49=27035=834=349=OEC_TEST52=20240627-14:02:3356=CMiccicheTM97=Y1=API0036356=0.0011=OECFIX:21336807814=017=OECFIX:213368078:6237=21336807838=139=040=244=5548.554=155=ES59=060=20240627-14:02:23.528150=0151=1167=FUT200=202409325=Y377=N461=FXXXXS1028=Y10=212
09:02:33.108 FIX.4.4:OEC_TEST->CMiccicheTM: <- 8=FIX.4.49=27835=834=449=OEC_TEST52=20240627-14:02:3356=CMiccicheTM97=Y1=API0036356=0.0011=OECFIX:21336807914=017=OECFIX:213368079:6337=21336807938=139=A40=244=5553.554=255=ES59=060=20240627-14:02:23.481150=A151=1167=FUT200=202409325=Y377=N461=FXXXXS1028=Y12076=010=108
09:02:33.109 FIX.4.4:OEC_TEST->CMiccicheTM: <- 8=FIX.4.49=29435=834=549=OEC_TEST52=20240627-14:02:3356=CMiccicheTM97=Y1=API0036356=0.0011=OECFIX:21336807914=017=OECFIX:213368079:6437=21336807938=139=940=244=5553.554=255=ES58=Auto-Execute59=060=20240627-14:02:23.496150=9151=1167=FUT200=202409325=Y377=N461=FXXXXS1028=Y12076=010=166
09:02:33.110 FIX.4.4:OEC_TEST->CMiccicheTM: <- 8=FIX.4.49=27835=834=649=OEC_TEST52=20240627-14:02:3356=CMiccicheTM97=Y1=API0036356=0.0011=OECFIX:21336808014=017=OECFIX:213368080:6537=21336808038=139=A40=354=255=ES59=060=20240627-14:02:23.48199=5543.5150=A151=1167=FUT200=202409325=Y377=N461=FXXXXS1028=Y12076=010=098
09:02:33.111 FIX.4.4:OEC_TEST->CMiccicheTM: <- 8=FIX.4.49=29435=834=749=OEC_TEST52=20240627-14:02:3356=CMiccicheTM97=Y1=API0036356=0.0011=OECFIX:21336808014=017=OECFIX:213368080:6637=21336808038=139=940=354=255=ES58=Auto-Execute59=060=20240627-14:02:23.51299=5543.5150=9151=1167=FUT200=202409325=Y377=N461=FXXXXS1028=Y12076=010=145
09:02:34.087 FIX.4.4:OEC_TEST->CMiccicheTM: <- 8=FIX.4.49=28535=834=1049=OEC_TEST52=20240627-14:02:3456=CMiccicheTM1=API0036356=5548.5011=OECFIX:21336807814=117=OECFIX:213368078:6931=5548.5032=137=21336807838=139=240=244=5548.554=155=ES59=060=20240627-14:02:34.023150=F151=0167=FUT200=202409325=Y377=N461=FXXXXS1028=Y10=163
09:02:34.088 FIX.4.4:OEC_TEST->CMiccicheTM: <- 8=FIX.4.49=26935=834=1149=OEC_TEST52=20240627-14:02:3456=CMiccicheTM1=API0036356=5548.5011=OECFIX:21336807814=117=OECFIX:213368078:7037=21336807838=139=B40=244=5548.554=155=ES59=060=20240627-14:02:34.038150=B151=0167=FUT200=202409325=Y377=N461=FXXXXS1028=Y10=209
09:02:34.089 FIX.4.4:OEC_TEST->CMiccicheTM: <- 8=FIX.4.49=27535=834=1249=OEC_TEST52=20240627-14:02:3456=CMiccicheTM1=API0036356=0.0011=OECFIX:21336808114=017=OECFIX:213368081:7137=21336808138=139=A40=244=5553.554=255=ES59=060=20240627-14:02:34.054150=A151=1167=FUT200=202409325=Y377=N461=FXXXXS12077=21336807910=192
09:02:34.089 FIX.4.4:OEC_TEST->CMiccicheTM: <- 8=FIX.4.49=27535=834=1349=OEC_TEST52=20240627-14:02:3456=CMiccicheTM1=API0036356=0.0011=OECFIX:21336808214=017=OECFIX:213368082:7237=21336808238=139=A40=354=255=ES59=060=20240627-14:02:34.05499=5543.5150=A151=1167=FUT200=202409325=Y377=N461=FXXXXS12077=21336808010=199
09:02:34.098 FIX.4.4:OEC_TEST->CMiccicheTM: <- 8=FIX.4.49=27535=834=1449=OEC_TEST52=20240627-14:02:3456=CMiccicheTM1=API0036356=0.0011=OECFIX:21336808114=017=OECFIX:213368081:7337=21336808138=139=040=244=5553.554=255=ES59=060=20240627-14:02:34.085150=0151=1167=FUT200=202409325=Y377=N461=FXXXXS12077=21336807910=166
09:02:34.100 FIX.4.4:OEC_TEST->CMiccicheTM: <- 8=FIX.4.49=27435=834=1549=OEC_TEST52=20240627-14:02:3456=CMiccicheTM1=API0036356=0.0011=OECFIX:21336807914=017=OECFIX:213368079:7437=21336807938=139=040=244=5553.554=255=ES59=060=20240627-14:02:34.101150=0151=1167=FUT200=202409325=Y377=N461=FXXXXS1028=Y12076=010=107
09:02:34.111 FIX.4.4:OEC_TEST->CMiccicheTM: <- 8=FIX.4.49=27535=834=1649=OEC_TEST52=20240627-14:02:3456=CMiccicheTM1=API0036356=0.0011=OECFIX:21336808214=017=OECFIX:213368082:7537=21336808238=139=040=354=255=ES59=060=20240627-14:02:34.10199=5543.5150=0151=1167=FUT200=202409325=Y377=N461=FXXXXS12077=21336808010=164
09:02:34.114 FIX.4.4:OEC_TEST->CMiccicheTM: <- 8=FIX.4.49=27435=834=1749=OEC_TEST52=20240627-14:02:3456=CMiccicheTM1=API0036356=0.0011=OECFIX:21336808014=017=OECFIX:213368080:7637=21336808038=139=040=354=255=ES59=060=20240627-14:02:34.10199=5543.5150=0151=1167=FUT200=202409325=Y377=N461=FXXXXS1028=Y12076=010=097

09:02:36.178 FIX.4.4:OEC_TEST->CMiccicheTM: <- 8=FIX.4.49=25735=834=3149=OEC_TEST52=20240627-14:02:3656=CMiccicheTM1=API0036356=5548.5011=OECFIX:21336807814=117=OECFIX:213368078:8937=21336807838=139=B40=244=5548.554=155=ES59=060=20240627-14:02:36.168150=I151=0167=FUT200=202409461=FXXXXS1028=Y10=139
09:02:36.179 FIX.4.4:OEC_TEST->CMiccicheTM: <- 8=FIX.4.49=26235=834=3249=OEC_TEST52=20240627-14:02:3656=CMiccicheTM1=API0036356=0.0011=OECFIX:21336807914=017=OECFIX:213368079:9037=21336807938=139=040=244=5553.554=255=ES59=060=20240627-14:02:36.183150=I151=1167=FUT200=202409461=FXXXXS1028=Y12076=010=046
09:02:36.179 FIX.4.4:OEC_TEST->CMiccicheTM: <- 8=FIX.4.49=26235=834=3349=OEC_TEST52=20240627-14:02:3656=CMiccicheTM1=API0036356=0.0011=OECFIX:21336808014=017=OECFIX:213368080:9137=21336808038=139=040=354=255=ES59=060=20240627-14:02:36.18399=5543.5150=I151=1167=FUT200=202409461=FXXXXS1028=Y12076=010=034
09:02:36.180 FIX.4.4:OEC_TEST->CMiccicheTM: <- 8=FIX.4.49=26335=834=3449=OEC_TEST52=20240627-14:02:3656=CMiccicheTM1=API0036356=0.0011=OECFIX:21336808114=017=OECFIX:213368081:9237=21336808138=139=040=244=5553.554=255=ES59=060=20240627-14:02:36.183150=I151=1167=FUT200=202409461=FXXXXS12077=21336807910=100
09:02:36.181 FIX.4.4:OEC_TEST->CMiccicheTM: <- 8=FIX.4.49=26335=834=3549=OEC_TEST52=20240627-14:02:3656=CMiccicheTM1=API0036356=0.0011=OECFIX:21336808214=017=OECFIX:213368082:9337=21336808238=139=040=354=255=ES59=060=20240627-14:02:36.18399=5543.5150=I151=1167=FUT200=202409461=FXXXXS12077=21336808010=107
09:03:13.557 FIX.4.4:OEC_TEST->CMiccicheTM: <- 8=FIX.4.49=27435=834=3849=OEC_TEST52=20240627-14:03:1356=CMiccicheTM1=API0036356=0.0011=OECFIX:21336807914=017=OECFIX:213368079:9437=21336807938=139=640=244=5553.554=255=ES59=060=20240627-14:03:13.544150=6151=1167=FUT200=202409325=Y377=N461=FXXXXS1028=N12076=010=122
09:03:13.569 FIX.4.4:OEC_TEST->CMiccicheTM: <- 8=FIX.4.49=27435=834=3949=OEC_TEST52=20240627-14:03:1356=CMiccicheTM1=API0036356=0.0011=OECFIX:21336808014=017=OECFIX:213368080:9537=21336808038=139=640=354=255=ES59=060=20240627-14:03:13.56099=5543.5150=6151=1167=FUT200=202409325=Y377=N461=FXXXXS1028=N12076=010=108
09:03:13.571 FIX.4.4:OEC_TEST->CMiccicheTM: <- 8=FIX.4.49=28235=834=4049=OEC_TEST52=20240627-14:03:1356=CMiccicheTM1=API0036356=0.0011=OECFIX:21336808114=017=OECFIX:213368081:9637=21336808138=139=640=244=5553.554=255=ES59=060=20240627-14:03:13.560150=6151=1167=FUT200=202409325=Y377=N461=FXXXXS1028=N12077=21336807910=005
09:03:13.580 FIX.4.4:OEC_TEST->CMiccicheTM: <- 8=FIX.4.49=28235=834=4149=OEC_TEST52=20240627-14:03:1356=CMiccicheTM1=API0036356=0.0011=OECFIX:21336808214=017=OECFIX:213368082:9737=21336808238=139=640=354=255=ES59=060=20240627-14:03:13.56099=5543.5150=6151=1167=FUT200=202409325=Y377=N461=FXXXXS1028=N12077=21336808010=012
09:03:13.615 FIX.4.4:OEC_TEST->CMiccicheTM: <- 8=FIX.4.49=27535=834=4249=OEC_TEST52=20240627-14:03:1356=CMiccicheTM1=API0036356=0.0011=OECFIX:21336808114=017=OECFIX:213368081:9837=21336808138=139=440=244=5553.554=255=ES59=060=20240627-14:03:13.591150=4151=1167=FUT200=202409325=Y377=N461=FXXXXS12077=21336807910=180
09:03:13.618 FIX.4.4:OEC_TEST->CMiccicheTM: <- 8=FIX.4.49=27435=834=4349=OEC_TEST52=20240627-14:03:1356=CMiccicheTM1=API0036356=0.0011=OECFIX:21336807914=017=OECFIX:213368079:9937=21336807938=139=440=244=5553.554=255=ES59=060=20240627-14:03:13.607150=4151=1167=FUT200=202409325=Y377=N461=FXXXXS1028=Y12076=010=130
09:03:13.627 FIX.4.4:OEC_TEST->CMiccicheTM: <- 8=FIX.4.49=27635=834=4449=OEC_TEST52=20240627-14:03:1356=CMiccicheTM1=API0036356=0.0011=OECFIX:21336808214=017=OECFIX:213368082:10037=21336808238=139=440=354=255=ES59=060=20240627-14:03:13.62399=5543.5150=4151=1167=FUT200=202409325=Y377=N461=FXXXXS12077=21336808010=216
09:03:13.634 FIX.4.4:OEC_TEST->CMiccicheTM: <- 8=FIX.4.49=27535=834=4549=OEC_TEST52=20240627-14:03:1356=CMiccicheTM1=API0036356=0.0011=OECFIX:21336808014=017=OECFIX:213368080:10137=21336808038=139=440=354=255=ES59=060=20240627-14:03:13.62399=5543.5150=4151=1167=FUT200=202409325=Y377=N461=FXXXXS1028=Y12076=010=149
09:03:13.758 FIX.4.4:OEC_TEST->CMiccicheTM: <- 8=FIX.4.49=25735=834=4649=OEC_TEST52=20240627-14:03:1356=CMiccicheTM1=API0036356=0.0011=OECFIX:21336808814=017=OECFIX:213368088:10237=21336808838=139=A40=154=255=ES59=060=20240627-14:03:13.752150=A151=1167=FUT200=202409325=Y377=N461=FXXXXS1028=N10=109
09:03:13.784 FIX.4.4:OEC_TEST->CMiccicheTM: <- 8=FIX.4.49=25735=834=4749=OEC_TEST52=20240627-14:03:1356=CMiccicheTM1=API0036356=0.0011=OECFIX:21336808814=017=OECFIX:213368088:10337=21336808838=139=040=154=255=ES59=060=20240627-14:03:13.783150=0151=1167=FUT200=202409325=Y377=N461=FXXXXS1028=N10=081
09:03:13.815 FIX.4.4:OEC_TEST->CMiccicheTM: <- 8=FIX.4.49=27635=834=4849=OEC_TEST52=20240627-14:03:1356=CMiccicheTM1=API0036356=5548.2511=OECFIX:21336808814=117=OECFIX:213368088:10431=5548.2532=137=21336808838=139=240=154=255=ES59=060=20240627-14:03:13.799150=F151=0167=FUT200=202409325=Y377=N461=FXXXXS1028=N10=001
09:03:13.820 FIX.4.4:OEC_TEST->CMiccicheTM: <- 8=FIX.4.49=26035=834=4949=OEC_TEST52=20240627-14:03:1356=CMiccicheTM1=API0036356=5548.2511=OECFIX:21336808814=117=OECFIX:213368088:10537=21336808838=139=B40=154=255=ES59=060=20240627-14:03:13.814150=B151=0167=FUT200=202409325=Y377=N461=FXXXXS1028=N10=027




Orders:
Account,Order #,State,Side,Qty,Filled Qty,Symbol,Price,Avg.Price,Comments,Time,Completed Time,Fill Time
API003635,213368078,Completed,Buy,1,1,ESU24,LMT 5548.50,5548.50,DOM,10:02:23.481,10:02:34.038,10:02:34.023
API003635,213368079,Cancelled,Sell,1,0,ESU24,LMT 5553.50,,Bracket,10:02:23.481,10:03:13.607,
API003635,213368080,Cancelled,Sell,1,0,ESU24,STP 5543.50,,Bracket,10:02:23.481,10:03:13.623,
API003635,213368088,Completed,Sell,1,1,ESU24,MKT,5548.25,Admin,10:03:13.752,10:03:13.814,10:03:13.799
Chris M
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