Posted: Feb 05, 2015 @ 08:19 AM             Msg. 1 of 6

On start up we send an OrderMassStatusRequest to get the current order state.

I am seeing 3 messages for each order, a Trade type, a Calculated type, and a Status type. My first question is how are these supposed to be interpreted.
The Trade message has OrderStatus as filled, the other two have OrderStatus as Calculated. Is that the same as filled? Will there ever be any extra info in the Trade and Calculated messages or can I ignore them and just use the Status report to create the info for that order/fill.

Also, none of these messages have OrderType, TimeInForce, and ExpireDate(assuming GTD). How am I supposed to get this info to recreate the order?

Thanks
Gavin

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Jeremy Jongsma

Posted: Feb 09, 2015 @ 10:01 AM             Msg. 2 of 6

Calculated order status means: Order has been completed for the day (either filled or done for day) and there contains information about commission or currency settlement details.

In OrderMassStatus responce messages you have CientOrderID. By this ID you can request additional information using OrderStatusRequest.

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Evgeny

Posted: Feb 09, 2015 @ 12:01 PM             Msg. 3 of 6

Thanks for the help Evgeny

So when we send an OrderStatusRequest, is the status message guaranteed to have the order type and time in force? It seems odd that this info isn't in the original status execution report sent for the order from the mass order status request. In the example on your documentation site the responding status execution report is missing these fields as well.

Request:

8=FIX.4.4|9=118|35=H|34=295|49=username|52=20140317-01:29:46|56=OEC_TEST|1=YRACCNT|11=635306165855435241|54=1|55=ES|200=201403|461=FXXXXS|10=055|
Response:

8=FIX.4.4|9=226|35=8|34=299|49=OEC_TEST|52=20140317-01:29:45.068|56=username|1=YRACCNT|6=1841.00|11=635306165855435241|14=1|17=OECFIX:635305924334768863:825|37=202904994|38=1|39=B|54=1|55=ES|60=20140317-01:29:45|150=I|151=0|200=201403|461=FXXXXS|10=057|

Thanks for your help

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Jeremy Jongsma
Edited by JJongsma on Feb 9, 2015 at 12:07:27

Posted: Feb 09, 2015 @ 01:08 PM             Msg. 4 of 6

I'm sorry, misled you.
To obtain order type and time in force information for order you should use ExecutionReport FIX message (http://www.openecry.com/api/api/html/c1fd1da0-bc5a-414f-8894-e21a49719a8c.htm).

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Evgeny

Posted: Feb 10, 2015 @ 10:40 AM             Msg. 5 of 6

Yes Evgeny, I've been looking at the execution reports. Both the ExecutionReports I see back from the gateway as well as the example from your docs I pasted above are missing the OrdType and TimeInForce fields. My question is if there's a way to get that info for an order, as it doesn't seem to be present in the Execution Report.

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Jeremy Jongsma

Posted: Feb 10, 2015 @ 04:04 PM             Msg. 6 of 6

Jeremy, after some research I can say that we do not return OrdType and TimeInForce fields to client.

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Evgeny