Posted: Mar 04, 2015 @ 11:39 AM             Msg. 1 of 8

We're adding in the OEC supported order instructions to our application and had a few questions about fields.

In this document:
http://futures.gaincapital.com/includes/pdf/FIX.pdf

at the bottom of page 7 3 fields are referenced, PegOffsetValue(211), TrailingAmountInPercents(12001), and TrailingTriggerType(12002). However in the spec online, in the NewOrderSingle message only has reference to the PegOffsetValue field. Are the other 2 fields not used in submitting a TrailingStopLimit and TrailingStopLoss orders?

Also, if I place one of these orders, can I expect to see these fields in a ExecutionReport type status as a response to an OrderStatusRequest?

Thanks for your help

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Jeremy Jongsma

Posted: Mar 04, 2015 @ 12:50 PM             Msg. 2 of 8

Hi Jeremy,

In the documentation you can read that those fields only for equity-related contracts. But those contracts currently is not supported by OEC.

Regards,
Evgeny.

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Evgeny

Posted: Mar 04, 2015 @ 01:45 PM             Msg. 3 of 8

In our conformance test, we're asked to demonstrate our ability to submit both Trailing Stop Limit and Trailing Stop Loss orders, so I'm confused at your reply. The document says we need those fields to submit those order types, so do you not support those order types? I assume I'm missing something, just not sure how to connect the dots.

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Jeremy Jongsma

Posted: Mar 04, 2015 @ 02:21 PM             Msg. 4 of 8

You do not need to fill TrailingAmountInPercents(12001), and TrailingTriggerType(12002) because those fields is only for equity-related contracts - and this is mentioned in documentation.
For all other contracts Trailing Stop Limit and Trailing Stop Loss orders should work.

For example, Future Trailing Stop Limit order FIX message:
8=FIX.4.4?9=178?35=D?34=7?49=ETrifonov?52=20150304-19:18:09?56=OEC?1=000?11=6356109
34892969203?18=a?38=1?40=4?44=2103.75?54=1?55=ES?60=20150304-19:18:09?99=2103.75?200=20150
6?211=1?461=FXXXXS?10=148?

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Evgeny

Posted: Mar 04, 2015 @ 02:34 PM             Msg. 5 of 8

Ok, thanks Evgeny. Where in the documentation is this outlined?

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Jeremy Jongsma

Posted: Mar 04, 2015 @ 02:49 PM             Msg. 6 of 8

If you are about fields - you can read this on page 7 at the end of page (http://futures.gaincapital.com/includes/pdf/FIX.pdf):
For equity-related contracts the following fields must be specified:
1. PegOffsetValue: Trailing stop amount or percents.
2. TrailingTriggerType: ... etc.

If you are about Equities: those products is no longer supported, docs might still have traces of this, but it should be removed in future.

Sorry for misled.

Regards,
Evgeny.

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Evgeny

Posted: Mar 04, 2015 @ 05:14 PM             Msg. 7 of 8

Thanks Evgeny, follow up question:

If I have a live Iceberg order and I send an OrderStatusRequest, will the status message contain the MaxFloor field, so I can rebuild the order?

Also, I assume that since I don't see the 211 PegOffsetValue field in ExecutionReport, that I won't have that info from an OrderStatusRequest as well.

Can you confirm that?

Thanks

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Jeremy Jongsma

Posted: Oct 27, 2015 @ 02:06 PM             Msg. 8 of 8

PegOffsetValue and MaxFloor fields were added to ExecutionReports on May 1, 2015.

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Jason Smith