Sales Order Submission Messages
| This documentation is for FX Sales 1.16 and below. From version 1.17 (27 Jan 2017), FX Sales requires backend adapters to implement the FX Integration API 3. For documentation on trade models and messages in FX Integration API 3, see FX Integration API. |
This page describes the trade model and messages used in the submission of an order using FX Sales.
Trade model
The order submission trade model is shown below.
Blue arrows denote a message sent by the client, or a system timeout. Green arrows denote messages sent by the server.
Error and Reject messages are not shown in the diagram. The server may send these messages in place of SubmitAck, Accepting and Accept messages.
Message specifications
This section describes the following messages:
Submit message [client > server]
An order submission message includes strategy fields and one or more leg fields. Each leg field is prefixed with the leg number, in the format 'Lx_', where 'x' is the leg number.
The order’s strategy determines which fields are included in the message:
- SINGLE
-
Fields: strategy, and leg 1 (L1_*).
- OCO
-
Fields: strategy, leg 1 (L1_*), and leg 2 (L2_*). One leg must be a take-profit order and the other leg must be a stop-loss order.
- IF-DONE
-
Fields: strategy, leg 1 (L1_*), and leg 2 (L2_*). Leg 1 is the parent order and leg 2 is the child order. Leg 1 can be a take-profit order or a stop-loss order. Leg 2 can be a take-profit order or a stop-loss order.
- IF-DONE-OCO
-
Fields: strategy, leg 1 (L1_*), leg 2 (L2_*), and leg 3 (L3_*). The OCO component (leg 1 and leg 2) must comprise a take-profit order and a stop-loss order. Leg 1 and leg 2 cannot be of the same type.
Fields
| Field Name | Value | Example |
|---|---|---|
Account |
The account the strategy will be submitted under, in the form "<description>|<ID>" |
My Account|Acc1 |
ActivationDate |
When the order will activate. Valid values: 'GFA' or a date in the format 'yyyymmdd'. 'GFA' indicates the order should activate immediately if accepted. |
20130606 |
ActivationLocation |
The timezone of the ActivationDate and ActivationTime, if the ActivationDate has a value in the form 'yyyymmdd'. Valid values: "LOCAL" or a TZ string from the tz timezone database. See the TZ column of the table on this page: https://en.wikipedia.org/wiki/List_of_tz_database_time_zones |
Europe/London |
ActivationTime |
The time the order should activate, if ActivationDate is in the format of 'yyyymmdd'. Format 'hh:mm:ss'. |
12:12:12 |
ActivationUTCOffset |
If ActivationLocation is set to "LOCAL", this field should be set to the UTC offset for local time as defined by the user’s web browser. If ActivationLocation is set to a specific timezone, this field should be set to '00:00'. |
+05:00 |
AlertType |
A comma-separated list of zero or more alert types. Valid values: SMS, EMAIL. |
SMS |
ControlAddLeg |
This is a control field that the front-end trading library adds automatically. |
1 |
CurrencyPair |
The currency pair for all legs |
GBPUSD |
ExpirationDate |
The date the order should expire. Valid values: GTC, GFD, date in the format 'yyyymmdd'.
|
GTC |
ExpirationTime |
The time the strategy should be expire, if the ExpirationDate is in the format 'yyyymmdd'. |
12:12:12 |
ExpirationLocation |
The timezone of the ExpirationDate and ExpirationTime, if the ExpirationDate has a value in the form 'yyyymmdd'. Valid values: "LOCAL" or a TZ string from the tz timezone database. See the TZ column of the table on this page: https://en.wikipedia.org/wiki/List_of_tz_database_time_zones |
Europe/London |
ExpirationUTCOffset |
If ExpirationLocation is set to "LOCAL", this field should be set to the UTC offset for local time as defined by the user’s web browser. If ExpirationLocation is set to a specific timezone, this field should be set to '00:00'. |
+05:00 |
MsgType |
The transition in the state model. |
Submit |
Remarks |
Comment field. |
Call John when filled |
RequestID |
Unique ID for this request. Generated by the client. |
112314243333 |
StrategyType |
The strategy of the order. Valid values: SINGLE, OCO, IF-DONE, IF-DONE-OCO |
SINGLE |
TOBOUser |
The user on whose behalf the trade is submitted. |
john.smith |
TradingProtocol |
The protocol of this message. |
OrderSubmission |
TradingSubProtocol |
The sub-protocol of this message. |
SALES_ORDER |
| Field Name | Values | Example |
|---|---|---|
Lx_Amount |
The amount of currency to trade. |
100000.00 |
Lx_BuySell |
The trade direction of the base currency from the perspective of the user on whose behalf the order submission is made. Valid values: BUY, SELL. |
BUY |
Lx_DealtCurrency |
The currency that the amount is specified in |
GBP |
Lx_ExecutionType |
How this order should be executed. Valid values: CALL-ORDER, TAKE-PROFIT, STOP-LOSS or MARKET CALL-ORDER is only valid for single-legged strategies. |
TAKE-PROFIT |
Lx_FillRate |
The rate at which this order should be filled. |
1.50000 |
Lx_Margin |
The sales margin (markup) to be applied to the Lx_FillRate value. |
0.00001 |
Lx_Remarks |
Comment field, specific to the trade leg. |
Call John when filled |
SubmitAck message [server > client]
This is the message the server sends in order to acknowledge that the Submit Message has been received by the back-end adapters.
| Field Name | Value | Example |
|---|---|---|
RequestID |
Unique ID for this request. Generated by the client. |
112314243333 |
MsgType |
The transition that the server wants to make in the state model |
SubmitAck |
Accepting message [server > client]
This is the message the server sends to tell the client that the order has been received by the back-end trading system and is being processed.
| Field Name | Value | Example |
|---|---|---|
RequestID |
Unique ID for this request. Generated by the client. |
112314243333 |
MsgType |
The transition that the server wants to make in the state model |
Accepting |
Accept message [server > client]
This is the message the server sends to tell the client that the order is now accepted by the back-end trading system.
| Field Name | Value | Example |
|---|---|---|
RequestID |
Unique ID for this request. Generated by the client. |
112314243333 |
MsgType |
The transition that the server wants to make in the state model |
Accepted |
OrderID |
A comma-separated list of the IDs assigned to the order’s legs by the order management system. Leg IDs are specified in leg order, beginning with leg 1. |
5.1.30086 |