|
Class Summary |
| ExecutionReport |
ExecutionReport - sent to notify the customer about the status of the order
The execution report message is used to:
1. confirm the receipt of an order
2. confirm changes to an existing order (i.e. accept cancel and replace requests)
3. relay order status information
4. relay fill information on working orders
6. reject orders
7. report post-trade fees calculations associated with a trade
Each execution report contains two fields which are used to communicate both the current state of the order as
understood by the broker (OrdStatus) and the purpose of the message (ExecType). |
| OrderCancelReject |
The order cancel reject message is issued by the broker upon receipt of a cancel request or cancel/replace request message which cannot be honored. |
| OrderCancelReplaceRequest |
The order cancel/replace request is used to change the parameters of an existing order. |
| OrderCancelRequest |
The order cancel request message requests the cancelation of all of the remaining quantity of an existing order. |
| OrderList |
List of OrderSingle messages |
| OrderMassStatusRequest |
The order mass status request message requests the status for orders matching criteria specified within the request. |
| OrderSingle |
OrderSingle is used to send orders to the system |
| OrderStatusRequest |
The order status request (H) message is used by the institution to generate an
order status message back from the broker. |