Change Log

2025-08-19

Added two new columns for the order parameter fields: Direction (I / O) and Amendable (Y / N).
Extracted the “GUI fields” column from the order parameter fields table into a separate table which shows the mappings between the WS API and OEMS GUI fields.

2024-06-14

Rate limits have been imposed for all available APIs. Each service and action type will have a section documenting the rate limits for that specific API.
Removed internal and restricted APIs from public access:
- product service, actions getMarketProperties, genericSearch, addProduct, modifyProduct.
- quotes service, actions request and cancel.
Added changelog section.

2019-02-08

Initial documentation release.

About TORA API

Welcome to the TORA API! The public API provides methods to access data from the system in order to use it in different applications. The data is transmitted in JSON format over HTTP (REST & Websocket).

General WebSocket protocol considerations

Property value types must be booleans, numbers, strings, objects, arrays, or null. However, it is useful define a set of standard data types when dealing with certain values. These data types will always be strings, but they will be formatted in a specific manner so that they can be easily parsed.

Type	Format	Description
boolean	-	Booleans can only have two values: `true` or `false`
number	INT	Number contains no decimals
number	DEC	Number contains decimals
string	-	Used for storing and manipulating generic text
string	DATE	A calendar date representation formatted as recommended by ISO 8601 using the YYYY-MM-DD format
string	DURATION	An amount of intervening time in a time interval representation formatted P[n]Y[n]M[n]DT[n]H[n]M[n]S or P[n]W as shown and recommended by ISO 8601
string	TIMESTAMP	A timestamp representation as recommended by RFC 3339
string	ENUM	A set of named values called elements of the type
string	UUID	A string representation of the universally unique identifier
object	-	A JSON object that contains property names and values
list	-	An array of values

General Client Request

Parameter	Type	Format	Description
messageId	string	-	A unique identifier for the message. This is useful for correlating server logs with individual responses received at a client
service	string	-	The service we need to route this request to
action	string	-	The performed action
params	object	-	Request parameters

General Server Response

Initial object image updates:

{
  "messageId": "...",
  "service": "...",
  "event": "update",
  "messageReferenceId": "...",
  "data": {
    "objects": [...]
    // note that isComplete is not set
  }
}
// .. the last update that completes the initial image:
{
  "messageId": "...",
  "service": "...",
  "event": "update",
  "messageReferenceId": "...",
  "data": {
    "objects": [...],
    "isComplete": true
  }
}

Parameter	Type	Format	Description
messageId	string	UUID	A unique identifier for the message
messageReferenceId	string	-	Refers the request `messageId`
service	string	-	The service which handled the request
event	string	-	Indicates the reply type
params	object	-	Refers the request parameters
data	object	-	The response payload
status	object	-	Status contains the integer `code` and the string `message`

Please note that data contains the list of objects that match the client filter defined in the params field. As these objects may be present inside the system before the initial subscription, there is an initial image that is passed to the client as update events, each having the "isComplete": false field set; there may be more than one such update event, and when the image is completely transferred, the last data update will have the "isComplete": true field set signaling that the image was fully transfered to the client.

Rate Limiting

To ensure fair usage and maintain optimal performance for all clients, our API employs rate limiting. This section details our rate limiting policies and provides guidelines for best practices.

What is Rate Limiting?

Rate limiting is a mechanism that controls the amount of incoming and outgoing traffic to or from a network. It is used to prevent abuse and overuse of resources, ensuring that all clients have access to the API in a fair manner.

Rate Limit Policy

Our API enforces rate limits, on a per-account basis, with the following key points:

Each account is allowed a specific number of requests per minute, hour and day, depending on the service and action type used.
Besides the rate limits, which limit the number of requests a client can perform in a certain time frame, we also impose limits on the number of active subscriptions for a certain service.
The exact numbers can be found in the form of a table, under every available action type in this documentation.
The thresholds defined in this documentation are applied by default to all accounts, however they can be adjusted per the needs of every account, if necessary.
Whenever a limit is breached, the client will receive a reject response with status code 429 and a reject message stating which limit has been breached and some other additional information.

Best Practices for Efficient API Usage

To optimize your API usage and stay within the rate limits:

Batch Requests: Whenever possible, batch multiple operations into a single request.
Cache Responses: Cache frequent responses to reduce the number of API calls.
Optimize Queries: Avoid making unnecessary requests by optimizing your queries and filtering data effectively.
Monitor Usage: Regularly monitor your API usage against the provided rate limit headers to avoid unexpectedly hitting the limits.

Further Assistance

If you have any questions or need assistance regarding the rate limiting, please contact our OEMS support team.

OEMS

End points

Environment	WEBSOCKET
UAT	wss://api.uat.toradev.net/oems/v1

Authentication

The WebSocket protocol has a heartbeat mechanism. The server sends Ping messages every 30s, while the client needs to respond with a Pong message. A payload is mandatory on the Pong message, and can be anything (usually a timestamp is used).

Auth Routing Parameters

Parameter	Type	Description	Values
service	string	The auth service	`auth`
action	string	The requested action	`auth`

Auth Request Parameters

To authorize, use this code (replace openIdToken and accessToken with your tokens):

// Create a new WebSocket.
var socket = new WebSocket('wss://api.uat.toradev.net/oems/v1');
// Send the auth request
socket.send({
  "messageId": "jTzNAHXnCv",
  "service": "auth",
  "action": "auth",
  "params": {
    "authMethod": "openIdConnect",
    "idToken": "openIdToken",
    "accessToken": "accessToken",
    "group": "Group1",
    "user": "user1"
  }
});

Auth request is successful, the returned JSON is similar to:

{
  "messageId": "...",
  "service": "auth",
  "event": "auth",
  "messageReferenceId": "jTzNAHXnCv",
  "status": {
    "code": 0,
    "message": "Ok"
  }
}

Auth request is unsuccessful, the returned JSON is similar to:

{
  "messageId": "...",
  "service": "auth",
  "event": "auth",
  "messageReferenceId": "jTzNAHXnCv",
  "status": {
    "code": 201,
    "message": "Auth failed: invalid id token"
  }
}

Auth request is unsuccessful, the user was not specified:

{
  "messageId": "...",
  "service": "auth",
  "event": "auth",
  "messageReferenceId": "uccAL090CQ",
  "data": {
    "availableUsers": [
      "user1",
      "user3",
      "user4"
    ]
  },
  "status": {
    "code": 201,
    "message": "Auth failed: No user specified. See the list of available user in the data/availableUsers field"
  }
}

Auth request is unsuccessful, the group was not specified:

{
  "messageId": "...",
  "service": "auth",
  "event": "auth",
  "messageReferenceId": "uccAL090CQ",
  "data": {
    "availableGroups": [
      "Group1",
      "Group3",
      "Group",
      "Group5",
      "Group7"
    ]
  },
  "status": {
    "code": 201,
    "message": "Auth failed: No group specified. See the list of available groups in the data/availableGroups field"
  }
}

Parameter	Type	Format	Description
authMethod	string	-	The auth method used
idToken	string	ID Token signature	The signature which can be verified with the public RSA key
accessToken	string	Access Token signature	The uniquely Keycloak/Ping-generated encrypted token that allows user access to resources
group	string	-	The group this user needs to authenticate for
user	string	-	The compass user account we are authenticating with

When the authentication is being performed, a compass user name must be supplied; this is because one email address can be linked with several compass user accounts, and the client needs to drive the user selection. When no user account is supplied but the token is valid, the auth request is rejected and a list of available users is returned.

In the case when the group membership is not known upfront, the client can initialize the authentication using the authMethod, the idToken and a valid accessToken, and the server will respond providing the list of groups that are enabled for the user. Please note that in this case, the connection will be terminated, and the client will need to re-authenticate and specify the group.

In the case where there is only one user account enabled for that token in that specific environment, the login will pick that user account and that will be used in that session. This can also be applied for group selection. If for the token we have only one user account enabled on only one group, the login will be validated and the user + group combination will be used in that session. The auth service will return the picked user account and group, letting the client know what was selected.
Examples:
Email address: user1@domain.com
Compass user accounts for this address:
compassUser1 with access to groups: GROUP1, GROUP2
compassUser2 with access to groups: GROUP3

Auth request with valid token having: only the token
Result: request rejected; reason: should pick one user out of the two available for this request: compassUser1, compassUser2

Auth request with valid token having: token + user: compassUser1
Result: request rejected; reason: should pick one group out of the two available for this request: GROUP1, GROUP2

Auth request with valid token having: token + user: compassUser1 + group: GROUP1
Result: request succeeded; the token + user + group combination is valid and we return the user and group on the response

Auth request with valid token having: token + user: compassUser2
Result: request succeeded; the token + user combination determines that this user is only member of a single group; we validate it and we return the user and group on the response

Auth request with valid token having: token + user: someCompassUser
Result: request rejected; reason: someCompassUser is invalid

Email address: user2@domain.com
Compass user accounts for this address:
compassUser3 with access to groups: GROUP4

Auth request with valid token having: only the token
Result: request succeeded; the token determines that there is only one user for this email address and this user is member of only one group; we validate it and we return the user and group on the response

Both the idToken and accessToken have an expiration time, after which these two become invalid. Before this expire time is reached out, the tokens need to be refreshed, so that the validation passes and the already logged-in user remains connected to the application; if the validation fails, the user is logged out.

Auth Response Data

Parameter	Type	Format	Description
availableGroups	list	-	A collection of strings representing the available groups
availableUsers	list	-	A collection of strings representing the available users for the email address

Orders

Parameter	Values
service	`orders`

The order service provides information on the orders inside the system. The authenticated client can perform the order actions detailed bellow:

subscribe: the client is ready to receive updates on the orders that match the subscription filter
unsubscribe: the client stops receiving updates on the orders that match the subscription filter
parent register: stages the parent order inside the system, but doesn't send it to the exchange
parent send: sends the existing parent order to the exchange
parent registerAndSend: performs both register and send for the required parent order
parent amend: amends the existing parent order, setting it with the specified values
parent cancel: cancels the existing parent order
child register: stages the child order inside the system for the specified parent, but doesn't send it to the exchange
child send: sends the existing child order to the exchange
child registerAndSend: performs both register and send for the required child order
child amend: amends the existing child order, setting it with the specified values
child cancel: cancels the existing child order
manual execution: creates a manual execution
extra samples: more samples for various instruments

Order Subscription

socket.send({
  "messageId": "6b25450f-1421-4cef-b6c4-9ebed1f0fece",
  "service": "orders",
  "action": "subscribe",
  "params": {
    "subscriptionId": "test order subscription",
    "symbolType": "tora"
  }
});

The initial order image is retrieved:

// First message in the initial image
{
  "messageId": "...",
  "messageReferenceId": "6b25450f-1421-4cef-b6c4-9ebed1f0fece",
  "service": "orders",
  "event": "update",
  "params": {
    "subscriptionId": "test order subscription"
  },
  "data": {
    "orders": [...]
  }
}

// Last message in the initial image
{
  "messageId": "...",
  "messageReferenceId": "6b25450f-1421-4cef-b6c4-9ebed1f0fece",
  "service": "orders",
  "event": "update",
  "params": {
    "subscriptionId": "test order subscription"
  },
  "data": {
    "orders": [...],
    "isComplete": "true"
  }
}

Parameter	Values
action	`subscribe`

The client is ready to receive updates on the orders that are present in the system.

Rate limits

Time Interval	Max. Requests
1 minute	10
1 hour	20
1 day	40

The maximum number of active subscriptions at any given moment that a client can have is 10.

Order Subscription Parameters

Parameter	Type	Format	Description
subscriptionId	string	-	Identifier for the subscription. Based on this information, a subscription can be updated or removed
symbolType	string	ENUM	Specifies the listing symbol used for this subscription. Possible values: `caspian`, `bloomberg`, `reuters`, `tora`, `forex`; if missing, defaults to `tora`
filter	object	-	Instructs the orders service to return all the orders that match this filter

Order Subscription Reply

Request is successful, the returned JSON is similar to:

{
  "messageId": "825254c2-b89b-4c80-96c7-74ab4d98effd",
  "messageReferenceId": "6b25450f-1421-4cef-b6c4-9ebed1f0fece",
  "service": "orders",
  "event": "subscribe",
  "params": {
    "subscriptionId": "test order subscription",
    "symbolType": "tora"
  },
  "status": {
    "code": 0,
    "message": "Subscribe OK."
  }
}

Request is unsuccessful, the returned JSON is similar to:

{
  "messageId": "825254c2-b89b-4c80-96c7-74ab4d98effd",
  "messageReferenceId": "6b25450f-1421-4cef-b6c4-9ebed1f0fece",
  "service": "orders",
  "event": "subscribe",
  "params": {
    "subscriptionId": "test order subscription",
    "symbolType": "tora"
  },
  "status": {
    "code": 201,
    "message": "Invalid subscription: <reason>."
  }
}

Parameter	Values
event	`subscribe`
params	The client subscription parameters
status	The status of this subscription

Order Unsubscribe

socket.send({
  "messageId": "6b25450f-1421-4cef-b6c4-9ebed1f0lece",
  "service": "orders",
  "action": "unsubscribe",
  "params": {
    "subscriptionId": "test order subscription"
  }
});

Request is successful, the returned JSON is similar to:

{
  "messageId": "825254c2-b89b-4c80-96c7-74ab4d98effd",
  "messageReferenceId": "6b25450f-1421-4cef-b6c4-9ebed1f0lece",
  "service": "orders",
  "event": "unsubscribe",
  "params": {
    "subscriptionId": "test order subscription"
  },
  "status": {
    "code": 0,
    "message": "Unsubscribe OK."
  }
}

Request is unsuccessful, the returned JSON is similar to:

{
  "messageId": "825254c2-b89b-4c80-96c7-74ab4d98effd",
  "messageReferenceId": "6b25450f-1421-4cef-b6c4-9ebed1f0lece",
  "service": "orders",
  "event": "unsubscribe",
  "params": {
    "subscriptionId": "test order subscription"
  },
  "status": {
    "code": 201,
    "message": "Invalid unsubscribe request: <reason>."
  }
}

Parameter	Values
action	`unsubscribe`
params.subscriptionId	The subscription id for which the client doesn't need to receive any more updates

The client requests not to receive any more updates for the specified subscription.

Order Updates

The initial order image is retrieved:

// First message in the initial image
{
  "messageId": "bb60e356-b325-4ef3-bc5d-c75eb95697ef",
  "service": "orders",
  "event": "update",
  "params": {
    "subscriptionId": "test order subscription"
  },
  "data": {
    "orders": [{
      "orderId": "SUF/GlqBWG8AAq/j",
      "clientOrderId": "05a075a3-926a-4791-8a39-e33899b1152c",
      "creationTime": "2018-11-06T16:51:22.000Z",
      "sendTime": "2018-11-06T16:51:22.000Z",
      "lastUpdateTime": "2018-11-06T16:51:22.000Z",
      "broker": "ml",
      "side": "SELL",
      "symbol": "CS.NULL.JAPAN.SP.JPY.1449",
      "quantity": 1000,
      "executedQuantity": 700,
      "limitPrice": 6250.54,
      "owner": "george",
      "flowType": "DMA",
      "state": "SENT",
      "status": "OK",
      "brokerAccount": "ARDITI",
      "internalAccount": "hoarding",
      "executedValue": 4263.342,
      "referencePrice": 6250.54,
      "averagePrice": 6219.77095339,
      "notionalValue": 6232.574627,
      "previousExecutedQuantity": 0,
      "previousExecutedValue": 0.0,
      "dayAvgPx": 6219.77095339,
      "tradeBook": "oranges"
      },
      {
      "orderId": "SUF/GlqBWG8AAq/w",
      "clientOrderId": "bbe7ac4a-34c1-4496-8581-367b4f3a277d",
      "creationTime": "2018-11-06T20:11:45.000Z",
      "sendTime": "2018-11-06T20:43:58.000Z",
      "lastUpdateTime": "2018-11-06T20:43:58.000Z",
      "broker": "gs",
      "side": "BUY",
      "symbol": "CS.NULL.JAPAN.SP.JPY.1734",
      "quantity": 3000,
      "executedQuantity": 400,
      "limitPrice": 6019.86,
      "owner": "george",
      "flowType": "DMA",
      "state": "SENT",
      "status": "ERROR",
      "errorMessage": "Some error triggered by last user action",
      "brokerAccount": "ARDITI",
      "internalAccount": "hoarding",
      "tradeBook": "lemons"
      }
    ]
  }
}

// Last message in the initial image
{
  "messageId": "77226975-3b8e-48ed-868c-f2dc88388a91",
  "service": "orders",
  "event": "update",
  "params": {
    "subscriptionId": "test order subscription"
  },
  "data": {
    "orders": [{
      "orderId": "SUF/GlqBWG8AA/aa",
      "clientOrderId": "bde9e8c4-b6c0-4c5e-b514-2f1ddbf597a8",
      "creationTime": "2018-11-06T18:30:51.000Z",
      "sendTime": "2018-11-06T18:31:22.000Z",
      "lastUpdateTime": "2018-11-06T18:31:22.000Z",
      "broker": "jpm",
      "side": "SELL",
      "symbol": "CS.NULL.JAPAN.SP.JPY.2137",
      "quantity": 1500,
      "executedQuantity": 1300,
      "limitPrice": 6238.5,
      "owner": "george",
      "flowType": "DMA",
      "state": "SENT",
      "status": "OK",
      "brokerAccount": "ARDITI",
      "internalAccount": "hoarding",
      "tradeBook": "oranges"
    }],
    "isComplete": "true"
  }
}

// Subsequent update
{
  "messageId": "db744fdb-596c-4b52-b759-16e6f291b5e4",
  "service": "orders",
  "event": "update",
  "params": {
    "subscriptionId": "test order subscription"
  },
  "data": {
    "orders": [{
      "orderId": "SUF/GlqBWG8AAq/j",
      "clientOrderId": "05a075a3-926a-4791-8a39-e33899b1152c",
      "creationTime": "2018-11-06T16:51:22.000Z",
      "sendTime": "2018-11-06T16:51:22.000Z",
      "lastUpdateTime": "2018-11-06T16:51:22.000Z",
      "broker": "ml",
      "side": "SELL",
      "symbol": "CS.NULL.JAPAN.SP.JPY.1449",
      "quantity": 1000,
      "executedQuantity": 800,
      "limitPrice": 6250.54,
      "owner": "george",
      "flowType": "DMA",
      "state": "SENT",
      "status": "OK",
      "brokerAccount": "ARDITI",
      "internalAccount": "hoarding",
      "tradeBook": "oranges"
      }
    ]
  }
}

//Order update for multi-leg order
{
  "messageId": "b95b0445-9c52-461e-ab27-587a77533c84",
  "service": "orders",
  "event": "update",
  "params": {
    "subscriptionId": "orderSubscriptionIdUprDt2dQiekAAAAy"
  },
  "data": {
    "orders": [
      {
        "orderId": "AAAJYWdQitkAAACJ",
        "clientOrderId": "CLIENT_IDUprDt2dQiekAAAA6",
        "isParent": false,
        "parentId": "AAAJYWdQitkAAAB8",
        "symbol": "SPR.FUT.ATW.IEU.USD.202810-3M",
        "exchange": "IEU",
        "broker": "simu",
        "side": "BUY",
        "quantity": 2000.0,
        "limitPrice": 120.0,
        "owner": "TestUser1",
        "flowType": "DMA",
        "brokerAccount": "LongShort",
        "internalAccount": "InternalAccount1",
        "state": "SENT",
        "executedQuantity": 1000.0,
        "creationTime": "2024-12-04T17:02:32.209000Z",
        "sendTime": "2024-12-04T17:02:32.602000Z",
        "lastUpdateTime": "2024-12-04T17:02:33.072000Z",
        "status": "OK",
        "executedValue": 10000.0,
        "notionalValue": 1.3E8,
        "previousExecutedQuantity": 0.0,
        "previousExecutedValue": 0.0,
        "condition": "NORMAL",
        "averagePrice": 10.0,
        "dayAvgPx": 10.0,
        "legs": [
          {
            "symbol": "FUT.CMDT.ATWM.ICE.USD.202812",
            "side": "BUY",
            "executedValue": 10000.0,
            "executedQuantity": 1000.0,
            "previousExecutedValue": 0.0,
            "previousExecutedQuantity": 0.0
          },
          {
            "symbol": "FUT.CMDT.ATWM.ICE.USD.202811",
            "side": "BUY",
            "executedValue": 10000.0,
            "executedQuantity": 1000.0,
            "previousExecutedValue": 0.0,
            "previousExecutedQuantity": 0.0
          },
          {
            "symbol": "FUT.CMDT.ATWM.ICE.USD.202810",
            "side": "BUY",
            "executedValue": 10000.0,
            "executedQuantity": 1000.0,
            "previousExecutedValue": 0.0,
            "previousExecutedQuantity": 0.0
          }
        ],
        "currentMarginFlag": "None",
        "externalId": "CLIENT_IDUprDt2dQiekAAAA6",
        "lastUpdateOwner": "TestUser1",
        "limitStatus": "APPR",
        "manualExecution": "N",
        "margin": "None",
        "creatorComponent": "WSGW",
        "lastExecutedTime": "2024-12-04 17:02:32.000 GMT 0us",
        "originator": "TestUser1",
        "pendingQuantity": 1000.0,
        "strategyId": "AAAJYWdQitkAAAB8",
        "strategyType": -1,
        "isHidden": false
      }
    ]
  }
}

Parameter	Values
event	`update`
params	The subscription parameters
data.orders	The list of orders that were updated
data.isComplete	Is set, and the value is `true` when the initial order image transfer is complete

Order Fields

Parameter	Type	Format	Description	Direction	Amendable
aggregatedParentId	string	UUID	Aggregation parent identifier for orders part of an aggregation	O	N
algoFields	object	-	Values for the algo fields that were set on this order; example: `{"StartTime": "xxx", "EndTime": "yyy", "ParticipationRate": "15"}`	I / O	Y
algoStrategy	string	-	The broker algo strategy used	I / O	Y
allocationMethod	string	-	Specified allocation method for this order; can be either the predefined allocation method name, or it can be a custom allocation string	I / O	Y
averagePrice	number	DEC	Order execution average price	O	N
broker	string	-	Order execution broker	I / O	Y
brokerAccount	string	-	Indicates the specified account a client has at a certain broker	I / O	Y
brokerDestinationParameters	string	-	Some brokers offer specific ways of matching orders. This is accomplished by creating pools where orders are stored and then executed according to their specific pool parameters (these are set before the order is sent). Example: `{"Hidden": true, "PostOnly": false}`	I / O	Y
brokerOrdTypeFlag	string	-	Populated for orders flagged with a specific destination at the broker, shown as BrkFlag in GUI. Examples: `prg`, `jmc`, `wap`, etc	I / O	Y
capacity	string	-	Order capacity	I / O	Y
carriedFlag	string	ENUM	Set on GTC orders with `true` if the order is tora level and `false` if the order is broker level; not present on DAY orders.	I / O	Y
caspianCode	string	-	Caspian symbol for the instrument this order is traded	I / O	N
childQuantity	number	DEC	On parent orders: sum of the quantities of all children	O	N
clientAlias	string	-	Identifier for the client alias	I / O	N
clientOrderId	string	-	The client order identifier	I	N
commissionMethod	object	-	The cost order's template id, together with the selected cost type, parameters and flags	I / O	Y
condition	string	ENUM	The condition of the traded order. The possible conditions are: `NORMAL`, `WORKED`, `OPEN`, `CLOSE`, `FUNARI`, `FOK`(fill or kill), `IOC`(immediate or cancel)	I / O	Y
confirmation	string	ENUM	Order limit confirmation; possible values: `NONE`, `Y`, `N`	I / O	Y
creationTime	string	TIMESTAMP	Order creation time	O	N
creatorComponent	string	-	Order creator component	I / O	N
crossingParameters	string	-	Displays the crossing parameters set for the TORA pool	I / O	Y
dayAvgPx	number	DEC	Order execution average price for the current trading day	O	N
errorMessage	string	-	Order error description message	O	N
evaluateRelativePrice	boolean	-	Evaluate the relative price specified by the `relativePrice` parameter. If `true`, order registration requests will overwrite the limit price, while amend/send requests will amend the existing limit price. Defaults to `false` if missing. Note that this parameter is only valid within a request, and is not retained between subsequent requests.	I	N
exchange	string	-	Order exchange	I / O	N
exchangeExecutionId	string	-	Last execution's id on the exchange	O	N
exchangeInternalId	string	-	Exchange internal id	O	N
exchangeOrderID	string	-	Exchange order id	I / O	N
excludedDealers	list	-	Indicates the list of excluded dealers. Used for FX instruments. The differences between the all supported dealers and the ones specified here may contain one item for `FULL` subscription type or one or more items for `LMT` subscription type or an empty value.	I	Y
executedQuantity	number	DEC	Current executed quantity for this order	O	N
executedValue	number	DEC	Current executed value for this order	O	N
externalId	string	-	The external order id for orders that are generated from outside the system	I / O	N
externalOwner	string	-	The external owner for orders that are generated from outside the system	I / O	Y
fixBrokerOrderId	string	-	Order id received from broker over FIX	I / O	N
fixExecId	string	-	Execution id received over FIX	I / O	N
fixExecRefId	string	-	Execution reference id received over FIX	I / O	N
fixingDate	string	TIMESTAMP	Date at which the difference between the prevailing spot market rate and the agreed-upon rate is calculated	I / O	Y
fixOrderId	string	-	Order id received over FIX	I / O	N
flowType	string	ENUM	The order handling instruction: `DMA`, `ALGO`, `WORKED`	O	N
freezeTime	string	UNIX-TIMESTAMP	Time when the order is marked as frozen during the EOD Events	O	N
groupingId	string	-	Grouping identifier for orders that are part of a group	I / O	Y
groupingType	string	-	Grouping type for orders that are part of a group; possible values: `PAIR`, `CROSS`, `AGGREGATION`	I / O	Y
includedDealers	list	-	Indicates the list of included dealers. Used for FX instruments. May contain one item for `FULL` subscription type or one or more items for `LMT` subscription type or an empty value.	I	Y
instrumentType	string	ENUM	Indicates the type of FX instruments; possible values: `FXSPOT`, `FXFWD`, `FXSWP`	I	N
internalAccount	string	-	Indicates the internal account selected for this order	I / O	Y
internalComment	string	-	Internal comment set on this order	I / O	Y
internalNote	string	-	The internal note that was set on this order	I / O	Y
isCrossing	boolean	-	Indicates this order has been crossed	I / O	N
isDeleted	boolean	-	Indicated whether this order was removed from the system	O	N
isFrozen	boolean	-	Indicated whether this order was frozen during the EOD Events	O	N
isParent	boolean	-	True when this is a parent order	O	N
lastTradingDate	string	TIMESTAMP	The last trading date for this `GTD` order. The timezone of this parameter is GMT.	I / O	Y
lastUpdateOwner	string	-	The last update owner	I / O	Y
lastUpdateTime	string	TIMESTAMP	The last update time	O	N
legs	object	-	An object used to specify the data fields of legs	I / O	N
legs -> name	string	-	Indicates the name of leg; possible values:`near`, `far`	I	Y
legs -> quantity	string	-	Indicates the quantity of leg. If it is missing then the quantity value from order will be used for all of legs.	I	Y
legs -> settlementDate	string	yyyyMMdd	Indicates the settlement date of FXFWD/FXSWP's legs. If it is missing, then the tenor value will be used.	I	Y
legs -> tenor	string	-	Indicates the tenor code used to determine the settlement date of FXSWP's legs. Examples: `SPOT`, `TOM`, `1W`, `6M`, `5Y`	I	Y
legs -> symbol	string	-	Instrument symbol this leg is received	O	N
legs -> side	string	ENUM	Execution side. Possible values `BUY`, `SELL`, `BTC`, `SHORT`, `SSE`	O	N
legs -> executedValue	number	DEC	Current executed value for this leg	O	N
legs -> previousExecutedValue	number	DEC	Previous trading day leg executed value	O	N
legs -> previousExecutedQuantity	number	DEC	Previous trading day leg executed quantity	O	N
limitPrice	number	DEC	Order limit price	I / O	Y
limitRequestId	string	-	Identifier for the limit request	I / O	N
limitRequestIdTime	string	TIMESTAMP	Timestamp for the limit request	I / O	N
limitStatus	string	ENUM	The limit status for this order; possible values: `PLIM` = Pending Limits, `APPR` = Approved, `REJD` = Rejected	I / O	Y
liquiditySection	string	-	Identifies the feed (or section) for which liquidity data is offered	I / O	N
liquidityTransactionId	string	-	Identifier for the last liquidity transaction	I / O	N
locateBroker	string	-	The locate broker for SHORT orders	I / O	N
locateId	string	-	The locate ID for SHORT orders	I / O	Y
manualExecution	string	-	Populated withYwhen this order is booked manually, missing when this is a regular trade	I / O	N
matchId	string	-	Indicator for the matching that took place in the dark pool	I / O	N
mifidFields	object	-	MIFID related fields carried on this order	I / O	Y
note	string	-	Order note	I / O	Y
notionalPrice	number	DEC	Price used to compute the notional value	I / O	Y
notionalValue	number	DEC	Notional value of the traded order	O	N
openClose	string	ENUM	Identifies whether an order is a margin order or a non-margin order; possible values: `Open`, `Close`	I / O	Y
orderId	string	UUID	The order identifier	O	N
orderType	string	-	Type of this order: `MARKET`, `STOP`, `LIMIT` or for ALGO orders (ATDL) the format `broker_ATDL` where broker is the execution broker. When `condition` is `WORKED` the following order types are used: `MKT`, `CD`, `STLMT`, `LOB`, `VWAP`, `STOP`, `STOPLMT`, `STOPCD`.	I / O	Y
originator	string	-	Order originator	I / O	N
owner	string	-	Order owner	I / O	Y
panicMode	string	-	Panic mode flag	I / O	Y
parentId	string	UUID	If this order is a child order, this will hold the parent order identifier	I / O	N
pendingQuantity	number	DEC	The order portion that has not yet been executed	I / O	N
positionMultiplier	number	DEC	Position multiplier for the instrument this order is traded in	I / O	N
previousExecutedQuantity	number	DEC	Previous trading day executed quantity	O	N
previousExecutedValue	number	DEC	Previous trading day executed value	O	N
primaryExchangeBloombergCode	string	-	Bloomberg code for the primary exchange the instrument this order is traded	I / O	N
primaryExchangeReutersCode	string	-	Reuters code for the primary exchange the instrument this order is traded	I / O	N
productExpireDate	string	TIMESTAMP	The expire date for derivatives with expiration	I / O	N
productNativeCode	string	-	Exchange native code for Caspian products	I / O	N
quantity	number	DEC	Order quantity	I / O	Y
referencePrice	number	DEC	Order reference price; the price at the order Register time, then updated at the order Send time	I / O	Y
relativePrice	string	-	Order relative price; Available types are `ASK{t}` `BID{t}` `LAST{t}` `OPEN{t}` `CLOSE{t}`, where `{t}` represents a signed-integer number of ticks to offset. cf: `ASK+2` `BID-1`. When `evaluateRelativePrice` is `true`, `limitPrice` will be overwritten by what the relative price is evaluated to at the moment of the action.	I / O	Y
relativeTimeout	number	INT	Order relative price's timeout in milliseconds. Overrides the default `relativePrice` evaluation timeout if specified. Default timeout is used if omitted. Note that this parameter is only valid within a request, and is not retained between subsequent requests.	I	N
sender	string	-	Order sender	I / O	N
sendTime	string	TIMESTAMP	Order send time	O	N
settlementCCY	string	-	Order settlement currency	I / O	N
settlementDate	string	yyyy-MM-dd HH:mm:ss.SSS z	Order settlement date	I / O	Y
shortLocate	string	-	Order short locate	I / O	N
side	string	ENUM	Order side; possible values: `BUY`, `SELL`, `BTC`, `SHORT`, `SSE`	I / O	N
state	string	ENUM	Order state; possible values: `SENT`, `FILD`, `REDG`, `CAND`, `PAMD`, `PSEN`, `PCAN`, `EXPD`, `OVER`	O	N
status	string	ENUM	Order status; possible values: `OK`, `ERROR`	O	N
stopPrice	number	DEC	Stop price for this order	I / O	Y
strategy	string	-	Order strategy description	I / O	Y
strategyId	string	-	Order strategy id	I / O	N
strategyType	string	-	Order strategy type	O	N
subscriptionType	string	-	FOREX subscription type; possible values: `FULL`, `LMT`	I / O	Y
suspended	string	-	Order suspended flag	I / O	N
symbol	string	-	Instrument symbol this order is traded. If the symbolType has value `forex` then the symbol field must contains the pair of FX currencies separated by slash `/`	I / O	N
symbolType	string	ENUM	Specifies the listing symbol used for this subscription. Possible values: `caspian`, `bloomberg`, `reuters`, `tora`, `forex`; if missing, defaults to `tora`	I	N
synthType	string	-	Populated for the orders placed on a synthetic instrument. Examples: `swp`, `cfd`, etc, will be empty for normal orders	I / O	Y
tag	string	-	Order custom tag	I / O	Y
timeInForce	string	ENUM	Order TIF, must be missing for DAY orders, possible values: `GTS`= Good 'Till Session, `GTC` = Good 'Till Cancelled, `GTD` = Good 'Till Date	I / O	Y
timeout	number	INT	Order timeout	I / O	N
tradeBook	string	-	Indicates the specified tradebook for this order	I / O	Y
tradedCCY	string	-	Specifies the currency in which the trade is executed. This field is applicable for forex orders.	I / O	Y
transferFromId	string	-	Transfer from identifier	I / O	N
transferToId	string	-	Transfer to identifier	I / O	N
unsolicitedTouch	string	-	Order unsolicited touch	I / O	Y
waveId	string	-	Order wave identifier	I / O	Y
workAMPM	string	-	Worked AM/PM parameter	I / O	Y
workATDLDescription	string	-	Worked ATDL description. The timezone of timestamp parameters is the market timezone.	I / O	Y
workATDLGUI	string	-	Worked ATDL state	I / O	Y
workAutomate	string	-	Worked automate parameter	I / O	Y
workBrkSpec	string	-	Worked broker specific parameter	I / O	Y
workBrkSpecATDL	string	-	Worked ATDL broker specific parameter. The timezone of timestamp parameters is GMT.	I / O	Y
workBrkSpecStrategy	string	-	Worked broker specific strategy parameter	I / O	Y
workTimeBegin	string	TIMESTAMP	Worked start time parameter	I / O	Y
workTimeEnd	string	TIMESTAMP	Worked end time parameter	I / O	Y
workType	string	-	Type of a worked order; possible values: `MKT`, `VWAP`, `CD`, `StopMKT`, `STLMT`, `StopLMT`, `LOB`, `StopCD`, `BrkAlgo`. For ALGO orders (ATDL), the type has the format `broker_ATDL`, where broker is the execution broker.	I / O	Y
workVolume	string	-	Worked volume parameter	I / O	Y

Mappings between WS API fields and OEMS GUI fields

WS API Field	GUI Field
aggregatedParentId	Parent ID
broker	Broker
brokerAccount	BrokerAccount
brokerOrdTypeFlag	BrkFlag
childQuantity	Child Qty
commissionMethod	Commission Method
condition	Condition
confirmation	Confirmation
creationTime	Creation Time
dayAvgPx	DayAvgPrice
errorMessage	Error Message
exchange	EX
externalId	External ID
externalOwner	External Owner
flowType	Flow Type
groupingId	Grouping ID
groupingType	Grouping Type
internalAccount	Internal Account
internalNote	Internal Note
limitPrice	LMTPx
limitStatus	Limit Status
note	Comments
openClose	Opt OpenClose
orderId	Order ID
orderType	Order Type
originator	Originator
owner	Owner
parentId	Parent ID
pendingQuantity	Pending
sendTime	Sending Time
settlementDate	Settlement Date
side	Side
state	State
status	Status
stopPrice	Stop Price
synthType	SynthType
tag	Tag
tradeBook	Trade Book
tradedCCY	Traded CCY
unsolicitedTouch	Unsolicited Touch
workType	Worked Type

Subscription filters

Subscribe for all orders:

socket.send({
  "messageId": "9feec0f4-04ff-4ea1-aecc-8fe2a0d40490",
  "service": "orders",
  "action": "subscribe",
  "params": {
    "subscriptionId": "test order subscription - all orders",
    "symbolType": "tora"
  }
});

All orders are retrieved:

{
  "messageId": "...",
  "messageReferenceId": "9feec0f4-04ff-4ea1-aecc-8fe2a0d40490",
  "service": "orders",
  "event": "update",
  "params": {
    "subscriptionId": "test order subscription - all orders"
  },
  "data": {
    "orders": [...]
  }
}

Subscribe for all parent orders:

socket.send({
  "messageId": "f795b899-764d-4dbf-948f-e2517f059795",
  "service": "orders",
  "action": "subscribe",
  "params": {
    "subscriptionId": "test order subscription - only parent orders",
    "symbolType": "tora",
    "filter": {
      "isParent": true
    }
  }
});

All parent orders are retrieved:

{
  "messageId": "...",
  "messageReferenceId": "f795b899-764d-4dbf-948f-e2517f059795",
  "service": "orders",
  "event": "update",
  "params": {
    "subscriptionId": "test order subscription - only parent orders"
  },
  "data": {
    "orders": [...]
  }
}

Subscribe for all specific parent's child orders:

socket.send({
  "messageId": "005c22be-1a2b-4666-9cfb-daec3653a25d",
  "service": "orders",
  "action": "subscribe",
  "params": {
    "subscriptionId": "test order subscription - specific child orders",
    "symbolType": "tora",
    "filter": {
      "parentId": "someParentId"
    }
  }
});

All parent orders are retrieved:

{
  "messageId": "...",
  "messageReferenceId": "005c22be-1a2b-4666-9cfb-daec3653a25d",
  "service": "orders",
  "event": "update",
  "params": {
    "subscriptionId": "test order subscription - specific child orders"
  },
  "data": {
    "orders": [...]
  }
}

Filter Parameter	Description
isParent	Instructs the orders service to return all the parent orders
parentId	Instructs the orders service to return all specific parent's child orders

When subscribing for orders, the API allows subscriptions for all the orders, when filter is not set, for parent only orders, "isParent": true filter parameter is set, or for orders that have a specific parent, "parentId": "specificParentId"

Parent Register

Use the register action and specify the required order fields

socket.send({
  "messageId": "2018-11-14_5",
  "service": "orders",
  "action": "register",
  "params": {
    "order": {
      "clientOrderId": "order_2018-11-14_1",
      "symbol": "CS.NULL.JAPAN.SP.JPY.2137",
      "symbolType": "tora",
      "quantity": 2000,
      "side": "BUY",
      "limitPrice": "0.0",
      "brokerAccount": "LongShort",
      "broker": "binance"
    }
  }
});

The parent order is registered

{
  "messageId": "ba72e7e5-eced-4ad5-827f-f57f5469c129",
  "service": "orders",
  "event": "register",
  "messageReferenceId": "2018-11-14_5",
  "data": {
    "orderId": "AAEWu1vsKJYAAABX"
  },
  "status": {
    "code": 0,
    "message": "Ok"
  }
}

DMA parent register. Use the register action and specify the required order fields. The NORMAL condition is implicit, so orders missing the condition field will be considered DMA.

socket.send({
  "messageId": "cc82875a-4270-461b-8807-0cfb57285a4d",
  "service": "orders",
  "action": "register",
  "params": {
    "order": {
      "clientOrderId": "CLORDID_DMA_ORDER_1",
      "symbol": "CS.NULL.JAPAN.T.JPY.6702",
      "symbolType": "tora",
      "quantity": 1000,
      "side": "BUY",
      "broker": "ubs",
      "condition": "NORMAL",
      "brokerAccount": "BA",
      "internalAccount": "IA",
      "tradeBook": "TB"
    }
  }
});

WORKED parent register. Use the register action and specify the required order fields. For an order to be considered WORKED, it is required to specify the condition as WORKED and an order type.

socket.send({
  "messageId": "db8dd9b5-9635-4a05-bf53-12230123f799",
  "service": "orders",
  "action": "register",
  "params": {
    "order": {
      "clientOrderId": "CLORDID_WORKED_ORDER_1",
      "symbol": "CS.NULL.JAPAN.T.JPY.6702",
      "symbolType": "tora",
      "quantity": 1000,
      "side": "BUY",
      "broker": "ubs",
      "condition": "WORKED",
      "orderType": "CD",
      "brokerAccount": "BA",
      "internalAccount": "IA",
      "tradeBook": "TB"
    }
  }
});

ALGO parent register. Use the register action and specify the required order fields. For an order to be considered ALGO, it is required to specify the condition as WORKED, the algo strategy and algo fields, as well as an order type having the broker_ATDL format.

socket.send({
  "messageId": "3763f5f8-e4cf-4add-aa7d-f79402197756",
  "service": "orders",
  "action": "register",
  "params": {
    "order": {
      "clientOrderId": "CLORDID_ALGO_ORDER_1",
      "symbol": "CS.NULL.JAPAN.T.JPY.6702",
      "symbolType": "tora",
      "quantity": 1000,
      "side": "BUY",
      "broker": "baml",
      "condition": "WORKED",
      "orderType": "BAML_ATDL",
      "brokerAccount": "BA",
      "internalAccount": "IA",
      "tradeBook": "TB",
      "algoStrategy": "VWAP",
      "workBrkSpecATDL": "6401:1;6408:M;6168:20230215-13:31:23;126:20230215-14:31:23;6961:1900.0"
    }
  }
});

FXSWP parent register with bhalanced quantities. Use the register action and specify the required order fields

socket.send({
  "messageId": "2023-02-07_5",
  "service": "orders",
  "action": "register",
  "params": {
    "order": {
      "clientOrderId": "order_2019-10-14_1",
      "symbol": "USD/JPY",
      "symbolType": "forex",
      "side": "BUY",
      "quantity": 1000,
      "limitPrice": "1.537",
      "brokerAccount": "BA",
      "broker": "ebs"
      "exchange":"EBS",
      "tradedCCY":"USD",
      "legs": [
          {
            "name": "near",
            "tenor":"SPOT"
          },
          {
            "name": "far",
            "settlementDate":"20230223"
          }
       ]
    }
  }
});

FXSWP parent register with unbalanced quantities. Use the register action and specify the required order fields

socket.send({
  "messageId": "2023-02-07_5",
  "service": "orders",
  "action": "register",
  "params": {
    "order": {
      "clientOrderId": "order_2019-10-14_1",
      "symbol": "USD/JPY",
      "symbolType": "forex",
      "side": "BUY",
      "limitPrice": "1.537",
      "brokerAccount": "BA",
      "broker": "ebs"
      "exchange":"EBS",
      "tradedCCY":"USD",
      "legs": [
          {
            "name": "near",
            "tenor":"SPOT",
            "quantity": 1000
          },
          {
            "name": "far",
            "settlementDate":"20230223",
            "quantity": 2000
          }
       ]
    }
  }
});

Rate limits

Time Interval	Max. Requests
1 minute	2500
1 hour	5000
1 day	5000

Parameter	Values
action	`register`
params.order	The specified parent order fields
params.skipAlgoParamValidation	Indicates if the ALGO parameters specified into params.order.workBrkSpecATDL should be validated or not. This flag is optional and the default value is false.

Parent Send

Use the send action and specify the orderId or the clientOrderId

socket.send({
  "messageId": "2018-11-14_5",
  "service": "orders",
  "action": "send",
  "params": {
    "orderId": "AAEWu1vsKJYAAABX",
    // or
    "clientOrderId" : "order_2018-11-14_1",
    // optional
    "skipLimitChecks" : true,
    // optional
    "evaluateRelativePrice" : true,
    // optional
    "relativeTimeout" : 1000
  }
});

The parent order is sent

{
  "messageId": "ba72e7e5-eced-4ad5-827f-f57f5469c129",
  "service": "orders",
  "event": "send",
  "messageReferenceId": "2018-11-14_5",
  "data": {
    "orderId": "AAEWu1vsKJYAAABX"
    // or
    "clientOrderId" : "order_2018-11-14_1"
  },
  "status": {
    "code": 0,
    "message": "Ok"
  }
}

Rate limits

Time Interval	Max. Requests
1 minute	2500
1 hour	5000
1 day	5000

Parameter	Values
action	`send`
params.orderId	The parent order with this ID will be sent
params.clientOrderId	Client specified order ID, useful for identifying the order on the client side
params.skipLimitChecks	Bypass limit checks on the order for this action; limits will be skipped both for the parent order and the child order
params.evaluateRelativePrice	See Order Fields.
params.relativeTimeout	See Order Fields.

Parent Register and Send

Use the registerAndSend action, and specify the required order fields

socket.send({
  "messageId": "2018-11-14_5",
  "service": "orders",
  "action": "registerAndSend",
  "params": {
    "order": {
      "clientOrderId": "order_2018-11-14_1",
      "symbol": "CS.NULL.JAPAN.SP.JPY.2137",
      "symbolType": "tora",
      "quantity": 2000,
      "side": "BUY",
      "relativePrice": "ASK-1",
      "account": "LongShort",
      "broker": "citi"
    }
  }
});

The parent order is registered and sent

{
  "messageId": "ba72e7e5-eced-4ad5-827f-f57f5469c129",
  "service": "orders",
  "event": "registerAndSend",
  "messageReferenceId": "2018-11-14_5",
  "data": {
    "orderId": "AAEWu1vsKJYAAABX"
    // or
    "clientOrderId" : "order_2018-11-14_1"
  },
  "status": {
    "code": 0,
    "message": "Ok"
  }
}

Rate limits

Time Interval	Max. Requests
1 minute	2500
1 hour	5000
1 day	5000

Parameter	Values
action	`registerAndSend`
params.orderId	The parent order with this ID will be registered and sent
params.clientOrderId	Client specified order ID, useful for identifying the order on the client side
params.skipAlgoParamValidation	Indicates if the ALGO parameters specified into params.order.workBrkSpecATDL should be validated or not. This flag is optional and the default value is false.

Parent Amend

Use the amend action and specify the required order fields, along with the parent order identifier: orderId or clientOrderId

socket.send({
  "messageId": "2018-11-14_5",
  "service": "orders",
  "action": "amend",
  "params": {
    "order": {
      "orderId": "AAEWu1vsKJYAAABX", // or "clientOrderId" : "order_2018-11-14_1"
      "symbolType": "tora",
      "quantity": 4000 // increase the quantity to 4000
      "side": "BUY",
      "limitPrice": "0.0",
      "brokerAccount": "LongShort",
      "broker": "binance",
    }
  }
});

The parent order is amended

{
  "messageId": "ba72e7e5-eced-4ad5-827f-f57f5469c129",
  "service": "orders",
  "event": "amend",
  "messageReferenceId": "2018-11-14_5",
  "data": {
    "orderId": "AAEWu1vsKJYAAABX"
  },
  "status": {
    "code": 0,
    "message": "Ok"
  }
}

ALGO parent amend. Use the amend action and specify the required order fields, along with the parent order identifier: orderId or clientOrderId

socket.send({
  "messageId": "2019-10-14_5",
  "service": "orders",
  "action": "amend",
  "params": {
    "order": {
      "orderId": "AAEWu1vsKJYAAABX", // or "clientOrderId" : "order_2019-10-14_1"
      "symbolType": "tora",
      "quantity": 2000,
      "side": "BUY",
      "limitPrice": "0.0",
      "brokerAccount": "LongShort",
      "broker": "seb"
      "condition":"WORKED",
      "algoStrategy":"1111",
      "algoFields":{  
         "StartTime":"20191020-14:59:30",
         "EndTime":"20191020-15:59:30",
         "ParticipationRate":"30" //change the participation rate to 30
      }
    }
  }
});

Rate limits

Time Interval	Max. Requests
1 minute	7500
1 hour	15000
1 day	15000

Parameter	Values
action	`amend`
params.order	The specified parent order fields and the ones that need to be updated
params.skipAlgoParamValidation	Indicates if the ALGO parameters specified into params.order.workBrkSpecATDL should be validated or not. This flag is optional and the default value is false.

Amending the parent order is similar to the parent register action, except that when performing this action, we only need to set the updated fields and the order identifier. There are a few constraints when amending the parent order: the parentId, orderId, clientOrderId, side or symbol fields cannot be changed. Also, the broker field can be changed only if the parent order is still in register state (not sent to the broker).

Parent Amend & Send

Use the amendAndSend action and specify the required order fields, along with the parent order identifier: orderId or clientOrderId

socket.send({
  "messageId": "2018-11-14_5",
  "service": "orders",
  "action": "amendAndSend",
  "params": {
    "order": {
      "orderId": "AAEWu1vsKJYAAABX", // or "clientOrderId" : "order_2018-11-14_1"
      "limitPrice": "123.4"
    }
  }
});

The parent order is amended and sent

{
  "messageId": "ba72e7e5-eced-4ad5-827f-f57f5469c129",
  "service": "orders",
  "event": "amendAndSend",
  "messageReferenceId": "2018-11-14_5",
  "data": {
    "orderId": "AAEWu1vsKJYAAABX"
  },
  "status": {
    "code": 0,
    "message": "Ok"
  }
}

Rate limits

Time Interval	Max. Requests
1 minute	7500
1 hour	15000
1 day	15000

Parameter	Values
action	`amendAndSend`
params.order	The specified parent order fields and the ones that need to be updated
params.skipAlgoParamValidation	Indicates if the ALGO parameters specified into params.order.workBrkSpecATDL should be validated or not. This flag is optional and the default value is false.

Currently, only the limitPrice field is eligible for this amendment. Specifying any other fields will be rejected.

Parent Cancel

Use the cancel action and specify the orderId or clientOrderId

socket.send({
  "messageId": "2018-11-14_5",
  "service": "orders",
  "action": "cancel",
  "params": {
    "orderId": "AAEWu1vsKJYAAABX"
    // or
    "clientOrderId" : "order_2018-11-14_1"
  }
});

The parent order is cancelled

{
  "messageId": "ba72e7e5-eced-4ad5-827f-f57f5469c129",
  "service": "orders",
  "event": "cancel",
  "messageReferenceId": "2018-11-14_5",
  "data": {
    "orderId": "AAEWu1vsKJYAAABX"
    // or
    "clientOrderId" : "order_2018-11-14_1"
  },
  "status": {
    "code": 0,
    "message": "Ok"
  }
}

Rate limits

Time Interval	Max. Requests
1 minute	12500
1 hour	25000
1 day	25000

Parameter	Values
action	`cancel`
params.orderId	The parent order with this ID will be cancelled
params.clientOrderId	The parent order having this client order ID will be cancelled

Child Register

Use the register action and specify the required order fields, along with the parentId

// The parent order id needs to be specified
socket.send({
  "messageId": "2018-11-14_5",
  "service": "orders",
  "action": "register",
  "params": {
    "order": {
      "clientOrderId": "order_2018-11-14_1",
      "symbol": "CS.NULL.JAPAN.SP.JPY.2137",
      "symbolType": "tora",
      "quantity": 2000,
      "side": "BUY",
      "limitPrice": "0.0",
      "brokerAccount": "LongShort",
      "broker": "binance",
      "parentId": "AAEWu1vsKJYAAABX"
    }
  }
});

The child order is registered

{
  "messageId": "ba72e7e5-eced-4ad5-827f-f57f5469c129",
  "service": "orders",
  "event": "register",
  "messageReferenceId": "2018-11-14_5",
  "data": {
    "orderId": "U9W4IV0LOL8AB0JW"
  },
  "status": {
    "code": 0,
    "message": "Ok"
  }
}

Rate limits

Time Interval	Max. Requests
1 minute	2500
1 hour	5000
1 day	5000

Parameter	Values
action	`register`
params.order	The specified child order fields
params.skipAlgoParamValidation	Indicates if the ALGO parameters specified into params.order.workBrkSpecATDL should be validated or not. This flag is optional and the default value is false.

Please note that when slicing a parent order into several child orders, for each of the child orders that are being registered, the parent id field must be set; otherwise, this register action is treated as a basic parent register action.

Child Send

Use the send action and specify the orderId or the clientOrderId

socket.send({
  "messageId": "2018-11-14_5",
  "service": "orders",
  "action": "send",
  "params": {
    "orderId": "U9W4IV0LOL8AB0JW",
    // or
    "clientOrderId" : "order_2018-11-14_1",
    // optional
    "evaluateRelativePrice" : true,
    // optional
    "relativeTimeout" : 1000
  }
});

The child order is sent

{
  "messageId": "ba72e7e5-eced-4ad5-827f-f57f5469c129",
  "service": "orders",
  "event": "send",
  "messageReferenceId": "2018-11-14_5",
  "data": {
    "orderId": "U9W4IV0LOL8AB0JW"
    // or
    "clientOrderId" : "order_2018-11-14_1"
  },
  "status": {
    "code": 0,
    "message": "Ok"
  }
}

Rate limits

Time Interval	Max. Requests
1 minute	2500
1 hour	5000
1 day	5000

Parameter	Values
action	`send`
params.orderId	The child order with this ID will be sent
params.clientOrderId	Client specified order ID, useful for identifying the order on the client side
params.evaluateRelativePrice	See Order Fields.
params.relativeTimeout	See Order Fields.

This action is identical to the parent send one.

Child Register and Send

Use the registerAndSend action, and specify the required order fields, along with the parentId

socket.send({
  "messageId": "2018-11-14_5",
  "service": "orders",
  "action": "registerAndSend",
  "params": {
    "order": {
      "clientOrderId": "order_2018-11-14_1",
      "symbol": "CS.NULL.JAPAN.SP.JPY.2137",
      "symbolType": "tora",
      "quantity": 2000,
      "side": "BUY",
      "relativePrice": "BID+1",
      "account": "LongShort",
      "broker": "citi",
      "parentId": "AAEWu1vsKJYAAABX"
    }
  }
});

The child order is registered and sent

{
  "messageId": "ba72e7e5-eced-4ad5-827f-f57f5469c129",
  "service": "orders",
  "event": "registerAndSend",
  "messageReferenceId": "2018-11-14_5",
  "data": {
    "orderId": "U9W4IV0LOL8AB0JW"
    // or
    "clientOrderId" : "order_2018-11-14_1"
  },
  "status": {
    "code": 0,
    "message": "Ok"
  }
}

Rate limits

Time Interval	Max. Requests
1 minute	2500
1 hour	5000
1 day	5000

Parameter	Values
action	`registerAndSend`
params.orderId	The child order with this ID will be registered and sent
params.clientOrderId	The child order having this client order ID will be registered and sent
params.skipAlgoParamValidation	Indicates if the ALGO parameters specified into params.order.workBrkSpecATDL should be validated or not. This flag is optional and the default value is false.

Please note that when slicing a parent order into several child orders, for each of the child orders that are being registered and sent, the parent id field must be set; otherwise, this register and send action is treated as a basic parent registerAndSend action.

Child Amend

Use the amend action and specify the required order fields, along with the child order identifier: orderId or clientOrderId

socket.send({
  "messageId": "2018-11-14_5",
  "service": "orders",
  "action": "amend",
  "params": {
    "order": {
      "orderId": "AAEWu1vsKJYAAABX", // or "clientOrderId" : "order_2018-11-14_1"
      "symbolType": "tora",
      "quantity": 4000,// increase the quantity to 4000
      "side": "BUY",
      "limitPrice": "0.0",
      "brokerAccount": "LongShort",
      "broker": "binance",
      "parentId": "AAEWu1vsKJYAAABX"
    }
  }
});

The child order is amended

{
  "messageId": "ba72e7e5-eced-4ad5-827f-f57f5469c129",
  "service": "orders",
  "event": "amend",
  "messageReferenceId": "2018-11-14_5",
  "data": {
    "orderId": "U9W4IV0LOL8AB0JW"
  },
  "status": {
    "code": 0,
    "message": "Ok"
  }
}

Rate limits

Time Interval	Max. Requests
1 minute	7500
1 hour	15000
1 day	15000

Parameter	Values
action	`amend`
params.order	The specified child order fields and the ones that need to be updated
params.skipAlgoParamValidation	Indicates if the ALGO parameters specified into params.order.workBrkSpecATDL should be validated or not. This flag is optional and the default value is false.

Amending the child order is similar to the child register action, except that when performing this action, we only need to set the updated fields and the order identifier. There are a few constraints when amending the child order: the parentId, orderId, clientOrderId, side or symbol fields cannot be changed. Also, the broker field can be changed only if the child order is still in register state (not sent to the broker).

Child Amend & Send

Use the amendAndSend action and specify the required order fields, along with the child order identifier: orderId or clientOrderId

socket.send({
  "messageId": "2018-11-14_5",
  "service": "orders",
  "action": "amendAndSend",
  "params": {
    "order": {
      "orderId": "AAEWu1vsKJYAAABX", // or "clientOrderId" : "order_2018-11-14_1"
      "limitPrice": "123.4"
    }
  }
});

The child order is amended and sent

{
  "messageId": "ba72e7e5-eced-4ad5-827f-f57f5469c129",
  "service": "orders",
  "event": "amendAndSend",
  "messageReferenceId": "2018-11-14_5",
  "data": {
    "orderId": "U9W4IV0LOL8AB0JW"
  },
  "status": {
    "code": 0,
    "message": "Ok"
  }
}

Rate limits

Time Interval	Max. Requests
1 minute	7500
1 hour	15000
1 day	15000

Parameter	Values
action	`amendAndSend`
params.order	The specified child order fields and the ones that need to be updated
params.skipAlgoParamValidation	Indicates if the ALGO parameters specified into params.order.workBrkSpecATDL should be validated or not. This flag is optional and the default value is false.

Currently, only the limitPrice field is eligible for this amendment. Specifying any other fields will be rejected.

Child Cancel

Use the cancel action and specify the orderId or clientOrderId

socket.send({
  "messageId": "2018-11-14_5",
  "service": "orders",
  "action": "cancel",
  "params": {
    "orderId": "U9W4IV0LOL8AB0JW"
    // or
    "clientOrderId" : "order_2018-11-14_1"
  }
});

The child order is cancelled

{
  "messageId": "ba72e7e5-eced-4ad5-827f-f57f5469c129",
  "service": "orders",
  "event": "cancel",
  "messageReferenceId": "2018-11-14_5",
  "data": {
    "orderId": "U9W4IV0LOL8AB0JW"
    // or
    "clientOrderId" : "order_2018-11-14_1"
  },
  "status": {
    "code": 0,
    "message": "Ok"
  }
}

Rate limits

Time Interval	Max. Requests
1 minute	12500
1 hour	25000
1 day	25000

Parameter	Values
action	`cancel`
params.orderId	The child order with this ID will be cancelled
params.clientOrderId	The child order having this client order ID will be cancelled

This action is identical to the parent cancel one.

Manual Execution

Use the manualExecution action in order to create a manual execution as you would from the manual orders pad

// Send a manual fill
socket.send({
  "messageId": "FUT-a7c822d-1",
  "service": "orders",
  "action": "manualExecution",
  "params": {
    "execution": {
      "broker": "daiwa",
      "brokerAccount": "BA1",
      "clientOrderId": "FUT-a7c822d-1",
      "condition": "NORMAL",
      "orderType": "STLMT",
      "price": 31222.35,
      "quantity": 2,
      "side": "BUY",
      "specialInstruction": "Funari",
      "symbol": "FUT.IDX.NK225.OS.JPY.202403",
      "symbolType": "tora",
      "brokerOrdTypeFlag": "cfd",
      "settlementDate": "2023-12-18",
      "fillTime": "2024-01-16T10:11:12.345Z",
      "commission": 0.3,
      "initiator": "initiatorWSGW FUT 1",
      "fxRate": 13.4
    }
  });

//The successful action gets the following ack message
{
    "messageId": "49bb2d7f-058f-4987-aacd-538005d3592f",
    "service": "orders",
    "event": "manualExecution",
    "messageReferenceId": "FUT-a7c822d-1",
    "data": {
        "orderId": "AAAS7GV8AioAAACJ"
    },
    "status": {
        "code": 0,
        "message": "Ok"
    }
}

//On the order subscription this update will be received
{
    "messageId": "e58099f6-9f3b-494b-9b3b-2bd4a80fb197",
    "service": "orders",
    "event": "update",
    "params": {
        "subscriptionId": "test order subscription"
    },
    "data": {
        "orders": [
            {
                "orderId": "AAAS7GV8AioAAACO",
                "clientOrderId": "FUT-a7c822d-1",
                "isParent": false,
                "parentId": "AAAS7GV8AioAAACJ",
                "symbol": "FUT.IDX.NK225.OS.JPY.202403",
                "exchange": "OS",
                "broker": "daiwa",
                "side": "BUY",
                "quantity": 2.0,
                "limitPrice": 31222.35,
                "owner": "testuser",
                "flowType": "DMA",
                "brokerAccount": "BA1",
                "state": "FILD",
                "executedQuantity": 2.0,
                "creationTime": "2023-12-15T07:42:35.508000Z",
                "lastUpdateTime": "2023-12-15T07:42:35.920000Z",
                "status": "OK",
                "executedValue": 62444.7,
                "notionalValue": 6.24447E7,
                "previousExecutedQuantity": 0.0,
                "previousExecutedValue": 0.0,
                "condition": "NORMAL",
                "orderType": "LIMIT",
                "averagePrice": 31222.35,
                "dayAvgPx": 31222.35,
                "currentMarginFlag": "None",
                "externalId": "FUT-a7c822d-1",
                "lastUpdateOwner": "testuser",
                "limitStatus": "APPR",
                "manualExecution": "Y",
                "margin": "None",
                "brokerOrdTypeFlag": "cfd",
                "creatorComponent": "WSGW",
                "lastExecutedTime": "2023-12-08 10:11:12.345 UTC 678us",
                "note": "Funari",
                "originator": "testuser",
                "pendingQuantity": 0.0,
                "productNativeCode": "169030018",
                "settlementDate": "2023-12-18 14:59:59.000 GMT 0us",
                "strategyId": "AAAS7GV8AioAAACJ",
                "strategyType": -1,
                "isHidden": true
            },
            {
                "orderId": "AAAS7GV8AioAAACJ",
                "clientOrderId": "FUT-a7c822d-1",
                "isParent": true,
                "symbol": "FUT.IDX.NK225.OS.JPY.202403",
                "exchange": "OS",
                "broker": "daiwa",
                "side": "BUY",
                "quantity": 2.0,
                "limitPrice": 31222.35,
                "owner": "testuser",
                "flowType": "DMA",
                "brokerAccount": "BA1",
                "state": "FILD",
                "executedQuantity": 2.0,
                "creationTime": "2023-12-15T07:42:34.283000Z",
                "lastUpdateTime": "2023-12-15T07:42:35.920000Z",
                "status": "OK",
                "executedValue": 62444.7,
                "notionalValue": 6.24447E7,
                "previousExecutedQuantity": 0.0,
                "previousExecutedValue": 0.0,
                "condition": "NORMAL",
                "orderType": "LIMIT",
                "averagePrice": 31222.35,
                "dayAvgPx": 31222.35,
                "currentMarginFlag": "None",
                "externalId": "FUT-a7c822d-1",
                "lastUpdateOwner": "testuser",
                "limitRequestId": "AAAS7GV8AioAAACQ",
                "limitStatus": "APPR",
                "manualExecution": "Y",
                "margin": "None",
                "brokerOrdTypeFlag": "cfd",
                "creatorComponent": "WSGW",
                "note": "Funari",
                "originator": "testuser",
                "pendingQuantity": 0.0,
                "productNativeCode": "169030018",
                "settlementDate": "2023-12-18 14:59:59.000 GMT 0us",
                "childQuantity": 2.0
            }
        ],
        "isComplete": true
    }
}

Rate limits

Time Interval	Max. Requests
1 minute	2500
1 hour	5000
1 day	5000

Parameter	Values
action	`manualExecution`
params	See Execution Params

Notes:
- creating a manual execution will create an order as well (parent or a child order if parentId is specified)
- some order params that make sense for a manual execution will apply (Order Fields)

Manual Execution Fields

Parameter	Type	Format	Description	GUI fields
allocationMethod	string	-	Specified allocation method for this order; can be either the predefined allocation method name, or it can be a custom allocation string	AllocationMethod
bestExec	string	-	BestEx; Example values: `Cost`, `Natur`, `Other`, `Price`, `Settlement`, `Size`, `Speed`, etc	BestEx
broker	string	-	Order execution broker	Broker
brokerAccount	string	-	Indicates the specified account a client has at a certain broker	BrokerAccount
brokerOrdTypeFlag	string	-	Populated for orders flagged with a specific destination at the broker, shown as BrkFlag in GUI. Examples: `prg`, `jmc`, `wap`, etc	BrkFlag
clientOrderId	string	-	The client order identifier
condition	string	ENUM	The condition of the traded order. The possible conditions are: `NORMAL`, `WORKED`	Condition
fillTime	string	TIMESTAMP	Timestamp of the fill. Allowed format: ISO 8601 e.g. `2024-01-16T10:11:12.345Z`	Fill time
fxRate	number	DEC	FXRate	FXRate
initiator	string	-	Order initiator	Initiator
note	string	-	Order note	Comments
parentId	string	UUID	If the manual fill is for a child order, this will hold the parent order identifier.	Parent ID
quantity	number	DEC	Order quantity	Quantity
settlementDate	string	YYYY-MM-DD	Order settlement date	Settlement Date
specialInstruction	string	-	Special order instruction; Possible values: `NI`, `OnClose`, `OnOpen`, `Funari`, etc	Special instruction
side	string	ENUM	Order side; possible values: `BUY`, `SELL`, `BTC`, `SHORT`, `SSE`	Side
symbol	string	-	Instrument symbol this order is traded. If the symbolType has value `forex` then the symbol field must contains the pair of FX currencies separated by slash `/`
symbolType	string	ENUM	Specifies the listing symbol used for this subscription. Possible values: `caspian`, `bloomberg`, `reuters`, `tora`, `forex`; if missing, defaults to `tora`
synthType	string	-	Populated for the orders placed on a synthetic instrument. Examples: `swp`, `cfd`, etc, will be empty for normal orders	SynthType
tag	string	-	Order custom tag	Tag
tradeBook	string	-	Indicates the specified tradebook for this order	Trade Book

Order End Of Day events

// The orders are frozen
{
  "messageId": "ba72e7e5-eced-4ad5-827f-f57f5469c129",
  "service": "orders",
  "event": "update",
  "params": {
    "subscriptionId": "test order subscription"
  },
  "data": {
    "orders": [{
      "orderId": "SUF/GlqBWG8AAq/j",
      "isFrozen": true,
      //..rest of the order fields
      },
      "orderId": "SUF/GlqBWG8AA/aa",
      "isFrozen": true,
      //..rest of the order fields
      },
      //..rest of the frozen orders   
    ]
  },
  "status": {
    "code": 0,
    "message": "Ok"
  }
}

// The orders are cleared
{
  "messageId": "ba72e7e5-eced-4ad5-827f-f57f5469c129",
  "service": "orders",
  "event": "update",
  "params": {
    "subscriptionId": "test order subscription"
  },
  "data": {
    "orders": [{
      "orderId": "SUF/GlqBWG8AAq/j",
      "isFrozen": true,
      "isDeleted": true,
      //..rest of the order fields
      },
      "orderId": "SUF/GlqBWG8AA/aa",
      "isFrozen": true,
      "isDeleted": true,
      //..rest of the order fields
      },
      //..rest of the frozen orders   
    ]
  },
  "status": {
    "code": 0,
    "message": "Ok"
  }
}

The Freeze event resets intraday positions and marks eligible orders as frozen (all orders are eligible to be frozen, but the TIF orders). A frozen order has isFrozen: true, and can still be found inside the system, but the actions allowed upon them are limited. Frozen orders do not allow any amends other than amending the: Trade Book, Internal Account, Broker Account, User Comment (and SOI), Tag, Allocation Method, Commission, Settlement Date. Amending the allocation method on frozen orders results in re-allocation of the positions, exactly as it does for the regular/active orders.

Also, any incoming fill from the broker on a frozen order, will not be accepted. In case a fill will come from the broker on a frozen order, a warning will be triggered in the Monitor application, so that support will be able to contact the broker.

Position columns affected by the freeze event:

Name	Description
Position SOD	Current day start of day position
Position Intraday	Current day intraday position (affected by orders traded throughout the day)
Position EOD	Current day end of day position (sum of SOD + Intraday)
T-1 Position SOD	Previous trading day start of day position
T-1 Position Intraday	Previous trading day intraday position
T-1 Position EOD	Previous trading day end of day position

The Clear event transfers positions to previous positions, and resets the intraday position, deleting frozen orders from the system. The order will be updated with isDeleted: true, signaling its removal inside the OEMS.

At a Freeze event, the orders will stop contributing to the calculations of the intraday position, and will be considered in the calculations of the Yesterday position. (also known as the Frozen position)

Position	Before Freeze	After Freeze
Intraday position	P1	0
T-1 Intraday position	P2	P1

The Freeze event is considered to be the end of the Trading day. This means that the start of day position needs to be ‘prepared’ for the next trading day. In order to accomplish this, the SOD position will need to reflect all the positions that were traded throughout the previous trading day, meaning that SOD position will become equal to the end of day position (New Current Day SOD = Old Current Day SOD + Old Current Day Intraday)

The newly calculated SOD position can be overwritten by the client’s SOD process (process that retrieves an SOD file from the client’s external system and applies the SOD values over the system’s calculated values).

Also, because the client still needs to see what his SOD was for the previous trading day, the current day start of day position will be copied over to the previous trading day start of day position.

Position	Before Freeze	After Freeze
Intraday position	P1	0
Intraday SOD	P2	P2 + P1
T-1 Intraday position	P3	P1
T-1 SOD	P4	P2

Extra Order Samples

Executions

Parameter	Values
service	`executions`

The executions service provides information on the executions inside the system. The authenticated client can perform the execution actions detailed bellow:

subscribe: the client is ready to receive updates on the executions that match the subscription filter
unsubscribe: the client stops receiving updates on the executions that match the subscription filter

The multi-leg executions allow for much more granular tracking and reporting multi-part orders.

Execution Subscription

socket.send({
  "messageId": "6b25450f-1421-4cef-b6c4-9ebed1f0fece",
  "service": "executions",
  "action": "subscribe",
  "params": {
    "subscriptionId": "test execution subscription",
    "symbolType": "tora"
  }
});

The initial executions image is retrieved:

// First message in the initial image
{
  "messageId": "...",
  "messageReferenceId": "6b25450f-1421-4cef-b6c4-9ebed1f0fece",
  "service": "executions",
  "event": "update",
  "params": {
    "subscriptionId": "test execution subscription"
  },
  "data": {
    "executions": [...]
  }
}

// Last message in the initial image
{
  "messageId": "...",
  "messageReferenceId": "6b25450f-1421-4cef-b6c4-9ebed1f0fece",
  "service": "executions",
  "event": "update",
  "params": {
    "subscriptionId": "test execution subscription"
  },
  "data": {
    "executions": [...],
    "isComplete": "true"
  }
}

Parameter	Values
action	`subscribe`

The client is ready to receive updates on the executions that are present in the system.

Rate limits

Time Interval	Max. Requests
1 minute	10
1 hour	20
1 day	40

The maximum number of active subscriptions at any given moment that a client can have is 10.

Subscription Parameters

Parameter	Type	Format	Description
subscriptionId	string	-	Identifier for the subscription. Based on this information, a subscription can be updated or removed
symbolType	string	ENUM	Specifies the listing symbol used for this subscription. Possible values: `caspian`, `bloomberg`, `reuters`, `tora`, `forex`; if missing, defaults to `tora`
filter	object	-	Instructs the orders service to return all the executions that match this filter

Subscription Reply

Request is successful, the returned JSON is similar to:

{
  "messageId": "825254c2-b89b-4c80-96c7-74ab4d98effd",
  "messageReferenceId": "6b25450f-1421-4cef-b6c4-9ebed1f0fece",
  "service": "executions",
  "event": "subscribe",
  "params": {
    "subscriptionId": "test execution subscription",
    "symbolType": "tora"
  },
  "status": {
    "code": 0,
    "message": "Subscribe OK."
  }
}

Request is unsuccessful, the returned JSON is similar to:

{
  "messageId": "825254c2-b89b-4c80-96c7-74ab4d98effd",
  "messageReferenceId": "6b25450f-1421-4cef-b6c4-9ebed1f0fece",
  "service": "executions",
  "event": "subscribe",
  "params": {
    "subscriptionId": "test execution subscription",
    "symbolType": "tora"
  },
  "status": {
    "code": 201,
    "message": "Invalid subscription: <reason>."
  }
}

Parameter	Values
event	`subscribe`
params	The client subscription parameters
status	The status of this subscription

Execution Updates

The initial execution image is retrieved:

// The initial image
{
  "messageId": "bb60e356-b325-4ef3-bc5d-c75eb95697ef",
  "service": "executions",
  "event": "update",
  "params": {
    "subscriptionId": "test execution subscription"
  },
  "data": {
    "executions": [{
      "executionId": "AAAhkFwECXwAAACw",
      "orderId": "SUF/GlqBWG8AAq/j",
      "time": "2018-11-06T16:51:22.000Z",
      "broker": "ml",
      "side": "SELL",
      "symbol": "CS.NULL.JAPAN.SP.JPY.1449",
      "quantity": 500,
      "price": 6250.54,
      "owner": "george"
      },
      {
      "executionId": "AAAhkFwECXwAAAdi",
      "orderId": "SUF/GlqBWG8AAq/j",
      "time": "2018-11-06T16:51:25.000Z",
      "broker": "ml",
      "side": "SELL",
      "symbol": "CS.NULL.JAPAN.SP.JPY.1449",
      "quantity": 200,
      "price": 6250.54,
      "owner": "george"
      }
    ],
    "isComplete": "true"
  }
}

// Subsequent update
{
  "messageId": "db744fdb-596c-4b52-b759-16e6f291b5e4",
  "service": "executions",
  "event": "update",
  "params": {
    "subscriptionId": "test execution subscription"
  },
  "data": {
    "executions": [{
      "executionId": "AAAhkFwECXwAAAdm",
      "orderId": "SUF/GlqBWG8AAq/j",
      "time": "2018-11-06T16:51:22.000Z",
      "broker": "ml",
      "side": "SELL",
      "symbol": "CS.NULL.JAPAN.SP.JPY.1449",
      "quantity": 100,
      "price": 6250.54,
      "owner": "george"
      }
    ]
  }
}

//Execution for multi-leg order
{
  "messageId": "8bea7199-c72f-4570-965b-3e91c18749de",
  "service": "executions",
  "event": "update",
  "params": {
    "subscriptionId": "execSubscriptionMsgIdUprDt2dQiekAAAAw"
  },
  "data": {
    "executions": [
      {
        "executionId": "AAAhj2dQiwUAAAAS",
        "orderId": "AAAJYWdQitkAAACJ",
        "symbol": "SPR.FUT.ATW.IEU.USD.202810-3M",
        "quantity": 1000.0,
        "price": 10.0,
        "time": "2024-12-04T17:02:32.000000Z",
        "owner": "TestUser1",
        "broker": "simu",
        "side": "BUY",
        "fixExecId": "headExecIdPartialFill",
        "parentId": "AAAJYWdQitkAAAB8",
        "originator": "TestUser1",
        "currentSentQty": 1000.0,
        "marginFlag": "None",
        "lastModifiedTime": "1733331753072",
        "orderExchange": "IEU",
        "legs": [
          {
            "symbol": "FUT.CMDT.ATWM.ICE.USD.202812",
            "side": "BUY",
            "executions": [
              {
                "executionId": "AAAhj2dQiwUAAAAT0",
                "fixExecId": "legExecIdATWMZ8UprDt2dQiekAAABP",
                "price": 10.0,
                "quantity": 1000.0
              }
            ]
          },
          {
            "symbol": "FUT.CMDT.ATWM.ICE.USD.202810",
            "side": "BUY",
            "executions": [
              {
                "executionId": "AAAhj2dQiwUAAAAU0",
                "fixExecId": "legExecIdATWMV8UprDt2dQiekAAABR",
                "price": 10.0,
                "quantity": 1000.0
              }
            ]
          },
          {
            "symbol": "FUT.CMDT.ATWM.ICE.USD.202811",
            "side": "BUY",
            "executions": [
              {
                "executionId": "AAAhj2dQiwUAAAAV0",
                "fixExecId": "legExecIdATWMX8UprDt2dQiekAAABT",
                "price": 10.0,
                "quantity": 1000.0
              }
            ]
          }
        ]
      }
    ]
  }
}

Parameter	Values
event	`update`
params	The client subscription parameters
data.executions	The list of executions that were updated
data.isComplete	Is set, and the value is `true` when the initial executions image transfer is complete

Execution Fields

Parameter	Type	Format	Description	GUI Fields
executionId	string	UUID	Execution identifier
fixExecId	string	-	FIX execution id received from broker or `executionId` if this is a manual execution.
fixExecRefId	string	-	FIX execution reference id provided by the broker or `executionId` of the canceled/corrected execution if the action was performed from GUI. Available only for canceled and corrected executions.
orderId	string	UUID	Order identifier for which this execution is received	OrderID
time	string	TIMESTAMP	Execution time
broker	string	-	Execution broker	Broker
side	string	ENUM	Execution side. Possible values `BUY`, `SELL`, `BTC`, `SHORT`, `SSE`	Side
symbol	string	-	Instrument symbol this execution is received
quantity	number	DEC	Execution quantity	Quantity
price	number	DEC	Execution price	Price
owner	string	-	Order owner	Owner
isFrozen	boolean	-	Indicated whether this execution was frozen during the EOD Events
isDeleted	boolean	-	Indicated whether this execution was removed from the system
isCanceled	boolean	-	Indicates whether this execution was canceled or corrected, either by the broker or manually from UI
isSuspended	boolean	-	Indicates whether this execution was suspended
isManual	boolean	-	Indicates whether this execution was manually added	Manual Flag
legs	object	-	An object used to indicates the data fields of legs
legs -> name	string	-	Indicates the name of leg; possible values:`near`, `far`
legs -> quantity	string	-	Indicates the quantity of leg.
legs -> settlementDate	string	yyyyMMdd	Indicates the settlement date of FXFWD/FXSWP's legs.
legs -> tenor	string	-	Indicates the tenor code used to indicate the settlement date of FXSWP's legs. If it is missing, then the settlementDate value can be used. Examples: `SPOT`, `TOM`, `1W`, `6M`, `5Y`
legs -> symbol	string	-	Instrument symbol this leg is received
legs -> side	string	ENUM	Execution side. Possible values `BUY`, `SELL`, `BTC`, `SHORT`, `SSE`	Side
legs -> executions	object	-	An object used to indicate the data fields of legs executions.
legs -> executions -> executionId	string	UUID	Leg execution identifier
legs -> executions -> fixExecId	string	-	FIX leg execution id received from broker or `executionId` if this is a manual execution.
legs -> executions -> price	number	FLOAT	Leg execution price	Price
legs -> executions -> quantity	number	FLOAT	Leg execution quantity	Quantity
executionExchange	string	-	Provides the execution exchange	Execution Exchange
execExtraFields	object	-	Extra information for this execution, fields as `ExecutingBroker`, `TriggerExecId`, `FlowType`, `WorkedType`, `BrokerSpecific`, `BrokerSpecificATDL`, `BrokerSpecificStratATDL`, `ATDLDescription`, `CommissionType`, `CommissionAmt`, `CommissionCcy`, `Predicted`
note	string	-	Execution note
parentId	UUID	-	Parent order id for which this execution was received
originator	string	-	Order originator for which this execution was received	Originator
currentSentQty	number	DEC	Remaining quantity at the exchange
marginFlag	string	-	The order margin flag. Possible values: missing, `Open`, `Close`
qJump	string	-	Queue jump flag. Set to `Y` when this order jumped the queue
lastModifiedTime	string	TIMESTAMP	Last modified time
counterPartyId	string	-	The identifier for the execution counter party
orderExchange	string	-	Order exchange
lastLiquidityIndicator	number	DEC	LAst liquidity indicator
lastCapacity	number	DEC	Last capacity

Subscription filters

Subscribe for all executions:

socket.send({
  "messageId": "7e4bcc3c-8018-4f70-b6fa-f5a94fb077c3",
  "service": "executions",
  "action": "subscribe",
  "params": {
    "subscriptionId": "test execution subscription - all executions",
    "symbolType": "tora"
  }
});

All executions are retrieved:

{
  "messageId": "...",
  "messageReferenceId": "7e4bcc3c-8018-4f70-b6fa-f5a94fb077c3",
  "service": "executions",
  "event": "update",
  "params": {
    "subscriptionId": "test execution subscription - all executions"
  },
  "data": {
    "executions": [...]
  }
}

Subscribe for specific order's executions:

socket.send({
  "messageId": "4f4cc9ac-94f4-48b4-a2e2-ccad8cc8cbbb",
  "service": "executions",
  "action": "subscribe",
  "params": {
    "subscriptionId": "test execution subscription - specific executions",
    "symbolType": "tora",
    "filter": {
      "orderId": "someOrderId"
    }
  }
});

All executions are retrieved:

{
  "messageId": "...",
  "messageReferenceId": "4f4cc9ac-94f4-48b4-a2e2-ccad8cc8cbbb",
  "service": "executions",
  "event": "update",
  "params": {
    "subscriptionId": "test execution subscription - specific executions"
  },
  "data": {
    "executions": [...]
  }
}

Filter Parameter	Values
orderId	Instructs the executions service to return all specific order's executions

Execution End Of Day events

// The executions are frozen
{
  "messageId": "ba72e7e5-eced-4ad5-827f-f57f5469c129",
  "service": "executions",
  "event": "update",
  "params": {
    "subscriptionId": "test execution subscription"
  },
  "data": {
    "executions": [{
      "executionId": "SUF/GlqBWG8AAq/j",
      "isFrozen": true,
      //..rest of the execution fields
      },
      "executionId": "SUF/GlqBWG8AA/aa",
      "isFrozen": true,
      //..rest of the execution fields
      },
      //..rest of the frozen executions   
    ]
  },
  "status": {
    "code": 0,
    "message": "Ok"
  }
}

// The executions are cleared
{
  "messageId": "ba72e7e5-eced-4ad5-827f-f57f5469c129",
  "service": "executions",
  "event": "update",
  "params": {
    "subscriptionId": "test execution subscription"
  },
  "data": {
    "executions": [{
      "executionId": "SUF/GlqBWG8AAq/j",
      "isFrozen": true,
      "isDeleted": true,
      //..rest of the execution fields
      },
      "executionId": "SUF/GlqBWG8AA/aa",
      "isFrozen": true,
      "isDeleted": true,
      //..rest of the execution fields
      },
      //..rest of the frozen executions   
    ]
  },
  "status": {
    "code": 0,
    "message": "Ok"
  }
}

In a similar manner we described for orders, the Freeze event marks eligible executions as frozen. A frozen execution has isFrozen: true, and can still be found inside the system.

Please note that any incoming fill from the broker on a frozen order, will not be accepted.

The Clear event deletes frozen executions from the system. The execution will be updated with isDeleted: true, signaling its removal inside the OEMS.

Positions

Parameter	Values
service	`positions`

The positions service provides information on the positions inside the system. The authenticated client can perform the position actions detailed bellow:

subscribe: the client is ready to receive updates on the positions that match the subscription filter
unsubscribe: the client stops receiving updates on the positions that match the subscription filter

Positions are computed by a service in the back-end based on the provided subscription params.

Imagine you have a bunch of fields holding information, and you want to consolidate that based on some criteria: {key1: "a1", key2: "b1", value: 5} {key1: "a1", key2: "b2", value: 10} {key1: "a1", key2: "b1", value: 15}

If you subscribe with groupBy=["key1"], you will receive an update having the following data: [{key1: "a", value: 30}], but if you subscribe with groupBy=["key1", "key2"], you will receive the following data:[{key1: "a1", key2: "b1", value: 20},{key1: "a1", key2: "b2", value: 10}].

Position Subscription

socket.send({
  "messageId": "6b25450f-1421-4cef-b6c4-9ebed1f0fece",
  "service": "positions",
  "action": "subscribe",
  "params": {
    "subscriptionId": "test position subscription",
    "symbolType": "tora",
    "groupBy": [..]
  }
});

The initial positions image is retrieved:

// First message in the initial image
{
  "messageId": "...",
  "messageReferenceId": "6b25450f-1421-4cef-b6c4-9ebed1f0fece",
  "service": "positions",
  "event": "update",
  "params": {
    "subscriptionId": "test position subscription"
  },
  "data": {
    "positions": [...]
  }
}

// Last message in the initial image
{
  "messageId": "...",
  "messageReferenceId": "6b25450f-1421-4cef-b6c4-9ebed1f0fece",
  "service": "positions",
  "event": "update",
  "params": {
    "subscriptionId": "test position subscription"
  },
  "data": {
    "positions": [...],
    "isComplete": "true"
  }
}

Parameter	Values
action	`subscribe`

The client is ready to receive updates on the positions that are present in the system, grouped according to the groupBy specifications

Rate limits

Time Interval	Max. Requests
1 minute	10
1 hour	20
1 day	40

The maximum number of active subscriptions at any given moment that a client can have is 10.

Subscription Parameters

Parameter	Type	Format	Description
subscriptionId	string	-	Identifier for the subscription. Based on this information, a subscription can be updated or removed
symbolType	string	ENUM	Specifies the listing symbol used for this subscription. Possible values: `caspian`, `bloomberg`, `reuters`, `tora`, `forex`; if missing, defaults to `tora`
groupBy	list	-	Holds a list of values representing the criteria on which the positions will be aggregated; the values are: `product`, `exchange`, `country`, `displayCode`, `ricCode`, `bbgCode`, `owner`, `broker`, `brokerAccount`, `internalAccount`, `tradebook`, `allocated`, `syntheticsFlag`, `tag`

Position subscriptions can be organized by grouping and splitting positions according to shared criteria with the groupBy parameter provided in the subscription. Multiple groupings are allowed.

Option	Description
product	This is the default position grouping
exchange	Receive position data further split out into one record per exchange
country	Receive position data further split out into one record per country
displayCode	Receive position data further split out into one record per display code
ricCode	Receive position data further split out into one record per Reuters code
bbgCode	Receive position data further split out into one record per Bloomberg code
owner	Receive position data further split out into one record per order owner
broker	Receive position data further split out into one record per broker
brokerAccount	Receive position data further split out into one record per broker account
internalAccount	Receive position data further split out into one record per internal account
tradebook	Receive position data further split out into one record per trade book
syntheticsFlag	Receive position data further split out into one record per synthetic flag
tag	Receive position data further split out into one record per tag
allocated	Receive position data further split out based on the assigned allocation methods. Please note that positions must also be grouped by the account identifier to which allocation methods are mapped (e.g. Broker Account, Internal Account, etc.)

Subscription Reply

Request is successful, the returned JSON is similar to:

{
  "messageId": "825254c2-b89b-4c80-96c7-74ab4d98effd",
  "messageReferenceId": "6b25450f-1421-4cef-b6c4-9ebed1f0fece",
  "service": "positions",
  "event": "subscribe",
  "params": {
    "subscriptionId": "test position subscription",
    "symbolType": "tora",
    "groupBy": [..]
  },
  "status": {
    "code": 0,
    "message": "Subscribe OK."
  }
}

Request is unsuccessful, the returned JSON is similar to:

{
  "messageId": "825254c2-b89b-4c80-96c7-74ab4d98effd",
  "messageReferenceId": "6b25450f-1421-4cef-b6c4-9ebed1f0fece",
  "service": "positions",
  "event": "subscribe",
  "params": {
    "subscriptionId": "test position subscription",
    "symbolType": "tora",
    "groupBy": [..]
  },
  "status": {
    "code": 201,
    "message": "Invalid subscription: <reason>."
  }
}

Parameter	Values
event	`subscribe`
params	The client subscription parameters
status	The status of this subscription

Position Updates

The initial position image is retrieved:

// The initial image
{
  "messageId": "bb60e356-b325-4ef3-bc5d-c75eb95697ef",
  "service": "positions",
  "event": "update",
  "params": {
    "subscriptionId": "test position subscription"
  },
  "data": {
    "positions": [{
      "symbol": "CS.NULL.JAPAN.SP.JPY.1449",
      "brokerAccount": "ARDITI",
      "internalAccount": "hoarding",
      "longPosition": 24000,
      "realizedPL": 18546300.87,
      "longPendingPosition": 300     
      },
      {
      "symbol": "CS.NULL.JAPAN.SP.JPY.1449",
      "brokerAccount": "ARDITI",
      "internalAccount": "spending",
      "shortPosition": 2500,
      "realizedPL": 5180653.29,
      "shortPendingPosition": 0 
    }
    ],
    "isComplete": "true"
  }
}

{
  "messageId": "39ebb84c-e7c5-4c70-9c80-ce7c7b0cd242",
  "service": "positions",
  "event": "update",
  "params": {
    "subscriptionId": "test position subscribe"
  },
  "data": {
    "positions": [{
      "symbol": "CS.NULL.JAPAN.SP.JPY.1449",
      "brokerAccount": "DECIMA",
      "internalAccount": "assault",
      "longPosition": 24100,
      "realizedPL": 18552501.73,  
      },
      {
      "symbol": "CS.NULL.JAPAN.SP.JPY.1449",
      "brokerAccount": "DECIMA",
      "internalAccount": "amber",
      "longPendingPosition": 200
    }],
    "isComplete": "true"
  }
}

// Subsequent update
{
  "messageId": "23388ad9-7600-4126-b49d-964149b9dfa5",
  "service": "positions",
  "event": "update",
  "params": {
    "subscriptionId": "test position subscribe"
  },
  "data": {
    "positions": [{
      "symbol": "CS.NULL.JAPAN.SP.JPY.1449",
      "brokerAccount": "DECIMA",
      "internalAccount": "assault",
      "longPosition": 24200,
      "realizedPL": 18558801.31  
      }]
  }
}

Parameter	Values
event	`update`
params	The client subscription parameters
data.positions	The list of positions that were updated
data.isComplete	Is set, and the value is `true` when the initial position image transfer is complete

Position Fields

Parameter	Type	Format	Description	GUI Fields
allocated	string	-	Indicated the specified allocation method this position is grouped on; can be either the predefined allocation method name, or it can be a custom allocation string
broker	string	-	Position execution broker	Broker
brokerAccount	string	-	Indicates the specified account at the broker this position is grouped on	BrokerAccount
exchange	string	-	Position exchange	Ex
internalAccount	string	-	Indicates the internal account this position is grouped on	Internal Account
owner	string	-	Position owner
symbol	string	-	Instrument symbol this position is traded
syntheticsFlag	string	-	Provides the synthetic instrument code. Possible values are `SWAP`, `CFD` or `empty`.	Synth Flag
tag	string	-	Position custom tag	Tag
tradeBook	string	-	Indicates the specified trade book this position is grouped on	Trade book
borrowExecuted	number	DEC	Intra-day borrow position	BW Pos
borrowSod	number	DEC	Start of day borrow position	BW SOD
borrowEod	number	DEC	End of day borrow position, which is calculated as follows: `borrowSod` + `borrowExecuted`	BW EOD
borrowPending	number	DEC	Pending borrow position	BW Pend
btcQuantity	number	DEC	Buy to cover quantity
pendingBtcPosition	number	DEC	The buy to cover pending position for orders at exchange (`SENT`, `PSEN`, `PAMD`, `PCAN`)
pendingBtcPositionComplete	number	DEC	The buy to cover pending position for all orders (`SENT`, `PSEN`, `PAMD`, `PCAN`, `REDG`)
longPosition	number	DEC	The long intra-day position, including buy to cover	Position
shortPosition	number	DEC	The short intra-day position, including short sell	Position
netPosition	number	DEC	The net value of the intra-day position, which is calculated as follows: `longPosition` - `shortPosition`	Position
startOfDayPosition	number	DEC	The position as of the start of day	SOD Position
startOfDayNotionalUsd	number	DEC	The `startOfDayPosition` value in USD
eodOfDayPosition	number	DEC	The end of day Position, which is calculated as follows: `startOfDayPosition` + `netPosition`	EOD Position
shortSellQuantity	number	DEC	The short sell position
btcQuantity	number	DEC	The buy to cover position
netValue	number	DEC	The net value of this position, which is calculated as follows: `grossValue` + `cost`
longNotional	number	DEC	The value of the `longPosition`, which is calculated as follows: `longPosition` * `longAvgPx`	Long Notional
shortNotional	number	DEC	The value of the `shortPosition`, which is calculated as follows: `shortPosition` * `shortAvgPx`	Short Notional
realizedPL	number	DEC	The sum of next values: value resulted from offsetting `startOfDayPosition` against `netPosition` using SOD Price (if there is no SODPrice, the BasePrice is used; if there is no BasePrice either, the ClosePrice is used) and using dayAvgPx (Long AVG or Short AVG, depends on the SOD, if it is Short or Long); value resulted from offsetting positions `longPosition` against `shortPosition` (what was left from offsetting SOD) using Day ShortAVGprice and Day LongAVGprice; value of Cost	Realized P&L
totalPL	number	DEC	The sum of next values: value resulted from closing position `longPosition` (with Long Avg Price) at current LastPx; value resulted from closing position `shortPosition` (with Short Avg Price) at current LastPx; value resulted from closing position SOD (with SOD Price or LastClosePx if not provided by user) at current LastPx.	Total P&L
unrealizedPL	number	DEC	The value computed as follows: `totalPL` - `realizedPL`	Unrealized P&L
closePrice	number	DEC	The close price for the traded product	ClosePx
buyPosition	number	DEC	The intra-day buy position, computed as follows: `longPosition` - `btcQuantity`
buyPendingPosition	number	DEC	The buy (excluding buy to cover) pending position for orders at exchange (`SENT`, `PSEN`, `PAMD`, `PCAN`)
buyPendingValue	number	DEC	The `buyPendingPosition` value
sellPosition	number	DEC	The intra-day sell position, computed as follows: `shortPosition` - `shortSellQuantity`
sellPendingPosition	number	DEC	The sell (excluding short sell) pending position for orders at exchange (`SENT`, `PSEN`, `PAMD`, `PCAN`)
sellPendingValue	number	DEC	The `sellPendingPosition` value
navPercent	number	DEC	The value for the position that is calculated according to the allocation method. The value displayed is calculated as MarketValue/(fund1_nav + fund2_nav + ...)	NAV %
intraDayPL	number	DEC	The P&L for the intra-day position, which does not include the SOD. IntradayP&L = (LongPosition * (longAvgPx - LastPx) * Multiplier) + (ShortPosition * (LastPx - ShortAvgPx) * Multiplier) + Cost	Intraday P&L
longPendingPosition	number	DEC	The buy (including BTC) pending position for orders at exchange (`SENT`, `PSEN`, `PAMD`, `PCAN`)
longPendingPositionComplete	number	DEC	The buy (including BTC) pending position for all orders (`SENT`, `PSEN`, `PAMD`, `PCAN`, `REDG`)
longPendingValue	number	DEC	The value of the `longPendingPosition` for orders at exchange (`SENT`, `PSEN`, `PAMD`, `PCAN`)
longPendingValueComplete	number	DEC	The value of the `longPendingPosition` for all orders (`SENT`, `PSEN`, `PAMD`, `PCAN`, `REDG`)
shortPendingPosition	number	DEC	The sell (including short sell) pending position for orders at exchange (`SENT`, `PSEN`, `PAMD`, `PCAN`)
shortPendingPositionComplete	number	DEC	The sell (including short sell) pending position for all orders (`SENT`, `PSEN`, `PAMD`, `PCAN`, `REDG`)
shortPendingValue	number	DEC	The value of the `shortPendingPosition` for orders at exchange (`SENT`, `PSEN`, `PAMD`, `PCAN`)
shortPendingValueComplete	number	DEC	The value of the `shortPendingPosition` for all orders (`SENT`, `PSEN`, `PAMD`, `PCAN`, `REDG`)
shortSellPendingPosition	number	DEC	The short sell pending position for orders at exchange (`SENT`, `PSEN`, `PAMD`, `PCAN`)
shortSellPendingPositionComplete	number	DEC	The short sell pending position for all orders (`SENT`, `PSEN`, `PAMD`, `PCAN`, `REDG`)
longCostValue	number	DEC	Commission resulted from building the `longPosition`. Calculated as sum for each trade: trade_shares * CostPerShare + trade_value * BpsCost	Cost
shortCostValue	number	DEC	Commission resulted from building the `shortPosition`. Calculated as sum for each trade: trade_shares * CostPerShare + trade_value * BpsCost	Cost
multiplier	number	DEC	Multiplier for the instrument of the position
usdValue	number	DEC	The value of this position in USD
cfdSod	number	DEC	CFD for the start of day
cfdEod	number	DEC	CFD for the end of day
settledQty	number	DEC	SOD position which has been settled intra-day	settledpos
lastPrice	number	DEC	The last price of the symbol on which the order was created	LastPx

Analytics

Parameter	Values
service	`analytics`

The analytics service provides information on the execution performance for the orders inside the system. The authenticated client can perform the execution actions detailed bellow:

subscribe: the client is ready to receive updates on the analytical data that matches the subscription filter
unsubscribe: the client stops receiving updates on the analytical data that matches the subscription filter

Analytics Subscription

Parameter	Values
action	`subscribe`

The client is ready to receive updates with analytical data computed for the orders that are present in the system.

Rate limits

Time Interval	Max. Requests
1 minute	10
1 hour	20
1 day	40

The maximum number of active subscriptions at any given moment that a client can have is 10.

Subscription Parameters - Symbol Based

// Subscribe for analytical data based on symbol and time interval
socket.send({
  "messageId": "6b25450f-1421-4cef-b6c4-9ebed1f0fece",
  "service": "analytics",
  "action": "subscribe",
  "params": {
    "subscriptionId": "test analytics subscription - symbol",
    "symbolType": "tora"
    "symbol": "CS.NULL.JAPAN.SP.JPY.1449",
    "startTime": "2019-01-06T16:34:41.000Z",
    "endTime": "2019-01-07T03:15:22.000Z"
  }
});

// Reply
{
  "messageId": "351010c3-bc38-4b40-8ff2-d6f669399cd5",
  "messageReferenceId": "6b25450f-1421-4cef-b6c4-9ebed1f0fece",
  "service": "analytics",
  "event": "subscribe",
  "params": {
    "subscriptionId": "test analytics subscription - symbol",
    "symbolType": "tora"
    "symbol": "CS.NULL.JAPAN.SP.JPY.1449",
    "startTime": "2019-01-06T16:34:41.000Z",
    "endTime": "2019-01-07T03:15:22.000Z"
  },
  "status": {
    "code": 200,
    "message": "Subscribe OK."
  }
}

Parameter	Type	Format	Description
subscriptionId	string	-	Identifier for the subscription. Based on this information, a subscription can be updated or removed
symbolType	string	ENUM	Specifies the listing symbol used for this subscription. Possible values: `caspian`, `bloomberg`, `reuters`, `tora`; if missing, defaults to `tora`
symbol	string	-	Instructs the orders service to return all the executions that match this filter
startTime	string	TIMESTAMP	Instructs the analytics service to provide data computed for an interval that begins with this timestamp
endTime	string	TIMESTAMP	Instructs the analytics service to provide data computed for an interval that ends with this timestamp; this parameter is not required, and if it is not present, the analytics data will be updated each time a new trade occurs

Subscription Parameters - Order Based

// Subscribe for analytical data based on order
socket.send({
  "messageId": "6b25450f-1421-4cef-b6c4-9ebed1f0fece",
  "service": "analytics",
  "action": "subscribe",
  "params": {
    "subscriptionId": "test analytics subscription - order",
    "orderId": "..."
    "useRegisterTime": true,
    //"useAlgoStartTime": true,
    "untilClose": true,
    "includeOTCTrades": "false"
  }
});

// Reply
{
  "messageId": "351010c3-bc38-4b40-8ff2-d6f669399cd5",
  "messageReferenceId": "6b25450f-1421-4cef-b6c4-9ebed1f0fece",
  "service": "analytics",
  "event": "subscribe",
  "params": {
    "subscriptionId": "test analytics subscription - order",
    "orderId": "..."
    "useRegisterTime": true,
    //"useAlgoStartTime": true,
    "untilClose": true,
    "includeOTCTrades": "false"
  },
  "status": {
    "code": 200,
    "message": "Subscribe OK."
  }
}

Parameter	Type	Format	Description
subscriptionId	string	-	Identifier for the subscription. Based on this information, a subscription can be updated or removed
orderId	string	-	The order id for which we subscribe for analytics data
userRegisterTime	boolean	-	Start computing analytics data starting from the moment the order was Registered in the system; if this property is missing and any other options are missing, this is defaulted to true
userAlgoStartTime	boolean	-	Instructs the analytics service to provide data computed for an interval that begins with the algo start time which was set on the order
untilClose	boolean	-	Instructs the analytics service to provide data computed for an interval that ends with the market close time; this parameter is not required, and if it is not present, the analytics data will be computed for as long as the order is live
includeOTCTrades	boolean	-	Instructs the analytics service to include in the computed data the orders that were traded on OTC instruments. If this property is missing, it will be considered false

Analytics Updates

{
  "messageId": "351010c3-bc38-4b40-8ff2-d6f669399cd5",
  "messageReferenceId": "9817706c-c941-4d04-97dd-df77f1a4aecb",
  "service": "analytics",
  "event": "update",
  "params": {
    "subscriptionId": "test analytics subscribe"
  },
  "data": {
    "vwap": 5820.35,
    "accumulated": 656543435
  }
}

{
  "messageId": "107864dc-92fa-4c0d-aff3-c605a85bfa73",
  "messageReferenceId": "9817706c-c941-4d04-97dd-df77f1a4aecb",
  "service": "analytics",
  "event": "update",
  "params": {
    "subscriptionId": "test analytics subscribe"
  },
  "data": {
    "vwap": 5820.38,
    "accumulated": 656546835
  }
}

Parameter	Values
event	`update`
params	The client subscription parameters
data.vwap	The volume weighted average price (VWAP), representing a trading benchmark used to validate the performance of the trade
data.accumulated	Represents the accumulated volume and holds the total volume traded for the symbol during the time specified in the parameters

Trading Capabilities

Parameter	Values
service	`tradingcapabilities`

The trading capabilities service provides information on the user valid actions. The authenticated client can query the capabilities:

subscribe: the client is ready to receive the available trading capabilities
unsubscribe: the client stops receiving updates on the available trading capabilities

Capabilities Subscription

socket.send({
  "messageId": "6b25450f-1421-4cef-b6c4-9ebed1f0fece",
  "service": "tradingcapabilities",
  "action": "subscribe",
  "params": {
    "subscriptionId": "test capabilities subscription"
  }
});

Request is successful, the returned JSON is similar to:


{
  "messageId": "a45a5ecf-b0ac-4d37-a0e6-386d10b6dbf2",
  "service": "tradingcapabilities",
  "event": "update",
  "params": {
    "subscriptionId": "6"
  },
  "data": {
    "tradingcapabilities": [
    {
        "group": "BDornean",
        "user": "bdornean",
        "brokerCountryModeling": {
        "markets": [
            "CS.NULL.HKG.*.*"
        ],
        "flows": [
            "DMA"
        ],
        "brokers": [
            "phill",
            "unspec"
        ],
        "filters": [
            {
            "field": "MARKET",
            "values": [
                "CS.NULL.HKG.*.*"
            ],
            "allowed": [
                {
                "field": "FLOW",
                "values": [
                    "DMA"
                ],
                "allowed": [
                    {
                    "field": "BROKER",
                    "values": [
                        "phill",
                        "unspec"
                    ],
                    "allowed": [
                      {
                        "field": "BROKER_FLAGS",
                        "values": [
                          "prg", "aut"    
                        ],
                        "defaultValue": "prg",
                        "mandatory": true
                      },
                      {
                        "field": "SYNTH_FLAGS",
                        "values": [
                          "cfd", "swp"    
                        ],
                        "defaultValue": "swp",
                        "mandatory": false
                      },
                      {
                        "field": "OPEN_CLOSE",
                        "values": [
                          "OPEN", "CLOSE"    
                        ],
                        "defaultValue": ""
                      }
                    ]
                    }
                ]
                }
            ]
            }
        ]
        },
        "accountModel": {
        "brokerAccounts": [
            "QII_Main",
        ],
        "tradebooks": [
            "trdx",
            "trdy",
            "tb1",
        ],
        "internalAccounts": [
            "acc2",
            "acc1",
        ],
        "filters": [
            {
            "field": "MARKET",
            "values": [
                "CS.NULL.HKG.*.*"
            ],
            "allowed": [
                {
                "field": "INTERNAL_ACCOUNT",
                "values": [
                    "IA1",
                    "IA2"
                ],
                "allowed": [
                    {
                    "field": "TRADEBOOK",
                    "values": [
                        "TB1"
                    ],
                    "allowed": [
                        {
                        "field": "ALLOCATION_METHOD",
                        "values": [
                            "AM1"
                        ],
                        "allowed": [
                            {
                            "field": "BROKER_ACCOUNT",
                            "values": [
                                "BA1"
                            ],
                            "allowed": [
                                {
                                "field": "BROKER",
                                "values": [
                                    "msdw",
                                    "gs",
                                    "ml"
                                ],
                                "defaultValue": "ml"
                                }
                            ]
                            }
                        ]
                        }
                    ]
                    }
                ]
                }
            ]
            }
        ]
        },
      "allocationInfo": {
        "allocationMethods": [
          {
            "code": "N100",
            "exportId": "n100", 
            "Description": "100% to nomu",
            "Definition": "!!%A00(!!%D00)"
          },
          {
            "code": "N-G50-50",
            "exportId": "ng5050", 
            "Description": "50% to gs, 50% to nomu",
            "Definition": "!!%A00(!!%D50C50)"
          },
          {
            "code": "G100",
            "exportId": "g100", 
            "Description": "100% to gs",
            "Definition": "!!%A00(!!%D00)"
          }
        ]
      },
      "tradingRights": {
          "register": false,
          "send": false,
          "amend": false,
          "cancel": false
      }
    }
    ]
  }
}

Request is unsuccessful, the returned JSON is similar to:

{
  "messageId": "825254c2-b89b-4c80-96c7-74ab4d98effd",
  "messageReferenceId": "6b25450f-1421-4cef-b6c4-9ebed1f0fece",
  "service": "tradingcapabilities",
  "event": "subscribe",
  "params": {
    "subscriptionId": "test capabilities subscription"
  },
  "status": {
    "code": 201,
    "message": "Invalid subscription: <reason>."
  }
}

Parameter	Values
action	`subscribe`

The client is ready to receive the available trading capabilities

Rate limits

Time Interval	Max. Requests
1 minute	10
1 hour	20
1 day	40

The maximum number of active subscriptions at any given moment that a client can have is 10.

Subscription Parameters

Parameter	Type	Format	Description
subscriptionId	string	-	Identifier for the subscription. Based on this information, a subscription can be updated or removed

Subscription Reply

Parameter	Values
event	`subscribe`
params	The client subscription parameters
status	The status of this subscription

Capability Data

Parameter	Type	Format	Description
tradingcapabilities	list	-	Holds the list of tradingcapability objects, the returned results matching the specified parameters.
tradingcapabilities[].tradingcapability	object	-	The object holding trading capability data.
tradingcapability.group	string	-	The group this trading capability object refers to
tradingcapability.user	string	-	The user this trading capability object refers to
tradingcapability.brokerModeling	object	-	The object holding data regarding the brokers, markes, flows the user has access
brokerModeling.markets[]	list	-	Holds the full list of markets current user has access to
brokerModeling.flows[]	list	-	Holds the full list of flows current user has access to
brokerModeling.brokers[]	list	-	Holds the full list of brokers current user has access to
brokerModeling.filters[]	list	-	Holds the list of filters which limit the availability of flows and brokers for a certain market
brokerModeling.filters[].filter	object	-	Holds the broker/market/flow filtering information
filter.field	string	-	Holds the field for which this filter applies to. Allowed values are: `MARKET`, `FLOW`, `BROKER`, `BROKER_FLAGS`, `SYNTH_FLAGS`, `OPEN_CLOSE`
brokerModeling.filters[].filter.values	list	-	Holds the list of values in the field for which the filter applies
brokerModeling.filters[].filter.allowed	list	-	Holds the list of objects of type filter by which values for other fields can be filtered in case the value selected for current field matches the values from the list `brokerModeling.filters[].filter.values`
tradingcapability.accountModel	object	-	The object holding data regarding the broker accounts, tradebooks, internal accounts the user has access
accountModel.brokerAccounts[]	list	-	Holds the full list of broker accounts current user has access to
accountModel.tradebooks[]	list	-	Holds the full list of tradebooks current user has access to
accountModel.internalAccounts[]	list	-	Holds the full list of internal accounts current user has access to
accountModel.filters[]	list	-	Holds the list of filters which limit the availability of flows and brokers for a certain market
accountModel.filters[].filter	object	-	Holds the broker/market/flow/brokerAccount/internalaccount/tradebook filtering information
accountModel.filters[].filter.field	string	-	Holds the filed for which this fielter applies to. Allowed values are: `BROKER_ACCOUNT`, `INTERNAL_ACCOUNT`, `TRADEBOOK`, `BROKER`, `MARKET`, `ALLOCATION_METHOD`, `FLOW`
accountModel.filters[].filter.values	list	-	Holds the list of values in the field for which the filter applies
accountModel.filters[].filter.allowed	list	-	Holds the list of objects of type filter by which values for other fields can be filtered in case the value selected for current field matches the values from the list `.brokerModeling.Filters[].filter.values`
tradingcapability.allocationInfo	object	-	The object holding data regarding the allocation info
allocationInfo.allocationMethods[]	list	-	Holds the full list of allocation method that current user has access to.
tradingRights	object	-	Holds the trading rights for current user

Products

Parameter	Values
service	`product`

The product service provides information on the products.

Get Product Details

socket.send({
  "messageId": "6b25450f-1421-4cef-b6c4-9ebed1f0fece",
  "service": "product",
  "action": "get-product-details",
  "params": {
    "symbol": "CS.NULL.JAPAN.T.JPY.6298",
    "symbolType": "tora"
  }
});

Request is successful, the returned JSON is similar to:

{
  "messageId": "f1d8d3f6-7511-4ef3-a0cc-b8987cfc7aea",
  "service": "product",
  "event": "get-product-details",
  "messageReferenceId": "6b25450f-1421-4cef-b6c4-9ebed1f0fece",
  "data": {
    "ISINCode": "JP3990600003",
    "OLDSECTION": "1",
    "averageVolume": {
      "5WD": "49860.0",
      "5_10WD": "32300.0",
      "100WD": "35194.0",
      "6M": "35692.0",
      "3M": "40973.4375",
      "10WD": "41080.0",
      "20WD": "47115.0",
      "30WD": "46840.0",
      "90WD": "35798.88888888889"
    },
    "bbgCode": "6298 JT Equity",
    "closePrice": {
      "YTD": "35692.0",
      "3M": "35798.88888888889",
      "12M": "35692.0",
      "1M": "46840.0",
      "6M": "35692.0"
    },
    "code": "6298",
    "country": "JPN",
    "crtTradeMarket": "CS.NULL.JAPAN.T.JPY",
    "currency": "JPY",
    "displayCode": "6298",
    "gics": "45301010",
    "highPrice": {
      "YTD": "35692.0",
      "3M": "35798.88888888889",
      "1M": "46840.0",
      "12M": "35692.0",
      "6M": "35692.0"
    },
    "isShortSell": "F",
    "lastPrice": "0.0",
    "lastTouch": "1567646711162",
    "lotSize": "100",
    "lowPrice": {
      "YTD": "35692.0",
      "3M": "35798.88888888889",
      "12M": "35692.0",
      "1M": "46840.0",
      "6M": "35692.0"
    },
    "market": "CS.NULL.JAPAN.T.JPY",
    "marketCap": "1.000695663167022E9",
    "multiplier": "1",
    "name": "L T D LTD",
    "nativeLanguage": "JP%7C%3F%3F%3F%3F%3F%3F%28%3F%29",
    "primaryExchange": "CS.NULL.JAPAN.T.JPY",
    "reutersCode": "6298.T",
    "section": "Tokyo SE 1st Section",
    "sedolCode": "6984454",
    "settlementDateOffset": "2",
    "sharesOutstanding": "1132521.0",
    "tickRule": ",3000.0,1.0;,5000.0,5.0;,30000.0,10.0;,50000.0,50.0;,300000.0,100.0;,500000.0,500.0;,3000000.0,1000.0;,5000000.0,5000.0;,30000000,10000.0;,50000000,50000.0;,,100000.0;",
    "tradingMarkets": [
      "CS.NULL.JAPAN.CLP.JPY",
      "CS.NULL.JAPAN.INJ.JPY",
      "CS.NULL.JAPAN.JPC.JPY",
      "CS.NULL.JAPAN.T.JPY",
      "CS.NULL.JAPAN.JNX.JPY"
    ]
  },
  "status": {
    "code": 0,
    "message": "Ok"
  }
}

Parameter	Values
action	`get-product-details`

Rate limits

Time Interval	Max. Requests
1 minute	2500
1 hour	5000
1 day	5000

Get Product Details Parameters

Parameter	Type	Format	Description
symbol	string	-	The code of the product that you want the details.
symbolType	string	-	The type of the symbol used for search. Possible values: `caspian`, `bloomberg`, `reuters`, `tora`;

Get Product Details Reply

Parameter	Type	Format	Description
product details	Object	-	Holds the properties of the product matching the specified parameters.

Compliance

Parameter	Values
service	`compliances`

The compliances service provides information on the compliance status for the orders:

subscribe: the client is ready to receive compliance notifications
unsubscribe: the client stops receiving compliance notifications
approval decision: the client sends approval decision
approval response: the client sends approval response

Compliance Subscription

socket.send({
  "messageId": "2018-12-20_2",
  "service": "compliances",
  "action": "subscribe",
  "params": {
    "subscriptionId": "s_1",
    "symbolType": "tora"
  }
});

Subscription reply

{
  "messageId": "f80216bd-a6d2-43b0-8950-4f7fdde1455b",
  "service": "compliances",
  "event": "subscribe",
  "messageReferenceId": "2018-12-20_2",
  "params": {
    "subscriptionId": "s_1"
  },
  "status": {
    "code": 0,
    "message": "Ok"
  }
}
// Receiving initial update
{
  "messageId": "c68d828c-14fc-42b3-9a5c-f652151f5d8f",
  "service": "compliances",
  "event": "update",
  "params": {
    "subscriptionId": "s_1"
  },
  "data": {
    "complianceViolations": [...]
    },
    "isComplete": true
  }
}

Parameter	Values
action	`subscribe`

The client is ready to receive the compliance notifications

Rate limits

Time Interval	Max. Requests
1 minute	10
1 hour	20
1 day	40

The maximum number of active subscriptions at any given moment that a client can have is 10.

Compliance Subscription Parameters

Parameter	Type	Format	Description
subscriptionId	string	-	Identifier for the subscription
symbolType	string	ENUM	Specifies the listing symbol used for this subscription. Possible values: `bloomberg`, `reuters`, `tora`; if missing, defaults to `tora`

Subscription Reply

Request is successful, the returned JSON is similar to:

Received: {
  "messageId": "aac7043b-4c4f-4ecc-984f-a4d0abd51d5e",
  "service": "compliances",
  "event": "subscribe",
  "messageReferenceId": "2018-12-18_2",
  "params": {
    "subscriptionId": "s_1"
  },
  "status": {
    "code": 0,
    "message": "Ok"
  }
}

Request is unsuccessful, the returned JSON is similar to:

{
  "messageId": "825254c2-b89b-4c80-96c7-74ab4d98effd",
  "messageReferenceId": "6b25450f-1421-4cef-b6c4-9ebed1f0fece",
  "service": "compliances",
  "event": "subscribe",
  "params": {
    "subscriptionId": "s_1"
  },
  "status": {
    "code": 201,
    "message": "Invalid subscription: <reason>."
  }
}

Parameter	Values
event	`subscribe`
params	The client subscription parameters
status	The status of this subscription

Notification Data

{
  "messageId": "c68d828c-14fc-42b3-9a5c-f652151f5d8f",
  "service": "compliances",
  "event": "update",
  "params": {
    "subscriptionId": "s_1"
  },
  "data": {
    "complianceViolations": [
      {
        "complianceViolationId": "AAAF51wcrtwAAAFC",
        "state": "pending response",
        "initiatorUser": "illyes",
        "complianceViolatingOrders": [
          {
            "orderId": "UA0M9Fwcr1wAAFgn",
            "broker": "daiwa",
            "exchange": "T",
            "side": "BUY",
            "symbol": "CS.NULL.JAPAN.T.JPY.6758",
            "quantity": 300,
            "action": "Amend",
            "violatedComplianceGroup": {
              "protocol": "Warning",
              "violatedCompliances": [
                {
                  "limitName": "NettingExpressionBasedLimit",
                  "limitTemplateName": "Expression Based 1",
                  "message": "No Limit",
                  "extraLabels": [
                    {
                      "label": "Order",
                      "value": "300.00 shs Fund1"
                    },
                    {
                      "label": "Limit",
                      "value": "100.00 shs Fund1"
                    }
                  ],
                  "suggestions": [
                    {
                      "field": "QUANTITY",
                      "oldValue": "300.0",
                      "newValue": "100.0"
                    }
                  ]
                }
              ]
            },
            "decision": {
              "decisionMaker": "illyes",
              "decisionTime": "2018-12-21T09:27:12.327000Z",
              "status": "approved"
            }
          }
        ]
      },
      {
        "complianceViolationId": "AAAF51wbsxUAAAM+",
        "state": "pending decision",
        "initiatorUser": "TestUser3",
        "complianceViolatingOrders": [
          {
            "orderId": "TDbljlwbs+4AAHAb",
            "broker": "daiwa",
            "exchange": "T",
            "side": "BUY",
            "symbol": "CS.NULL.JAPAN.T.JPY.6383",
            "quantity": 1700,
            "action": "Amend",
            "violatedComplianceGroup": {
              "protocol": "Approval",
              "violatedCompliances": [
                {
                  "limitName": "Quantity",
                  "message": "The order quantity exceeds the maximum number of lots."
                }
              ]
            }
          }
        ]
      },
      {
        "complianceViolationId": "AAAF51wbsxUAAANO",
        "state": "pending response",
        "initiatorUser": "illyes",
        "complianceViolatingOrders": [
          {
            "orderId": "TDPN41wbsyMAAF69",
            "broker": "daiwa",
            "exchange": "T",
            "side": "BUY",
            "symbol": "CS.NULL.JAPAN.T.JPY.6758",
            "quantity": 2100,
            "action": "Send",
            "violatedComplianceGroup": {
              "protocol": "Approval",
              "violatedCompliances": [
                {
                  "limitName": "Quantity",
                  "message": "The order quantity exceeds the maximum number of lots."
                }
              ]
            },
            "decision": {
              "decisionMaker": "illyes",
              "decisionTime": "2018-12-20T15:48:49.974000Z",
              "status": "approved"
            }
          }
        ]
      },
      {
        "complianceViolationId": "AAAF51wbsxUAAAJA",
        "state": "history",
        "initiatorUser": "TestUser3",
        "complianceViolatingOrders": [
          {
            "orderId": "TDbljlwbs+4AAGtg",
            "broker": "daiwa",
            "exchange": "T",
            "side": "BUY",
            "symbol": "CS.NULL.JAPAN.T.JPY.6383",
            "quantity": 2100,
            "action": "Register",
            "violatedComplianceGroup": {
              "protocol": "Approval",
              "violatedCompliances": [
                {
                  "limitName": "Quantity",
                  "message": "The order quantity exceeds the maximum number of lots."
                }
              ]
            },
            "decision": {
              "decisionMaker": "illyes",
              "decisionTime": "2018-12-20T15:39:17.515000Z",
              "status": "approved"
            }
          }
        ]
      },
    "isComplete": true
  }
}

Subsequent updates:

{
  "messageId": "f0726632-bdcc-43fb-bf53-e38d77415fa1",
  "service": "compliances",
  "event": "update",
  "params": {
    "subscriptionId": "s_1"
  },
  "data": {
    "complianceViolations": [
      {
        "complianceViolationId": "AAAF51wbsxUAAAOW",
        "state": "pending decision",
        "initiatorUser": "TestUser3",
        "complianceViolatingOrders": [
          {
            "orderId": "TDbljlwbs+4AAHDM",
            "broker": "daiwa",
            "exchange": "T",
            "side": "BUY",
            "symbol": "CS.NULL.JAPAN.T.JPY.6383",
            "quantity": 1900,
            "action": "Amend",
            "violatedComplianceGroup": {
              "protocol": "Approval",
              "violatedCompliances": [
                {
                  "limitName": "Quantity",
                  "message": "The order quantity exceeds the maximum number of lots."
                }
              ]
            }
          }
        ]
      }
    ]
  }
}

Parameter	Type	Format	Description
complianceViolations[]	list	-	Holds a list of compliance violation objects
complianceViolations[].complianceViolation	object	-	The object holding compliance violation data
complianceViolation.complianceViolationId	string	-	Compliance violation identifier used inside the OEMS
complianceViolation.userComment	string	-	User comment set on approval response
complianceViolation.seniorComment	string	-	User comment set by approval user on approval decision / approval response
complianceViolation.state	string	ENUM	The state of the compliance violation. Supported values: `pending decision`, `pending response`, `history`
complianceViolation.initiatorUser	string	-	User that initiated the action which caused the compliance violation
complianceViolation.complianceViolatingOrders[]	list	-	Array of orders that are violating compliances along with the decision taken by the user
complianceViolatingOrders[].complianceViolatingOrder	object	-	Details of an order that violdated some compliances along with the decision taken by the user
complianceViolatingOrder.orderId	string	-	Order identifier used inside the OEMS
complianceViolatingOrder.broker	string	-	The broker assigned to this order
complianceViolatingOrder.exchange	string	-	The exchange assigned to this order
complianceViolatingOrder.side	string	ENUM	The side of the order: `BUY`, `SELL`
complianceViolatingOrder.symbol	string	-	The symbol on which the order was created; `tora`, `bloomberg`, `reuters` symbol types are currently supported
complianceViolatingOrder.quantity	number	DEC	The order quantity
complianceViolatingOrder.price	number	DEC	The order price
complianceViolatingOrder.action	string	-	The action on order that triggered the compliance violation (e.g. Register, Amend, Send)
complianceViolatingOrder.violatedComplianceGroup	object	-	The list of violated compliances and their general protocol
violatedComplianceGroup.protocol	string	ENUM	The general protocol of the compliance violation: `Warning`, `Approval`, `Reject`
violatedComplianceGroup.violatedCompliances[]	list	-	The list of violated compliances
violatedCompliances[].violatedCompliance	object	-	Details about the compliance violated: limitName, limitTemplateName, etc
violatedCompliance.limitName	string	-	The name of the limit that was breached
violatedCompliance.limitTemplateName	string	-	The name of the template in which the limit is defined
violatedCompliance.message	string	-	A message for the user explaining the limit breach
violatedCompliance.details	string	-	More details about the limit breach. By default this message shouldn’t be displayed. The user should have the posibility to expand and see the details.
violatedCompliance.extraLabels[]	list	-	Additional information about the limit breach. To be displayed as `label:value` pairs
extraLabels[].extraLabel	object	-	Pair of label and value with additional information about the limit breach
extraLabel.label	string	-	The label of the extra info
extraLabel.value	string	-	The value of the extra info
violatedCompliance.suggestions[]	list	-	Amend suggestions to be displayed for the user
suggestions[].suggestion	object	-	Suggestion to amend a given field
suggestion.field	string	-	The name of the field to for which the amend suggestion is displayed
suggestion.oldValue	string	-	The old value of the field to for which the amend suggestion is displayed
suggestion.newValue	string	-	The new value of the field to for which the amend suggestion is displayed
complianceViolatingOrder.decision	object	-	Decision taken by the user for the compliance violation
complianceViolatingOrder.decision.decisionMaker	string	-	The user that made the decision
complianceViolatingOrder.decision.decisionTime	string	TIMESTAMP	The time when the decision was made
complianceViolatingOrder.decision.status	string	ENUM	The status of the taken decision: `approved`, `denied`

Approval decision

socket.send({
  "messageId": "2018-12-20_2",
  "service": "compliances",
  "action": "approval decision",
  "params": {
    "complianceViolation": {
      "complianceViolationId": "AAAF51wbsxUAAAOW",
      "seniorComment": "senior approval decision comment",
      "complianceViolatingOrders": [
        {
          "orderId": "TDbljlwbs+4AAHDM",
          "decision": {
            "decisionMaker": "illyes",
            "decisionTime": "2018-12-18T08:38:20.947111Z",
            "status": "approved"
          }
        }
      ]
    }
  }
});

This generates the following update:

{
  "messageId": "6899ec7c-94ec-420e-826e-01cf12dad18d",
  "service": "compliances",
  "event": "update",
  "params": {
    "subscriptionId": "s_1"
  },
  "data": {
    "complianceViolations": [
      {
        "complianceViolationId": "AAAF51wbsxUAAAOW",
        "state": "pending response",
        "status": "pending response",
        "initiatorUser": "TestUser3",
        "seniorComment": "senior approval decision comment",
        "complianceViolatingOrders": [
          {
            "orderId": "TDbljlwbs+4AAHDM",
            "broker": "daiwa",
            "exchange": "T",
            "side": "BUY",
            "symbol": "CS.NULL.JAPAN.T.JPY.6383",
            "quantity": 1900,
            "action": "Send",
            "violatedComplianceGroup": {
              "protocol": "Approval",
              "violatedCompliances": [
                {
                  "limitName": "Quantity",
                  "message": "The order quantity exceeds the maximum number of lots."
                }
              ]
            },
            "decision": {
              "decisionMaker": "illyes",
              "decisionTime": "2018-12-18T08:38:20.947000Z",
              "status": "approved"
            }
          }
        ]
      }
    ]
  }
}

Rate limits

Time Interval	Max. Requests
1 minute	10000
1 hour	20000
1 day	20000

If a hard limit is triggered, the originating user is notified to either cancel the order or to add the order to the Compliance Queue to await a decision from an approval user. The approval user can set a status to approved or denied and also add a comment on the approval decision (seniorComment).

Approval response

socket.send({
  "messageId": "2018-12-20_3",
  "service": "compliances",
  "action": "approval response",
  "params": {
    "complianceViolation": {
      "complianceViolationId": "AAAF51wbsxUAAAOW",
      "userComment": "user approval response comment",
      "seniorComment": "senior approval decision comment",
      "complianceViolatingOrders": [
        {
          "orderId": "TDbljlwbs+4AAHDM",
          "decision": {
            "decisionMaker": "illyes",
            "decisionTime": "2018-12-18T08:38:20.947111Z",
            "status": "approved"
          }
        }
      ]
    }
  }
});

This generates the following update:

{
  "messageId": "9696daa5-3b8f-4a72-92fc-29322c68410e",
  "service": "compliances",
  "event": "update",
  "params": {
    "subscriptionId": "s_1"
  },
  "data": {
    "complianceViolations": [
      {
        "complianceViolationId": "AAAF51wbsxUAAAOW",
        "state": "history",
        "status":"history",
        "initiatorUser": "TestUser3",
        "userComment": "user approval response comment",
        "seniorComment": "senior approval decision comment",
        "complianceViolatingOrders": [
          {
            "orderId": "TDbljlwbs+4AAHDM",
            "broker": "daiwa",
            "exchange": "T",
            "side": "BUY",
            "symbol": "CS.NULL.JAPAN.T.JPY.6383",
            "quantity": 1900,
            "action": "Send",
            "violatedComplianceGroup": {
              "protocol": "Approval",
              "violatedCompliances": [
                {
                  "limitName": "Quantity",
                  "message": "The order quantity exceeds the maximum number of lots."
                }
              ]
            },
            "decision": {
              "decisionMaker": "illyes",
              "decisionTime": "2018-12-18T08:38:20.947000Z",
              "status": "approved"
            }
          }
        ]
      }
    ]
  }
}

Rate limits

Time Interval	Max. Requests
1 minute	10000
1 hour	20000
1 day	20000

In the latter case, the approval user is notified and can then Approve or Deny a compliance limit violation. The original user can also Cancel the pending request at any time before an approval user makes a decision, thereby canceling the order and the approval request. On the approval response the user can set a comment (userComment). Here we can have both the seniorComment and the userComment (if the user does not have the auto approve rights).

In this example, the decisionMaker approved this compliance violation and the order will change to state APPR and will be registered, sent or amended

Note: In case a limit is triggered with REJECT protocol - the Limit Server sets the reject message on the seniorComment.

Borrow

Parameter	Values
service	`borrow`

The borrow service provides information on the borrow orders inside the system. The authenticated client can perform the following borrow orders actions

subscribe : the client is ready to receive updates on the borrow orders that match the subscription filter
unsubscribe : the client stops receiving updates on the borrow orders that match the subscription filter
create: create a borrow order and send it to broker

Borrow Subscription

socket.send({
  "messageId": "6b25450f-1421-4cef-b6c4-9ebed1f0fece",
  "service": "borrow",
  "action": "subscribe",
  "params": {
    "subscriptionId": "test_borrow_subscription",
    "symbolType": "tora"
  }
});

The initial borrow order image is retrieved:

// First message in the initial image
{
  "messageId": "...",
  "messageReferenceId": "6b25450f-1421-4cef-b6c4-9ebed1f0fece",
  "service": "borrow",
  "event": "update",
  "params": {
    "subscriptionId": "test_borrow_subscription"
  },
  "data": {
    "orders": [...]
  }
}

// Last message in the initial image
{
  "messageId": "...",
  "messageReferenceId": "6b25450f-1421-4cef-b6c4-9ebed1f0fece",
  "service": "borrow",
  "event": "update",
  "params": {
    "subscriptionId": "test_borrow_subscription"
  },
  "data": {
    "orders": [...],
    "isComplete": "true"
  }
}

Parameter	Values
action	`subscribe`

The client is ready to receive updates on the borrow orders that are present in the system.

Rate limits

Time Interval	Max. Requests
1 minute	10
1 hour	20
1 day	40

The maximum number of active subscriptions at any given moment that a client can have is 10.

Subscription Parameters

Parameter	Type	Format	Description
subscriptionId	string	-	Identifier for the subscription. Based on this information, a subscription can be updated or removed
symbolType	string	ENUM	Specifies the listing symbol used for this subscription. Possible values: `caspian`, `bloomberg`, `reuters`, `tora`; if missing, defaults to `tora`
filter	object	-	Instructs the borrow service to return all the orders that match this filter

Subscription Reply

Request is successful, the returned JSON is similar to:

{
  "messageId": "825254c2-b89b-4c80-96c7-74ab4d98effd",
  "messageReferenceId": "6b25450f-1421-4cef-b6c4-9ebed1f0fece",
  "service": "borrow",
  "event": "subscribe",
  "params": {
    "subscriptionId": "test_borrow_subscription",
    "symbolType": "tora"
  },
  "status": {
    "code": 0,
    "message": "Subscribe OK."
  }
}

Request is unsuccessful, the returned JSON is similar to:

{
  "messageId": "825254c2-b89b-4c80-96c7-74ab4d98effd",
  "messageReferenceId": "6b25450f-1421-4cef-b6c4-9ebed1f0fece",
  "service": "borrow",
  "event": "subscribe",
  "params": {
    "subscriptionId": "test_borrow_subscription",
    "symbolType": "tora"
  },
  "status": {
    "code": 201,
    "message": "Invalid subscription: <reason>."
  }
}

Parameter	Values
event	`subscribe`
params	The client subscription parameters
status	The status of this subscription

Borrow Unsubscribe

socket.send({
  "messageId": "6b25450f-1421-4cef-b6c4-9ebed1f0lece",
  "service": "borrow",
  "action": "unsubscribe",
  "params": {
    "subscriptionId": "test_borrow_subscription"
  }
});

Request is successful, the returned JSON is similar to:

{
  "messageId": "825254c2-b89b-4c80-96c7-74ab4d98effd",
  "messageReferenceId": "6b25450f-1421-4cef-b6c4-9ebed1f0lece",
  "service": "borrow",
  "event": "unsubscribe",
  "params": {
    "subscriptionId": "test_borrow_subscription"
  },
  "status": {
    "code": 0,
    "message": "Unsubscribe OK."
  }
}

Request is unsuccessful, the returned JSON is similar to:

{
  "messageId": "825254c2-b89b-4c80-96c7-74ab4d98effd",
  "messageReferenceId": "6b25450f-1421-4cef-b6c4-9ebed1f0lece",
  "service": "borrow",
  "event": "unsubscribe",
  "params": {
    "subscriptionId": "test_borrow_subscription"
  },
  "status": {
    "code": 201,
    "message": "Invalid unsubscribe request: <reason>."
  }
}

Parameter	Values
action	`unsubscribe`
params.subscriptionId	The subscription id for which the client doesn't need to receive any more updates

The client requests not to receive any more updates for the specified subscription.

Borrow Updates

The initial borrow order image is retrieved:

// The initial image
{
  "messageId": "bb60e356-b325-4ef3-bc5d-c75eb95697ef",
  "service": "borrow",
  "event": "update",
  "params": {
    "subscriptionId": "test_borrow_subscription"
  },
  "data": {
    "orders": [{
      "orderId": "Ww0Y42Fe/TIAABKk",
      "symbol": "CS.NULL.JAPAN.T.JPY.6298",
      "exchange": "T",
      "currency": "JPY",
      "state": "NEW",
      "brokerAccount": "C1",
      "internalAccount": "S1",
      "tradeBook": "F1",
      "broker": "ubs",
      "primeBroker": "gs",
      "originator": "user1",
      "userNote": "user+note",
      "requestedQuantity": 800,
      "rate": 0.7,
      "value": 691200,
      "lastModifiedTime": "2021-10-07T14:11:02.757000Z",
      "timestamp": "2021-10-07T14:11:02.757000Z"
      }
    ],
    "isComplete": "true"
  }
}

// Subsequent update
{
  "messageId": "db744fdb-596c-4b52-b759-16e6f291b5e4",
  "service": "borrow",
  "event": "update",
  "params": {
    "subscriptionId": "test_borrow_subscription"
  },
  "data": {
    "orders": [{
      "orderId": "Ww0Y42Fe/TIAABKk",
      "symbol": "CS.NULL.JAPAN.T.JPY.6298",
      "exchange": "T",
      "currency": "JPY",
      "state": "APPROVED",
      "brokerAccount": "C1",
      "internalAccount": "S1",
      "tradeBook": "F1",
      "broker": "ubs",
      "primeBroker": "gs",
      "originator": "user1",
      "userNote": "user+note",
      "requestedQuantity": 800,
      "rate": 0.7,
      "value": 691200,
      "lastModifiedTime": "2021-10-07T14:11:02.757000Z",
      "timestamp": "2021-10-07T14:11:02.757000Z"
      }
    ]
  }
}

Parameter	Values
event	`update`
params	The client subscription parameters
data.orders	The list of borrow orders that were updated
data.isComplete	Is set, and the value is `true` when the initial borrow orders image transfer is complete

Borrow Order Fields

Parameter	Type	Format	Description
orderId	string	UUID	Order identifier for the borrow order
clientOrderId	string	-	The client order identifier
symbol	string	-	Instrument symbol for the borrow order
exchange	string	-	Provides the borrow order exchange
currency	string	-	Provides the order currency
state	string	ENUM	Provides the order state : `NEW`, `PENDING`, `APPROVED`, `REJECTED`, `APPROVED_QUANTITY_CHANGED`, `APPROVED_PRICE_CHANGED`, `CANCELLED`, `PENDING_CANCEL`
orderType	string	ENUM	Type of this order: `NORMAL`, `AUTO-APPROVE`, `UNSOLICITED`, `MANUAL`
requestedQuantity	number	DEC	Requested borrow quantity
approvedQuantity	number	DEC	Approved borrow quantity
rate	number	DEC	Borrow rate
value	number	DEC	Borrow value
brokerAccount	string	-	Indicates the specified account a client has at a certain broker
internalAccount	string	-	Indicates the internal account selected for this order
tradeBook	string	-	Indicates the specified tradebook for this order
broker	string	-	Provides the order broker
primeBroker	string	-	Provides the order prime broker
originator	string	-	Provides the originator
decider	string	-	Provides the decider
brokerNote	string	-	Provides the broker note
userNote	string	-	Provides the user note
allocationMethod	string	-	Specified allocation method for this order; can be either the predefined allocation method name, or it can be a custom allocation string
groupingId	string	-	Grouping identifier for orders that are part of a group
groupingType	string	-	Grouping type for orders that are part of a group; possible values: `PAIR`, `CROSS`, `AGGREGATION`
syntheticsFlag	string	Provides synthetic flag
extraFields	object	-	Extra information for this borrow order
timestamp	string	TIMESTAMP	Borrow order timestamp
executionTimestamp	string	TIMESTAMP	Execution time
lastModifiedTime	string	TIMESTAMP	Last modified time
isDeleted	boolean	-	Indicated whether this borrow was removed from the system

Subscription filters

Subscribe for all borrow orders:

socket.send({
  "messageId": "7e4bcc3c-8018-4f70-b6fa-f5a94fb077c3",
  "service": "borrow",
  "action": "subscribe",
  "params": {
    "subscriptionId": "test_borrow_subscription - all orders",
    "symbolType": "tora"
  }
});

All borrow orders are retrieved:

{
  "messageId": "...",
  "messageReferenceId": "7e4bcc3c-8018-4f70-b6fa-f5a94fb077c3",
  "service": "borrow",
  "event": "update",
  "params": {
    "subscriptionId": "test_borrow_subscription - all orders"
  },
  "data": {
    "orders": [...]
  }
}

Subscribe for specific order:

socket.send({
  "messageId": "4f4cc9ac-94f4-48b4-a2e2-ccad8cc8cbbb",
  "service": "borrow",
  "action": "subscribe",
  "params": {
    "subscriptionId": "test_borrow_subscription - specific borrow orders",
    "symbolType": "tora",
    "filter": {
      "orderId": "someOrderId"
    }
  }
});

All orders are retrieved:

{
  "messageId": "...",
  "messageReferenceId": "4f4cc9ac-94f4-48b4-a2e2-ccad8cc8cbbb",
  "service": "borrow",
  "event": "update",
  "params": {
    "subscriptionId": "test_borrow_subscription - specific borrow orders"
  },
  "data": {
    "orders": [...]
  }
}

Filter Parameter	Values
orderId	Instructs the borrow service to return specific order

Borrow Create

Use the create action and specify the required borrow order fields

socket.send({
  "messageId": "2021-11-28_1",
  "service": "borrow",
  "action": "create",
  "params": {
    "order": {
      "clientOrderId": "order_2021-11-28_1",
      "symbol": "CS.NULL.JAPAN.T.JPY.6758",
      "symbolType": "tora",
      "requestedQuantity": 2000,
      "broker": "bnp",
      "brokerAccount": "LongShort"
    }
  }
});

The borrow order is created and sent

{
  "messageId": "ba72e7e5-eced-4ad5-827f-f57f5469c129",
  "service": "borrow",
  "event": "create",
  "messageReferenceId": "2021-11-28_1",
  "data": {
    "orderId": "AAEWu1vsKJYAAABY"
  },
  "status": {
    "code": 0,
    "message": "Ok"
  }
}

Rate limits

Time Interval	Max. Requests
1 minute	2500
1 hour	5000
1 day	5000

Parameter	Values
action	`create`
params.clientOrderId	Client specified order ID, useful for identifying the order on the client side (mandatory)
params.symbol	Instrument symbol this order (mandatory)
params.symbolType	Specifies the listing symbol used (mandatory)
params.requestedQuantity	The amount of shares to borrow (mandatory)
params.broker	The borrow broker to send the order to (mandatory)
params.primeBroker	The prime broker (mandatory)
params.brokerAccount	The account used (mandatory)
params.internalAccount	The account used (optional)
params.tradeBook	The account used (optional)
params.rate	The requested borrow rate in bps (optional)
params.userNote	User comment (optional)
params.manual	Indicate to create a manual order (boolean, optional)

Strategies

Parameter	Values
service	`order-strategy`

The order-strategy service provides information on the strategy of orders inside the system. The authenticated client can perform the following strategy orders actions

subscribe : the client is ready to receive updates on the strategy of orders that match the subscription filter
unsubscribe : the client stops receiving updates on the strategy of orders that match the subscription filter

The updates sent by order-strategy services can be joined with the updates from orders services using the following fields from strategy status updates: orderId, parentId and clientOrderId.

Strategy Subscription

socket.send({
  "messageId": "6b25450f-1421-4cef-b6c4-9ebed1f0fece",
  "service": "order-strategy",
  "action": "subscribe",
  "params": {
    "subscriptionId": "test_strategy_subscription"
  }
});

The initial strategy of order image is retrieved:

// First message in the initial image
{
  "messageId": "...",
  "messageReferenceId": "6b25450f-1421-4cef-b6c4-9ebed1f0fece",
  "service": "order-strategy",
  "event": "update",
  "params": {
    "subscriptionId": "test_strategy_subscription"
  },
  "data": {
    "strategies": [...]
  }
}

// Last message in the initial image
{
  "messageId": "...",
  "messageReferenceId": "6b25450f-1421-4cef-b6c4-9ebed1f0fece",
  "service": "order-strategy",
  "event": "update",
  "params": {
    "subscriptionId": "test_strategy_subscription"
  },
  "data": {
    "strategies": [...],
    "isComplete": "true"
  }
}

Parameter	Values
action	`subscribe`

The client is ready to receive updates on the strategy of orders that are present in the system.

Rate limits

Time Interval	Max. Requests
1 minute	10
1 hour	20
1 day	40

The maximum number of active subscriptions at any given moment that a client can have is 10.

Subscription Parameters

Parameter	Type	Format	Description
subscriptionId	string	-	Identifier for the subscription. Based on this information, a subscription can be updated or removed

Subscription Reply

Request is successful, the returned JSON is similar to:

{
  "messageId": "825254c2-b89b-4c80-96c7-74ab4d98effd",
  "messageReferenceId": "6b25450f-1421-4cef-b6c4-9ebed1f0fece",
  "service": "order-strategy",
  "event": "subscribe",
  "params": {
    "subscriptionId": "test_strategy_subscription"
  },
  "status": {
    "code": 0,
    "message": "Subscribe OK."
  }
}

Request is unsuccessful, the returned JSON is similar to:

{
  "messageId": "825254c2-b89b-4c80-96c7-74ab4d98effd",
  "messageReferenceId": "6b25450f-1421-4cef-b6c4-9ebed1f0fece",
  "service": "order-strategy",
  "event": "subscribe",
  "params": {
    "subscriptionId": "test_strategy_subscription"
  },
  "status": {
    "code": 201,
    "message": "Invalid subscription: <reason>."
  }
}

Parameter	Values
event	`subscribe`
params	The client subscription parameters
status	The status of this subscription

Strategy Unsubscribe

socket.send({
  "messageId": "6b25450f-1421-4cef-b6c4-9ebed1f0lece",
  "service": "order-strategy",
  "action": "unsubscribe",
  "params": {
    "subscriptionId": "test_strategy_subscription"
  }
});

Request is successful, the returned JSON is similar to:

{
  "messageId": "825254c2-b89b-4c80-96c7-74ab4d98effd",
  "messageReferenceId": "6b25450f-1421-4cef-b6c4-9ebed1f0lece",
  "service": "order-strategy",
  "event": "unsubscribe",
  "params": {
    "subscriptionId": "test_strategy_subscription"
  },
  "status": {
    "code": 0,
    "message": "Unsubscribe OK."
  }
}

Request is unsuccessful, the returned JSON is similar to:

{
  "messageId": "825254c2-b89b-4c80-96c7-74ab4d98effd",
  "messageReferenceId": "6b25450f-1421-4cef-b6c4-9ebed1f0lece",
  "service": "order-strategy",
  "event": "unsubscribe",
  "params": {
    "subscriptionId": "test_strategy_subscription"
  },
  "status": {
    "code": 201,
    "message": "Invalid unsubscribe request: <reason>."
  }
}

Parameter	Values
action	`unsubscribe`
params.subscriptionId	The subscription id for which the client doesn't need to receive any more updates

The client requests not to receive any more updates for the specified subscription.

Strategy Status Updates

The initial strategy status of order image is retrieved:

// The initial image
{
  "messageId": "bb60e356-b325-4ef3-bc5d-c75eb95697ef",
  "service": "order-strategy",
  "event": "update",
  "params": {
    "subscriptionId": "test_strategy_subscription"
  },
  "data": {
    "strategies": [{
        "orderId": "Rmrzd2GbPi4AABWC",
        "clientOrderId": "externalID_1",
        "parentId": "Fmrzd3GbOl4AACWD",
        "name": "TIMED_ORDER",
        "state": "SCHEDULED"
      }
    ],
    "isComplete": "true"
  }
}

// Subsequent update
{
  "messageId": "db744fdb-596c-4b52-b759-16e6f291b5e4",
  "service": "order-strategy",
  "event": "update",
  "params": {
    "subscriptionId": "test_strategy_subscription"
  },
  "data": {
    "strategies": [{
        "orderId": "Rmrzd2GbPi4AABWC",
        "clientOrderId": "externalID_1",
        "parentId": "Fmrzd3GbOl4AACWD",
        "name": "TIMED_ORDER",
        "state": "EXECUTED"
      }
    ]
  }
}

Parameter	Values
event	`update`
params	The client subscription parameters
data.strategies	The list of strategy status that were updated
data.isComplete	Is set, and the value is `true` when the initial strategy status image transfer is complete

Strategy Status Fields

Parameter	Type	Format	Description
orderId	string	UUID	Order identifier. It is always sent on strategy status updates.
clientOrderId	string	-	The client order identifier
parentId	string	UUID	If the order is a child order, this will hold the parent order identifier. It is sent only when the strategy is from a child order.
name	string	-	Provides the name of the strategy
details	string	-	Provides the reason message when a strategy failed.
state	string	ENUM	Provides the state of strategy : `SCHEDULED`, `IN_PROGRESS`, `EXECUTED`, `EXECUTED_REPEATING`, `FAILED`, `CANCELED`

Subscription filters

Subscribe for the status of all strategies from all orders:

socket.send({
  "messageId": "7e4bcc3c-8018-4f70-b6fa-f5a94fb077c3",
  "service": "order-strategy",
  "action": "subscribe",
  "params": {
    "subscriptionId": "test_strategy_subscription - all strategies"
  }
});

The status of all strategies from all orders are retrieved:

{
  "messageId": "...",
  "messageReferenceId": "7e4bcc3c-8018-4f70-b6fa-f5a94fb077c3",
  "service": "order-strategy",
  "event": "update",
  "params": {
    "subscriptionId": "test_strategy_subscription - all strategies"
  },
  "data": {
    "strategies": [...]
  }
}

Subscribe a strategy status for a specific order:

socket.send({
  "messageId": "4f4cc9ac-94f4-48b4-a2e2-ccad8cc8cbbb",
  "service": "order-strategy",
  "action": "subscribe",
  "params": {
    "subscriptionId": "test_strategy_subscription - specific strategy orders",
    "symbolType": "tora",
    "filter": {
      "orderId": "someOrderId"
    }
  }
});

All orders are retrieved:

{
  "messageId": "...",
  "messageReferenceId": "4f4cc9ac-94f4-48b4-a2e2-ccad8cc8cbbb",
  "service": "order-strategy",
  "event": "update",
  "params": {
    "subscriptionId": "test_strategy_subscription - specific strategy orders"
  },
  "data": {
    "strategies": [...]
  }
}

Filter Parameter	Values
orderId	Instructs the order-strategy service to return the strategy status of a specific order

Algo Definitions

Parameter	Values
service	`algo`

The algo service provides information about the definitions of algo strategies, exactly as it is given in the FIXatdl file provided by the broker. The authenticated client can perform the algo actions detailed below:

algo strategies search: the client wants to receive all algo strategies that match the specified parameters
algo details search: the client wants to receive details regarding the algo strategy and/or parameter that match the specified parameters

Additionally, a step-by-step guide showing how an algo order can be created through the API using the information received by querying the algo service can be found in the Algo order creation section.

Algo Strategies Search

Parameter	Values
action	`get-algo-strategies`

Rate limits

Time Interval	Max. Requests
1 minute	2500
1 hour	5000
1 day	5000

Algo Strategies Search Parameters

socket.send({
  "messageId": "825254c2-b89b-4c80-96c7-54ab4d98egfd",
  "service": "algo",
  "action": "get-algo-strategies",
  "params": {
    "symbol": "CS.NULL.JAPAN.T.JPY.6298",
    "symbolType": "tora",
    "broker": "brkName"
  }
});

Parameter	Type	Format	Description
symbol	string	-	Instructs the algo service to use this symbol for the algo strategies lookup.
symbolType	string	-	Specifies the listing symbol used for this action. Possible values: caspian, bloomberg, reuters, tora; if missing, defaults to tora
broker	string	-	Instructs the algo service to use this broker for the algo strategies lookup.

Algo Strategies Search Reply

Request is successful, the returned JSON is similar to:

{
  "messageId": "675a3226-c820-4d08-8dcf-87fbfa93cfd7",
  "service": "algo",
  "event": "get-algo-strategies",
  "messageReferenceId": "825254c2-b89b-4c80-96c7-54ab4d98egfd",
  "data": {
    "strategies": [
      "CLICK",
      "CLOSE",
      "CUSTOM",
      "ICEBERG",
      "IS",
      "PARTICIPATE",
      "STOPLOSS",
      "TWAP",
      "VWAP"
     ]
  },
  "status": {
    "code": 0,
    "message": "Ok"
  }
}

Parameter	Type	Format	Description
strategies	list	-	The list of algo strategies available for the client.

Algo Details Search

Parameter	Values
action	`get-algo-details`

Rate limits

Time Interval	Max. Requests
1 minute	2500
1 hour	5000
1 day	5000

Algo Details Search Parameters

socket.send({
  "messageId": "825254c2-b89b-4c80-96c7-74ab4d98egfd",
    "service": "algo",
    "action": "get-algo-details",
    "params": {
      "symbol": "CS.NULL.JAPAN.T.JPY.6298",
      "symbolType": "tora",
      "broker": "brkName",
      "algoStrategy": "AQUA"
    }
});

Parameter	Type	Format	Description
symbol	string	-	Instructs the algo service to use this symbol for the algo strategies lookup.
symbolType	string	-	Specifies the listing symbol used for this action. Possible values: `caspian`, `bloomberg`, `reuters`, `tora`; if missing, defaults to `tora`
broker	string	-	Instructs the algo service to use this broker for the algo strategies lookup.
algoStrategy	string	-	The name of the algo strategy that you want details for. If missing, details regarding all algo strategies will be returned. (optional)
algoField	string	-	The name of the algo field that you want details for. If missing, details regarding all algo fields will be returned. (optional)

Algo Details Search Reply

Request is successful, the returned JSON is similar to:

{
  "messageId": "bd07285c-a8e3-49de-9bcd-ae05941d30d2",
  "service": "algo",
  "event": "get-algo-details",
  "messageReferenceId": "825254c2-b89b-4c80-96c7-74ab4d98egfd",
  "data": {
    "strategyTag": 8031,
    "strategies": [
      {
        "algoStrategy": "AQUA",
        "algoStrategyFilters": {
          "regions": {
            "included": [
              {
                "region": "AsiaPacificJapan",
                "included": [
                    "JP",
                    "HK"
                ],
                "excluded": []
              }
            ],
            "excluded": []
          },
          "securityTypes": {
            "included": [
              "CS"
            ],
            "excluded": []
          }
        },
        "algoFields": [
          {
            "algoField": "Visibility",
            "fixTag": "8141",
            "type": "number",
            "valueMappings": [
              {
                "value": "{NULL}",
                "uiValue": ""
              },
              {
                "value": "2",
                "uiValue": "Visible"
              },
              {
                "value": "1",
                "uiValue": "Not Visible"
              }
            ],
            "required": false,
            "immutableOnExchangeSide": true
          },
          {
            "algoField": "DeliverToLocationID",
            "fixTag": "145",
            "type": "number",
            "required": false,
            "immutableOnExchangeSide": false,
            "constantValue": 101
          },
          {
            "algoField": "StartTime",
            "fixTag": "168",
            "type": "string",
            "required": false,
            "immutableOnExchangeSide": false
          },
          {
            "algoField": "OffsetLast",
            "fixTag": "8215",
            "type": "number",
            "required": false,
            "immutableOnExchangeSide": false,
            "minValue": 0,
            "maxValue": 5
          },
          {
            "algoField": "DeliverToLocationID",
            "fixTag": "145",
            "type": "number",
            "required": false,
            "immutableOnExchangeSide": false,
            "constantValue": 101
          }
        ]
      }
    ]
  },
  "status": {
    "code": 0,
    "message": "Ok"
  }
}

Parameter	Type	Format	Description
strategyTag	number	INT	The fix tag by which the algo strategies can be identified.
strategies	list	-	The list of algo strategies details.
algoStrategy	string	-	The name of the algo strategy.
algoStrategyFilters	object	-	The filters of an algo strategy.
regions	object	-	Locations as defined by the provider. Used to declare the regions where the algo strategy is supported. The absence of any regions implies that the strategy is valid for all regions. Possible values for region elements (under include/exclude fields): `TheAmericas`, `EuropeMiddleEastAfrica`, `AsiaPacificJapan`.
securityTypes	object	-	Valid security types of algo strategy. The absence of any security types implies that the strategy is valid for all markets. Possible values of security type element (under include / exclude fields): `CS`, `FUT`, `OPT`, `SPR`, `FX`, `FWD`, `SWP`, `IDX`, `CB`, `WAR`, `PS`, `FI`, `OTC`, `CCY`, `PSW`, `MRG`, `BKT`.
included	list	-	An array of included regions / country codes (ISO 3166-1 alpha-2 code for the countries) / securityTypes.
excluded	list	-	An array of excluded regions / country codes (ISO 3166-1 alpha-2 code for the countries) / securityTypes.
algoFields	list	-	A list of algo parameters defined on that algo strategy. The timezone of timestamp parameters is GMT.
algoField	string	-	The name of the algo parameter.
fixTag	string	-	The FIX tag of the algo parameter.
type	string	ENUM	The type of the algo parameter. Possible values: `string`, `number`, `boolean`.
required	boolean	-	A flag that marks whether the algo parameter is mandatory or not.
immutableOnExchangeSide	boolean	-	A flag that marks whether the value of the algo parameter can be changed or not after it is sent to the exchange.
constantValue	-	-	The constant value of the algo parameter; can be of any type.
minValue	-	-	The minimum value of the algo parameter; can be of any type.
maxValue	-	-	The maximum value of the algo parameter; can be of any type.
valueMappings	list	-	The mappings between the value of the algo parameter and the corresponding UI value.
value	string	-	The value of the algo parameter.
uiValue	string	-	The UI value of algo parameter.
timezone	string	-	Used to specify the time zone of an algo parameter with type date.
format	string	-	Used to specify the time format of an algo parameter with type date.
precision	number	INT	The number of digits to the right of the decimal point of an algo parameter.

Algo Order Creation

In order to create an algo order through the API, you need to determine the algo parameters for the order and pass this information to the service responsible for creating orders. This can be achieved by building and setting the broker specific ATDL string on the workBrkSpecATDL field on the JSON order which is sent to the order service.

Given that you have selected a product and a broker, the following steps show the procedure of creating an algo order:

Request the set of available algo strategies for the required product and broker by querying the algo service, using the get-algo-strategies action.
Select a strategy from the list of available algo strategies given in the response of the request from the previous step.
Request the information regarding the algo parameters defined for the selected strategy by querying the algo service, using the get-algo-details action.
Select the relevant algo parameters defined for that strategy (mandatory parameters and parameters that are relevant for your order) and assign values to them, keeping in mind their constraints (min. value, max. value, increment, format, etc.).
Build the broker specific ATDL string using the information determined at the previous step.

This string can be built in the following way:

for each algo field that you have selected, create a string having the format fixTag:value, where fixTag is the value of the fixTag field for the current algo field specified in the response of the get-algo-details request, and the value is the value that you have assigned to it;
similar to the previous step, create a string having the same format by using the value from the strategyTag field as the fixTag and the name of the strategy as the value;
create a string by joining all of the strings determined above using a semicolon, and also end the string with a semicolon.

Finally, you can create an order using the order service and pass the previously built string on the workBrkSpecATDL field, as well as the chosen algo strategy on the algoStrategy field.

Example

To make this procedure clearer, we'll demonstrate the above algorithm by presenting a concrete example of placing an algo order. We'll assume that the client is already authenticated and has selected a product and a broker to which the order should be sent.

1. Get the available algo strategies

The first step is to query the available algo strategies for the product and broker combination, so we need to send a request using the get-algo-strategies action. More details regarding this action can be found in its own section.

Request sent through the API to query for available strategies:

{
    "messageId": "id_2",
    "service": "algo",
    "action": "get-algo-strategies",
    "params": {
        "symbol": "CS.NULL.JAPAN.T.JPY.6298",
        "symbolType": "tora",
        "broker": "baml"
    }
}

The API will return the list of available strategies for the given product and broker combination, for example:

{
  "messageId": "0957d7e3-bcb4-4210-ab11-30e6bff6f4ca",
  "service": "algo",
  "event": "get-algo-strategies",
  "messageReferenceId": "id_2",
  "data": {
    "strategies": [
      "BLOCKSEEKER",
      "CUSTOM1",
      "CUSTOM2",
      "CUSTOM3",
      "CUSTOM4",
      "DMA",
      "DYNAMIC",
      "GETDONE",
      "INSTINCT",
      "IS",
      "MOSAICALGO",
      "POV",
      "PiAlgo",
      "QMOC",
      "SMA",
      "TAGALGO",
      "TWAP",
      "VWAP"
    ]
  },
  "status": {
    "code": 0,
    "message": "Ok"
  }
}

2. Select a strategy and get its algo fields definitions

The next thing that we have to do is choose one of the previously received strategies and query the details regarding its defined algo parameters using the get-algo-details action. More details regarding this action can be found in its own section.

In this example, we'll pick the VWAP strategy and query its details using the request below:

{
    "messageId": "id_3",
    "service": "algo",
    "action": "get-algo-details",
    "params": {
        "symbol": "CS.NULL.JAPAN.T.JPY.6298",
        "symbolType": "tora",
        "broker": "baml",
        "algoStrategy": "VWAP"
    }
}

The API will return the list of defined parameters along with their details for the given strategy. In this example, the API sent the following response:

{
  "messageId": "9a81a45b-672b-4594-92db-579d28e13233",
  "service": "algo",
  "event": "get-algo-details",
  "messageReferenceId": "id_3",
  "data": {
    "strategyTag": 6401,
    "strategies": [
      {
        "algoStrategy": "VWAP",
        "algoStrategyFilters": {
          "regions": {
            "included": [
              {
                "region": "AsiaPacificJapan"
              }
            ]
          },
          "securityTypes": {
            "included": [
              "CS"
            ]
          }
        },
        "algoFields": [
          {
            "algoField": "TargetSubID",
            "fixTag": "57",
            "type": "string",
            "required": true,
            "immutableOnExchangeSide": true,
            "constantValue": "ALGO"
          },
          {
            "algoField": "StartTime",
            "fixTag": "6168",
            "type": "string",
            "required": false,
            "immutableOnExchangeSide": false,
            "formats": [
              "yyyyMMdd-HH:mm:ss",
              "yyyyMMdd-HH:mm:ss.SSS"
            ]
          },
          {
            "algoField": "SpeedPrice",
            "fixTag": "6410",
            "type": "number",
            "required": false,
            "immutableOnExchangeSide": false,
            "precision": 2,
            "minValue": 0.01,
            "maxValue": 99999999.9999
          },
          {
            "algoField": "Custom",
            "fixTag": "6960",
            "type": "string",
            "required": false,
            "immutableOnExchangeSide": false
          },
          {
            "algoField": "AuctionParticipation",
            "fixTag": "6412",
            "type": "string",
            "valueMappings": [
              {
                "value": "B",
                "uiValue": "AM Open"
              },
              {
                "value": "A",
                "uiValue": "PM Close"
              },
              {
                "value": "{NULL}",
                "uiValue": "Both"
              },
              {
                "value": "AB",
                "uiValue": "None"
              }
            ],
            "required": false,
            "immutableOnExchangeSide": false
          },
          {
            "algoField": "SpeedUpToOrderPct",
            "fixTag": "6511",
            "type": "number",
            "required": false,
            "immutableOnExchangeSide": false,
            "minValue": 1,
            "maxValue": 100
          },
          {
            "algoField": "GetDonePrice",
            "fixTag": "6961",
            "type": "number",
            "required": false,
            "immutableOnExchangeSide": false,
            "precision": 4,
            "minValue": 0
          },
          {
            "algoField": "SpeedUpTargetPct",
            "fixTag": "6411",
            "type": "number",
            "required": false,
            "immutableOnExchangeSide": false,
            "minValue": 1,
            "maxValue": 100
          },
          {
            "algoField": "BlockEligible",
            "fixTag": "8131",
            "type": "number",
            "valueMappings": [
              {
                "value": "{NULL}",
                "uiValue": "unchecked"
              },
              {
                "value": "100",
                "uiValue": "checked"
              }
            ],
            "required": false,
            "immutableOnExchangeSide": false
          },
          {
            "algoField": "EndTime",
            "fixTag": "126",
            "type": "string",
            "required": false,
            "immutableOnExchangeSide": false,
            "formats": [
              "yyyyMMdd-HH:mm:ss",
              "yyyyMMdd-HH:mm:ss.SSS"
            ]
          },
          {
            "algoField": "MaxPctVol",
            "fixTag": "6403",
            "type": "number",
            "required": false,
            "immutableOnExchangeSide": false,
            "minValue": 1,
            "maxValue": 100
          },
          {
            "algoField": "ShowHT",
            "fixTag": "8208",
            "type": "string",
            "valueMappings": [
              {
                "value": "{NULL}",
                "uiValue": "unchecked"
              },
              {
                "value": "HT",
                "uiValue": "checked"
              }
            ],
            "required": false,
            "immutableOnExchangeSide": false
          },
          {
            "algoField": "GetDonePct",
            "fixTag": "6967",
            "type": "number",
            "required": false,
            "immutableOnExchangeSide": false,
            "minValue": 1,
            "maxValue": 100
          },
          {
            "algoField": "Urgency",
            "fixTag": "6408",
            "type": "string",
            "valueMappings": [
              {
                "value": "L",
                "uiValue": "Low"
              },
              {
                "value": "M",
                "uiValue": "Medium"
              },
              {
                "value": "H",
                "uiValue": "High"
              }
            ],
            "required": true,
            "immutableOnExchangeSide": false
          }
        ]
      }
    ]
  },
  "status": {
    "code": 0,
    "message": "Ok"
  }
}

3. Select the algo fields and assign values to them

The next step is to pick the fields which are relevant for our use case and assign values to them, keeping in mind their restrictions. For example:

StartTime and EndTime have a set of possible formats.
For fields which contain valueMappings, we should use the value when building the broker specific ATDL string, since the uiValue is just the associated value shown in a UI.

For this example, we'll consider the following field assignments:

GetDonePrice (fixTag 6961): 1900.0
StartTime (fixTag 6168): 20230214-16:31:23 (we'll use the yyyyMMdd-HH:mm:ss format)
EndTime (fixTag 126): 20230214-18:31:23 (we'll use the yyyyMMdd-HH:mm:ss format)
Urgency (fixtag 6408): M (Mediium:M, High: H and Low:L)

4. Build the `workBrkSpecATDL` string

Now that we have the fields which we want to set on the algo order as well as their fixTags and values, we can build the broker specific ATDL. First we need to concatenate each fixTag with its assigned value, so we have:

6961:1900.0
6168:20230215-13:31:23
126:20230215-14:31:23
6408:M

Then, we have to do the same for the strategyTag and name of the strategy, so we'll have 6401:VWAP.

The last step in building the ATDL string is to join all of these values together with semicolons and also end the string with a semicolon, and in this case the result will be: 8031:STOPLOSS;8099:25.0;168:20221110-16:31:23;11007:0;.

5. Send the algo order

Finally, we have reached the point where we can actually send the order to the API using the order service. What we need to do beside the usual information is pass the ATDL string onto the workBrkSpecATDL field on the JSON message and the chosen strategy on the algoStrategy field, and we'll have an order register message similar to the one below:

{
    "messageId": "id_6",
    "service": "orders",
    "action": "register",
    "params": {
        "order": {
            "clientOrderId": "clOrdId_6",
            "symbol": "7203.T",
            "symbolType": "reuters",
            "quantity": 2000,
            "side": "BUY",
            "limitPrice": "0.0",
            "brokerAccount": "TestAccount1",
            "broker": "baml",
            "orderType": "BAML_ATDL",
            "workBrkSpecATDL": "6401:1;6408:M;6168:20230215-13:31:23;126:20230215-14:31:23;6961:1900.0",
            "algoStrategy": "VWAP",
            "condition": "WORKED"
        }
    }
}

In order to check that the order has been correctly sent to the system, we may subscribe for order updates, in which case we'll receive an update regarding the order that we've just registered.

Among the fields sent in the update message for the broker, we can specifically look at workATDLDescription and workBrkSpecATDL:

"workATDLDescription": "Strategy:VWAP;Version:4.3.8BA-3.7;Urgency:Medium;StartTime:20230215-22:31:23;EndTime:20230215-23:31:23;GetDonePrice:1900.0"
"workBrkSpecATDL": "6401:1;9682:4.3.8BA-3.7;57:ALGO;6408:M;6168:20230215-13:31:23;126:20230215-14:31:23;6961:1900.0;"

We can see that these strings contain all the fields that we've manually set, as well as the constant value fields.

Quotes

Parameter	Values
service	`quotes`

The quotes service enables users to stay updated on RFQs (Request for Quotes) within the system. It also provides the ability to request or cancel RFQs. Authenticated clients can perform the following actions related to quotes:

subscribe: Clients can subscribe to updates on quotes that match the subscription filter.
unsubscribe: Clients can stop receiving updates on quotes that match the subscription filter.

Quotes Subscription

socket.send({
  "messageId": "246e9661e880-24f40-186fcd5a312-2690",
  "service": "quotes",
  "action": "subscribe",
  "params": {
    "subscriptionId":"test_quotes_subscription"
  }
});

//  Clients will receive any available updates on quotes requested by other means as well.
//  Initial ack to subscription
{
  "messageId": "1398340c-ec9d-4768-a01d-77f57c4a223f",
  "service": "quotes",
  "event": "subscribe",
  "messageReferenceId": "246e9661e880-24f40-186fcd5a312-2690",
  "params": {
    "subscriptionId": "test_quotes_subscription"
  },
  "status": {
    "code": 0,
    "message": "Ok"
  }
}

// First message in the initial image
{
  "messageId": "23efc6b6-cef0-4d49-b7d6-1a749074bc29",
  "service": "quotes",
  "event": "update",
  "params": {
    "subscriptionId": "test_quotes_subscription"
  },
  "data": {
    "quotes": [...]
  }
}

// Last message in the initial image
{
  "messageId": "23efc6b6-cef0-4d49-b7d6-1a749074bc29",
  "service": "quotes",
  "event": "update",
  "params": {
    "subscriptionId": "test_quotes_subscription"
  },
  "data": {
    "quotes": [...],
    "isComplete": "true"
  }
}

Clients can receive updates on RFQs by subscribing to the quotes service:

Parameter	Values
action	`subscribe`

By setting the action parameter to "subscribe", the client is indicating that it's ready to receive updates on requested quotes or active quotes.

Rate limits

Time Interval	Max. Requests
1 minute	10
1 hour	20
1 day	40

The maximum number of active subscriptions at any given moment that a client can have is 10.

Quotes Subscription Parameters

Parameter	Type	Format	Description
subscriptionId	string	-	An identifier for the subscription. This ID can be used to update or remove the subscription.
filter	object	-	This filter instructs the quotes service to return only those quotes that match the specified criteria.

Subscription filters

Subscribe for all Quotes, no filter:

socket.send({
  "messageId": "246e9661e880-24f40-186fcd5a312-2690",
  "service": "quotes",
  "action": "subscribe",
  "params": {
    "subscriptionId":"test_quotes_subscription"
  }
});

Updates on all RFQ requested are retrieved, even those requested outside WebsSocket API:

{
  "messageId": "23efc6b6-cef0-4d49-b7d6-1a749074bc29",
  "service": "quotes",
  "event": "update",
  "params": {
    "subscriptionId": "test_quotes_subscription"
  },
  "data": {
    "quotes": [...]
  }
}

Subscribe for specific clientRequestId:

socket.send({
  "messageId": "246e9661e880-24f40-186fcd5a312-2690",
  "service": "quotes",
  "action": "subscribe",
  "params": {
    "subscriptionId":"test_quotes_subscription",
    "filter": {
      "clientRequestId": "specificClientRequestId"
    }
  }
});

Updates on the specific client request id specified by the filter are received

{
  "messageId": "...",
  "service": "quotes",
  "event": "update",
  "params": {
  "subscriptionId": "test_quotes_subscription"
},
  "data": {
  "quotes": [
    {
      "clientRequestId": "specificClientRequestId",
      "requestId": "...",
      "offerQuoteID": "..",
      "bidQuoteID": "..",
      "timestamp": ..,
      "tradedCCY": "..",
      "broker": "..",
      "isCancel": false,
      "isTradable": false
    }
  ]
}
}

Filter Parameter	Values
clientRequestId	Instructs the quote service to receive updates on specific quotes that match the specified clientRequestId.

Quotes Subscription Reply

If the subscription request is successful, the JSON response will be similar to:

// Request is successful, the returned JSON is similar to:
{
  "messageId": "1398340c-ec9d-4768-a01d-77f57c4a223f",
  "service": "quotes",
  "event": "subscribe",
  "messageReferenceId": "246e9661e880-24f40-186fcd5a312-2690",
  "params": {
    "subscriptionId": "test_quotes_subscription"
  },
  "status": {
    "code": 0,
    "message": "Ok"
  },
  "filter": {
    "clientRequestId": "clientRequestId"
  }
}

// Request is unsuccessful, the returned JSON is similar to:
{
  "messageId": "1398340c-ec9d-4768-a01d-77f57c4a223f",
  "service": "quotes",
  "event": "subscribe",
  "messageReferenceId": "246e9661e880-24f40-186fcd5a312-2690",
  "params": {
    "subscriptionId": "test_quotes_subscription"
  },
  "status": {
    "code": 201,
    "message": "Invalid subscription: <reason>."
  }
}

Parameter	Values
event	`subscribe`
params	The client subscription parameters
status	The status of this subscription

Quotes unsubscribe

socket.send({
  "messageId": "6b25450f-1421-4cef-b6c4-9ebed1f0lece",
  "service": "quotes",
  "action": "unsubscribe",
  "params": {
    "subscriptionId": "test_quotes_subscription"
  }
});

// If the unsubscribe request is successful, the JSON response will be similar to:
{
  "messageId": "825254c2-b89b-4c80-96c7-74ab4d98effd",
  "messageReferenceId": "6b25450f-1421-4cef-b6c4-9ebed1f0lece",
  "service": "quotes",
  "event": "unsubscribe",
  "params": {
    "subscriptionId": "test_quotes_subscription"
  },
  "status": {
    "code": 0,
    "message": "Unsubscribe OK."
  }
}

// Request is unsuccessful, the returned JSON is similar to:
{
  "messageId": "825254c2-b89b-4c80-96c7-74ab4d98effd",
  "messageReferenceId": "6b25450f-1421-4cef-b6c4-9ebed1f0lece",
  "service": "quotes",
  "event": "unsubscribe",
  "params": {
    "subscriptionId": "test_quotes_subscription"
  },
  "status": {
    "code": 201,
    "message": "Invalid unsubscribe request: <reason>."
  }
}

Parameter	Values
action	`unsubscribe`
params.subscriptionId	The subscription ID for which the client no longer wishes to receive updates.

By setting the action parameter to "unsubscribe" and providing the appropriate subscription ID in the params object, the client requests to stop receiving updates for the specified subscription.

Quote Updates

First update will retrieve the initial quote image.

// The initial image
{
  "messageId": "23efc6b6-cef0-4d49-b7d6-1a749074bc29",
  "service": "quotes",
  "event": "update",
  "params": {
    "subscriptionId": "test_quotes_subscription"
  },
  "data": {
    "quotes": [
      {
        "messageId": "3620ec49-fc66-4e28-b734-cf65c0e56329",
        "service": "quotes",
        "event": "update",
        "params": {
          "subscriptionId": "test_quotes_subscription"
        },
        "data": {
          "quotes": [
            {
              "dealerName": "ZBBI",
              "requestId": "AAABKWQPWSYAABQR",
              "offerQuoteID": "1166200000000820001-65339872071|1166200000000820001|KEYTDOBG63268411996502403",
              "bidQuoteID": "1166200000000820001-65339872071|1166200000000820001|KEYTDOBG63268411996502403",
              "timestamp": 1678730939,
              "provider": "ZBBI",
              "tradedCCY": "CZK",
              "validUntilTime": 1678731060,
              "broker": "ebs",
              "isCancel": false,
              "isTradable": true,
              "quantity": 10000,
              "settlementDate": "20230314",
              "bidPrice": 23.75229,
              "bidSize": 10000,
              "bidSpotRate": 23.7585,
              "bidForwardPoints": -0.00621,
              "offerPrice": 23.80685,
              "offerSize": 10000,
              "offerSpotRate": 23.8065,
              "offerForwardPoints": 0.00035
            }
          ]
        }
      }],
    "isComplete": true
  }
}

// Subsequent update
{
  "messageId": "db744fdb-596c-4b52-b759-16e6f291b5e4",
  "service": "quotes",
  "event": "update",
  "params": {
    "subscriptionId": "test_quotes_subscription"
  },
  "data": {
    "quotes": [
      {
        "dealerName": "ZBBI",
        "requestId": "AAABKWQPWSYAABQR",
        "offerQuoteID": "1166200000000820001-65339872071|1166200000000820001|KEYTDOBG63268411996502403",
        "bidQuoteID": "1166200000000820001-65339872071|1166200000000820001|KEYTDOBG63268411996502403",
        "timestamp": 1678730939,
        "provider": "ZBBI",
        "tradedCCY": "CZK",
        "validUntilTime": 1678731060,
        "broker": "ebs",
        "isCancel": false,
        "isTradable": true,
        "quantity": 10000,
        "settlementDate": "20230314",
        "bidPrice": 23.75229,
        "bidSize": 10000,
        "bidSpotRate": 23.7585,
        "bidForwardPoints": -0.00621,
        "offerPrice": 23.80685,
        "offerSize": 10000,
        "offerSpotRate": 23.8065,
        "offerForwardPoints": 0.00035
      }
    ]
  }
}

// Quote Expiry Update
{
  "messageId": "...",
  "service": "quotes",
  "event": "update",
  "params": {
    "subscriptionId": "..."
  },
  "data": {
    "quotes": [
      {
        "clientRequestId": "...",
        "requestId": "...",
        "offerQuoteID": "*",
        "bidQuoteID": "*",
        "timestamp": 1682385956,
        "tradedCCY": "AUD",
        "broker": "ebs",
        "isCancel": true,
        "isTradable": true
      }
    ]
  }
}

Parameter	Values
event	`update`
params	The client subscription parameters
data.quotes	The updated quotes
data.isComplete	This value is set to `true` when the initial quotes are complete.

When there are any updates to the subscribed quotes, an update event will be triggered. The data object will contain the updated quotes, and the data.isComplete value will be set to true when the initial quotes have been retrieved.

Quote Fields

Parameter	Type	Format	Description
clientRequestId	string	string	Same as the one specified in quote request, present if request created from websocket
rejectCode	number	-	Reject code in case request was rejected.
rejectReason	string	-	Reject reason for a rejected request.
dealerName	string	-	The dealer from which the quote was recieved.
requestId	string	-	Internal request id corresponding to the quote request.
offerQuoteID	string	string	The id to use while executing the order at the offer.
bidQuoteID	string	string	The id to use while executing the order at the bid.
listId	string	string	Parameter for list quotes.
orderId	string	string	OrderId corresponding to quote.
aggregationId	string	string	Aggregation id corresponding to quote request.
timestamp	long	TIMESTAMP	Epoch timestamp when the quote was created
priceType	string	-	Quote in price type format
provider	string	-	The provider from whom the quote was recieved.
tradedCCY	string	-	The traded curency in the initial quote request.
validFromTime	long	TIMESTAMP	Time in UTC from where quote request is valid.
validUntilTime	long	TIMESTAMP	Time in UTC untill which the quote request is valid.
broker	string	string	Broker for which quote request was created.
isCancel	boolean	boolean	If true quote specifies the expiry of the quote.
isTradable	boolean	boolean	Is the quote tradable.
estimatedPrice	string	number	Estimated price.
estimatedGSpread	string	number	Estimated G-spread for bond.
estimatedYield	string	number	Estimated yield for the bond.
inquiryState	string	string	The inquiry state.
commissionType	string	enum	The commision type `PRIME_BROKER_COMMISSION`, `NON_PRIME_BROKER_COMMISSION`, `MISSING_COMMISSION`, `NO_COMMISSION`
tenor	string	-	The tenor code.
bidSwapPoints	string	number	Swap points calculated from bid.
offerSwapPoints	string	number	Swap points calculated from ask.
offerNetSpreadPoints	string	number	Offer Net Spread points calculated from commision's file.
bidNetSpreadPoints	string	number	Bid Net Spread points calculated from commision's file.
quantity	string	number	The corresponding leg Quantity.
legs	list	-	Holds a list of leg based info for swaps.
settlementDate	date	yyyyMMdd	SettlementDate for the asset.
bidPrice	string	number	The bid for the asset.
bidSize	string	number	The bid size for the asset.
bidSpotRate	string	number	The bid spot rate for the asset.
bidForwardPoints	string	number	The bid forward points for the asset.
offerPrice	string	number	The offer price for the asset.
offerSize	string	number	The offer size for the asset.
offerSpotRate	string	number	The offer spot rate for the asset.
offerForwardPoints	string	number	The offer forward points for the asset.
legs[].name	string	-	Near Leg has `near` and Far Leg has `far`
legs[].quantity	string	number	The corrsponding leg Quantity.
legs[].bidPrice	string	number	The bid corresponding to the leg.
legs[].bidSize	string	number	The bid size corresponding to the leg.
legs[].bidSpotRate	string	number	The bid Spot rate corresponding to
legs[].bidForwardPoints	string	number	The forward points corresponding to the leg.
legs[].offerPrice	string	number	The offer price corresponding to the leg.
legs[].offerSize	string	number	The offer size corresponding to the leg.
legs[].offerSpotRate	string	number	The offer spot rate corresponding to the leg.
legs[].offerForwardPoints	string	number	The offer forward points corresponding to the leg.

Pairs

Parameter	Values
service	`pairs`

The pairs service enables users to manage TORA Pairs orders for different Pairs strategies. It allows users to register, send, amend and cancel a pair. Authenticated clients can perform the following actions:

register: Stages a new pairs order inside the system, but doesn't send it to the exchange/engine.
send: Sends a registered pairs order to the exchange/engine for execution.
registerAndSend: Registers and immediately sends a pairs order to the exchange/engine.
amend: Modifies the details of an existing pairs order.
cancel: Cancels a previously sent pairs order.
pairsUp: Link and Pair Up two independently registered single parent orders.

Pairs Fields

Parameter	Type	Format	Description
broker	string	string	The broker corresponding to the pair.
algoId	string	string	A unique ID used to identify the pair.
strategy	string	string	The strategy to use for the pairs order. (Merger, Pairs, Rights, etc.)
algoFields	object	object	Algo parameters/fields specific to the actual algo, will depend on the Strategy and ATDL version in use. The format of the parameters is the same as the one from the file used for Pairs upload in GUI.
orders[]	*	*	Order-level details for each leg of the pair, which are defined in this section.
orders[].legName	string	string	Identifies the current leg as either 'leg1' or 'leg2', used for referencing parameters in algoFields.
orders[].clientOrderId	string	string	A unique identifier for each leg of the pair.

Pairs register

Use the register action and specify the corresponding pairs fields to register a pair. Similar to an order register, this will not send the pair to the exchange/engine.

socket.send({
    "messageId": "pairs-register",
    "service": "pairs",
    "action": "register",
    "params": {
        "broker": "tpairs",
        "algoId": "XNG8NGXqtKcAAAAY",
        "strategy": "Merger",
        "algoFields": {
            "target_ratio": "1.6",
            "leg1_slippage": "0.0",
            "pairs_ord_status": "ACTIVE",
            "leg2_primary": "N",
            "target_spread": "0.0",
            "leg2_slice_manual": "1000.0",
            "slippage_percent_type": "Y",
            "Version": "1",
            "continuous": "N",
            "leg2_threshold": "10.0",
            "pairs_alert_action_type": "CROSS",
            "cash": "0.0",
            "leg2_executing_broker": "ml",
            "conversion": "NONE",
            "leg1_concurrency": "1",
            "leg_strategy": "AD_FLOAT_FLOAT",
            "leg1_threshold": "10.0",
            "leg1_slice_manual": "10000.0",
            "leg2_execution_style": "AGGRESSIVE",
            "leg2_concurrency": "1",
            "leg1_executing_broker": "ml",
            "leg1_primary": "Y",
            "Strategy": "Merger",
            "spread_percent_type": "N",
            "leg1_execution_style": "AGGRESSIVE",
            "leg2_slippage": "0.0"
        },
        "orders": [{
            "clientOrderId": "XNG8NGXqtKcAAAAj",
            "symbol": "6293.T",
            "symbolType": "reuters",
            "quantity": 200000,
            "side": "BUY",
            "limitPrice": "0",
            "brokerAccount": "LongShort",
            "internalAccount": "acc1",
            "tradeBook": "trdx",
            "legName": "leg1"
        }, {
            "clientOrderId": "XNG8NGXqtKcAAAAk",
            "symbol": "6298.T",
            "symbolType": "reuters",
            "quantity": 100000,
            "side": "SELL",
            "limitPrice": "0",
            "brokerAccount": "LongShort",
            "internalAccount": "acc1",
            "tradeBook": "trdx",
            "legName": "leg2"
        }]
    }
});

The pairs order is registered.

{
  "messageId": "aed02754-8fff-4d02-a379-59ded993204b",
  "service": "pairs",
  "event": "register",
  "messageReferenceId": "pairs-register",
  "data": {
    "algoId": "XNG8NGXqtKcAAAAY",
    "orders": [
      {
        "clientOrderId": "XNG8NGXqtKcAAAAj",
        "symbol": "6293.T",
        "symbolType": "reuters",
        "quantity": 200000.0,
        "side": "BUY",
        "limitPrice": 0.0,
        "brokerAccount": "LongShort",
        "internalAccount": "acc1",
        "tradeBook": "trdx",
        "legName": "leg1",
        "broker": "tpairs",
        "orderId": "AAAJYWXqtacAAACg",
        "workBrkSpecATDL": "target_ratio:1.6;leg1_slippage:0.0;pairs_ord_status:ACTIVE;leg2_primary:N;target_spread:0.0;leg2_slice_manual:1000.0;slippage_percent_type:Y;Version:1;continuous:N;leg2_threshold:10.0;pairs_alert_action_type:CROSS;cash:0.0;leg2_executing_broker:ml;conversion:NONE;leg1_concurrency:1;leg_strategy:AD_FLOAT_FLOAT;leg1_threshold:10.0;leg1_slice_manual:10000.0;leg2_execution_style:AGGRESSIVE;leg2_concurrency:1;leg1_executing_broker:ml;leg1_primary:Y;Strategy:Merger;spread_percent_type:N;leg1_execution_style:AGGRESSIVE;leg2_slippage:0.0;leg1_instrument:6293.T;leg2_instrument:6298.T;"
      },
      {
        "clientOrderId": "XNG8NGXqtKcAAAAk",
        "symbol": "6298.T",
        "symbolType": "reuters",
        "quantity": 100000.0,
        "side": "SELL",
        "limitPrice": 0.0,
        "brokerAccount": "LongShort",
        "internalAccount": "acc1",
        "tradeBook": "trdx",
        "legName": "leg2",
        "broker": "tpairs",
        "orderId": "AAAJYWXqtacAAACi",
        "workBrkSpecATDL": "target_ratio:1.6;leg1_slippage:0.0;pairs_ord_status:ACTIVE;leg2_primary:N;target_spread:0.0;leg2_slice_manual:1000.0;slippage_percent_type:Y;Version:1;continuous:N;leg2_threshold:10.0;pairs_alert_action_type:CROSS;cash:0.0;leg2_executing_broker:ml;conversion:NONE;leg1_concurrency:1;leg_strategy:AD_FLOAT_FLOAT;leg1_threshold:10.0;leg1_slice_manual:10000.0;leg2_execution_style:AGGRESSIVE;leg2_concurrency:1;leg1_executing_broker:ml;leg1_primary:Y;Strategy:Merger;spread_percent_type:N;leg1_execution_style:AGGRESSIVE;leg2_slippage:0.0;leg1_instrument:6293.T;leg2_instrument:6298.T;"
      }
    ]
  },
  "status": {
    "code": 0,
    "message": "Ok"
  }
}

An error will be received in case the order could not be registered.

{
  "messageId": "486ad365-2d91-464d-9e20-cfe438bc48411",
  "service": "pairs",
  "event": "register",
  "messageReferenceId": "pairs-register",
  "status": {
    "code": "...",
    "message": "..."
  }
}

If an order subscription is active, updates will be received on the individual orders.

{
  "messageId": "9265a3f7-cf69-4df0-8e1c-4a9942762a7c",
  "service": "orders",
  "event": "update",
  "params": {
    "subscriptionId": "XNG8NGXqtKcAAAAi"
  },
  "data": {
    "orders": [
      {
        "orderId": "AAAJYWXqtacAAACi",
        "clientOrderId": "XNG8NGXqtKcAAAAk",
        "isParent": true,
        "symbol": "CS.NULL.JAPAN.T.JPY.6298",
        "exchange": "T",
        "broker": "tpairs",
        "side": "SELL",
        "quantity": 100000.0,
        "limitPrice": 0.0,
        "owner": "TestUser3",
        "flowType": "ALGO",
        "brokerAccount": "LongShort",
        "internalAccount": "acc1",
        "tradeBook": "trdx",
        "state": "REDG",
        "executedQuantity": 0.0,
        "creationTime": "2024-03-08T06:54:25.816000Z",
        "lastUpdateTime": "2024-03-08T06:54:25.816000Z",
        "status": "OK",
        "executedValue": 0.0,
        "notionalValue": 0.0,
        "previousExecutedQuantity": 0.0,
        "previousExecutedValue": 0.0,
        "condition": "WORKED",
        "orderType": "TPAIRS_ATDL",
        "algoStrategy": "Merger",
        "algoFields": {
          "Leg1Instrument": "6293.T",
          "SpreadIsPercentType": "N",
          "Cash": "0.0",
          "Leg1IsPrimary": "Y",
          "TargetSpread": "0.0",
          "PairIsHung": "N/A",
          "Conversion": "NONE",
          "ActiveCoverCount": "N/A",
          "TargetRatio": "1.0",
          "ShareRatio": "1.0"
        },
        "externalId": "XNG8NGXqtKcAAAAk",
        "groupingId": "XNG8NGXqtKcAAAAY:AAAJYWXqtacAAACf",
        "groupingType": "PAIR",
        "lastUpdateOwner": "TestUser3",
        "limitRequestId": "UNKNOWN",
        "manualExecution": "N",
        "creatorComponent": "WSGW",
        "workATDLDescription": "target_ratio:1.6;leg1_slippage:0.0;pairs_ord_status:ACTIVE;leg2_primary:N;target_spread:0.0;leg2_slice_manual:1000.0;slippage_percent_type:Y;Version:1;continuous:N;leg2_threshold:10.0;pairs_alert_action_type:CROSS;cash:0.0;leg2_executing_broker:ml;conversion:NONE;leg1_concurrency:1;leg_strategy:AD_FLOAT_FLOAT;leg1_threshold:10.0;leg1_slice_manual:10000.0;leg2_execution_style:AGGRESSIVE;leg2_concurrency:1;leg1_executing_broker:ml;leg1_primary:Y;Strategy:Merger;spread_percent_type:N;leg1_execution_style:AGGRESSIVE;leg2_slippage:0.0;leg1_instrument:6293.T;leg2_instrument:6298.T;",
        "workBrkSpecATDL": "8500:Merger;7621:4.3.7;8052:N;6004:0.0;6115:N;6015:Y;6067:Y;8178:N/A;8078:N/A;8076:N/A;8075:N/A;8043:N/A;8042:N/A;8041:N/A;6101:6298.T;6001:6293.T;6068:N;6109:10.0;6009:10.0;6000:AD_FLOAT_FLOAT;6108:0.0;6008:0.0;6014:Y;8051:0.0;6003:1.0;8107:N;6111:1;6011:1;6028:N;6107:1000.0;6007:10000.0;6197:N;6199:N;6097:N;6099:N;6196:NONE;6096:NONE;6041:ACTIVE;8056:N;6005:NONE;6110:AGGRESSIVE;6010:AGGRESSIVE;6117:ml;6017:ml;8057:N;8053:N;6040:CROSS;",
        "workBrkSpecStrategy": "Merger",
        "workType": "TPAIRS_ATDL",
        "originator": "TestUser3",
        "pendingQuantity": 0.0,
        "childQuantity": 0.0
      }
    ]
  }
}

The algoId is the first token of the groupingId, in the below case: "groupingId": "XNG8NGXqtKcAAAAY:AAAJYWXqtacAAACf".

{
  "messageId": "55683210-5ac1-43f0-bd3c-1bf095b98096",
  "service": "orders",
  "event": "update",
  "params": {
    "subscriptionId": "XNG8NGXqtKcAAAAi"
  },
  "data": {
    "orders": [
      {
        "orderId": "AAAJYWXqtacAAACg",
        "clientOrderId": "XNG8NGXqtKcAAAAj",
        "isParent": true,
        "symbol": "CS.NULL.JAPAN.T.JPY.6293",
        "exchange": "T",
        "broker": "tpairs",
        "side": "BUY",
        "quantity": 200000.0,
        "limitPrice": 0.0,
        "owner": "TestUser3",
        "flowType": "ALGO",
        "brokerAccount": "LongShort",
        "internalAccount": "acc1",
        "tradeBook": "trdx",
        "state": "REDG",
        "executedQuantity": 0.0,
        "creationTime": "2024-03-08T06:54:25.814000Z",
        "lastUpdateTime": "2024-03-08T06:54:25.814000Z",
        "status": "OK",
        "executedValue": 0.0,
        "notionalValue": 0.0,
        "previousExecutedQuantity": 0.0,
        "previousExecutedValue": 0.0,
        "condition": "WORKED",
        "orderType": "TPAIRS_ATDL",
        "algoStrategy": "Merger",
        "algoFields": {
          "Leg1Instrument": "6293.T",
          "SpreadIsPercentType": "N",
          "Cash": "0.0",
          "Leg1IsPrimary": "Y",
          "TargetSpread": "0.0",
          "PairIsHung": "N/A",
          "Conversion": "NONE",
          "ActiveCoverCount": "N/A",
          "TargetRatio": "1.0",
          "ShareRatio": "1.0"
        },
        "externalId": "XNG8NGXqtKcAAAAj",
        "groupingId": "XNG8NGXqtKcAAAAY:AAAJYWXqtacAAACf",
        "groupingType": "PAIR",
        "lastUpdateOwner": "TestUser3",
        "limitRequestId": "UNKNOWN",
        "manualExecution": "N",
        "creatorComponent": "WSGW",
        "workATDLDescription": "target_ratio:1.6;leg1_slippage:0.0;pairs_ord_status:ACTIVE;leg2_primary:N;target_spread:0.0;leg2_slice_manual:1000.0;slippage_percent_type:Y;Version:1;continuous:N;leg2_threshold:10.0;pairs_alert_action_type:CROSS;cash:0.0;leg2_executing_broker:ml;conversion:NONE;leg1_concurrency:1;leg_strategy:AD_FLOAT_FLOAT;leg1_threshold:10.0;leg1_slice_manual:10000.0;leg2_execution_style:AGGRESSIVE;leg2_concurrency:1;leg1_executing_broker:ml;leg1_primary:Y;Strategy:Merger;spread_percent_type:N;leg1_execution_style:AGGRESSIVE;leg2_slippage:0.0;leg1_instrument:6293.T;leg2_instrument:6298.T;",
        "workBrkSpecATDL": "8500:Merger;7621:4.3.7;8052:N;6004:0.0;6115:N;6015:Y;6067:Y;8178:N/A;8078:N/A;8076:N/A;8075:N/A;8043:N/A;8042:N/A;8041:N/A;6101:6298.T;6001:6293.T;6068:N;6109:10.0;6009:10.0;6000:AD_FLOAT_FLOAT;6108:0.0;6008:0.0;6014:Y;8051:0.0;6003:1.0;8107:N;6111:1;6011:1;6028:N;6107:1000.0;6007:10000.0;6197:N;6199:N;6097:N;6099:N;6196:NONE;6096:NONE;6041:ACTIVE;8056:N;6005:NONE;6110:AGGRESSIVE;6010:AGGRESSIVE;6117:ml;6017:ml;8057:N;8053:N;6040:CROSS;",
        "workBrkSpecStrategy": "Merger",
        "workType": "TPAIRS_ATDL",
        "originator": "TestUser3",
        "pendingQuantity": 0.0,
        "childQuantity": 0.0
      }
    ]
  }
}

Rate limits

Time Interval	Max. Requests
1 minute	250
1 hour	1500
1 day	1500

Pairs send

Use the send action with the already registered pairs order to send out the pair to the exchange/engine. The legName parameter and either of orderId / clientOrderId are required for the identification of each leg.

socket.send({
  "messageId": "pairs-send",
  "service": "pairs",
  "action": "send",
  "params": {
    "orders": [
      {
        "orderId": "AAAJYWXqtacAAACg",
        "legName": "leg1"
      },
      {
        "orderId": "AAAJYWXqtacAAACi",
        "legName": "leg2"
      }
    ]
  }
});

The pairs order is sent to exchange/engine.

 {
  "messageId": "11d42a90-d552-4501-a059-5e9ffeb4739d",
  "service": "pairs",
  "event": "send",
  "messageReferenceId": "pairs-send",
  "data": {
    "algoId": "XNG8NGXqtKcAAAAY",
    "orders": [
      {
        "orderId": "AAAJYWXqtacAAACg",
        "legName": "leg1",
        "broker": "tpairs",
        "side": "BUY",
        "quantity": 200000.0,
        "limitPrice": 0.0,
        "workBrkSpecATDL": "target_ratio:1.6;leg1_slippage:0.0;pairs_ord_status:ACTIVE;leg2_primary:N;target_spread:0.0;leg2_slice_manual:1000.0;slippage_percent_type:Y;Version:1;continuous:N;leg2_threshold:10.0;pairs_alert_action_type:CROSS;cash:0.0;leg2_executing_broker:ml;conversion:NONE;leg1_concurrency:1;leg_strategy:AD_FLOAT_FLOAT;leg1_threshold:10.0;leg1_slice_manual:10000.0;leg2_execution_style:AGGRESSIVE;leg2_concurrency:1;leg1_executing_broker:ml;leg1_primary:Y;Strategy:Merger;spread_percent_type:N;leg1_execution_style:PASSIVE;leg2_slippage:0.0;leg1_instrument:6293.T;leg2_instrument:6298.T;"
      },
      {
        "orderId": "AAAJYWXqtacAAACi",
        "legName": "leg2",
        "broker": "tpairs",
        "side": "SELL",
        "quantity": 100000.0,
        "limitPrice": 0.0,
        "workBrkSpecATDL": "target_ratio:1.6;leg1_slippage:0.0;pairs_ord_status:ACTIVE;leg2_primary:N;target_spread:0.0;leg2_slice_manual:1000.0;slippage_percent_type:Y;Version:1;continuous:N;leg2_threshold:10.0;pairs_alert_action_type:CROSS;cash:0.0;leg2_executing_broker:ml;conversion:NONE;leg1_concurrency:1;leg_strategy:AD_FLOAT_FLOAT;leg1_threshold:10.0;leg1_slice_manual:10000.0;leg2_execution_style:AGGRESSIVE;leg2_concurrency:1;leg1_executing_broker:ml;leg1_primary:Y;Strategy:Merger;spread_percent_type:N;leg1_execution_style:PASSIVE;leg2_slippage:0.0;leg1_instrument:6293.T;leg2_instrument:6298.T;"
      }
    ]
  },
  "status": {
    "code": 0,
    "message": "Ok"
  }
}

An error will be received in case the order could not be sent.

{
  "messageId": "486ad365-2d91-464d-9e20-cfe438bc48412",
  "service": "pairs",
  "event": "send",
  "messageReferenceId": "pairs-send",
  "status": {
    "code": "...",
    "message": "..."
  }
}

Rate limits

Time Interval	Max. Requests
1 minute	250
1 hour	1500
1 day	1500

Pairs Register and Send

Use the registerAndSend action and specify the corresponding pairs fields to register and immediately send a pair to the exchange/engine.

socket.send({
    "messageId": "pairs-reg-and-send",
    "service": "pairs",
    "action": "registerAndSend", 
    "params": {
        "broker": "tpairs",
        "algoId": "XNG8NGXqtKcAAAC8",
        "strategy": "Pairs",
        "algoFields": {
            "target_ratio": "1.6",
            "leg1_slippage": "0.0",
            "pairs_ord_status": "ACTIVE",
            "leg2_primary": "N",
            "target_spread": "0.0",
            "leg2_slice_manual": "1000.0",
            "slippage_percent_type": "Y",
            "Version": "1",
            "continuous": "N",
            "leg2_threshold": "10.0",
            "pairs_alert_action_type": "CROSS",
            "leg2_executing_broker": "ml",
            "conversion": "NONE",
            "leg1_concurrency": "1",
            "leg_strategy": "AD_FLOAT_FLOAT",
            "leg1_threshold": "10.0",
            "leg1_slice_manual": "10000.0",
            "leg2_execution_style": "AGGRESSIVE",
            "leg2_concurrency": "1",
            "leg1_executing_broker": "ml",
            "leg1_primary": "Y",
            "Strategy": "Pairs",
            "leg1_execution_style": "AGGRESSIVE",
            "leg2_slippage": "0.0"
        },
        "orders": [{
            "clientOrderId": "XNG8NGXqtKcAAADD",
            "symbol": "6293.T",
            "symbolType": "reuters",
            "quantity": 200000,
            "side": "BUY",
            "limitPrice": "0",
            "brokerAccount": "LongShort",
            "internalAccount": "acc1",
            "tradeBook": "trdx",
            "legName": "leg1"
        }, {
            "clientOrderId": "XNG8NGXqtKcAAADE",
            "symbol": "6298.T",
            "symbolType": "reuters",
            "quantity": 100000,
            "side": "SELL",
            "limitPrice": "0",
            "brokerAccount": "LongShort",
            "internalAccount": "acc1",
            "tradeBook": "trdx",
            "legName": "leg2"
        }]
    }
});

The pairs order is registered and sent to the exchange/engine.

{
  "messageId": "db19892c-a202-4c20-8d9b-7e09ac8779bc",
  "service": "pairs",
  "event": "registerAndSend",
  "messageReferenceId": "pairs-reg-and-send",
  "data": {
    "algoId": "XNG8NGXqtKcAAAC8",
    "orders": [
      {
        "clientOrderId": "XNG8NGXqtKcAAADD",
        "symbol": "6293.T",
        "symbolType": "reuters",
        "quantity": 200000.0,
        "side": "BUY",
        "limitPrice": 0.0,
        "brokerAccount": "LongShort",
        "internalAccount": "acc1",
        "tradeBook": "trdx",
        "legName": "leg1",
        "broker": "tpairs",
        "orderId": "AAAJYWXqtacAAAKT",
        "workBrkSpecATDL": "target_ratio:1.6;leg1_slippage:0.0;pairs_ord_status:ACTIVE;leg2_primary:N;target_spread:0.0;leg2_slice_manual:1000.0;slippage_percent_type:Y;Version:1;continuous:N;leg2_threshold:10.0;pairs_alert_action_type:CROSS;leg2_executing_broker:ml;conversion:NONE;leg1_concurrency:1;leg_strategy:AD_FLOAT_FLOAT;leg1_threshold:10.0;leg1_slice_manual:10000.0;leg2_execution_style:AGGRESSIVE;leg2_concurrency:1;leg1_executing_broker:ml;leg1_primary:Y;Strategy:Pairs;leg1_execution_style:AGGRESSIVE;leg2_slippage:0.0;leg1_instrument:6293.T;leg2_instrument:6298.T;"
      },
      {
        "clientOrderId": "XNG8NGXqtKcAAADE",
        "symbol": "6298.T",
        "symbolType": "reuters",
        "quantity": 100000.0,
        "side": "SELL",
        "limitPrice": 0.0,
        "brokerAccount": "LongShort",
        "internalAccount": "acc1",
        "tradeBook": "trdx",
        "legName": "leg2",
        "broker": "tpairs",
        "orderId": "AAAJYWXqtacAAAKU",
        "workBrkSpecATDL": "target_ratio:1.6;leg1_slippage:0.0;pairs_ord_status:ACTIVE;leg2_primary:N;target_spread:0.0;leg2_slice_manual:1000.0;slippage_percent_type:Y;Version:1;continuous:N;leg2_threshold:10.0;pairs_alert_action_type:CROSS;leg2_executing_broker:ml;conversion:NONE;leg1_concurrency:1;leg_strategy:AD_FLOAT_FLOAT;leg1_threshold:10.0;leg1_slice_manual:10000.0;leg2_execution_style:AGGRESSIVE;leg2_concurrency:1;leg1_executing_broker:ml;leg1_primary:Y;Strategy:Pairs;leg1_execution_style:AGGRESSIVE;leg2_slippage:0.0;leg1_instrument:6293.T;leg2_instrument:6298.T;"
      }
    ]
  },
  "status": {
    "code": 0,
    "message": "Ok"
  }
}

An error will be received in case the order could not be registered and sent.

{
  "messageId": "486ad365-2d91-464d-9e20-cfe438bc48413",
  "service": "pairs",
  "event": "registerAndSend",
  "messageReferenceId": "pairs-reg-and-send",
  "status": {
    "code": "...",
    "message": "..."
  }
}

Rate limits

Time Interval	Max. Requests
1 minute	250
1 hour	1500
1 day	1500

Pairs amend

Use the amend action to modify amendable pairs and order parameters on an existing pairs order.

socket.send({
  "messageId": "pairs-amend",
    "service": "pairs",
    "action": "amend",
    "params": {
    "broker": "tpairs",
    "algoId": "XNG8NGXqtKcAAACi",
    "strategy": "Pairs",
    "algoFields": {
      "target_ratio": "1.6",
      "leg1_slippage": "0.0",
      "pairs_ord_status": "ACTIVE",
      "leg2_primary": "N",
      "target_spread": "0.0",
      "leg2_slice_manual": "1000.0",
      "slippage_percent_type": "Y",
      "Version": "1",
      "continuous": "N",
      "leg2_threshold": "10.0",
      "pairs_alert_action_type": "CROSS",
      "leg2_executing_broker": "ml",
      "conversion": "CURRENCY",
      "leg1_concurrency": "1",
      "leg_strategy": "AD_FLOAT_FLOAT",
      "leg1_threshold": "10.0",
      "leg1_slice_manual": "10000.0",
      "leg2_execution_style": "AGGRESSIVE",
      "leg2_concurrency": "1",
      "leg1_executing_broker": "ml",
      "leg1_primary": "Y",
      "Strategy": "Pairs",
      "leg1_execution_style": "AGGRESSIVE",
      "leg2_slippage": "0.0"
    },
    "orders": [{
      "clientOrderId": "XNG8NGXqtKcAAACz",
      "symbol": "6293.T",
      "symbolType": "reuters",
      "quantity": "200000",
      "side": "BUY",
      "limitPrice": "0",
      "brokerAccount": "LongShort",
      "internalAccount": "acc1",
      "tradeBook": "trdx",
      "legName": "leg1"
    }, {
      "clientOrderId": "XNG8NGXqtKcAAAC0",
      "symbol": "6298.T",
      "symbolType": "reuters",
      "quantity": "100000",
      "side": "SELL",
      "limitPrice": "0",
      "brokerAccount": "LongShort",
      "internalAccount": "acc1",
      "tradeBook": "trdx",
      "legName": "leg2"
    }]
  }
});

The amend action is sent to exchange/engine.

{
  "messageId": "301cad75-19e3-418e-980b-67bafcc87e79",
  "service": "pairs",
  "event": "amend",
  "messageReferenceId": "pairs-amend",
  "data": {
    "algoId": "XNG8NGXqtKcAAACi",
    "orders": [
      {
        "clientOrderId": "XNG8NGXqtKcAAACz",
        "symbol": "6293.T",
        "symbolType": "reuters",
        "quantity": 200000.0,
        "side": "BUY",
        "limitPrice": 0.0,
        "brokerAccount": "LongShort",
        "internalAccount": "acc1",
        "tradeBook": "trdx",
        "legName": "leg1",
        "orderId": "AAAJYWXqtacAAAJk",
        "broker": "tpairs",
        "workBrkSpecATDL": "target_ratio:1.6;leg1_slippage:0.0;pairs_ord_status:ACTIVE;leg2_primary:N;target_spread:0.0;leg2_slice_manual:1000.0;slippage_percent_type:Y;Version:1;continuous:N;leg2_threshold:10.0;pairs_alert_action_type:CROSS;leg2_executing_broker:ml;conversion:CURRENCY;leg1_concurrency:1;leg_strategy:AD_FLOAT_FLOAT;leg1_threshold:10.0;leg1_slice_manual:10000.0;leg2_execution_style:AGGRESSIVE;leg2_concurrency:1;leg1_executing_broker:ml;leg1_primary:Y;Strategy:Pairs;leg1_execution_style:AGGRESSIVE;leg2_slippage:0.0;leg1_instrument:6293.T;leg2_instrument:6298.T;"
      },
      {
        "clientOrderId": "XNG8NGXqtKcAAAC0",
        "symbol": "6298.T",
        "symbolType": "reuters",
        "quantity": 100000.0,
        "side": "SELL",
        "limitPrice": 0.0,
        "brokerAccount": "LongShort",
        "internalAccount": "acc1",
        "tradeBook": "trdx",
        "legName": "leg2",
        "orderId": "AAAJYWXqtacAAAJl",
        "broker": "tpairs",
        "workBrkSpecATDL": "target_ratio:1.6;leg1_slippage:0.0;pairs_ord_status:ACTIVE;leg2_primary:N;target_spread:0.0;leg2_slice_manual:1000.0;slippage_percent_type:Y;Version:1;continuous:N;leg2_threshold:10.0;pairs_alert_action_type:CROSS;leg2_executing_broker:ml;conversion:CURRENCY;leg1_concurrency:1;leg_strategy:AD_FLOAT_FLOAT;leg1_threshold:10.0;leg1_slice_manual:10000.0;leg2_execution_style:AGGRESSIVE;leg2_concurrency:1;leg1_executing_broker:ml;leg1_primary:Y;Strategy:Pairs;leg1_execution_style:AGGRESSIVE;leg2_slippage:0.0;leg1_instrument:6293.T;leg2_instrument:6298.T;"
      }
    ]
  },
  "status": {
    "code": 0,
    "message": "Ok"
  }
}

An error will be received in case the order could not be amended.

{
  "messageId": "486ad365-2d91-464d-9e20-cfe438bc48414",
  "service": "pairs",
  "event": "amend",
  "messageReferenceId": "pairs-amend",
  "status": {
    "code": "...",
    "message": "..."
  }
}

Rate limits

Time Interval	Max. Requests
1 minute	500
1 hour	6000
1 day	6000

Pairs cancel

Use the cancel action to cancel a pairs order. Similar to send, legName and either of orderId / clientOrderId are required for the identification of each leg.

socket.send({
  "messageId": "pairs-cancel",
  "service": "pairs",
  "action": "cancel",
  "params": {
    "orders": [
      {
        "orderId": "AAAJYWXqtacAAAJk",
        "legName": "leg1"
      },
      {
        "orderId": "AAAJYWXqtacAAAJl",
        "legName": "leg2"
      }
    ]
  }
});

The cancel action is sent to exchange/engine.

{
  "messageId": "301cad75-19e3-418e-980b-67bafcc87e79",
  "service": "pairs",
  "event": "cancel",
  "messageReferenceId": "pairs-cancel",
  "data": {
    "algoId": "XNG8NGXqtKcAAACi",
    "orders": [
      {
        "clientOrderId": "XNG8NGXqtKcAAACz",
        "symbol": "6293.T",
        "symbolType": "reuters",
        "quantity": 200000.0,
        "side": "BUY",
        "limitPrice": 0.0,
        "brokerAccount": "LongShort",
        "internalAccount": "acc1",
        "tradeBook": "trdx",
        "legName": "leg1",
        "orderId": "AAAJYWXqtacAAAJk",
        "broker": "tpairs",
        "workBrkSpecATDL": "target_ratio:1.6;leg1_slippage:0.0;pairs_ord_status:ACTIVE;leg2_primary:N;target_spread:0.0;leg2_slice_manual:1000.0;slippage_percent_type:Y;Version:1;continuous:N;leg2_threshold:10.0;pairs_alert_action_type:CROSS;leg2_executing_broker:ml;conversion:CURRENCY;leg1_concurrency:1;leg_strategy:AD_FLOAT_FLOAT;leg1_threshold:10.0;leg1_slice_manual:10000.0;leg2_execution_style:AGGRESSIVE;leg2_concurrency:1;leg1_executing_broker:ml;leg1_primary:Y;Strategy:Pairs;leg1_execution_style:AGGRESSIVE;leg2_slippage:0.0;leg1_instrument:6293.T;leg2_instrument:6298.T;"
      },
      {
        "clientOrderId": "XNG8NGXqtKcAAAC0",
        "symbol": "6298.T",
        "symbolType": "reuters",
        "quantity": 100000.0,
        "side": "SELL",
        "limitPrice": 0.0,
        "brokerAccount": "LongShort",
        "internalAccount": "acc1",
        "tradeBook": "trdx",
        "legName": "leg2",
        "orderId": "AAAJYWXqtacAAAJl",
        "broker": "tpairs",
        "workBrkSpecATDL": "target_ratio:1.6;leg1_slippage:0.0;pairs_ord_status:ACTIVE;leg2_primary:N;target_spread:0.0;leg2_slice_manual:1000.0;slippage_percent_type:Y;Version:1;continuous:N;leg2_threshold:10.0;pairs_alert_action_type:CROSS;leg2_executing_broker:ml;conversion:CURRENCY;leg1_concurrency:1;leg_strategy:AD_FLOAT_FLOAT;leg1_threshold:10.0;leg1_slice_manual:10000.0;leg2_execution_style:AGGRESSIVE;leg2_concurrency:1;leg1_executing_broker:ml;leg1_primary:Y;Strategy:Pairs;leg1_execution_style:AGGRESSIVE;leg2_slippage:0.0;leg1_instrument:6293.T;leg2_instrument:6298.T;"
      }
    ]
  },
  "status": {
    "code": 0,
    "message": "Ok"
  }
}

An error will be received in case the order could not be cancelled.

{
  "messageId": "486ad365-2d91-464d-9e20-cfe438bc4841",
  "service": "pairs",
  "event": "cancel",
  "messageReferenceId": "pairs-cancel",
  "status": {
    "code": "...",
    "message": "..."
  }
}

Rate limits

Time Interval	Max. Requests
1 minute	500
1 hour	9000
1 day	9000

Pairs Pair Up

Use the pairUp action to link and pair two already registered single Parent orders, including the pairs fields that define how the algorithm will trade. This action will not transmit the pair to the exchange/engine. If the action fails validation, the orders will not pair up. If it succeeds, the two orders will link together as a pair in the registered state. orderId or clientOrderId from the registered parent orders can be used to identify the already registered orders.

Best Practices:

After performing pairUp action do the send action only after ensuring that the pair up is successful and complete with no errors.
This can be achieved by ensuring orders reflect their new paired up state via the Order Subscription updates on the orders used in the pairUp action.
This can be confirmed by making sure the paired up orders have the same groupingId field for both the orders part of the pair and algoId match.
The algoId is the first token of the groupingId, in the case if groupingId is XNG8NGXqtKcAAAAY:AAAJYWXqtacAAACf algoId is XNG8NGXqtKcAAAAY
If PairUp fails consider the reason for failure before attempting again with the same parameters.
Avoid duplicates before the call to pairUp action, in case of a multiple pairUp actions, ensure each order is included in only one leg of the pair.
Ensure the order is not already included in a pair. Can be achieved by checking if groupingId exists in the order image.
Avoid Operations from multiple API connections to the server on the exact same orders.

socket.send({
  "messageId": "pair-up-test",
  "service": "pairs",
  "action": "pairUp",
  "params": {
    "strategy": "Pairs",
    "broker": "tpairs",
    "algoId": "9265a8c2051e-c7b-19472e63c43-3",
    "algoFields": {
      "target_ratio": "15.65",
      "pairs_ord_status": "INACTIVE",
      "target_spread": 0.0,
      "conversion": "None",
      "pairs_alert_action_type": "CROSS",
      "leg1_threshold": 0.01,
      "leg2_threshold": 0.01,
      "leg1_slippage": 0,
      "leg2_slippage": 0,
      "leg1_concurrency": 1,
      "leg2_concurrency": 1,
      "leg1_slice_manual": 100,
      "leg2_slice_manual": 100,
      "leg_strategy": "AD_FLOAT_FIX",
      "leg1_primary": "Y",
      "leg2_primary": "N",
      "leg1_pov_type": "ALL",
      "leg2_pov_type": "ALL",
      "leg1_execution_style": "AGGRESSIVE",
      "leg2_execution_style": "AGGRESSIVE",
      "leg1_pov": 10,
      "leg2_pov": 10,
      "leg1_executing_broker": "broker",
      "leg2_executing_broker": "broker"
    },
    "orders": [
      {
        "legName": "leg1",
        "orderId": "Ukbg4meJzIAAAgMK"
      },
      {
        "legName": "leg2",
        "orderId": "Ukbg4meJzIAAAgVX"
      }
    ]
  }
});

The pairUp action succeeds.

{
  "messageId": "66374851-0bcd-4316-8184-e687774985ef",
  "service": "pairs",
  "event": "pairUp",
  "messageReferenceId": "pair-up-test",
  "data": {
    "algoId": "9265a8c2051e-c7b-19472e63c43-3",
    "orders": [
      {
        "legName": "leg1",
        "orderId": "Ukbg4meJzIAAAgMK",
        "symbol": "9432.T",
        "symbolType": "REUTERS",
        "exchange": "T",
        "brokerAccount": "BROKER_ACCOUNT",
        "side": "BUY",
        "quantity": 10000.0,
        "limitPrice": 0.0,
        "broker": "tpairs",
        "workBrkSpecATDL": "leg1_slippage:0.0;leg1_pov_type:All;enable_slices:false;leg1_pov:10.0;slippage_percent_type:false;leg2_slice_manual:100.0;active_cover_count:N/A;Version:4.4.0;leg1_instrument:9432.T;continuous:false;pair_session_info_tag:N/A;pairs_is_hung:N/A;pairs_alert_action_type:CROSS;leg2_instrument:6501.T;leg_strategy:AD_FLOAT_FIX;leg1_threshold:0.01;leg1_slice_manual:100.0;leg1_executing_broker:gs;pair_executed_conversion_rate:N/A;leg1_primary:true;leg1_execution_style:AGGRESSIVE;primary_avg_price:N/A;leg2_slippage:0.0;target_ratio:15.65;incremental_float:false;pairs_ord_status:INACTIVE;leg2_primary:false;target_spread:0.0;tgtbt_check:true;enable_i_would_ratio:false;leg2_threshold:0.01;enable_i_would_spread:false;leg2_executing_broker:gs;leg2_pov_type:All;conversion:None;pair_error_reason:N/A;leg2_enable_pov:true;leg1_concurrency:1;leg2_enable_passive_pov:false;leg1_enable_passive_pov:false;leg2_execution_style:AGGRESSIVE;leg2_concurrency:1;secondary_avg_price:N/A;leg1_enable_pov:true;leg2_pov:10.0;Strategy:Pairs;enable_too_good_to_be_true:false;check_available_liquidity:false;enable_flexible_slice_sizes:false;"
      },
      {
        "orderId": "Ukbg4meJzIAAAgVX",
        "legName": "leg2",
        "symbol": "0001.HK",
        "symbolType": "REUTERS",
        "exchange": "HK",
        "brokerAccount": "BROKER_ACCOUNT",
        "side": "SELL",
        "quantity": 5000.0,
        "limitPrice": 0.0,
        "broker": "tpairs",
        "workBrkSpecATDL": "leg1_slippage:0.0;leg1_pov_type:All;enable_slices:false;leg1_pov:10.0;slippage_percent_type:false;leg2_slice_manual:100.0;active_cover_count:N/A;Version:4.4.0;leg1_instrument:9432.T;continuous:false;pair_session_info_tag:N/A;pairs_is_hung:N/A;pairs_alert_action_type:CROSS;leg2_instrument:6501.T;leg_strategy:AD_FLOAT_FIX;leg1_threshold:0.01;leg1_slice_manual:100.0;leg1_executing_broker:gs;pair_executed_conversion_rate:N/A;leg1_primary:true;leg1_execution_style:AGGRESSIVE;primary_avg_price:N/A;leg2_slippage:0.0;target_ratio:15.65;incremental_float:false;pairs_ord_status:INACTIVE;leg2_primary:false;target_spread:0.0;tgtbt_check:true;enable_i_would_ratio:false;leg2_threshold:0.01;enable_i_would_spread:false;leg2_executing_broker:gs;leg2_pov_type:All;conversion:None;pair_error_reason:N/A;leg2_enable_pov:true;leg1_concurrency:1;leg2_enable_passive_pov:false;leg1_enable_passive_pov:false;leg2_execution_style:AGGRESSIVE;leg2_concurrency:1;secondary_avg_price:N/A;leg1_enable_pov:true;leg2_pov:10.0;Strategy:Pairs;enable_too_good_to_be_true:false;check_available_liquidity:false;enable_flexible_slice_sizes:false;"
      }
    ]
  },
  "status": {
    "code": 0,
    "message": "Ok"
  }
}

An error will be received in case the pairUp action fails. The orders will not be paired up in this case. And can be paired up again if validation fails

{
  "messageId": "486ad365-2d91-464d-9e20-cfe438bc4841",
  "service": "pairs",
  "event": "pairUp",
  "messageReferenceId": "pair-up-test",
  "status": {
    "code": "...",
    "message": "..."
  }
}

Rate limits

Time Interval	Max. Requests
1 minute	250
1 hour	1500
1 day	1500

MDATA

End points

Environment	REST	WEBSOCKET
UAT	https://api.uat.toradev.net/dev	wss://api.uat.toradev.net/dev/mdata
PROD	https://api-a.toratrading.net/v1	wss://api-a.toratrading.net/v1/mdata
POEMS AMER	Not available	wss://api-amer.macpoems.refinitiv.com/mdata/v1
POEMS EMEA	Not available	wss://api-emea.macpoems.refinitiv.com/mdata/v1
POEMS APAC	Not available	wss://api-apac.macpoems.refinitiv.com/mdata/v1

Authentication

An access token is required in order to interact with the market data APIs. This can be obtained by sending an HTTP request as described below. Access tokens expire after 24 hours.

Authentication request example


curl -X POST
 -H "Content-Type: application/json"
 -d '{
       "type":"Key",
       "payload":{
         "accessKeyID":"<yourAccessKey>",
         "secretAccessKey":"<yourSecretAccessKey>"
       }
     }'
 $REST_ENDPOINT/auth/authenticate

POST $REST_ENDPOINT/auth/authenticate

Parameter	Values
type	The authentication type - may be "Key" or "Credentials". Only "Key" is supported at the moment.
payload	The accessKeyID and secretAccesKey. Request one from your sales representative

Authentication successful response example


{
  "accessToken":"eyJ0eXAiOiJKV1QiLCJhbGciOiJIUzI1NiJ9.eyJzdWIiOiJWMVFIVFFQSjAxOTIxQzNNREZIWSIsImlzcyI6IkNhc3BpYW4gVGVjaCIsImV4cCI6MTY0ODg4NzI1N30.MmJ7ZTr9mSK-bsgNif5HyjU8Z9__WGTN_oGvUxdZ3XI",
  "expiration":"2022-04-02T08:14:17.818000"
}

Available Exchanges

Exchanges request example:


curl -X POST
 -H "Authorization: <yourSecretAccessKey>"
 $REST_ENDPOINT/refdata/exchanges

Exchanges response example:

[
  {
    "name": "CS.NULL.JAPAN.FU.JPY",
    "code": "CS.NULL.JAPAN.FU.JPY"
  },
  {
    "name": "CS.NULL.JAPAN.INJ.JPY",
    "code": "CS.NULL.JAPAN.INJ.JPY"
  },
  {
    "name": "CS.NULL.JAPAN.JNX.JPY",
    "code": "CS.NULL.JAPAN.JNX.JPY"
  },
  {
    "name": "CS.NULL.JAPAN.NG.JPY",
    "code": "CS.NULL.JAPAN.NG.JPY"
  },
  {
    "name": "CS.NULL.JAPAN.SP.JPY",
    "code": "CS.NULL.JAPAN.SP.JPY"
  },
  {
    "name": "CS.NULL.JAPAN.T.JPY",
    "code": "CS.NULL.JAPAN.T.JPY"
  }
]

An endpoint to return all available exchanges.

POST $REST_ENDPOINT/refdata/exchanges

Field	Description
name	The name for this market
code	The code used for this market

Exchange Products

Products request example:


curl -X POST
 -H "Content-Type: application/json"
 -H "Authorization: <yourSecretAccessKey>"
 -d '{
       "exchanges":["CS.NULL.JAPAN.SP.JPY"]
     }'
 $REST_ENDPOINT/refdata/products

Products response example:


[
  {
    "lotSize": "100",
    "section": "MAIN",
    "displayCode": "3544",
    "primaryExchange": "T",
    "clientAlias": "",
    "name": "SATUDORA HOLDINGS CO LTD",
    "gics": "30101010",
    "sharesOutstanding": "4742000",
    "ric": "3544",
    "bbgBase": "3544",
    "reutersCode": "3544.SP",
    "bbgCode": "3544 JS Equity",
    "ISINCode": "JP3319750000",
    "sedolCode": "BD9F750",
    "nativeCode": "3544",
    "IDCCode": "E:S3544:TKY",
    "bbgComp": "3544 JP Equity",
    "sharesFloat": "2.7358",
    "subtype": "ORD",
    "issuer": "CS.NULL.JAPAN.T.JPY.3544",
    "prevEarningsDate": "2016-09-29",
    "toraMarket": "CS.NULL.JAPAN.SP.JPY",
    "toraCode": "CS.NULL.JAPAN.SP.JPY.3544"
  },
  {
    "lotSize": "100",
    "lastPrice": "2090",
    "closingDate": "2019-01-25T00:00:00.000000",
    "basePrice": "2090",
    "section": "AMBITIOUS",
    "displayCode": "3987",
    "primaryExchange": "T",
    "clientAlias": "",
    "name": "ECOMOTT INC",
    "gics": "45102010",
    "sharesOutstanding": "4530800",
    "marketcap": "9469372000",
    "ric": "3987",
    "bbgBase": "3987",
    "isMother": "M",
    "reutersCode": "3987.SP",
    "bbgCode": "3987 JS Equity",
    "ISINCode": "JP3161290006",
    "sedolCode": "BF2MKX1",
    "nativeCode": "3987",
    "IDCCode": "E:S3987:TKY",
    "bbgComp": "3987 JP Equity",
    "sharesFloat": "1.6374",
    "subtype": "ORD",
    "issuer": "CS.NULL.JAPAN.T.JPY.3987",
    "toraMarket": "CS.NULL.JAPAN.SP.JPY",
    "toraCode": "CS.NULL.JAPAN.SP.JPY.3987"
  }
]

An endpoint to return all products of a certain exchange.

POST $REST_ENDPOINT/refdata/products

Parameter	Description
exchanges	List of exchanges for which to retrieve the product information

Product Details

Product Details request example:


curl -X GET
 -H "Authorization: <yourSecretAccessKey>"
 $REST_ENDPOINT/refdata/product/CS.NULL.JAPAN.SP.JPY.8524

Product Details response example:


[
  {
    "lotSize": "100",
    "lastPrice": "287",
    "closingDate": "2018-12-20T00:00:00.000000",
    "basePrice": "287",
    "section": "MAIN",
    "displayCode": "8524",
    "primaryExchange": "T",
    "clientAlias": "",
    "name": "NORTH PACIFIC BANK LTD",
    "gics": "40101015",
    "sharesOutstanding": "399060179",
    "marketcap": "114530271373",
    "ric": "8524",
    "bbgBase": "8524",
    "reutersCode": "8524.SP",
    "bbgCode": "8524 JS Equity",
    "ISINCode": "JP3843400007",
    "sedolCode": "B7VKZP7",
    "nativeCode": "8524",
    "IDCCode": "E:S8524:TKY",
    "bbgComp": "8524 JP Equity",
    "sharesFloat": "351.6631",
    "subtype": "ORD",
    "issuer": "CS.NULL.JAPAN.T.JPY.8524",
    "prevEarningsDate": "2016-11-11",
    "toraMarket": "CS.NULL.JAPAN.SP.JPY",
    "toraCode": "CS.NULL.JAPAN.SP.JPY.8524"
  }
]

An endpoint to get the details of a certain product.

GET $REST_ENDPOINT/refdata/product/{product_code}

Parameter	Decription
product_code	The product code for the retrieved product

Each product can have a subset of the following fields populated, according to its asset type.

Parameter	Type	Format	Description
avgVol5D	string	-	Average traded volume in the last 5 working days
avgVol10D	string	-	Average traded volume in the last 10 working days
avgVol20D	string	-	Average traded volume in the last 20 working days
avgVol30D	string	-	Average traded volume in the last 30 working days
avgVol60D	string	-	Average traded volume in the last 60 working days
avgVol90D	string	-	Average traded volume in the last 90 working days
avgVol100D	string	-	Average traded volume in the last 100 working days
avgVol3M	string	-	Average traded volume in the last 3 months
avgVol6M	string	-	Average traded volume in the last 6 months
basePrice	string	-	The base price
bbgBase	string	-	Bloomberg Base code for a specic instrument
bbgCode	string	-	Corresponding Bloomberg code for this security
bbgComp	string	-	Bloomberg Composite code
beta	string	-	Coefficient describing the activity of a security's returns responding to swings in the market
caspianCode	string	-	The code for a crypto security used inside the Caspian system
ccyFrom	string	-	FX pair base currency
ccyTo	string	-	FX pair quote currency
clientAlias
closingDate	string	DATE	Closing date for a derivative
cm1	string	DATE	Currency from (applicable for FX pairs)
cm2	string	DATE	Currency to (applicable for FX pairs)
contractYearMonth	string	-	Contract year month
currency	string	-	Currency this product is being traded in
currentDate	string	-
cusipCode	string	-	CUSIP code for this security
displayCode	string	-	Code used internally by Compass. It uniquely defines codes inside a TORA market family
earningsDate
exdivident
expireDate	string	DATE	Date when a future / spread / option expires
externalID
faceValue	string	-	A stock's face value is the initial cost of the stock, as indicated on the certificate of the stock in question; a bond's face value is the dollar figure due to be paid to the investor, once the bond reaches maturity.
fixingDate	string	-	The fixing date is the date at which the difference between the prevailing spot market rate and the agreed-upon rate is calculated.
gics	string	-	Global Industry Classification Standard (GICS) code
giveupBroker	string	-	Give up is a procedure in securities or commodities trading where an executing broker places a trade on behalf of another broke
IDCCode	string	-	IDC Code
IPODate	string	-	Date of the IPO for the specified symbol
isAuction	string	-	Signals whether the symbol represents an auction
isExceptShortSell
isExpired	-	-	Signals whether the instrument is a future/ spread/ option that is no longer tradeable
ISINCode	string	-	The corresponding ISIN Code of the specified symbol
isMother
idNDF	-	-	Non disclosure forward
isShortSell
issue
issuer	string	-	The entity creating the security/ symbol
lastPrice	string	-	Value representing the last price the security was traded at. Not all instruments have this field populated
lotSize	string	-	Lot size of the instrument
marginFlag
market	-	-	The Tora Market family of this specific instrument: Format: INSTRUMENTTYE.INSTRUMENTSUBTYPE.COUNTRY
marketcap	string	-	Market capitalization
minSize	-	-	Minimum size for an order
multiplier
name	string	-	Description of the symbol
nativeCode	string	-	The code used by the exchange to refer to it
nativeLanguage	-	-	The language of the exchange where the instrument was listed
optionType
prevEarningsDate	string	-	Previous earning date
primaryExchange	string	-	The primary exchange were the instrument is listed
putCall
reutersCode	string	-	Reuters code for the symbol
ric	string	-	The Reuters code without the exchange suffix
section	string	-	The exchange section to which the symbol belongs to
sectionMIC	string	-	Section MIC code
sedolCode	string	-	SEDOL code for the symbol
settlementDate
settlementDateOffset
sharesFloat
sharesOutstanding
sicc	string	-	SICC code for the symbol
significantDecimal
significantIntegers
spreadType
strike	string	-	The strike of the spread
subtype
tenor
tickRule	string	-	The tick rule definition of the symbol
triggerPrice
type	string	-	Type of instrument, for example: "FX", "CS", "FWD"
underlyingToraCode	string	-	Underlying Tora code for the symbol (only applicable for futures, spreads and options)

Product Search

Search for instruments where either the "name" or "ric" contains the text "PACIFIC"


curl -X POST
 -H "Content-Type: application/json"
 -H "Authorization: <yourSecretAccessKey>"
 -d '{
       "conditions":[{"anyOf": ["name", "ric"], "contains": "PACIFIC"}],
       "limit": "1000"
     }'
 $REST_ENDPOINT/refdata/search-products

Search response example:


[
  {
    "lotSize": "100",
    "displayCode": "7532",
    "primaryExchange": "T",
    "clientAlias": "",
    "name": "PAN PACIFIC INTERNATIONAL HO",
    "gics": "25503020",
    "sharesOutstanding": "158299060",
    "ric": "7532",
    "reutersCode": "7532.INJ",
    "ISINCode": "JP3639650005",
    "sedolCode": "6269861",
    "settlementDateOffset": "3",
    "subtype": "ORD",
    "issuer": "CS.NULL.JAPAN.T.JPY.7532",
    "prevEarningsDate": "2019-05-08",
    "toraMarket": "CS.NULL.JAPAN.INJ.JPY",
    "toraCode": "CS.NULL.JAPAN.INJ.JPY.7532"
  },
  {
    "lotSize": "100",
    "displayCode": "5541",
    "primaryExchange": "T",
    "clientAlias": "",
    "name": "PACIFIC METALS CO LTD",
    "gics": "15104020",
    "sharesOutstanding": "19577071",
    "ric": "5541",
    "reutersCode": "5541.INJ",
    "ISINCode": "JP3448000004",
    "sedolCode": "6666343",
    "settlementDateOffset": "3",
    "subtype": "ORD",
    "issuer": "CS.NULL.JAPAN.T.JPY.5541",
    "prevEarningsDate": "2019-05-10",
    "toraMarket": "CS.NULL.JAPAN.INJ.JPY",
    "toraCode": "CS.NULL.JAPAN.INJ.JPY.5541"
  }
]

Search for instruments named "PACIFIC METALS CO LTD" which have "toraMarket" as "JAPAN" and for which the "displayCode" matches the pattern "5541.*"


curl -X POST
 -H "Content-Type: application/json"
 -H "Authorization: <yourSecretAccessKey>"
 -d '{
       "conditions":[
         {"anyOf":["name"], "isEqualTo": "PACIFIC METALS CO LTD"},
         {"anyOf":["toraMarket"], "contains": "JAPAN"},
         {"anyOf":["displayCode"], "matches": "5541.*"}
       ],
       "limit": "5"
     }'
 $REST_ENDPOINT/refdata/search-products

Search response example:


[
  {
    "lotSize": "100",
    "displayCode": "5541",
    "primaryExchange": "T",
    "clientAlias": "",
    "name": "PACIFIC METALS CO LTD",
    "gics": "15104020",
    "sharesOutstanding": "19577071",
    "ric": "5541",
    "reutersCode": "5541.INJ",
    "ISINCode": "JP3448000004",
    "sedolCode": "6666343",
    "settlementDateOffset": "3",
    "subtype": "ORD",
    "issuer": "CS.NULL.JAPAN.T.JPY.5541",
    "prevEarningsDate": "2019-05-10",
    "toraMarket": "CS.NULL.JAPAN.INJ.JPY",
    "toraCode": "CS.NULL.JAPAN.INJ.JPY.5541"
  }
]

An endpoint to get products based on given conditions.

POST $REST_ENDPOINT/refdata/search-products

Parameter	Description
conditions	A list of search conditions, joined by the `AND` operator
conditions[].anyOf	One or more fields on which this filter is being applied
conditions[].contains	A filter that checks whether the `anyOf` fields contain a given value
conditions[].isEqualTo	A filter that checks whether the `anyOf` fields are equal to a given value
conditions[].matches	A filter that checks whether the `anyOf` fields match the given regex expression
limit	The maximum number of results to return

Realtime Market Data

The following section describes the interaction between a client application and the Real-time Data service, using web socket technology. In order to use this service, a token must first be obtained, as described in the authentication section.

Please be aware that Realtime Data service can be used only for FX live prices.

1. Connection initialization

A connection initialization example in javascript:


var socket = new WebSocket('$WEBSOCKET_ENDPOINT/realtime/stream?access_token=<yourAccessToken>');

Target URL: $WEBSOCKET_ENDPOINT/realtime/stream

When establishing the websocket connection, the user must supply the access token via one of the following ways:

By setting the HTTP header Authorization and connecting to $WEBSOCKET_ENDPOINT/realtime/stream Authorization: access_token
By adding the access_token parameter in the URL $WEBSOCKET_ENDPOINT/realtime/stream?access_token=<yourAccessToken>

If the token is not specified or if it's invalid/expired, the websocket connection will be closed by the server with one of the following reasons mentioned in the CloseState (see RFC 6455 on protocol details):

3000 - Access token not found
3001 - Supplied token is not valid
3002 - Token has expired

Once the connection is established successfully, the user can proceed with sending requests to the service. The connection will be closed by the service when the token expires. In order to keep the old connection alive, the user must generate a new valid token and make a Token Refresh request as described in Token Refresh section. The Token Refresh request will replace the token used for the current connection with the newly generated one. If the Token Refresh request succeeds the connection lifetime will be extended in accordance to the new token lifetime.

2. Messages format

Both outbound and inbound messages are formatted using JSON standard like below: { "requestId": string, "type": string, "payload": object }

where:

requestId - A string to uniquely identify the request
type - The message type
payload - An object to hold additional data, based on the message type

For outbound messages, the requestId value will be the same as the one used in generating the request (except for the protocol error messages - those are returning the requestId as "N/A").

3. Inbound messages

By inbound messages, we are referring to messages sent by the client to the server.

Real-time subscription example:


socket.send({
  "requestId": "96113dcc-734d-42d3-b347-965a4218e0a2",
  "type": "Subscribe",
  "payload": {
      "symbol": "EURUSD=EBS",
      "symbolType": "Reuters",
      "type": "Level1"
  }
});

Subscription OK response:


{
    "requestId": "96113dcc-734d-42d3-b347-965a4218e0a2",
    "type": "SubscribeResponse",
    "payload": {
        "code": 200,
        "message": "All OK"
    }
}

Subscription with extraParams example:


{
  "requestId": "96113dcc-734d-42d3-b347-965a4218e0a2",
  "type": "Subscribe",
  "payload": {
    "symbol": "EURUSD=EBS",
    "symbolType": "Reuters",
    "type": "Level2",
    "conflation": "1s",
    "numberOfLevels": 10,
    "extraParams": {
      "fx": {
        "type": "full-amount",
        "quantity": 10000,
        "liquidity-providers": ["LP1", "LP2"]
      }
    }
  }
}

3.1 Subscription requests
Subscriptions are used for requesting streaming data for a certain symbol.

Parameter	Type	Format	Description
requestId	string	-	A unique string identifying the request; it's recommended that UUID is used for populating this field
type	string	ENUM	The type of message (for subscriptions, must be `Subscribe`)
payload	object	-	An object holding the subscription parameters
payload.symbol	string	-	The symbol for which market data is requested
payload.symbolType	string	ENUM	The type of symbol used for this subscription. Possible values: `Reuters`, `Bloomberg`, `Tora`; if symbol type is not specified, the default (`Reuters`) is used
payload.type	string	ENUM	Market data type; can be `Level1` (for trade and quote data) or `Level2` (for depth data)
payload.numberOfLevels	number	INT	The number of depth levels (for Level2 subscriptions). Default value is 20. Max value is 100
payload.conflation	string	-	If the `conflation` value is different than `None`, updates will be conflated and only sent at the specified time interval. Default value is 330ms.
payload.extraParams	object	-	An optional object holding extra information regarding the subscription
payload.extraParams.fx	object	-	An object holding extra information regarding a FX subscription
payload.extraParams.fx.type	string	ENUM	The type of FX subscription. Possible values: `sweepable`, `full-amount`, `vwap`
payload.extraParams.fx.quantity	int	-	Quantity of interest. Mandatory for FX types `vwap` and `full-amount`. Optional for `sweepable`
payload.extraParams.fx.liquidity-providers	object string list	-	List of liquidity providers that should be considered when computing market data. In order to build a valid list, please contact your representative in order to determine valid values

Possible response codes for subscriptions messages:

Code	Description
200	All OK
201	Duplicated Request ID
202	Invalid subscription symbol
203	Invalid subscription type
204	Another subscription already exists
205	Not authorized
206	Subscription limit reached
207	Invalid symbol type
208	Invalid number of levels
209	Symbol type not currently supported
211	Missing FX quantity.
212	Incorrect extra parameters.
213	Invalid JSON.
214	Missing FX type.
215	Invalid FX type.
216	Invalid liquidity providers field value.
218	Invalid FX quantity.
500	Internal server error.

Real-time unsubscription example:


socket.send({
  "requestId": "96113dcc-734d-42d3-b347-965a4218e0a2",
  "type": "Unsubscribe",
  "payload": {
    "subscribeRequestId": "96113dcc-734d-42d3-b347-965a4218e0a2"
  }
});

Unsubscription response when the request was OK:


{
    "requestId": "96113dcc-734d-42d3-b347-965a4218e0a2",
    "type": "UnsubscribeResponse",
    "payload": {
        "code": 300,
        "message": "All OK"
    }
}

Unsubscription response when the subscribeRequestId is not found:


{
    "requestId": "N/A",
    "type": "ProtocolError",
    "payload": {
        "code": 301,
        "message": "Subscription not found"
    }
}

3.2 Unsubscription requests
Unsubscriptions are used to terminate an active streaming request, based on the original request ID.

Parameter	Type	Format	Description
requestId	string	-	A unique string identifying the request
type	string	ENUM	The message type (for unsubscriptions, must be `Unsubscribe`)
payload	object	-	An object holding the unsubscription parameters
payload.subscribeRequestId	string	-	The request id for which the unsubscription is done

Possible response codes for unsubscriptions messages:

Code	Description
300	All OK
301	Subscription not found
302	Duplicated requestId

3.3 Token refresh requests
Token refreshes are used to replace an expiring token with a newly generated one.

Token refresh request example:


socket.send({
  "requestId": "96113dcc-734d-42d3-b347-965a4218e0a2",
  "type": "TokenRefresh",
  "payload": {
    "accessToken": "eyJ0eXAiOiJKV1QiLCJhbGciOiJIUzI1NiJ9.eyJzdWIiOiJSZWFsVGltZUFQSSIsImlzcyI6IkNhc3BpYW4gVGVjaCIsImV4cCI6MTY0MTg5OTE0NH0.0YItnz0Uwc3Gf11IKHAuzeO_c5N1LZb__S51OQwh-NY"
  }
});

Parameter	Type	Format	Description
requestId	string	-	A unique string identifying the request
type	string	ENUM	The message type (for unsubscriptions, must be `Unsubscribe`)
payload	object	-	An object holding the refresh request details
payload.accessToken	string	-	The newly obtained access token that will replace the old one

4. Outbound messages

By outbound messages, we are referring to messages sent by the server to the client.

4.1 Level1 updates

An example of Level1 update:


{
    "requestId":"344300cc-734d-42d3-b347-965a4218e0a2",
    "type":"Level1",
    "payload":
    {
      "ask":1.06495,
      "askSize":1000000,
      "bid":1.06493,
      "bidSize":1000000,
      "tradePrice":1.06494
    }
}

As a result of a successful subscribe for Level1, the server will send quote and trade updates to the client. The updates can contain one or more of the below fields as part of payload:

Field	Type	Format	Description
ask	number	DEC	The last ask price
askSize	number	DEC	The last ask size
bid	number	DEC	The last bid price
bidSize	number	DEC	The last bid size
tradePrice	number	DEC	The last traded price
tradeSize	number	DEC	The last traded size
volume	string	-	Traded volume
percentChange	string	-	Price percentage change as compared to the open price
vwap	string	-	Volume weighted average price for the day
tick	string	enum	The market tone, `U` for up-tick, `D` for down-tick
open	string	-	Price at market open
close	string	-	Price at market close
high	string	-	Highest recorded price during the market session
low	string	-	Lowest recorded price during the market session

4.2 Level2 updates

An example of Level2 update:


{
    "requestId": "45953af9-e9fc-4809-8974-fb1badc022ee",
    "type": "Level2",
    "payload": [
      {
        "side":"ask",
        "price":1.06486,
        "size":"11000000"
      },
      {
        "side":"ask",
        "price":1.06485,
        "size":"5000000"
      },
      {
        "side":"ask",
        "price":1.06484,
        "size":"1000000"
      },
      {
        "side":"ask",
        "price":1.06483,
        "size":"0"
      },
      {
        "side":"bid",
        "price":1.0648,
        "size":"4000000"
      },
      {
        "side":"bid",
        "price":1.06479,
        "size":"8000000"
      },
      {
        "side":"bid",
        "price":1.06478,
        "size":"5000000"
      },
      {
        "side":"bid",
        "price":1.06477,
        "size":"0"
      }
    ]
}

As a result of a successful subscribe for Level2, the server will send depth updates to the client. The very first update will represent the order book snapshot. Subsequent updates will only contain changes to that initial image. To be noted that: * A non-zero size translates to a change of size for a specific price level, for that specific side * A zero size means that the specified price level no longer contains orders

The response will contain the following fields:

Field	Type	Format	Description
requestId	string	-	A unique string identifying the request
type	string	ENUM	The message type (in this case `Level2`)
exchangeTimestamp	string	DATETIME	The time of the last Level2 update (expressed in YYYY-MM-DDTHH:MM:SS.mmmmmm) reported by the exchange. If not available, this field is absent
caspianTimestamp	string	DATETIME	The time of the last Level2 update (expressed in YYYY-MM-DDTHH:MM:SS.mmmmmm) received by Caspian
payload[].price	number	DEC	The price level for the array entry
payload[].size	number	DEC	The size for the array entry
payload[].side	number	DEC	The side for the array entry; can be ask or bid

4.3 Token refresh response

A response example for Token refresh


{
    "requestId": "96113dcc-734d-42d3-b347-965a4218e0a2",
    "type": "TokenRefreshResponse",
    "payload": {
        "code": 200,
        "message": "All OK"
    }
}

{ "code": int, "message": string }

where:

code - an integer identifying the error; possible values are:

200 - All OK
202 - Access Token is invalid.
203 - Access Token has expired.
204 - Request ID is duplicated.

message - a descriptive text for the status code

A message sent by the service to confirm the status of a TokenRefresh request.

4.4 General Protocol Errors

A protocol error message for an incorrectly formatted subscription request:


{
    "requestId": "N/A", // requestId is always set to N/A for ProtocolError messages
    "type": "ProtocolError",
    "payload": {
        "code": 100,
        "message": "Request was not properly formatted as JSON"
    }
}

A protocol error is sent by the server when it receives a message that was not properly formatted. The payload of this response will look like this:

{ "code": int, "message": string }

where:

code - an integer identifier for the error having the following possible values:

100 - Request not properly formatted.
101 - requestId not found in the request message.
102 - type not found in the request message.
103 - Received unknown type in the request message.
104 - accessToken not found in the request message.
105 - subscribeRequestId not found in the request message.

message - a descriptive text for the status code

Errors

The TORA API uses the following error codes:

Error Code	Meaning
400	Bad Request -- Your request is invalid.
401	Unauthorized -- Your API key is missing.
403	Forbidden -- Your API key is invalid.
404	Not Found -- The requested resource could not be found.
405	Method Not Allowed -- You tried to access a resource with an invalid HTTP method.
406	Not Acceptable -- You requested a format that isn't JSON.
500	Internal Server Error -- We had a problem with our server. Please try again later.
503	Service Unavailable -- We're temporarily offline for maintenance. Please try again later.

Extra Order Samples

Equities; Index Futures; Stock Futures; Index Options; Stock Options; Calendar Spreads; MultiLeg Instruments

Will be using 2 orders subscriptions:

orders_sub_1 with symbolType: TORA
orders_sub_2 with symbolType: reuters

Equities

Register parent order symbolType: tora: cash stock: CS.NULL.JAPAN.T.JPY.7203
Then register and send child order on the parent.
Receive fills updates at child level and parent level.

Register Parent order

{
  "messageId": "2025-02-06-003",
    "service": "orders",
    "action": "register",
    "params": {
    "order": {
      "symbol": "CS.NULL.JAPAN.T.JPY.7203",
        "broker": "citi",
        "side": "BUY",
        "quantity": "1000.0",
        "limitPrice": "166.0",
        "flowType": "DMA",
        "brokerAccount": "TestAcc1",
        "allocationMethod": "METHOD_1",
        "internalAccount": "IA1",
        "tradeBook": "trdx",
        "tag": "forA",
        "synthType": "swp",
        "openClose": "OPEN",
        "condition": "WORKED",
        "orderType": "CD",
        "skipLimitChecks": "false",
        "clientOrderId": "Tt5vhmehgJwAAADR",
        "symbolType": "TORA"
    }
  }
}

Update on TORA symbolType subscription

{
  "messageId": "c2c9ab18-ceb9-43ae-a9e2-2a84e0f45c18",
    "service": "orders",
    "event": "update",
    "params": {
    "subscriptionId": "orders_sub_1"
  },
  "data": {
    "orders": [
      {
        "orderId": "AAAS7GekV8gAAACd",
        "clientOrderId": "Tt5vhmehgJwAAADR",
        "isParent": true,
        "symbol": "CS.NULL.JAPAN.T.JPY.7203",
        "exchange": "T",
        "broker": "citi",
        "side": "BUY",
        "quantity": 1000.0,
        "limitPrice": 166.0,
        "owner": "wsgw_user",
        "flowType": "WORKED",
        "brokerAccount": "TestAcc1",
        "internalAccount": "IA1",
        "tradeBook": "trdx",
        "state": "REDG",
        "executedQuantity": 0.0,
        "creationTime": "2025-02-06T06:42:01.502000Z",
        "lastUpdateTime": "2025-02-06T06:42:01.566000Z",
        "allocationMethod": "METHOD_1",
        "tag": "forA",
        "status": "OK",
        "executedValue": 0.0,
        "notionalValue": 166000.0,
        "previousExecutedQuantity": 0.0,
        "previousExecutedValue": 0.0,
        "synthType": "swp",
        "condition": "WORKED",
        "orderType": "CD",
        "openClose": "OPEN",
        "externalId": "Tt5vhmehgJwAAADR",
        "lastUpdateOwner": "wsgw_user",
        "limitRequestId": "AAAS7GekV8gAAACi",
        "limitStatus": "APPR",
        "manualExecution": "N",
        "creatorComponent": "WSGW",
        "workType": "CD",
        "originator": "wsgw_user",
        "pendingQuantity": 0.0,
        "productNativeCode": "7203",
        "childQuantity": 0.0
      }
    ]
  }
}

Update on reuters symbolType subscription

{
  "messageId": "1f0e4f0c-573b-4f2d-86bd-46b701492c81",
    "service": "orders",
    "event": "update",
    "params": {
    "subscriptionId": "orders_sub_2"
  },
  "data": {
    "orders": [
      {
        "orderId": "AAAS7GekV8gAAACd",
        "clientOrderId": "Tt5vhmehgJwAAADR",
        "isParent": true,
        "symbol": "7203.T",
        "exchange": "T",
        "broker": "citi",
        "side": "BUY",
        "quantity": 1000.0,
        "limitPrice": 166.0,
        "owner": "wsgw_user",
        "flowType": "WORKED",
        "brokerAccount": "TestAcc1",
        "internalAccount": "IA1",
        "tradeBook": "trdx",
        "state": "REDG",
        "executedQuantity": 0.0,
        "creationTime": "2025-02-06T06:42:01.502000Z",
        "lastUpdateTime": "2025-02-06T06:42:01.566000Z",
        "allocationMethod": "METHOD_1",
        "tag": "forA",
        "status": "OK",
        "executedValue": 0.0,
        "notionalValue": 166000.0,
        "previousExecutedQuantity": 0.0,
        "previousExecutedValue": 0.0,
        "synthType": "swp",
        "condition": "WORKED",
        "orderType": "CD",
        "openClose": "OPEN",
        "externalId": "Tt5vhmehgJwAAADR",
        "lastUpdateOwner": "wsgw_user",
        "limitRequestId": "AAAS7GekV8gAAACi",
        "limitStatus": "APPR",
        "manualExecution": "N",
        "creatorComponent": "WSGW",
        "workType": "CD",
        "originator": "wsgw_user",
        "pendingQuantity": 0.0,
        "productNativeCode": "7203",
        "childQuantity": 0.0
      }
    ]
  }
}

Register and send Child on the Parent order

{
    "messageId": "2025-02-06-003-1",
    "service": "orders",
    "action": "registerAndSend",
    "params": {
        "order": {
            "symbol": "CS.NULL.JAPAN.T.JPY.7203",
            "parentId": "AAAS7GekV8gAAACd",
            "broker": "citi",
            "side": "BUY",
            "quantity": "1000.0",
            "limitPrice": "150.0",
            "flowType": "DMA",
            "brokerAccount": "TestAcc1",
            "allocationMethod": "METHOD_1",
            "internalAccount": "IA1",
            "tradeBook": "TB1",
            "tag": "forA",
            "synthType": "swp",
            "openClose": "OPEN",
            "condition": "WORKED",
            "orderType": "CD",
            "skipLimitChecks": "false",
            "clientOrderId": "Tt5vhmehgJwAAADS",
            "symbolType": "TORA"
        }
    }
}

Update on TORA symbolType subscription

{
    "messageId": "1ba2434a-ed7e-4321-b4e5-f043e5060364",
    "service": "orders",
    "event": "update",
    "params": {
        "subscriptionId": "orders_sub_1"
    },
    "data": {
        "orders": [
            {
                "orderId": "AAAS7GekV8gAAACv",
                "clientOrderId": "Tt5vhmehgJwAAADS",
                "isParent": false,
                "parentId": "AAAS7GekV8gAAACd",
                "symbol": "CS.NULL.JAPAN.T.JPY.7203",
                "exchange": "T",
                "broker": "citi",
                "side": "BUY",
                "quantity": 900.0,
                "limitPrice": 150.0,
                "owner": "wsgw_user",
                "flowType": "WORKED",
                "brokerAccount": "TestAcc1",
                "internalAccount": "IA1",
                "tradeBook": "TB1",
                "state": "REDG",
                "lastUpdateTime": "",
                "allocationMethod": "METHOD_1",
                "tag": "forA",
                "synthType": "swp",
                "condition": "WORKED",
                "orderType": "CD",
                "openClose": "OPEN",
                "externalId": "Tt5vhmehgJwAAADS",
                "lastUpdateOwner": "wsgw_user",
                "manualExecution": "N",
                "creatorComponent": "WSGW",
                "workType": "CD",
                "originator": "wsgw_user",
                "productNativeCode": "7203",
                "strategyId": "AAAS7GekV8gAAACd",
                "strategyType": -1,
                "isHidden": false
            }
        ]
    }
}

Update on reuters symbolType subscription

{
    "messageId": "babb546f-b74f-4b8e-99b4-e2ac1e575eb0",
    "service": "orders",
    "event": "update",
    "params": {
        "subscriptionId": "orders_sub_2"
    },
    "data": {
        "orders": [
            {
                "orderId": "AAAS7GekV8gAAACv",
                "clientOrderId": "Tt5vhmehgJwAAADS",
                "isParent": false,
                "parentId": "AAAS7GekV8gAAACd",
                "symbol": "7203.T",
                "exchange": "T",
                "broker": "citi",
                "side": "BUY",
                "quantity": 900.0,
                "limitPrice": 150.0,
                "owner": "wsgw_user",
                "flowType": "WORKED",
                "brokerAccount": "TestAcc1",
                "internalAccount": "IA1",
                "tradeBook": "TB1",
                "state": "REDG",
                "lastUpdateTime": "",
                "allocationMethod": "METHOD_1",
                "tag": "forA",
                "synthType": "swp",
                "condition": "WORKED",
                "orderType": "CD",
                "openClose": "OPEN",
                "externalId": "Tt5vhmehgJwAAADS",
                "lastUpdateOwner": "wsgw_user",
                "manualExecution": "N",
                "creatorComponent": "WSGW",
                "workType": "CD",
                "originator": "wsgw_user",
                "productNativeCode": "7203",
                "strategyId": "AAAS7GekV8gAAACd",
                "strategyType": -1,
                "isHidden": false
            }
        ]
    }
}

Child order level fill, TORA symbolType

{
  "messageId": "acdcd854-1f80-40e6-a12b-560a9417e1dd",
    "service": "orders",
    "event": "update",
    "params": {
    "subscriptionId": "orders_sub_1"
  },
  "data": {
    "orders": [{
      "orderId": "AAAS7GekV8gAAACv",
      "clientOrderId": "Tt5vhmehgJwAAADS",
      "isParent": false,
      "parentId": "AAAS7GekV8gAAACd",
      "symbol": "CS.NULL.JAPAN.T.JPY.7203",
      "exchange": "T",
      "broker": "citi",
      "side": "BUY",
      "quantity": 900.0,
      "limitPrice": 150.0,
      "owner": "wsgw_user",
      "flowType": "WORKED",
      "brokerAccount": "TestAcc1",
      "internalAccount": "IA1",
      "tradeBook": "TB1",
      "state": "FILD",
      "executedQuantity": 900.0,
      "creationTime": "2025-02-06T06:48:20.036000Z",
      "sendTime": "2025-02-06T06:48:20.091000Z",
      "lastUpdateTime": "2025-02-06T06:48:28.231000Z",
      "allocationMethod": "METHOD_1",
      "tag": "forA",
      "status": "OK",
      "executedValue": 135000.0,
      "notionalValue": 135000.0,
      "previousExecutedQuantity": 0.0,
      "previousExecutedValue": 0.0,
      "synthType": "swp",
      "condition": "WORKED",
      "orderType": "STLMT",
      "openClose": "OPEN",
      "averagePrice": 150.0,
      "dayAvgPx": 150.0,
      "currentMarginFlag": "None",
      "externalId": "Tt5vhmehgJwAAADS",
      "lastUpdateOwner": "wsgw_user",
      "limitStatus": "APPR",
      "manualExecution": "N",
      "margin": "None",
      "creatorComponent": "WSGW",
      "lastExecutedTime": "2025-02-06 06:48:28.227 GMT 0us",
      "workType": "STLMT",
      "originator": "wsgw_user",
      "pendingQuantity": 0.0,
      "productNativeCode": "7203",
      "strategyId": "AAAS7GekV8gAAACd",
      "strategyType": -1,
      "isHidden": false
    }]
  }
}

Parent order level fill, TORA symbolType

{
    "messageId": "e5e3a204-75f2-4e55-90fd-7e03dd491684",
    "service": "orders",
    "event": "update",
    "params": {
        "subscriptionId": "orders_sub_1"
    },
    "data": {
        "orders": [
            {
                "orderId": "AAAS7GekV8gAAACd",
                "clientOrderId": "Tt5vhmehgJwAAADR",
                "isParent": true,
                "symbol": "CS.NULL.JAPAN.T.JPY.7203",
                "exchange": "T",
                "broker": "citi",
                "side": "BUY",
                "quantity": 1000.0,
                "limitPrice": 166.0,
                "owner": "wsgw_user",
                "flowType": "WORKED",
                "brokerAccount": "TestAcc1",
                "internalAccount": "IA1",
                "tradeBook": "trdx",
                "state": "REDG FILD",
                "executedQuantity": 900.0,
                "creationTime": "2025-02-06T06:42:01.502000Z",
                "sendTime": "2025-02-06T06:48:20.091000Z",
                "lastUpdateTime": "2025-02-06T06:48:28.231000Z",
                "allocationMethod": "METHOD_1",
                "tag": "forA",
                "status": "OK",
                "executedValue": 135000.0,
                "notionalValue": 151600.0,
                "previousExecutedQuantity": 0.0,
                "previousExecutedValue": 0.0,
                "synthType": "swp",
                "condition": "WORKED",
                "orderType": "CD",
                "openClose": "OPEN",
                "averagePrice": 150.0,
                "dayAvgPx": 150.0,
                "externalId": "Tt5vhmehgJwAAADR",
                "lastUpdateOwner": "wsgw_user",
                "limitRequestId": "AAAS7GekV8gAAACi",
                "limitStatus": "APPR",
                "manualExecution": "N",
                "creatorComponent": "WSGW",
                "sender": "wsgw_user",
                "workType": "CD",
                "originator": "wsgw_user",
                "pendingQuantity": 0.0,
                "productNativeCode": "7203",
                "childQuantity": 900.0
            }
        ]
    }
}

Child order level fill, reuters symbolType

{
    "messageId": "c0df89c5-9d0b-4b51-901a-d2e1f583c3f9",
    "service": "orders",
    "event": "update",
    "params": {
        "subscriptionId": "orders_sub_2"
    },
    "data": {
        "orders": [
            {
                "orderId": "AAAS7GekV8gAAACv",
                "clientOrderId": "Tt5vhmehgJwAAADS",
                "isParent": false,
                "parentId": "AAAS7GekV8gAAACd",
                "symbol": "7203.T",
                "exchange": "T",
                "broker": "citi",
                "side": "BUY",
                "quantity": 900.0,
                "limitPrice": 150.0,
                "owner": "wsgw_user",
                "flowType": "WORKED",
                "brokerAccount": "TestAcc1",
                "internalAccount": "IA1",
                "tradeBook": "TB1",
                "state": "FILD",
                "executedQuantity": 900.0,
                "creationTime": "2025-02-06T06:48:20.036000Z",
                "sendTime": "2025-02-06T06:48:20.091000Z",
                "lastUpdateTime": "2025-02-06T06:48:28.231000Z",
                "allocationMethod": "METHOD_1",
                "tag": "forA",
                "status": "OK",
                "executedValue": 135000.0,
                "notionalValue": 135000.0,
                "previousExecutedQuantity": 0.0,
                "previousExecutedValue": 0.0,
                "synthType": "swp",
                "condition": "WORKED",
                "orderType": "STLMT",
                "openClose": "OPEN",
                "averagePrice": 150.0,
                "dayAvgPx": 150.0,
                "currentMarginFlag": "None",
                "externalId": "Tt5vhmehgJwAAADS",
                "lastUpdateOwner": "wsgw_user",
                "limitStatus": "APPR",
                "manualExecution": "N",
                "margin": "None",
                "creatorComponent": "WSGW",
                "lastExecutedTime": "2025-02-06 06:48:28.227 GMT 0us",
                "workType": "STLMT",
                "originator": "wsgw_user",
                "pendingQuantity": 0.0,
                "productNativeCode": "7203",
                "strategyId": "AAAS7GekV8gAAACd",
                "strategyType": -1,
                "isHidden": false
            }
        ]
    }
}

Parent order level fill, reuters symbolType

{
    "messageId": "81296212-e396-4b5d-9514-a1428d5e3018",
    "service": "orders",
    "event": "update",
    "params": {
        "subscriptionId": "orders_sub_2"
    },
    "data": {
        "orders": [
            {
                "orderId": "AAAS7GekV8gAAACd",
                "clientOrderId": "Tt5vhmehgJwAAADR",
                "isParent": true,
                "symbol": "7203.T",
                "exchange": "T",
                "broker": "citi",
                "side": "BUY",
                "quantity": 1000.0,
                "limitPrice": 166.0,
                "owner": "wsgw_user",
                "flowType": "WORKED",
                "brokerAccount": "TestAcc1",
                "internalAccount": "IA1",
                "tradeBook": "trdx",
                "state": "REDG FILD",
                "executedQuantity": 900.0,
                "creationTime": "2025-02-06T06:42:01.502000Z",
                "sendTime": "2025-02-06T06:48:20.091000Z",
                "lastUpdateTime": "2025-02-06T06:48:28.231000Z",
                "allocationMethod": "METHOD_1",
                "tag": "forA",
                "status": "OK",
                "executedValue": 135000.0,
                "notionalValue": 151600.0,
                "previousExecutedQuantity": 0.0,
                "previousExecutedValue": 0.0,
                "synthType": "swp",
                "condition": "WORKED",
                "orderType": "CD",
                "openClose": "OPEN",
                "averagePrice": 150.0,
                "dayAvgPx": 150.0,
                "externalId": "Tt5vhmehgJwAAADR",
                "lastUpdateOwner": "wsgw_user",
                "limitRequestId": "AAAS7GekV8gAAACi",
                "limitStatus": "APPR",
                "manualExecution": "N",
                "creatorComponent": "WSGW",
                "sender": "wsgw_user",
                "workType": "CD",
                "originator": "wsgw_user",
                "pendingQuantity": 0.0,
                "productNativeCode": "7203",
                "childQuantity": 900.0
            }
        ]
    }
}

Index Futures

Register parent order symbolType: tora: cash stock: FUT.IDX.NK225.OS.JPY.202509
Then register and send child order on the parent.

Register Parent order

{
    "messageId": "2025-02-06-004",
    "service": "orders",
    "action": "register",
    "params": {
        "order": {
            "symbol": "FUT.IDX.NK225.OS.JPY.202509",
            "broker": "citi",
            "side": "BUY",
            "quantity": "3.0",
            "limitPrice": "39350.0",
            "flowType": "DMA",
            "brokerAccount": "TestAcc1",
            "allocationMethod": "METHOD_1",
            "internalAccount": "IA1",
            "tradeBook": "TB2",
            "tag": "forA",
            "synthType": "swp",
            "openClose": "OPEN",
            "condition": "WORKED",
            "orderType": "CD",
            "skipLimitChecks": "false",
            "clientOrderId": "Tt5vhmehgJwAAAD2",
            "symbolType": "TORA"
        }
    }
}

Update on TORA symbolType subscription

{
    "messageId": "47509f90-e6c1-4043-90d0-1f6aff90e8dc",
    "service": "orders",
    "event": "update",
    "params": {
        "subscriptionId": "orders_sub_1"
    },
    "data": {
        "orders": [
            {
                "orderId": "AAAS7GekV8gAAAEm",
                "clientOrderId": "Tt5vhmehgJwAAAD2",
                "isParent": true,
                "symbol": "FUT.IDX.NK225.OS.JPY.202509",
                "exchange": "OS",
                "broker": "citi",
                "side": "BUY",
                "quantity": 3.0,
                "limitPrice": 39350.0,
                "owner": "wsgw_user",
                "flowType": "WORKED",
                "brokerAccount": "TestAcc1",
                "internalAccount": "IA1",
                "tradeBook": "TB2",
                "state": "REDG",
                "executedQuantity": 0.0,
                "creationTime": "2025-02-06T07:12:03.862000Z",
                "lastUpdateTime": "2025-02-06T07:12:03.873000Z",
                "allocationMethod": "METHOD_1",
                "tag": "forA",
                "status": "OK",
                "executedValue": 0.0,
                "notionalValue": 1.1805E8,
                "previousExecutedQuantity": 0.0,
                "previousExecutedValue": 0.0,
                "synthType": "swp",
                "condition": "WORKED",
                "orderType": "CD",
                "openClose": "OPEN",
                "externalId": "Tt5vhmehgJwAAAD2",
                "lastUpdateOwner": "wsgw_user",
                "limitRequestId": "AAAS7GekV8gAAAEr",
                "limitStatus": "APPR",
                "manualExecution": "N",
                "creatorComponent": "WSGW",
                "workType": "CD",
                "originator": "wsgw_user",
                "pendingQuantity": 0.0,
                "productNativeCode": "160090018",
                "childQuantity": 0.0
            }
        ]
    }
}

Update on reuters symbolType subscription

{
    "messageId": "7f8e7a1c-bf1e-4fb4-a694-76ea5b018706",
    "service": "orders",
    "event": "update",
    "params": {
        "subscriptionId": "orders_sub_2"
    },
    "data": {
        "orders": [
            {
                "orderId": "AAAS7GekV8gAAAEm",
                "clientOrderId": "Tt5vhmehgJwAAAD2",
                "isParent": true,
                "symbol": "JNIU5",
                "exchange": "OS",
                "broker": "citi",
                "side": "BUY",
                "quantity": 3.0,
                "limitPrice": 39350.0,
                "owner": "wsgw_user",
                "flowType": "WORKED",
                "brokerAccount": "TestAcc1",
                "internalAccount": "IA1",
                "tradeBook": "TB2",
                "state": "REDG",
                "executedQuantity": 0.0,
                "creationTime": "2025-02-06T07:12:03.862000Z",
                "lastUpdateTime": "2025-02-06T07:12:03.873000Z",
                "allocationMethod": "METHOD_1",
                "tag": "forA",
                "status": "OK",
                "executedValue": 0.0,
                "notionalValue": 1.1805E8,
                "previousExecutedQuantity": 0.0,
                "previousExecutedValue": 0.0,
                "synthType": "swp",
                "condition": "WORKED",
                "orderType": "CD",
                "openClose": "OPEN",
                "externalId": "Tt5vhmehgJwAAAD2",
                "lastUpdateOwner": "wsgw_user",
                "limitRequestId": "AAAS7GekV8gAAAEr",
                "limitStatus": "APPR",
                "manualExecution": "N",
                "creatorComponent": "WSGW",
                "workType": "CD",
                "originator": "wsgw_user",
                "pendingQuantity": 0.0,
                "productNativeCode": "160090018",
                "childQuantity": 0.0
            }
        ]
    }
}

Register and send Child on the Parent order

{
    "messageId": "2025-02-06-004-1",
    "service": "orders",
    "action": "registerAndSend",
    "params": {
        "order": {
            "symbol": "FUT.IDX.NK225.OS.JPY.202509",
            "orderId": "AAAS7GekV8gAAAEn",
            "parentId": "AAAS7GekV8gAAAEm",
            "broker": "citi",
            "side": "BUY",
            "quantity": "3.0",
            "limitPrice": "39340.0",
            "flowType": "DMA",
            "brokerAccount": "TestAcc1",
            "allocationMethod": "METHOD_1",
            "internalAccount": "IA1",
            "tradeBook": "TB2",
            "tag": "forA",
            "synthType": "swp",
            "openClose": "OPEN",
            "condition": "WORKED",
            "orderType": "CD",
            "skipLimitChecks": "false",
            "clientOrderId": "Tt5vhmehgJwAAAD3",
            "symbolType": "TORA"
        }
    }
}

Update on TORA symbolType subscription

{
    "messageId": "9a4f1a02-8bfe-48cd-91cd-d7f6646122c8",
    "service": "orders",
    "event": "update",
    "params": {
        "subscriptionId": "orders_sub_1"
    },
    "data": {
        "orders": [
            {
                "orderId": "AAAS7GekV8gAAAE3",
                "clientOrderId": "Tt5vhmehgJwAAAD3",
                "isParent": false,
                "parentId": "AAAS7GekV8gAAAEm",
                "symbol": "FUT.IDX.NK225.OS.JPY.202509",
                "exchange": "OS",
                "broker": "citi",
                "side": "BUY",
                "quantity": 3.0,
                "limitPrice": 39340.0,
                "owner": "wsgw_user",
                "flowType": "WORKED",
                "brokerAccount": "TestAcc1",
                "internalAccount": "IA1",
                "tradeBook": "TB2",
                "state": "REDG",
                "lastUpdateTime": "",
                "allocationMethod": "METHOD_1",
                "tag": "forA",
                "synthType": "swp",
                "condition": "WORKED",
                "orderType": "CD",
                "openClose": "OPEN",
                "externalId": "Tt5vhmehgJwAAAD3",
                "lastUpdateOwner": "wsgw_user",
                "manualExecution": "N",
                "creatorComponent": "WSGW",
                "workType": "CD",
                "originator": "wsgw_user",
                "productNativeCode": "160090018",
                "strategyId": "AAAS7GekV8gAAAEm",
                "strategyType": -1,
                "isHidden": false
            }
        ]
    }

Update on reuters symbolType subscription

{
    "messageId": "c2e42869-8df9-4dab-9628-23f16652b1dd",
    "service": "orders",
    "event": "update",
    "params": {
        "subscriptionId": "orders_sub_2"
    },
    "data": {
        "orders": [
            {
                "orderId": "AAAS7GekV8gAAAE3",
                "clientOrderId": "Tt5vhmehgJwAAAD3",
                "isParent": false,
                "parentId": "AAAS7GekV8gAAAEm",
                "symbol": "JNIU5",
                "exchange": "OS",
                "broker": "citi",
                "side": "BUY",
                "quantity": 3.0,
                "limitPrice": 39340.0,
                "owner": "wsgw_user",
                "flowType": "WORKED",
                "brokerAccount": "TestAcc1",
                "internalAccount": "IA1",
                "tradeBook": "TB2",
                "state": "REDG",
                "lastUpdateTime": "",
                "allocationMethod": "METHOD_1",
                "tag": "forA",
                "synthType": "swp",
                "condition": "WORKED",
                "orderType": "CD",
                "openClose": "OPEN",
                "externalId": "Tt5vhmehgJwAAAD3",
                "lastUpdateOwner": "wsgw_user",
                "manualExecution": "N",
                "creatorComponent": "WSGW",
                "workType": "CD",
                "originator": "wsgw_user",
                "productNativeCode": "160090018",
                "strategyId": "AAAS7GekV8gAAAEm",
                "strategyType": -1,
                "isHidden": false
            }
        ]
    }
}

Stock Futures

Register parent order symbolType: tora: cash stock: FUT.CS.KOREA.KS.KRW.HYD-202503
Then register and send child order on the parent.

Register Parent order

{
  "messageId": "2025-02-06-007",
    "service": "orders",
    "action": "register",
    "params": {
    "order": {
      "symbol": "FUT.CS.KOREA.KS.KRW.HYD-202503",
        "broker": "citi",
        "side": "BUY",
        "quantity": "4.0",
        "limitPrice": "77500.0",
        "flowType": "DMA",
        "brokerAccount": "TestAcc1",
        "allocationMethod": "METHOD_1",
        "internalAccount": "IA1",
        "tradeBook": "TB2",
        "tag": "forA",
        "synthType": "swp",
        "openClose": "OPEN",
        "condition": "WORKED",
        "orderType": "CD",
        "skipLimitChecks": "false",
        "clientOrderId": "Tt5vhmehgJwAAAD3",
        "symbolType": "TORA"
    }
  }
}

Update on TORA symbolType subscription

{
    "messageId": "5e93e137-1d03-40ec-8e20-b13fd28272f4",
    "service": "orders",
    "event": "update",
    "params": {
        "subscriptionId": "orders_sub_1"
    },
    "data": {
        "orders": [
            {
                "orderId": "AAAS7GekV8gAAAGo",
                "clientOrderId": "Tt5vhmehgJwAAAD3",
                "isParent": true,
                "symbol": "FUT.CS.KOREA.KS.KRW.HYD-202503",
                "exchange": "KS",
                "broker": "citi",
                "side": "BUY",
                "quantity": 4.0,
                "limitPrice": 77500.0,
                "owner": "wsgw_user",
                "flowType": "WORKED",
                "brokerAccount": "TestAcc1",
                "internalAccount": "IA1",
                "tradeBook": "TB2",
                "state": "REDG",
                "executedQuantity": 0.0,
                "creationTime": "2025-02-06T08:16:15.802000Z",
                "lastUpdateTime": "2025-02-06T08:16:15.813000Z",
                "allocationMethod": "METHOD_1",
                "tag": "forA",
                "status": "OK",
                "executedValue": 0.0,
                "notionalValue": 3100000.0,
                "previousExecutedQuantity": 0.0,
                "previousExecutedValue": 0.0,
                "synthType": "swp",
                "condition": "WORKED",
                "orderType": "CD",
                "openClose": "OPEN",
                "externalId": "Tt5vhmehgJwAAAD3",
                "lastUpdateOwner": "wsgw_user",
                "limitRequestId": "AAAS7GekV8gAAAGt",
                "limitStatus": "APPR",
                "manualExecution": "N",
                "creatorComponent": "WSGW",
                "workType": "CD",
                "originator": "wsgw_user",
                "pendingQuantity": 0.0,
                "productNativeCode": "K1FHW3000",
                "childQuantity": 0.0
            }
        ]
    }
}

Update on reuters symbolType subscription

{
    "messageId": "4df88e9e-a9ae-430a-919c-d3449f4e7706",
    "service": "orders",
    "event": "update",
    "params": {
        "subscriptionId": "orders_sub_2"
    },
    "data": {
        "orders": [
            {
                "orderId": "AAAS7GekV8gAAAGo",
                "clientOrderId": "Tt5vhmehgJwAAAD3",
                "isParent": true,
                "symbol": "HYDH5:KE",
                "exchange": "KS",
                "broker": "citi",
                "side": "BUY",
                "quantity": 4.0,
                "limitPrice": 77500.0,
                "owner": "wsgw_user",
                "flowType": "WORKED",
                "brokerAccount": "TestAcc1",
                "internalAccount": "IA1",
                "tradeBook": "TB2",
                "state": "REDG",
                "executedQuantity": 0.0,
                "creationTime": "2025-02-06T08:16:15.802000Z",
                "lastUpdateTime": "2025-02-06T08:16:15.813000Z",
                "allocationMethod": "METHOD_1",
                "tag": "forA",
                "status": "OK",
                "executedValue": 0.0,
                "notionalValue": 3100000.0,
                "previousExecutedQuantity": 0.0,
                "previousExecutedValue": 0.0,
                "synthType": "swp",
                "condition": "WORKED",
                "orderType": "CD",
                "openClose": "OPEN",
                "externalId": "Tt5vhmehgJwAAAD3",
                "lastUpdateOwner": "wsgw_user",
                "limitRequestId": "AAAS7GekV8gAAAGt",
                "limitStatus": "APPR",
                "manualExecution": "N",
                "creatorComponent": "WSGW",
                "workType": "CD",
                "originator": "wsgw_user",
                "pendingQuantity": 0.0,
                "productNativeCode": "K1FHW3000",
                "childQuantity": 0.0
            }
        ]
    }
}

Register and send Child on the Parent order

{
    "messageId": "2025-02-06-007-1",
    "service": "orders",
    "action": "registerAndSend",
    "params": {
        "order": {
            "symbol": "FUT.CS.KOREA.KS.KRW.HYD-202503",
            "parentId": "AAAS7GekV8gAAAGo",
            "broker": "citi",
            "side": "BUY",
            "quantity": "3.0",
            "limitPrice": "77300.0",
            "flowType": "DMA",
            "brokerAccount": "TestAcc1",
            "allocationMethod": "METHOD_1",
            "internalAccount": "IA1",
            "tradeBook": "TB2",
            "tag": "forA",
            "synthType": "swp",
            "openClose": "OPEN",
            "condition": "WORKED",
            "orderType": "CD",
            "skipLimitChecks": "false",
            "clientOrderId": "Tt5vhmehgJwAAAD8",
            "symbolType": "TORA"
        }
    }
}

Update on TORA symbolType subscription, child level

{
    "messageId": "490f735d-a073-4f85-9009-ca155be3f308",
    "service": "orders",
    "event": "update",
    "params": {
        "subscriptionId": "orders_sub_1"
    },
    "data": {
        "orders": [
            {
                "orderId": "AAAS7GekV8gAAAG5",
                "clientOrderId": "Tt5vhmehgJwAAAD8",
                "isParent": false,
                "parentId": "AAAS7GekV8gAAAGo",
                "symbol": "FUT.CS.KOREA.KS.KRW.HYD-202503",
                "exchange": "KS",
                "broker": "citi",
                "side": "BUY",
                "quantity": 3.0,
                "limitPrice": 77300.0,
                "owner": "wsgw_user",
                "flowType": "WORKED",
                "brokerAccount": "TestAcc1",
                "internalAccount": "IA1",
                "tradeBook": "TB2",
                "state": "REDG",
                "lastUpdateTime": "",
                "allocationMethod": "METHOD_1",
                "tag": "forA",
                "synthType": "swp",
                "condition": "WORKED",
                "orderType": "CD",
                "openClose": "OPEN",
                "externalId": "Tt5vhmehgJwAAAD8",
                "lastUpdateOwner": "wsgw_user",
                "manualExecution": "N",
                "creatorComponent": "WSGW",
                "workType": "CD",
                "originator": "wsgw_user",
                "productNativeCode": "K1FHW3000",
                "strategyId": "AAAS7GekV8gAAAGo",
                "strategyType": -1,
                "isHidden": false
            }
        ]
    }
}

Update on Tora symbolType subscription, parent level

{
    "messageId": "548fe5ff-d184-4c1c-9297-1d0a15b20f4b",
    "service": "orders",
    "event": "update",
    "params": {
        "subscriptionId": "orders_sub_1"
    },
    "data": {
        "orders": [
            {
                "orderId": "AAAS7GekV8gAAAGo",
                "clientOrderId": "Tt5vhmehgJwAAAD3",
                "isParent": true,
                "symbol": "FUT.CS.KOREA.KS.KRW.HYD-202503",
                "exchange": "KS",
                "broker": "citi",
                "side": "BUY",
                "quantity": 4.0,
                "limitPrice": 77500.0,
                "owner": "wsgw_user",
                "flowType": "WORKED",
                "brokerAccount": "TestAcc1",
                "internalAccount": "IA1",
                "tradeBook": "TB2",
                "state": "REDG",
                "executedQuantity": 0.0,
                "creationTime": "2025-02-06T08:16:15.802000Z",
                "lastUpdateTime": "2025-02-06T08:20:38.223000Z",
                "allocationMethod": "METHOD_1",
                "tag": "forA",
                "status": "OK",
                "executedValue": 0.0,
                "notionalValue": 775000.0,
                "previousExecutedQuantity": 0.0,
                "previousExecutedValue": 0.0,
                "synthType": "swp",
                "condition": "WORKED",
                "orderType": "CD",
                "openClose": "OPEN",
                "externalId": "Tt5vhmehgJwAAAD3",
                "lastUpdateOwner": "wsgw_user",
                "limitRequestId": "AAAS7GekV8gAAAGt",
                "limitStatus": "APPR",
                "manualExecution": "N",
                "creatorComponent": "WSGW",
                "workType": "CD",
                "originator": "wsgw_user",
                "pendingQuantity": 0.0,
                "productNativeCode": "K1FHW3000",
                "childQuantity": 3.0
            }
        ]
    }
}

Update on reuters symbolType subscription, child level

{
    "messageId": "ffed5dd2-b2a6-4171-908e-28631d63bacc",
    "service": "orders",
    "event": "update",
    "params": {
        "subscriptionId": "orders_sub_2"
    },
    "data": {
        "orders": [
            {
                "orderId": "AAAS7GekV8gAAAG5",
                "clientOrderId": "Tt5vhmehgJwAAAD8",
                "isParent": false,
                "parentId": "AAAS7GekV8gAAAGo",
                "symbol": "HYDH5:KE",
                "exchange": "KS",
                "broker": "citi",
                "side": "BUY",
                "quantity": 3.0,
                "limitPrice": 77300.0,
                "owner": "wsgw_user",
                "flowType": "WORKED",
                "brokerAccount": "TestAcc1",
                "internalAccount": "IA1",
                "tradeBook": "TB2",
                "state": "REDG",
                "lastUpdateTime": "",
                "allocationMethod": "METHOD_1",
                "tag": "forA",
                "synthType": "swp",
                "condition": "WORKED",
                "orderType": "CD",
                "openClose": "OPEN",
                "externalId": "Tt5vhmehgJwAAAD8",
                "lastUpdateOwner": "wsgw_user",
                "manualExecution": "N",
                "creatorComponent": "WSGW",
                "workType": "CD",
                "originator": "wsgw_user",
                "productNativeCode": "K1FHW3000",
                "strategyId": "AAAS7GekV8gAAAGo",
                "strategyType": -1,
                "isHidden": false
            }
        ]
    }
}

Update on reuters symbolType subscription, parent level

{
    "messageId": "925f4d95-92b4-4012-bafd-4abf96e18df2",
    "service": "orders",
    "event": "update",
    "params": {
        "subscriptionId": "orders_sub_2"
    },
    "data": {
        "orders": [
            {
                "orderId": "AAAS7GekV8gAAAGo",
                "clientOrderId": "Tt5vhmehgJwAAAD3",
                "isParent": true,
                "symbol": "HYDH5:KE",
                "exchange": "KS",
                "broker": "citi",
                "side": "BUY",
                "quantity": 4.0,
                "limitPrice": 77500.0,
                "owner": "wsgw_user",
                "flowType": "WORKED",
                "brokerAccount": "TestAcc1",
                "internalAccount": "IA1",
                "tradeBook": "TB2",
                "state": "REDG",
                "executedQuantity": 0.0,
                "creationTime": "2025-02-06T08:16:15.802000Z",
                "lastUpdateTime": "2025-02-06T08:20:38.223000Z",
                "allocationMethod": "METHOD_1",
                "tag": "forA",
                "status": "OK",
                "executedValue": 0.0,
                "notionalValue": 775000.0,
                "previousExecutedQuantity": 0.0,
                "previousExecutedValue": 0.0,
                "synthType": "swp",
                "condition": "WORKED",
                "orderType": "CD",
                "openClose": "OPEN",
                "externalId": "Tt5vhmehgJwAAAD3",
                "lastUpdateOwner": "wsgw_user",
                "limitRequestId": "AAAS7GekV8gAAAGt",
                "limitStatus": "APPR",
                "manualExecution": "N",
                "creatorComponent": "WSGW",
                "workType": "CD",
                "originator": "wsgw_user",
                "pendingQuantity": 0.0,
                "productNativeCode": "K1FHW3000",
                "childQuantity": 3.0
            }
        ]
    }
}

Index Options

Register parent order symbolType: tora: cash stock: OPT.IDX.NK225.OS.JPY.202509C31250
Then register and send child order on the parent.
Updates on fills, child and parent level

Register Parent order

{
    "messageId": "2025-02-06-008",
    "service": "orders",
    "action": "register",
    "params": {
        "order": {
            "symbol": "OPT.IDX.NK225.OS.JPY.202509C31250",
            "broker": "citi",
            "side": "BUY",
            "quantity": "5.0",
            "limitPrice": "8930.0",
            "flowType": "DMA",
            "brokerAccount": "TestAcc1",
            "allocationMethod": "METHOD_1",
            "internalAccount": "IA1",
            "tradeBook": "TB1",
            "tag": "forA",
            "synthType": "swp",
            "openClose": "OPEN",
            "condition": "WORKED",
            "orderType": "CD",
            "skipLimitChecks": "false",
            "clientOrderId": "Tt5vhmehgJwAAAD8",
            "symbolType": "TORA"
        }
    }
}

Update on TORA symbolType subscription

{
    "messageId": "b94ca4e9-5b10-4083-811c-5b1af794ebfd",
    "service": "orders",
    "event": "update",
    "params": {
        "subscriptionId": "orders_sub_1"
    },
    "data": {
        "orders": [
            {
                "orderId": "AAAS7GekV8gAAAH6",
                "clientOrderId": "Tt5vhmehgJwAAAD8",
                "isParent": true,
                "symbol": "OPT.IDX.NK225.OS.JPY.202509C31250",
                "exchange": "OS",
                "broker": "citi",
                "side": "BUY",
                "quantity": 5.0,
                "limitPrice": 8930.0,
                "owner": "wsgw_user",
                "flowType": "WORKED",
                "brokerAccount": "TestAcc1",
                "internalAccount": "IA1",
                "tradeBook": "TB1",
                "state": "REDG",
                "executedQuantity": 0.0,
                "creationTime": "2025-02-06T08:23:08.102000Z",
                "lastUpdateTime": "2025-02-06T08:23:08.102000Z",
                "allocationMethod": "METHOD_1",
                "tag": "forA",
                "status": "OK",
                "executedValue": 0.0,
                "notionalValue": 4.465E7,
                "previousExecutedQuantity": 0.0,
                "previousExecutedValue": 0.0,
                "synthType": "swp",
                "condition": "WORKED",
                "orderType": "CD",
                "openClose": "OPEN",
                "externalId": "Tt5vhmehgJwAAAD8",
                "lastUpdateOwner": "wsgw_user",
                "limitRequestId": "UNKNOWN",
                "limitStatus": "PLIM",
                "manualExecution": "N",
                "creatorComponent": "WSGW",
                "workType": "CD",
                "originator": "wsgw_user",
                "pendingQuantity": 0.0,
                "childQuantity": 0.0
            }
        ]
    }
}

Update on reuters symbolType subscription

{
    "messageId": "92e20eb7-8d7e-444a-bc26-1a064bcacef2",
    "service": "orders",
    "event": "update",
    "params": {
        "subscriptionId": "orders_sub_2"
    },
    "data": {
        "orders": [
            {
                "orderId": "AAAS7GekV8gAAAH6",
                "clientOrderId": "Tt5vhmehgJwAAAD8",
                "isParent": true,
                "symbol": "JNI312I5.OS",
                "exchange": "OS",
                "broker": "citi",
                "side": "BUY",
                "quantity": 5.0,
                "limitPrice": 8930.0,
                "owner": "wsgw_user",
                "flowType": "WORKED",
                "brokerAccount": "TestAcc1",
                "internalAccount": "IA1",
                "tradeBook": "TB1",
                "state": "REDG",
                "executedQuantity": 0.0,
                "creationTime": "2025-02-06T08:23:08.102000Z",
                "lastUpdateTime": "2025-02-06T08:23:08.102000Z",
                "allocationMethod": "METHOD_1",
                "tag": "forA",
                "status": "OK",
                "executedValue": 0.0,
                "notionalValue": 4.465E7,
                "previousExecutedQuantity": 0.0,
                "previousExecutedValue": 0.0,
                "synthType": "swp",
                "condition": "WORKED",
                "orderType": "CD",
                "openClose": "OPEN",
                "externalId": "Tt5vhmehgJwAAAD8",
                "lastUpdateOwner": "wsgw_user",
                "limitRequestId": "UNKNOWN",
                "limitStatus": "PLIM",
                "manualExecution": "N",
                "creatorComponent": "WSGW",
                "workType": "CD",
                "originator": "wsgw_user",
                "pendingQuantity": 0.0,
                "childQuantity": 0.0
            }
        ]
    }
}

Register and send Child on the Parent order

{
  "messageId": "2025-02-06-008-1",
    "service": "orders",
    "action": "registerAndSend",
    "params": {
    "order": {
      "symbol": "OPT.IDX.NK225.OS.JPY.202509C31250",
        "parentId": "AAAS7GekV8gAAAH6",
        "broker": "citi",
        "side": "BUY",
        "quantity": "3.0",
        "limitPrice": "8910.0",
        "flowType": "DMA",
        "brokerAccount": "TestAcc1",
        "allocationMethod": "METHOD_1",
        "internalAccount": "IA1",
        "tradeBook": "TB2",
        "tag": "forA",
        "synthType": "swp",
        "openClose": "OPEN",
        "condition": "WORKED",
        "orderType": "CD",
        "skipLimitChecks": "false",
        "clientOrderId": "Tt5vhmehgJwAAAD9",
        "symbolType": "TORA"
    }
  }
}

Update on TORA symbolType subscription - child

{
    "messageId": "f1225be1-8ca7-40b8-ab63-5bb076b14ac0",
    "service": "orders",
    "event": "update",
    "params": {
        "subscriptionId": "orders_sub_1"
    },
    "data": {
        "orders": [
            {
                "orderId": "AAAS7GekV8gAAAIL",
                "clientOrderId": "Tt5vhmehgJwAAAD9",
                "isParent": false,
                "parentId": "AAAS7GekV8gAAAH6",
                "symbol": "OPT.IDX.NK225.OS.JPY.202509C31250",
                "exchange": "OS",
                "broker": "citi",
                "side": "BUY",
                "quantity": 3.0,
                "limitPrice": 8910.0,
                "owner": "wsgw_user",
                "flowType": "WORKED",
                "brokerAccount": "TestAcc1",
                "internalAccount": "IA1",
                "tradeBook": "TB2",
                "state": "REDG",
                "lastUpdateTime": "",
                "allocationMethod": "METHOD_1",
                "tag": "forA",
                "synthType": "swp",
                "condition": "WORKED",
                "orderType": "CD",
                "openClose": "OPEN",
                "externalId": "Tt5vhmehgJwAAAD9",
                "lastUpdateOwner": "wsgw_user",
                "manualExecution": "N",
                "creatorComponent": "WSGW",
                "workType": "CD",
                "originator": "wsgw_user",
                "strategyId": "AAAS7GekV8gAAAH6",
                "strategyType": -1,
                "isHidden": false
            }
        ]
    }

Update on TORA symbolType subscription - parent

{
  "messageId": "e884b916-f533-4e12-bfe8-9bf46bf833fc",
    "service": "orders",
    "event": "update",
    "params": {
    "subscriptionId": "orders_sub_1"
  },
  "data": {
    "orders": [{
      "orderId": "AAAS7GekV8gAAAH6",
      "clientOrderId": "Tt5vhmehgJwAAAD8",
      "isParent": true,
      "symbol": "OPT.IDX.NK225.OS.JPY.202509C31250",
      "exchange": "OS",
      "broker": "citi",
      "side": "BUY",
      "quantity": 5.0,
      "limitPrice": 8930.0,
      "owner": "wsgw_user",
      "flowType": "WORKED",
      "brokerAccount": "TestAcc1",
      "internalAccount": "IA1",
      "tradeBook": "TB1",
      "state": "REDG",
      "executedQuantity": 0.0,
      "creationTime": "2025-02-06T08:23:08.102000Z",
      "lastUpdateTime": "2025-02-06T08:26:10.578000Z",
      "allocationMethod": "METHOD_1",
      "tag": "forA",
      "status": "OK",
      "executedValue": 0.0,
      "notionalValue": 1.786E7,
      "previousExecutedQuantity": 0.0,
      "previousExecutedValue": 0.0,
      "synthType": "swp",
      "condition": "WORKED",
      "orderType": "CD",
      "openClose": "OPEN",
      "externalId": "Tt5vhmehgJwAAAD8",
      "lastUpdateOwner": "wsgw_user",
      "limitRequestId": "AAAS7GekV8gAAAH/",
      "limitStatus": "APPR",
      "manualExecution": "N",
      "creatorComponent": "WSGW",
      "workType": "CD",
      "originator": "wsgw_user",
      "pendingQuantity": 0.0,
      "childQuantity": 3.0
    }]
  }
}

Update on reuters symbolType subscription - child

{
    "messageId": "1eb6c06e-af7b-4e64-b5d6-dc9370f0adbe",
    "service": "orders",
    "event": "update",
    "params": {
        "subscriptionId": "orders_sub_2"
    },
    "data": {
        "orders": [
            {
                "orderId": "AAAS7GekV8gAAAIL",
                "clientOrderId": "Tt5vhmehgJwAAAD9",
                "isParent": false,
                "parentId": "AAAS7GekV8gAAAH6",
                "symbol": "JNI312I5.OS",
                "exchange": "OS",
                "broker": "citi",
                "side": "BUY",
                "quantity": 3.0,
                "limitPrice": 8910.0,
                "owner": "wsgw_user",
                "flowType": "WORKED",
                "brokerAccount": "TestAcc1",
                "internalAccount": "IA1",
                "tradeBook": "TB2",
                "state": "REDG",
                "lastUpdateTime": "",
                "allocationMethod": "METHOD_1",
                "tag": "forA",
                "synthType": "swp",
                "condition": "WORKED",
                "orderType": "CD",
                "openClose": "OPEN",
                "externalId": "Tt5vhmehgJwAAAD9",
                "lastUpdateOwner": "wsgw_user",
                "manualExecution": "N",
                "creatorComponent": "WSGW",
                "workType": "CD",
                "originator": "wsgw_user",
                "strategyId": "AAAS7GekV8gAAAH6",
                "strategyType": -1,
                "isHidden": false
            }
        ]
    }
}

Update on reuters symbolType subscription - parent

{
    "messageId": "c6aea382-872a-4a4f-abbf-6df451f6c8d6",
    "service": "orders",
    "event": "update",
    "params": {
        "subscriptionId": "orders_sub_2"
    },
    "data": {
        "orders": [
            {
                "orderId": "AAAS7GekV8gAAAH6",
                "clientOrderId": "Tt5vhmehgJwAAAD8",
                "isParent": true,
                "symbol": "JNI312I5.OS",
                "exchange": "OS",
                "broker": "citi",
                "side": "BUY",
                "quantity": 5.0,
                "limitPrice": 8930.0,
                "owner": "wsgw_user",
                "flowType": "WORKED",
                "brokerAccount": "TestAcc1",
                "internalAccount": "IA1",
                "tradeBook": "TB1",
                "state": "REDG",
                "executedQuantity": 0.0,
                "creationTime": "2025-02-06T08:23:08.102000Z",
                "lastUpdateTime": "2025-02-06T08:26:10.578000Z",
                "allocationMethod": "METHOD_1",
                "tag": "forA",
                "status": "OK",
                "executedValue": 0.0,
                "notionalValue": 1.786E7,
                "previousExecutedQuantity": 0.0,
                "previousExecutedValue": 0.0,
                "synthType": "swp",
                "condition": "WORKED",
                "orderType": "CD",
                "openClose": "OPEN",
                "externalId": "Tt5vhmehgJwAAAD8",
                "lastUpdateOwner": "wsgw_user",
                "limitRequestId": "AAAS7GekV8gAAAH/",
                "limitStatus": "APPR",
                "manualExecution": "N",
                "creatorComponent": "WSGW",
                "workType": "CD",
                "originator": "wsgw_user",
                "pendingQuantity": 0.0,
                "childQuantity": 3.0
            }
        ]
    }
}

Fill on TORA symbolType subscription - child

{
    "messageId": "ec776f8b-7372-4065-a333-cc25149890ba",
    "service": "orders",
    "event": "update",
    "params": {
        "subscriptionId": "orders_sub_1"
    },
    "data": {
        "orders": [
            {
                "orderId": "AAAS7GekV8gAAAIL",
                "clientOrderId": "Tt5vhmehgJwAAAD9",
                "isParent": false,
                "parentId": "AAAS7GekV8gAAAH6",
                "symbol": "OPT.IDX.NK225.OS.JPY.202509C31250",
                "exchange": "OS",
                "broker": "citi",
                "side": "BUY",
                "quantity": 3.0,
                "limitPrice": 8910.0,
                "owner": "wsgw_user",
                "flowType": "WORKED",
                "brokerAccount": "TestAcc1",
                "internalAccount": "IA1",
                "tradeBook": "TB2",
                "state": "FILD",
                "executedQuantity": 3.0,
                "creationTime": "2025-02-06T08:26:10.579000Z",
                "sendTime": "2025-02-06T08:26:10.581000Z",
                "lastUpdateTime": "2025-02-06T08:26:12.606000Z",
                "allocationMethod": "METHOD_1",
                "tag": "forA",
                "status": "OK",
                "executedValue": 26730.0,
                "notionalValue": 26730.0,
                "previousExecutedQuantity": 0.0,
                "previousExecutedValue": 0.0,
                "synthType": "swp",
                "condition": "WORKED",
                "orderType": "STLMT",
                "openClose": "OPEN",
                "averagePrice": 8910.0,
                "dayAvgPx": 8910.0,
                "currentMarginFlag": "None",
                "externalId": "Tt5vhmehgJwAAAD9",
                "lastUpdateOwner": "wsgw_user",
                "limitStatus": "APPR",
                "manualExecution": "N",
                "margin": "None",
                "creatorComponent": "WSGW",
                "lastExecutedTime": "2025-02-06 08:26:12.603 GMT 0us",
                "workType": "STLMT",
                "originator": "wsgw_user",
                "pendingQuantity": 0.0,
                "strategyId": "AAAS7GekV8gAAAH6",
                "strategyType": -1,
                "isHidden": false
            }
        ]
    }
}

Fill on TORA symbolType subscription - parent


{
    "messageId": "34d48b63-652f-4264-a68e-e38ce627b9b1",
    "service": "orders",
    "event": "update",
    "params": {
        "subscriptionId": "orders_sub_1"
    },
    "data": {
        "orders": [
            {
                "orderId": "AAAS7GekV8gAAAH6",
                "clientOrderId": "Tt5vhmehgJwAAAD8",
                "isParent": true,
                "symbol": "OPT.IDX.NK225.OS.JPY.202509C31250",
                "exchange": "OS",
                "broker": "citi",
                "side": "BUY",
                "quantity": 5.0,
                "limitPrice": 8930.0,
                "owner": "wsgw_user",
                "flowType": "WORKED",
                "brokerAccount": "TestAcc1",
                "internalAccount": "IA1",
                "tradeBook": "TB1",
                "state": "REDG FILD",
                "executedQuantity": 3.0,
                "creationTime": "2025-02-06T08:23:08.102000Z",
                "sendTime": "2025-02-06T08:26:10.581000Z",
                "lastUpdateTime": "2025-02-06T08:26:12.606000Z",
                "allocationMethod": "METHOD_1",
                "tag": "forA",
                "status": "OK",
                "executedValue": 26730.0,
                "notionalValue": 1.788673E7,
                "previousExecutedQuantity": 0.0,
                "previousExecutedValue": 0.0,
                "synthType": "swp",
                "condition": "WORKED",
                "orderType": "CD",
                "openClose": "OPEN",
                "averagePrice": 8910.0,
                "dayAvgPx": 8910.0,
                "externalId": "Tt5vhmehgJwAAAD8",
                "lastUpdateOwner": "wsgw_user",
                "limitRequestId": "AAAS7GekV8gAAAH/",
                "limitStatus": "APPR",
                "manualExecution": "N",
                "creatorComponent": "WSGW",
                "sender": "wsgw_user",
                "workType": "CD",
                "originator": "wsgw_user",
                "pendingQuantity": 0.0,
                "childQuantity": 3.0
            }
        ]
    }
}

Stock Options

Register parent order symbolType: tora: cash stock: OPT.CS.JAPAN.OS.JPY.7201-202506P350
Then register and send child order on the parent.

Register Parent order

{
        "messageId": "2025-02-06-009",
        "service": "orders",
        "action": "register",
        "params": {
            "order": {
                "symbol": "OPT.CS.JAPAN.OS.JPY.7201-202506P350",
                "broker": "citi",
                "side": "BUY",
                "quantity": "6.0",
                "limitPrice": "200.0",
                "flowType": "DMA",
                "brokerAccount": "TestAcc1",
                "allocationMethod": "METHOD_1",
                "internalAccount": "IA1",
                "tradeBook": "TB1",
                "tag": "forA",
                "synthType": "swp",
                "openClose": "OPEN",
                "condition": "WORKED",
                "orderType": "CD",
                "skipLimitChecks": "false",
                "clientOrderId": "Tt5vhmehgJwAAAD9",
                "symbolType": "TORA"
            }
        }
    }

Update on TORA symbolType subscription

Update on reuters symbolType subscription

{
  "messageId": "ebe02e2d-b335-4d0c-ad10-a36c192afe77",
    "service": "orders",
    "event": "update",
    "params": {
    "subscriptionId": "orders_sub_1"
  },
  "data": {
    "orders": [{
      "orderId": "AAAS7GekV8gAAAJM",
      "clientOrderId": "Tt5vhmehgJwAAAD9",
      "isParent": true,
      "symbol": "OPT.CS.JAPAN.OS.JPY.7201-202506P350",
      "exchange": "OS",
      "broker": "citi",
      "side": "BUY",
      "quantity": 6.0,
      "limitPrice": 200.0,
      "owner": "wsgw_user",
      "flowType": "WORKED",
      "brokerAccount": "TestAcc1",
      "internalAccount": "IA1",
      "tradeBook": "TB1",
      "state": "REDG",
      "executedQuantity": 0.0,
      "creationTime": "2025-02-06T08:40:12.026000Z",
      "lastUpdateTime": "2025-02-06T08:40:12.026000Z",
      "allocationMethod": "METHOD_1",
      "tag": "forA",
      "status": "OK",
      "executedValue": 0.0,
      "notionalValue": 120000.0,
      "previousExecutedQuantity": 0.0,
      "previousExecutedValue": 0.0,
      "synthType": "swp",
      "condition": "WORKED",
      "orderType": "CD",
      "openClose": "OPEN",
      "externalId": "Tt5vhmehgJwAAAD9",
      "lastUpdateOwner": "wsgw_user",
      "limitRequestId": "UNKNOWN",
      "limitStatus": "PLIM",
      "manualExecution": "N",
      "creatorComponent": "WSGW",
      "workType": "CD",
      "originator": "wsgw_user",
      "pendingQuantity": 0.0,
      "childQuantity": 0.0
    }]
  }
}

Register and send Child on the Parent order

{
    "messageId": "2025-02-06-009-2",
    "service": "orders",
    "action": "register",
    "params": {
        "order": {
            "symbol": "OPT.CS.JAPAN.OS.JPY.7201-202506P350",
            "parentId": "AAAS7GekV8gAAAJM",
            "broker": "citi",
            "side": "BUY",
            "quantity": "6.0",
            "limitPrice": "200.0",
            "flowType": "DMA",
            "brokerAccount": "TestAcc1",
            "allocationMethod": "METHOD_1",
            "internalAccount": "IA1",
            "tradeBook": "TB1",
            "tag": "forA",
            "synthType": "swp",
            "openClose": "OPEN",
            "condition": "WORKED",
            "orderType": "CD",
            "skipLimitChecks": "false",
            "clientOrderId": "Tt5vhmehgJwAAADB",
            "symbolType": "TORA"
        }
    }
}

Update on TORA symbolType subscription

{
  "messageId": "3501e3c9-98b8-4eca-96f9-91a812802a56",
    "service": "orders",
    "event": "update",
    "params": {
    "subscriptionId": "orders_sub_1"
  },
  "data": {
    "orders": [
      {
        "orderId": "AAAS7GekV8gAAAJl",
        "clientOrderId": "Tt5vhmehgJwAAADB",
        "isParent": false,
        "parentId": "AAAS7GekV8gAAAJM",
        "symbol": "OPT.CS.JAPAN.OS.JPY.7201-202506P350",
        "exchange": "OS",
        "broker": "citi",
        "side": "BUY",
        "quantity": 6.0,
        "limitPrice": 200.0,
        "owner": "wsgw_user",
        "flowType": "WORKED",
        "brokerAccount": "TestAcc1",
        "internalAccount": "IA1",
        "tradeBook": "TB1",
        "state": "REDG",
        "lastUpdateTime": "",
        "allocationMethod": "METHOD_1",
        "tag": "forA",
        "synthType": "swp",
        "condition": "WORKED",
        "orderType": "CD",
        "openClose": "OPEN",
        "externalId": "Tt5vhmehgJwAAADB",
        "lastUpdateOwner": "wsgw_user",
        "manualExecution": "N",
        "creatorComponent": "WSGW",
        "workType": "CD",
        "originator": "wsgw_user",
        "strategyId": "AAAS7GekV8gAAAJM",
        "strategyType": -1,
        "isHidden": false
      }
    ]
  }
}

Update on reuters symbolType subscription

{
    "messageId": "d10a2f8d-296b-4f83-bb7c-f4700cfe4d48",
    "service": "orders",
    "event": "update",
    "params": {
        "subscriptionId": "orders_sub_2"
    },
    "data": {
        "orders": [
            {
                "orderId": "AAAS7GekV8gAAAJl",
                "clientOrderId": "Tt5vhmehgJwAAADB",
                "isParent": false,
                "parentId": "AAAS7GekV8gAAAJM",
                "symbol": "7201Y350R5.OS",
                "exchange": "OS",
                "broker": "citi",
                "side": "BUY",
                "quantity": 6.0,
                "limitPrice": 200.0,
                "owner": "wsgw_user",
                "flowType": "WORKED",
                "brokerAccount": "TestAcc1",
                "internalAccount": "IA1",
                "tradeBook": "TB1",
                "state": "REDG",
                "lastUpdateTime": "",
                "allocationMethod": "METHOD_1",
                "tag": "forA",
                "synthType": "swp",
                "condition": "WORKED",
                "orderType": "CD",
                "openClose": "OPEN",
                "externalId": "Tt5vhmehgJwAAADB",
                "lastUpdateOwner": "wsgw_user",
                "manualExecution": "N",
                "creatorComponent": "WSGW",
                "workType": "CD",
                "originator": "wsgw_user",
                "strategyId": "AAAS7GekV8gAAAJM",
                "strategyType": -1,
                "isHidden": false
            }
        ]
    }
}

Calendar Spreads

Register parent order symbolType: tora: cash stock: SPR.FUT.NK225.OS.JPY.202503-202509
Then register and send child order on the parent.
Receive fills updates at child level and parent level.

Register Parent order

{
  "messageId": "2025-02-06-010",
    "service": "orders",
    "action": "register",
    "params": {
    "order": {
      "symbol": "SPR.FUT.NK225.OS.JPY.202503-202509",
        "broker": "citi",
        "side": "BUY",
        "quantity": "6.0",
        "limitPrice": "0.0",
        "flowType": "DMA",
        "brokerAccount": "TestAcc1",
        "allocationMethod": "METHOD_1",
        "internalAccount": "IA1",
        "tradeBook": "TB2",
        "tag": "forA",
        "synthType": "swp",
        "openClose": "OPEN",
        "condition": "WORKED",
        "orderType": "CD",
        "skipLimitChecks": "false",
        "clientOrderId": "Tt5vhmehgJwAAADB",
        "symbolType": "TORA"
    }
  }
}

Update on TORA symbolType subscription

{
    "messageId": "19128889-34cd-4b69-b888-6f5dc2503f18",
    "service": "orders",
    "event": "update",
    "params": {
        "subscriptionId": "orders_sub_1"
    },
    "data": {
        "orders": [
            {
                "orderId": "AAAS7GekV8gAAAJ/",
                "clientOrderId": "Tt5vhmehgJwAAADB",
                "isParent": true,
                "symbol": "SPR.FUT.NK225.OS.JPY.202503-202509",
                "exchange": "OS",
                "broker": "citi",
                "side": "BUY",
                "quantity": 6.0,
                "limitPrice": 0.0,
                "owner": "wsgw_user",
                "flowType": "WORKED",
                "brokerAccount": "TestAcc1",
                "internalAccount": "IA1",
                "tradeBook": "TB2",
                "state": "REDG",
                "executedQuantity": 0.0,
                "creationTime": "2025-02-06T08:51:20.186000Z",
                "lastUpdateTime": "2025-02-06T08:51:20.186000Z",
                "allocationMethod": "METHOD_1",
                "tag": "forA",
                "status": "OK",
                "executedValue": 0.0,
                "notionalValue": 0.0,
                "previousExecutedQuantity": 0.0,
                "previousExecutedValue": 0.0,
                "synthType": "swp",
                "condition": "WORKED",
                "orderType": "CD",
                "openClose": "OPEN",
                "externalId": "Tt5vhmehgJwAAADB",
                "lastUpdateOwner": "wsgw_user",
                "limitRequestId": "UNKNOWN",
                "limitStatus": "PLIM",
                "manualExecution": "N",
                "creatorComponent": "WSGW",
                "workType": "CD",
                "originator": "wsgw_user",
                "pendingQuantity": 0.0,
                "productNativeCode": "160030218",
                "childQuantity": 0.0
            }
        ]
    }
}

Update on reuters symbolType subscription

{
    "messageId": "866d6afd-7f11-4fec-b42a-eed677961cfa",
    "service": "orders",
    "event": "update",
    "params": {
        "subscriptionId": "orders_sub_2"
    },
    "data": {
        "orders": [
            {
                "orderId": "AAAS7GekV8gAAAJ/",
                "clientOrderId": "Tt5vhmehgJwAAADB",
                "isParent": true,
                "symbol": "JNIH5-U5",
                "exchange": "OS",
                "broker": "citi",
                "side": "BUY",
                "quantity": 6.0,
                "limitPrice": 0.0,
                "owner": "wsgw_user",
                "flowType": "WORKED",
                "brokerAccount": "TestAcc1",
                "internalAccount": "IA1",
                "tradeBook": "TB2",
                "state": "REDG",
                "executedQuantity": 0.0,
                "creationTime": "2025-02-06T08:51:20.186000Z",
                "lastUpdateTime": "2025-02-06T08:51:20.186000Z",
                "allocationMethod": "METHOD_1",
                "tag": "forA",
                "status": "OK",
                "executedValue": 0.0,
                "notionalValue": 0.0,
                "previousExecutedQuantity": 0.0,
                "previousExecutedValue": 0.0,
                "synthType": "swp",
                "condition": "WORKED",
                "orderType": "CD",
                "openClose": "OPEN",
                "externalId": "Tt5vhmehgJwAAADB",
                "lastUpdateOwner": "wsgw_user",
                "limitRequestId": "UNKNOWN",
                "limitStatus": "PLIM",
                "manualExecution": "N",
                "creatorComponent": "WSGW",
                "workType": "CD",
                "originator": "wsgw_user",
                "pendingQuantity": 0.0,
                "productNativeCode": "160030218",
                "childQuantity": 0.0
            }
        ]
    }
}

Register and send Child on the Parent order

{
    "messageId": "2025-02-06-010-2",
    "service": "orders",
    "action": "register",
    "params": {
        "order": {
            "symbol": "SPR.FUT.NK225.OS.JPY.202503-202509",
            "parentId": "AAAS7GekV8gAAAJ/",
            "broker": "citi",
            "side": "BUY",
            "quantity": "6.0",
            "limitPrice": "0.0",
            "flowType": "DMA",
            "brokerAccount": "TestAcc1",
            "allocationMethod": "METHOD_1",
            "internalAccount": "IA1",
            "tradeBook": "TB1",
            "tag": "forA",
            "synthType": "swp",
            "openClose": "OPEN",
            "condition": "WORKED",
            "orderType": "CD",
            "skipLimitChecks": "false",
            "clientOrderId": "Tt5vhmehgJwAAADC",
            "symbolType": "TORA"
        }
    }
}

Update on TORA symbolType subscription - child level

{
    "messageId": "d21bd7c4-480c-4129-8984-a0e1bf718638",
    "service": "orders",
    "event": "update",
    "params": {
        "subscriptionId": "orders_sub_1"
    },
    "data": {
        "orders": [
            {
                "orderId": "AAAS7GekV8gAAAKQ",
                "clientOrderId": "Tt5vhmehgJwAAADC",
                "isParent": false,
                "parentId": "AAAS7GekV8gAAAJ/",
                "symbol": "SPR.FUT.NK225.OS.JPY.202503-202509",
                "exchange": "OS",
                "broker": "citi",
                "side": "BUY",
                "quantity": 6.0,
                "limitPrice": 0.0,
                "owner": "wsgw_user",
                "flowType": "WORKED",
                "brokerAccount": "TestAcc1",
                "internalAccount": "IA1",
                "tradeBook": "TB1",
                "state": "REDG",
                "lastUpdateTime": "",
                "allocationMethod": "METHOD_1",
                "tag": "forA",
                "synthType": "swp",
                "condition": "WORKED",
                "orderType": "CD",
                "openClose": "OPEN",
                "externalId": "Tt5vhmehgJwAAADC",
                "lastUpdateOwner": "wsgw_user",
                "manualExecution": "N",
                "creatorComponent": "WSGW",
                "workType": "CD",
                "originator": "wsgw_user",
                "productNativeCode": "160030218",
                "strategyId": "AAAS7GekV8gAAAJ/",
                "strategyType": -1,
                "isHidden": false
            }
        ]
    }
}

Update on TORA symbolType subscription - parent level

{
    "messageId": "d72fc4d7-1026-4f76-a146-90d196a11f38",
    "service": "orders",
    "event": "update",
    "params": {
        "subscriptionId": "orders_sub_1"
    },
    "data": {
        "orders": [
            {
                "orderId": "AAAS7GekV8gAAAJ/",
                "clientOrderId": "Tt5vhmehgJwAAADB",
                "isParent": true,
                "symbol": "SPR.FUT.NK225.OS.JPY.202503-202509",
                "exchange": "OS",
                "broker": "citi",
                "side": "BUY",
                "quantity": 6.0,
                "limitPrice": 0.0,
                "owner": "wsgw_user",
                "flowType": "WORKED",
                "brokerAccount": "TestAcc1",
                "internalAccount": "IA1",
                "tradeBook": "TB2",
                "state": "REDG",
                "executedQuantity": 0.0,
                "creationTime": "2025-02-06T08:51:20.186000Z",
                "lastUpdateTime": "2025-02-06T08:53:52.674000Z",
                "allocationMethod": "METHOD_1",
                "tag": "forA",
                "status": "OK",
                "executedValue": 0.0,
                "notionalValue": 0.0,
                "previousExecutedQuantity": 0.0,
                "previousExecutedValue": 0.0,
                "synthType": "swp",
                "condition": "WORKED",
                "orderType": "CD",
                "openClose": "OPEN",
                "externalId": "Tt5vhmehgJwAAADB",
                "lastUpdateOwner": "wsgw_user",
                "limitRequestId": "AAAS7GekV8gAAAKE",
                "limitStatus": "APPR",
                "manualExecution": "N",
                "creatorComponent": "WSGW",
                "workType": "CD",
                "originator": "wsgw_user",
                "pendingQuantity": 0.0,
                "productNativeCode": "160030218",
                "childQuantity": 6.0
            }
        ]
    }
}

Update on reuters symbolType subscription - child level

{
    "messageId": "0e617a19-121a-487b-a6e2-d017622dd691",
    "service": "orders",
    "event": "update",
    "params": {
        "subscriptionId": "orders_sub_2"
    },
    "data": {
        "orders": [
            {
                "orderId": "AAAS7GekV8gAAAKQ",
                "clientOrderId": "Tt5vhmehgJwAAADC",
                "isParent": false,
                "parentId": "AAAS7GekV8gAAAJ/",
                "symbol": "JNIH5-U5",
                "exchange": "OS",
                "broker": "citi",
                "side": "BUY",
                "quantity": 6.0,
                "limitPrice": 0.0,
                "owner": "wsgw_user",
                "flowType": "WORKED",
                "brokerAccount": "TestAcc1",
                "internalAccount": "IA1",
                "tradeBook": "TB1",
                "state": "REDG",
                "lastUpdateTime": "",
                "allocationMethod": "METHOD_1",
                "tag": "forA",
                "synthType": "swp",
                "condition": "WORKED",
                "orderType": "CD",
                "openClose": "OPEN",
                "externalId": "Tt5vhmehgJwAAADC",
                "lastUpdateOwner": "wsgw_user",
                "manualExecution": "N",
                "creatorComponent": "WSGW",
                "workType": "CD",
                "originator": "wsgw_user",
                "productNativeCode": "160030218",
                "strategyId": "AAAS7GekV8gAAAJ/",
                "strategyType": -1,
                "isHidden": false
            }
        ]
    }
}

Update on reuters symbolType subscription - parent level

{
    "messageId": "d42880e6-25bd-400c-9ee3-f872e7b2ea6a",
    "service": "orders",
    "event": "update",
    "params": {
        "subscriptionId": "orders_sub_2"
    },
    "data": {
        "orders": [
            {
                "orderId": "AAAS7GekV8gAAAJ/",
                "clientOrderId": "Tt5vhmehgJwAAADB",
                "isParent": true,
                "symbol": "JNIH5-U5",
                "exchange": "OS",
                "broker": "citi",
                "side": "BUY",
                "quantity": 6.0,
                "limitPrice": 0.0,
                "owner": "wsgw_user",
                "flowType": "WORKED",
                "brokerAccount": "TestAcc1",
                "internalAccount": "IA1",
                "tradeBook": "TB2",
                "state": "REDG",
                "executedQuantity": 0.0,
                "creationTime": "2025-02-06T08:51:20.186000Z",
                "lastUpdateTime": "2025-02-06T08:53:52.674000Z",
                "allocationMethod": "METHOD_1",
                "tag": "forA",
                "status": "OK",
                "executedValue": 0.0,
                "notionalValue": 0.0,
                "previousExecutedQuantity": 0.0,
                "previousExecutedValue": 0.0,
                "synthType": "swp",
                "condition": "WORKED",
                "orderType": "CD",
                "openClose": "OPEN",
                "externalId": "Tt5vhmehgJwAAADB",
                "lastUpdateOwner": "wsgw_user",
                "limitRequestId": "AAAS7GekV8gAAAKE",
                "limitStatus": "APPR",
                "manualExecution": "N",
                "creatorComponent": "WSGW",
                "workType": "CD",
                "originator": "wsgw_user",
                "pendingQuantity": 0.0,
                "productNativeCode": "160030218",
                "childQuantity": 6.0
            }
        ]
    }
}

Fill update on TORA symbolType subscription - child level

{
    "messageId": "0a98310c-24bf-4b7a-a038-92d0de8e42e6",
    "service": "orders",
    "event": "update",
    "params": {
        "subscriptionId": "orders_sub_1"
    },
    "data": {
        "orders": [
            {
                "orderId": "AAAS7GekV8gAAAKQ",
                "clientOrderId": "Tt5vhmehgJwAAADC",
                "isParent": false,
                "parentId": "AAAS7GekV8gAAAJ/",
                "symbol": "SPR.FUT.NK225.OS.JPY.202503-202509",
                "exchange": "OS",
                "broker": "citi",
                "side": "BUY",
                "quantity": 6.0,
                "limitPrice": 0.0,
                "owner": "wsgw_user",
                "flowType": "WORKED",
                "brokerAccount": "TestAcc1",
                "internalAccount": "IA1",
                "tradeBook": "TB1",
                "state": "REDG",
                "executedQuantity": 0.0,
                "creationTime": "2025-02-06T08:53:52.682000Z",
                "lastUpdateTime": "2025-02-06T08:53:52.688000Z",
                "allocationMethod": "METHOD_1",
                "tag": "forA",
                "status": "OK",
                "executedValue": 0.0,
                "notionalValue": 0.0,
                "previousExecutedQuantity": 0.0,
                "previousExecutedValue": 0.0,
                "synthType": "swp",
                "condition": "WORKED",
                "orderType": "CD",
                "openClose": "OPEN",
                "currentMarginFlag": "None",
                "externalId": "Tt5vhmehgJwAAADC",
                "lastUpdateOwner": "wsgw_user",
                "limitStatus": "APPR",
                "manualExecution": "N",
                "margin": "None",
                "creatorComponent": "WSGW",
                "workType": "CD",
                "originator": "wsgw_user",
                "pendingQuantity": 0.0,
                "productNativeCode": "160030218",
                "strategyId": "AAAS7GekV8gAAAJ/",
                "strategyType": -1,
                "isHidden": false
            }
        ]
    }
}

Fill update on TORA symbolType subscription - parent level

{
    "messageId": "73ef80ea-8a79-455d-93c1-3496879e3fa5",
    "service": "orders",
    "event": "update",
    "params": {
        "subscriptionId": "orders_sub_1"
    },
    "data": {
        "orders": [
            {
                "orderId": "AAAS7GekV8gAAAJ/",
                "clientOrderId": "Tt5vhmehgJwAAADB",
                "isParent": true,
                "symbol": "SPR.FUT.NK225.OS.JPY.202503-202509",
                "exchange": "OS",
                "broker": "citi",
                "side": "BUY",
                "quantity": 6.0,
                "limitPrice": 0.0,
                "owner": "wsgw_user",
                "flowType": "WORKED",
                "brokerAccount": "TestAcc1",
                "internalAccount": "IA1",
                "tradeBook": "TB2",
                "state": "REDG",
                "executedQuantity": 0.0,
                "creationTime": "2025-02-06T08:51:20.186000Z",
                "lastUpdateTime": "2025-02-06T08:53:52.682000Z",
                "allocationMethod": "METHOD_1",
                "tag": "forA",
                "status": "OK",
                "executedValue": 0.0,
                "notionalValue": 0.0,
                "previousExecutedQuantity": 0.0,
                "previousExecutedValue": 0.0,
                "synthType": "swp",
                "condition": "WORKED",
                "orderType": "CD",
                "openClose": "OPEN",
                "externalId": "Tt5vhmehgJwAAADB",
                "lastUpdateOwner": "wsgw_user",
                "limitRequestId": "AAAS7GekV8gAAAKE",
                "limitStatus": "APPR",
                "manualExecution": "N",
                "creatorComponent": "WSGW",
                "workType": "CD",
                "originator": "wsgw_user",
                "pendingQuantity": 0.0,
                "productNativeCode": "160030218",
                "childQuantity": 6.0
            }
        ]
    }
}

Fill update on reuters symbolType subscription - child level

{
    "messageId": "97ed70ba-4917-413f-8f6d-70c3dabd6d45",
    "service": "orders",
    "event": "update",
    "params": {
        "subscriptionId": "orders_sub_2"
    },
    "data": {
        "orders": [
            {
                "orderId": "AAAS7GekV8gAAAKQ",
                "clientOrderId": "Tt5vhmehgJwAAADC",
                "isParent": false,
                "parentId": "AAAS7GekV8gAAAJ/",
                "symbol": "JNIH5-U5",
                "exchange": "OS",
                "broker": "citi",
                "side": "BUY",
                "quantity": 6.0,
                "limitPrice": 0.0,
                "owner": "wsgw_user",
                "flowType": "WORKED",
                "brokerAccount": "TestAcc1",
                "internalAccount": "IA1",
                "tradeBook": "TB1",
                "state": "REDG",
                "executedQuantity": 0.0,
                "creationTime": "2025-02-06T08:53:52.682000Z",
                "lastUpdateTime": "2025-02-06T08:53:52.688000Z",
                "allocationMethod": "METHOD_1",
                "tag": "forA",
                "status": "OK",
                "executedValue": 0.0,
                "notionalValue": 0.0,
                "previousExecutedQuantity": 0.0,
                "previousExecutedValue": 0.0,
                "synthType": "swp",
                "condition": "WORKED",
                "orderType": "CD",
                "openClose": "OPEN",
                "currentMarginFlag": "None",
                "externalId": "Tt5vhmehgJwAAADC",
                "lastUpdateOwner": "wsgw_user",
                "limitStatus": "APPR",
                "manualExecution": "N",
                "margin": "None",
                "creatorComponent": "WSGW",
                "workType": "CD",
                "originator": "wsgw_user",
                "pendingQuantity": 0.0,
                "productNativeCode": "160030218",
                "strategyId": "AAAS7GekV8gAAAJ/",
                "strategyType": -1,
                "isHidden": false
            }
        ]
    }
}

Fill update on reuters symbolType subscription - parent level

{
    "messageId": "33c47769-dde9-4a23-b32c-a01ff09cf566",
    "service": "orders",
    "event": "update",
    "params": {
        "subscriptionId": "orders_sub_2"
    },
    "data": {
        "orders": [
            {
                "orderId": "AAAS7GekV8gAAAJ/",
                "clientOrderId": "Tt5vhmehgJwAAADB",
                "isParent": true,
                "symbol": "JNIH5-U5",
                "exchange": "OS",
                "broker": "citi",
                "side": "BUY",
                "quantity": 6.0,
                "limitPrice": 0.0,
                "owner": "wsgw_user",
                "flowType": "WORKED",
                "brokerAccount": "TestAcc1",
                "internalAccount": "IA1",
                "tradeBook": "TB2",
                "state": "REDG",
                "executedQuantity": 0.0,
                "creationTime": "2025-02-06T08:51:20.186000Z",
                "lastUpdateTime": "2025-02-06T08:53:52.682000Z",
                "allocationMethod": "METHOD_1",
                "tag": "forA",
                "status": "OK",
                "executedValue": 0.0,
                "notionalValue": 0.0,
                "previousExecutedQuantity": 0.0,
                "previousExecutedValue": 0.0,
                "synthType": "swp",
                "condition": "WORKED",
                "orderType": "CD",
                "openClose": "OPEN",
                "externalId": "Tt5vhmehgJwAAADB",
                "lastUpdateOwner": "wsgw_user",
                "limitRequestId": "AAAS7GekV8gAAAKE",
                "limitStatus": "APPR",
                "manualExecution": "N",
                "creatorComponent": "WSGW",
                "workType": "CD",
                "originator": "wsgw_user",
                "pendingQuantity": 0.0,
                "productNativeCode": "160030218",
                "childQuantity": 6.0
            }
        ]
    }
}

MultiLeg Instruments

Register parent order symbolType: tora: cash stock: SPR.FUT.WTCLLCO.ICE.USD.202509-202509
Then register and send child order on the parent.
Receive fills updates at child level and parent level.

Register Parent order

{
    "messageId": "2025-02-06-011",
    "service": "orders",
    "action": "register",
    "params": {
        "order": {
            "symbol": "SPR.FUT.WTCLLCO.ICE.USD.202509-202509",
            "broker": "citi",
            "side": "BUY",
            "quantity": "11.0",
            "limitPrice": "0.0",
            "flowType": "DMA",
            "brokerAccount": "TestAcc1",
            "allocationMethod": "METHOD_1",
            "internalAccount": "IA1",
            "tradeBook": "TB1",
            "tag": "forA",
            "synthType": "swp",
            "openClose": "OPEN",
            "condition": "WORKED",
            "orderType": "CD",
            "skipLimitChecks": "false",
            "clientOrderId": "Tt5vhmehgJwAAADM",
            "symbolType": "TORA"
        }
    }
}

Update on TORA symbolType subscription

{
    "messageId": "625b00f6-b861-4c6a-8128-53b5d3c3e281",
    "service": "orders",
    "event": "update",
    "params": {
        "subscriptionId": "orders_sub_1"
    },
    "data": {
        "orders": [
            {
                "orderId": "AAAS7GekV8gAAAKq",
                "clientOrderId": "Tt5vhmehgJwAAADM",
                "isParent": true,
                "symbol": "SPR.FUT.WTCLLCO.ICE.USD.202509-202509",
                "exchange": "ICE",
                "broker": "citi",
                "side": "BUY",
                "quantity": 11.0,
                "limitPrice": 0.0,
                "owner": "wsgw_user",
                "flowType": "WORKED",
                "brokerAccount": "TestAcc1",
                "internalAccount": "IA1",
                "tradeBook": "TB1",
                "state": "REDG",
                "executedQuantity": 0.0,
                "creationTime": "2025-02-06T08:58:47.706000Z",
                "lastUpdateTime": "2025-02-06T08:58:47.706000Z",
                "allocationMethod": "METHOD_1",
                "tag": "forA",
                "status": "OK",
                "executedValue": 0.0,
                "notionalValue": 0.0,
                "previousExecutedQuantity": 0.0,
                "previousExecutedValue": 0.0,
                "synthType": "swp",
                "condition": "WORKED",
                "orderType": "CD",
                "openClose": "OPEN",
                "externalId": "Tt5vhmehgJwAAADM",
                "lastUpdateOwner": "wsgw_user",
                "limitRequestId": "UNKNOWN",
                "limitStatus": "PLIM",
                "manualExecution": "N",
                "creatorComponent": "WSGW",
                "workType": "CD",
                "originator": "wsgw_user",
                "pendingQuantity": 0.0,
                "childQuantity": 0.0
            }
        ]
    }
}

Update on reuters symbolType subscription

{
    "messageId": "1036a3ed-3af8-4ddc-8386-d2882a504621",
    "service": "orders",
    "event": "update",
    "params": {
        "subscriptionId": "orders_sub_2"
    },
    "data": {
        "orders": [
            {
                "orderId": "AAAS7GekV8gAAAKq",
                "clientOrderId": "Tt5vhmehgJwAAADM",
                "isParent": true,
                "symbol": "WTCL-LCOU5",
                "exchange": "ICE",
                "broker": "citi",
                "side": "BUY",
                "quantity": 11.0,
                "limitPrice": 0.0,
                "owner": "wsgw_user",
                "flowType": "WORKED",
                "brokerAccount": "TestAcc1",
                "internalAccount": "IA1",
                "tradeBook": "TB1",
                "state": "REDG",
                "executedQuantity": 0.0,
                "creationTime": "2025-02-06T08:58:47.706000Z",
                "lastUpdateTime": "2025-02-06T08:58:47.706000Z",
                "allocationMethod": "METHOD_1",
                "tag": "forA",
                "status": "OK",
                "executedValue": 0.0,
                "notionalValue": 0.0,
                "previousExecutedQuantity": 0.0,
                "previousExecutedValue": 0.0,
                "synthType": "swp",
                "condition": "WORKED",
                "orderType": "CD",
                "openClose": "OPEN",
                "externalId": "Tt5vhmehgJwAAADM",
                "lastUpdateOwner": "wsgw_user",
                "limitRequestId": "UNKNOWN",
                "limitStatus": "PLIM",
                "manualExecution": "N",
                "creatorComponent": "WSGW",
                "workType": "CD",
                "originator": "wsgw_user",
                "pendingQuantity": 0.0,
                "childQuantity": 0.0
            }
        ]
    }
}

Register and send Child on the Parent order

{
    "messageId": "2025-02-06-011-3",
    "service": "orders",
    "action": "register",
    "params": {
        "order": {
            "symbol": "SPR.FUT.WTCLLCO.ICE.USD.202509-202509",
            "parentId": "AAAS7GekV8gAAAKq",
            "broker": "citi",
            "side": "BUY",
            "quantity": "6.0",
            "limitPrice": "0.0",
            "flowType": "DMA",
            "brokerAccount": "TestAcc1",
            "allocationMethod": "METHOD_1",
            "internalAccount": "IA1",
            "tradeBook": "TB2",
            "tag": "forA",
            "synthType": "swp",
            "openClose": "OPEN",
            "condition": "WORKED",
            "orderType": "CD",
            "skipLimitChecks": "false",
            "clientOrderId": "Tt5vhmehgJwAAADG",
            "symbolType": "TORA"
        }
    }
}

Update on TORA symbolType subscription - child level

{
    "messageId": "fc4bff35-2b6d-4db3-8b97-814ef188f5c0",
    "service": "orders",
    "event": "update",
    "params": {
        "subscriptionId": "orders_sub_1"
    },
    "data": {
        "orders": [
            {
                "orderId": "AAAS7GekV8gAAALA",
                "clientOrderId": "Tt5vhmehgJwAAADG",
                "isParent": false,
                "parentId": "AAAS7GekV8gAAAKq",
                "symbol": "SPR.FUT.WTCLLCO.ICE.USD.202509-202509",
                "exchange": "ICE",
                "broker": "citi",
                "side": "BUY",
                "quantity": 6.0,
                "limitPrice": 0.0,
                "owner": "wsgw_user",
                "flowType": "WORKED",
                "brokerAccount": "TestAcc1",
                "internalAccount": "IA1",
                "tradeBook": "TB2",
                "state": "REDG",
                "lastUpdateTime": "",
                "allocationMethod": "METHOD_1",
                "tag": "forA",
                "synthType": "swp",
                "condition": "WORKED",
                "orderType": "CD",
                "openClose": "OPEN",
                "externalId": "Tt5vhmehgJwAAADG",
                "lastUpdateOwner": "wsgw_user",
                "manualExecution": "N",
                "creatorComponent": "WSGW",
                "workType": "CD",
                "originator": "wsgw_user",
                "strategyId": "AAAS7GekV8gAAAKq",
                "strategyType": -1,
                "isHidden": false
            }
        ]
    }
}

Update on TORA symbolType subscription - parent level

{
    "messageId": "564ae409-0610-42ce-85e3-dc5f273d4057",
    "service": "orders",
    "event": "update",
    "params": {
        "subscriptionId": "orders_sub_1"
    },
    "data": {
        "orders": [
            {
                "orderId": "AAAS7GekV8gAAAKq",
                "clientOrderId": "Tt5vhmehgJwAAADM",
                "isParent": true,
                "symbol": "SPR.FUT.WTCLLCO.ICE.USD.202509-202509",
                "exchange": "ICE",
                "broker": "citi",
                "side": "BUY",
                "quantity": 11.0,
                "limitPrice": 0.0,
                "owner": "wsgw_user",
                "flowType": "WORKED",
                "brokerAccount": "TestAcc1",
                "internalAccount": "IA1",
                "tradeBook": "TB1",
                "state": "REDG",
                "executedQuantity": 0.0,
                "creationTime": "2025-02-06T08:58:47.706000Z",
                "lastUpdateTime": "2025-02-06T09:03:06.645000Z",
                "allocationMethod": "METHOD_1",
                "tag": "forA",
                "status": "OK",
                "executedValue": 0.0,
                "notionalValue": 0.0,
                "previousExecutedQuantity": 0.0,
                "previousExecutedValue": 0.0,
                "synthType": "swp",
                "condition": "WORKED",
                "orderType": "CD",
                "openClose": "OPEN",
                "externalId": "Tt5vhmehgJwAAADM",
                "lastUpdateOwner": "wsgw_user",
                "limitRequestId": "AAAS7GekV8gAAAKv",
                "limitStatus": "APPR",
                "manualExecution": "N",
                "creatorComponent": "WSGW",
                "workType": "CD",
                "originator": "wsgw_user",
                "pendingQuantity": 0.0,
                "childQuantity": 6.0
            }
        ]
    }
}

Update on reuters symbolType subscription - child level

{
    "messageId": "15142a6d-db0d-4738-a277-989079118a78",
    "service": "orders",
    "event": "update",
    "params": {
        "subscriptionId": "orders_sub_2"
    },
    "data": {
        "orders": [
            {
                "orderId": "AAAS7GekV8gAAALA",
                "clientOrderId": "Tt5vhmehgJwAAADG",
                "isParent": false,
                "parentId": "AAAS7GekV8gAAAKq",
                "symbol": "WTCL-LCOU5",
                "exchange": "ICE",
                "broker": "citi",
                "side": "BUY",
                "quantity": 6.0,
                "limitPrice": 0.0,
                "owner": "wsgw_user",
                "flowType": "WORKED",
                "brokerAccount": "TestAcc1",
                "internalAccount": "IA1",
                "tradeBook": "TB2",
                "state": "REDG",
                "lastUpdateTime": "",
                "allocationMethod": "METHOD_1",
                "tag": "forA",
                "synthType": "swp",
                "condition": "WORKED",
                "orderType": "CD",
                "openClose": "OPEN",
                "externalId": "Tt5vhmehgJwAAADG",
                "lastUpdateOwner": "wsgw_user",
                "manualExecution": "N",
                "creatorComponent": "WSGW",
                "workType": "CD",
                "originator": "wsgw_user",
                "strategyId": "AAAS7GekV8gAAAKq",
                "strategyType": -1,
                "isHidden": false
            }
        ]
    }
}

Update on reuters symbolType subscription - parent level

{
    "messageId": "bad2b00a-c287-4d45-ae3a-af21ee1220dd",
    "service": "orders",
    "event": "update",
    "params": {
        "subscriptionId": "orders_sub_2"
    },
    "data": {
        "orders": [
            {
                "orderId": "AAAS7GekV8gAAAKq",
                "clientOrderId": "Tt5vhmehgJwAAADM",
                "isParent": true,
                "symbol": "WTCL-LCOU5",
                "exchange": "ICE",
                "broker": "citi",
                "side": "BUY",
                "quantity": 11.0,
                "limitPrice": 0.0,
                "owner": "wsgw_user",
                "flowType": "WORKED",
                "brokerAccount": "TestAcc1",
                "internalAccount": "IA1",
                "tradeBook": "TB1",
                "state": "REDG",
                "executedQuantity": 0.0,
                "creationTime": "2025-02-06T08:58:47.706000Z",
                "lastUpdateTime": "2025-02-06T09:03:06.645000Z",
                "allocationMethod": "METHOD_1",
                "tag": "forA",
                "status": "OK",
                "executedValue": 0.0,
                "notionalValue": 0.0,
                "previousExecutedQuantity": 0.0,
                "previousExecutedValue": 0.0,
                "synthType": "swp",
                "condition": "WORKED",
                "orderType": "CD",
                "openClose": "OPEN",
                "externalId": "Tt5vhmehgJwAAADM",
                "lastUpdateOwner": "wsgw_user",
                "limitRequestId": "AAAS7GekV8gAAAKv",
                "limitStatus": "APPR",
                "manualExecution": "N",
                "creatorComponent": "WSGW",
                "workType": "CD",
                "originator": "wsgw_user",
                "pendingQuantity": 0.0,
                "childQuantity": 6.0
            }
        ]
    }
}

Fill update on TORA symbolType subscription - child level

{
    "messageId": "f9b7b334-a986-47c4-aa0b-51db0348e9c6",
    "service": "orders",
    "event": "update",
    "params": {
        "subscriptionId": "orders_sub_1"
    },
    "data": {
        "orders": [
            {
                "orderId": "AAAS7GekV8gAAALA",
                "clientOrderId": "Tt5vhmehgJwAAADG",
                "isParent": false,
                "parentId": "AAAS7GekV8gAAAKq",
                "symbol": "SPR.FUT.WTCLLCO.ICE.USD.202509-202509",
                "exchange": "ICE",
                "broker": "citi",
                "side": "BUY",
                "quantity": 6.0,
                "limitPrice": 0.0,
                "owner": "wsgw_user",
                "flowType": "WORKED",
                "brokerAccount": "TestAcc1",
                "internalAccount": "IA1",
                "tradeBook": "TB2",
                "state": "REDG",
                "executedQuantity": 0.0,
                "creationTime": "2025-02-06T09:03:06.667000Z",
                "lastUpdateTime": "2025-02-06T09:03:06.724000Z",
                "allocationMethod": "METHOD_1",
                "tag": "forA",
                "status": "OK",
                "executedValue": 0.0,
                "notionalValue": 0.0,
                "previousExecutedQuantity": 0.0,
                "previousExecutedValue": 0.0,
                "synthType": "swp",
                "condition": "WORKED",
                "orderType": "CD",
                "openClose": "OPEN",
                "currentMarginFlag": "None",
                "externalId": "Tt5vhmehgJwAAADG",
                "lastUpdateOwner": "wsgw_user",
                "limitStatus": "APPR",
                "manualExecution": "N",
                "margin": "None",
                "creatorComponent": "WSGW",
                "workType": "CD",
                "originator": "wsgw_user",
                "pendingQuantity": 0.0,
                "strategyId": "AAAS7GekV8gAAAKq",
                "strategyType": -1,
                "isHidden": false
            }
        ]
    }
}

Fill update on TORA symbolType subscription - parent level

{
    "messageId": "bf9bbc2e-5e4b-4348-a3fa-7586ca02762e",
    "service": "orders",
    "event": "update",
    "params": {
        "subscriptionId": "orders_sub_1"
    },
    "data": {
        "orders": [
            {
                "orderId": "AAAS7GekV8gAAAKq",
                "clientOrderId": "Tt5vhmehgJwAAADM",
                "isParent": true,
                "symbol": "SPR.FUT.WTCLLCO.ICE.USD.202509-202509",
                "exchange": "ICE",
                "broker": "citi",
                "side": "BUY",
                "quantity": 11.0,
                "limitPrice": 0.0,
                "owner": "wsgw_user",
                "flowType": "WORKED",
                "brokerAccount": "TestAcc1",
                "internalAccount": "IA1",
                "tradeBook": "TB1",
                "state": "REDG:2",
                "executedQuantity": 0.0,
                "creationTime": "2025-02-06T08:58:47.706000Z",
                "lastUpdateTime": "2025-02-06T09:03:06.667000Z",
                "allocationMethod": "METHOD_1",
                "tag": "forA",
                "status": "OK",
                "executedValue": 0.0,
                "notionalValue": 0.0,
                "previousExecutedQuantity": 0.0,
                "previousExecutedValue": 0.0,
                "synthType": "swp",
                "condition": "WORKED",
                "orderType": "CD",
                "openClose": "OPEN",
                "externalId": "Tt5vhmehgJwAAADM",
                "lastUpdateOwner": "wsgw_user",
                "limitRequestId": "AAAS7GekV8gAAAKv",
                "limitStatus": "APPR",
                "manualExecution": "N",
                "creatorComponent": "WSGW",
                "workType": "CD",
                "originator": "wsgw_user",
                "pendingQuantity": 0.0,
                "childQuantity": 6.0
            }
        ]
    }
}

Fill update on reuters symbolType subscription - child level

{
    "messageId": "f9b7b334-a986-47c4-aa0b-51db0348e9c6",
    "service": "orders",
    "event": "update",
    "params": {
        "subscriptionId": "orders_sub_1"
    },
    "data": {
        "orders": [
            {
                "orderId": "AAAS7GekV8gAAALA",
                "clientOrderId": "Tt5vhmehgJwAAADG",
                "isParent": false,
                "parentId": "AAAS7GekV8gAAAKq",
                "symbol": "SPR.FUT.WTCLLCO.ICE.USD.202509-202509",
                "exchange": "ICE",
                "broker": "citi",
                "side": "BUY",
                "quantity": 6.0,
                "limitPrice": 0.0,
                "owner": "wsgw_user",
                "flowType": "WORKED",
                "brokerAccount": "TestAcc1",
                "internalAccount": "IA1",
                "tradeBook": "TB2",
                "state": "REDG",
                "executedQuantity": 0.0,
                "creationTime": "2025-02-06T09:03:06.667000Z",
                "lastUpdateTime": "2025-02-06T09:03:06.724000Z",
                "allocationMethod": "METHOD_1",
                "tag": "forA",
                "status": "OK",
                "executedValue": 0.0,
                "notionalValue": 0.0,
                "previousExecutedQuantity": 0.0,
                "previousExecutedValue": 0.0,
                "synthType": "swp",
                "condition": "WORKED",
                "orderType": "CD",
                "openClose": "OPEN",
                "currentMarginFlag": "None",
                "externalId": "Tt5vhmehgJwAAADG",
                "lastUpdateOwner": "wsgw_user",
                "limitStatus": "APPR",
                "manualExecution": "N",
                "margin": "None",
                "creatorComponent": "WSGW",
                "workType": "CD",
                "originator": "wsgw_user",
                "pendingQuantity": 0.0,
                "strategyId": "AAAS7GekV8gAAAKq",
                "strategyType": -1,
                "isHidden": false
            }
        ]
    }
}

Fill update on reuters symbolType subscription - parent level

{
    "messageId": "75fa0328-c94c-46fc-a539-4a1bfa5a0e11",
    "service": "orders",
    "event": "update",
    "params": {
        "subscriptionId": "orders_sub_2"
    },
    "data": {
        "orders": [
            {
                "orderId": "AAAS7GekV8gAAAKq",
                "clientOrderId": "Tt5vhmehgJwAAADM",
                "isParent": true,
                "symbol": "WTCL-LCOU5",
                "exchange": "ICE",
                "broker": "citi",
                "side": "BUY",
                "quantity": 11.0,
                "limitPrice": 0.0,
                "owner": "wsgw_user",
                "flowType": "WORKED",
                "brokerAccount": "TestAcc1",
                "internalAccount": "IA1",
                "tradeBook": "TB1",
                "state": "REDG:2",
                "executedQuantity": 0.0,
                "creationTime": "2025-02-06T08:58:47.706000Z",
                "lastUpdateTime": "2025-02-06T09:03:06.667000Z",
                "allocationMethod": "METHOD_1",
                "tag": "forA",
                "status": "OK",
                "executedValue": 0.0,
                "notionalValue": 0.0,
                "previousExecutedQuantity": 0.0,
                "previousExecutedValue": 0.0,
                "synthType": "swp",
                "condition": "WORKED",
                "orderType": "CD",
                "openClose": "OPEN",
                "externalId": "Tt5vhmehgJwAAADM",
                "lastUpdateOwner": "wsgw_user",
                "limitRequestId": "AAAS7GekV8gAAAKv",
                "limitStatus": "APPR",
                "manualExecution": "N",
                "creatorComponent": "WSGW",
                "workType": "CD",
                "originator": "wsgw_user",
                "pendingQuantity": 0.0,
                "childQuantity": 6.0
            }
        ]
    }
}