Message to indicate some change of order status.
|AllocationKeyId||String||AllocationKey if order was placed as block trade on IB account.|
|AssetType||AssetType||AssetType of instrument traded.|
|AveragePrice||Decimal||The average price of the FilledAmount|
|BuySell||BuySell||Identifies the side of the transaction. |
Buy: Buy the security.
Sell: Sell the security.
|CorrelationKey||String||Correlationkey, relating orders for better visual correlation.|
|DisplayAndFormat||InstrumentDisplayAndFormat||Information about the instrument and how to display it.|
|ExecutionPrice||Decimal||Execution price of this particular fill (if multiple fills)|
Information about the instrument's exchange and trading status.
|ExternalReference||String||Optional reference supplied when placing the order.|
|FillAmount||Decimal||The amount of the current fill.|
|FilledAmount||Decimal||Amount currently filled|
|HandledBy||String||Would be either UserId if initiated by a known user or System if handled by the system.|
|MultilegOrderId||Int||Multi leg order Id. It Indicates that this order event is related to a leg of multi leg order.|
Information related to options.
|OrderRelation||OpenOrderRelation||Relation to other active orders.|
|PositionId||String||Id of position created, if order is filled (partially filled)|
|RelatedOrders||String ||Id's of one or more related orders.|
|RelatedPositionId||String||Id of position to which this order is related.|
OrderStatusType. Currently we are returning the following status values:
|StopLimitPrice||Decimal||Secondary price level for StopLimit orders.|
|Symbol||string||Symbol- A combination of letters used to uniquely identify a traded instrument. e.g. ODAX/X13C8950:xeur.|
|Decimal||Distance to market for a trailing stop order.|
|TrailingStopStep||Decimal||Step size for trailing stop order.|
|Uic||Int||Uic of instrument traded|
|ValueDate||Date||Value date of last fill.|
An example of an order event message:
Order Status and Sub Status
Order Status are used to indicate the intended new status of the order.
The type of order event is provided in the Status field. The following values are possible:
|Cancelled||Order cancel initiated by client or dealer.|
|DoneForDay||Order is done for day in external OMS.|
|Expired||Order has expired.|
|Fill||Order fill - (Also used for trade on quote in OrderLog)|
|FinalFill||Order fill - final fill of an open order.|
|Placed||New order placement.|
In the vast majority of cases an order event will be accepted by the underlying systems in which the Sub status of the event will be set to "Confirmed". If an order event is not accepted the sub status will be "Rejected", and you can effectively disregard the event, as the clients order will either not have been placed, or it will remain unchanged.
|Confirmed||The order status provided in the Status field has been confirmed.|
|Rejected||The attempt to change the order status to the value in the Status field was rejected.|
A multileg order is a type of order where we can simultaneously buy and sell multiple contract options with different strike price, expiry date and each option becomes leg of the multi leg order.
This type of order is primarily used in multi-legged option strategies such as a straddle, strangle, butterfly etc. ENS does not provide a separate activity entry for the multileg orders, but if an individual order is part of a multileg order, the multileg order id is available as a field on the individual order.