Saxo Bank Developer Portal

Message to indicate some change of order status.

Additional Fields

Name	Type	Description	Available
AdviceNote	String	Field for adviser to include relevant information.	When the order is an Advisory order. But only when used by advisor.
AlgoOrderTradingStrategy	String	Name of the algo order strategy.	When OrderType is Algorithmic and some limit orders.
AllocationKeyId	String	AllocationKey if order was placed as block trade on an IB account.	When it is a block order.
Amount	Decimal	Order amount in number of instruments (alternative is the CashAmount).	When the AmountType is the number of instruments.
ApprovalState	ApprovalState	State of 'Advised' orders. Only relevant for a very small subset of partners. ApprovalRequested: Order not yet approved by client and thus not sent to market. Approved: Order approved by client. Rejected: Order rejected by client.	When order placed as an "advisory order" - only available for very few partners and only through a Saxo platform.
AssetType	AssetType	AssetType of instrument traded.	Always.
AveragePrice	Decimal	The average price of the FilledAmount.	As soon as a (partial) fill has taken place. AveragePrice might be different than ExecutionPrice for single fills, due to accrued interest for Bonds.
BuySell	BuySell	Identifies the side of the transaction. Buy: Buy the security. Sell: Sell the security.	Always.
CashAmount	Decimal	Order amount in cash (alternative is the Amount).	When the AmountType is cash.
ClientNote	String	The specific text instructions for the Trading Desk to better understand IAM users intentions for staging the order.	When block order. When supplied when placing the order.
CorrelationKey	String	This unique id relates order and position events.	Always.
DecisionMakerId	String	The UserId fo the user, who is the decision maker on an "Advised order". The field is set when the order is placed.	When the order is an Advisory order, and when set during order placement..
Direction	Direction	Direction of the structured product (turbo, warrant). Depending on the type: Long, Short Call, Put	AssetType in <MiniFuture, WarrantOpenEndKnockOut, WarrantKnockOut, Warrant>.
DisplayAndFormat.BarrierDecimals	Int	Number of display decimals for barrier price.	When field group "DisplayAndFormat" is requested. When AssetType in <FxOneTouchOption, FxNoTouchOption>
DisplayAndFormat.Currency	String	Currency of the instrument.	When field group "DisplayAndFormat" is requested.
DisplayAndFormat.Decimals	Int	The resolution in which e.g. a price must be displayed. Positive numbers are represents digits, and negative numbers represent fractions using this formula: 1/(2^x).	When field group "DisplayAndFormat" is requested.
DisplayAndFormat.Description	String	Description of instrument (DAX Index - Nov 2023), in English.	When field group "DisplayAndFormat" is requested.
DisplayAndFormat.DisplayHint	DisplayHintType	Hint to the client application about how it should display the instrument.	When field group "DisplayAndFormat" is requested. When a DisplayHint is applicable.
DisplayAndFormat.Format	PriceDisplayFormatType	Price formatting information.	When field group "DisplayAndFormat" is requested.
DisplayAndFormat.OrderDecimals	Int	The number of decimals limit price for orders should be formatted with.	When field group "DisplayAndFormat" is requested.
DisplayAndFormat.StrikeDecimals	Int	The decimals value to use when formatting strike price.	When field group "DisplayAndFormat" is requested. AssetType in <StockOption, StockIndexOption>.
DisplayAndFormat.Symbol	String	A combination of letters used to uniquely identify a traded instrument. e.g. ALFEN:xams.	When field group "DisplayAndFormat" is requested.
Duration.DurationType	String	Order duration type (DayOrder, GoodTillCancel, GoodTillDate).	Always.
Duration.ExpirationDateTime	DateTime	Specifies when the order expires.	When DurationType in <GoodTillDate>.
ExchangeInfo.ExchangeId	String	Refers to the ExchangeId.	When field group "ExchangeInfo" is requested.
ExecutionPrice	Decimal	Execution price of this particular fill (if multiple fills)	As soon as a (partial) fill has taken place.
ExpiryDate	Date	Date when the instrument/contract expires.	When AssetType in <StockOption, StockIndexOption, ContractFutures, Bond, Warrant, MiniFuture*>.
ExternalReference	String	Optional reference supplied when placing the order.	When supplied when placing the order.
FillAmount	Decimal	The amount of the last fill.	As soon as a (partial) fill has taken place.
FilledAmount	Decimal	Amount filled in total.	As soon as a (partial) fill has taken place.
FinancingLevel	Decimal	Part which is paid for by the buyer.	When AssetType = MiniFuture.
HandledBy	String	The UserId, if the order wasn't placed by a system.	When the order is not placed by a system.
IsSecondCurrencyOrder	Boolean	Indicates if FX is traded in opposite currency.	When AssetType = FxSpot.
MultiLegOrderDetails.Amount	Decimal	Amount for the multi-leg order. Each leg may have independent amounts.	When order is part of a MultilegOrder. AssetType = <StockOption, StockIndexOption>.
MultiLegOrderDetails.BuySell	BuySell	Buy/sell direction for the multi-leg order. Each leg may point in independent directions.	When order is part of a MultilegOrder. AssetType = <StockOption, StockIndexOption>.
MultiLegOrderDetails.LegCount	Int	Number of orders that make up the multi-leg order.	When order is part of a MultilegOrder. AssetType = <StockOption, StockIndexOption>.
MultiLegOrderDetails.Price	Decimal	Overall limit price for the multi-leg order.	When order is part of a MultilegOrder. AssetType = <StockOption, StockIndexOption>.
MultilegOrderId	String	This indicates this order event is related to a leg of multileg (option strategy) order. Same for all legs.	When order is part of a MultilegOrder. AssetType = <StockOption, StockIndexOption>.
OptionData.ExpiryDate	Date	Date when the instrument/contract expires.	When AssetType in <StockOption, StockIndexOption, ContractFutures, Bond, Warrant, MiniFuture*>.
OptionData.LowerBarrier	Decimal	Knockout level.	When AssetType = WarrantOpenEndKnockOut.
OptionData.PutCall	PutCall	The Put/Call value of the option.	When AssetType in <StockOption, StockIndexOption>.
OptionData.Strike	Decimal	Strike price.	When AssetType in <StockOption, StockIndexOption, Warrant>.
OptionData.ToOpenClose	ToOpen, ToClose	Indicates is option is written, or not.	When AssetType in <StockOption, StockIndexOption>.
OptionData.UpperBarrier	Decimal	For options with two barriers, this is the high barrier.	Spread based derivatives.
OptionData.UpperStrike	Decimal	Upper strike price for spread based derivatives.	Spread based derivatives.
OrderId	String	Unique Id of the order.	Always.
OrderRelation	OpenOrderRelation	Relation to other open orders. StandAlone IfDoneMaster IfDoneSlave Oco IfDoneSlaveOco	Always.
OrderType	OpenOrderType	The OrderType	Always.
PositionId	String	Id of position created, if order is (partially) filled.	As soon as (partial) fill has taken place.
Price	Decimal	Order price.	When OrderType is not <Market, MarketDefault, MarketStopOut, MarketExpiry>. When the order is not a multileg order.
RelatedOrderIds	String []	Id's of one or more related open orders.	As long as active orders are linked.
RelatedPositionId	String	Id of position to which this order is related.	When the order relates to a position.
SleepingOrderCondition.AssetType	AssetType	Asset type of trigger instrument.	SubStatus = WaitCondition.
SleepingOrderCondition.BreakoutTriggerDownPrice	Decimal	Lower boundary of the trigger price.	SubStatus = WaitCondition. SleepingOrderCondition.OrderType = TriggerBreakout.
SleepingOrderCondition.BreakoutTriggerUpPrice	Decimal	Upper boundary of the trigger price.	SubStatus = WaitCondition. SleepingOrderCondition.OrderType = TriggerBreakout.
SleepingOrderCondition.BuySell	BuySell	Identifies the direction of the trigger. In case of TriggerStop: Sell: condition.TrailingStopDistanceToMarket below highest Buy: condition.TrailingStopDistanceToMarket above lowest In case of TriggerLimit: Sell: last traded price is at or above.. Buy: last traded price is at or below.. In case of TriggerBreakout: Not applicable	SubStatus = WaitCondition. SleepingOrderCondition.OrderType in <TriggerStop, TriggerLimit>.
SleepingOrderCondition.Duration.DurationType	DurationType	Order duration of the trigger.	SubStatus = WaitCondition.
SleepingOrderCondition.Duration.ExpirationDateTime	DateTime	Specifies then the trigger expires.	SubStatus = WaitCondition. DurationType = GoodTillDate.
SleepingOrderCondition.OrderType	String	The trigger type (TriggerStop, TriggerBreakout, TriggerLimit).	SubStatus = WaitCondition.
SleepingOrderCondition.Status	String	The trigger status: Cancelled when order is cancelled. Placed when order is placed. Changed when the trigger is changed. TrailingStopOrderMove when the stop limit has been updated. Expired when the order is expired.	SubStatus = WaitCondition.
SleepingOrderCondition.Symbol	String	Symbol of the trigger - A combination of letters used to uniquely identify a traded instrument. e.g. ODAX/X13C8950:xeur.	SubStatus = WaitCondition.
SleepingOrderCondition.TrailingStopDistanceToMarket	Decimal	Trailing distance for the stop trigger.	SubStatus = WaitCondition. SleepingOrderCondition.OrderType = TriggerStop.
SleepingOrderCondition.TriggerPriceType	PriceType	Identifies the price type of the trigger.	SubStatus = WaitCondition.
SleepingOrderCondition.Uic	Int	Uic of trigger instrument.	SubStatus = WaitCondition.
Status	OrderStatus	OrderStatusType. Currently we are returning the following status values: Cancelled: Order cancel. Changed: Order change. DoneForDay: Order is 'done for day' in external exchange and pulled back to Saxo. Expired: Order expired. Fill: Order fill (partial fill). FinalFill: Final fill of order. Placed: Order placement. TrailingStopOrderMove: This event indicates a price update for a TrailingStopIfTraded order.	Always.
StopLimitPrice	Decimal	Secondary price level for StopLimit orders.	OrderType = StopLimit.
StopLossLevel	Decimal	Price where the turbo expires.	AssetType = MiniFuture.
SubStatus	SubStatus	One of: Confirmed: The order event has been accepted by other dependant systems, typically the external broker. Rejected: The order event has been rejected by the dependant system. WaitCondition: Identifies a conditional order.	Always.
SwitchInstrumentUic	Int	When set, instructs the order is to switch (transfer) the value of a matching open position into the specified "switch" instrument (UIC).	AssetType = MutualFund. OrderType = <Switch, Trapaso>.
Symbol	String	Symbol - A combination of letters used to uniquely identify a traded instrument. e.g. ALFEN:xams.	Always.
TrailingStopDistanceToMarket	Decimal	Distance to market for a trailing stop order.	OrderType = TrailingStop. OrderType = TrailingStopIfTraded.
TrailingStopStep	Decimal	Step size for trailing stop order.	When OrderType = TrailingStop.
Uic	Int	Identifies the instrument, together with the AssetType.	Always.
ValueDate	Date	Value date of last fill.	As soon as a (partial) fill has taken place.

* Not applicable for all MiniFutures.

Sample Message

An example of an order event message:

{
  "ReferenceId": "U_939",
  "Timestamp": "2018-07-11T13:39:30.239056Z",
  "Data": [
    {
      "AccountId": "1234/567EUR",
      "AccountKey": "sdfsdf=",
      "ActivityTime": "2022-08-18T04:07:13.433333Z",
      "ActivityType": "Orders",
      "Amount": 1600.0,
      "AssetType": "Stock",
      "AveragePrice": 12.25677638,
      "BuySell": "Buy",
      "ClientId": "987",
      "ClientKey": "sdfsdf==",
      "CorrelationKey": "0e133007-be16-4f13-bcfd-b2da40448a26",
      "DisplayAndFormat": {
        "Currency": "AUD",
        "Decimals": 3,
        "Description": "Allkem Limited",
        "OrderDecimals": 3,
        "Symbol": "AKE:xasx"
      },
      "Duration": { "DurationType": "DayOrder" },
      "ExecutionPrice": 12.26,
      "FillAmount": 700.0,
      "FilledAmount": 1033.0,
      "HandledBy": "654",
      "IsSecondCurrencyOrder": false,
      "OptionData": {},
      "OrderId": "5035547790",
      "OrderRelation": "StandAlone",
      "OrderType": "Limit",
      "PositionId": "6211220524",
      "Price": 12.26,
      "SequenceId": "961930807",
      "Status": "Fill",
      "SubStatus": "Confirmed",
      "Symbol": "AKE:xasx",
      "Uic": 26233136,
      "ValueDate": "2022-08-22"
    }
  ]
}

Order Status and Sub Status

Order Status are used to indicate the intended new status of the order.

Order Status

The type of order event is provided in the Status field. The following values are possible:

Order Status	Description
Cancelled	Order cancel initiated by client or dealer.
Changed	Order change.
DoneForDay	Order is done for day in external OMS.
Expired	Order has expired.
Fill	Order fill
FinalFill	Order fill - final fill of an open order.
Placed	New order placement.
Parked
TrailingStopOrderMove	New trailing step.

Order SubStatus

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.

Order SubStatus	Description
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.
WaitCondition	The order waits for a trigger, before it is sent to the market.

Multileg Orders

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.