New Order

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Imported from previous forum

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Will there be a 35=D message in a Futures/Options order ?

Srivatsa

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Will there be a 35=D message in a Futures/Options order ?

Srivatsa

Futures / Options orders are still submitted using the MsgType=D (35=5) message. Typically, futures orders are denoted using SecurityType=FUT (167=FUT) and Option orders using SecurityType=OPT (167=OPT).

4

Srivatsa,

In Option, you have all application messsages viz. NewOrderSingle(35=D), CancelReplace(35=G), Cancel(35=F) & OrderStatus(35=H).

The following are some of the tags supposed to be used for Option orders along with the normal tags.

SecurityType[167], PutOrCall[201], StrikePrice[202], MaturityMonthYear[200], PositionEffect[77], CoveredOrUncovered[203],
CustomerOrFirm[204].

Based on tag 167, future and option orders are differentiated.

5

[ original email was from Clive Browning - clive@rapidaddition.com ]

In addition to the standard equities based order message fields we use the following for processing options…

SecurityType[167] =‘OPT’
PutOrCall[201] = 0 (Put), 1 (Call)
StrikePrice[202],
MaturityMonthYear[200]
MaturityDay[205]

Clive Browning
www.rapidaddition.com

Srivatsa,

In Option, you have all application messsages viz. NewOrderSingle(35=D),
CancelReplace(35=G), Cancel(35=F) & OrderStatus(35=H).

The following are some of the tags supposed to be used for Option orders
along with the normal tags.

SecurityType[167], PutOrCall[201], StrikePrice[202],
MaturityMonthYear[200], PositionEffect[77], CoveredOrUncovered[203],
CustomerOrFirm[204].

Based on tag 167, future and option orders are differentiated.