required
35=
Dstring
required
Client-assigned order identifier, unique within the trading session. On US Perps it must be a positive integer of at most 19 digits (a positive int64). Use an ever-increasing number, for example a microsecond timestamp. With
RelaxedClOrdID=Y on Logon the value no longer has to increase, but it must still be a positive integer and must never be reused within the session.Format: Positive integer, up to 19 digits, e.g. a microsecond timestamp.How invalid values are rejected:- A value that is not an integer is rejected with a Reject (
35=3) andSessionRejectReason (373)=5. - Without
RelaxedClOrdID=Y, a valid timestamp-first COMB UUIDv4 passes session validation and is rejected only on NewOrderSingle, with a BusinessMessageReject (35=j): “numeric ClOrdID required on this venue”. - With
RelaxedClOrdID=Y, anything other than a positive int64 is rejected with35=3and reason5.
ClOrdID: venue differences
string
required
Numeric end-client id identifying the end client the order is placed for. Required on every order and must be a non-zero numeric value. Orders without it are rejected with “Account is required on this venue”, and non-numeric values with “numeric account id required”. It also identifies the end client for self-trade prevention.Format: Non-zero numeric end-client id.
MultipleStringValue
One or more execution instructions, space-separated.Possible values:
P: Post-only. Limit orders only. The order is rejected instead of taking liquidity.n: No market price protection. Market orders only.
string
Perpetual futures contract, in the venue symbol form. Ten contracts are listed at launch. Either Symbol or InstrumentID must be sent. Ignored when InstrumentID is also sent: the instrument is then recognised from InstrumentID.Format: Venue symbol.Required: Conditional
string
Identifier of the instrument within the identification scheme named by InstrumentIDSource. Either Symbol or InstrumentID must be sent.
Where both Symbol and InstrumentID are sent, InstrumentID is what the instrument is recognised from and Symbol is ignored.Format: Venue instrument identifier. Takes precedence over Symbol when both are sent.Required: Conditional
Where both Symbol and InstrumentID are sent, InstrumentID is what the instrument is recognised from and Symbol is ignored.Format: Venue instrument identifier. Takes precedence over Symbol when both are sent.Required: Conditional
string
Identification scheme that InstrumentID is expressed in.Possible values:
8: Exchange symbol.
char
required
Side of the order.Possible values:
1: Buy.2: Sell.
UTCTimestamp
required
Time of the business event in UTC, formatted YYYYMMDD-HH:MM:SS.uuu.Format: UTC timestamp, YYYYMMDD-HH:MM:SS.uuu
Qty
required
Order quantity in contracts.
char
required
Execution model of the order.Possible values:
1: Market - fill the whole quantity immediately at the best available prices.2: Limit - rest in the book, trading only at the limit price or better.
Price
Limit price of the order, denominated in the quote currency. Required for limit orders.Format: Limit price, denominated in the quote currency.Required: Conditional
char
required
How long the order stays in effect. GTC, IOC, FOK and GTD are accepted; a change of TimeInForce on an amend is rejected.Possible values:
1: GTC - good till cancelled. Rests indefinitely.3: IOC - fill what you can immediately, cancel the rest.4: FOK - fill the entire quantity immediately or cancel the whole order.6: GTD - good till date. Rests until the expiry inExpireTime (126), which is then required.
UTCTimestamp
Expiry of a good-till-date order, in UTC. Required when TimeInForce (59) is
6. A GTC order (59=1) that carries ExpireTime is not rejected: it silently becomes good-till-date, so leave ExpireTime out of GTC orders.Format: UTC timestamp, YYYYMMDD-HH:MM:SS.uuuRequired: ConditionalQty
Not supported on US Perps. An order that carries it is rejected with a BusinessMessageReject (
35=j): “Order type iceberg is not supported on this venue”.GTD and DisplayQty: venue differences
UTCTimestamp
Scheduled start time. Not supported on US Perps: an order that carries it is rejected with a BusinessMessageReject (
35=j).Format: UTC timestamp, YYYYMMDD-HH:MM:SS.uuuUTCTimestamp
On US Perps the value is only range-checked: it must be between 2 and 60 seconds in the future, formatted YYYYMMDD-HH:MM:SS.uuu. It is not sent to the matching engine, so it does not reject an order that arrives late. It is rejected on an amend.Format: UTC timestamp, YYYYMMDD-HH:MM:SS.uuu, and between 2 and 60 seconds in the future.
ValidUntilTime: venue differences
char
Whether the order draws on the margin account. Margin=
1 is rejected on US Perps with a BusinessMessageReject (35=j); Margin=0 is accepted and has no effect.Possible values:0: Fund the order from the cash account. Default. Accepted on US Perps and has no effect.1: Fund the order from the margin account. Rejected on US Perps.
EffectiveTime and Margin: venue differences
char
Self-trade prevention mode, deciding which order is expired when your own orders would match. Defaults to cancelling the newest.Possible values:
0: Cancel both - the arriving and the resting order are both cancelled.1: Cancel newest - the arriving order is cancelled. Default.2: Cancel oldest - the resting order is cancelled.
required