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    STR

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    FacuBgd
    The document defines the schema for order data including fields like session, duration, orderType, and status. It also defines subclasses and fields for instruments like options, mutual funds, cash equivalents, equities, and fixed income. Order activity subclasses and fields are also defined.

    Copyright:

    © All Rights Reserved
    Download as TXT, PDF, TXT or read online from Scribd

    STR

    Uploaded by

    FacuBgd
    108 views4 pages
    The document defines the schema for order data including fields like session, duration, orderType, and status. It also defines subclasses and fields for instruments like options, mutual funds, cash equivalents, equities, and fixed income. Order activity subclasses and fields are also defined.

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    str.txt

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    The document defines the schema for order data including fields like session, duration, orderType, and status. It also defines subclasses and fields for instruments like options, mutual funds, cash equivalents, equities, and fixed income. Order activity subclasses and fields are also defined.

    Copyright:

    © All Rights Reserved
    Download as TXT, PDF, TXT or read online from Scribd
    Download as txt, pdf, or txt
    108 views4 pages

    STR

    Uploaded by

    FacuBgd
    The document defines the schema for order data including fields like session, duration, orderType, and status. It also defines subclasses and fields for instruments like options, mutual funds, cash equivalents, equities, and fixed income. Order activity subclasses and fields are also defined.

    Copyright:

    © All Rights Reserved
    Download as TXT, PDF, TXT or read online from Scribd
    Download as txt, pdf, or txt
    of 4

    {

    "session": "'NORMAL' or 'AM' or 'PM' or 'SEAMLESS'",


    "duration": "'DAY' or 'GOOD_TILL_CANCEL' or 'FILL_OR_KILL'",
    "orderType": "'MARKET' or 'LIMIT' or 'STOP' or 'STOP_LIMIT' or 'TRAILING_STOP'
    or 'MARKET_ON_CLOSE' or 'EXERCISE' or 'TRAILING_STOP_LIMIT' or 'NET_DEBIT' or
    'NET_CREDIT' or 'NET_ZERO'",
    "cancelTime": {
    "date": "string",
    "shortFormat": false
    },
    "complexOrderStrategyType": "'NONE' or 'COVERED' or 'VERTICAL' or 'BACK_RATIO'
    or 'CALENDAR' or 'DIAGONAL' or 'STRADDLE' or 'STRANGLE' or 'COLLAR_SYNTHETIC' or
    'BUTTERFLY' or 'CONDOR' or 'IRON_CONDOR' or 'VERTICAL_ROLL' or 'COLLAR_WITH_STOCK'
    or 'DOUBLE_DIAGONAL' or 'UNBALANCED_BUTTERFLY' or 'UNBALANCED_CONDOR' or
    'UNBALANCED_IRON_CONDOR' or 'UNBALANCED_VERTICAL_ROLL' or 'CUSTOM'",
    "quantity": 0,
    "filledQuantity": 0,
    "remainingQuantity": 0,
    "requestedDestination": "'INET' or 'ECN_ARCA' or 'CBOE' or 'AMEX' or 'PHLX' or
    'ISE' or 'BOX' or 'NYSE' or 'NASDAQ' or 'BATS' or 'C2' or 'AUTO'",
    "destinationLinkName": "string",
    "releaseTime": "string",
    "stopPrice": 0,
    "stopPriceLinkBasis": "'MANUAL' or 'BASE' or 'TRIGGER' or 'LAST' or 'BID' or
    'ASK' or 'ASK_BID' or 'MARK' or 'AVERAGE'",
    "stopPriceLinkType": "'VALUE' or 'PERCENT' or 'TICK'",
    "stopPriceOffset": 0,
    "stopType": "'STANDARD' or 'BID' or 'ASK' or 'LAST' or 'MARK'",
    "priceLinkBasis": "'MANUAL' or 'BASE' or 'TRIGGER' or 'LAST' or 'BID' or 'ASK'
    or 'ASK_BID' or 'MARK' or 'AVERAGE'",
    "priceLinkType": "'VALUE' or 'PERCENT' or 'TICK'",
    "price": 0,
    "taxLotMethod": "'FIFO' or 'LIFO' or 'HIGH_COST' or 'LOW_COST' or
    'AVERAGE_COST' or 'SPECIFIC_LOT'",
    "orderLegCollection": [
    {
    "orderLegType": "'EQUITY' or 'OPTION' or 'INDEX' or 'MUTUAL_FUND' or
    'CASH_EQUIVALENT' or 'FIXED_INCOME' or 'CURRENCY'",
    "legId": 0,
    "instrument": "The type <Instrument> has the following subclasses
    [Option, MutualFund, CashEquivalent, Equity, FixedIncome] descriptions are listed
    below\"",
    "instruction": "'BUY' or 'SELL' or 'BUY_TO_COVER' or 'SELL_SHORT' or
    'BUY_TO_OPEN' or 'BUY_TO_CLOSE' or 'SELL_TO_OPEN' or 'SELL_TO_CLOSE' or
    'EXCHANGE'",
    "positionEffect": "'OPENING' or 'CLOSING' or 'AUTOMATIC'",
    "quantity": 0,
    "quantityType": "'ALL_SHARES' or 'DOLLARS' or 'SHARES'"
    }
    ],
    "activationPrice": 0,
    "specialInstruction": "'ALL_OR_NONE' or 'DO_NOT_REDUCE' or
    'ALL_OR_NONE_DO_NOT_REDUCE'",
    "orderStrategyType": "'SINGLE' or 'OCO' or 'TRIGGER'",
    "orderId": 0,
    "cancelable": false,
    "editable": false,
    "status": "'AWAITING_PARENT_ORDER' or 'AWAITING_CONDITION' or
    'AWAITING_MANUAL_REVIEW' or 'ACCEPTED' or 'AWAITING_UR_OUT' or 'PENDING_ACTIVATION'
    or 'QUEUED' or 'WORKING' or 'REJECTED' or 'PENDING_CANCEL' or 'CANCELED' or
    'PENDING_REPLACE' or 'REPLACED' or 'FILLED' or 'EXPIRED'",
    "enteredTime": "string",
    "closeTime": "string",
    "tag": "string",
    "accountId": 0,
    "orderActivityCollection": [
    "\"The type <OrderActivity> has the following subclasses [Execution]
    descriptions are listed below\""
    ],
    "replacingOrderCollection": [
    {}
    ],
    "childOrderStrategies": [
    {}
    ],
    "statusDescription": "string"
    }

    //The class <Instrument> has the


    //following subclasses:
    //-Option
    //-MutualFund
    //-CashEquivalent
    //-Equity
    //-FixedIncome
    //JSON for each are listed below:

    //Option:
    {
    "assetType": "'EQUITY' or 'OPTION' or 'INDEX' or 'MUTUAL_FUND' or
    'CASH_EQUIVALENT' or 'FIXED_INCOME' or 'CURRENCY'",
    "cusip": "string",
    "symbol": "string",
    "description": "string",
    "type": "'VANILLA' or 'BINARY' or 'BARRIER'",
    "putCall": "'PUT' or 'CALL'",
    "underlyingSymbol": "string",
    "optionMultiplier": 0,
    "optionDeliverables": [
    {
    "symbol": "string",
    "deliverableUnits": 0,
    "currencyType": "'USD' or 'CAD' or 'EUR' or 'JPY'",
    "assetType": "'EQUITY' or 'OPTION' or 'INDEX' or 'MUTUAL_FUND' or
    'CASH_EQUIVALENT' or 'FIXED_INCOME' or 'CURRENCY'"
    }
    ]
    }

    //OR

    //MutualFund:
    {
    "assetType": "'EQUITY' or 'OPTION' or 'INDEX' or 'MUTUAL_FUND' or
    'CASH_EQUIVALENT' or 'FIXED_INCOME' or 'CURRENCY'",
    "cusip": "string",
    "symbol": "string",
    "description": "string",
    "type": "'NOT_APPLICABLE' or 'OPEN_END_NON_TAXABLE' or 'OPEN_END_TAXABLE' or
    'NO_LOAD_NON_TAXABLE' or 'NO_LOAD_TAXABLE'"
    }

    //OR

    //CashEquivalent:
    {
    "assetType": "'EQUITY' or 'OPTION' or 'INDEX' or 'MUTUAL_FUND' or
    'CASH_EQUIVALENT' or 'FIXED_INCOME' or 'CURRENCY'",
    "cusip": "string",
    "symbol": "string",
    "description": "string",
    "type": "'SAVINGS' or 'MONEY_MARKET_FUND'"
    }

    //OR

    //Equity:
    {
    "assetType": "'EQUITY' or 'OPTION' or 'INDEX' or 'MUTUAL_FUND' or
    'CASH_EQUIVALENT' or 'FIXED_INCOME' or 'CURRENCY'",
    "cusip": "string",
    "symbol": "string",
    "description": "string"
    }

    //OR

    //FixedIncome:
    {
    "assetType": "'EQUITY' or 'OPTION' or 'INDEX' or 'MUTUAL_FUND' or
    'CASH_EQUIVALENT' or 'FIXED_INCOME' or 'CURRENCY'",
    "cusip": "string",
    "symbol": "string",
    "description": "string",
    "maturityDate": "string",
    "variableRate": 0,
    "factor": 0
    }

    //The class <OrderActivity> has the


    //following subclasses:
    //-Execution
    //JSON for each are listed below:

    //Execution:
    {
    "activityType": "'EXECUTION' or 'ORDER_ACTION'",
    "executionType": "'FILL'",
    "quantity": 0,
    "orderRemainingQuantity": 0,
    "executionLegs": [
    {
    "legId": 0,
    "quantity": 0,
    "mismarkedQuantity": 0,
    "price": 0,
    "time": "string"
    }
    ]
    }

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