GetOrdersHistory

Category: User Permissions: Operator, Trading Call Type: Synchronous

Retrieves an array of multiple orders (hence, GetOrdersHistory with plural Orders) for the specified account, order ID, user, instrument, or time stamp. The history starts at index i, where i is an integer identifying a specific order (the most recent order has an index of 0). “Depth” is the count of trades to report backwards from startIndex. All values in the call other than OMSId are optional.

For example, if depth = 200 and startIndex = 0, the history returns 200 orders into the past starting with the most recent (0) order. If depth = 200 and startIndex = 100, the history returns 200 orders into the past starting at 100 orders in the past.

The owner of the trading venue determines how long to retain order history before archiving.

A user with Trading permission can retrieve a history only for accounts with which the user is associated; a user with Operator permission can retrieve a history for any user or account.

Note: In this call, "Depth" refers to the count of trades to report, not the depth of the order book.

Request

{
    "omsId": 0,
    "accountId": 0,
    "clientOrderId": 0,
    "originalOrderId": 0,
    "originalClientOrderId": 0,
    "userId": 0,
    "instrumentId": 0,
    "startTimestamp": 0,
    "endTimestamp": 0,
    "depth": 100,
    "startIndex": 0
}

All values other than OMSId are optional. If account ID is not supplied, the Exchange assumes the default account of the user issuing the call.

Key	Value
omsId	Integer. The ID of the Order Management System on which the orders took place. Required. If no other values are specified, the call returns the orders associated with the default account for the logged-in user on this Order Management System.
accountId	Integer. The account ID that made the trades. A user with Trading permission must be associated with this account, although other users also can be associated with the account. If no account ID is supplied, the system assumes the default account for the logged-in user.
ClientOrderId	long integer. A user-assigned ID for the order (like a purchase-order number assigned by a company). clientOrderId defaults to 0.
originalOrderId	long integer. The original ID of the order. If specified, the call returns changed orders associated with this order ID.
originalClientOrderId	long integer. If the order has been changed, shows the original client order ID, a value that the client can create (much like a purchase order).
userId	integer. The ID of the user whose account orders will be returned. If not specified, the call returns the orders of the logged-in user.
instrumentId	long integer. The ID of the instrument named in the order. If not specified, the call returns orders for all instruments traded by this account.
startTimestamp	long integer. Date and time at which to begin the orders history, in POSIX format.
endTimestamp	long integer. Date and time at which to end the orders report, in POSIX format.
depth	integer. In this case, the count of orders to return, counting from the StartIndex. If not specified, returns all orders between BeginTimeStamp and EndTimeStamp, beginning at StartIndex and working backwards.
startIndex	integer. The starting index into the order history, from 0 (the most recent trade) and moving backwards in time. If not specified, defaults to 0.

Response

[
    {
        "Side": "Buy",
        "OrderId": 0,
        "Price":  0.0,
        "Quantity":  0.0,
        "DisplayQuantity":  0.0,
        "Instrument": 0,
        "Account": 0,
        "OrderType": "Unknown",
        "ClientOrderId": 0,
        "OrderState": "Unknown",
        "ReceiveTime": 0,
        "ReceiveTimeTicks": 0,
        "OrigQuantity": 0.0,
        "QuantityExecuted": 0.0,
        "AvgPrice": 0.0,
        "CounterPartyId": 0,
        "ChangeReason": "Unknown",
        "OrigOrderId": 0,
        "OrigClOrdId": 0,
        "EnteredBy": 0,
        "IsQuote": false,
        "InsideAsk": 0.0,
        "InsideAskSize": 0.0,
        "InsideBid": 0.0,
        "InsideBidSize": 0.0,
        "LastTradePrice": 0.0,
        "RejectReason": "",
        "IsLockedIn": false,
        "CancelReason": "",
        "OMSId": 0
    },
]

The call GetOrdersHistory returns an array containing all four types of orders for the named account. The call returns an empty array if there are no orders for the account.

Key	Value
Side	string. The side of a trade. One of: 0 Buy 1 Sell 2 Short 3 Unknown (an error condition)
OrderId	long integer. The ID of the open order. The OrderID is unique in each Order Management System.
Price	real. The price at which the buy or sell has been ordered.
Quantity	real. The quantity of the product to be bought or sold.
DisplayQuantity	real. The quantity available to buy or sell that is publicly displayed to the market. To display a displayQuantity value, an order must be a Limit order with a reserve.
Instrument	integer. ID of the instrument being traded. The call GetInstruments can supply the instrument IDs that are available.
orderType	string. Describes the type of order this is. One of: 0 Unknown (an error condition) 1 Market order 2 Limit 3 StopMarket 4 StopLimit 5 TrailingStopMarket 6 TrailingStopLimit 7 BlockTrade
ClientOrderId	long integer. An ID supplied by the client to identify the order (like a purchase order number). The ClientOrderId defaults to 0 if not supplied.
OrderState	string. The current state of the order. One of: 0 Unknown 1 Working 2 Rejected 3 Canceled 4 Expired 5 Fully Executed.
ReceiveTime	long integer. Time stamp of the order in POSIX format x 1000 (milliseconds since 1/1/1970 in UTC time zone).
ReceiveTimeTicks	long integer. Time stamp of the order Microsoft Ticks format and UTC time zone. Note: Microsoft Ticks format is usually provided as a string. Here it is provided as a long integer.
OrigQuantity	real. If the open order has been changed or partially filled, this value shows the original quantity of the order.
QuantityExecuted	real. If the open order has been at least partially executed, this value shows the amount that has been executed.
AvgPrice	real. The average executed price for the instrument in the order.
CounterPartyId	integer. The ID of the other party in an off-market trade.
ChangeReason	string. If the order has been changed, this string value holds the reason. One of: 0 Unknown 1 NewInputAccepted 2 NewInputRejected 3 OtherRejected 4 Expired 5 Trade 6 SystemCanceled_NoMoreMarket 7 SystemCanceled_BelowMinimum 8 SystemCanceled_PriceCollar 9 SystemCanceled_MarginFailed 100 UserModified
OrigOrderId	integer. If the order has been changed, this is the ID of the original order.
OrigClOrdId	integer. If the order has been changed, this is the ID of the original client order ID.
EnteredBy	integer. The user ID of the person who entered the order.
IsQuote	Boolean. If this order is a quote, the value for IsQuote is true, else false.
InsideAsk	real. If this order is a quote, this value is the Inside Ask price.
InsideAskSize	real. If this order is a quote, this value is the quantity of the Inside Ask quote.
InsideBid	real. If this order is a quote, this value is the Inside Bid price.
InsideBidSize	real. If this order is a quote, this value is the quantity of the Inside Bid quote.
LastTradePrice	real. The last price that this instrument traded at.
RejectReason	string. If this open order has been rejected, this string holds the reason for the rejection.
IsLockedIn	Boolean. For a block trade, if both parties to the block trade agree that one of the parties will report the trade for both sides, this value is true. Othersise, false.
CancelReason	string. If this order has been canceled, this string holds the cancelation reason.
OMSId	integer. The ID of the Order Management System on which the order took place.