GetAllOpenTradeReports
Category: User Permissions: Operator, Trading, AccountReadOnly, Manual Trader Call Type: Synchronous
Retrieves the Open Trade Reports, only Block Trades, for the given InstrumentId. ReceiveTime in POSIX format X 1000 (milliseconds since 1 January 1970). Identifying information of counter party is removed
Request
Key | Value |
---|---|
OMSId | integer. The ID of the Order Management System on which the instrument is defined. |
InstrumentId | integer. The ID of the instrument for which open trade information will be returned. |
Response
The call GetAllOpenTradeReports returns an array containing block trades for the requested instrument. The call returns an empty array if there are no open trades for the instrument.
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. |
ReceiveTimeTicks | long integer. Time stamp of the order in POSIX format. |
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. |
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