GetOpenQuotes

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

Returns the current bid and ask quotes for a given instrument ID and account ID.

Request

{
  "omsId": 0,
  "accountId": 0,
  "instrumentId": 0,
}
Key
Value

OMSId

integer. The ID of the Order Management System where the instrument is traded whose quote may be open.

AccountId

integer. The ID of the account whose open quotes will be returned.

InstrumentId

integer. The ID of the instrument being quoted.

Response

{
    "bid": {
        "omsId": 0,
        "side": 0,
        "orderId": 0,
        "price": 0.0,
        "quantity": 0.0,
        "displayQuantity": 0.0,
        "instrument": 0,
        "account": 0,
        "orderType": 0,
        "clientOrderId": 0,
        "orderState": 0
    },
    "ask": {
        "omsId": 0,
        "side": 0,
        "orderId": 0,
        "price": 0.0,
        "quantity": 0.0,
        "displayQuantity": 0.0,
        "instrument": 0,
        "account": 0,
        "orderType": 0,
        "clientOrderId": 0,
        "orderState": 0
    }
}

Returns a JSON object comprising a bid and an ask object. Both object comprise the same key-value pairs.

Key
Value

bid

Bid object (see below)

ask

Ask object (see below)

Bid and Ask objects differ only in the values for the keys.

Key
Value

omsId

integer. The ID of the Order Management System containing the open quotes.

side

integer. One of: 0 Buy 1 Sell 2 Short 3 Unknown (error condition)

orderId

long integer. The ID of this quote. Quotes and orders are both executable, but only Operators and MarketMakers may quote.

price

real. Price of the Bid/Ask quote.

quantity

real. Quantity of the Bid/Ask quote.

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. The ID of the instrument being quoted.

account

integer. The ID of the account quoting the instrument.

orderType

integer. A number describing the type of order (or in this case, quote). One of: 0 Unknown 1 Market 2 Limit 3 StopMarket 4 StopLimit 5 TrailingStopMarket 6 TrailingStopLimit 7 BlockTrade

ClientOrderId

long integer. A user-assigned ID for the quote (like a purchase-order number assigned by a company). ClientOrderId defaults to 0.

orderState

integer. A number describing the current state of the order. One of: 0 Unknown 1 Working 2 Rejected 3 Canceled 4 Expired 5 FullyExecuted An open quote will probably have an OrderState of Working.

Last updated

Logo