object-type: order¶
Attributes¶
- object-id
- See Common Attributes.
- object-type
- The string ‘order’.
- creator-id
- See Common Attributes.
- action
- Either ‘Buy’ or ‘Sell’.
- order-type
- Either ‘Market’ or ‘Limit’.
- firm-id
- The organization the order is on behalf of. This should be the organization the creator of the order belongs to.
- cusip
An identifier for the bond.
See object-type: bond.
Optional (one of isin or cusip must be set)
- isin
An identifier for the bond.
See object-type: bond.
See: https://en.wikipedia.org/wiki/International_Securities_Identification_Number
Optional (one of isin or cusip must be set)
- limit-price
The maximum price the ordering firm is willing to pay for a bond or the minimum price they are willing to sell, depending on whether this is a buy or sell order.
Optional (if order-type is “Limit”, one of limit-price or limit-yield must be set. if order-type is “Market”, this field should not be set)
- limit-yield
The minumum yield at which the ordering firm is willing to buy a bond a bond or the maximum yield at which they are willing to sell, depending on whether this is a buy or sell order.
Optional (if order-type is “Limit”, one of limit-price or limit-yield must be set. if order-type is “Market”, this field should not be set)
- quantity
- The quantity the firm wishes to buy or sell in USD as a multiple of the bond’s par value. A ‘round lot’ for bonds is typically $100,000 against a par value of $1,000 per unit.
- quote-id
The quote which is matched to this order.
Optional (this is set on order quote matching as an update)
- status
One of ‘Open’, ‘Matched’, or ‘Settled’.
‘Open’ means that the order has been created in the system and is waiting to be matched to a quote.
‘Matched’ means that the order has been matched up with a quote which represents the highest sell price or lowest buy price which matches the requested quantity.
‘Settled’ means that the counterparties had sufficient assets in their holdings to settle the trade and that asset transfer has occurred.
- timestamp
- The time that the quote is created in relation to the current clock.
Example JSON¶
Buy Market example:
{
"object-id": "OBJECT_ID",
"object-type": "order",
"creator-id": "OBJECT_ID",
"firm-id": "OBJECT_ID",
"order-type": "Market",
"action": "Buy",
"isin": "US00206RDA77",
"quantity": 100000,
"quote-id": "OBJECT_ID",
"status": "Matched",
"timestamp" : 1469045984.965841
}
Sell Limit Price example:
{
"object-id": "OBJECT_ID",
"object-type": "order",
"creator-id": "OBJECT_ID",
"firm-id": "OBJECT_ID",
"order-type": "Limit",
"action": "Sell",
"isin": "US00206RDA77",
"limit-price": 100.859375,
"quantity": 100000,
"status": "Open",
"timestamp" : 1469045984.965841
}