Order Types

Spotware
01 Jun 2017, 14:14

Hi j.tarno,

No, these types of orders are not currently supported by our FIX API.

#EOL
01 Jun 2017, 15:52

There are no such order types like FOK or IOC. This is Time In Force (tag 59).

The types (tag 40) are Market, Limit, Stop, etc.

As you can see in 4.4.4, currently supported values for Time In Force are IOC, GTC and GTD with the following restrictions:

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#EOL
01 Jun 2017, 15:54 ( Updated at: 21 Dec 2023, 09:20 )

RE:

#EOL said:

There are no such order types like FOK or IOC. This is Time In Force (tag 59).

The types (tag 40) are Market, Limit, Stop, etc.

As you can see in 4.4.4, currently supported values for Time In Force are IOC, GTC and GTD with the following restrictions:

j.tarno
03 Jun 2017, 21:53 ( Updated at: 21 Dec 2023, 09:20 )

RE:

Spotware said:

Hi j.tarno,

No, these types of orders are not currently supported by our FIX API.

Hi,

thanks for your answer.

That is from cTrader FIX Engine documentation. Does it meant the description is wrong?

Instead of FOK or IOC I could use 126 ExpireTime. Using this tag - is the order pulled when the server time is bigger than time in tag 126?

Kindregards,

Jan.

#EOL
06 Jun 2017, 12:09

RE: RE:

j.tarno said:

That is from cTrader FIX Engine documentation. Does it meant the description is wrong?

Instead of FOK or IOC I could use 126 ExpireTime. Using this tag - is the order pulled when the server time is bigger than time in tag 126?

 

the description is correct.

If you want to send a market order (tag 40 = 1) you should specify IOC time in force (tag 59 = 3). Both tags are required.

If you want to send stop order or limit order (tag 40 = 3 or tag 40 = 2) you should specify GTC time in force (tag 59 = 1).

If you want to send stop order or limit order with expiration (tag 40 = 3 or tag 40 = 2) you should specify GTD time in force (tag 59 = 6) and expiration timestamp of some moment in the future in ExpireTime (tag 126).