Description

List the different types of events affecting orders. These can include entry, modification and deletion of orders as well as executions (fills). Modifications can be solicited or unsolicited, e.g. triggering of stop orders, replenishment of reserve orders, orders being suspended (locked) or released from suspension.

Structure

Tag Field Name Req'd Comments
1795 NoOrderEvents Y
1796 OrderEventType N

Required when NoOrderEvents <1795> > 0.

1797 OrderEventExecID N
1798 OrderEventReason N
1799 OrderEventPx N
1800 OrderEventQty N
1801 OrderEventLiquidityIndicator N
1802 OrderEventText N

Used In