A Stop Limit Order is entered with the
New Order Single (Tag 35=D) message. Following are the most relevant tags to build a Stop Limit Order.
| Tag 40=4 | OrdType | Specifier of Stop Limit Order Type |
|---|
| Tag 44 | Price | Limit Price |
|---|
| Tag 99 | StopPx | Stop Price |
|---|
| Tag 48 | SecurityID | Market for which the order is sent |
|---|
| Tag 55 | Symbol | Contract for which the order is sent |
|---|
| Tag 207 | SecurityExchange | Exchange for which the order is sent |
|---|
| Tag 167 | SecurityType | Security Type (e.g. Futures) of this specific market |
|---|
Stop Limit Order
>> 2/21/2013 5:38:38 PM [FIXNEWORDER] 34=112|49=T4Example|56=T4|50=TraderName|52=20130221-23:38:38.024|1=Account1|11=fn-634970651180248875|48=CME_20130300_ESH3|55=ES|207=CME_Eq|54=1|38=1|40=4|44=150025|99=149975|59=0|167=FUT|21=1|60=20130221-23:38:38.024|204=0|
[FIXNEWORDER]
[MsgSeqNum] 34 = 112
[SenderCompID] 49 = T4Example
[TargetCompID] 56 = T4
[SenderSubID] 50 = TraderName
[SendingTime] 52 = 20130221-23:38:38.024
[Account] 1 = Account1
[ClOrdID] 11 = fn-634970651180248875
[SecurityID] 48 = CME_20130300_ESH3
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[Side] 54 = 1 (BUY)
[OrderQty] 38 = 1
[OrdType] 40 = 4 (STOP_LIMIT)
[Price] 44 = 150025
[StopPx] 99 = 149975
[TimeInForce] 59 = 0 (DAY)
[SecurityType] 167 = FUT (FUTURE)
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[TransactTime] 60 = 20130221-23:38:38.024
[CustomerOrFirm] 204 = 0 (CUSTOMER)
Stop Limit Order Response
<< 2/21/2013 5:38:38 PM [fixexecutionreport] 34=158|49=T4|56=T4Example|50=T4FIX|52=20130221-23:38:38.056|143=US,IL|1=Account1|11=fn-634970651180248875|17=48012.6417472181_ESH3.6349706511918800006.1.05B36AD9|150=0|37=05B36AD9-EC56-4204-95FC-1BB80A5B9529|39=0|48=CME_20130300_ESH3|55=ES|207=CME_Eq|200=201303|59=0|107=E-mini S&P 500 Mar13|54=1|167=FUT|38=1|40=4|44=150025|99=149975|60=20130221-23:38:39.188|21=1|204=0|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 158
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130221-23:38:38.056
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = fn-634970651180248875
[ExecID] 17 = 48012.6417472181_ESH3.6349706511918800006.1.05B36AD9
[ExecType] 150 = 0 (NEW)
[OrderID] 37 = 05B36AD9-EC56-4204-95FC-1BB80A5B9529
[OrdStatus] 39 = 0 (NEW)
[SecurityID] 48 = CME_20130300_ESH3
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201303
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Mar13
[Side] 54 = 1 (BUY)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 1
[OrdType] 40 = 4 (STOP_LIMIT)
[Price] 44 = 150025
[StopPx] 99 = 149975
[TransactTime] 60 = 20130221-23:38:39.188
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)
Further details on the tags used for this order type are described in the dictionary of the
New Order Single message.