Part II

Definitions

OptionExpirationResource

Name	Schema
ExpirationDate optional	string (date-time)
ExpirationType optional	enum (Regular, Quarterly, Weekly, Flex, Undefined, Mini, NonStandard)
SeriesId optional	integer (int32)
SeriesType optional	enum (Standard, NonStandard, Binary, Flex, Undefined)

Name

Schema

ExpirationDate optional

string (date-time)

ExpirationType optional

enum (Regular, Quarterly, Weekly, Flex, Undefined, Mini, NonStandard)

SeriesId optional

integer (int32)

SeriesType optional

enum (Standard, NonStandard, Binary, Flex, Undefined)

OptionResource

Name	Schema
AddedDate optional	string (date-time)
AllowMargin optional	boolean
AllowShort optional	boolean
AllowTrade optional	boolean
ContractSize optional	number (double)
Currency optional	string
Description optional	string
Enabled optional	boolean
Exchange optional	string
ExpirationDate optional	string (date-time)
ExpirationType optional	enum (Regular, Quarterly, Weekly, Flex, Undefined, Mini, NonStandard)
Id optional	integer (int32)
ModifyDate optional	string (date-time)
OptionType optional	enum (Call, Put, Undefined)
Precision optional	integer (int32)
SeriesId optional	integer (int32)
StrikePrice optional	number (double)
Symbol optional	string
TickSize optional	number (double)
Type optional	enum (BankersAcceptance, CertificateOfDeposit, CollateralizeMortgageObligation, CorporateBond, CommercialPaper, CorporatePrivatePlacement, CommonStock, FederalHousingAuthority, FederalHomeLoan, FederalNationalMortgageAssociation, ForeignExchangeContract, Future, GovernmentNationalMortgageAssociation, TreasuriesPlusAgencyDebenture, MutualFund, MortgageInterestOnly, MortgagePrincipleOnly, MortgagePrivatePlacement, MiscellaneousPassThru, MunicipalBond, NoIsitcSecurityType, Option, PreferredStock, RepurchaseAgreement, ReverseRepurchaseAgreement, StudentLoanMarketingAssociation, TimeDeposit, UsTreasuryBill, Warrant, CatsTigersLions, WildcardEntry, ConvertibleBond, MortgageIoette, Index, FakeStockForNonStandartOption, Right, Cryptocurrency, ETF, DepositoryReceipt, CoveredWarrant, Unit)
UnderlyingAssetSymbol optional	string
VolumePrecision optional	integer (int32)

Name

Schema

AddedDate optional

string (date-time)

AllowMargin optional

boolean

AllowShort optional

boolean

AllowTrade optional

boolean

ContractSize optional

number (double)

Currency optional

string

Description optional

string

Enabled optional

boolean

Exchange optional

string

ExpirationDate optional

string (date-time)

ExpirationType optional

enum (Regular, Quarterly, Weekly, Flex, Undefined, Mini, NonStandard)

Id optional

integer (int32)

ModifyDate optional

string (date-time)

OptionType optional

enum (Call, Put, Undefined)

Precision optional

integer (int32)

SeriesId optional

integer (int32)

StrikePrice optional

number (double)

Symbol optional

string

TickSize optional

number (double)

Type optional

enum (BankersAcceptance, CertificateOfDeposit, CollateralizeMortgageObligation, CorporateBond, CommercialPaper, CorporatePrivatePlacement, CommonStock, FederalHousingAuthority, FederalHomeLoan, FederalNationalMortgageAssociation, ForeignExchangeContract, Future, GovernmentNationalMortgageAssociation, TreasuriesPlusAgencyDebenture, MutualFund, MortgageInterestOnly, MortgagePrincipleOnly, MortgagePrivatePlacement, MiscellaneousPassThru, MunicipalBond, NoIsitcSecurityType, Option, PreferredStock, RepurchaseAgreement, ReverseRepurchaseAgreement, StudentLoanMarketingAssociation, TimeDeposit, UsTreasuryBill, Warrant, CatsTigersLions, WildcardEntry, ConvertibleBond, MortgageIoette, Index, FakeStockForNonStandartOption, Right, Cryptocurrency, ETF, DepositoryReceipt, CoveredWarrant, Unit)

UnderlyingAssetSymbol optional

string

VolumePrecision optional

integer (int32)

OrderResource

Name	Description	Schema
AccountId optional	Account id. Assigned by OMS.	integer (int32)
AveragePrice optional	Average execution price. Assigned by executor.	number (double)
ClientId optional	Client order id (ClOrdID). Assigned by OMS.	string
Comment optional	Client side comments. Assigned by client.	string
CounterPartyOrderId optional	Executor order id. Assigned by executor.	string
CreateDate optional	Creation date. Assigned by OMS.	string (date-time)
Date optional	Last modification date. Assigned by OMS.	string (date-time)
Description optional	Used to indicate reject reason or broker comment. Assigned by executor.	string
Exchange optional	Desired exchange. Assigned by client.	string
ExecBrocker optional	Order route name. Assigned by executor.	string
ExecId optional	Execution id.	string
ExecInst optional	Execution instruction. Assigned by client.	enum (DoNotIncrease, DoNotReduce, AllOrNone)
ExecutedQuantity optional	Executed quantity. Assigned by executor.	number (double)
ExecutionInstructions optional	Algo order execution instructions.	< string, string > map
ExecutionStatus optional	Last modification status. Assigned by OMS or executor.	enum (New, PartiallyFilled, Filled, DoneForDay, Canceled, Replaced, PendingCancel, Stopped, Rejected, Suspended, PendingNew, Calculated, Expired, AcceptedForBidding, PendingReplace, Error, Held)
ExecutionVenue optional	Executor name, to which the order was routed. Assigned by OMS router.	string
ExpireDate optional	Expire date. Assigned by client.	string (date-time)
ExtendedHours optional	indicates the extended trading session for GTX order execution (pre-market session, post-market session) if empty - than there is no specific requirement for extended session	string
Id optional	Unique order id. Assigned by OMS.	integer (int32)
InitialType optional	Initial type. Assigned by OMS.	enum (Market, Limit, Stop, StopLimit, Pegged, TrailingStop, TrailingStopLimit, OneCancelOther, OneTriggerOther, OneTriggerOneCancelOther, External)
IsExternal optional	This property indicates that order was accepted from external system and fields like ClientOrderId should be persisted. It's a hack for orders from MessageAcceptor. Assigned be client.	boolean
LastMarket optional	Exchange where order was filled. Assigned by executor.	string
LastPrice optional	Last quote. Assigned by executor.	number (double)
LastQuantity optional	Last transaction executed quantity. Assigned by executor.	number (double)
LeavesQuantity optional	Unfilled quantity. Assigned by executor.	number (double)
Legs optional	Multileg order legs. Assigned by client.	< OrderResource > array
OrigClientId optional	Client order id (ClOrdID). Assigned by OMS.	string
ParentClientId optional	Client order id (ClOrdID) of parent order in a case of mleg order.	string
ParentId optional	Parent order id. Assigned by OMS.	integer (int32)
ParentRequestId optional		integer (int32)
Price optional	Price (not used for some order types). Assigned by client.	number (double)
Quantity optional	Quantity. Assigned by client.	number (double)
RequestId optional	Request id. Assigned by OMS.	integer (int32)
RequestStatus optional	Indicate order processing status within OMS. Assigned by OMS.	enum (RequireValidation, Validated, Rejected, Executing, Complete, Error)
SecurityId optional	Security internal id;	integer (int32)
SettDate optional	date of settlement. Received from execution venue or calculated by OMS, assigned by OMS or executor.	string (date-time)
SettlementDate optional	Date of settlement deal	string (date-time)
Side optional	Side. Assigned by client.	enum (Buy, Sell, SellShort, BuyToCover)
StateId optional	State id. Assigned by OMS.	integer (int32)
Status optional	Current order status. Assigned by OMS or executor.	enum (New, PartiallyFilled, Filled, DoneForDay, Canceled, Replaced, PendingCancel, Stopped, Rejected, Suspended, PendingNew, Calculated, Expired, AcceptedForBidding, PendingReplace, Error, Held)
StopPrice optional	Stop price (used for stop orders). Assigned by client.	number (double)
Symbol optional		string
Target optional	Execution target. Assigned by OMS.	enum (Ignore, New, Modify, Cancel, Execution, Status, CancelReject, Reject, Error, All)
TimeInForce optional	Time in force. Assigned by client.	enum (Day, GoodTillCancel, AtTheOpening, ImmediateOrCancel, FillOrKill, GoodTillCrossing, GoodTillDate, GoodTillTime)
Token optional	Additional identity key (usid in market scanner).	string
TrailingLimitAmount optional	Assigned by client.	number (double)
TrailingLimitAmountType optional	Assigned by client.	enum (Absolute, Persentage)
TrailingStopAmount optional	Assigned by client.	number (double)
TrailingStopAmountType optional	Assigned by client.	enum (Absolute, Persentage)
TransType optional	Execution transaction type.	enum (New, Cancel, Correct, Status)
TransactionDate optional	Last transaction date. Assigned by OMS or executor.	string (date-time)
Type optional	Type. Assigned by client.	enum (Market, Limit, Stop, StopLimit, Pegged, TrailingStop, TrailingStopLimit, OneCancelOther, OneTriggerOther, OneTriggerOneCancelOther, External)
UserId optional	User id. Assigned by OMS.	integer (int32)
ValidationsToBypass optional	Flag property indicating validation rules to bypass	integer (int32)

Name

Description

Schema

AccountId optional

Account id. Assigned by OMS.

integer (int32)

AveragePrice optional

Average execution price. Assigned by executor.

number (double)

ClientId optional

Client order id (ClOrdID). Assigned by OMS.

string

Comment optional

Client side comments. Assigned by client.

string

CounterPartyOrderId optional

Executor order id. Assigned by executor.

string

CreateDate optional

Creation date. Assigned by OMS.

string (date-time)

Date optional

Last modification date. Assigned by OMS.

string (date-time)

Description optional

Used to indicate reject reason or broker comment. Assigned by executor.

string

Exchange optional

Desired exchange. Assigned by client.

string

ExecBrocker optional

Order route name. Assigned by executor.

string

ExecId optional

Execution id.

string

ExecInst optional

Execution instruction. Assigned by client.

enum (DoNotIncrease, DoNotReduce, AllOrNone)

ExecutedQuantity optional

Executed quantity. Assigned by executor.

number (double)

ExecutionInstructions optional

Algo order execution instructions.

< string, string > map

ExecutionStatus optional

Last modification status. Assigned by OMS or executor.

enum (New, PartiallyFilled, Filled, DoneForDay, Canceled, Replaced, PendingCancel, Stopped, Rejected, Suspended, PendingNew, Calculated, Expired, AcceptedForBidding, PendingReplace, Error, Held)

ExecutionVenue optional

Executor name, to which the order was routed. Assigned by OMS router.

string

ExpireDate optional

Expire date. Assigned by client.

string (date-time)

ExtendedHours optional

indicates the extended trading session for GTX order execution (pre-market session, post-market session) if empty - than there is no specific requirement for extended session

string

Id optional

Unique order id. Assigned by OMS.

integer (int32)

InitialType optional

Initial type. Assigned by OMS.

enum (Market, Limit, Stop, StopLimit, Pegged, TrailingStop, TrailingStopLimit, OneCancelOther, OneTriggerOther, OneTriggerOneCancelOther, External)

IsExternal optional

This property indicates that order was accepted from external system and fields like ClientOrderId should be persisted. It's a hack for orders from MessageAcceptor. Assigned be client.

boolean

LastMarket optional

Exchange where order was filled. Assigned by executor.

string

LastPrice optional

Last quote. Assigned by executor.

number (double)

LastQuantity optional

Last transaction executed quantity. Assigned by executor.

number (double)

LeavesQuantity optional

Unfilled quantity. Assigned by executor.

number (double)

Legs optional

Multileg order legs. Assigned by client.

< OrderResource > array

OrigClientId optional

Client order id (ClOrdID). Assigned by OMS.

string

ParentClientId optional

Client order id (ClOrdID) of parent order in a case of mleg order.

string

ParentId optional

Parent order id. Assigned by OMS.

integer (int32)

ParentRequestId optional

integer (int32)

Price optional

Price (not used for some order types). Assigned by client.

number (double)

Quantity optional

Quantity. Assigned by client.

number (double)

RequestId optional

Request id. Assigned by OMS.

integer (int32)

RequestStatus optional

Indicate order processing status within OMS. Assigned by OMS.

enum (RequireValidation, Validated, Rejected, Executing, Complete, Error)

SecurityId optional

Security internal id;

integer (int32)

SettDate optional

date of settlement. Received from execution venue or calculated by OMS, assigned by OMS or executor.

string (date-time)

SettlementDate optional

Date of settlement deal

string (date-time)

Side optional

Side. Assigned by client.

enum (Buy, Sell, SellShort, BuyToCover)

StateId optional

State id. Assigned by OMS.

integer (int32)

Status optional

Current order status. Assigned by OMS or executor.

enum (New, PartiallyFilled, Filled, DoneForDay, Canceled, Replaced, PendingCancel, Stopped, Rejected, Suspended, PendingNew, Calculated, Expired, AcceptedForBidding, PendingReplace, Error, Held)

StopPrice optional

Stop price (used for stop orders). Assigned by client.

number (double)

Symbol optional

string

Target optional

Execution target. Assigned by OMS.

enum (Ignore, New, Modify, Cancel, Execution, Status, CancelReject, Reject, Error, All)

TimeInForce optional

Time in force. Assigned by client.

enum (Day, GoodTillCancel, AtTheOpening, ImmediateOrCancel, FillOrKill, GoodTillCrossing, GoodTillDate, GoodTillTime)

Token optional

Additional identity key (usid in market scanner).

string

TrailingLimitAmount optional

Assigned by client.

number (double)

TrailingLimitAmountType optional

Assigned by client.

enum (Absolute, Persentage)

TrailingStopAmount optional

Assigned by client.

number (double)

TrailingStopAmountType optional

Assigned by client.

enum (Absolute, Persentage)

TransType optional

Execution transaction type.

enum (New, Cancel, Correct, Status)

TransactionDate optional

Last transaction date. Assigned by OMS or executor.

string (date-time)

Type optional

Type. Assigned by client.

enum (Market, Limit, Stop, StopLimit, Pegged, TrailingStop, TrailingStopLimit, OneCancelOther, OneTriggerOther, OneTriggerOneCancelOther, External)

UserId optional

User id. Assigned by OMS.

integer (int32)

ValidationsToBypass optional

Flag property indicating validation rules to bypass

integer (int32)

PagingResult[HotkeyMapModel]

Name	Description	Schema
NextPageLink optional	Next page	string
PreviousPageLink optional	Previous page	string
Result optional	Result collection	< HotkeyMapModel > array
TotalCount optional	Items total count	integer (int32)

Name

Description

Schema

NextPageLink optional

string

PreviousPageLink optional

string

Result optional

Result collection

< HotkeyMapModel > array

TotalCount optional

Items total count

integer (int32)

PagingResult[PositionResource]

Name	Description	Schema
NextPageLink optional	Next page	string
PreviousPageLink optional	Previous page	string
Result optional	Result collection	< PositionResource > array
TotalCount optional	Items total count	integer (int32)

Name

Description

Schema

NextPageLink optional

string

PreviousPageLink optional

string

Result optional

Result collection

< PositionResource > array

TotalCount optional

Items total count

integer (int32)

PagingResult[PriceAlertInfoModel]

Name	Description	Schema
NextPageLink optional	Next page	string
PreviousPageLink optional	Previous page	string
Result optional	Result collection	< PriceAlertInfoModel > array
TotalCount optional	Items total count	integer (int32)

Name

Description

Schema

NextPageLink optional

string

PreviousPageLink optional

string

Result optional

Result collection

< PriceAlertInfoModel > array

TotalCount optional

Items total count

integer (int32)

PagingResult[RebalanceFrame]

Name	Description	Schema
NextPageLink optional	Next page	string
PreviousPageLink optional	Previous page	string
Result optional	Result collection	< RebalanceFrame > array
TotalCount optional	Items total count	integer (int32)

Name

Description

Schema

NextPageLink optional

string

PreviousPageLink optional

string

Result optional

Result collection

< RebalanceFrame > array

TotalCount optional

Items total count

integer (int32)

PagingResult[SubmitFeedbackModel]

Name	Description	Schema
NextPageLink optional	Next page	string
PreviousPageLink optional	Previous page	string
Result optional	Result collection	< SubmitFeedbackModel > array
TotalCount optional	Items total count	integer (int32)

Name

Description

Schema

NextPageLink optional

string

PreviousPageLink optional

string

Result optional

Result collection

< SubmitFeedbackModel > array

TotalCount optional

Items total count

integer (int32)

PagingResult[TransactionMapModel]

Name	Description	Schema
NextPageLink optional	Next page	string
PreviousPageLink optional	Previous page	string
Result optional	Result collection	< TransactionMapModel > array
TotalCount optional	Items total count	integer (int32)

Name

Description

Schema

NextPageLink optional

string

PreviousPageLink optional

string

Result optional

Result collection

< TransactionMapModel > array

TotalCount optional

Items total count

integer (int32)

PagingResult[WebActionMapModel]

Name	Description	Schema
NextPageLink optional	Next page	string
PreviousPageLink optional	Previous page	string
Result optional	Result collection	< WebActionMapModel > array
TotalCount optional	Items total count	integer (int32)

Name

Description

Schema

NextPageLink optional

string

PreviousPageLink optional

string

Result optional

Result collection

< WebActionMapModel > array

TotalCount optional

Items total count

integer (int32)

PhoneNumberModel

Name	Schema
PhoneNumber optional	string
PhoneNumberState optional	enum (NotLinked, Active, Suspended, NotVerified)

Name

Schema

PhoneNumber optional

string

PhoneNumberState optional

enum (NotLinked, Active, Suspended, NotVerified)

PositionResource

Name	Schema
AccountId optional	integer (int32)
AverageClosePrice optional	number (double)
AverageOpenPrice optional	number (double)
CompanyName optional	string
ContractSize optional	number (double)
CostBasis optional	number (double)
CreateDate optional	string (date-time)
DailyCloseProfitLoss optional	number (double)
DailyCostBasis optional	number (double)
DayQuantity optional	number (double)
ExcessChanges optional	number (double)
Id optional	integer (int32)
ModifyDate optional	string (date-time)
Name optional	string
Quantity optional	number (double)
RealizedProfitLoss optional	number (double)
SecurityCurrency optional	string
SecurityId optional	integer (int32)
SecurityType optional	string
StopLossPrice optional	number (double)
Symbol optional	string
TakeProfitPrice optional	number (double)

Name

Schema

AccountId optional

integer (int32)

AverageClosePrice optional

number (double)

AverageOpenPrice optional

number (double)

CompanyName optional

string

ContractSize optional

number (double)

CostBasis optional

number (double)

CreateDate optional

string (date-time)

DailyCloseProfitLoss optional

number (double)

DailyCostBasis optional

number (double)

DayQuantity optional

number (double)

ExcessChanges optional

number (double)

Id optional

integer (int32)

ModifyDate optional

string (date-time)

Name optional

string

Quantity optional

number (double)

RealizedProfitLoss optional

number (double)

SecurityCurrency optional

string

SecurityId optional

integer (int32)

SecurityType optional

string

StopLossPrice optional

number (double)

Symbol optional

string

TakeProfitPrice optional

number (double)

PriceAlertEditableModel

Editable price alert

Name Description Schema

Name	Description	Schema
Argument optional	Trigger value Minimum value : `0`	number (double)
ExpirationDate optional	Expiration date	integer (int64)
Field required	Alert type	string
Operator required	Alert trigger operator	string
SecurityId optional	Alert trigger security id Minimum value : `0` Maximum value : `2147483647`	integer (int32)
State optional	Target alert state	enum (New, Expired, Completed, Stopped)

Argument optional

Trigger value Minimum value : 0

number (double)

ExpirationDate optional

Expiration date

integer (int64)

Field required

Alert type

string

Operator required

Alert trigger operator

string

SecurityId optional

Alert trigger security id Minimum value : 0 Maximum value : 2147483647

integer (int32)

State optional

Target alert state

enum (New, Expired, Completed, Stopped)

PriceAlertInfoModel

Price alert info

Name	Description	Schema
Argument optional	Trigger value	number (double)
CreatedDate optional	Created Date	integer (int64)
ExpirationDate optional	Expiration date	integer (int64)
Field optional	Alert type	string
Id optional	Internal price alert identifier	integer (int32)
Operator optional	Alert trigger operator	string
SecurityId optional	Alert trigger security id	integer (int32)
State optional	Target alert state	enum (New, Expired, Completed, Stopped)

Name

Description

Schema

Argument optional

Trigger value

number (double)

CreatedDate optional

Created Date

integer (int64)

ExpirationDate optional

Expiration date

integer (int64)

Field optional

Alert type

string

Id optional

Internal price alert identifier

integer (int32)

Operator optional

Alert trigger operator

string

SecurityId optional

Alert trigger security id

integer (int32)

State optional

Target alert state

enum (New, Expired, Completed, Stopped)

QuoteModel

Name	Schema
Ask optional	number (double)
Bid optional	number (double)
Last optional	number (double)
OpenInterest optional	number (double)
Volume optional	number (double)

Name

Schema

Ask optional

number (double)

Bid optional

number (double)

Last optional

number (double)

OpenInterest optional

number (double)

Volume optional

number (double)

RebalanceFrame

Name	Schema
Descendants optional	< RebalanceFrame > array
Description optional	string
Id optional	integer (int32)
IsReferenced optional	boolean
Name optional	string
TargetPercent optional	number (double)
Tolerance optional	number (double)
UnitType optional read-only	enum (Node, SecurityLeaf, Cash)

Name

Schema

Descendants optional

< RebalanceFrame > array

Description optional

string

Id optional

integer (int32)

IsReferenced optional

boolean

Name optional

string

TargetPercent optional

number (double)

Tolerance optional

number (double)

UnitType optional read-only

enum (Node, SecurityLeaf, Cash)

RebalanceModel

Name	Schema
AbsoluteActualPercent optional	number (double)
AbsoluteTargetPercent optional	number (double)
AbsoluteTolerance optional	number (double)
ActualPercent optional	number (double)
Descendants optional	< RebalanceModel > array
Description optional	string
Gain optional	number (double)
GainPercent optional	number (double)
Id optional	integer (int32)
Name optional	string
TargetPercent optional	number (double)
Tolerance optional	number (double)
UnitType optional read-only	enum (Node, SecurityLeaf, Cash)
Value optional	number (double)

Name

Schema

AbsoluteActualPercent optional

number (double)

AbsoluteTargetPercent optional

number (double)

AbsoluteTolerance optional

number (double)

ActualPercent optional

number (double)

Descendants optional

< RebalanceModel > array

Description optional

string

Gain optional

number (double)

GainPercent optional

number (double)

Id optional

integer (int32)

Name optional

string

TargetPercent optional

number (double)

Tolerance optional

number (double)

UnitType optional read-only

enum (Node, SecurityLeaf, Cash)

Value optional

number (double)

PreviousPart I NextPart III

Last updated 9 months ago