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)

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)

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)

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)

PagingResult[PositionResource]

Name
Description
Schema

NextPageLink optional

Next page

string

PreviousPageLink optional

Previous page

string

Result optional

Result collection

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

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)

PagingResult[SubmitFeedbackModel]

Name
Description
Schema

NextPageLink optional

Next page

string

PreviousPageLink optional

Previous page

string

Result optional

Result collection

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

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

TotalCount optional

Items total count

integer (int32)

PhoneNumberModel

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)

PriceAlertEditableModel

Editable price alert

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)

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)

QuoteModel

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)

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)

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