Standard Model Reference
Actions are categorised based on their target: Market Actions to manipulate the Market, and Symbol actions to manipulate the Symbol or Security.
Market Actions
Section titled “Market Actions”Change Market Status
Section titled “Change Market Status”Changes the trading status of the market, affecting all securities without an explicit trading status, and changing the available order operations.
Request Type: Status
| Field | Type | Label | Description |
|---|---|---|---|
| Status | String | The code for the Trading Status of the market. |
Add Tick Table
Section titled “Add Tick Table”Adds a new tick table for use by symbols. Tick tables define the valid price steps (or ticks) for orders.
Request Type: TickTable.Add
| Field | Type | Label | Description |
|---|---|---|---|
| Name | String | An identifying code for the Tick Table. | |
| TickTable | TickRate | Repeated | The tick rates that describe the table. |
Update Tick Table
Section titled “Update Tick Table”Updates an existing tick table.
Request Type: TickTable.Update
| Field | Type | Label | Description |
|---|---|---|---|
| Name | String | An identifying code for the Tick Table. | |
| TickTable | TickRate | Repeated | The tick rates that describe the table. |
Remove Tick Table
Section titled “Remove Tick Table”Removes an existing tick table.
Request Type: TickTable.Remove
| Field | Type | Label | Description |
|---|---|---|---|
| Name | String | An identifying code for the Tick Table. |
Symbol Actions
Section titled “Symbol Actions”Bulk Cancel Orders
Section titled “Bulk Cancel Orders”Cancels all open orders on a security, regardless of trading status.
Request Type: BulkCancel
| Field | Type | Label | Description |
|---|---|---|---|
| Reason | OrderRemoveReason | The reason for the removal. Must be one of Cancel or Manual. |
Change Reference Price
Section titled “Change Reference Price”Adds, updates, or removes a reference price from the security state.
Request Type: Reference
| Field | Type | Label | Description |
|---|---|---|---|
| Name | String | An identifying code for the Tick Table. | |
| Price | Number | Optional | The value of the reference price to apply. If omitted, removes the reference price. |
Change Security Status
Section titled “Change Security Status”Changes the explicit trading status of the security, either adding or clearing the status, and changing the available order operations.
When no explicit trading status is set, the status of the security is inherited from the market trading status.
Request Type: Status
| Field | Type | Label | Description |
|---|---|---|---|
| Status | String | Optional | The code for the Trading Status of the security. If omitted, clears any previously set status and inherits from the market. |
Trade Cancellation
Section titled “Trade Cancellation”Request Type: Trade.Cancel
Trades
| Parameter | Description |
|---|---|
| market | A URL-encoded Market Code. |
| code | A URL-encoded Symbol Code. |
Structures
Section titled “Structures”TickRate
Section titled “TickRate”Describes the tick rate for a specific price range. Represented by a string with the following format:
Start:End:Size
| Field | Type | Description |
|---|---|---|
| Start | Number | The staring price of this tick range. If not the first rate, should be the same as the previous TickRate End. |
| End | Number | The ending price of this tick range. |
| Size | Number |
Enumerations
Section titled “Enumerations”OrderRemoveReason
Section titled “OrderRemoveReason”Identifies the reason for an Order being removed
| Name | Number | Description |
|---|---|---|
| None | 0 | No reason |
| Cancel | 2 | Order was cancelled by the owner |
| Manual | 9 | Order was cancelled by market control |