Legacy.proto (Paritech.OMS2.Protocol)

Messages

Amend

Deprecated.

No	Field	Type	Label	Description
1	UserID	string
2	RequestID	string
3	AccountID	string
39	OwnerID	string		The Owner ID who allocated the Account ID
16	PrevRequestID	string
17	OrderID	string
4	Code	string
5	Exchange	string
6	Side	Side
7	OrderType	OrderType
8	Price	BigNumber
9	Quantity	int64
10	Lifetime	Lifetime
11	ExpiryDate	TimestampWithTimeZone
12	ExDestination	string		This should be populated with a MIC (ISO10383) for the target market
13	Timestamp	TimestampWithTimeZone
14	IDs	ID	repeated
15	Parameters	Map<string,string>
18	SecurityType	string		This should be populated with a CFI code for the target symbol

Cancel

Deprecated.

No	Field	Type	Label	Description
1	UserID	string
2	RequestID	string
3	AccountID	string
39	OwnerID	string		The Owner ID who allocated the Account ID
16	PrevRequestID	string
17	OrderID	string
4	Code	string
5	Exchange	string
6	Side	Side
9	Quantity	int64
12	ExDestination	string		This should be populated with a MIC (ISO10383) for the target market
13	Timestamp	TimestampWithTimeZone
14	IDs	ID	repeated
15	Parameters	Map<string,string>
18	SecurityType	string		This should be populated with a CFI code for the target symbol

Holding

Deprecated.

No	Field	Type	Description
1	AccountID	string
39	OwnerID	string	The Owner ID who allocated the Account ID
2	Code	string
3	Exchange	string
4	Qty	int64
5	AvgPrice	BigNumber
6	Currency	string
7	UnfilledSells	int64

Move

Deprecated.

No	Field	Type	Description
1	RequestID	string
2	OrderID	string
3	AccountID	string
39	OwnerID	string	The Owner ID who allocated the Account ID
10	UserID	string
11	PrevRequestID	string
12	PrevAccountID	string	The previous Account ID is required to perform Order ID remapping
4	Side	Side
5	Code	string
6	Exchange	string
7	ExDestination	string	This should be populated with a MIC (ISO10383) for the target market
8	Parameters	Map<string,string>
9	Timestamp	TimestampWithTimeZone
18	SecurityType	string	This should be populated with a CFI code for the target symbol

New

Deprecated.

No	Field	Type	Label	Description
1	UserID	string
2	RequestID	string
3	AccountID	string
39	OwnerID	string		The Owner ID who allocated the Account ID
4	Code	string
5	Exchange	string
6	Side	Side
7	OrderType	OrderType
8	Price	BigNumber
9	Quantity	int64
10	Lifetime	Lifetime
11	ExpiryDate	TimestampWithTimeZone
12	ExDestination	string		This should be populated with a MIC (ISO10383) for the target market
13	Timestamp	TimestampWithTimeZone
14	IDs	ID	repeated
15	Parameters	Map<string,string>
16	SecurityType	string		This should be populated with a CFI code for the target symbol

OnlineDetails

Deprecated.

No	Field	Type	Label	Description
1	HeartbeatTime	int32

Position

Deprecated.

No	Field	Type	Description
1	AccountID	string
39	OwnerID	string	The Owner ID who allocated the Account ID
2	Currency	string
3	Balance	BigNumber
4	UnbookedTransactions	BigNumber
5	Margin	BigNumber
6	UnfilledBuys	BigNumber

Request

Deprecated.

No	Field	Type
1	Type	RequestType
2	Update	RequestUpdate
3	New	New
4	Amend	Amend
5	Cancel	Cancel
6	Move	Move

RequestUpdate

Deprecated.

No	Field	Type	Label	Description
1	RequestID	string		The internal identifier of the Request. May be the same as the External ID
2	AccountID	string
39	OwnerID	string		The Owner ID who allocated the Account ID
3	OrderID	string
4	ExternalID	string		The external identifier of the Request.
5	Status	RequestStatus
10	Errors	string	repeated	May contain error codes
11	Text	string		May contain a longer error description

SnapshotHoldings

Deprecated. Update/replace holdings for an Account

No	Field	Type	Label	Description
1	AccountID	string
39	OwnerID	string		The Owner ID who allocated the Account ID
2	Type	SnapshotType
3	Holdings	Holding	repeated

SnapshotPositions

Deprecated. Update/replace balances for an Account

No	Field	Type	Label	Description
1	AccountID	string
39	OwnerID	string		The Owner ID who allocated the Account ID
2	Type	SnapshotType
3	Positions	Position	repeated

Trade

Deprecated. Describes an Order trade, including the updated Order state

No	Field	Type	Description
1	Update	Update
2	LastPrice	BigNumber
3	LastQty	int64
4	SettlementDate	string
5	TradeID	string
6	TradeIDRef	string
7	Brokerage	BigNumber
8	LastMkt	string	This should be populated with a MIC (ISO10383) for the execution market

Transaction

Deprecated.

No	Field	Type	Label	Description
18	UpdateID	string
1	UserID	string
3	AccountID	string
39	OwnerID	string		The Owner ID who allocated the Account ID
4	Code	string		The code of the Holding being transacted. If empty, specifies a cash transaction
5	Exchange	string		The exchange of the Holding being transacted. If empty, specifies a cash transaction
29	Currency	string		The currency being transacted. If empty/ specifies a Holdings transaction
21	TransactionType	TransactionType
8	Value	BigNumber		The current value of the transaction. If a cancellation, the former value
9	Quantity	int64		The current quantity of the transaction. If zero, specifies a cash transaction
10	Previous	BigNumber		For a correction, specifies the previous value. Should otherwise be zero/unspecified
11	PreviousQuantity	int64		For a correction, specifies the previous quantity. Should otherwise be zero/unspecified
13	Timestamp	TimestampWithTimeZone		The timestamp of the update
14	IDs	ID	repeated
15	Parameters	Map<string,string>
16	Status	SettlementStatus		The settlement status of the transaction
25	Text	string

Update

Deprecated. Describes an update to an Order

No	Field	Type	Label	Description
18	UpdateID	string
1	UserID	string
2	RequestID	string		A unique identifier for the latest Request. May be different from the ClOrdID if the on-market field is limited
3	AccountID	string
39	OwnerID	string		The Owner ID who allocated the Account ID
17	OrderID	string		A unique identifier for this Order. Can be corrected by OMS-2 based on ExternalID/PrevExternalID linkages
16	PrevRequestID	string		The previous ClOrdID (OrigClOrdID)
31	ExternalID	string		The identifier used by the exchange to identify this Order. May be different to OrderID
32	PrevExternalID	string		The previous identifier used by the exchange to identify this Order. Only populate when ExternalID is changing
34	PrevAccountID	string		The previous account identifier. Only populate when AccountID is changing
35	ExternalRequestID	string		The identifier used by the exchange to identify the last request (ClOrdID). May be different to RequestID
4	Code	string
5	Exchange	string
29	Currency	string
30	SecurityType	string		This should be populated with a CFI code for the target symbol
37	SourceFeed	string		An identifier to match Orders against a Transform command
6	Side	Side
7	OrderType	OrderType
8	Price	BigNumber
9	Quantity	int64
10	Lifetime	Lifetime
11	ExpiryDate	TimestampWithTimeZone
12	ExDestination	string		This should be populated with a MIC (ISO10383) for the target market
33	Created	TimestampWithTimeZone		The timestamp when the original Order was created. Will be auto-filled by OMS-2 if not populated
13	Timestamp	TimestampWithTimeZone		The timestamp of the update
14	IDs	ID	repeated
15	Parameters	Map<string,string>
20	OrderStatus	string
21	UpdateType	UpdateType
22	AvgPrice	BigNumber
23	CumQty	int64
24	RemainingQuantity	int64
25	Text	string
26	CumBrokerage	BigNumber
27	EstBrokerage	BigNumber
36	RemoveAfter	TimestampWithTimeZone		The time after which the order should be removed from the order book. Zero for immediate removal

Enums

RequestStatus

Deprecated.

Name	Number	Description
REQUESTSTATUS_PENDING	0
REQUESTSTATUS_COMPLETED	1
REQUESTSTATUS_REJECTED	2
REQUESTSTATUS_FAILED	3
REQUESTSTATUS_QUEUED	10

RequestType

Deprecated.

Name	Number	Description
REQUESTTYPE_UPDATE	0
REQUESTTYPE_NEW	1
REQUESTTYPE_AMEND	2
REQUESTTYPE_CANCEL	3
REQUESTTYPE_MOVE	4

SnapshotType

Deprecated.

Name	Number	Description
SNAPSHOT_REPLACE	0	Causes all records for the account to be replaced
SNAPSHOT_UPDATE	1	Adds or overwrites only the records mentioned

TransactionType

Deprecated.

Name	Number	Description
TRANSACTIONTYPE_NEW	0
TRANSACTIONTYPE_CORRECTION	1
TRANSACTIONTYPE_CANCEL	2

UpdateType

Deprecated.

Name	Number	Description
UPDATETYPE_NEW	0
UPDATETYPE_CANCELED	4
UPDATETYPE_REPLACE	5
UPDATETYPE_REJECTED	8
UPDATETYPE_RESTATED	13
UPDATETYPE_TRADE	15
UPDATETYPE_TRADE_CORRECTION	16
UPDATETYPE_TRADE_CANCEL	17
UPDATETYPE_STATUS	18