OMS2.proto (Paritech.OMS2.Protocol)

Messages

Account

Identifies an Account

No	Field	Type	Label	Description
3	AccountID	string		The owner-specific identifier of the account
39	OwnerID	string		The Owner ID who allocated the Account ID. Can be empty

AccountDetails

Describes the details of an Account

No	Field	Type	Label	Description
1	Account	Account		The Account the details are for
10	Name	string		The full name of the Account
11	Classification	string		A classification for this Account
19	DefaultCurrency	string	optional	The optional currency for the Account
20	Attributes	Map<string,string>		Any extended attributes for the Account
21	Categories	string	repeated	Any categories for the Account

AccountTransform

Describes a transform that applies to an Account

No	Field	Type	Label	Description
1	Type	AccountTransformType		The type of transform to perform
2	TransformID	string		A unique identifier of this Transformation. If omitted, will be populated by OMS
3	Account	Account		The Account the transform is targeting
15	Parameters	Map<string,string>		Any parameters that relate to this transformation
25	Text	string		The reason for the transformation

AssetPosition

Describes a position in an Asset (holding)

No	Field	Type	Label	Description
1	Account	Account		Identifies the owning Account
2	Code	string		Identifies the symbol held
3	Exchange	string		Identifies the issuing exchange of the symbol
10	Quantity	BigNumber		The quantity of units held
11	UnfilledSells	BigNumber		The quantity of unfilled sell orders
20	AveragePrice	BigNumber		The average price of the asset, if known
21	Currency	string		The currency the average price is represented in
30	Values	BigNumber		Any special holdings figures

AssetTransfer

Describes a transfer of an asset

No	Field	Type	Label	Description
1	OrderID	string	optional	The unique identifier of the Order that originated this transfer, if any
10	Code	string		The code of the target symbol
11	Exchange	string		The exchange listing the target symbol
19	Value	BigNumber		The value to transfer. Positive or negative
26	ExDestination	string		The execution destination where the transfer occurred, if any. Should be a MIC (ISO10383)

CashPosition

Describes a position in a Currency (balance)

No	Field	Type	Label	Description
1	Account	Account		Identifies the owning Account
2	Currency	string		Identifies the currency held
10	Balance	BigNumber		The booked (settled) balance
11	UnbookedTransactions	BigNumber		The total of unbooked (unsettled) adjustments
12	UnfilledBuys	BigNumber		The total of unfilled buy orders
5	Margin	BigNumber		Any additional money available for trading
30	Values	BigNumber		Any special balance figures

CashTransfer

Describes a transfer of cash

No	Field	Type	Label	Description
10	Currency	string		The currency being transferred
11	Pool	string	optional	The pool of funds being transacted. If omitted, transfer affects Balance/Unbooked
12	ExternalAccount	string	optional	The named external account being transferred between. Validating this is outside the scope of OMS
14	AdditionalFunds	BigNumber		Any additional funds spent on this transfer (fees, taxes, etc). Negative values represent refunds
19	Value	BigNumber		The value to transfer. Positive or negative. Does not include additional funds
20	Settlement	SettlementStatus		The settlement status of the transfer

ClientAuthority

Describes the authority for a client operation

No	Field	Type	Label	Description
1	Type	IdentityType		The type of identity
10	Identity	string		A code identifying the entity (eg: joe.blogs)
11	Source	string		A code identifying the entity source (eg: Passport)
12	Path	string	repeated	The path the request has taken
31	Properties	Map<string,string>		Any special properties related to this authority

ClientCashTransfer

Describes a client-initiated cash transfer

No	Field	Type	Label	Description
10	Currency	string		The currency being transferred
12	ExternalAccount	string	optional	The named external account to transfer between. Validating this is outside the scope of OMS
19	Value	BigNumber		The value to transfer. Positive or negative
26	ExDestination	string		The execution destination
30	FeeCodes	Map<string,string>		A set of fee codes to apply to this Transfer

ClientQueue

Describes the queue a request will be routed to instead of the destination

No	Field	Type	Label	Description
1	QueueID	string	optional	The name of the target queue. If omitted, represents no queue
10	ExpireAfter	TimestampWithTimeZone		The time after which the request should be expired
20	Reason	string		A custom reason to assign to the operation

ClientQueueUpdate

Describes an operation to manipulate a queued request

No	Field	Type	Label	Description
1	Type	ClientQueueUpdateType		The type of queue operation to perform
10	Update	ClientRequestUpdate		The update to apply to the queued request

ClientRequest

Describes a account operation being requested

No	Field	Type	Label	Description
1	Type	ClientRequestType		The type of account operation being requested
2	RequestID	string		A unique identifier of this Request
3	Account	Account		The account the request belongs to
5	IsValidate	bool		Whether this request should be validated and not executed
7	Timestamp	TimestampWithTimeZone		The time the request was submitted
8	Queue	ClientQueue		The target queue this request should be placed on (if any)
9	Authorities	ClientAuthority		The authorities related to the request
10	New	OrderNew		The details of the New request
11	Amend	OrderAmend		The details of the Amend request
12	Cancel	OrderCancel		The details of the Cancel request
13	Move	OrderMove		The details of the Move request
20	CashTransfer	ClientCashTransfer		The details of the transfer
30	Values	BigNumber		Any special values related to this request
31	Properties	Map<string,string>		Any special properties related to this request
32	IDs	ID	repeated	Any special IDs related to this request
100	Update	ClientQueueUpdate		The request update to apply

ClientRequestResponse

Describes the response to a client request

No	Field	Type	Label	Description
1	Type	ClientRequestType		The type of account operation that was requested
2	RequestID	string		A unique identifier of the created Client Request going forward (if successful)
3	Account	Account		The account the request belongs to
8	OrderID	string		A unique identifier of the associated Order (if any)
10	Status	string		The current status of the Request
11	Errors	string	repeated	Any error(s) that occurred during processing
19	Parameters	Map<string,string>		Any parameters associated with the response
30	Values	BigNumber		Any special values related to this response

ClientRequestState

Describes the complete state of a request

No	Field	Type	Label	Description
1	Request	ClientRequest		The request details as provided by the client
2	ExternalID	string		An identifier assigned by the exchange. For reference and diagnostic purposes
3	OrderID	string		The identifier of the Order associated with this Request
7	Timestamp	TimestampWithTimeZone		The time the request was last updated
10	Status	string		The current status of the Request
11	Errors	string	repeated	Any outstanding errors against the Request
12	Text	string		Any custom text against the Request
14	Route	string		The route this client request was submitted to (if any)
20	IsCompleted	bool		Whether the request is considered complete

ClientRequestUpdate

Describes an update to an existing Client Request

No	Field	Type	Label	Description
1	RequestID	string		A unique identifier of this Request
2	Account	Account		The account the request belongs to
3	OrderID	string	optional	The identifier of the Order that was associated with this Request
4	ExternalID	string	optional	An identifier assigned by the exchange. For reference and diagnostic purposes
9	Authorities	ClientAuthority		Any new authorities related to the request
10	Status	string	optional	The current status of the Request
11	Errors	string	repeated	Any outstanding errors against the Request
12	Text	string	optional	Any custom text against the Request
13	Target	ClientQueue	optional	The target queue this request should be placed on (if any)
14	Route	string	optional	The route this client request was submitted to (if any)
20	IsCompleted	bool		Whether the request is considered complete

ExchangeDestination

Describes a routing destination for an Exchange

No	Field	Type	Label	Description
1	ExDestination	string		The execution destination code. This should be populated with a MIC (ISO10383) for the target market
10	Route	string		The OMS route to send related requests to. If empty, uses the Exchange as the route
19	Metadata	Map<string,string>		Any metadata associated with the destination. Not used by OMS
20	IsLit	bool		Whether this destination directly corresponds to a lit market
21	LitSource	string		A lit market source for prices, if available

ExchangeDetails

Describes the details for an Exchange

No	Field	Type	Label	Description
5	Exchange	string		The exchange code these details apply to
12	Destinations	ExchangeDestination	repeated	The list of valid destinations
19	Metadata	Map<string,string>		Any metadata associated with the Exchange. Not used by OMS
20	OrderStatuses	OrderStatusDetails	repeated	This list of possible order statuses

FeedDetails

Describes the status of a system feed

No	Field	Type	Label	Description
1	FeedID	string		The named feed this status belongs to
2	Status	ConnectionStatus		The status of the system feed
3	Timestamp	TimestampWithTimeZone		The time this status was last updated
4	ExpireAfter	TimestampWithTimeZone		The time at which this status should expire and default to Disconnected. Null for indefinite

ID

An ID with one or more values

No	Field	Type	Label	Description
1	Name	string		The identifier name
2	Values	Map<string,string>		The values associated with this identifier

IdentitySource

Describes an issuer of identities

No	Field	Type	Label	Description
1	Code	string		The identifying code of this Identity Source
10	Name	string		The friendly name of the source
19	Metadata	Map<string,string>		Any metadata associated with the Identity Source. Not used by OMS. Not searchable
20	Authentication	IdentityAuthentication		Identity Source authentication method
21	Parameters	Map<string,string>		Parameters for the authentication method

OrderAmend

Describes an operation to amend an on-market Order

No	Field	Type	Label	Description
1	OrderID	string		The unique identifier of the target Order
2	PrevRequestID	string		The previous request ID that changed the target Order
10	Code	string		The code of the target symbol
11	Exchange	string		The exchange listing the target symbol
19	CfiCode	string		The CFI code for the target symbol
20	Side	Side		The side the Order exists on
21	OrderType	OrderType		The type of the Order
22	Price	BigNumber		The price of the Order
23	Quantity	BigNumber		The total quantity of the Order
24	Lifetime	Lifetime		The lifetime of the Order
25	ExpiryDate	TimestampWithTimeZone		The expiry date of the Order, if any
26	ExDestination	string		The execution destination, should be a MIC (ISO10383)
30	FeeCodes	Map<string,string>		A set of fee codes to apply to this Order

OrderCancel

Describes an operation to cancel an on-market Order

No	Field	Type	Label	Description
1	OrderID	string		The unique identifier of the target Order
2	PrevRequestID	string		The previous request ID that changed the target Order
10	Code	string		The code of the target symbol
11	Exchange	string		The exchange listing the target symbol
19	CfiCode	string		The CFI code for the target symbol
20	Side	Side		The side the Order exists on
23	Quantity	BigNumber		The expected quantity when cancelling
26	ExDestination	string		The execution destination, should be a MIC (ISO10383)

OrderMove

Describes an operation to move an on-market Order

No	Field	Type	Label	Description
1	OrderID	string		The unique identifier of the target Order
2	PrevRequestID	string		The previous request ID that changed the target Order
3	PrevAccount	Account		The previous Account is required to perform Order ID remapping
10	Code	string		The code of the target symbol
11	Exchange	string		The exchange listing the target symbol
19	CfiCode	string		The CFI code for the target symbol
20	Side	Side		The side the Order exists on
26	ExDestination	string		The execution destination, should be a MIC (ISO10383)

OrderNew

Describes an operation to place an Order

No	Field	Type	Label	Description
10	Code	string		The code of the target symbol
11	Exchange	string		The exchange listing the target symbol
19	CfiCode	string		The CFI code for the target symbol
20	Side	Side		The side the Order exists on
21	OrderType	OrderType		The type of the Order
22	Price	BigNumber		The price of the Order, if any
23	Quantity	BigNumber		The total quantity of the Order
24	Lifetime	Lifetime		The lifetime of the Order
25	ExpiryDate	TimestampWithTimeZone		The expiry date of the Order, if any
26	ExDestination	string		The execution destination, should be a MIC (ISO10383)
30	FeeCodes	Map<string,string>		A set of fee codes to apply to this Order

OrderState

Describes the state of an Order

No	Field	Type	Label	Description
1	OrderID	string		The unique identifier of the Order. Cannot change for the lifetime of the Order
2	Account	Account		The account the Order belongs to
8	ExternalID	string		An identifier assigned by the exchange. For reference and diagnostic purposes
9	RequestID	string		A unique identifier for the latest Request applied to this Order
10	Code	string		The code of the target symbol
11	Exchange	string		The exchange listing the target symbol
12	Currency	string		The currency this Order and any executions are quoted in
13	Group	string		An grouping for performing bulk order operations (eg: transforms)
19	CfiCode	string		The CFI code for the target symbol
20	Side	Side		The side the Order exists on
21	OrderType	OrderType		The type of the Order
22	Price	BigNumber		The price of the Order, if any
23	Quantity	BigNumber		The total quantity of the Order
24	Lifetime	Lifetime		The lifetime of the Order
25	ExpiryDate	TimestampWithTimeZone		The date (and time) this Order will automatically expire
26	ExDestination	string		The execution destination, should be a MIC (ISO10383)
29	AdditionalFunds	BigNumber		Any additional funds reserved for this order (brokerage, taxes, etc)
30	Values	BigNumber		Any special values related to this Order
31	Properties	Map<string,string>		Any special properties related to this Order
32	IDs	ID	repeated	Any special IDs related to this Order
39	FeeCodes	Map<string,string>		The set of fee codes that apply to this Order
40	Created	TimestampWithTimeZone		The timestamp when the original Order was created. Will be auto-filled by OMS-2 if not populated
41	Timestamp	TimestampWithTimeZone		The timestamp of the update
42	ExecutedValue	BigNumber		The total executed dollar value for this Order
43	ExecutedQuantity	BigNumber		The total executed quantity for this Order
44	ExecutedAdditionalFunds	BigNumber		Any additional funds used on this Order (brokerage, taxes, etc). Negative values represent refunds. Must be adjusted based on the Order Side to calculate the final value transacted
47	IsCompleted	bool		If the Order is completed. If false, counts towards cash/holdings reservations
48	Errors	string	repeated	Any error code(s) associated with the Order (describing the reason for rejection/cancellation/etc)
49	Status	string		The Exchange Order Status code for the Order
50	RemoveAfter	TimestampWithTimeZone		The time after which the order should be removed from the order book. Zero for immediate removal, omitted to not remove

OrderStatusDetails

Describes the metadata for an Order Status

No	Field	Type	Label	Description
1	Code	string		The Order Status value seen in Update
10	Name	string		An optional name that better represents the public status
20	IsNormal	bool		Whether this is a normal status or abnormal
21	IsManual	bool		Whether this is a manually initiated status (eg: occurs in response to a user operation)
22	IsTransition	bool		Whether this is an transitional/waiting status (eg: will transition to another status automatically)
23	IsCompleted	bool		Whether this is a completed status (no other status changes are expected)
30	CanAmend	bool		Whether the Order can be amended in this status
31	CanCancel	bool		Whether the Order can be cancelled in this status
32	CanMove	bool		Whether the Order can be moved in this status
39	CanTrade	bool		Whether the Order can trade in this status

OrderTrade

Describes an Order Trade

No	Field	Type	Label	Description
1	TradeID	string		The unique identifier of the Trade
10	Type	OrderTradeType		The type of trade
11	Price	BigNumber		The execution price. Always positive, must be adjusted based on the Order Side to calculate the final value transacted
12	Quantity	BigNumber		The execution quantity
13	ExDestination	string		The execution destination, should be a MIC (ISO10383)
14	AdditionalFunds	BigNumber		Any additional funds spent in this trade (brokerage, taxes, etc). Negative values represent refunds. Must be adjusted based on the Order Side to calculate the final value transacted

OrderUpdate

Describes an Update to an Order

No	Field	Type	Label	Description
1	UpdateID	string		Unique identifier of this Order
9	PreviousAccount	Account		The previous account this Order belonged to, if being moved
10	Type	OrderUpdateType		The trigger for this Update
11	Reason	OrderUpdateReason		The detailed reason for this Update
30	Values	BigNumber		Any special values related to this Update
31	Properties	Map<string,string>		Any special properties related to this Update
32	IDs	ID	repeated	Any special IDs related to this Update

OwnerDetails

Describes an Account Owner

No	Field	Type	Label	Description
1	OwnerID	string		The unique ID of the Owner
10	Name	string		A description of the Owner
12	Destinations	TransferDestination	repeated	The list of valid transfer destinations
19	Metadata	Map<string,string>		Any metadata associated with the owner. Not used by OMS

OwnerTransform

Describes a transform that applies to an Owner

No	Field	Type	Label	Description
1	Type	OwnerTransformType		The type of transform to perform
2	TransformID	string		A unique identifier of this Transformation. If omitted, will be populated by OMS
39	OwnerID	string		The Owner ID the transform relates to
15	Parameters	Map<string,string>		Any parameters that relate to this transformation
25	Text	string		The reason for the transformation

Permissions

Describes the permissions for an identity

No	Field	Type	Label	Description
1	Type	IdentityType		The type of identity
10	Identity	string		A code identifying the entity (eg: joe.blogs)
11	Source	string		A code identifying the entity source (eg: Passport)
19	Metadata	Map<string,string>		Any metadata associated with the permissions. Not used by OMS
20	Owners	string	repeated	List of owners this identity has access to
21	Exchanges	string	repeated	List of exchanges this identity has access to
29	Features	string	repeated	List of features this identity has access to
30	Feeds	string	repeated	List of feeds this identity can submit to

RequestStatusDetails

Describes the metadata for a Client Request

No	Field	Type	Label	Description
1	Code	string		The Request Status value seen in Update
10	Name	string		An optional name that better represents the public status
20	IsNormal	bool		Whether this is a normal status or abnormal
21	IsManual	bool		Whether this is a manually initiated status (eg: occurs in response to a user operation)
22	IsTransition	bool		Whether this is an transitional/waiting status (eg: will transition to another status automatically)
23	IsCompleted	bool		Whether this is a completed status (no other status changes are expected)
30	CanAmend	bool		Whether the Request can be amended in this status
31	CanCancel	bool		Whether the Request can be cancelled in this status

SubscriptionDetails

Identifies the parameters for a subscription

No	Field	Type	Label	Description
1	Type	SubscriptionType
10	Targets	SubscriptionTarget	repeated	The targets for the subscription

SubscriptionTarget

Identifies a target to filter a subscription by

No	Field	Type	Label	Description
1	Name	string		The target name
2	Values	string	repeated	The list of values for the target

TransactionDetails

Describes the properties of a transaction

No	Field	Type	Label	Description
1	TransactionID	string		Unique identifier of this transaction
2	Account	Account		The account the transaction affects
9	Authorities	ClientAuthority		Any authorities related to the transaction
30	Values	BigNumber		Any special values related to this transaction
31	Properties	Map<string,string>		Any special properties related to this transaction
32	IDs	ID	repeated	Any special IDs related to this transaction
40	Timestamp	TimestampWithTimeZone		The timestamp of the transaction initiation

TransferDestination

Describes a routing destination for a Transfer

No	Field	Type	Label	Description
1	ExDestination	string		The execution destination code
10	Route	string		The OMS route to send related requests to. If empty, uses the Owner ID as the route

Transform

Describes a transform that applies to an Exchange or Market

No	Field	Type	Label	Description
1	TransformID	string		A unique identifier of this Transformation. If omitted, will be populated by OMS
5	Exchange	string
37	Group	string		An identifier to only apply this Transformation to a subset of Orders
21	TransformType	TransformType
13	Timestamp	TimestampWithTimeZone		The timestamp of the update
15	Parameters	Map<string,string>
4	Code	string		The code of the symbol being targeted
20	OrderStatus	string		The new status to apply to matching Orders
35	NotAfter	TimestampWithTimeZone		The update time after which orders should be exempt from this Transformation
36	RemoveAfter	TimestampWithTimeZone		The time after which orders should be removed from the order book. Null for no removal
25	Text	string		The reason for the transformation

Enums

AccountTransformType

Identifies the type of an Account transform

Name	Number	Description
AccountTransformType_Unknown	0	Invalid/uninitialised
AccountTransformType_Rename	10	Account and/or Owner is being renamed

ClientQueueUpdateType

Identifies the queue operation to perform

Name	Number	Description
ClientQueueUpdateType_Unknown	0	Unknown/invalid queue operation
ClientQueueUpdateType_Update	10	Updates the queued request
ClientQueueUpdateType_Replace	20	Replaces the target request content, but not the ID, Account, Queue, or Authority

ClientRequestType

Identifies the order operation being requested

Name	Number	Description
ClientRequestType_Unknown	0	Unknown/invalid request
ClientRequestType_New	10	New Order request
ClientRequestType_Amend	11	Amend Order request
ClientRequestType_Cancel	12	Cancel Order request
ClientRequestType_Move	13	Move Order request
ClientRequestType_CashTransfer	20	Requesting a transfer of cash
ClientRequestType_Update	100	Updating another request on a Queue

ConnectionStatus

Describes the status of a system feed

Name	Number	Description
CONNECTIONSTATUS_DISCONNECTED	0	Connection is unexpectedly disconnected
CONNECTIONSTATUS_CLOSED	1	Connection is disconnected on schedule
CONNECTIONSTATUS_ONLINE	2	Connection is active

IdentityAuthentication

Identifies the authentication method used by an Identity Source

Name	Number	Description
IdentityAuthentication_Unknown	0	Invalid/uninitialised
IdentityAuthentication_JWT	1	Identity is authenticated with a JSON Web Token

IdentityType

Identifies the type of an identity

Name	Number	Description
IdentityType_Unknown	0	Unknown/invalid Identity
IdentityType_System	1	System (OMS) identity
IdentityType_Service	2	Service (External system) identity
IdentityType_Operator	3	Operator/user identity

Lifetime

Identifies the lifetime of an Order

Name	Number	Description
LIFETIME_UNKNOWN	0	Unknown/invalid lifetime
LIFETIME_DAY	1	Good for the day
LIFETIME_GOOD_TILL_CANCEL	2	Good until manually cancelled
LIFETIME_IMMEDIATE_OR_CANCEL	3	Execute immediately and cancel the remainder
LIFETIME_FILL_OR_KILL	4	Execute immediately in full or cancel
LIFETIME_GOOD_TILL_DATE	5	Good until the expiry date

OrderTradeType

Identifies the type of trade operation that occurred

Name	Number	Description
OrderTradeType_Unknown	0	Unknown/invalid trade type
OrderTradeType_Trade	10	Trade execution
OrderTradeType_Correction	11	Trade correction
OrderTradeType_Cancel	12	Trade cancellation

OrderType

Identifies the type of an Order

Name	Number	Description
ORDERTYPE_UNKNOWN	0
ORDERTYPE_MARKET	1
ORDERTYPE_LIMIT	2
ORDERTYPE_STOP	3
ORDERTYPE_STOP_LIMIT	4
ORDERTYPE_MARKET_TO_LIMIT	5
ORDERTYPE_PEGGED	6

OrderUpdateReason

Identifies the specific reason for an order update

Name	Number	Description
OrderUpdateReason_Unknown	0	Unknown/invalid order update type
OrderUpdateReason_Restated	1	Order has been restated
OrderUpdateReason_Rejected	8	Order changed due to being rejected
OrderUpdateReason_New	10	Order changed as part of an OrderNew
OrderUpdateReason_Replace	11	Order changed as part of an OrderAmend or OrderMove
OrderUpdateReason_Cancel	12	Order changed as part of an OrderCancel
OrderUpdateReason_Status	18	Order changed as part of a lifecycle transition
OrderUpdateReason_Trade	20	Order changed due to a trade
OrderUpdateReason_TradeCorrection	21	Order changed due to a trade correction
OrderUpdateReason_TradeCancel	22	Order changed due to a trade cancellation

OrderUpdateType

Identifies the high-level type of order update that occurred

Name	Number	Description
OrderUpdateType_Unknown	0	Unknown/invalid order update type
OrderUpdateType_Update	10	Order has been updated, including as part of a trade
OrderUpdateType_Restate	11	Order has been restated

OwnerTransformType

Identifies the type of Owner transform to perform

Name	Number	Description
OwnerTransformType_Unknown	0	Unknown/invalid transform
OwnerTransformType_Rename	1	Ownership identifiers are being renamed to a new ID

SettlementStatus

Identifies the settlement status of a Transaction

Name	Number	Description
SettlementStatus_Booked	0	Records the transaction as Booked
SettlementStatus_Unbooked	1	Records the transaction as Unbooked
SettlementStatus_Settle	2	Performing a settlement, moving assets from Unbooked to Booked
SettlementStatus_Reverse	3	Reversing a settlement, moving assets from Booked to Unbooked

Side

Identifies the side of an Order

Name	Number	Description
SIDE_UNKNOWN	0
SIDE_BUY	1
SIDE_SELL	2
SIDE_SHORTSELL	3
SIDE_SHORTSELL_EXEMPT	4
SIDE_AS_DEFINED	5
SIDE_OPPOSITE	6

SubscriptionType

Identifies the type of subscription

Name	Number	Description
SubscriptionType_Unknown	0
SubscriptionType_Status	10
SubscriptionType_Updates	11
SubscriptionType_Transactions	12
SubscriptionType_Recent	13
SubscriptionType_Holdings	21
SubscriptionType_Balances	22
SubscriptionType_Requests	23
SubscriptionType_Orders	24
SubscriptionType_Metadata	30	System metadata - Exchanges, Owners, Request Statuses
SubscriptionType_Feed	40	Orders and requests related to a specific feed

TransformType

Name	Number	Description
TRANSFORMTYPE_RESTATEMENT	0	Transform all Orders that match the given Order Status
TRANSFORMTYPE_REMOVE	1	Remove all Orders that match the given Order Status
TRANSFORMTYPE_RENAME_SYMBOL	2	Renames a symbol in Holdings and Orders
TRANSFORMTYPE_RENAME_CURRENCY	3	Renames a currency in Balances and Orders