Recording Staged Orders
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The Audit Trail records when a staged order is placed or changed. Three message types account for the various parameters.
- The first message is either an OK or a REJECT and includes the order information.
- The second type of message is an INFO message. This contains the staged order execution instructions that were entered when the staged order was created.
- The third message type is either an OK or REJECT and includes the staged order change information.
The syntax used to identify the order parameters and several examples follow:
Staged Order Summary Syntax
The syntax for the staged order summary is as follows:
<Staged Order>: <Buy/Sell Total Quantity>, <Trigger section>, <Slicer section>, <Order Type and Price>, <Time In Force>, <Optional Start/End Time>
Commas delineate each section. Spaces delineate fields within a section.
Staged Order Change Syntax
The syntax for the staged order change summary is as follows:
<Staged Order> <TT Order Key> <Action> <System User>
Spaces delineate fields within a section.
Staged Order Execution Instructions
Staged order execution instructions display below the order summary when INFO messages are enabled.