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about order changes

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Notification

The report Execution Reports(8) is similar to New Order Single or Cancel/Replace responses
TagNameTypeRequiredComments
527SecondaryExecIDStringNoID of the order change, may be absent in case of status reports
37OrderIdStringNoUnique identifier for Order as assigned by the Deribit
11ClOrdIDStringNoDeribit replaces this field with the own value assigned by the server (it is not the client id from New Order Single(D))
41OrigClOrdIdStringNoThe original value assigned by the client in the New Order Single(D) message
39OrdStatuscharYesFor trade – order status.

Possible values:

  • 0 = New,
  • 1 = Partially filled,
  • 2 = Filled,
  • 4 = Cancelled
  • 8 = Rejected
54SidecharYesSide of order.

Possible values:

  • 1 = Buy,
  • 2 = Sell
60TransactTimeUTCTimestampYesTime the transaction represented by this Execution Report occurred. Fix timestamp
12CommissionfloatNoDeprecated. Always 0
151LeavesQtyQtyYesOrder quantity open for further execution (LeavesQty = OrderQty - CumQty) in Contract units corresponding to the ContractMultiplier in SecurityList
14CumQtyQtyYesTotal executed quantity or 0.0 in Contract units corresponding to the ContractMultiplier in SecurityList
38OrderQtyQtyYesOrder quantity in Contract units corresponding to the ContractMultiplier in SecurityList
5127ConditionTriggerMethodintNoTrigger for a stop order.

Possible values:

  • 1 = Mark Price,
  • 2 = Last Price,
  • 3 = corresponding Index Price

40OrdTypecharYesOrder type.

Possible values:

  • 1 = Market,
  • 2 = Limit,
  • 4 = Stop Limit,
  • S = Stop Market (default: limit)

44PricePriceNoPrice, maybe be absent for Market and Stop Market orders
150ExecTypecharNoDescribes the specific Execution Report.

Possible values:

  • I = equal to (Order Status),
  • 7 = (Stopped) for triggered stop orders,
  • 8 = Rejected,
  • 3 = (Done for day) for GTD orders,
  • C = (Expired) for the orders expired at delivery

18ExecInstMultipleValueStringNoCurrently is used to mark POST ONLY orders and REDUCE ONLY orders.

POST ONLY possible values:

  • 6 = “Participate don’t initiate”,
  • A = “No cross” (only together with 6, “6A” — REJECT POST ONLY when the order is put to the order book unmodified or the request is rejected and order is cancelled),
REDUCE ONLY possible values:
  • E = ” Do not increase - DNI”
99StopPxPriceNoStop price for stop limit orders
103OrdRejReasonintYesPossible reasons:
  • 0 = no reject (the request has been accepted)
  • 1 = Unknown symbol
  • 2 = Exchange closed
  • 3 = Order exceeds limit
  • 4 = Too late to enter
  • 5 = Unknown order
  • 6 = Duplicate Order (e.g. dupe ClOrdID(11))
  • 7 = Duplicate of a verbally communicated order
  • 8 = Stale order
  • 9 = Trade along required
  • 10 = Invalid Investor ID
  • 11 = Unsupported order characteristic
  • 12 = Surveillance Option
  • 13 = Incorrect quantity
  • 14 = Incorrect allocated quantity
  • 15 = Unknown account(s)
  • 16 = Price exceeds current price band
  • 18 = Invalid price increment
  • 99 = Other

Note: Values 3, 4, and 5 will be used when rejecting an order due to pre-allocation information errors.

58TextStringNoFree format text string, usually exceptions
207SecurityExchangeStringNo”Deribit”
55SymbolStringYesInstrument symbol
854QtyTypeintNoType of quantity specified in a quantity. Currently only 1 - Contracts
231ContractMultiplierfloatNoSpecifies a multiply factor to convert from contracts to total units
6AvgPxfloatNoAverage execution price or 0.0 if not executed yet or rejected
1138DisplayQtyQtyNoThe (max) quantity to be displayed in the orderbook.
100012DeribitAdvOrderTypeintNoIf it is present then it denotes advanced order for options.

Possible values:

  • 0 = Implied Volatility Order (price defines fixed implied volatility in %),
  • 1 = USD Order (price defines fixed USD price of the option, advanced USD orders are not supported for linear options)

1188VolatilityfloatNoVolatility for Implied Volatility Orders (options orders with fixed volatility)
839PeggedPricePriceNoValue of fixed USD price for USD Orders (options orders with fixed USD price)
31LastPxPriceNoPrice of this last fill
32LastQtyQtyNoQuantity bought/sold on this last fill
880TrdMatchIDStringNoIdentifier assigned to a trade by a matching system. It can be present for trade execution reports if Logon 9015=Y
100010DeribitLabelStringNoA custom label for your order, max 64 grapheme clusters. Can be used by Order Cancel Request(F) to amend the order later on. This tag operates on grapheme clusters. A grapheme cluster is a user-perceived character, which can be represented by several unicode codepoints. Please refer to Unicode specification for more details about the grapheme clusters
9008DeribitMMProtectionBooleanNoOrder Market Maker Protection (MMP) flag
9019MMPGroupStringNoA custom tag of MMP Group. This tag is present only for orders from Mass Quote
302QuoteSetIDStringNoidentifier for the Quote Set. This tag is present only for orders from Mass Quote.
117QuoteIDStringNoidentifier for the Quote. This tag is present only for orders from Mass Quote.
299QuoteEntryIDStringNoidentifier for the Quote Entry. This tag is present only for orders from Mass Quote.
Group FillsGrp
1362NoFillsNumInGroupNoNumber of fill entries for the order
=>1363FillExecIDStringNoUnique identifier of execution, concatenated via ’#’ symbol and trade sequence number, e.g., BTC-28SEP18#38
=>1364FillPxPriceNoPrice of this partial fill
=>1365FillQtyQtyNoQuantity bought/sold on this partial fill
=>1443FillLiquidityIndintNoIndicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity.

Possible values:

  • 1 = Added Liquidity,
  • 2 = Removed Liquidity