Message Types
Detailed field specifications for all protocol message types
Service Types Overview
11OMS → AXE
AI JOB Registration Request
12AXE → OMS
AI JOB Registration Acknowledgement
13OMS → AXE
AI JOB Cancel Request
14AXE → OMS
AI JOB Cancel Acknowledgement
21AXE → OMS
New Order Request
22AXE → OMS
Cancel Order Request
31OMS → AXE
New Order Acknowledgement
32OMS → AXE
Cancel Order Acknowledgement
41OMS → AXE
Execution
90AXE → OMS
JOB Emergency Cancel / JOB Done
Filter by Algorithm Type:
Total Message Size:398 bytes(Header: 40 + Data Header: 50 + Body: 308)
Fields:24
| Field | Type | Position | Length | Value | Status |
|---|---|---|---|---|---|
TR_CODE | CHAR | 90 | 11 | TCHAOR10001 (AI Reg) / TCHAOR10003 (AI Cancel) | |
REQ_ID Unique for a day | NUM | 101 | 12 | Job Registration ID by OMS | |
SYMBOL_CODE ex) TPE=2330 | CHAR | 113 | 12 | Symbol Code | |
ASK_BID_TYPE | CHAR | 125 | 1 | 1=Ask / 2=Bid | |
ORDER_QTY | NUM | 126 | 10 | Order Quantity (lots) | |
ORDER_PRICE Only for ICEBERG + LIMIT | CHAR(FLOAT) | 136 | 11 | Order Price | |
ORDER_TYPE | CHAR | 147 | 1 | 0=AI / 1=Market / 2=Limit | |
USER_ID | CHAR | 148 | 12 | User ID | |
USER_IP_ADDR Not Used | CHAR | 160 | 12 | User IP Address | |
USER_MAC_ADDR Not Used | CHAR | 172 | 12 | User MAC Address | |
ALGO_TYPE | CHAR | 184 | 5 | 01=VWAP / 02=TWAP / 03=ICEBERG / 04=VOLAG / 05=VOLPS | |
START_TIME Required for AI/VOL, Optional for ICEBERG | CHAR | 189 | 6 | HHmmss | |
END_TIME Required for AI/VOL, Optional for ICEBERG (default: 13:30) | CHAR | 195 | 6 | HHmmss | |
TOLERANCE 1=Rule base TWAP, 60=Highest AI autonomous | NUM | 201 | 4 | AI Execution Range Limit Rate (1~60) | |
DEPT | CHAR | 205 | 4 | Department Code | |
PRICE_LIMIT Only for VWAP/VOL | CHAR(FLOAT) | 209 | 11 | Limit order price | |
ICEBERG_SPLIT_TYPE Only for ICEBERG | CHAR | 220 | 2 | 1=Display qty / 2=Split count / 3=Display amount | |
ICEBERG_SPLIT_VALUE Only for ICEBERG | NUM | 222 | 15 | Value for Iceberg Quantity | |
ICEBERG_REFILL_RATE Only for ICEBERG | CHAR(FLOAT) | 237 | 5 | Refill Rate (0~100%) | |
INTERVAL Only for ICEBERG, default=1 | CHAR(NUM) | 242 | 5 | Checking Interval (1~60 sec) | |
FILLER | CHAR | 247 | 5 | Filler | |
VOL_PARTICIPATION_RATE Only for VOLAG/VOLPS, Recommended: 0~10% | CHAR(FLOAT) | 252 | 5 | Participation rate (0~100%, 0% not allowed) | |
Filler | CHAR | 257 | 5 | Filler | |
Filler | CHAR | 262 | 46 | Filler |