| ID | 10984 |
The Order Summary event is not part of the configuration of an order life cycle. Instead it is created to provide a record of the end of day summary of an order primarily for ease of identification and validation. Unlike the other events, Order Summary events are not necessarily the events which occur within a front-office system.
For each parent order completed within the same day, only one Order Summary event is required to provide information related to that order at the end of the order life cycle. Total executed quantity (totalExecutedQty) and averaged price (avgExecutedPrice) should be based on the final quantity and price to be settled with the client. For multi-day orders, however, an Order Summary is required which gives a summary of the multi-day order as of each corresponding end-of-day during its life cycle.
The orderCapacity field in an Order Summary event allows additional value ’AP’ which can be used to indicate when a client order is intended to trade partially in an agency capacity and partially in a principal capacity.
Order Summary events are not required on aggregated orders but are required on the constituent client orders.
31 | Y | The indicator of the event type as defined by the enumeration specifications. | |||
32 | Y | The creation time of the event. In-Scope Brokers should record the most accurate time they can get closest to the actual time. | |||
36 | This field is used in conjunction with the eventDateTime, if the timestamp in eventDateTime is not granular enough to accurately reconstruct the sequence of events. | ||||
53 | Y | An identifier assigned to the top parent order which should be unique throughout its life cycle. | |||
62 | Y | The ID of the order generated by a system, this should be unique during a trading day but can be reused over time. In Split events, it is the order ID of the child order split itself. In Execution events, it is the order ID of the corresponding order or child order. | |||
72 | Y | Indicates the security to be traded by the order, e.g. '0001.HK'. | |||
73 | Y | Specifies the type of the ID used in the securityID field, e.g. RIC, SEDOL, ISIN, etc. as defined by the Data Standards enumeration specifications. | |||
74 | Y | Indicates the type of security, e.g. equity, future, option, warrants/CBBCs, or others. | |||
16 | Y | Key string used to identify the client defined by the In-Scope Broker. This must map to the In-Scope Broker’s Reference Data Dictionary provided by the broker which may include other client-related identification such as LEI, entity name, or other detailed information about the client or internal desk. Not required if it is an aggregated order. | |||
17 | Y | Indicates the grouping of clients amongst 'Institutional (internal or external)', 'Proprietary/Principal' or 'Retail'. | |||
60 | Y | In Order and Split events, it indicates the intended trading capacity of an order, i.e 'A - agency' or 'P - principal'. In Order Summary event, it also allows additional value 'AP - agency/principal' to indicate cases when an order is intended to trade partially in an agency capacity and partially in a principal capacity. | |||
76 | Y | Indicates whether the order is a Buy, Sell, Short Sell or Short Sell Exempt, etc. as defined by the Data Standards enumeration specifications. | |||
79 | Y | A free text string name or identifier of the primary system recording the event, e.g. OMS, Algo, etc. as defined by the In-Scope Broker. | |||
85 | Specifies the type of the identifier used in the underlyingSecurityID field, e.g. RIC, SEDOL, ISIN, etc., for derivative security such as futures contracts and options only. | ||||
86 | Indicates the underlying security of an order, e.g. '0001.HK'. For derivative security such as futures contracts and options only. | ||||
48 | Y | Indicates the initial order price, prior to any order modification in an Order Summary Event. For multi-day orders, the In-Scope Broker only needs to provide the initial order price when the original order is received. | |||
49 | Y | Indicates the initial order quantity prior to any order modification in an Order Summary Event. For multi-day orders, the In-Scope Broker only needs to provide the initial order quantity when the original order is received. | |||
45 | Y | Indicates the final order price, after all order modifications in an Order Summary Event. For multi-day orders, the In-Scope Broker only needs to provide the final order price upon the completion of order execution. | |||
46 | Y | Indicates the final order quantity after all order modifications in an Order Summary Event. For multi-day orders, the In-Scope Broker only needs to provide the final order quantity upon the completion of order execution. | |||
14 | Y | The average price of all the executions on the order, it should be the average execution price eventually used to settle with a client. | |||
81 | Y | The total quantity executed on the order, it should be the total quantity eventually used to settle with a client. |
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