AUCTIONS
Clients retrieving market center auction information and setting up and auction
SYMBOL SETTING
”setsymbolstatus”, use this command to set symbol status. By default, all symbols are open. Symbol status needs set to preopen to allow opening cross participation and imbalance calculation.In
“registersymbol”, we added “auction_starttime” and “auction_endtime”, both fields are UTC time in milliseconds.It can only be used by superuser or for user whose has admin privilege in trading module.
{"scheduletime":1594061809000,"status":"P","security":"MSFT","type":"setsymbolstatus"}
“security”, required.“status”, required, valid value ‘P’ for preopening, ‘H’ for halt, ‘O’ for opening.“scheduletime”, optional, if not set, it means to immediately set the symbol status. The field is a integer value, time as expressed in milliseconds since EPOCH. 1594061809000 if translated to EST time zone means 20200706 14:56:49 EST.-
AUCTION INDICATIVE DATA
“subscribeonopen”
{"security":"MSFT","type":"subscribeonopen"}
This is to subscribe "onopening" imbalance messages, you can set “*” for security field to get all available opening cross messages.
“onopen”
Once you
"subscribeonopen", if there is opening cross message, you will receive “onopen” messages.“time” is the milliseconds time since EPOCH, as in all FI WebSocket messages time format. “
openingprice” is the calculated opening price. “execqty” is how many shares that will execute at this price at opening cross “imbalance_side”, “imbalance” to indicate the side of imbalance and corresponding shares.{"time":1594057402535,"execqty":"0","imbalance":"0","netchange":"0","o peningprice":"0","security":"MSFT","type":"onopen"}
{"time":1594057410480,"execqty":"100","imbalance":"900","netchange":"0 ","openingprice":"30.5","imbalance_side":"B","security":"MSFT","type":"onopen"}
{"time":1594057418428,"execqty":"1000","imbalance":"100","netchange":" 0","openingprice":"30.5","imbalance_side":"S","security":"MSFT","type":"onopen"}
Last modified 1yr ago