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