The Order Details Request

The purpose of this functionality is to provide the client, different details about the placed order.

The orderDetails format

The orderDetails request receives a total of 4 parameters from which the order is identified, along with the requested detail.
The parameters are separated by a vertical bar ‘|’ character.
orderDetails( Provider | Account | OrderId | OrderDetail)

The standard call of the RTD function which uses orderDetails:

=RTD(“qst.rtd”, “”, “orderDetails( Provider | Account | OrderId | OrderDetail )”)

The orderDetails parameters are explained below:

  • Provider – the order entry provider, ex. PTS, QOR

  • Account – account on which the order is currently placed (QST needs to be connected to this account)

  • OrderId – the id of the placed order

  • OrderDetail – the order information requested

Note

The order of these parameters is mandatory, ex. Parameter 1, Provider, cannot be switched with parameter 2, Account.

The OrderDetail parameter represents the specific information requested for an order. The parameters are not case sensitive.
Possible OrderDetail values:

  • SM – summary, compiles the standard details of an order

  • ST – order status

  • SD - side (Buy/Sell)

  • QT – order quantity

  • FQ – filled quantity

  • RQ – remaining quantity

  • INS – instrument symbol

  • IND - instrument description

  • OT - order type

  • PR – order price

  • FP – filled price

  • LP – limit price for STL/STWL orders

  • LF – lifetime

  • DT – date and time of the order

  • SI – special instructions

  • XID – exchange order id

Note

You can only request one specific piece of information per quote request, if you need information about the order as a whole and not a specific detail, it is recommended using the SM (summary) parameter.

Note

While the updates are automatic, meaning that if the order status changes, it will be reflected in Excel without needing to requery, for the fill price it is recommended to requery the fill price, because of the nature of fills processing.

Because Excel caches the response, when requering from Excel it is needed to change the request each time: a simple add/remove of a space is enough. If the parameters are set separately, and concatenated in the request, adding/removing a space in the cell of a parameter will trigger the requery.

Example of orderDetails request

After selecting any desired cell from the Excel spreadsheet, copy paste the RTD function in the formula bar, having replaced the RTD parameters accordingly. Or enter the parameters separately and combine them for the RTD request.

  1. Requesting the order status for order# 563, replaced by order# 564:

=RTD(“qst.rtd”, “”, “orderDetails( PTS | 2 | 563 | ST )”)
In the screenshot the orderDetails parameters are first concatenated: =CONCAT(D2,”|”,D3,”|”,D4,”|”,D5) , resulting in the string “PTS|2|563|ST” stored in cell D6.
This is then passed as a parameter to the main request: =RTD(“qst.rtd”,””,”orderDetails(”& D6 & “)”).
../_images/orderDetails_st.png

  1. Requesting the filled quantity for order# 564, which was partially filled:

=RTD(“qst.rtd”, “”, “orderDetails( PTS | 2 | 564 | FQ )”)
../_images/orderDetails_fq.png

  1. Requesting the summary (detailed info) for order# 564:

=RTD(“qst.rtd”, “”, “orderDetails( PTS | 2 | 564 | SM )”)
../_images/orderDetails_sm.png