Discrepancy in Order CSV Format for Send Orders

[asmf]

In the documentation for the format of the Orders CSV data file, there appears to be a discrepancy with what BookMap is actually exporting.

The documentation for 'SEND' states the format as:

S,<date>,<time>,<subsecond>,<order id>,<instrument alias>,<bid(1) or ask(0)>,<price>,<size> S,20180817,132604,0.278443826,1105671107,ESU8.CME@RITHMIC,1,2837.0,2

KB-Appendices-AIV-OrdersFormat

However, in my exported orders CSV, I get these 'SEND' lines:

S,20230210,154104,0.085889,126045592,ESH3.CME@RITHMIC,0,NaN,4089.75,0,1
S,20230210,154104,0.087836167,126045591,ESH3.CME@RITHMIC,0,4093.0,NaN,0,1

The two orders I quoted above are closing limit orders (a Take-Profit and a Stop-Loss). 

Can anybody clarify the two prices and the '0' after the second price?  I'm pretty sure the last value is the size.

Thanks!
 

[Andry API support]

hi,
this format is used at the moment.

Code: Select all

<timestamp>,<order id>,<instrument alias>,<bid(1) or ask(0)>,<limit price>,<stop price>,<stop triggered>,<size>

We will update the KB.
Thx.
 

[asmf]

Thanks Andrey for the quick response.  That makes sense.

Just to clarify, I think the format for `UPDATE` is:

U,<date>,<time>,<subsecond>,<order id>,<limit price>,<stop price>,<stop triggered>,<size>

And the format for 'SEND' is:

S,<date>,<time>,<subsecond>,<order id>,<instrument alias>,<bid(1) or ask(0)>,<limit price>,<stop price>,<stop triggered>,<size>