Portfolio orders (exchange)

Private resource

The request cannot be executed anonymously. The required token parameter must contain an up-to-date Access Token.

HTTP API

This operation can be performed with request to HTTP API.

The request creates a subscription to receive information about all exchange orders related to the specified portfolio.

Request

To create a subscription to a data channel, send a message to the established WebSocket connection with a request body containing the details of the subscription to be created.

Request body
Schema

{
  "opcode": "OrdersGetAndSubscribeV2",
  "portfolio": "D39004",
  "orderStatuses": [
    "filled"
  ],
  "skipHistory": false,
  "exchange": "MOEX",
  "instrumentGroup": "TQBR",
  "format": "Simple",
  "guid": "c328fcf1-e495-408a-a0ed-e20f95d6b813",
  "token": "eyJhbGciOiJ..."
}

Request body parameters

opcodestringrequired

Operation code:

OrderBookGetAndSubscribe — Subscription to order book
BarsGetAndSubscribe — Subscription to price history (candlesticks)
QuotesSubscribe — Subscription to quotes
InstrumentsGetAndSubscribeV2 — Subscription to security information updates on the selected exchange
AllTradesGetAndSubscribe — Subscribe to all trades
PositionsGetAndSubscribeV2 — Subscription to information about current positions on securities and money
SummariesGetAndSubscribeV2 — Subscription to portfolio summary information
RisksGetAndSubscribe — Subscription to consolidated information on portfolio risks
SpectraRisksGetAndSubscribe — Subscription to information on derivatives market risks (FORTS)
TradesGetAndSubscribeV2 — Subscription for information on trades
OrdersGetAndSubscribeV2 — Subscription to information about current orders on the market for the selected exchange and security
StopOrdersGetAndSubscribeV2 — Subscription to information about current conditional orders in the market for the selected exchange and security
unsubscribe — Cancelation of previously created subscription

portfoliostringrequired

Client portfolio ID

Example: D39004

skipHistoryboolean

Flag for filtering out historical data:

true — display only new data
false — display including historical data

Example: false

orderStatusesstring

Optional filter by order statuses. Affects only the filtering of primary historical data at subscription. Possible values:

working — Waiting for execution
filled — Executed
canceled — Canceled
rejected — Rejected

Example: filled

exchangestringrequired

Exchange code:

MOEX — Moscow Exchange
SPBX — SPB Exchange

Example: MOEX

instrumentGroupstring

Trading mode code (Board):

List of Moscow Exchange codes is available in table
SPB Exchange securities always have SPBX code

Example: TQBR

formatstring

The format of the JSON object returned by the server:

Simple is the original data format. Supports legacy (deprecated) parameters to ensure backward compatibility
Slim is the lightweight data format for fast messaging. Does not support legacy (deprecated) parameters
Heavy is the complete data format, evolving and augmented with new fields. Does not support legacy (deprecated) parameters

Example: Simple

guidstringrequired

The unique identifier of the operation. All incoming messages related to this operation will have this guid field value

Example: c328fcf1-e495-408a-a0ed-e20f95d6b813

tokenstringrequired

Access Token

Example: eyJhbGciOiJ...

Responses

The content of the response returned to the WebSocket connection depends on the results of processing the request:

If the request is processed successfully, the server will send one 200 code message in response, confirming that the subscription has been created, after which it will begin transmitting 100 code messages containing the information requested as part of the subscription.
If the request processing failed, the server will send back one message with an error code corresponding to the reason for the failure, after which it will close the WebSocket connection.

Messages from the channel containing the requested information

Simple
Slim
Heavy

Response body
Schema

{
  "data": {
    "id": "2006665023417483347",
    "symbol": "ALRS-3.24",
    "brokerSymbol": "MOEX:ALRS-3.24",
    "portfolio": "D39004",
    "exchange": "MOEX",
    "comment": null,
    "type": "limit",
    "side": "buy",
    "status": "working",
    "transTime": "2024-01-08T15:57:12.2911671Z",
    "updateTime": "2024-01-08T15:57:12.2911671Z",
    "endTime": "2024-12-27T23:59:59.9990000Z",
    "qtyUnits": 1,
    "qtyBatch": 1,
    "qty": 1,
    "filledQtyUnits": 0,
    "filledQtyBatch": 0,
    "filled": 0,
    "price": 6400.00000,
    "existing": true,
    "timeInForce": "oneday",
    "iceberg": null,
    "volume": 6400.00000
  },
  "guid": "c328fcf1-e495-408a-a0ed-e20f95d6b813"
}

Response body parameters

data

object

Requested data

idstring

Unique order ID

Example: 2006665023417483347

symbolstring

Security code (ticker)

Example: SBER

brokerSymbolstring

Exchange-Ticker Pair

Example: MOEX:ALRS-3.24

portfoliostring

Client portfolio ID

Example: D39004

exchangestring

Exchange code:

MOEX — Moscow Exchange
SPBX — SPB Exchange

Example: MOEX

commentstring

Custom comment

Example: First order

typestring

Order type:

limit — Limit order
market — Market order

Example: market

sidestring

Transaction side:

buy
sell

Example: sell

statusstring

Order status:

working — Waiting for execution
filled — Executed
canceled — Canceled
rejected — Rejected

Example: working

transTimedate-time

Date and time of order transaction (UTC)

Example: 2024-01-08T15:57:12.2911671Z

updateTimedate-time

Date and time of order update (UTC)

Example: 2024-01-08T15:57:12.2911671Z

endTimedate-time

Date and time of closing order (UTC)

Example: 2024-12-27T23:59:59.9990000Z

qtyUnitsint32

Number of units

Example: 1

qtyBatchint32

Number of lots

Example: 1

qtyint32

Number of lots

Example: 1

filledQtyUnitsint32

Number of units filled

Example: 0

filledQtyBatchint32

Number of lots filled

Example: 0

filledint32

Number of lots filled

Example: 0

pricedecimal

Price

Example: 271.57

existingboolean

True will return the response including data from snapshot, i.e. from history. False will return only new events

Example: false

timeInForcestring

Order validity type:

OneDay — Fulfill the order or keep it active till the end of the trading day
ImmediateOrCancel — Partially fulfill the order and cancel the unfulfilled balance
FillOrKill — Fulfill completely or cancel the entire order
GoodTillCancelled — Fulfill the order or keep it until cancelation

Example: OneDay

iceberg

object

Special fields for transactions with hidden part

creationFixedQuantityint32

The visible constant part of the iceberg order in lots set out at the order creation

Example: 100

creationVarianceQuantityint32

The deviation amplitude (% of icebergFixed) of the random increment to the visible part of the iceberg order set out at the order creation. Derivatives only

Example: 2

visibleQuantityint32

Number of visible units

Example: 0

visibleQuantityBatchint32

Number of visible lots

Example: 0

visibleFilledQuantityint32

Number of filled visible units

Example: 0

visibleFilledQuantityBatchint32

Number of filled visible lots

Example: 0

volumedecimal

Volume. Null for market orders

Example: 6400.00000

guidstring

The unique identifier of the operation. All incoming messages related to this operation will have this guid field value

Example: c328fcf1-e495-408a-a0ed-e20f95d6b813

Response body
Schema

{
  "data": {
    "id": "2006665023417483347",
    "sym": "ALRS-3.24",
    "tic": "MOEX:ALRS-3.24",
    "p": "D39004",
    "ex": "MOEX",
    "cmt": null,
    "t": "limit",
    "s": "buy",
    "st": "working",
    "tt": "2024-01-08T15:57:12.2911671Z",
    "ut": "2024-01-08T15:57:12.2911671Z",
    "et": "2024-12-27T23:59:59.9990000Z",
    "q": 1,
    "qb": 1,
    "fq": 0,
    "fqb": 0,
    "px": 6400.00000,
    "h": true,
    "tf": "oneday",
    "i": null,
    "v": 6400.00000
  },
  "guid": "c328fcf1-e495-408a-a0ed-e20f95d6b813"
}

Response body parameters

data

object

Requested data

idstring

Unique order ID

Example: 2006665023417483347

symstring

Security code (ticker)

Example: SBER

ticstring

Exchange-Ticker Pair

Example: MOEX:ALRS-3.24

pstring

Client portfolio ID

Example: D39004

exstring

Exchange code:

MOEX — Moscow Exchange
SPBX — SPB Exchange

Example: MOEX

cmtstring

Custom comment

Example: First order

tstring

Order type:

limit — Limit order
market — Market order

Example: market

sstring

Transaction side:

buy
sell

Example: sell

ststring

Order status:

working — Waiting for execution
filled — Executed
canceled — Canceled
rejected — Rejected

Example: working

ttdate-time

Date and time of order transaction (UTC)

Example: 2024-01-08T15:57:12.2911671Z

utdate-time

Date and time of order update (UTC)

Example: 2024-01-08T15:57:12.2911671Z

etdate-time

Date and time of closing order (UTC)

Example: 2024-12-27T23:59:59.9990000Z

qint32

Number of units

Example: 1

qbint32

Number of lots

Example: 1

fqint32

Number of units filled

Example: 0

fqbint32

Number of lots filled

Example: 0

pxdecimal

Price

Example: 271.57

hboolean

True will return the response including data from snapshot, i.e. from history. False will return only new events

Example: false

tfstring

Order validity type:

OneDay — Fulfill the order or keep it active till the end of the trading day
ImmediateOrCancel — Partially fulfill the order and cancel the unfulfilled balance
FillOrKill — Fulfill completely or cancel the entire order
GoodTillCancelled — Fulfill the order or keep it until cancelation

Example: OneDay

object

Special fields for transactions with hidden part

cfint32

The visible constant part of the iceberg order in lots set out at the order creation

Example: 100

cvint32

The deviation amplitude (% of icebergFixed) of the random increment to the visible part of the iceberg order set out at the order creation. Derivatives only

Example: 2

vint32

Number of visible units

Example: 0

vbint32

Number of visible lots

Example: 0

vfint32

Number of filled visible units

Example: 0

vfbint32

Number of filled visible lots

Example: 0

vdecimal

Volume. Null for market orders

Example: 6400.00000

guidstring

The unique identifier of the operation. All incoming messages related to this operation will have this guid field value

Example: c328fcf1-e495-408a-a0ed-e20f95d6b813

Response body
Schema

{
  "data": {
    "id": "2006665023417483347",
    "symbol": "ALRS-3.24",
    "brokerSymbol": "MOEX:ALRS-3.24",
    "portfolio": "D39004",
    "exchange": "MOEX",
    "comment": null,
    "type": "limit",
    "side": "buy",
    "status": "working",
    "transTime": "2024-01-08T15:57:12.2911671Z",
    "updateTime": "2024-01-08T15:57:12.2911671Z",
    "endTime": "2024-12-27T23:59:59.9990000Z",
    "qtyUnits": 1,
    "qtyBatch": 1,
    "filledQtyUnits": 0,
    "filledQtyBatch": 0,
    "price": 6400.00000,
    "existing": true,
    "timeInForce": "oneday",
    "iceberg": null,
    "volume": 6400.00000
  },
  "guid": "c328fcf1-e495-408a-a0ed-e20f95d6b813"
}

Response body parameters

data

object

Requested data

idstring

Unique order ID

Example: 2006665023417483347

symbolstring

Security code (ticker)

Example: SBER

brokerSymbolstring

Exchange-Ticker Pair

Example: MOEX:ALRS-3.24

portfoliostring

Client portfolio ID

Example: D39004

exchangestring

Exchange code:

MOEX — Moscow Exchange
SPBX — SPB Exchange

Example: MOEX

commentstring

Custom comment

Example: First order

typestring

Order type:

limit — Limit order
market — Market order

Example: market

sidestring

Transaction side:

buy
sell

Example: sell

statusstring

Order status:

working — Waiting for execution
filled — Executed
canceled — Canceled
rejected — Rejected

Example: working

transTimedate-time

Date and time of order transaction (UTC)

Example: 2024-01-08T15:57:12.2911671Z

updateTimedate-time

Date and time of order update (UTC)

Example: 2024-01-08T15:57:12.2911671Z

endTimedate-time

Date and time of closing order (UTC)

Example: 2024-12-27T23:59:59.9990000Z

qtyUnitsint32

Number of units

Example: 1

qtyBatchint32

Number of lots

Example: 1

filledQtyUnitsint32

Number of units filled

Example: 0

filledQtyBatchint32

Number of lots filled

Example: 0

pricedecimal

Price

Example: 271.57

existingboolean

True will return the response including data from snapshot, i.e. from history. False will return only new events

Example: false

timeInForcestring

Order validity type:

OneDay — Fulfill the order or keep it active till the end of the trading day
ImmediateOrCancel — Partially fulfill the order and cancel the unfulfilled balance
FillOrKill — Fulfill completely or cancel the entire order
GoodTillCancelled — Fulfill the order or keep it until cancelation

Example: OneDay

iceberg

object

Special fields for transactions with hidden part

creationFixedQuantityint32

The visible constant part of the iceberg order in lots set out at the order creation

Example: 100

creationVarianceQuantityint32

The deviation amplitude (% of icebergFixed) of the random increment to the visible part of the iceberg order set out at the order creation. Derivatives only

Example: 2

visibleQuantityint32

Number of visible units

Example: 0

visibleQuantityBatchint32

Number of visible lots

Example: 0

visibleFilledQuantityint32

Number of filled visible units

Example: 0

visibleFilledQuantityBatchint32

Number of filled visible lots

Example: 0

volumedecimal

Volume. Null for market orders

Example: 6400.00000

guidstring

The unique identifier of the operation. All incoming messages related to this operation will have this guid field value

Example: c328fcf1-e495-408a-a0ed-e20f95d6b813

Successful request processing report

Body
Schema

{
  "message": "Handled successfully",
  "httpCode": 200,
  "requestGuid": "c328fcf1-e495-408a-a0ed-e20f95d6b813"
}

Response body parameters

messagestring

Text description of the returned HTTP code

Example: Handled successfully

httpCodeint32

HTTP message code

Example: 200

requestGuidstring

The unique identifier of the operation. All incoming messages related to this operation will have this guid field value

Example: c328fcf1-e495-408a-a0ed-e20f95d6b813

Failed to process request. Access token is invalid, not specified in the message or belongs to other system environment

Body
Schema

{
  "requestGuid": "c328fcf1-e495-408a-a0ed-e20f95d6b813",
  "httpCode": 401,
  "message": "Invalid JWT token!"
}

Response body parameters

requestGuidstring

The unique identifier of the operation. All incoming messages related to this operation will have this guid field value

Example: c328fcf1-e495-408a-a0ed-e20f95d6b813

httpCodeint32

HTTP message code

Example: 401

messagestring

Text description of the returned HTTP code

Example: Invalid JWT token!

Portfolio orders (exchange)

Request​

Request body parameters

Responses​

Response body parameters

Response body parameters

Response body parameters

Response body parameters

Response body parameters

Request

Responses