Batch file formatting requirements

Each order must appear on a separate line in the file.

•      A line consists of the following fields, which are separated by a comma:

Account, buy/sell, quantity, contract [,call/put, strike, new/offset], orderttype [, price1] [, price 2] [,duration] [,gtd date]

•      Fields enclosed in square brackets are optional, except that for options orders, the Call/Put, Strike Price, and New/Offset fields are required.

•      Price 1 represents the Stop price for STP or STPLMT orders, Limit Price for LMT orders.

•      Price 2 represents the Limit price for STPLMT orders.

•      If not specified, duration defaults to Day. Other valid duration values are: GTC and GTD.

•      GTD orders may be specified in either mm/dd/yyyy format or in dd MON yyyy format.

•      Fields are not case-sensitive (for example, mkt is the same as MKT)

Batch Order Fields

•      The Buy/Sell value can be B, Buy, S, or Sell.

•      Contract is the contract code and month/year (for example, USZ1)

•      Call/Put, Strike, New/Offset are required for options orders.

•      Call/Put is the Call/Put indicator (c for a call option, p for a Put option).

•      Strike is the Strike Price for the option.

•      New/Offset is the new/offset value (n for New, o for offset))

•      OrderType is MKT, LMT, STP, or STPLMT.

•      Price 1 and Price 2 are not present for all order types.

•      Price 1 is the Stop Price for STP and STPLmt orders, or the Limit Price for LMT orders.

•      Price 2 is the Limit Price for STPLMT orders.

•      Price 1 and Price2 must be in the correct price format for the given contract. Price formats vary by contract. In any order entry window, the price format is described in the quote window below the close, bid/ask, and last prices. For example, C (CBT Corn) is shown with the last digit as quarters expressed in eighths (i.e. 0, 2, 4, 6).