Order
The ‘Order’ Table
The order table is the highest level in the hierarchy. It captures broad information about each executed order, such as order ID, the type of order, the traded instrument, pricing details, timestamps, and fill details. Each record in this table corresponds to a unique order.
| Column Name | Description |
|---|---|
| order | The unique ID for an order in the XCore system. |
| connector | Represents the connector name visible in the GUI under Connectors. This could be of type FIX or MT4. |
| protocol | The type of Connector that submitted the order. |
| account | The connector account name in XCore that manages execution and hosts all settings for execution, such as LQ Pool, Markup Profiles, Execution Type, etc. |
| clordid | Unique order ID attributed by the client. When orders originate from an MT5 connector, this will be the orderID. |
| subid1 | The SubID 1 of the order. |
| subid2 | The SubID 2 of the order. When orders originate from an MT4 and MT5 connector, this will be the Group Name. |
| subid3 | The SubID 3 of the order. When orders originate from an MT4 and MT5 connector, this will be the Account Login number. |
| subid4 | The SubID 4 of the order. When orders originate from an MT4 connector, this will be the MT4 Order Ticket Number. When orders originate from an MT5 connector, this will be the posID. |
| side | Indicates whether the order is a ‘buy’ or ‘sell’. |
| type | The order type: market, limit or stop. |
| instrument | The name of the instrument as understood by the MT4 or FIX end client. |
| symbol | The name of the symbol as understood by XCore. |
| digits | The number of decimal places defined for the symbol. |
| factor | The factor of the instrument as defined in the system. |
| currency | The currency in which the instrument is traded. |
| size | The size of the requested order. |
| minsize | The minimum accepted fill size specified in the order request. |
| price | The price at which the order was placed. |
| deviation | The maximum allowed deviation from the requested price for the order fill. A value of (-1) indicates unlimited deviation. |
| ttl | The maximum duration, in milliseconds, during which XCore will try to fill the order. |
| mid | The midpoint of the bid and ask before MarkupProfile markups, recorded when the order opens. 0 if either price is unavailable. |
| bid | The Bid price at the time of execution including the pre-aggregated Bid markup set up on XCore. |
| ask | The Ask price at the time of execution including the pre-aggregated Ask markup set up on XCore. |
| lq_pool | The liquidity pool associated with the executed order. |
| lq_profile | The MarkupProfile associated with the executed order. |
| minspread | Unused; stored as 0. Execution markups are recorded per leg in the markup_fix and markup_flex columns of the leg table. |
| maxspread | Unused; stored as 0. |
| markupbid | Unused; stored as 0. |
| markupask | Unused; stored as 0. |
| open_milli | The millisecond timestamp when XCore received the order. |
| open_micro | Microsecond counter (0–999999) when XCore received the order, not part of the timestamp; use it to calculate the difference between two events (the counter restarts every second). |
| fillsize | The size of the order filled in XCore. |
| fillprice | The overall fill price: the average of the legs' fill prices, including markups defined in XCore. With a coarser MarkupProfile precision, the price reported to the client is this average rounded (buys up, sells down). |
| message | The order completion message, including a rejection or cancellation reason when present. |
| close_milli | The millisecond timestamp when the order was completed in XCore. |
| close_micro | Microsecond counter (0–999999) when the order was completed in XCore, not part of the timestamp; use it to calculate the difference between two events (the counter restarts every second). |