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Features:
 - OMS Transaction Order Parent ID #1 (1, 2, 3) - OMS Transaction Order Parent ID #2 (4, 5, 6) - OMS Transaction Order Parent ID #3 (7, 8, 9) - OMS Transaction Order Parent ID #4 (10, 11, 12) - OMS Transaction Order Parent ID #5 (13, 14, 15) - OMS Transaction Order Parent ID #6 (16, 17, 18) - OMS Transaction Order Parent ID #7 (19, 20, 21) - OMS Transaction Order Parent ID #8 (22, 23, 24) - OMS Transaction Order Parent ID #9 (25, 26, 27) - OMS Transaction Order Parent ID #10 (28, 29, 30) - OMS Transaction Order Parent ID #11 (31, 32, 33) - OMS Transaction Order Parent ID #12 (34, 35, 36) - OMS Transaction Order Parent ID #13 (37, 38, 39) - OMS Transaction Order Parent ID #14 (40, 41, 42) - OMS Transaction Order Parent ID #15 (43, 44, 45) - OMS Transaction Order Parent ID #16 (46, 47, 48) - OMS Transaction Order Parent ID #17 (49, 50, 51) - OMS Transaction Order Parent ID #18 (52, 53, 54) - OMS Transaction Order Parent ID #19 (55, 56, 57) - OMS Transaction Order Parent ID #20 (58, 59, 60) - OMS Transaction Order Parent ID #21 (61, 62, 63) - OMS Transaction Order Parent ID #22 (64, 65, 66) - OMS Transaction Order Parent ID #23 (67, 68, 69) - OMS Transaction Order Parent ID #24 (70, 71, 72) - OMS Transaction Order Parent ID #25 (73, 74, 75) - OMS Transaction Order Parent ID #26 (76, 77, 78) - OMS Transaction Order Parent ID #27 (79, 80, 81) - OMS Transaction Order Parent ID #28 (82, 83, 84) - OMS Transaction Order Parent ID #29 (85, 86, 87) - OMS Transaction Order Parent ID #30 (88, 89, 90) - OMS Transaction Order Parent ID #31 (91, 92, 93) - OMS Transaction Order Parent ID #32 (94, 95, 96) - OMS Transaction Order Parent ID #33 (97, 98, 99) - OMS Transaction Order Parent ID #34 (100, 101, 102) - OMS Transaction Order Parent ID #35 (103, 104, 105) - OMS Transaction Order Parent ID #36 (106, 107, 108) - OMS Transaction Order Parent ID #37 (109, 110, 111) - OMS Transaction Order Parent ID #38 (112, 113, 114) - OMS Transaction Order Parent ID #39 (115, 116, 117) - OMS Transaction Order Parent ID #40 (118, 119, 120) Bug Fixes/Re-organization: Samples: IdeaDRIP:
1 parent 63acb2f commit 48329c2

32 files changed

+468
-1
lines changed

‎IdeaDRIP/TransactionCostAnalytics/TCA_v0.05

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -200,7 +200,7 @@
200200
- Cl Ord ID
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- Orig Cl Ord ID
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- Order Type
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- State
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- Status
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- Order Quantity
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- Cumulative Quantity
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- Leaves Quantity

‎ReleaseNotes/02_11_2025.txt

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Features:
3+
4+
- OMS FIX 4.2 Order Constructor #1 (1, 2, 3)
5+
- OMS FIX 4.2 Order Constructor #2 (4, 5)
6+
- OMS FIX Order Creation Request Time #1 (7, 8, 9)
7+
- OMS FIX Order Creation Request Time #2 (10, 11)
8+
- OMS FIX Order Creation Request Time #3 (12, 13)
9+
- OMS Order Creation Request Time (14)
10+
- OMS FIX 4.2 Order Status (15, 16, 17)
11+
- OMS FIX 4.2 Order Status PENDING NEW (18, 19)
12+
- OMS FIX 4.2 Order Status NEW (20, 21)
13+
- OMS FIX 4.2 Order Status PARTIALLY FILLED (22, 23)
14+
- OMS FIX 4.2 Order Status FILLED (24, 25)
15+
- OMS FIX 4.2 Order Status DONE FOR DAY (26, 27)
16+
- OMS FIX 4.2 Order Status PENDING CANCEL (28, 29)
17+
- OMS FIX 4.2 Order Status PENDING REPLACE (30, 31)
18+
- OMS FIX 4.2 Order Status REPLACED (32, 33)
19+
- OMS FIX 4.2 Order Status CANCELED (34, 35)
20+
- OMS FIX 4.2 Order Status REJECTED (36, 37)
21+
- OMS FIX 4.2 Order Status STOPPED (38, 39)
22+
- OMS FIX 4.3 Order Status #1 (41, 42, 43)
23+
- OMS FIX 4.3 Order Status #2 (44, 45, 46)
24+
- OMS Transaction Order Parent ID #1 (47, 48)
25+
- OMS Transaction Order Parent ID #2 (49, 50, 51)
26+
- OMS Transaction Order Parent ID #3 (52, 53, 54)
27+
- OMS Transaction Order Parent ID #4 (55, 56, 57)
28+
- OMS Transaction Order Parent ID #5 (58, 59, 60)
29+
- OMS Transaction Order Parent ID #6 (61, 62, 63)
30+
- OMS Transaction Order Parent ID #7 (64, 65, 66)
31+
- OMS Transaction Order Parent ID #8 (67, 68, 69)
32+
- OMS Transaction Order Parent ID #9 (70, 71, 72)
33+
- OMS Transaction Order Parent ID #10 (73, 74, 75)
34+
- OMS Transaction Order Parent ID #11 (76, 77, 78)
35+
- OMS Transaction Order Parent ID #12 (79, 80, 81)
36+
- OMS Transaction Order Parent ID #13 (82, 83, 84)
37+
- OMS Transaction Order Parent ID #14 (85, 86, 87)
38+
- OMS Transaction Order Parent ID #15 (88, 89, 90)
39+
- OMS Transaction Order Parent ID #16 (91, 92, 93)
40+
- OMS Transaction Order Parent ID #17 (94, 95, 96)
41+
- OMS Transaction Order Parent ID #18 (97, 98, 99)
42+
- OMS Transaction Order Parent ID #19 (100, 101, 102)
43+
- OMS Transaction Order Parent ID #20 (103, 104, 105)
44+
- OMS Transaction Order Parent ID #21 (106, 107, 108)
45+
- OMS Transaction Order Parent ID #22 (109, 110, 111)
46+
- OMS Transaction Order Parent ID #23 (112, 113, 114)
47+
- OMS Transaction Order Parent ID #24 (115, 116, 117)
48+
- OMS Transaction Order Parent ID #25 (118, 119, 120)
49+
50+
51+
Bug Fixes/Re-organization:
52+
53+
- OMS FIX 4.2 Order Predecence Migration (6)
54+
- OMS Transaction Order State Pruning (40)
55+
56+
57+
Samples:
58+
59+
IdeaDRIP:

‎ReleaseNotes/02_12_2025.txt

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Features:
3+
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- OMS Transaction Order Parent ID #1 (1, 2, 3)
5+
- OMS Transaction Order Parent ID #2 (4, 5, 6)
6+
- OMS Transaction Order Parent ID #3 (7, 8, 9)
7+
- OMS Transaction Order Parent ID #4 (10, 11, 12)
8+
- OMS Transaction Order Parent ID #5 (13, 14, 15)
9+
- OMS Transaction Order Parent ID #6 (16, 17, 18)
10+
- OMS Transaction Order Parent ID #7 (19, 20, 21)
11+
- OMS Transaction Order Parent ID #8 (22, 23, 24)
12+
- OMS Transaction Order Parent ID #9 (25, 26, 27)
13+
- OMS Transaction Order Parent ID #10 (28, 29, 30)
14+
- OMS Transaction Order Parent ID #11 (31, 32, 33)
15+
- OMS Transaction Order Parent ID #12 (34, 35, 36)
16+
- OMS Transaction Order Parent ID #13 (37, 38, 39)
17+
- OMS Transaction Order Parent ID #14 (40, 41, 42)
18+
- OMS Transaction Order Parent ID #15 (43, 44, 45)
19+
- OMS Transaction Order Parent ID #16 (46, 47, 48)
20+
- OMS Transaction Order Parent ID #17 (49, 50, 51)
21+
- OMS Transaction Order Parent ID #18 (52, 53, 54)
22+
- OMS Transaction Order Parent ID #19 (55, 56, 57)
23+
- OMS Transaction Order Parent ID #20 (58, 59, 60)
24+
- OMS Transaction Order Parent ID #21 (61, 62, 63)
25+
- OMS Transaction Order Parent ID #22 (64, 65, 66)
26+
- OMS Transaction Order Parent ID #23 (67, 68, 69)
27+
- OMS Transaction Order Parent ID #24 (70, 71, 72)
28+
- OMS Transaction Order Parent ID #25 (73, 74, 75)
29+
- OMS Transaction Order Parent ID #26 (76, 77, 78)
30+
- OMS Transaction Order Parent ID #27 (79, 80, 81)
31+
- OMS Transaction Order Parent ID #28 (82, 83, 84)
32+
- OMS Transaction Order Parent ID #29 (85, 86, 87)
33+
- OMS Transaction Order Parent ID #30 (88, 89, 90)
34+
- OMS Transaction Order Parent ID #31 (91, 92, 93)
35+
- OMS Transaction Order Parent ID #32 (94, 95, 96)
36+
- OMS Transaction Order Parent ID #33 (97, 98, 99)
37+
- OMS Transaction Order Parent ID #34 (100, 101, 102)
38+
- OMS Transaction Order Parent ID #35 (103, 104, 105)
39+
- OMS Transaction Order Parent ID #36 (106, 107, 108)
40+
- OMS Transaction Order Parent ID #37 (109, 110, 111)
41+
- OMS Transaction Order Parent ID #38 (112, 113, 114)
42+
- OMS Transaction Order Parent ID #39 (115, 116, 117)
43+
- OMS Transaction Order Parent ID #40 (118, 119, 120)
44+
45+
46+
Bug Fixes/Re-organization:
47+
48+
Samples:
49+
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IdeaDRIP:

‎src/main/java/org/drip/oms/fix4_2/FIXOrder.java

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Original file line numberDiff line numberDiff line change
@@ -119,6 +119,7 @@ public class FIXOrder
119119
{
120120
private Order _order = null;
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private Date _creationRequestTime = null;
122+
private int _orderStatus = Integer.MIN_VALUE;
122123
private int _precedenceOrdinal = Integer.MIN_VALUE;
123124

124125
/**
@@ -139,6 +140,7 @@ public FIXOrder (
139140
throw new Exception ("FIXOrder Constructor => Invalid Inputs");
140141
}
141142

143+
_orderStatus = OrderStatus.PENDING_NEW;
142144
_precedenceOrdinal = OrderPrecedence.PENDING_NEW_ORDINAL;
143145
}
144146

@@ -164,6 +166,17 @@ public int precedenceOrdinal()
164166
return _precedenceOrdinal;
165167
}
166168

169+
/**
170+
* Retrieve the Order Status
171+
*
172+
* @return The Order Status
173+
*/
174+
175+
public int orderStatus()
176+
{
177+
return _orderStatus;
178+
}
179+
167180
/**
168181
* Retrieve the Order Creation Request Time
169182
*

‎src/main/java/org/drip/oms/switchable/StopOrder.java

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Original file line numberDiff line numberDiff line change
@@ -135,6 +135,7 @@ public class StopOrder
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*
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* @param issuer Order Issuer
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* @param ticker Security Identifier/Ticker
138+
* @param parentID Parent Order ID
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* @param side Order Side
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* @param size Order Size
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* @param timeInForce Time-in-Force Settings
@@ -147,6 +148,7 @@ public class StopOrder
147148
public static final StopOrder Standard (
148149
final OrderIssuer issuer,
149150
final String ticker,
151+
final String parentID,
150152
final Side side,
151153
final double size,
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final TimeInForce timeInForce,
@@ -159,6 +161,7 @@ public static final StopOrder Standard (
159161
issuer,
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ticker,
161163
StringUtil.GUID(),
164+
parentID,
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new Date(),
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side,
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size,
@@ -180,6 +183,7 @@ public static final StopOrder Standard (
180183
*
181184
* @param issuer Order Issuer
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* @param ticker Security Identifier/Ticker
186+
* @param parentID Parent Order ID
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* @param size Order Size
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* @param timeInForce Time-in-Force Settings
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* @param fillWholeSettings Order Fill-Whole Settings
@@ -191,6 +195,7 @@ public static final StopOrder Standard (
191195
public static final StopOrder Buy (
192196
final OrderIssuer issuer,
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final String ticker,
198+
final String parentID,
194199
final double size,
195200
final TimeInForce timeInForce,
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final OrderFillWholeSettings fillWholeSettings,
@@ -202,6 +207,7 @@ public static final StopOrder Buy (
202207
issuer,
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ticker,
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StringUtil.GUID(),
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parentID,
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new Date(),
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Side.Buy(),
207213
size,
@@ -223,6 +229,7 @@ public static final StopOrder Buy (
223229
*
224230
* @param issuer Order Issuer
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* @param ticker Security Identifier/Ticker
232+
* @param parentID Parent Order ID
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* @param size Order Size
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* @param timeInForce Time-in-Force Settings
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* @param fillWholeSettings Order Fill-Whole Settings
@@ -234,6 +241,7 @@ public static final StopOrder Buy (
234241
public static final StopOrder Sell (
235242
final OrderIssuer issuer,
236243
final String ticker,
244+
final String parentID,
237245
final double size,
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final TimeInForce timeInForce,
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final OrderFillWholeSettings fillWholeSettings,
@@ -245,6 +253,7 @@ public static final StopOrder Sell (
245253
issuer,
246254
ticker,
247255
StringUtil.GUID(),
256+
parentID,
248257
new Date(),
249258
Side.Sell(),
250259
size,
@@ -267,6 +276,7 @@ public static final StopOrder Sell (
267276
* @param issuer Order Issuer
268277
* @param ticker Security Identifier/Ticker
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* @param id Order ID
279+
* @param parentID Parent Order ID
270280
* @param creationTime Creation Time
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* @param side Order Side
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* @param size Order Size
@@ -281,6 +291,7 @@ public StopOrder (
281291
final OrderIssuer issuer,
282292
final String ticker,
283293
final String id,
294+
final String parentID,
284295
final Date creationTime,
285296
final Side side,
286297
final double size,
@@ -293,6 +304,7 @@ public StopOrder (
293304
issuer,
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ticker,
295306
id,
307+
parentID,
296308
OrderType.STOP,
297309
creationTime,
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side,
@@ -366,6 +378,7 @@ public MarketOrder switchToMarket (
366378
issuer(),
367379
ticker(),
368380
StringUtil.GUID(),
381+
parentID(),
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new Date(),
370383
side(),
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size(),

‎src/main/java/org/drip/oms/switchable/StopOrderAON.java

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Original file line numberDiff line numberDiff line change
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*
129129
* @param issuer Order Issuer
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* @param ticker Security Identifier/Ticker
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* @param parentID Parent Order ID
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* @param side Order Side
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* @param size Order Size
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* @param timeInForce Time-in-Force Settings
@@ -140,6 +141,7 @@ public class StopOrderAON
140141
public static final StopOrderAON Standard (
141142
final OrderIssuer issuer,
142143
final String ticker,
144+
final String parentID,
143145
final Side side,
144146
final double size,
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final TimeInForce timeInForce,
@@ -152,6 +154,7 @@ public static final StopOrderAON Standard (
152154
issuer,
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ticker,
154156
StringUtil.GUID(),
157+
parentID,
155158
new Date(),
156159
side,
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size,
@@ -173,6 +176,7 @@ public static final StopOrderAON Standard (
173176
*
174177
* @param issuer Order Issuer
175178
* @param ticker Security Identifier/Ticker
179+
* @param parentID Parent Order ID
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* @param size Order Size
177181
* @param timeInForce Time-in-Force Settings
178182
* @param fulfillTryLimit Fulfill Try Limit
@@ -184,6 +188,7 @@ public static final StopOrderAON Standard (
184188
public static final StopOrderAON Buy (
185189
final OrderIssuer issuer,
186190
final String ticker,
191+
final String parentID,
187192
final double size,
188193
final TimeInForce timeInForce,
189194
final int fulfillTryLimit,
@@ -195,6 +200,7 @@ public static final StopOrderAON Buy (
195200
issuer,
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ticker,
197202
StringUtil.GUID(),
203+
parentID,
198204
new Date(),
199205
Side.Buy(),
200206
size,
@@ -216,6 +222,7 @@ public static final StopOrderAON Buy (
216222
*
217223
* @param issuer Order Issuer
218224
* @param ticker Security Identifier/Ticker
225+
* @param parentID Parent Order ID
219226
* @param size Order Size
220227
* @param timeInForce Time-in-Force Settings
221228
* @param fulfillTryLimit Fulfill Try Limit
@@ -227,6 +234,7 @@ public static final StopOrderAON Buy (
227234
public static final StopOrderAON Sell (
228235
final OrderIssuer issuer,
229236
final String ticker,
237+
final String parentID,
230238
final double size,
231239
final TimeInForce timeInForce,
232240
final int fulfillTryLimit,
@@ -238,6 +246,7 @@ public static final StopOrderAON Sell (
238246
issuer,
239247
ticker,
240248
StringUtil.GUID(),
249+
parentID,
241250
new Date(),
242251
Side.Sell(),
243252
size,
@@ -260,6 +269,7 @@ public static final StopOrderAON Sell (
260269
* @param issuer Order Issuer
261270
* @param ticker Security Identifier/Ticker
262271
* @param id Order ID
272+
* @param parentID Parent Order ID
263273
* @param creationTime Creation Time
264274
* @param side Order Side
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* @param size Order Size
@@ -274,6 +284,7 @@ public StopOrderAON (
274284
final OrderIssuer issuer,
275285
final String ticker,
276286
final String id,
287+
final String parentID,
277288
final Date creationTime,
278289
final Side side,
279290
final double size,
@@ -286,6 +297,7 @@ public StopOrderAON (
286297
issuer,
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ticker,
288299
id,
300+
parentID,
289301
creationTime,
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side,
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size,

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