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Version: Upcoming

1525-child-orders

#Message NameDescription
1535SpdrChildExecutionSpdrChildExecution records are published when a child order fill is received. These records update if busted or corrected by a downstream venue.

SpdrChildExecution records are published to the SpiderRock elastic cluster as they arrive.
1540SpdrChildOrderSpdrChildOrder records are published when SpiderRock sends orders to downstream exchanges or venues. These records update as the state of the child order updates.

SpdrChildOrder records are published to the SpiderRock elastic cluster when they have reached a terminal state.
1545SpdrChildReject
1550SpdrChildTriggerSpdrChildTrigger records are used to trigger distributed release of (SGW) staged child orders. These message at published by execution engines and consumed by street gateways
1555SpdrStreetExecutionSpdrStreetExecution records are published by SpdrStreetGateways when child order fills are received. These records update if busted or corrected by a downstream venue.