Logon and Carried Order Restatement

If the Carried Order Restatements port attribute is set, unsolicited Execution Report messages representing carried orders loaded by the system at startup will be sent after the Logon response. Carried orders are orders that persist across a trading segment. Trading segments are delimited by periods of time in which the exchange is closed for trading. Good ‘til Cancel (GTC), Good ‘til Date-Time, and Day orders persisting across holiday trading segments comprising a single business date are the only order types that will appear in Carried Order Restatements.

Carried GTC, GTD, and Day orders that span holiday trading segments within a single Business day will use ExecTransType= 3 (status), ExecType= D (Restated) and ExecRestatementReason= 1 (GT renewal / restatement) for GTC and GTD orders and 4 for Day orders.