TR Trade Feed

The Trading session (********-TR) is used to submit and manage orders, receive execution reports, and handle fills.

OpenYield supports two models for submitting passive (resting) liquidity:

SectionModelUse when…
Equity Style OrderEquity-style limit orders via NewOrderSingle (35=D)Your system supports standard equity-style order entry — recommended for all new integrations.
Fixed Income Style QuoteFixed income-style quotes via Quote (35=S)Your system is a legacy fixed income platform that cannot send NewOrderSingle.

For taker (aggressive) orders, use the Equity Style Order model regardless of your system type.

The Execution section applies equally to both models. Once a passive order or quote is resting, OpenYield treats them identically — fills and cancels are reported the same way for both.

All fills and order completions are also delivered on the Drop Copy session (********-DC). See Post Trade for details. They are not documented separately here.