1. Architecture

The OUCH protocol is composed of messages passed between the OUCH machine and your application. Each message ranges in length from 1 to about 100 bytes in length and is composed of non-control ASCII bytes terminated by an ASCII carriage return (13 decimal, 0x0D hex) line feed (10 decimal 0x0A hex) pair. The trailing line feed is optional on inbound messages. Each Sequenced Outbound Message is assigned a day unique Sequence Number. The first Sequenced Message sent at the beginning of the day is always the Start of Day Message with a sequence number of 1. The last Sequenced Message is always the End of Day Message.

 

Each OUCH host machine is assigned a six character Account Name. This Account Name is used during the login and appears on the monthly Island bill. Each subscriber can have one or more OUCH machines to connect to, and each can have a different Account Name corresponding to a separate office or department.

 

Every order entered on OUCH is uniquely identified by the combination of the Account Name, User, and Token fields. The User field is an arbitrary four character field that can be used for anything, but should ideally be used to identify the user who entered the order because Island monthly bills are broken out based on the User field. The Token field is an arbitrary ten character field that must be day unique for this OUCH Account Name and User. Other than day uniqueness per Account Name and User, there are no other requirements for the Token, so you may wish to use your own system’s internal tracking number as the token for convenience.

 

All numeric fields are right justified, blank padded. Malformed numbers produce undefined results.

 

All decimal numeric fields are zero filled on the right and blank padded on the left. Malformed decimals produce undefined results.

 

All alpha fields are left justified, blank padded.

 

 

2. Fault Redundancy

A single Account Name can also be assigned to multiple OUCH machines. These OUCH machines could then be used as mirrors of each other for fault redundancy. In this configuration, both machines would be able to accept orders and any Outbound Sequenced Messages sent would be transmitted by both machines. All un-sequenced messages are machine distinct, so you could log in and out, request rewinds, and enter orders on the two machines independently.

 

For maximum redundancy, the mirrored machines should be located at geographically diverse data centers with communications carrier access diversity. For example, if a subscriber had two mirrored machines, one could be located at Island’s downtown New York data center and one at Island’s New Jersey Backup Site. The subscriber could increase reliability by using an MCI line to New York for primary connection and an AT&T line for connection to the New Jersey Backup Site. The two lines could also terminate at different subscriber locations on distinct computing platforms.

 

3. Service Bureau Configuration

A single OUCH Account Name can accept orders for one or more firms, allowing a service bureau configuration. The service bureau Account Name must be specifically authorized to enter trades on behalf of each represented subscriber with an Island Service Bureau Agreement. Once an agreement has been submitted, the Account Name set up as the service bureau may enter orders for the represented firm by putting the represented firm’s Market Maker Identifier in the Firm field upon order entry.

 

4. Development Guidelines

1. Outbound Sequenced Message Header

The most important messages are the outbound sequenced messages. All outbound sequenced messages share this common header:

 

Outbound Sequenced Message Header
Name	Length	Value	Notes
Type	1	"S"	A single ASCII byte identifying this message as one of the Outbound Sequenced Message types.
Sequence	10	numeric	This day-unique sequence number counts up with each new outbound sequenced message generated. It starts with 1.
Time	5	numeric	This timestamp indicates when this message was originally generated. It is expressed in seconds past midnight., so , for example 9:30:00AM would be (((9*60)+30)*60)=34200.

1. Event Messages

Event messages are outbound sequenced messages that tell you about some predefined event. They look like this:

 

Event Message Body
Name	Length	Value	Notes
Outbound Sequenced Header	16	See above	See outbound sequenced message header.
Event Message Identifier	1	"E"	Tells you that this outbound sequenced message is an event message.
Event Specifier	1	alpha	The event specifier tells you which event just happened. See Event Specifiers below.

 

Event Specifiers
Specifier	Event Explanation
"S"	Start Of Day. This is the first message generated each day and always has a sequence number of one. This tells you that Island is open and ready for business. It can come anytime from 6:00AM EST to 9:15AM EST, but currently comes at about 8:30AM based on demand.
"E"	End of Day. This is the last message generated. It tells you that Island is done for the day and we are going home to go to sleep. You should clear out any remaining open orders still in your book and get ready for a brand new day. It can come anytime after 4:00PM on non-holidays, but currently comes at about 5:00PM based on demand.

 

 

 

2. Text Messages

Text messages are the way I can let you and your users know important special information. They are sent only when necessary and should be displayed somewhere where the user can see them, preferably as a popup window. Some examples of text messages are "NASDAQ SelectNet is suspended, Island orders not mirrored" and "Nationwide MCI outage, all open orders being purged."

 

Text Message Body
Name	Length	Value	Notes
Outbound Sequenced Header	16	See above	See outbound sequenced message header.
Text Message Identifier	1	"T"	Tells you that this Outbound Sequenced Message is a free form text alert message.
Text	80	text	Text. This is the actual text alert as a series of ASCII characters, padded with spaces on the right.

 

3. Order Messages

 

Order messages inform you about every event in the lifetime of your orders, from creation to execution to disposition.

 

Order Message Header
Name	Length	Value	Notes
Outbound Sequenced Header	16	See above	See Outbound Sequenced Message Header.
Order Message Identifier	1	"O"	Tells you that this Outbound Sequenced Message is an order message.
Order User Identifier	4	alphanum	This is just the User field that was transmitted with the order when entered.
Order Token	10	alphanum	This is just the order Token field as was transmitted with the order when entered.

 

 

 

1. Accepted Order Message

 

An Accepted Order Message acknowledges the receipt of a valid order. The Accepted Order Message repeats back all of the information originally entered with the order so you can recover from a local database failure or build a redundant remote database of orders on a mirrored machine. The Accepted Order Message also includes a day unique order reference number. Note that if a duplicate User and Token combination is received and all terms of the duped order are identical to the order as it was originally received, the duplicate is ignored.

 

Accept Order Message
Name	Length	Value	Notes
Order Message Header	31	See above	See Order Message Header.
Order Action Specifier	1	"A"	Accept Order Action Specifier. Tells that this new order was accepted into Island.
Order Reference Number	9	numeric	A unique reference number assigned by Island to the new order. Sequential, but not necessarily continuous. You can safely ignore this, but may wish to database it for problem resolution. It could also be used to cross reference orders into Island’s ITCH data feed.
Buy/Sell Indicator	1	alpha	Can be "B" for a buy order, "S" for a sell order, "T" for Short Sale, "E" for Exempt Short Sale
Shares	9	numeric	Total number of shares entered.
Minimum Shares	9	numeric	Minimum executable shares. This is the smallest number of shares that can be executed from the total order. If Minimum equals Shares, the order is an All or None order. If Minimum equals 0, any number of shares can be executed.
Stock	6	alpha	NASDAQ assigned stock symbol. Currently a four or five letter designator, but someday it may be longer. As soon as Island is able to do NYSE issues, three letter symbols will appear also.
Price	20	decimal numeric	The limit price of the order. The price appears as a 9 digit whole number portion followed by a period followed by a 10 digit decimal portion. The whole number part is left padded with spaces, the decimal part is right filled with zeros. Example " 12.1250000000" represents 12 1/8.
Time in Force	5	numeric	The number of seconds that this order will live before timing out. There are two special values for Time in Force, 99998 indicates that the order will live until the market close on the primary market, and 99999 indicates that the order will live until the end of the Island trading day.
Firm	4	alpha	The NASDAQ Market Maker Identifier for the order entry firm.
Principal/ Agency	1	alpha	Can be "P" for Principal trade or "A" for Agency Trade. For reporting purposes only.
Displayed	1	alpha	Can be "N" for Invisible or "Y" for Visible. Invisible orders do not appear on the book, they are not reflected in the ISLD quote, and they have the lowest execution priority on the book.

 

 

 

2. Canceled Order Message

 

A Canceled Order Message informs you that an order has been reduced or canceled. This could be acknowledging a Cancel Order Request or it could be as a result of the order timing out. Note that a Cancel Order Message does not necessarily mean the entire order is dead, some portion of the order may still be alive.

 

Canceled Order Message
Name	Length	Value	Notes
Order Message Header	31	See above	See Order Message Header.
Order Action Specifier	1	"C"	Canceled Order Action Specifier. Tells you that this order has been reduced or canceled.
Decrement Shares	9	numeric	The number of shares decremented from the order. This could be any number less than or equal to the number of shares previously left in the order. This number is incremental, not cumulative.
Remaining Shares	9	numeric	The number of shares currently left alive in this order. Sent only as a reference for double checking. If this is zero, the order is dead.
Reason	4	alpha	The reason the order was reduced or canceled. Reasons include User Cancel, Timeout, and Halt. See Reason Specifiers below.

 

 

Reduce Order Reason Specifiers
Specifier	Event Explanation
"#USR"	User requested cancel. You previously sent a Cancel Request Message on all or part of this order.
"#IOC"	Immediate or Cancel order. This order was originally sent with a timeout of zero, and no further matches were available on the book, so these remaining shares were immediately canceled out.
"#TME"	Timeout. This specifier lets you know that this order has timed out after the number of seconds specified in the Time in Force field elapsed.
"#HLT"	Halt. The stock was halted on its primary market so Island automatically canceled any open orders in that stock. The number of shares in the Decrement Shares field should exactly equal the number of pending shares left in the order. This order is now dead.
"#SUP"	Supervisory. This order was manually canceled or reduced by an Island supervisory terminal. This is usually in response to a user requested purge via telephone.

 

 

 

 

3. Executed Order Message

 

An Executed Order Message informs you that all or part of an order has been executed.

 

Executed Order Message
Name	Length	Value	Notes
Order Message Header	31	See above	See Order Message Header.
Order Action Specifier	1	"E"	Executed Order Action Specifier. Tells you that all or some of this order has been executed.
Executed Shares	9	numeric	Incremental number of shares just executed. This could be any number less than or equal to the number of shares previously left in the order.
Remaining Shares	9	numeric	The number of shares currently left alive in this order. Sent only as a reference for double checking. If this is zero, the order is dead.
Execution Price	20	decimal numeric	The price at witch these shares were executed. The execution price will always be equal to or better than the entry price. The price appears as a 9 digit whole number portion followed by a period followed by a 10 digit decimal portion. The whole number part is left padded with spaces, the decimal part is right filled with zeros. Example " 12.1250000000" represents 12 1/8.
Executing Firm	4	alpha	This field may contain the NASDAQ Market Maker Identifier of the executing firm if the order was executed by a non-Island subscriber. Otherwise, this field will contain blanks if the order was executed internally on Island. Note: Each subscriber firm must sign a "primary limit order system" agreement with Island to receive this data, otherwise this field will be blank on all executions.
Liquidity Flag	1	alpha	Can be "A" if this execution added liquidity or "R" if this order removed liquidity.

 

 

 

4. Broken Trade Message

 

A Broken Trade Message informs you that a previously executed trade has been broken. The trade is no longer good and will not clear. The reason for the break is given.

 

Broken Trade Message
Name	Length	Value	Notes
Order Message Header	31	See above	See Order Message Header.
Order Action Specifier	1	"B"	Broken Trade Specifier. Tells you that this order had been executed but is now broken.
Reason	4	alpha	The reason the trade was broken. Left justified, blank filled.

 

 

Broken Trade Reason Specifiers
Specifier	Event Explanation
"#ERR"	The trade was deemed clearly erroneous pursuant to the primary exchange’s administrative procedure.
"#OUT"	The trade was to far away from the inside market as defined by Island’s published parameters. Both sides were informed before the trade was broken.
"#CON"	By mutual consent. The two parties agreed to break the trade.
"#SUP"	The trade was manually broken by an Island supervisory terminal.

 

 

 

2. Outbound Reject Messages

Outbound Reject Messages tell you that an Enter Order or Cancel Order Inbound Message was rejected. These messages are not sequenced.

 

1. Rejected Order Message

 

A Rejected Order Message may be sent in response to an Enter Order Message if for some reason the order can not be entered. The reason for the rejection is given. Since the order was never accepted, the order is dead. No further actions are permitted on this order. Unless the reason for rejection was Duped Token, the token of the rejected order may be reused if desired.

 

Your application should handle unknown Rejected Order Reason Specifiers resiliently and alert with the unknown reason.

 

Rejected Order Message
Name	Length	Value	Notes
Type	1	"J"	A single ASCII byte identifying this as an Outbound Reject Message.
Reject Specifier	1	"O"	Rejected Order specifier. Tells you that was a reject of an order sent using the Enter Order Message.
Order User	4	alphanum	This is just the User field that was transmitted with the order when entered.
Order Token	10	alphanum	This is just the order Token field as was transmitted with the order when entered.
Reason	8	alpha	The reason the order was rejected. Left justified, blank filled.

 

 

Rejected Order Reason Specifiers
Specifier	Event Explanation
"DUPETOKN"	Duped Token. The specified token was already used today for this Account Name and user. Try again with a fresh token.
"TESTMODE"	This Account Name is configured for test mode and is not able to accept orders in non-TEST securities.
"HALT"	There is currently a trading halt on the primary exchange, no orders can be accepted.
"MMID"	This Account Name is not authorized to accept orders for the specified firm.
"LOCK"	This order, as entered, would lock or cross the NASDAQ inside market.
"BUYSELL"	The Buy Sell field must be "B", "S", "T", or "E".
"SHARES"	The Shares field must be all numeric.
"MINIMUM"	The Minimum field must be all numeric and less than or equal to the Shares field.
"THRSHOLD"	The number of shares entered must be less than the safety threshold on this Account. The threshold can be changed by the subscriber at any time.
"STOCK"	The Stock field must be a valid issue, tradable on Island.
"PRICE"	The Price filed must be a well formed numeric.
"PA"	The Principal/Agency field must be "P" or "A".
"DISPLAY"	The Displayed field must be "Y" or "N".
"FIRM"	The Firm entered must be authorized for this account name. To authorize additional firms, use the Island Service Bureau Agreement.
"TIF"	The TIF entered must be a positive number.

 

 

 

2. Reject Cancel Message

 

A Reject Cancel Message is sent in response to a Cancel Order Message that could not be honored. The reason for the rejection is given. Note that there is no response to a too late to cancel condition. If a Cancel Order Message is sent for an order that has already been fully canceled or executed, it will be ignored. A Reject Cancel Message is only sent if you try to cancel an unknown order.

 

Reject Cancel Message
Name	Length	Value	Notes
Type	1	"J"	Identifies this as an Outbound Reject Message.
Reject Specifier	1	"K"	Reject Cancel Specifier. Indicates that a Cancel Order Message was rejected.
Order User	4	alphanum	The User field that was transmitted with the order when entered.
Order Token	10	alphanum	This is just the order Token field as was transmitted with the order when entered.
Reason	4	alpha	The reason the order could not be reduced or canceled. Left justified, blank filled.

 

 

Can Not Cancel Reason Specifiers
Specifier	Event Explanation
"#UNK"	The requested order, as specified by the User and Token fields, was never accepted for this Account Name today.

 

3. Heartbeat Message

1. Enter Order Message

The Enter Order Message lets you enter a new order into Island. Each new order must have a day unique User and Token combination for this Account Name. If you send a valid order, you should receive an Accepted Order Message. If you re-send an order with the same User and Token and identical terms, the duplicate order will be ignored. If you send an invalid order or an order with a previously used User and Token combination, you will receive a Rejected Order Message.

 

It is the subscriber's responsibility to comply with any applicable short sale rules, Island does not take any special actions to prevent short sales from being executed on a downtick.

 

Enter Order Message
Name	Length	Value	Notes
Type	1	"O"	Identifies this message an Enter Order Message type.
Order User	4	alphanum	This is a freeform alphanumeric field. You can place any information you like here with the restriction that the combination of the User plus the Token must be day unique for each order entered. This field has lexical meaning in so far as the monthly Island bills are broken out on it.
Order Token	10	alphanum	This is a freeform alphanumeric field. You can place any information you like here with the restriction that the combination of the User plus the Token must be day unique for each order entered.
Buy/Sell Indicator	1	alpha	Can be "B" for a buy order, "S" for a sell order, "T" for Short Sale, "E" for Exempt Short Sale. This field is for reporting purposes only, Island does not prevent short sales from executing on a downtick.
Shares	9	numeric	Total number of shares.
Minimum	9	numeric	Minimum executable shares. This is the smallest number of shares that can be executed from the total order. If Minimum equals Shares, the order is an All or None order. If Minimum equals 0, any number of shares can be executed. Must be less than or equal to Shares.
Stock	6	alpha	NASDAQ assigned stock symbol. Currently a four or five letter designator, but someday it may be longer. As soon as Island is able to do NYSE issues, three letter symbols will appear also.
Price	20	decimal numeric	The limit price of the order. The price is a 9 digit whole number portion followed by a period followed by a 10 digit decimal portion. The whole number part must be left padded with spaces and the decimal part must be right filled with zeros. Example " 12.1250000000" represents 12 1/8.
Time in Force	5	numeric	The number of seconds that this order will live before being timed out. There are two special values for Time in Force, 99998 indicates that the order should live until the market close on the primary market, and 99999 indicates that the order should live until the end of the Island trading day.
Firm	4	alpha	This field should contain the all caps NASDAQ Market Maker Identifier for the order entry firm. One Account Name can enter orders for multiple firms in a Service Bureau configuration.
Principal/ Agency	1	alpha	Can be "P" for Principal trade or "A" for Agency Trade. Indicates the nature of the account this trade benefits. Used for reporting purposes only.
Displayed	1	alpha	Can be "Y" for Displayed or "N" for Invisible. Invisible orders are not visible on the Island book, they are not reflected in the ISLD quote, and they receive the lowest execution priority.

2. Cancel Order Message

The Cancel Order Message is used to request that a previously entered order be canceled or reduced. You can request that any number of shares be canceled. If you request a cancel on more shares than are currently remaining, all remaining shares will be canceled. If you request a cancel on less than the number of shares currently remaining, the order is reduced by the requested number of shares with the balance left open. If you request a cancel on an order that is no longer open, the request is ignored. If request a cancel on an order that had never been accepted, you will receive a Reject Cancel Message.

 

If you reduce and order such that the number of shares open is less than the Minimum, the Minimum will automatically be reduced to the current number of open shares. For example, if you entered a 200 share order with a 100 share minimum and than reduced that order by canceling 150 shares, the minimum would be adjusted to 50 shares.

 

Order Message Header
Name	Length	Value	Notes
Type	1	"X"	A single byte identifying this message as a Cancel Order Message.
Order User	4	alphanum	This is the User I.D. that was transmitted with the order when entered.
Order Token	10	alphanum	This is the order token as was transmitted with the order when entered.
Shares	9	numeric	The number of shares you would like to cancel. If this is greater than the number of shares remaining open, all remaining shares will be canceled.

 

3. Inbound Link Control Messages

Link Control Messages do not effect the current outbound sequence number.

1. Login Request Message

The first thing you should do upon establishing a link layer connection to an OUCH machine is to request a login with a Login Request Message. Both the Account Name and Password fields will be assigned to you when you request an OUCH connection, both are case insensitive and may only contain alphanumerics.

 

You can re-log in even if you are currently logged in.

 

After you send a Login Request, you should wait for either a Welcome Message or a Goodbye Message and react accordingly.

 

Login Request Message Format
Name	Length	Value	Notes
Type	1	"L"	Tells the OUCH machine that this is a Login Request Message.
Account Name	6	alphanum	This is your assigned OUCH Account Name. It is case insensitive. You must fill with spaces on the right.
Password	10	alphanum	This is your assigned OUCH Password. It is case insensitive. You must fill with spaces on the right.

 

 

 

2. Logout Request Message

After you send a Logout Request Message, you will receive a Goodbye Message. It’s a good idea to send a Logout Request Message before terminating your application.

 

Login Request Message Format
Name	Length	Value	Notes
Type	1	"F"	Tells the OUCH machine that this is a Logout Request Message.

 

3. Heartbeat Response Message

You must respond to each Heartbeat Message you receive by immediately transmitting a Heartbeat Response Message. If you miss four consecutive Heartbeat Response Messages, you will be disconnected with a Goodbye Message and will have to send another Login Request Message to get back in.

 

Heartbeat Response Message Format
Name	Length	Value	Notes
Type	1	"I"	Tells the OUCH machine that this is a Heartbeat Response.

 

4. Rewind Request Message

 

The Rewind Request Message empowers you to recover from message loss. When your OUCH machine receives a Rewind Request Message from you it will immediately begin re-sending messages to you starting with the sequence number you requested. It will keep sending these messages as fast as it can until it is all caught up to the current sequence number. This is nice because your application can treat these re-sent messages just as if they were virgin messages, no additional retransmission logic is necessary.

 

If you request a sequence number higher than the current sequence number, you will cancel any retransmissions in progress and will not receive any Outbound Sequenced Message until a new one is generated.

 

Rewind Request Message Format
Name	Length	Value	Notes
Type	1	"W"	This tells your OUCH machine that this is a Rewind Request Message.
Sequence	10	numeric	This is the Sequence Number of the next message you wish to receive.

 

 

 

4. Outbound Un-Sequenced Messages

During an OUCH connection, the machine can send these messages to you to alert you to changes in the connection status.

 

1. Welcome Message

After sending a Login Request Message with the correct Account Name and Password fields, you will be greeted with a Welcome Message telling that your credentials have been accepted and that data will now begin to flow.

 

Welcome Message Format
Name	Length	Value	Notes
Type	1	"W"	Tells you that you are in. Your login was accepted and the data will begin to flow.
Version	5	numeric	OUCH Version. This five digit numeric gives you the three digit major and two digit minor revision level of this machine. For example, " 100" would represent that this machine supports version 1.00 of the OUCH spec. This is for reference purposes only.
Copyright	60	text	This is a freeform copyright message.

 

2. Goodbye Message

1. Database Detail

You will need a database to hold all of your Island orders for today. Here’s a minimal example:

 

Sample ITCH Book Database
Name	Length	Value	Notes
Order User	4	alphanum	The user who entered this order
Order Token	10	alphanum	Can be "B" for a buy order or "S" for a sell order.
Open Shares	9	numeric	Total number of available shares in this order.

 

You will need to be able to quickly locate records in this database by Order User + Order Token, so I’d put an index on that.

 

 

2. Processing Engine Pseudo-code

To receive automatic notification of updates to this document, send an email to list@josh.com with the line "subscribe ouch your_name_here" in the message body. You may also want to subscribe to the Island News list server by sending an email to list@josh.com with the line "subscribe island your_name_here" in the message body.

If you have any questions about this specification, just E-mail me at josh@josh.com.

1. Minimum share orders are currently rejected with a reason of "SHARES", you must use a minimum of zero. I have still not come up with a fair and computationally efficient rule for executing minimum share orders. If you have any ideas, please send me an e-mail.
2. Exempt short sales are currently rejected with a reason of "BUYSELL". Only regular short sales are accepted. Support for exempt short sales will be added in the next software release.
3. Invisible Orders are currently rejected with a reason of "DISPLAY". Only visible orders are accepted. Support for invisible orders will be added in the next software release.
4. Prices finer than 1/256ths will be rejected with a reason of "PRICE". While Island can process numbers down to 10 decimal places, I've added this check just to be safe. I will permit full decimalization as soon as I am sure that I have a robust way to report these trades to NASDAQ.
5. Island does not currently reject locking/crossing orders. The production system will optionally reject any order that would lock/cross the market.

1. Version 0.3 - 8/4/97
1. Initial dissemination to a select few developers.
2. Version 0.4 - 9/15/95
1. Miscellaneous spelling and format fixes.
2. Changed all references to an OUCH port to OUCH machine; there was too much confusion with OUCH ports and TCP/IP port numbers.
3. Added to Section 4.0 to make it clear that Inbound Messages are not sequenced, they can and should be resent if necessary.
4. Made the Reject Order and Reject Cancel messages un-sequenced. This makes more sense conceptually especially when dealing with mirrored machines. A rejected order (or cancel) was never accepted by Island; it has no reference number and should not have a sequence number either. If one machine of a mirrored pair enters an order that is rejected, the other machine will get no messages about the rejected order. This makes sense because the rejected order did not effect the state of either machine in any way. It is as if rejected orders never existed from Island's point of view. You can re-send a rejected order as many times as you like and you will keep getting identical reject messages back.
5. Added Debug Messages to help people see what was going on. These also make it very nice if you Telnet into an OUCH machine because you can see what's going on.
6. Added a line feed at the end of all outbound messages. If you've already coded to just returns, you can just ignore out any line feeds. I ignore them on incoming messages, so needn't send them either. I know it wastes a little bandwidth, but it's worth it. Now people can use line based functions to read and parse the stream and everything looks so nice and neat when you Telenet into an OUCH port. It's all about aesthetic, man.
3. Version 0.5 - 9/17/97
1. Changed the Reason field on the Broken Trade Message. It is now 4 long rather than 8 and the Reason Specifiers have been condensed. I did this to be more consistent with the Reduce Order Reasons. I also reduced the length of the reason field on the Reject Cancel Message.
2. Added the legend that "malformed numbers produce undefined results" under Architecture. For now, I do a standard atoi() type conversion so trailing spaces are tolerated, but that may change in the future.
3. Added a new Reject Order Reason "THRSHOLD" that indicates the number of shares in this order exceeds the preset threshold for this Account.
4. Made the Firm Field in the Enter Order message mandatory. Before you could leave this filed blank and you would get the default firm for this Account. This way is a double check to make certain that you are entering the right orders in the firm on the right account. If this is a problem, I can override it from here, but your software should know what firm it's entering orders for.
5. Added Current Restrictions section to detail the limitations of the current OUCH software revision.
6. Added word "incremental" to the description of the Executed Shares field of the Executed Order message to make it clear that this is the number of shares just executed, not the cumulative number of shares executed.
7. Removed the paragraph that said that you could send a Rewind Request Message with a sequence number of zero. This didn't add any functionality above requesting a rewind to Sequence Number 1, so I took it out. This way we'll have zero for a special use in the future.