FIX 4.3 : New Order - Cross <s> message

Structure | Related Messages

Description

Used to submit a cross order into a market. The cross order contains two order sides (a buy and a sell). The cross order is identified by its CrossID <548>.

Structure

Tag Field Name Req'd Comments
<MessageHeader> Y MsgType <35> = s
548 CrossID Y
549 CrossType Y
550 CrossPrioritization Y
552 NoSides Y

Must be 1 or 2

1 or 2 if CrossType <549>=1

2 otherwise

=> 54 Side Y
=> 11 ClOrdID Y

Unique identifier of the order as assigned by institution or by the intermediary with closest association with the investor.

=> 526 SecondaryClOrdID N
=> 583 ClOrdLinkID N
=> Component Block - <Parties> N

Insert here the set of "<Parties>" (firm identification) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"

=> 229 TradeOriginationDate N
=> 1 Account N
=> 581 AccountType N
=> 589 DayBookingInst N
=> 590 BookingUnit N
=> 591 PreallocMethod N
=> 78 NoAllocs N

Number of repeating groups for pre-trade allocation

=> => 79 AllocAccount N

Required if NoAllocs <78> > 0. Must be first field in repeating group.

=> => 467 IndividualAllocID N
=> => Component Block - <NestedParties> N

Insert here the set of "<NestedParties>" (firm identification "nested" within additional repeating group) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"

Used for NestedPartyRole <538>=Clearing Firm

=> => 80 AllocQty(formerly named: AllocShares prior to FIX 4.3) N
=> 465 QuantityType N
=> Component Block - <OrderQtyData> Y

Insert here the set of "<OrderQtyData>" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"

=> Component Block - <CommissionData> N

Insert here the set of "<CommissionData>" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"

=> 528 OrderCapacity N
=> 529 OrderRestrictions N
=> 582 CustOrderCapacity N
=> 121 ForexReq N

Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade.

=> 120 SettlCurrency N

Required if ForexReq <121> = Y.

=> 58 Text N
=> 354 EncodedTextLen N

Must be set if EncodedText <355> field is specified and must immediately precede it.

=> 355 EncodedText N

Encoded (non-ASCII characters) representation of the Text <58> field in the encoded format specified via the MessageEncoding <347> field.

=> 77 PositionEffect(formerly named: OpenClose prior to FIX 4.3) N

For use in derivatives omnibus accounting

=> 203 CoveredOrUncovered N

For use with derivatives, such as options

=> 544 CashMargin N
=> 635 ClearingFeeIndicator N
=> 377 SolicitedFlag N
=> 659 SideComplianceID N
Component Block - <Instrument> Y

Insert here the set of "<Instrument>" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"

63 SettlmntTyp N
64 FutSettDate N

Takes precedence over SettlmntTyp <63> value and conditionally required/omitted for specific SettlmntTyp <63> values.

21 HandlInst Y
18 ExecInst N

Can contain multiple instructions, space delimited. If OrdType <40>=P, exactly one of the following values (ExecInst <18> = L, R, M, P, O, T, or W) must be specified.

110 MinQty N
111 MaxFloor N
100 ExDestination N
386 NoTradingSessions N

Specifies the number of repeating TradingSessionIDs

=> 336 TradingSessionID N

Required if NoTradingSessions <386> is > 0.

=> 625 TradingSessionSubID N
81 ProcessCode N

Used to identify soft trades at order entry.

140 PrevClosePx N

Useful for verifying security identification

114 LocateReqd N

Required for short sell orders

60 TransactTime Y

Time this order request was initiated/released by the trader, trading system, or intermediary.

Component Block - <Stipulations> N

Insert here the set of "<Stipulations>" (repeating group of Fixed Income stipulations) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"

40 OrdType Y
423 PriceType N
44 Price N

Required for limit OrdTypes. For F/X orders, should be the 'all-in' rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc.

99 StopPx N

Required for OrdType <40> = 'Stop' or OrdType <40> = 'Stop limit'.

Component Block - <SpreadOrBenchmarkCurveData> N

Insert here the set of "<SpreadOrBenchmarkCurveData>" (Fixed Income spread or benchmark curve) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"

Component Block - <YieldData> N

Insert here the set of "<YieldData>" (yield-related) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"

15 Currency N
376 ComplianceID N
23 IOIid N

Required for Previously Indicated Orders (OrdType <40>=E)

117 QuoteID N

Required for Previously Quoted Orders (OrdType <40>=D)

59 TimeInForce N

Absence of this field indicates Day order

168 EffectiveTime N

Can specify the time at which the order should be considered valid

432 ExpireDate N

Conditionally required if TimeInForce <59> = GTD and ExpireTime <126> is not specified.

126 ExpireTime N

Conditionally required if TimeInForce <59> = GTD and ExpireDate <432> is not specified.

427 GTBookingInst N

States whether executions are booked out or accumulated on a partially filled GT order

210 MaxShow N
211 PegDifference N

Amount (signed) added to the price of the peg

388 DiscretionInst N

Code to identify the price a DiscretionOffset <389> is related to and should be mathematically added to. Required if DiscretionOffset <389> is specified.

389 DiscretionOffset N

Amount (signed) added to the 'related to' price specified via DiscretionInst <388>.

480 CancellationRights N

For CIV - Optional

481 MoneyLaunderingStatus N

For CIV - Optional

513 RegistID N

Reference to Registration Instructions <o> message for this Order.

494 Designation N

Supplementary registration information for this Order

158 AccruedInterestRate N

Can be specified on the order for Fixed Income Municipals

159 AccruedInterestAmt N

Can be specified on the order for Fixed Income Municipals

118 NetMoney N

Can be specified on the order for Fixed Income Municipals

<MessageTrailer> Y

 

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