Tag 
Field Name 
Req'd 
Comments 
<MessageHeader> 
Y 
MsgType <35> = E

66 
ListID 
Y 
Must be unique, by customer, for the day

390 
BidID 
N 
Should refer to an earlier program if bidding took place.

391 
ClientBidID 
N 

414 
ProgRptReqs 
N 

394 
BidType 
Y 
e.g. Non Disclosed Model, Disclosed Model, No Bidding Process

415 
ProgPeriodInterval 
N 

480 
CancellationRights 
N 
For CIV  Optional

481 
MoneyLaunderingStatus 
N 

513 
RegistID 
N 
Reference to Registration Instructions <o> message applicable to all Orders in this List.

433 
ListExecInstType 
N 
Controls when execution should begin For CIV Orders indicates order of execution.

69 
ListExecInst 
N 
Freeform text.

352 
EncodedListExecInstLen 
N 
Must be set if EncodedListExecInst <353> field is specified and must immediately precede it.

353 
EncodedListExecInst 
N 
Encoded (nonASCII characters) representation of the ListExecInst <69> field in the encoded format specified via the MessageEncoding <347> field.

765 
AllowableOneSidednessPct 
N 
The maximum percentage that execution of one side of a program trade can exceed execution of the other.

766 
AllowableOneSidednessValue 
N 
The maximum amount that execution of one side of a program trade can exceed execution of the other.

767 
AllowableOneSidednessCurr 
N 
The currency that AllowableOneSidedness is expressed in if AllowableOneSidednessValue <766> is used.

68 
TotNoOrders 
Y 
Used to support fragmentation. Sum of NoOrders <73> across all messages with the same ListID <66>.

893 
LastFragment 
N 
Indicates if this message is the last of a fragmented set of messages

73 
NoOrders 
Y 
Number of orders in this message (number of repeating groups to follow)

=> 
11 
ClOrdID 
Y 
Must be the first field in the repeating group.

=> 
526 
SecondaryClOrdID 
N 

=> 
67 
ListSeqNo 
Y 
Order number within the list

=> 
583 
ClOrdLinkID 
N 

=> 
160 
SettlInstMode 
N 

=> 
Component Block  <Parties> 
N 
Insert here the set of "<Parties>" (firm identification) fields

=> 
229 
TradeOriginationDate 
N 

=> 
75 
TradeDate 
N 

=> 
1 
Account 
N 

=> 
660 
AcctIDSource 
N 

=> 
581 
AccountType 
N 

=> 
589 
DayBookingInst 
N 

=> 
590 
BookingUnit 
N 

=> 
70 
AllocID 
N 
Use to assign an ID to the block of individual preallocations

=> 
591 
PreallocMethod 
N 

=> 
78 
NoAllocs 
N 
Indicates number of pretrade allocation accounts to follow

=> 
=> 
79 
AllocAccount 
N 
Required if NoAllocs <78> > 0. Must be the first field in the repeating group.

=> 
=> 
661 
AllocAcctIDSource 
N 

=> 
=> 
736 
AllocSettlCurrency 
N 

=> 
=> 
467 
IndividualAllocID 
N 

=> 
=> 
Component Block  <NestedParties> 
N 
Insert here the set of "<NestedParties>" (firm identification "nested" within additional repeating group) fields

=> 
=> 
80 
AllocQty 
N 

=> 
63 
SettlType 
N 

=> 
64 
SettlDate 
N 
Takes precedence over SettlType <63> value and conditionally required/omitted for specific SettlType <63> values.

=> 
544 
CashMargin 
N 

=> 
635 
ClearingFeeIndicator 
N 

=> 
21 
HandlInst 
N 

=> 
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 

=> 
=> 
336 
TradingSessionID 
N 
First field in repeating group. Required if NoTradingSessions <386> > 0.

=> 
=> 
625 
TradingSessionSubID 
N 

=> 
81 
ProcessCode 
N 

=> 
Component Block  <Instrument> 
Y 
Insert here the set of "<Instrument>" (symbology) fields

=> 
711 
NoUnderlyings 
N 
Number of Underlyings

=> 
=> 
Component Block  <UnderlyingInstrument> 
N 
Must be provided if Number of underlyings > 0

=> 
140 
PrevClosePx 
N 
Useful for verifying security identification

=> 
54 
Side 
Y 
Note: to indicate the side of SideValue1 <396> or SideValue2 <397>, specify Side <54>=Undisclosed and SideValueInd <401>=either the SideValue1 <396> or SideValue2 <397> indicator.

=> 
401 
SideValueInd 
N 
Refers to the SideValue1 <396> or SideValue2 <397>. These are used as opposed to Buy or Sell so that the basket can be quoted either way as Buy or Sell.

=> 
114 
LocateReqd 
N 
Required for short sell orders

=> 
60 
TransactTime 
N 

=> 
Component Block  <Stipulations> 
N 
Insert here the set of "<Stipulations>" (repeating group of Fixed Income stipulations) fields

=> 
854 
QtyType 
N 

=> 
Component Block  <OrderQtyData> 
Y 
Insert here the set of "<OrderQtyData>" fields

=> 
40 
OrdType 
N 

=> 
423 
PriceType 
N 

=> 
44 
Price 
N 

=> 
99 
StopPx 
N 

=> 
Component Block  <SpreadOrBenchmarkCurveData> 
N 
Insert here the set of "<SpreadOrBenchmarkCurveData>" (Fixed Income spread or benchmark curve) fields

=> 
Component Block  <YieldData> 
N 
Insert here the set of "<YieldData>" (yieldrelated) fields

=> 
15 
Currency 
N 

=> 
376 
ComplianceID 
N 

=> 
377 
SolicitedFlag 
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 

=> 
168 
EffectiveTime 
N 

=> 
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

=> 
Component Block  <CommissionData> 
N 
Insert here the set of "<CommissionData>" fields

=> 
528 
OrderCapacity 
N 

=> 
529 
OrderRestrictions 
N 

=> 
582 
CustOrderCapacity 
N 

=> 
121 
ForexReq 
N 

=> 
120 
SettlCurrency 
N 

=> 
775 
BookingType 
N 
Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked
out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking.

=> 
58 
Text 
N 

=> 
354 
EncodedTextLen 
N 
Must be set if EncodedText <355> field is specified and must immediately precede it.

=> 
355 
EncodedText 
N 
Encoded (nonASCII characters) representation of the Text <58> field in the encoded format specified via the MessageEncoding <347> field.

=> 
193 
SettlDate2 
N 
Can be used with OrdType <40> = 'Forex  Swap' to specify the 'value date' for the future portion of a F/X swap.

=> 
192 
OrderQty2 
N 
Can be used with OrdType <40> = 'Forex  Swap' to specify the order quantity for the future portion of a F/X swap.

=> 
640 
Price2 
N 
Can be used with OrdType <40> = 'Forex  Swap' to specify the price for the future portion of a F/X swap which is also a limit order. For F/X orders, should
be the 'allin' rate (spot rate adjusted for forward points).

=> 
77 
PositionEffect 
N 

=> 
203 
CoveredOrUncovered 
N 

=> 
210 
MaxShow 
N 

=> 
Component Block  <PegInstructions> 
N 
Insert here the set of "<PegInstructions>" fields

=> 
Component Block  <DiscretionInstructions> 
N 
Insert here the set of "<DiscretionInstructions>" fields

=> 
847 
TargetStrategy 
N 
The target strategy of the order

=> 
848 
TargetStrategyParameters 
N 
For further specification of the TargetStrategy <847>

=> 
849 
ParticipationRate 
N 
Mandatory for a TargetStrategy <847>="Participate" order and specifies the target particpation rate.
For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume)

=> 
494 
Designation 
N 
Supplementary registration information for this Order within the List

<MessageTrailer> 
Y 
