| Tag |
Field Name |
Req'd |
Comments |
| <MessageHeader> |
Y |
MsgType <35> = 7
|
| 2 |
AdvId |
Y |
|
| 5 |
AdvTransType |
Y |
|
| 3 |
AdvRefID |
N |
Required for Cancel and Replace AdvTransType <5> messages
|
|
Component Block - <Instrument> |
Y |
|
| 555 |
NoLegs |
N |
Number of legs
Identifies a Multi-leg Execution if present and non-zero.
|
| => |
Component Block - <InstrumentLeg> |
N |
Must be provided if Number of legs > 0
|
| 711 |
NoUnderlyings |
N |
Number of underlyings
|
| => |
Component Block - <UnderlyingInstrument> |
N |
Must be provided if Number of underlyings > 0
|
| 4 |
AdvSide |
Y |
|
| 53 |
Quantity |
Y |
|
| 854 |
QtyType |
N |
|
| 44 |
Price |
N |
|
| 15 |
Currency |
N |
|
| 75 |
TradeDate |
N |
|
| 60 |
TransactTime |
N |
|
| 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.
|
| 149 |
URLLink |
N |
A URL (Uniform Resource Locator) link to additional information (i.e. https://en.wikipedia.org/wiki/URL)
|
| 30 |
LastMkt |
N |
|
| 336 |
TradingSessionID |
N |
|
| 625 |
TradingSessionSubID |
N |
|
| <MessageTrailer> |
Y |
|
