| 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 |
Free-form text.
|
| 352 |
EncodedListExecInstLen |
N |
Must be set if EncodedListExecInst <353> field is specified and must immediately precede it.
|
| 353 |
EncodedListExecInst |
N |
Encoded (non-ASCII 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 pre-trade 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>" (yield-related) 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 (non-ASCII 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 'all-in' 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 |
|
