Tag 
Field Name 
Req'd 
Comments 
<MessageHeader> 
Y 
MsgType <35> = t

37 
OrderID 
N 
Unique identifier of most recent order as assigned by sellside (broker, exchange, ECN).

548 
CrossID 
Y 
CrossID <548> for the replacement order

551 
OrigCrossID 
Y 
Must match the CrossID <548> of the previous cross order. Same order chaining mechanism as ClOrdID <11>/OrigClOrdID <41> with single order Cancel/Replace.

549 
CrossType 
Y 

550 
CrossPrioritization 
Y 

552 
NoSides 
Y 
Must be 1 or 2

=> 
54 
Side 
Y 

=> 
41 
OrigClOrdID 
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 

=> 
586 
OrigOrdModTime 
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 

=> 
591 
PreallocMethod 
N 

=> 
70 
AllocID 
N 
Used to assign an identifier to the block of individual preallocations

=> 
78 
NoAllocs 
N 
Number of repeating groups for pretrade allocation

=> 
=> 
79 
AllocAccount 
N 
Required if NoAllocs <78> > 0. Must be first field in 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
Used for NestedPartyRole <538>=Clearing Firm

=> 
=> 
80 
AllocQty 
N 

=> 
854 
QtyType 
N 

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

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

=> 
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.

=> 
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.

=> 
77 
PositionEffect 
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

711 
NoUnderlyings 
N 
Number of underlyings

=> 
Component Block  <UnderlyingInstrument> 
N 
Insert here the set of "<UnderlyingInstrument>" fields.
Required if NoUnderlyings <711> > 0

555 
NoLegs 
N 
Number of Legs

=> 
Component Block  <InstrumentLeg> 
N 
Insert here the set of "<InstrumentLeg>" fields
Required if NoLegs <555> > 0

63 
SettlType 
N 

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

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 
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

40 
OrdType 
Y 

423 
PriceType 
N 

44 
Price 
N 
Required for limit OrdTypes. For F/X orders, should be the 'allin' 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

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

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 

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)

480 
CancellationRights 
N 
For CIV  Optional

481 
MoneyLaunderingStatus 
N 

513 
RegistID 
N 
Reference to Registration Instructions <o> message for this Order.

494 
Designation 
N 
Supplementary registration information for this Order

<MessageTrailer> 
Y 
