FIX 5.0 SP1 : <ListOrdGrp> component block

Structure | Used In

Description

Structure

Tag Field Name Req'd Comments
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 defined in "Common Components of Application Messages"
=> 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
=> Component Block - <PreAllocGrp> N
=> 63 SettlType N
=> 64 SettlDate N Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values.
=> 544 CashMargin N
=> 635 ClearingFeeIndicator N
=> 21 HandlInst N
=> 18 ExecInst N Can contain multiple instructions, space delimited. If OrdType=P, exactly one of the following values (ExecInst = L, R, M, P, O, T, or W) must be specified.
=> 110 MinQty N
=> 111 MaxFloor N
=> 100 ExDestination N
=> Component Block - <TrdgSesGrp> N
=> 81 ProcessCode N
=> Component Block - <Instrument> Y Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
=> Component Block - <UndInstrmtGrp> N
=> 140 PrevClosePx N Useful for verifying security identification
=> 54 Side Y Note: to indicate the side of SideValue1 or SideValue2, specify Side=Undisclosed and SideValueInd=either the SideValue1 or SideValue2 indicator.
=> 401 SideValueInd N Refers to the SideValue1 or SideValue2. 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 defined in "Common Components of Application Messages"
=> 854 QtyType N
=> Component Block - <OrderQtyData> Y Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages"
=> 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 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
=> 377 SolicitedFlag N
=> 23 IOIID N Required for Previously Indicated Orders (OrdType=E)
=> 117 QuoteID N Required for Previously Quoted Orders (OrdType=D)
=> 59 TimeInForce N
=> 168 EffectiveTime N
=> 432 ExpireDate N Conditionally required if TimeInForce = GTD and ExpireTime is not specified.
=> 126 ExpireTime N Conditionally required if TimeInForce = GTD and ExpireDate 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 defined in "Common Components of Application Messages"
=> 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 field is specified and must immediately precede it.
=> 355 EncodedText N Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
=> 193 SettlDate2 N Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap.
=> 192 OrderQty2 N Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap.
=> 640 Price2 N Can be used with OrdType = "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 "PegInstruction" fields defined in "Common Components of Application Messages"
=> Component Block - <DiscretionInstructions> N Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages"
=> 847 TargetStrategy N The target strategy of the order
=> 848 TargetStrategyParameters N For further specification of the TargetStrategy
=> 849 ParticipationRate N

Mandatory for a TargetStrategy=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
=> Component Block - <StrategyParametersGrp> N Strategy parameter block
=> 1089 MatchIncrement N
=> 1090 MaxPriceLevels N
=> Component Block - <DisplayInstruction> N Insert here the set of "DisplayInstruction" fields defined in "common components of application messages"
=> 1092 PriceProtectionScope N
=> Component Block - <TriggeringInstruction> N Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages"
=> 1080 RefOrderID N Required for counter-order selection / Hit / Take Orders (OrdType = Q)
=> 1081 RefOrderIDSource N Conditionally required if RefOrderID is specified.
=> 1091 PreTradeAnonymity N
=> 1133 ExDestinationIDSource N

Used In

Onix Solutions