Tag |
Field Name |
Req'd |
Comments |
Component Block - <StandardHeader> |
Y |
MsgType = G |
37 |
OrderID |
N |
Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN). |
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 |
|
41 |
OrigClOrdID |
N |
ClOrdID(11) of the previous non rejected order (NOT the initial order of the day) when canceling or replacing an order.
Required when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID
|
11 |
ClOrdID |
Y |
Unique identifier of replacement order as assigned by institution or by the intermediary with closest association with the
investor.. Note that this identifier will be used in ClOrdID field of the Cancel Reject message if the replacement request
is rejected.
|
526 |
SecondaryClOrdID |
N |
|
583 |
ClOrdLinkID |
N |
|
66 |
ListID |
N |
Required for List Orders |
586 |
OrigOrdModTime |
N |
TransactTime of the last state change that occurred to the original order |
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 overall allocation id to the block of preallocations |
Component Block - <PreAllocGrp> |
N |
Number of repeating groups for pre-trade allocation |
63 |
SettlType |
N |
For NDFs either SettlType or SettlDate should be specified. |
64 |
SettlDate |
N |
Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values.
For NDFs either SettlType or SettlDate should be specified.
|
544 |
CashMargin |
N |
|
635 |
ClearingFeeIndicator |
N |
|
21 |
HandlInst |
N |
|
18 |
ExecInst |
N |
Can contain multiple instructions, space delimited. Replacement order must be created with new parameters (i.e. original
order values will not be brought forward to replacement order unless redefined within this message).
|
110 |
MinQty |
N |
|
111 |
MaxFloor |
N |
|
100 |
ExDestination |
N |
|
Component Block - <TrdgSesGrp> |
N |
Specifies the number of repeating TradingSessionIDs |
Component Block - <Instrument> |
Y |
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
Must match original order
|
Component Block - <FinancingDetails> |
N |
Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages"
Must match original order
|
Component Block - <UndInstrmtGrp> |
N |
Number of underlyings |
54 |
Side |
Y |
Should match original order's side, however, if bilaterally agreed to the following groups could potentially be interchanged:
Buy and Buy Minus
Sell, Sell Plus, Sell Short, and Sell Short Exempt
Cross, Cross Short, and Cross Short Exempt
|
60 |
TransactTime |
Y |
Time this order request was initiated/released by the trader or trading system. |
854 |
QtyType |
N |
|
Component Block - <OrderQtyData> |
Y |
Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages"
Note: OrderQty value should be the "Total Intended Order Quantity" (including the amount already executed for this chain
of orders)
|
40 |
OrdType |
Y |
|
423 |
PriceType |
N |
|
44 |
Price |
N |
Required for limit OrdTypes. For F/X orders, should be the "all-in" 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 = "Stop" or OrdType = "Stop limit". |
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" |
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)
|
376 |
ComplianceID |
N |
|
377 |
SolicitedFlag |
N |
|
15 |
Currency |
N |
Must match original order. |
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 = 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 |
Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade. |
120 |
SettlCurrency |
N |
Required if ForexReq=Y.
Required for NDFs.
|
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. |
77 |
PositionEffect |
N |
For use in derivatives omnibus accounting |
203 |
CoveredOrUncovered |
N |
For use with derivatives, such as options |
210 |
MaxShow |
N |
|
114 |
LocateReqd |
N |
Required for short sell orders |
480 |
CancellationRights |
N |
For CIV - Optional |
481 |
MoneyLaunderingStatus |
N |
|
513 |
RegistID |
N |
Reference to Registration Instructions message for this Order. |
494 |
Designation |
N |
Supplementary registration information for this Order |
Component Block - <StrategyParametersGrp> |
N |
Strategy parameter block |
1028 |
ManualOrderIndicator |
N |
|
1029 |
CustDirectedOrder |
N |
|
1030 |
ReceivedDeptID |
N |
|
1031 |
CustOrderHandlingInst |
N |
|
1032 |
OrderHandlingInstSource |
N |
|
Component Block - <TrdRegTimestamps> |
N |
|
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" |
1091 |
PreTradeAnonymity |
N |
|
1133 |
ExDestinationIDSource |
N |
|
Component Block - <StandardTrailer> |
Y |
|