| Tag |
Field Name |
Req'd |
Comments |
|
Component Block - <StandardHeader> |
Y |
MsgType = AB |
| 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 |
|
|
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 |
|
| 591 |
PreallocMethod |
N |
|
| 70 |
AllocID |
N |
Used to assign an identifier to the block of individual preallocations |
|
Component Block - <PreAllocMlegGrp> |
N |
Number of repeating groups for pre-trade allocation |
| 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 |
Specifies the number of repeating TradingSessionIDs |
| 81 |
ProcessCode |
N |
Used to identify soft trades at order entry. |
| 54 |
Side |
Y |
Additional enumeration that indicates this is an order for a multileg order and that the sides are specified in the Instrument
Leg component block.
|
|
Component Block - <Instrument> |
N |
|
|
Component Block - <UndInstrmtGrp> |
N |
Number of underlyings |
| 140 |
PrevClosePx |
N |
Useful for verifying security identification |
|
Component Block - <LegOrdGrp> |
N |
Number of legs |
| 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. |
| 854 |
QtyType |
N |
|
|
Component Block - <OrderQtyData> |
N |
Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Conditionally required
when the multileg order is not for a FX Swap, or any other swap transaction where having OrderQty is irrelevant as the amounts
are expressed in the LegQty.
|
| 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". |
| 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 |
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. |
| 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. |
| 77 |
PositionEffect |
N |
For use in derivatives omnibus accounting |
| 203 |
CoveredOrUncovered |
N |
For use with derivatives, such as options |
| 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)
|
| 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 |
| 563 |
MultiLegRptTypeReq |
N |
Indicates the method of execution reporting requested by issuer of the order. |
|
Component Block - <StrategyParametersGrp> |
N |
Strategy parameter block |
| 1069 |
SwapPoints |
N |
For FX Swaps. Used to express the differential between the far leg's bid/offer and the near leg's bid/offer. |
| 1089 |
MatchIncrement |
N |
|
| 1090 |
MaxPriceLevels |
N |
|
|
Component Block - <DisplayInstruction> |
N |
Insert here the set of "ReserveInstruction" 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 |
|
| 1377 |
MultilegModel |
N |
|
| 1378 |
MultilegPriceMethod |
N |
|
| 1190 |
RiskFreeRate |
N |
|
|
Component Block - <StandardTrailer> |
Y |
|
