Tag Field Name Req'd Comments
37 OrderID N
198 SecondaryOrderID N
11 ClOrdID N In the case of quotes can be mapped to QuoteMsgID <1166> of a single Quote <S> or QuoteID <117> of a MassQuote <i>.
526 SecondaryClOrdID N In the case of quotes can be mapped to QuoteID <117> of a single Quote <S> or QuoteEntryID <299> of a MassQuote <i>.
66 ListID N
1080 RefOrderID N Some hosts assign an order a new order id under special circumstances. The RefOrdID field will connect the same underlying order across changing OrderIDs.
1081 RefOrderIDSource N
1431 RefOrdIDReason N The reason for updating the RefOrdID
Component Block - <RelatedOrderGrp> N
1091 PreTradeAnonymity N
40 OrdType N Order type from the order associated with the trade
44 Price N Order price at time of trade
99 StopPx N Stop/Limit order price
18 ExecInst N Execution Instruction from the order associated with the trade
39 OrdStatus N Status of order as of this trade report
Component Block - <OrderQtyData> N Order quantity at time of trade
151 LeavesQty N
14 CumQty N
59 TimeInForce N
126 ExpireTime N The order expiration date/time in UTC
Component Block - <MatchingInstructions> N
2362 SelfMatchPreventionID N

May be used as an alternative to MatchingInstructions when the identifier does not appear in another field.

1629 ExposureDuration N

The (minimum or suggested) period of time a quoted price is to be tradable before it becomes indicative. (i.e. quoted price becomes off-the-wire).

1916 ExposureDurationUnit N
Component Block - <DisplayInstruction> N
528 OrderCapacity N
529 OrderRestrictions N
775 BookingType N
1432 OrigCustOrderCapacity N
1724 OrderOrigination N
Component Block - <OrderAttributeGrp> N
2704 ExDestinationType N
821 OrderInputDevice N
1093 LotType N
483 TransBkdTime N
586 OrigOrdModTime N
2766 OrderPercentOfTotalVolume N

Used In