Description

The New Order - Multileg is provided to submit orders for securities that are made up of multiple securities, known as legs.

Structure

Tag Field Name Req'd Comments
Component Block - <StandardHeader> Y MsgType <35> = AB
11 ClOrdID Y Unique identifier of the order as assigned by institution or by the intermediary with closest association with the investor.
2422 OrderRequestID N
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"
Component Block - <TargetParties> N

Identifies parties not directly associated with or owning the order, who are to be informed to effect processing of the order.

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.
1805 AuctionInstruction N
110 MinQty N
1822 MinQtyMethod N
1089 MatchIncrement N
1090 MaxPriceLevels N
2676 MaximumPriceDeviation N
Component Block - <ValueChecksGrp> N
Component Block - <MatchingInstructions> N
2362 SelfMatchPreventionID N

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

Component Block - <DisplayInstruction> N Insert here the set of "ReserveInstruction" fields defined in "common components of application messages"
Component Block - <DisclosureInstructionGrp> N

Specifies instructions to disclose certain order level information in market data.

111 MaxFloor N
1300 MarketSegmentID N
100 ExDestination N
1133 ExDestinationIDSource N
2704 ExDestinationType 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.
2102 ShortMarkingExemptIndicator N
Component Block - <Instrument> N
Component Block - <UndInstrmtGrp> N Number of underlyings
140 PrevClosePx N Useful for verifying security identification
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.
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
1377 MultilegModel N
1378 MultilegPriceMethod N
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.
1092 PriceProtectionScope N
99 StopPx N Required for OrdType = "Stop" or OrdType = "Stop limit".
Component Block - <TriggeringInstruction> N Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages"
15 Currency N
2897 CurrencyCodeSource N
1740 TradePriceNegotiationMethod N
1741 UpfrontPriceType N
1742 UpfrontPrice N

Upfront Price for CDS transactions. Conditionally required if TradePriceNegotiationMethod <1740> = 4(Percent of par and upfront amount), 5(Deal spread and upfront amount) or 6(Upfront points and upfront amount).

376 ComplianceID N
2404 ComplianceText N
2351 EncodedComplianceTextLen N

Must be set if EncodedComplianceText <2352> field is specified and must immediately precede it.

2352 EncodedComplianceText N

Encoded (non-ASCII characters) representation of the ComplianceText <2404> field in the encoded format specified via the MessageEncoding <347> field.

377 SolicitedFlag N
23 IOIID N Required for Previously Indicated Orders (OrdType=E)
117 QuoteID N Required for Previously Quoted Orders (OrdType=D)
1080 RefOrderID N Required for counter-order selection / Hit / Take Orders. (OrdType = Q)
1081 RefOrderIDSource N Conditionally required if RefOrderID is specified.
1806 RefClOrdID N
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
1629 ExposureDuration N

Conditionally required when TimeInForce <59>=10 (Good for Time)

1916 ExposureDurationUnit N
Component Block - <CommissionData> N Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages"
Component Block - <CommissionDataGrp> N

Use as an alternative to CommissionData component if multiple commissions or enhanced attributes are needed.

528 OrderCapacity N
529 OrderRestrictions N
1815 TradingCapacity N
1091 PreTradeAnonymity N
1390 TradePublishIndicator N
582 CustOrderCapacity N
1724 OrderOrigination N
Component Block - <OrderAttributeGrp> 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.
2899 SettlCurrencyCodeSource 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.
1816 ClearingAccountType N
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
Component Block - <StrategyParametersGrp> N Strategy parameter block
848 TargetStrategyParameters N For further specification of the TargetStrategy
1190 RiskFreeRate N
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.
1685 ThrottleInst N
1803 AuctionType N

Conditionally required for auction orders.

1804 AuctionAllocationPct N
1819 RelatedHighPrice N
1820 RelatedLowPrice N
1821 RelatedPriceSource N
Component Block - <StandardTrailer> Y