Structure

Tag Field Name Req'd Comments
73 NoOrders N 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
1089 MatchIncrement N
1090 MaxPriceLevels N
Component Block - <DisplayInstruction> N Insert here the set of "DisplayInstruction" fields defined in "common components of application messages"
111 MaxFloor N
100 ExDestination N
1133 ExDestinationIDSource 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.
2102 ShortMarkingExemptIndicator N
1688 ShortSaleExemptionReason N

Available for optional use when Side <54> = 6(Sell short exempt).

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
1092 PriceProtectionScope N
99 StopPx N
Component Block - <TriggeringInstruction> N Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages"
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
2897 CurrencyCodeSource N
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.
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
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 if multiple commissions or enhanced attributes are needed.

528 OrderCapacity N
529 OrderRestrictions N
1091 PreTradeAnonymity N
582 CustOrderCapacity N
Component Block - <OrderAttributeGrp> N
121 ForexReq N
120 SettlCurrency N
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.
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
Component Block - <StrategyParametersGrp> N Strategy parameter block
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
1028 ManualOrderIndicator N

Used In