Description
Identifies the orders being aggregated together.
Structure
| Tag | Field Name | Req'd | Comments | |
|---|---|---|---|---|
| 73 | NoOrders | N | ||
| → | 11 | ClOrdID | N |
Required if NoOrders <73> > 0. |
| → | 37 | OrderID | N | |
| → | 38 | OrderQty | N |
Required if NoOrders <73> > 0. |
| → | 799 | OrderAvgPx | N | |