| Tag |
Field Name |
Req'd |
Comments |
| <MessageHeader> |
Y |
MsgType <35> = E
|
| 66 |
ListID |
Y |
Must be unique, by customer, for the day
|
| 390 |
BidID |
N |
Should refer to an earlier program if bidding took place.
|
| 391 |
ClientBidID |
N |
|
| 414 |
ProgRptReqs |
N |
|
| 394 |
BidType |
Y |
e.g. Non Disclosed Model, Disclosed Model, No Bidding Process
|
| 415 |
ProgPeriodInterval |
N |
|
| 433 |
ListExecInstType |
N |
Controls when execution should be begin.
|
| 69 |
ListExecInst |
N |
Free-form text.
|
| 352 |
EncodedListExecInstLen |
N |
Must be set if EncodedListExecInst <353> field is specified and must immediately precede it.
|
| 353 |
EncodedListExecInst |
N |
Encoded (non-ASCII characters) representation of the ListExecInst <69> field in the encoded format specified via the MessageEncoding <347> field.
|
| 68 |
TotNoOrders(formerly named: ListNoOrds) |
Y |
Used to support fragmentation. Sum of NoOrders <73> across all messages with the same ListID <66>.
|
| 73 |
NoOrders |
Y |
Number of orders in this message (number of repeating groups to follow)
|
| => |
11 |
ClOrdID |
Y |
Must be the first field in the repeating group.
|
| => |
67 |
ListSeqNo |
Y |
Order number within the list
|
| => |
160 |
SettlInstMode |
N |
|
| => |
109 |
ClientID |
N |
|
| => |
76 |
ExecBroker |
N |
|
| => |
1 |
Account |
N |
|
| => |
78 |
NoAllocs |
N |
Indicates number of pre-trade allocation accounts to follow
|
| => |
=> |
79 |
AllocAccount |
N |
Required if NoAllocs <78> > 0. Must be the first field in the repeating group.
|
| => |
=> |
80 |
AllocShares |
N |
|
| => |
63 |
SettlmntTyp |
N |
|
| => |
64 |
FutSettDate |
N |
|
| => |
21 |
HandlInst |
N |
|
| => |
18 |
ExecInst |
N |
Can contain multiple instructions, space delimited. If OrdType <40>=P, exactly one of the following values (ExecInst <18> = L, R, M, P, O, T, or W) must be specified.
|
| => |
110 |
MinQty |
N |
|
| => |
111 |
MaxFloor |
N |
|
| => |
100 |
ExDestination |
N |
|
| => |
386 |
NoTradingSessions |
N |
|
| => |
=> |
336 |
TradingSessionID |
N |
First field in repeating group. Required if NoTradingSessions <386> > 0.
|
| => |
81 |
ProcessCode |
N |
|
| => |
55 |
Symbol |
Y |
|
| => |
65 |
SymbolSfx |
N |
Can be repeated multiple times if message is related to multiple symbols.
|
| => |
48 |
SecurityID |
N |
Can be repeated multiple times if message is related to multiple symbols.
|
| => |
22 |
IDSource |
N |
Can be repeated multiple times if message is related to multiple symbols.
|
| => |
167 |
SecurityType |
N |
Must be specified if a Future or Option. If a Future: Symbol <55>, SecurityType <167>, and MaturityMonthYear <200> are required. If an Option: Symbol <55>, SecurityType <167>, MaturityMonthYear <200>, PutOrCall <201>, and StrikePrice <202> are required.
|
| => |
200 |
MaturityMonthYear |
N |
Specifies the month and year of maturity. Required if MaturityDay <205> is specified.
|
| => |
205 |
MaturityDay |
N |
Can be used in conjunction with MaturityMonthYear <200> to specify a particular maturity date.
|
| => |
201 |
PutOrCall |
N |
For Options.
|
| => |
202 |
StrikePrice |
N |
For Options.
|
| => |
206 |
OptAttribute |
N |
For Options.
|
| => |
231 |
ContractMultiplier |
N |
For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g.
contracts vs. shares) amount.
|
| => |
223 |
CouponRate |
N |
For Fixed Income.
|
| => |
207 |
SecurityExchange |
N |
Can be used to identify the security.
|
| => |
106 |
Issuer |
N |
Can be repeated multiple times if message is related to multiple symbols.
|
| => |
348 |
EncodedIssuerLen |
N |
Must be set if EncodedIssuer <349> field is specified and must immediately precede it.
|
| => |
349 |
EncodedIssuer |
N |
Encoded (non-ASCII characters) representation of the Issuer <106> field in the encoded format specified via the MessageEncoding <347> field.
|
| => |
107 |
SecurityDesc |
N |
Can be repeated multiple times if message is related to multiple symbols.
|
| => |
350 |
EncodedSecurityDescLen |
N |
Must be set if EncodedSecurityDesc <351> field is specified and must immediately precede it.
|
| => |
351 |
EncodedSecurityDesc |
N |
Encoded (non-ASCII characters) representation of the SecurityDesc <107> field in the encoded format specified via the MessageEncoding <347> field.
|
| => |
140 |
PrevClosePx |
N |
Useful for verifying security identification
|
| => |
54 |
Side |
Y |
Note: to indicate the side of SideValue1 <396> or SideValue2 <397>, specify Side <54>=Undisclosed and SideValueInd <401>=either the SideValue1 or SideValue2 indicator.
|
| => |
401 |
SideValueInd |
N |
Refers to the SideValue1 <396> or SideValue2 <397>. 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 |
|
| => |
60 |
TransactTime |
N |
|
| => |
38 |
OrderQty |
N |
Either CashOrderQty <152> or OrderQty <38> is required. Note that either, but not both, CashOrderQty <152> or OrderQty <38> should be specified.
|
| => |
152 |
CashOrderQty |
N |
Either CashOrderQty <152> or OrderQty <38> is required. Note that either, but not both, CashOrderQty <152> or OrderQty <38> should be specified. Specifies the approximate "monetary quantity" for the order. Broker is responsible for converting and
calculating OrderQty <38> in shares for subsequent messages.
|
| => |
40 |
OrdType |
N |
|
| => |
44 |
Price |
N |
|
| => |
99 |
StopPx |
N |
|
| => |
15 |
Currency |
N |
|
| => |
376 |
ComplianceID |
N |
|
| => |
377 |
SolicitedFlag |
N |
|
| => |
23 |
IOIid |
N |
Required for Previously Indicated Orders (OrdType <40>=E)
|
| => |
117 |
QuoteID |
N |
Required for Previously Quoted Orders (OrdType <40>=D)
|
| => |
59 |
TimeInForce |
N |
|
| => |
168 |
EffectiveTime |
N |
|
| => |
432 |
ExpireDate |
N |
Conditionally required if TimeInForce <59> = GTD and ExpireTime <126> is not specified.
|
| => |
126 |
ExpireTime |
N |
Conditionally required if TimeInForce <59> = GTD and ExpireDate <432> is not specified.
|
| => |
427 |
GTBookingInst |
N |
States whether executions are booked out or accumulated on a partially filled GT order
|
| => |
12 |
Commission |
N |
|
| => |
13 |
CommType |
N |
|
| => |
47 |
Rule80A(aka OrderCapacity) |
N |
|
| => |
121 |
ForexReq |
N |
|
| => |
120 |
SettlCurrency |
N |
|
| => |
58 |
Text |
N |
|
| => |
354 |
EncodedTextLen |
N |
Must be set if EncodedText <355> field is specified and must immediately precede it.
|
| => |
355 |
EncodedText |
N |
Encoded (non-ASCII characters) representation of the Text <58> field in the encoded format specified via the MessageEncoding <347> field.
|
| => |
193 |
FutSettDate2 |
N |
Can be used with OrdType <40> = 'Forex - Swap' to specify the 'value date' for the future portion of a F/X swap.
|
| => |
192 |
OrderQty2 |
N |
Can be used with OrdType <40> = 'Forex - Swap' to specify the order quantity for the future portion of a F/X swap.
|
| => |
77 |
OpenClose |
N |
|
| => |
203 |
CoveredOrUncovered |
N |
|
| => |
204 |
CustomerOrFirm |
N |
|
| => |
210 |
MaxShow |
N |
|
| => |
211 |
PegDifference |
N |
|
| => |
388 |
DiscretionInst |
N |
Code to identify the price a DiscretionOffset <389> is related to and should be mathematically added to. Required if DiscretionOffset <389> is specified.
|
| => |
389 |
DiscretionOffset |
N |
Amount (signed) added to the 'related to' price specified via DiscretionInst <388>.
|
| => |
439 |
ClearingFirm |
N |
|
| => |
440 |
ClearingAccount |
N |
|
| <MessageTrailer> |
Y |
|
