| Tag |
Field Name |
Req'd |
Comments |
|
Component Block - <StandardHeader> |
Y |
MsgType = AC |
| 37 |
OrderID |
N |
Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN). |
| 41 |
OrigClOrdID |
N |
ClOrdID of the previous order (NOT the initial order of the day) when canceling or replacing an order. Required when referring
to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID.
|
| 11 |
ClOrdID |
N |
Unique identifier of replacement order as assigned by institution or by the intermediary with closest association with the
investor.. Note that this identifier will be used in ClOrdID field of the Cancel Reject message if the replacement request
is rejected.
|
| 526 |
SecondaryClOrdID |
N |
|
| 583 |
ClOrdLinkID |
N |
|
| 586 |
OrigOrdModTime |
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 |
|
| 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.
|
| 110 |
MinQty |
N |
|
| 111 |
MaxFloor |
N |
|
| 100 |
ExDestination |
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.
|
|
Component Block - <Instrument> |
N |
|
|
Component Block - <UndInstrmtGrp> |
N |
Number of underlyings |
| 140 |
PrevClosePx |
N |
Useful for verifying security identification |
|
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> |
Y |
Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" |
| 40 |
OrdType |
Y |
|
| 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.
|
| 99 |
StopPx |
N |
Required for OrdType = "Stop" or OrdType = "Stop limit". |
| 15 |
Currency |
N |
|
| 376 |
ComplianceID |
N |
|
| 377 |
SolicitedFlag |
N |
|
| 23 |
IOIID |
N |
Required for Previously Indicated Orders (OrdType=E) |
| 117 |
QuoteID |
N |
Required for Previously Quoted Orders (OrdType=D) |
| 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 |
|
Component Block - <CommissionData> |
N |
Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages" |
| 528 |
OrderCapacity |
N |
|
| 529 |
OrderRestrictions |
N |
|
| 582 |
CustOrderCapacity |
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. |
| 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. |
| 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 |
| 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)
|
| 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. |
|
Component Block - <StrategyParametersGrp> |
N |
Strategy parameter block |
| 1089 |
MatchIncrement |
N |
|
| 1090 |
MaxPriceLevels |
N |
|
|
Component Block - <DisplayInstruction> |
N |
Insert here the set of "DisplayInstruction" fields defined in "common components of application messages" |
| 1092 |
PriceProtectionScope |
N |
|
|
Component Block - <TriggeringInstruction> |
N |
Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages" |
| 1091 |
PreTradeAnonymity |
N |
|
| 1133 |
ExDestinationIDSource |
N |
|
| 1069 |
SwapPoints |
N |
|
| 1377 |
MultilegModel |
N |
|
| 1378 |
MultilegPriceMethod |
N |
|
| 1190 |
RiskFreeRate |
N |
|
|
Component Block - <StandardTrailer> |
Y |
|
