| Tag |
Field Name |
Req'd |
Comments |
|
Component Block - <StandardHeader> |
Y |
MsgType = t (lowercase T) |
| 37 |
OrderID |
N |
Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN). |
| 548 |
CrossID |
Y |
CrossID for the replacement order |
| 551 |
OrigCrossID |
Y |
Must match the CrossID of the previous cross order. Same order chaining mechanism as ClOrdID/OrigClOrdID with single order
Cancel/Replace.
|
| 549 |
CrossType |
Y |
|
| 550 |
CrossPrioritization |
Y |
|
|
Component Block - <SideCrossOrdModGrp> |
Y |
Must be 1 or 2 |
|
Component Block - <Instrument> |
Y |
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" |
|
Component Block - <UndInstrmtGrp> |
N |
Number of underlyings |
|
Component Block - <InstrmtLegGrp> |
N |
Number of Legs |
| 63 |
SettlType |
N |
|
| 64 |
SettlDate |
N |
Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. |
| 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. |
| 140 |
PrevClosePx |
N |
Useful for verifying security identification |
| 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. |
|
Component Block - <Stipulations> |
N |
Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) 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". |
|
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 |
|
| 376 |
ComplianceID |
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 |
| 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 |
|
Component Block - <StrategyParametersGrp> |
N |
Strategy parameter block |
| 961 |
HostCrossID |
N |
Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs |
| 483 |
TransBkdTime |
N |
A date and time stamp to indicate when this order was booked with the agent prior to submission to the VMU |
|
Component Block - <RootParties> |
N |
Insert here the set of "Root Parties" fields defined in "common components of application messages" Used for acting parties
that applies to the whole message, not individual sides.
|
| 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" |
| 1133 |
ExDestinationIDSource |
N |
|
|
Component Block - <StandardTrailer> |
Y |
|
