Structure
| Tag | Field Name | Req'd | Comments | |
|---|---|---|---|---|
| 37 | OrderID | N | ||
| 198 | SecondaryOrderID | N | ||
| 11 | ClOrdID | N | In the case of quotes can be mapped to QuoteMsgID <1166> of a single Quote <S> or QuoteID <117> of a MassQuote <i>. | |
| 526 | SecondaryClOrdID | N | In the case of quotes can be mapped to QuoteID <117> of a single Quote <S> or QuoteEntryID <299> of a MassQuote <i>. | |
| 66 | ListID | N | ||
| 1080 | RefOrderID | N | Some hosts assign an order a new order id under special circumstances. The RefOrdID field will connect the same underlying order across changing OrderIDs. | |
| 1081 | RefOrderIDSource | N | ||
| 1431 | RefOrdIDReason | N | The reason for updating the RefOrdID | |
| Component Block - <RelatedOrderGrp> | N | |||
| 1091 | PreTradeAnonymity | N | ||
| 40 | OrdType | N | Order type from the order associated with the trade | |
| 44 | Price | N | Order price at time of trade | |
| 99 | StopPx | N | Stop/Limit order price | |
| 18 | ExecInst | N | Execution Instruction from the order associated with the trade | |
| 39 | OrdStatus | N | Status of order as of this trade report | |
| Component Block - <OrderQtyData> | N | Order quantity at time of trade | ||
| 151 | LeavesQty | N | ||
| 14 | CumQty | N | ||
| 59 | TimeInForce | N | ||
| 126 | ExpireTime | N | The order expiration date/time in UTC | |
| Component Block - <MatchingInstructions> | N | |||
| 2362 | SelfMatchPreventionID | N |
May be used as an alternative to MatchingInstructions when the identifier does not appear in another field. |
|
| 1629 | ExposureDuration | N |
The (minimum or suggested) period of time a quoted price is to be tradable before it becomes indicative. (i.e. quoted price becomes off-the-wire). |
|
| 1916 | ExposureDurationUnit | N | ||
| Component Block - <DisplayInstruction> | N | |||
| 528 | OrderCapacity | N | ||
| 529 | OrderRestrictions | N | ||
| 775 | BookingType | N | ||
| 1432 | OrigCustOrderCapacity | N | ||
| 1724 | OrderOrigination | N | ||
| Component Block - <OrderAttributeGrp> | N | |||
| 2704 | ExDestinationType | N | ||
| 821 | OrderInputDevice | N | ||
| 1093 | LotType | N | ||
| 483 | TransBkdTime | N | ||
| 586 | OrigOrdModTime | N | ||
| 2766 | OrderPercentOfTotalVolume | N | ||