Description
The New Order - Multileg is provided to submit orders for securities that are made up of multiple securities, known as legs.
Structure
| Tag | Field Name | Req'd | Comments | |
|---|---|---|---|---|
| Component Block - <StandardHeader> | Y | MsgType <35> = AB | ||
| 11 | ClOrdID | Y | Unique identifier of the order as assigned by institution or by the intermediary with closest association with the investor. | |
| 2422 | OrderRequestID | N | ||
| 526 | SecondaryClOrdID | N | ||
| 583 | ClOrdLinkID | N | ||
| Component Block - <Parties> | N | Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" | ||
| Component Block - <TargetParties> | N |
Identifies parties not directly associated with or owning the order, who are to be informed to effect processing of the order. |
||
| 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. | |
| 1805 | AuctionInstruction | N | ||
| 110 | MinQty | N | ||
| 1822 | MinQtyMethod | N | ||
| 1089 | MatchIncrement | N | ||
| 1090 | MaxPriceLevels | N | ||
| 2676 | MaximumPriceDeviation | N | ||
| Component Block - <ValueChecksGrp> | N | |||
| Component Block - <MatchingInstructions> | N | |||
| 2362 | SelfMatchPreventionID | N |
May be used as an alternative to MatchingInstructions when the identifier does not appear in another field. |
|
| Component Block - <DisplayInstruction> | N | Insert here the set of "ReserveInstruction" fields defined in "common components of application messages" | ||
| Component Block - <DisclosureInstructionGrp> | N |
Specifies instructions to disclose certain order level information in market data. |
||
| 111 | MaxFloor | N | ||
| 1300 | MarketSegmentID | N | ||
| 100 | ExDestination | N | ||
| 1133 | ExDestinationIDSource | N | ||
| 2704 | ExDestinationType | 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. | |
| 2102 | ShortMarkingExemptIndicator | N | ||
| Component Block - <Instrument> | N | |||
| Component Block - <UndInstrmtGrp> | N | Number of underlyings | ||
| 140 | PrevClosePx | N | Useful for verifying security identification | |
| 1069 | SwapPoints | N | For FX Swaps. Used to express the differential between the far leg's bid/offer and the near leg's bid/offer. | |
| 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> | N | Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Conditionally required when the multileg order is not for a FX Swap, or any other swap transaction where having OrderQty is irrelevant as the amounts are expressed in the LegQty. | ||
| 40 | OrdType | Y | ||
| 1377 | MultilegModel | N | ||
| 1378 | MultilegPriceMethod | N | ||
| 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. | |
| 1092 | PriceProtectionScope | N | ||
| 99 | StopPx | N | Required for OrdType = "Stop" or OrdType = "Stop limit". | |
| Component Block - <TriggeringInstruction> | N | Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages" | ||
| 15 | Currency | N | ||
| 2897 | CurrencyCodeSource | N | ||
| 1740 | TradePriceNegotiationMethod | N | ||
| 1741 | UpfrontPriceType | N | ||
| 1742 | UpfrontPrice | N |
Upfront Price for CDS transactions. Conditionally required if TradePriceNegotiationMethod <1740> = 4(Percent of par and upfront amount), 5(Deal spread and upfront amount) or 6(Upfront points and upfront amount). |
|
| 376 | ComplianceID | N | ||
| 2404 | ComplianceText | N | ||
| 2351 | EncodedComplianceTextLen | N |
Must be set if EncodedComplianceText <2352> field is specified and must immediately precede it. |
|
| 2352 | EncodedComplianceText | N |
Encoded (non-ASCII characters) representation of the ComplianceText <2404> field in the encoded format specified via the MessageEncoding <347> field. |
|
| 377 | SolicitedFlag | N | ||
| 23 | IOIID | N | Required for Previously Indicated Orders (OrdType=E) | |
| 117 | QuoteID | N | Required for Previously Quoted Orders (OrdType=D) | |
| 1080 | RefOrderID | N | Required for counter-order selection / Hit / Take Orders. (OrdType = Q) | |
| 1081 | RefOrderIDSource | N | Conditionally required if RefOrderID is specified. | |
| 1806 | RefClOrdID | N | ||
| 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 | |
| 1629 | ExposureDuration | N |
Conditionally required when TimeInForce <59>=10 (Good for Time) |
|
| 1916 | ExposureDurationUnit | N | ||
| Component Block - <CommissionData> | N | Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages" | ||
| Component Block - <CommissionDataGrp> | N |
Use as an alternative to CommissionData component if multiple commissions or enhanced attributes are needed. |
||
| 528 | OrderCapacity | N | ||
| 529 | OrderRestrictions | N | ||
| 1815 | TradingCapacity | N | ||
| 1091 | PreTradeAnonymity | N | ||
| 1390 | TradePublishIndicator | N | ||
| 582 | CustOrderCapacity | N | ||
| 1724 | OrderOrigination | N | ||
| Component Block - <OrderAttributeGrp> | 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. | |
| 2899 | SettlCurrencyCodeSource | N | ||
| 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. | |
| 1816 | ClearingAccountType | N | ||
| 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 | |
| Component Block - <StrategyParametersGrp> | N | Strategy parameter block | ||
| 848 | TargetStrategyParameters | N | For further specification of the TargetStrategy | |
| 1190 | RiskFreeRate | N | ||
| 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. | |
| 1685 | ThrottleInst | N | ||
| 1803 | AuctionType | N |
Conditionally required for auction orders. |
|
| 1804 | AuctionAllocationPct | N | ||
| 1819 | RelatedHighPrice | N | ||
| 1820 | RelatedLowPrice | N | ||
| 1821 | RelatedPriceSource | N | ||
| Component Block - <StandardTrailer> | Y | |||