Description
Group of order transactions across one or more instruments.
Structure
Tag | Field Name | Req'd | Comments | |
---|---|---|---|---|
2428 | NoOrderEntries | N | ||
→ | 2429 | OrderEntryAction | N |
Required if NoOrderEntries <2428> > 0. |
→ | 2430 | OrderEntryID | N |
Unique order entry identification across all entries of a single message. Conditionally required when neither ClOrdID <11> nor OrderID <37> is provided. |
→ | 11 | ClOrdID | N |
Conditionally required when neither OrderEntryID <2430> nor OrderID <37> is provided. |
→ | 41 | OrigClOrdID | N |
Conditionally required when OrderEntryAction <2429> is not "1" (Add), ClOrdID <11> was provided in original order, and message-chaining model is used. |
→ | 37 | OrderID | N |
Conditionally required when OrderEntryAction <2429> is not "1" (Add) and neither OrderEntryID <2430> nor ClOrdID <11> is provided. |
→ | 40 | OrdType | N |
Conditionally required when OrderEntryAction <2429> = 1 (Add) or 2 (Modify). Only a subset of OrdType <40> values permitted that do not require additional pricing fields other than Price <44> field. |
→ | 44 | Price | N |
Conditionally required when OrdType <40> = 2 (Limit) |
→ | 54 | Side | N |
Conditionally required when OrderEntryAction <2429> = 1 (Add) or 2 (Modify) |
→ | 59 | TimeInForce | N |
Only subset of values permitted that do not require additional fields |
→ | Component Block - <OrderQtyData> | N |
Conditionally required when OrderEntryAction <2429> = 1 (Add) or 2 (Modify) |
|
→ | Component Block - <Instrument> | N |
Required if NoOrderEntries <2428> > 0. |