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.

Used In