| Tag |
Field Name |
Req'd |
Comments |
| 73 |
NoOrders |
N |
Indicates number of orders to be combined for average pricing and allocation. |
| => |
11 |
ClOrdID |
Y |
Must be the first field in the repeating group. |
| => |
526 |
SecondaryClOrdID |
N |
|
| => |
67 |
ListSeqNo |
Y |
Order number within the list |
| => |
583 |
ClOrdLinkID |
N |
|
| => |
160 |
SettlInstMode |
N |
|
| => |
Component Block - <Parties> |
N |
Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" |
| => |
229 |
TradeOriginationDate |
N |
|
| => |
75 |
TradeDate |
N |
|
| => |
1 |
Account |
N |
|
| => |
660 |
AcctIDSource |
N |
|
| => |
581 |
AccountType |
N |
|
| => |
589 |
DayBookingInst |
N |
|
| => |
590 |
BookingUnit |
N |
|
| => |
70 |
AllocID |
N |
Use to assign an ID to the block of individual preallocations |
| => |
591 |
PreallocMethod |
N |
|
| => |
Component Block - <PreAllocGrp> |
N |
|
| => |
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.
|
| => |
110 |
MinQty |
N |
|
| => |
111 |
MaxFloor |
N |
|
| => |
100 |
ExDestination |
N |
|
| => |
Component Block - <TrdgSesGrp> |
N |
|
| => |
81 |
ProcessCode |
N |
|
| => |
Component Block - <Instrument> |
Y |
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" |
| => |
Component Block - <UndInstrmtGrp> |
N |
|
| => |
140 |
PrevClosePx |
N |
Useful for verifying security identification |
| => |
54 |
Side |
Y |
Note: to indicate the side of SideValue1 or SideValue2, specify Side=Undisclosed and SideValueInd=either the SideValue1 or
SideValue2 indicator.
|
| => |
401 |
SideValueInd |
N |
Refers to the SideValue1 or SideValue2. These are used as opposed to Buy or Sell so that the basket can be quoted either way
as Buy or Sell.
|
| => |
114 |
LocateReqd |
N |
Required for short sell orders |
| => |
60 |
TransactTime |
N |
|
| => |
Component Block - <Stipulations> |
N |
Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components
of Application Messages"
|
| => |
854 |
QtyType |
N |
|
| => |
Component Block - <OrderQtyData> |
Y |
Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" |
| => |
40 |
OrdType |
N |
|
| => |
423 |
PriceType |
N |
|
| => |
44 |
Price |
N |
|
| => |
99 |
StopPx |
N |
|
| => |
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 |
|
| => |
377 |
SolicitedFlag |
N |
|
| => |
23 |
IOIID |
N |
Required for Previously Indicated Orders (OrdType=E) |
| => |
117 |
QuoteID |
N |
Required for Previously Quoted Orders (OrdType=D) |
| => |
59 |
TimeInForce |
N |
|
| => |
168 |
EffectiveTime |
N |
|
| => |
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 |
| => |
Component Block - <CommissionData> |
N |
Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages" |
| => |
528 |
OrderCapacity |
N |
|
| => |
529 |
OrderRestrictions |
N |
|
| => |
582 |
CustOrderCapacity |
N |
|
| => |
121 |
ForexReq |
N |
|
| => |
120 |
SettlCurrency |
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. |
| => |
193 |
SettlDate2 |
N |
Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. |
| => |
192 |
OrderQty2 |
N |
Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. |
| => |
640 |
Price2 |
N |
Can be used with OrdType = "Forex - Swap" to specify the price for the future portion of a F/X swap which is also a limit
order. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points).
|
| => |
77 |
PositionEffect |
N |
|
| => |
203 |
CoveredOrUncovered |
N |
|
| => |
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)
|
| => |
494 |
Designation |
N |
Supplementary registration information for this Order within the List |
| => |
Component Block - <StrategyParametersGrp> |
N |
Strategy parameter block |
| => |
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" |
| => |
1080 |
RefOrderID |
N |
Required for counter-order selection / Hit / Take Orders (OrdType = Q) |
| => |
1081 |
RefOrderIDSource |
N |
Conditionally required if RefOrderID is specified. |
| => |
1091 |
PreTradeAnonymity |
N |
|
| => |
1133 |
ExDestinationIDSource |
N |
|
