| Tag |
Field Name |
Req'd |
Comments |
| <MessageHeader> |
Y |
MsgType <35> = 7
|
| 2 |
AdvId |
Y |
|
| 5 |
AdvTransType |
Y |
|
| 3 |
AdvRefID |
N |
Required for Cancel and Replace AdvTransType messages |
|
Component Block - <Instrument> |
Y |
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" |
|
Component Block - <InstrmtLegGrp> |
N |
Number of legs
Identifies a Multi-leg Execution if present and non-zero.
|
|
Component Block - <UndInstrmtGrp> |
N |
Number of underlyings |
| 4 |
AdvSide |
Y |
|
| 53 |
Quantity |
Y |
|
| 854 |
QtyType |
N |
|
| 44 |
Price |
N |
|
| 15 |
Currency |
N |
|
| 75 |
TradeDate |
N |
|
| 60 |
TransactTime |
N |
|
| 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. |
| 149 |
URLLink |
N |
A URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html) |
| 30 |
LastMkt |
N |
|
| 336 |
TradingSessionID |
N |
|
| 625 |
TradingSessionSubID |
N |
|
| <MessageTrailer> |
Y |
|
