Appendix – CrossOrders Category

Messages

NewOrderCross Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = s (lowercase S)
548	CrossID	Y
2422	OrderRequestID	N
549	CrossType	Y
550	CrossPrioritization	Y
Component	RootParties	N	Insert here the set of Root Parties fields defined in common components of application messages Used for acting parties that applies to the whole message, not individual sides.
Component	SideCrossOrdModGrp	Y	Must be 1 or 2 1 or 2 if CrossType=1 2 otherwise
Component	Instrument	Y	Insert here the set of Instrument (symbology) fields defined in Common Components of Application Messages
Component	UndInstrmtGrp	N	Number of underlyings
Component	InstrmtLegGrp	N	Number of Legs
63	SettlType	N
64	SettlDate	N	Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values.
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
1822	MinQtyMethod	N
1089	MatchIncrement	N
1090	MaxPriceLevels	N
Component	DisplayInstruction	N	Insert here the set of DisplayInstruction fields defined in common components of application messages
1300	MarketSegmentID	N
100	ExDestination	N
1133	ExDestinationIDSource	N
Component	TrdgSesGrp	N	Specifies the number of repeating TradingSessionIDs
81	ProcessCode	N	Used to identify soft trades at order entry.
140	PrevClosePx	N	Useful for verifying security identification
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.
483	TransBkdTime	N	A date and time stamp to indicate when this order was booked with the agent prior to submission to the VMU
Component	Stipulations	N	Insert here the set of Stipulations (repeating group of Fixed Income stipulations) fields defined in Common Components of Application Messages
40	OrdType	Y
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	TriggeringInstruction	N	Insert here the set of TriggeringInstruction fields defined in common components of application messages
Component	SpreadOrBenchmarkCurveData	N	Insert here the set of SpreadOrBenchmarkCurveData (Fixed Income spread or benchmark curve) fields defined in Common Components of Application Messages
Component	YieldData	N	Insert here the set of YieldData (yield-related) fields defined in Common Components of Application Messages
15	Currency	N
2897	CurrencyCodeSource	N
376	ComplianceID	N
23	IOIID	N	Required for Previously Indicated Orders (OrdType=E)
117	QuoteID	N	Required for Previously Quoted Orders (OrdType=D)
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
1815	TradingCapacity	N
Component	PegInstructions	N	Insert here the set of PegInstruction fields defined in Common Components of Application Messages
Component	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	StrategyParametersGrp	N	Strategy parameter block
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
1685	ThrottleInst	N
Component	StandardTrailer	Y

CrossOrderCancelReplaceRequest Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = t (lowercase T)
37	OrderID	N	Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN).
2422	OrderRequestID	N	Required if provided on the order being replaced (or cancelled). Echo back the value provided by the requester.
548	CrossID	Y	CrossID for the replacement order
551	OrigCrossID	Y	Must match the CrossID of the previous cross order. Same order chaining mechanism as ClOrdID/OrigClOrdID with single order Cancel/Replace.
961	HostCrossID	N	Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs
549	CrossType	Y
550	CrossPrioritization	Y
Component	RootParties	N	Insert here the set of Root Parties fields defined in common components of application messages Used for acting parties that applies to the whole message, not individual sides.
Component	SideCrossOrdModGrp	Y	Must be 1 or 2
Component	Instrument	Y	Insert here the set of Instrument (symbology) fields defined in Common Components of Application Messages
Component	UndInstrmtGrp	N	Number of underlyings
Component	InstrmtLegGrp	N	Number of Legs
63	SettlType	N
64	SettlDate	N	Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values.
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
1822	MinQtyMethod	N
1089	MatchIncrement	N
1090	MaxPriceLevels	N
Component	DisplayInstruction	N	Insert here the set of DisplayInstruction fields defined in common components of application messages
1300	MarketSegmentID	N
100	ExDestination	N
1133	ExDestinationIDSource	N
Component	TrdgSesGrp	N	Specifies the number of repeating TradingSessionIDs
81	ProcessCode	N	Used to identify soft trades at order entry.
140	PrevClosePx	N	Useful for verifying security identification
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.
483	TransBkdTime	N	A date and time stamp to indicate when this order was booked with the agent prior to submission to the VMU
Component	Stipulations	N	Insert here the set of Stipulations (repeating group of Fixed Income stipulations) fields defined in Common Components of Application Messages
40	OrdType	Y
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	TriggeringInstruction	N	Insert here the set of TriggeringInstruction fields defined in common components of application messages
Component	SpreadOrBenchmarkCurveData	N	Insert here the set of SpreadOrBenchmarkCurveData (Fixed Income spread or benchmark curve) fields defined in Common Components of Application Messages
Component	YieldData	N	Insert here the set of YieldData (yield-related) fields defined in Common Components of Application Messages
15	Currency	N
2897	CurrencyCodeSource	N
376	ComplianceID	N
23	IOIID	N	Required for Previously Indicated Orders (OrdType=E)
117	QuoteID	N	Required for Previously Quoted Orders (OrdType=D)
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
1815	TradingCapacity	N
Component	PegInstructions	N	Insert here the set of PegInstruction fields defined in Common Components of Application Messages
Component	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	StrategyParametersGrp	N	Strategy parameter block
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
1685	ThrottleInst	N
Component	StandardTrailer	Y

CrossOrderCancelRequest Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = u (lowercase U)
37	OrderID	N	Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN).
2422	OrderRequestID	N	Required if provided on the order being cancelled. Echo back the value provided by the requester.
548	CrossID	Y	CrossID for the replacement order
551	OrigCrossID	Y	Must match the CrossID of previous cross order. Same order chaining mechanism as ClOrdID/OrigClOrdID with single order Cancel/Replace.
961	HostCrossID	N	Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs
549	CrossType	Y
550	CrossPrioritization	Y
Component	RootParties	N	Insert here the set of Root Parties fields defined in common components of application messages Used for acting parties that applies to the whole message, not individual sides.
Component	SideCrossOrdCxlGrp	Y	Must be 1 or 2
Component	Instrument	Y	Insert here the set of Instrument (symbology) fields defined in Common Components of Application Messages
Component	UndInstrmtGrp	N	Number of underlyings
Component	InstrmtLegGrp	N	Number of Leg
1300	MarketSegmentID	N
60	TransactTime	Y	Time this order request was initiated/released by the trader, trading system, or intermediary.
Component	StandardTrailer	Y

Components

SideCrossLegGrp

Tag	Name	Req’d	Description
1829	NoCrossLegs	N
→654	LegRefID	N	Required if NoCrossLegs(1829) > 0.
→685	LegOrderQty	N	Quantity ordered for this leg as provided during order entry.
→690	LegSwapType	N
→Component	LegStipulations	N
→1366	LegAllocID	N
→Component	LegPreAllocGrp	N
→1817	LegClearingAccountType	N	Provide if different from the value specified for the overall multileg security in ClearingAccountType(1816) in the Instrument component.
→564	LegPositionEffect	N	Provide if different from the value specified for the overall multileg security in PositionEffect(77) in the Instrument component.
→565	LegCoveredOrUncovered	N	Provide if different from the value specified for the overall multileg security in CoveredOrUncovered(203) in the Instrument component.
→Component	NestedParties3	N
→587	LegSettlType	N
→588	LegSettlDate	N
→675	LegSettlCurrency	N
→2900	LegSettlCurrencyCodeSource	N
→1379	LegVolatility	N
→1381	LegDividendYield	N
→1383	LegCurrencyRatio	N
→1384	LegExecInst	N
→1689	LegShortSaleExemptionReason	N	Available for optional use when LegSide(624) = 6(Sell short exempt) in InstrumentLeg component.

SideCrossOrdCxlGrp

Tag	Name	Req’d	Description
552	NoSides	N
→54	Side	Y
→41	OrigClOrdID	N	Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID(11).
→11	ClOrdID	Y	Unique identifier of the order as assigned by institution or by the intermediary with closest association with the investor.
→526	SecondaryClOrdID	N
→583	ClOrdLinkID	N
→586	OrigOrdModTime	N
→Component	Parties	N	Insert here the set of Parties (firm identification) fields defined in Common Components of Application Messages
→229	TradeOriginationDate	N
→75	TradeDate	N
→Component	OrderQtyData	Y
→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.
→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.

SideCrossOrdModGrp

Tag	Name	Req’d	Description
552	NoSides	N
→54	Side	Y	Required if NoSides(552) > 0.
→2102	ShortMarkingExemptIndicator	N
→41	OrigClOrdID	N	Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID(11)
→11	ClOrdID	Y	Unique identifier of the order as assigned by institution or by the intermediary with closest association with the investor.
→526	SecondaryClOrdID	N
→583	ClOrdLinkID	N
→586	OrigOrdModTime	N
→Component	Parties	N
→Component	SideCrossLegGrp	N
→1690	SideShortSaleExemptionReason	N	Available for optional use when Side(54) = 6 (Sell short exempt).
→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	Use to assign an identifier to the block of preallocations
→Component	PreAllocGrp	N
→854	QtyType	N
→Component	OrderQtyData	Y
→Component	CommissionData	N
→Component	CommissionDataGrp	N	Use as an alternative to CommissionData if multiple commissions or enhanced attributes are needed.
→528	OrderCapacity	N
→529	OrderRestrictions	N
→1724	OrderOrigination	N
→1725	OriginatingDeptID	N
→1726	ReceivingDeptID	N
→2883	RoutingArrangmentIndicator	N
→1091	PreTradeAnonymity	N
→582	CustOrderCapacity	N
→121	ForexReq	N	Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade.
→120	SettlCurrency	N	Conditionally required when ForexReq(121) = 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
→544	CashMargin	N
→635	ClearingFeeIndicator	N
→377	SolicitedFlag	N
→659	SideComplianceID	N
→962	SideTimeInForce	N	Specifies how long the order as specified in the side stays in effect. Absence of this field indicates Day order.

Appendix – MultilegOrders Category

Messages

NewOrderMultileg Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = 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	Parties	N	This is party information related to the submitter of the request.
Component	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	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	ValueChecksGrp	N
Component	MatchingInstructions	N
2362	SelfMatchPreventionID	N	May be used as an alternative to MatchingInstructions when the identifier does not appear in another field.
2964	SelfMatchPreventionInstruction	N
Component	DisplayInstruction	N
Component	DisclosureInstructionGrp	N	Specifies instructions to disclose certain order level information in market data.
1300	MarketSegmentID	N
100	ExDestination	N
1133	ExDestinationIDSource	N
2704	ExDestinationType	N
Component	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	Instrument	N
Component	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	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	OrderQtyData	N	Conditionally required when the multileg order is not for a FX Swap, or any other swaps or multilegged transaction where having OrderQty(38) is irrelevant as the amounts are expressed in the LegOrderQty(685).
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	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	CommissionData	N
Component	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	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
Component	PegInstructions	N	Insert here the set of PegInstruction fields defined in Common Components of Application Messages
Component	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	StrategyParametersGrp	N	Strategy parameter block
1190	RiskFreeRate	N
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	StandardTrailer	Y

MultilegOrderCancelReplace Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = AC
37	OrderID	N	Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN).
2422	OrderRequestID	N	Required if provided on the order being replaced (or cancelled). Echo back the value provided by the requester.
41	OrigClOrdID	N	ClOrdID of the previous order (NOT the initial order of the day) when canceling or replacing an order. Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID.
11	ClOrdID	N	Unique identifier of replacement order as assigned by institution or by the intermediary with closest association with the investor. Note that this identifier will be used in ClOrdID field of the Cancel Reject message if the replacement request is rejected.
526	SecondaryClOrdID	N
583	ClOrdLinkID	N
586	OrigOrdModTime	N
Component	Parties	N	This is party information related to the submitter of the request.
Component	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	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	ValueChecksGrp	N
Component	MatchingInstructions	N
2362	SelfMatchPreventionID	N	May be used as an alternative to MatchingInstructions when the identifier does not appear in another field.
2964	SelfMatchPreventionInstruction	N
Component	DisplayInstruction	N
Component	DisclosureInstructionGrp	N	Specifies instructions to disclose certain order level information in market data.
1300	MarketSegmentID	N
100	ExDestination	N
1133	ExDestinationIDSource	N
2704	ExDestinationType	N
Component	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	Instrument	N
Component	UndInstrmtGrp	N	Number of underlyings
140	PrevClosePx	N	Useful for verifying security identification
1069	SwapPoints	N
Component	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	OrderQtyData	N	Conditionally required when the OrderQtyData component is specified in the NewOrderMultileg(35=AB) message.
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	TriggeringInstruction	N	Insert here the set of TriggeringInstruction fields defined in common components of application messages
15	Currency	N
2897	CurrencyCodeSource	N
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)
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	CommissionData	N
Component	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	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
Component	PegInstructions	N	Insert here the set of PegInstruction fields defined in Common Components of Application Messages
Component	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	StrategyParametersGrp	N	Strategy parameter block
1190	RiskFreeRate	N
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
522	OwnerType	N
2679	OrderOwnershipIndicator	N	Can be used to request change of order ownership.
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	StandardTrailer	Y

Components

PreAllocMlegGrp

Tag	Name	Req’d	Description
78	NoAllocs	N
→79	AllocAccount	N	Required if NoAllocs > 0. Must be first field in repeating group.
→661	AllocAcctIDSource	N
→736	AllocSettlCurrency	N
→2927	AllocSettlCurrencyCodeSource	N
→467	IndividualAllocID	N
→2727	AllocLegRefID	N
→Component	NestedParties3	N	Insert here the set of NestedParties3 (firm identification nested within additional repeating group) fields defined in Common Components of Application Messages
→80	AllocQty	N
→1752	CustodialLotID	N	Only used for specific lot trades.
→1753	VersusPurchaseDate	N	Only used for specific lot trades. If this field is used, either VersusPurchasePrice(1754) or CurrentCostBasis(1755) should be specified.
→1754	VersusPurchasePrice	N	Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified.
→1755	CurrentCostBasis	N	Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified

Appendix – OrderMassHandling Category

Messages

OrderMassStatusRequest Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = AF
584	MassStatusReqID	Y	Unique ID of mass status request as assigned by the institution.
585	MassStatusReqType	Y
Component	Parties	N	Insert here the set of Parties (firm identification) fields defined in Common Components of Application Messages
Component	TargetParties	N	Can be used to specify the parties to whom the Order Mass Status Request should apply.
1	Account	N	Account
660	AcctIDSource	N
336	TradingSessionID	N	Trading Session
625	TradingSessionSubID	N
Component	Instrument	N	Insert here the set of Instrument (symbology) fields defined in Common Components of Application Messages
Component	UnderlyingInstrument	N	Insert here the set of UnderlyingInstrument (underlying symbology) fields defined in Common Components of Application Messages
54	Side	N	Optional qualifier used to indicate the side of the market for which orders will be returned.
Component	StandardTrailer	Y

OrderMassActionReport Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = BZ
11	ClOrdID	N	ClOrdID provided on the Order Mass Action Request.
526	SecondaryClOrdID	N
1369	MassActionReportID	Y	Unique Identifier for the Order Mass Action Report
1373	MassActionType	Y	Order Mass Action Request Type accepted by the system
1374	MassActionScope	Y	Specifies the scope of the action
2675	MassActionReason	N	Specifies the reason for the action taken.
1375	MassActionResponse	Y	Indicates the action taken by the counterparty order handling system as a result of the Action Request.
1376	MassActionRejectReason	N	Indicates why Order Mass Action Request was rejected Required if MassActionResponse(1375) = 0 (Rejected).
533	TotalAffectedOrders	N	Optional field used to indicate the total number of orders affected by the Order Mass Action Request
2678	TotalNotAffectedOrders	N	Optional field used to indicate the total number of orders within the scope but not affected by the OrderMassActionRequest(35=CA).
893	LastFragment	N	Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
Component	AffectedOrdGrp	N	List of orders affected by the Order Mass Action Request.
Component	NotAffectedOrdGrp	N	List of orders not affected by the Order Mass Action Request.
Component	AffectedMarketSegmentGrp	N	List of market segments affected by the Order Mass Action Request. Should only be used when request uses TargetMarketSegmentGrp component.
Component	NotAffectedMarketSegmentGrp	N	List of market segments not affected by the Order Mass Action Request. Should only be used when request uses TargetMarketSegmentGrp component.
1301	MarketID	N	MarketID for which orders are to be affected
1300	MarketSegmentID	N	MarketSegmentID for which orders are to be affected. Mutually exclusive with TargetMarketSegmentGrp component.
Component	TargetMarketSegmentGrp	N	Mutually exclusive with MarketSegmentID(1300).
336	TradingSessionID	N	TradingSessionID for which orders are to be affected
625	TradingSessionSubID	N	TradingSessionSubID for which orders are to be affected
Component	Parties	N
Component	TargetParties	N	Should be populated with the values provided on the associated OrderMassActionRequest(MsgType=CA).
Component	Instrument	N
Component	UnderlyingInstrument	N
54	Side	N	Side of the market specified on the Order Mass Action Request
44	Price	N
60	TransactTime	N	Time this report was initiated/released by the sells-side (broker, exchange, ECN) or sell-side executing system.
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.
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.
Component	StandardTrailer	Y

OrderMassActionRequest Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = CA
11	ClOrdID	Y	Unique ID of Order Mass Action Request as assigned by the institution.
526	SecondaryClOrdID	N
1373	MassActionType	Y	Specifies the type of action requested
1374	MassActionScope	Y	Specifies the scope of the action
2675	MassActionReason	N	Specifies the reason for the action requested.
1301	MarketID	N	MarketID for which orders are to be affected
1300	MarketSegmentID	N	MarketSegmentID for which orders are to be affected. Mutually exclusive with TargetMarketSegmentGrp component.
Component	TargetMarketSegmentGrp	N	List of market segments for which orders are to be affected. Mutually exclusive with MarketSegmentID(1300).
336	TradingSessionID	N	Trading Session in which orders are to be affected
625	TradingSessionSubID	N
Component	Parties	N
Component	TargetParties	N	Can be used to specify the parties to whom the Order Mass Action should apply.
Component	Instrument	N
Component	UnderlyingInstrument	N
54	Side	N	Can be used to filter for orders of a single instrument.
44	Price	N	Can be used to filter for orders of a single instrument.
60	TransactTime	Y
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.
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.
Component	StandardTrailer	Y

MassOrder Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType=DJ
2423	MassOrderRequestID	Y
2427	OrderResponseLevel	N
1301	MarketID	N
1300	MarketSegmentID	N
Component	Parties	N	This is party information related to the submitter.
1815	TradingCapacity	N
1816	ClearingAccountType	N
1	Account	N
660	AcctIDSource	N
581	AccountType	N
528	OrderCapacity	N
529	OrderRestrictions	N
582	CustOrderCapacity	N
1028	ManualOrderIndicator	N
1031	CustOrderHandlingInst	N
60	TransactTime	N
58	Text	N
354	EncodedTextLen	N	Must be set if EncodedText(355) field is specified and must immediately precede it.
355	EncodedText	N	Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field.
1685	ThrottleInst	N
2432	TotNoOrderEntries	N	Used to support fragmentation. Sum of NoOrderEntries(2428) within the OrderEntryGrp across all messages with the same MassOrderRequestID(2423).
893	LastFragment	N	Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
Component	OrderEntryGrp	Y
Component	StandardTrailer	Y

MassOrderAck Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType=DK
Component	ApplicationSequenceControl	N	For use in drop copy applications. NOT FOR USE in transactional applications.
2423	MassOrderRequestID	N
2424	MassOrderReportID	N
2425	MassOrderRequestStatus	Y	Message level request status
2426	MassOrderRequestResult	N	Message level request result
2427	OrderResponseLevel	N	Level of response requested from receiver of MassOrder (35=DJ) message.
1328	RejectText	N
1664	EncodedRejectTextLen	N	Must be set if EncodedRejectText(1665) field is specified and must immediately precede it.
1665	EncodedRejectText	N	Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field.
1301	MarketID	N
1300	MarketSegmentID	N
Component	Parties	N
1815	TradingCapacity	Y
1816	ClearingAccountType	N
1	Account	N
660	AcctIDSource	N
581	AccountType	N
528	OrderCapacity	N
529	OrderRestrictions	N
582	CustOrderCapacity	N
1028	ManualOrderIndicator	N
1031	CustOrderHandlingInst	N
60	TransactTime	N
58	Text	N
354	EncodedTextLen	N	Must be set if EncodedRejectText(355) field is specified and must immediately precede it.
355	EncodedText	N	Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field.
797	CopyMsgIndicator	N
2432	TotNoOrderEntries	N	Used to support fragmentation. Sum of NoOrderEntries(2428) within the OrderEntryAckGrp across all messages with the same MassOrderRequestID(2423).
893	LastFragment	N	Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
Component	ThrottleResponse	N
Component	OrderEntryAckGrp	N
Component	StandardTrailer	Y

OrderMassCancelRequest Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = q (lowercase Q)
11	ClOrdID	Y	Unique ID of Order Mass Cancel Request as assigned by the institution.
526	SecondaryClOrdID	N
530	MassCancelRequestType	Y	Specifies the type of cancellation requested
336	TradingSessionID	N	Trading Session in which orders are to be canceled
625	TradingSessionSubID	N
Component	Parties	N	Insert here the set of Parties (firm identification) fields defined in common components of application messages
Component	TargetParties	N	Can be used to specify the parties to whom the Order Mass Cancel should apply.
Component	Instrument	N	Insert here the set of Instrument (symbology) fields defined in Common Components of Application Messages
Component	UnderlyingInstrument	N	Insert here the set of UnderlyingInstrument (underlying symbology) fields defined in Common Components of Application Messages
1301	MarketID	N	Required for MassCancelRequestType = 8 (Cancel orders for a market)
1300	MarketSegmentID	N	Required for MassCancelRequestType = 9 (Cancel orders for a market segment)
54	Side	N	Optional qualifier used to indicate the side of the market for which orders are to be canceled. Absence of this field indicates that orders are to be canceled regardless of side.
60	TransactTime	Y	Time this order request was initiated/released by the trader or trading system.
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.
Component	StandardTrailer	Y

OrderMassCancelReport Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = r (lowercase R)
11	ClOrdID	N	ClOrdID provided on the Order Mass Cancel Request. Unavailable in case of an unsolicited report, such as after a trading halt or a corporate action requiring the deletion of outstanding orders.
526	SecondaryClOrdID	N
1369	MassActionReportID	Y	Unique Identifier for the Order Mass Cancel Report assigned by the recipient of the Order Mass Cancel Request
530	MassCancelRequestType	Y	Order Mass Cancel Request Type accepted by the system
531	MassCancelResponse	Y	Indicates the action taken by the counterparty order handling system as a result of the Cancel Request 0 – Indicates Order Mass Cancel Request was rejected.
532	MassCancelRejectReason	N	Indicates why Order Mass Cancel Request was rejected Required if MassCancelResponse = 0
533	TotalAffectedOrders	N	Optional field used to indicate the total number of orders affected by the Order Mass Cancel Request
Component	AffectedOrdGrp	N	List of orders affected by the Order Mass Cancel Request
Component	NotAffectedOrdGrp	N	List of orders not affected by Order Mass Cancel Request.
336	TradingSessionID	N	Trading Session in which orders are to be canceled
625	TradingSessionSubID	N
Component	Parties	N	Insert here the set of Parties (firm identification) fields defined in common components of application messages
Component	TargetParties	N	Should be populated with the values provided on the associated OrderMassCancelRequest(MsgType=Q).
Component	Instrument	N	Insert here the set of Instrument (symbology) fields defined in Common Components of Application Messages
Component	UnderlyingInstrument	N	Insert here the set of UnderlyingInstrument (underlying symbology) fields defined in Common Components of Application Messages
1301	MarketID	N
1300	MarketSegmentID	N
54	Side	N	Side of the market specified on the Order Mass Cancel Request
60	TransactTime	N	Time this report was initiated/released by the sells-side (broker, exchange, ECN) or sell-side executing system.
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.
Component	StandardTrailer	Y

Components

AffectedMarketSegmentGrp

Tag	Name	Req’d	Description
1791	NoAffectedMarketSegments	N
→1792	AffectedMarketSegmentID	N	Required when NoAffectedMarketSegments(1791) > 0.

AffectedOrdGrp

Tag	Name	Req’d	Description
534	NoAffectedOrders	N
→1824	AffectedOrigClOrdID	N	Required if NoAffectedOrders(534) > 0. Indicates the client order id of an order affected by this request. If order(s) were manually delivered (or otherwise not delivered over FIX and not assigned a ClOrdID(11)) this field should contain string MANUAL.
→535	AffectedOrderID	N	Contains the OrderID(37) assigned by the counterparty of an affected order. Conditionally required when AffectedOrigClOrdID(1824) = MANUAL.
→536	AffectedSecondaryOrderID	N	Contains the SecondaryOrderID(198) assigned by the counterparty of an affected order.

NotAffectedMarketSegmentGrp

Tag	Name	Req’d	Description
1793	NoNotAffectedMarketSegments	N
→1794	NotAffectedMarketSegmentID	N	Required when NoNotAffectedMarketSegments(1793) > 0.

NotAffectedOrdGrp

Tag	Name	Req’d	Description
1370	NoNotAffectedOrders	N
→1372	NotAffOrigClOrdID	N	Required if NoNotAffectedOrders(1370) > 0 and must be the first repeating field in the group. Indicates the client order identifier of an order not affected by the request. If order(s) were manually delivered (or otherwise not delivered over FIX and not assigned a ClOrdID(11)) this field should contain string MANUAL.
→1371	NotAffectedOrderID	N	Contains the OrderID(37) assigned by the counterparty of an unaffected order. Not required as part of the repeating group if NotAffOrigClOrdID(1372) has a value other than MANUAL.
→1825	NotAffSecondaryOrderID	N	Contains the SecondaryOrderID(198) assigned by the counterparty of an unaffected order. Not required as part of the repeating group.
→2677	NotAffectedReason	N	Can be used to provide a reason for excluding this order from the scope of the mass action.

OrderEntryAckGrp

Tag	Name	Req’d	Description
2428	NoOrderEntries	N
→39	OrdStatus	N	Required if NoOrderEntries(2428) > 0.
→150	ExecType	N	Required if NoOrderEntries(2428) > 0.
→2431	ExecTypeReason	N
→2429	OrderEntryAction	N
→2430	OrderEntryID	N	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	ClOrdID(11) of the previous non rejected order (NOT the initial order of the day) when canceling or replacing an order. Conditionally required when ClOrdID(11) is provided and message-chaining model is used.
→37	OrderID	N	Conditionally required when neither OrderEntryID(2430) nor ClOrdID(11) is provided.
→103	OrdRejReason	N
→14	CumQty	N	Use to explicitly provide executed quantity.
→151	LeavesQty	N	Use to explicitly provide remaining quantity.
→84	CxlQty	N	Use to explicitly provide cancelled quantity.
→40	OrdType	N
→44	Price	N
→54	Side	N
→59	TimeInForce	N
→Component	OrderQtyData	N
→Component	Instrument	N

OrderEntryGrp

Tag	Name	Req’d	Description
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	OrderQtyData	N	Conditionally required when OrderEntryAction(2429) = 1 (Add) or 2 (Modify)
→Component	Instrument	N	Required if NoOrderEntries(2432) > 0.

TargetMarketSegmentGrp

Tag	Name	Req’d	Description
1789	NoTargetMarketSegments	N
→1790	TargetMarketSegmentID	N	Required when NoTargetMarketSegments(1789) > 0.

Appendix – ProgramTrading Category

Messages

NewOrderList Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = E
66	ListID	Y	Must be unique, by customer, for the day
390	BidID	N	Should refer to an earlier program if bidding took place.
391	ClientBidID	N
414	ProgRptReqs	N
394	BidType	Y	e.g. Non Disclosed Model, Disclosed Model, No Bidding Process
415	ProgPeriodInterval	N
480	CancellationRights	N	For CIV – Optional
481	MoneyLaunderingStatus	N
513	RegistID	N	Reference to Registration Instructions message applicable to all Orders in this List.
433	ListExecInstType	N	Controls when execution should begin For CIV Orders indicates order of execution.
69	ListExecInst	N	Free-form text.
1385	ContingencyType	N	Used for contingency orders.
352	EncodedListExecInstLen	N	Must be set if EncodedListExecInst field is specified and must immediately precede it.
353	EncodedListExecInst	N	Encoded (non-ASCII characters) representation of the ListExecInst field in the encoded format specified via the MessageEncoding field.
765	AllowableOneSidednessPct	N	The maximum percentage that execution of one side of a program trade can exceed execution of the other.
766	AllowableOneSidednessValue	N	The maximum amount that execution of one side of a program trade can exceed execution of the other.
767	AllowableOneSidednessCurr	N	The currency that AllowableOneSidedness is expressed in if AllowableOneSidednessValue is used.
2401	ListManualOrderIndicator	N
68	TotNoOrders	Y	Used to support fragmentation. Sum of NoOrders across all messages with the same ListID.
893	LastFragment	N	Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
Component	RootParties	N	Insert here the set of Root Parties fields defined in common components of application messages Used for acting parties that applies to the whole message, not individual orders.
Component	ListOrdGrp	Y	Number of orders in this message (number of repeating groups to follow)
1685	ThrottleInst	N
Component	StandardTrailer	Y

ListCancelRequest Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = K
66	ListID	Y
Component	Parties	N	Insert here the set of Parties (firm identification) fields defined in common components of application messages
60	TransactTime	Y	Time this order request was initiated/released by the trader or trading system.
229	TradeOriginationDate	N
75	TradeDate	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.
Component	StandardTrailer	Y

ListExecute Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = L
66	ListID	Y	Must be unique, by customer, for the day
391	ClientBidID	N	Used with BidType=Disclosed to provide the sell side the ability to determine the direction of the trade to execute.
390	BidID	N
60	TransactTime	Y	Time this order request was initiated/released by the trader or trading system.
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.
Component	StandardTrailer	Y

ListStatusRequest Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = M
66	ListID	Y
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.
Component	StandardTrailer	Y

ListStatus Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = N
66	ListID	Y
429	ListStatusType	Y
82	NoRpts	Y	Total number of messages required to status complete list.
431	ListOrderStatus	Y
1385	ContingencyType	N
1386	ListRejectReason	N
83	RptSeq	Y	Sequence number of this report message.
444	ListStatusText	N
445	EncodedListStatusTextLen	N	Must be set if EncodedListStatusText field is specified and must immediately precede it.
446	EncodedListStatusText	N	Encoded (non-ASCII characters) representation of the ListStatusText field in the encoded format specified via the MessageEncoding field.
60	TransactTime	N
68	TotNoOrders	Y	Used to support fragmentation. Sum of NoOrders across all messages with the same ListID.
893	LastFragment	N	Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
Component	OrdListStatGrp	Y	Number of orders statused in this message, i.e. number of repeating groups to follow.
Component	StandardTrailer	Y

BidRequest Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = k (lowercase)
390	BidID	N	Required to relate the bid response
391	ClientBidID	Y
374	BidRequestTransType	Y	Identifies the Bid Request message transaction type
392	ListName	N
393	TotNoRelatedSym	Y
394	BidType	Y	e.g. Non Disclosed, Disclosed, No Bidding Process
395	NumTickets	N	Total number of tickets/allocations assuming fully executed
15	Currency	N	Used to represent the currency of monetary amounts.
2897	CurrencyCodeSource	N
396	SideValue1	N	Expressed in Currency
397	SideValue2	N	Expressed in Currency
Component	BidDescReqGrp	N	Used if BidType=Non Disclosed
Component	BidCompReqGrp	N	Used if BidType=Disclosed
409	LiquidityIndType	N
410	WtAverageLiquidity	N	Overall weighted average liquidity expressed as a % of average daily volume
411	ExchangeForPhysical	N
412	OutMainCntryUIndex	N	% value of stocks outside main country in Currency
413	CrossPercent	N	% of program that crosses in Currency
414	ProgRptReqs	N
415	ProgPeriodInterval	N	Time in minutes between each ListStatus report sent by SellSide. Zero means don’t send status.
416	IncTaxInd	N	Net/Gross
121	ForexReq	N	Is foreign exchange required
417	NumBidders	N	Indicates the total number of bidders on the list
75	TradeDate	N
418	BidTradeType	Y
419	BasisPxType	Y
443	StrikeTime	N	Used when BasisPxType = C
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.
Component	StandardTrailer	Y

BidResponse Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = l (lowercase L)
390	BidID	N
391	ClientBidID	N
Component	BidCompRspGrp	Y	Number of bid repeating groups
Component	StandardTrailer	Y

ListStrikePrice Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = m (lowercase)
66	ListID	Y
422	TotNoStrikes	Y	Used to support fragmentation. Sum of NoStrikes across all messages with the same ListID.
893	LastFragment	N	Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
Component	InstrmtStrkPxGrp	Y	Number of strike price entries
Component	StandardTrailer	Y

Components

BidCompReqGrp

Tag	Name	Req’d	Description
420	NoBidComponents	N
→66	ListID	N	Required if NoBidComponents > 0. Must be first field in repeating group.
→54	Side	N	When used in request for a Disclosed bid indicates that bid is required on assumption that SideValue1 is Buy or Sell. SideValue2 can be derived by inference.
→336	TradingSessionID	N	Indicates off-exchange type activities for Detail.
→625	TradingSessionSubID	N
→430	NetGrossInd	N	Indicates Net or Gross for selling Detail.
→63	SettlType	N
→64	SettlDate	N	Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values.
→1	Account	N
→660	AcctIDSource	N

BidCompRspGrp

Tag	Name	Req’d	Description
420	NoBidComponents	N
→Component	CommissionData	Y	First element Commission required if NoBidComponents > 0.
→66	ListID	N
→421	Country	N	ISO Country Code
→54	Side	N	When used in response to a Disclosed request indicates whether SideValue1 is Buy or Sell. SideValue2 can be derived by inference.
→44	Price	N	Second element of price
→423	PriceType	N
→406	FairValue	N	The difference between the value of a future and the value of the underlying equities after allowing for the discounted cash flows associated with the underlying stocks (E.g. Dividends etc).
→430	NetGrossInd	N	Net/Gross
→63	SettlType	N
→64	SettlDate	N	Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values.
→336	TradingSessionID	N
→625	TradingSessionSubID	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.

BidDescReqGrp

Tag	Name	Req’d	Description
398	NoBidDescriptors	N
→399	BidDescriptorType	N	Required if NoBidDescriptors > 0. Must be first field in repeating group.
→400	BidDescriptor	N
→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.
→404	LiquidityValue	N	Value between LiquidityPctLow and LiquidityPctHigh in Currency
→441	LiquidityNumSecurities	N	Number of Securites between LiquidityPctLow and LiquidityPctHigh in Currency
→402	LiquidityPctLow	N	Liquidity indicator or lower limit if LiquidityNumSecurities > 1
→403	LiquidityPctHigh	N	Upper liquidity indicator if LiquidityNumSecurities > 1
→405	EFPTrackingError	N	Eg Used in EFP (Exchange For Physical) trades 12%
→406	FairValue	N	Used in EFP trades
→407	OutsideIndexPct	N	Used in EFP trades
→408	ValueOfFutures	N	Used in EFP trades

InstrmtStrkPxGrp

Tag	Name	Req’d	Description
428	NoStrikes	N
→Component	Instrument	Y	Insert here the set of Instrument (symbology) fields defined in Common Components of Application Messages Required if NoStrikes > 0. Must be first field in repeating group.
→Component	UndInstrmtGrp	N	Underlying Instruments
→140	PrevClosePx	N	Useful for verifying security identification
→11	ClOrdID	N	Can use client order identifier or the symbol and side to uniquely identify the stock in the list.
→526	SecondaryClOrdID	N
→54	Side	N
→44	Price	N
→15	Currency	N
→2897	CurrencyCodeSource	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.

ListOrdGrp

Tag	Name	Req’d	Description
73	NoOrders	N
→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	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	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
→1089	MatchIncrement	N
→1090	MaxPriceLevels	N
→Component	DisplayInstruction	N	Insert here the set of DisplayInstruction fields defined in common components of application messages
→100	ExDestination	N
→1133	ExDestinationIDSource	N
→Component	TrdgSesGrp	N
→81	ProcessCode	N
→Component	Instrument	Y	Insert here the set of Instrument (symbology) fields defined in Common Components of Application Messages
→Component	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.
→2102	ShortMarkingExemptIndicator	N
→1688	ShortSaleExemptionReason	N	Available for optional use when Side(54) = 6(Sell short exempt).
→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	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	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
→1092	PriceProtectionScope	N
→99	StopPx	N
→Component	TriggeringInstruction	N	Insert here the set of TriggeringInstruction fields defined in common components of application messages
→Component	SpreadOrBenchmarkCurveData	N	Insert here the set of SpreadOrBenchmarkCurveData (Fixed Income spread or benchmark curve) fields defined in Common Components of Application Messages
→Component	YieldData	N	Insert here the set of YieldData (yield-related) fields defined in Common Components of Application Messages
→15	Currency	N
→2897	CurrencyCodeSource	N
→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.
→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
→1629	ExposureDuration	N	Conditionally required when TimeInForce(59)=10 (Good for Time)
→1916	ExposureDurationUnit	N
→Component	CommissionData	N
→Component	CommissionDataGrp	N	Use as an alternative to CommissionData if multiple commissions or enhanced attributes are needed.
→528	OrderCapacity	N
→529	OrderRestrictions	N
→1091	PreTradeAnonymity	N
→582	CustOrderCapacity	N
→Component	OrderAttributeGrp	N
→121	ForexReq	N
→120	SettlCurrency	N
→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.
→77	PositionEffect	N
→203	CoveredOrUncovered	N
→Component	PegInstructions	N	Insert here the set of PegInstruction fields defined in Common Components of Application Messages
→Component	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	StrategyParametersGrp	N	Strategy parameter block
→494	Designation	N	Supplementary registration information for this Order within the List
→1028	ManualOrderIndicator	N

OrdListStatGrp

Tag	Name	Req’d	Description
73	NoOrders	N
→11	ClOrdID	N	Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID.
→37	OrderID	N
→526	SecondaryClOrdID	N
→14	CumQty	Y
→39	OrdStatus	Y
→636	WorkingIndicator	N	For optional use with OrdStatus = 0 (New)
→151	LeavesQty	Y	Quantity open for further execution. LeavesQty = OrderQty – CumQty.
→84	CxlQty	Y
→6	AvgPx	Y
→103	OrdRejReason	N	Used if the order is rejected
→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.

Appendix – SingleGeneralOrderHandling Category

Messages

ExecutionReport Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = 8
Component	ApplicationSequenceControl	N	For use in drop copy applications. NOT FOR USE in transactional applications.
37	OrderID	Y	OrderID is required to be unique for each chain of orders.
2422	OrderRequestID	N	Required if provided on the order message. Echo back the value provided in the order message.
2423	MassOrderRequestID	N	Can be used to link execution to the MassOrder(35=DJ) message.
198	SecondaryOrderID	N	Can be used to provide order id used by exchange or executing system. Can alternatively be used to convey implicit order priority.
526	SecondaryClOrdID	N
527	SecondaryExecID	N
11	ClOrdID	N	Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID(11). In the case of quotes can be mapped to: – QuoteID(117) of a single Quote(35=S) – QuoteEntryID(299) of a MassQuote(35=i) – BidID(390) or OfferID(1867) of a two-sided Quote(35=S) – MassOrderReportID(2424) of a MassOrderAck(35=DK)
1166	QuoteMsgID	N	In the case of quotes can be mapped to: o QuoteMsgID(1166) of a single Quote(35=S) o QuoteID(117) of a MassQuote(35=i)
41	OrigClOrdID	N	Conditionally required for response to a Cancel or Cancel/Replace request (ExecType(150) = 6 (Pending Cancel, 5 (Replaced), or 4 (Canceled)) when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID(11). ClOrdID(11) of the previous accepted order (NOT the initial order of the day) when canceling or replacing an order.
583	ClOrdLinkID	N
278	MDEntryID	N	Reference to the MDEntryID(278) of this order or quote in the market data.
693	QuoteRespID	N	Required if responding to a QuoteResponse(35=AJ) message. Echo back the Initiator’s value specified in the message.
790	OrdStatusReqID	N	Required if responding to and if provided on the OrderStatusRequest(35=H) message. Echo back the value provided by the requester.
584	MassStatusReqID	N	Required if responding to a OrderMassStatusRequest(35=AF). Echo back the value provided by the requester.
961	HostCrossID	N	Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs
911	TotNumReports	N	Can be used when responding to an OrderMassStatusRequest(35=AF) to identify the total number of ExecutionReport(35=8) messages which will be returned.
912	LastRptRequested	N	Can be used when responding to an OrderMassStatusRequest(35=AF) to indicate that this is the last ExecutionReport(35=8) messages which will be returned as a result of the request.
Component	Parties	N	Specifies party information related to the submitter.
Component	TargetParties	N	Specifies parties not directly associated with or owning the order, who are to be informed to effect processing of the order.
229	TradeOriginationDate	N
Component	ContraGrp	N
66	ListID	N	Required for executions against orders which were submitted as part of a list.
548	CrossID	N	CrossID for the replacement order
551	OrigCrossID	N	Must match original cross order. Same order chaining mechanism as ClOrdID(11)/OrigClOrdID(41) with OrderCancelReplaceRequest(35=G).
549	CrossType	N
2334	RefRiskLimitCheckID	N
2335	RefRiskLimitCheckIDType	N	Conditionally required when RefRiskLimitCheckID(2334) is specified.
880	TrdMatchID	N
1891	TrdMatchSubID	N
17	ExecID	Y	Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) for ExecType(150) = I (Order Status)).
19	ExecRefID	N	Required for ExecType(150) = H (Trade Cancel) and ExecType(150) = G (Trade Correct).
150	ExecType	Y	Describes the purpose of the execution report.
2431	ExecTypeReason	N	Can be used to provide further detail for ExecType(150) field.
39	OrdStatus	Y	Describes the current state of a CHAIN of orders, same scope as OrderQty, CumQty, LeavesQty, and AvgPx
636	WorkingIndicator	N	For optional use with OrdStatus = 0 (New)
2838	CurrentWorkingPrice	N
103	OrdRejReason	N	For optional use with ExecType = 8 (Rejected)
1328	RejectText	N	Reason description for rejecting the transaction request.
1664	EncodedRejectTextLen	N	Must be set if EncodedRejectText(1665) field is specified and must immediately precede it.
1665	EncodedRejectText	N	Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field.
378	ExecRestatementReason	N	Required for ExecType = D (Restated).
2961	AnonymousTradeIndicator	N
2667	AlgorithmicTradeIndicator	N
828	TrdType	N
829	TrdSubType	N
855	SecondaryTrdType	N
2347	RegulatoryTransactionType	N
Component	RegulatoryTradeIDGrp	N
570	PreviouslyReported	N
2524	TradeReportingIndicator	N	May be used to bilaterally inform counterparty of trade reporting status.
1	Account	N	Required for executions against electronically submitted orders which were assigned an account by the institution or intermediary
660	AcctIDSource	N
581	AccountType	N	Specifies type of account
589	DayBookingInst	N
590	BookingUnit	N
591	PreallocMethod	N
70	AllocID	N
Component	PreAllocGrp	N	Pre-trade allocation instructions.
63	SettlType	N
64	SettlDate	N	Takes precedence over SettlType value and conditionally required/omitted for specific SettleType values. Required for NDFs to specify the value date.
574	MatchType	N
1115	OrderCategory	N
544	CashMargin	N
635	ClearingFeeIndicator	N
Component	Instrument	Y
Component	FinancingDetails	N
Component	UndInstrmtGrp	N	Number of underlyings
Component	PaymentGrp	N
54	Side	Y
2102	ShortMarkingExemptIndicator	N
1688	ShortSaleExemptionReason	N	Available for optional use when Side(54) = 6(Sell short exempt).
Component	Stipulations	N
854	QtyType	N
Component	OrderQtyData	N	Conditionally required when the OrderQtyData component is required or specified in a prior, related message. For example, when used in a work flow including a NewOrderSingle(35=D) or NewOrderCross(35=s) message, the OrderQtyData component is a required component in these messages and thus the component is required here. When the OrderQtyData component is optional in a related message, such as the NewOrderMultileg(35=AB), the component is required here when specified in the prior, related NewOrderMultileg(35=AB) message.
1093	LotType	N
40	OrdType	N
423	PriceType	N
Component	PriceQualifierGrp	N
44	Price	N	Required if specified on the order
1092	PriceProtectionScope	N
99	StopPx	N	Required if specified on the order
Component	TriggeringInstruction	N
1823	Triggered	N
Component	PegInstructions	N
Component	DiscretionInstructions	N
839	PeggedPrice	N	The current price the order is pegged at
1095	PeggedRefPrice	N	The reference price of a pegged order.
845	DiscretionPrice	N	The current discretionary price of the order
1740	TradePriceNegotiationMethod	N
1742	UpfrontPrice	N	Required if specified on the order
1741	UpfrontPriceType	N
847	TargetStrategy	N	The target strategy of the order
Component	StrategyParametersGrp	N	Strategy parameter block
850	TargetStrategyPerformance	N	For communication of the performance of the order versus the target strategy
15	Currency	N
2897	CurrencyCodeSource	N
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
59	TimeInForce	N	Absence of this field indicates Day order
168	EffectiveTime	N	Time specified on the order at which the order should be considered valid
432	ExpireDate	N	Conditionally required if TimeInForce(59) = 6 (GTD) and ExpireTime(126) is not specified.
126	ExpireTime	N	Conditionally required if TimeInForce(59) = 6 (GTD) and ExpireDate(432) is not specified.
1629	ExposureDuration	N	Conditionally required when TimeInForce(59)=10 (Good for Time)
1916	ExposureDurationUnit	N
18	ExecInst	N	Can contain multiple instructions, space delimited.
1805	AuctionInstruction	N
1057	AggressorIndicator	N
528	OrderCapacity	N
529	OrderRestrictions	N
1815	TradingCapacity	N
1934	RegulatoryReportType	N
1091	PreTradeAnonymity	N
1390	TradePublishIndicator	N	Applies to trades resulting from the order.
582	CustOrderCapacity	N
Component	OrderAttributeGrp	N
32	LastQty	N	Quantity (e.g. shares) bought/sold on this (last) fill. Required if ExecType(150) = F (Trade) or ExecType(150) = G (Trade Correct) unless FillsGrp or OrderEventGrp is used. If ExecType(150) = 7 (Stopped), represents the quantity stopped/guaranteed/protected for.
1056	CalculatedCcyLastQty	N	Used for FX trades to express the quantity or amount of the other side of the currency. Conditionally required if ExecType(150) = F (Trade) or G (Trade Correct) and is an FX trade.
1071	LastSwapPoints	N	Optionally used when ExecType(150) = F (Trade) or G (Trade Correct) and is a FX Swap trade. Used to express the swap points for the swap trade event.
652	UnderlyingLastQty	N
1828	LastQtyVariance	N
31	LastPx	N	Price of this (last) fill. Required if ExecType(150) = ExecType = F (Trade) or G (Trade Correct) unless FillsGrp or OrderEventGrp or TradePriceCondition(1839)=17 (Price is pending) or 18 (Price is not applicable) is used. Should represent the all-in (LastSpotRate(194) + LastForwardPoints(195)) rate for F/X orders.). If ExecType(150) = 7 (Stopped), represents the price stopped/guaranteed/protected at. Not required for FX Swap when ExecType(150) = F (Trade) or G (Trade Correct) as there is no all-in rate that applies to both legs of the FX Swap.
651	UnderlyingLastPx	N
669	LastParPx	N	Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx(31) is expressed in Yield, Spread, Discount or any other price type that is not percent-of-par.
631	MidPx	N
194	LastSpotRate	N	Applicable for F/X orders
195	LastForwardPoints	N	Applicable for F/X orders
1743	LastUpfrontPrice	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).
2750	ReportingPx	N
2751	ReportingQty	N
30	LastMkt	N	If ExecType(150) = F (Trade), indicates the market where the trade was executed. If ExecType(150) = 0 (New (0), indicates the market where the order was routed.
1430	VenueType	N
1300	MarketSegmentID	N
100	ExDestination	N
1133	ExDestinationIDSource	N
2704	ExDestinationType	N
336	TradingSessionID	N
625	TradingSessionSubID	N
943	TimeBracket	N
29	LastCapacity	N
Component	LimitAmts	N	Insert here the set of LimitAmts fields defined in Common Components
151	LeavesQty	Y	Quantity open for further execution. If the OrdStatus(39) is = 4 (Canceled), 3 (Done For Day), C (Expired), B (Calculated), or 8 (Rejected) (in which case the order is no longer active) then LeavesQty(151) could be 0, otherwise LeavesQty(151) = OrderQty(38) – CumQty(14).
14	CumQty	Y	Currently executed quantity for chain of orders.
84	CxlQty	N	Can be used to specify the remaining quantity that was cancelled prior to order reaching terminal state (i.e. when LeavesQty(151)=0). If specified, OrderQty(38) = CumQty(14) + CxlQty(84).
6	AvgPx	N	Not required for markets where average price is not calculated by the market. Conditionally required otherwise.
424	DayOrderQty	N	For GT orders on days following the day of the first trade.
425	DayCumQty	N	For GT orders on days following the day of the first trade.
426	DayAvgPx	N	For GT orders on days following the day of the first trade.
1361	TotNoFills	N	Used to support fragmentation. Sum of NoFills(1362) across all messages with the same ExecID(17).
893	LastFragment	N	Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
Component	FillsGrp	N	Specifies the partial fills included in this ExecutionReport(35=8), mutually exclusive with OrderEventGrp component.
Component	OrderEventGrp	N	Specifies the order events included in this ExecutionReport(35=8), mutually exclusive with FillsGrp component.
2830	EventInitiatorType	N
427	GTBookingInst	N	States whether executions are booked out or accumulated on a partially filled GT order
75	TradeDate	N	Used when reporting other than current day trades.
60	TransactTime	N	Time the transaction represented by this ExecutionReport(35=8) occurred.
113	ReportToExch	N
Component	CommissionData	N	Note: On a fill/partial-fill message, it represents value for that fill/partial fill. On ExecType(150) = B (Calculated), it represents cumulative value for the order.
Component	CommissionDataGrp	N	Use as an alternative to CommissionData component if multiple commissions or enhanced attributes are needed.
Component	SpreadOrBenchmarkCurveData	N
Component	RelativeValueGrp	N
Component	YieldData	N
381	GrossTradeAmt	N
157	NumDaysInterest	N
230	ExDate	N
158	AccruedInterestRate	N
159	AccruedInterestAmt	N
738	InterestAtMaturity	N	For fixed income products which pay lump-sum interest at maturity.
920	EndAccruedInterestAmt	N	For repurchase agreements the accrued interest on termination.
921	StartCash	N	For repurchase agreements the start (dirty) cash consideration.
922	EndCash	N	For repurchase agreements the end (dirty) cash consideration.
258	TradedFlatSwitch	N
259	BasisFeatureDate	N
260	BasisFeaturePrice	N
238	Concession	N
237	TotalTakedown	N
118	NetMoney	N	On a fill/partial fill message, it represents value for that fill/partial fill. On a ExecType(150) = B (Calculated) message, it represents cumulative value for the order. Value expressed in the currency reflected by the Currency(15) field.
119	SettlCurrAmt	N	Used to report results of forex accommodation trade.
120	SettlCurrency	N	Used to report results of forex accommodation trade. Required for Non-Deliverable Forwards.
2899	SettlCurrencyCodeSource	N
Component	RateSource	N
2795	OffshoreIndicator	N
155	SettlCurrFxRate	N	Foreign exchange rate used to compute SettlCurrAmt(119) from Currency(15) to SettlCurrency(120).
156	SettlCurrFxRateCalc	N	Specifies whether the SettlCurrFxRate(155) should be multiplied or divided.
21	HandlInst	N
110	MinQty	N
1822	MinQtyMethod	N
1089	MatchIncrement	N
1090	MaxPriceLevels	N
2676	MaximumPriceDeviation	N
Component	ValueChecksGrp	N
Component	MatchingInstructions	N
2362	SelfMatchPreventionID	N	May be used as an alternative to MatchingInstructions when the identifier does not appear in another field.
2964	SelfMatchPreventionInstruction	N	May be used to return the self-match prevention instruction provided on the order placement message. Omit for unsolicited cancellations and use ExecRestatementReason(378) to convey the self-match prevention instruction that caused the cancellation.
2523	CrossedIndicator	N
Component	DisplayInstruction	N
Component	DisclosureInstructionGrp	N
1816	ClearingAccountType	N
77	PositionEffect	N	For use in derivatives omnibus accounting
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.
442	MultiLegReportingType	N	Default is a single security if not specified.
1385	ContingencyType	N	For contingency orders, the type of contingency as specified in the order.
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
483	TransBkdTime	N	For CIV – Optional
515	ExecValuationPoint	N	For CIV – Optional
484	ExecPriceType	N	For CIV – Optional
485	ExecPriceAdjustment	N	For CIV – Optional
638	PriorityIndicator	N
639	PriceImprovement	N
851	LastLiquidityInd	N	Applicable only on OrdStatus(39) = 1 of (Partially filled) or 2(Filled).
Component	ContAmtGrp	N
Component	InstrmtLegExecGrp	N	Specifies the leg executions of a multi-leg order or quote.
797	CopyMsgIndicator	N
Component	MiscFeesGrp	N	Required if any miscellaneous fees are reported.
1380	DividendYield	N
1028	ManualOrderIndicator	N
1029	CustDirectedOrder	N
1031	CustOrderHandlingInst	N
1032	OrderHandlingInstSource	N
1724	OrderOrigination	N
2882	ContraOrderOrigination	N	May be used for cross orders submitted with single order messages.
1725	OriginatingDeptID	N
1726	ReceivingDeptID	N
2883	RoutingArrangmentIndicator	N
2884	ContraRoutingArrangmentIndicator	N	May be used for cross orders submitted with single order messages.
2525	AffiliatedFirmsTradeIndicator	N
522	OwnerType	N
2679	OrderOwnershipIndicator	N	Can be used to highlight change of order ownership.
Component	TrdRegTimestamps	N
Component	TrdRegPublicationGrp	N
Component	TradePriceConditionGrp	N
1937	TradeContinuation	N	May be used to indicate the post-execution trade continuation or lifecycle event. This should echo the value in the message that resulted in this report.
2374	TradeContinuationText	N
2372	EncodedTradeContinuationTextLen	N	Must be set if EncodedTradeContinuationText(2371) field is specified and must immediately precede it.
2371	EncodedTradeContinuationText	N	Encoded (non-ASCII characters) representation of the TradeContinuationText(2374) field in the encoded format specified via the MessageEncoding(347) field.
1188	Volatility	N
1189	TimeToExpiration	N
1190	RiskFreeRate	N
811	PriceDelta	N
1917	CoverPrice	N
Component	ThrottleResponse	N
1080	RefOrderID	N
1081	RefOrderIDSource	N
1806	RefClOrdID	N
Component	RelatedOrderGrp	N	May be used to provide a list of orders and their relationship to the order identified in this message.
1803	AuctionType	N
1804	AuctionAllocationPct	N
1808	LockedQty	N
1809	SecondaryLockedQty	N
1807	LockType	N
1810	ReleaseInstruction	N
1811	ReleaseQty	N
1819	RelatedHighPrice	N
1820	RelatedLowPrice	N
1821	RelatedPriceSource	N
Component	StandardTrailer	Y

OrderCancelReject Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = 9
37	OrderID	Y	If CxlRejReason=Unknown order, specify NONE.
2422	OrderRequestID	N	Required if provided on the order cancel or cancel/replace request. Echo back the value provided by the requester.
198	SecondaryOrderID	N	Can be used to provide order id used by exchange or executing system.
526	SecondaryClOrdID	N
11	ClOrdID	Y	Unique order id assigned by institution or by the intermediary with closest association with the investor. to the cancel request or to the replacement order.
583	ClOrdLinkID	N
41	OrigClOrdID	N	ClOrdID(11) which could not be canceled/replaced. ClOrdID of the previous accepted order (NOT the initial order of the day) when canceling or replacing an order. Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID.
39	OrdStatus	Y	OrdStatus value after this cancel reject is applied. If CxlRejReason = Unknown Order, specify Rejected.
636	WorkingIndicator	N	For optional use with OrdStatus = 0 (New)
586	OrigOrdModTime	N
66	ListID	N	Required for rejects against orders which were submitted as part of a list.
1	Account	N
660	AcctIDSource	N
581	AccountType	N
229	TradeOriginationDate	N
75	TradeDate	N
60	TransactTime	N
434	CxlRejResponseTo	Y
102	CxlRejReason	N
1328	RejectText	N	Reason description for rejecting the transaction request.
1664	EncodedRejectTextLen	N	Must be set if EncodedRejectText(1665) field is specified and must immediately precede it.
1665	EncodedRejectText	N	Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field.
100	ExDestination	N
1133	ExDestinationIDSource	N
Component	Parties	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.
Component	StandardTrailer	Y

ExecutionAck Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = BN
37	OrderID	Y
198	SecondaryOrderID	N
11	ClOrdID	N	Conditionally required if the Execution Report message contains a ClOrdID.
1036	ExecAckStatus	Y	Indicates the status of the execution acknowledgement. The received, not yet processed is an optional intermediary status that can be used to notify the counterparty that the Execution Report has been received.
17	ExecID	Y	The ExecID of the Execution Report being acknowledged.
127	DKReason	N	Conditionally required when ExecAckStatus = 2 (Don’t know / Rejected).
Component	Instrument	Y
Component	UndInstrmtGrp	N
Component	InstrmtLegGrp	N
54	Side	Y
Component	OrderQtyData	N	Conditionally required if specified in the ExecutionReport(35=8).
32	LastQty	N	Conditionally required if specified on the Execution Report
31	LastPx	N	Conditionally Required if specified on the Execution Report
423	PriceType	N	Conditionally required if specified on the Execution Report
Component	PriceQualifierGrp	N
669	LastParPx	N	Conditionally required if specified on the Execution Report
14	CumQty	N	Conditionally required if specified on the Execution Report
6	AvgPx	N	Conditionally required if specified on the Execution Report
Component	RegulatoryTradeIDGrp	N
58	Text	N	Conditionally required if DKReason = other
354	EncodedTextLen	N
355	EncodedText	N
Component	StandardTrailer	Y

NewOrderSingle Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = D
11	ClOrdID	Y	Unique identifier of the order as assigned by institution or by the intermediary (CIV term, not a hub/service bureau) with closest association with the investor.
2422	OrderRequestID	N
526	SecondaryClOrdID	N
583	ClOrdLinkID	N
2829	DuplicateClOrdIDIndicator	N
Component	Parties	N	This is party information related to the submitter of the request.
Component	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	Type of account associated with the order (Origin)
589	DayBookingInst	N
590	BookingUnit	N
591	PreallocMethod	N
70	AllocID	N	Used to assign an overall allocation id to the block of preallocations
Component	PreAllocGrp	N	Number of repeating groups for pre-trade allocation
63	SettlType	N	For NDFs either SettlType or SettlDate should be specified.
64	SettlDate	N	Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. For NDFs either SettlType or SettlDate should be specified.
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, W, a, d) must be specified.
1805	AuctionInstruction	N
110	MinQty	N
1822	MinQtyMethod	N
1089	MatchIncrement	N
1090	MaxPriceLevels	N
2676	MaximumPriceDeviation	N
Component	ValueChecksGrp	N
Component	MatchingInstructions	N
2362	SelfMatchPreventionID	N	May be used as an alternative to MatchingInstructions when the identifier does not appear in another field.
2964	SelfMatchPreventionInstruction	N
Component	DisplayInstruction	N
Component	DisclosureInstructionGrp	N	Specifies instructions to disclose certain order level information in market data.
1300	MarketSegmentID	N
100	ExDestination	N
1133	ExDestinationIDSource	N
2704	ExDestinationType	N
Component	TrdgSesGrp	N	Specifies the number of repeating TradingSessionIDs
81	ProcessCode	N	Used to identify soft trades at order entry.
Component	Instrument	Y	Insert here the set of Instrument (symbology) fields defined in Common Components of Application Messages
Component	FinancingDetails	N	Insert here the set of FinancingDetails (symbology) fields defined in Common Components of Application Messages
Component	UndInstrmtGrp	N	Number of underlyings
140	PrevClosePx	N	Useful for verifying security identification
54	Side	Y
2102	ShortMarkingExemptIndicator	N
1688	ShortSaleExemptionReason	N	Available for optional use when Side(54) = 6(Sell short exempt).
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.
Component	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	OrderQtyData	Y
40	OrdType	Y
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.
2838	CurrentWorkingPrice	N	May be used for new (child) orders stemming from the split of a parent order. Refers to the working price of the parent order.
1092	PriceProtectionScope	N
99	StopPx	N	Required for OrdType = Stop or OrdType = Stop limit.
Component	TriggeringInstruction	N	Insert here the set of TriggeringInstruction fields defined in common components of application messages
Component	SpreadOrBenchmarkCurveData	N	Insert here the set of SpreadOrBenchmarkCurveData (Fixed Income spread or benchmark curve) fields defined in Common Components of Application Messages
Component	YieldData	N	Insert here the set of YieldData (yield-related) 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
797	CopyMsgIndicator	N	May be used when intentionally sending an order more than once, e.g. an order being received manually as well as electronically in conjunction with a regulatory requirement to report both events.
23	IOIID	N	Required for Previously Indicated Orders (OrdType=E)
117	QuoteID	N	Required for Previously Quoted Orders (OrdType=D)
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	CommissionData	N
Component	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
1934	RegulatoryReportType	N
1091	PreTradeAnonymity	N
1390	TradePublishIndicator	N	Applies to trades resulting from the order.
582	CustOrderCapacity	N
Component	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. Required for NDFs.
2899	SettlCurrencyCodeSource	N
Component	RateSource	N
2795	OffshoreIndicator	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
Component	PegInstructions	N	Insert here the set of PegInstruction fields defined in Common Components of Application Messages
Component	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	StrategyParametersGrp	N	Strategy parameter block
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
1028	ManualOrderIndicator	N
1029	CustDirectedOrder	N
1031	CustOrderHandlingInst	N
1032	OrderHandlingInstSource	N
1724	OrderOrigination	N
2882	ContraOrderOrigination	N	May be used for cross orders submitted with single order messages.
1725	OriginatingDeptID	N
1726	ReceivingDeptID	N
2883	RoutingArrangmentIndicator	N
2884	ContraRoutingArrangmentIndicator	N	May be used for cross orders submitted with single order messages.
2525	AffiliatedFirmsTradeIndicator	N
522	OwnerType	N
Component	TrdRegTimestamps	N
Component	TrdRegPublicationGrp	N
2524	TradeReportingIndicator	N
1080	RefOrderID	N	Required for counter-order selection / Hit / Take Orders. (OrdType = Q)
1081	RefOrderIDSource	N	Conditionally required if RefOrderID is specified.
1685	ThrottleInst	N
1806	RefClOrdID	N
1803	AuctionType	N	Conditionally required for auction orders
1804	AuctionAllocationPct	N
Component	StandardTrailer	Y

OrderCancelRequest Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = F
2422	OrderRequestID	N	Required if provided on the order being cancelled. Echo back the value provided by the requester.
41	OrigClOrdID	N	ClOrdID(11) of the previous non-rejected order (NOT the initial order of the day) when canceling or replacing an order. Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID
37	OrderID	N	Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN).
11	ClOrdID	Y	Unique ID of cancel request as assigned by the institution.
526	SecondaryClOrdID	N
583	ClOrdLinkID	N
66	ListID	N	Required for List Orders
586	OrigOrdModTime	N
1	Account	N
660	AcctIDSource	N
581	AccountType	N
Component	Parties	N	Insert here the set of Parties (firm identification) fields defined in Common Components of Application Messages
Component	Instrument	Y	Insert here the set of Instrument (symbology) fields defined in Common Components of Application Messages
Component	FinancingDetails	N	Insert here the set of FinancingDetails (symbology) fields defined in Common Components of Application Messages Must match original order
Component	UndInstrmtGrp	N	Number of underlyings
1300	MarketSegmentID	N
100	ExDestination	N	Execution destination when referring to orders that were not electronically submitted over FIX and ClOrdID has not been assigned or is not available to the recipient of the request.
1133	ExDestinationIDSource	N
54	Side	Y
60	TransactTime	Y	Time this order request was initiated/released by the trader or trading system.
Component	OrderQtyData	N	Conditionally required when the OrderQtyData component is required or specified in a prior, related message. For example, when used in a work flow including a NewOrderSingle(35=D) or NewOrderCross(35=s) message, the OrderQtyData component is a required component in these messages and thus the component is required here. When the OrderQtyData component is optional in a related message, such as the NewOrderMultileg(35=AB), the component is required here when specified in the prior, related NewOrderMultileg(35=AB) message.
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.
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.
Component	StandardTrailer	Y

OrderCancelReplaceRequest Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = G
37	OrderID	N	Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN).
2422	OrderRequestID	N	Required if provided on the order being replaced (or cancelled). Echo back the value provided by the requester.
Component	Parties	N	This is party information related to the submitter of the request.
Component	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
41	OrigClOrdID	N	ClOrdID(11) of the previous non rejected order (NOT the initial order of the day) when canceling or replacing an order. Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID
11	ClOrdID	Y	Unique identifier of replacement order as assigned by institution or by the intermediary with closest association with the investor. Note that this identifier will be used in ClOrdID field of the Cancel Reject message if the replacement request is rejected.
526	SecondaryClOrdID	N
583	ClOrdLinkID	N
2829	DuplicateClOrdIDIndicator	N
66	ListID	N	Required for List Orders
586	OrigOrdModTime	N	TransactTime of the last state change that occurred to the original order
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 overall allocation id to the block of preallocations
Component	PreAllocGrp	N	Number of repeating groups for pre-trade allocation
63	SettlType	N	For NDFs either SettlType or SettlDate should be specified.
64	SettlDate	N	Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. For NDFs either SettlType or SettlDate should be specified.
544	CashMargin	N
635	ClearingFeeIndicator	N
21	HandlInst	N
18	ExecInst	N	Can contain multiple instructions, space delimited. Replacement order must be created with new parameters (i.e. original order values will not be brought forward to replacement order unless redefined within this message).
1805	AuctionInstruction	N
110	MinQty	N
1822	MinQtyMethod	N
1089	MatchIncrement	N
1090	MaxPriceLevels	N
2676	MaximumPriceDeviation	N
Component	ValueChecksGrp	N
Component	MatchingInstructions	N
2362	SelfMatchPreventionID	N	May be used as an alternative to MatchingInstructions when the identifier does not appear in another field.
2964	SelfMatchPreventionInstruction	N
Component	DisplayInstruction	N
Component	DisclosureInstructionGrp	N	Specifies instructions to disclose certain order level information in market data.
1300	MarketSegmentID	N
100	ExDestination	N
1133	ExDestinationIDSource	N
2704	ExDestinationType	N
Component	TrdgSesGrp	N	Specifies the number of repeating TradingSessionIDs
Component	Instrument	Y	Insert here the set of Instrument (symbology) fields defined in Common Components of Application Messages Must match original order
Component	FinancingDetails	N	Insert here the set of FinancingDetails (symbology) fields defined in Common Components of Application Messages Must match original order
Component	UndInstrmtGrp	N	Number of underlyings
54	Side	Y	Should match original order’s side, however, if bilaterally agreed to the following groups could potentially be interchanged: Buy and Buy Minus Sell, Sell Plus, Sell Short, and Sell Short Exempt Cross, Cross Short, and Cross Short Exempt
2102	ShortMarkingExemptIndicator	N
1688	ShortSaleExemptionReason	N	Available for optional use when Side(54) = 6(Sell short exempt).
60	TransactTime	Y	Time this order request was initiated/released by the trader or trading system.
Component	Stipulations	N
854	QtyType	N
Component	OrderQtyData	Y	Note: OrderQty(38) value should be the Total Intended Order Quantity (including the amount already executed for this chain of orders).
40	OrdType	Y
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.
2838	CurrentWorkingPrice	N	May be used to correct the initial working price of the parent order when this (child) order was entered.
1092	PriceProtectionScope	N
99	StopPx	N	Required for OrdType = Stop or OrdType = Stop limit.
Component	TriggeringInstruction	N	Insert here the set of TriggeringInstruction fields defined in common components of application messages
Component	SpreadOrBenchmarkCurveData	N	Insert here the set of SpreadOrBenchmarkCurveData (Fixed Income spread or benchmark curve) fields defined in Common Components of Application Messages
Component	YieldData	N	Insert here the set of YieldData (yield-related) fields defined in Common Components of Application Messages
Component	PegInstructions	N	Insert here the set of PegInstruction fields defined in Common Components of Application Messages
Component	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	StrategyParametersGrp	N	Strategy parameter block
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
15	Currency	N	Must match original order.
2897	CurrencyCodeSource	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	CommissionData	N
Component	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	Applies to trades resulting from the order.
582	CustOrderCapacity	N
Component	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. Required for NDFs.
2899	SettlCurrencyCodeSource	N
Component	RateSource	N
2795	OffshoreIndicator	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
114	LocateReqd	N	Required for short sell orders
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
1028	ManualOrderIndicator	N
1029	CustDirectedOrder	N
1031	CustOrderHandlingInst	N
1032	OrderHandlingInstSource	N
1724	OrderOrigination	N
2882	ContraOrderOrigination	N	May be used for cross orders submitted with single order messages.
1725	OriginatingDeptID	N
1726	ReceivingDeptID	N
2883	RoutingArrangmentIndicator	N
2884	ContraRoutingArrangmentIndicator	N	May be used for cross orders submitted with single order messages.
522	OwnerType	N
2679	OrderOwnershipIndicator	N	Can be used to request change of order ownership.
Component	TrdRegTimestamps	N
1685	ThrottleInst	N
1803	AuctionType	N	Conditionally required for auction orders.
1804	AuctionAllocationPct	N
1810	ReleaseInstruction	N
1811	ReleaseQty	N
Component	StandardTrailer	Y

OrderStatusRequest Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = H
37	OrderID	N	Conditionally required if ClOrdID(11) is not provided. Either OrderID or ClOrdID must be provided.
11	ClOrdID	N	The ClOrdID of the order whose status is being requested. Conditionally required if the OrderID(37) is not provided. Either OrderID or ClOrdID must be provided.
526	SecondaryClOrdID	N
583	ClOrdLinkID	N
Component	Parties	N	Insert here the set of Parties (firm identification) fields defined in Common Components of Application Messages
790	OrdStatusReqID	N	Optional, can be used to uniquely identify a specific Order Status Request message. Echoed back on Execution Report if provided.
1	Account	N
660	AcctIDSource	N
Component	Instrument	Y	Insert here the set of Instrument (symbology) fields defined in Common Components of Application Messages
Component	FinancingDetails	N	Insert here the set of FinancingDetails (symbology) fields defined in Common Components of Application Messages Must match original order
Component	UndInstrmtGrp	N	Number of underlyings
1300	MarketSegmentID	N
54	Side	Y
Component	StandardTrailer	Y

DontKnowTrade Message

Tag	Name	Req’d	Description
Component	StandardHeader	Y	MsgType = Q
37	OrderID	Y	Broker Order ID as identified on problem execution
198	SecondaryOrderID	N
17	ExecID	Y	Execution ID of problem execution
127	DKReason	Y
Component	Instrument	Y	Insert here the set of Instrument (symbology) fields defined in Common Components of Application Messages
Component	UndInstrmtGrp	N	Number of underlyings
Component	InstrmtLegGrp	N	Number of Legs
54	Side	Y
Component	OrderQtyData	Y	Insert here the set of OrderQtyData fields defined in Common Components of Application Messages
32	LastQty	N	Required if specified on the ExecutionRpt
31	LastPx	N	Required if specified on the ExecutionRpt
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.
Component	StandardTrailer	Y

Components

ContraGrp

Tag	Name	Req’d	Description
382	NoContraBrokers	N
→375	ContraBroker	N	First field in repeating group. Required if NoContraBrokers > 0.
→337	ContraTrader	N
→437	ContraTradeQty	N
→438	ContraTradeTime	N
→655	ContraLegRefID	N

FillsGrp

Tag	Name	Req’d	Description
1362	NoFills	N
→1363	FillExecID	N	Unique identifier of execution as assigned by sell-side (broker, exchange, ECN). Must not overlap ExecID(17). Required if NoFills(1362) > 0.
→1364	FillPx	N	Price of this partial fill. Required if NoFills(1362) > 0. Refer to LastPx(31).
→1365	FillQty	N	Quantity (e.g. shares) bought/sold on this partial fill. Required if NoFills(1362) > 0.
→2673	FillMatchID	N	Can be used to refer to the related match event.
→2674	FillMatchSubID	N	Can be used to refer to a price level (e.g. match step, clip) within the related match event.
→1443	FillLiquidityInd	N
→1622	FillYieldType	N
→1623	FillYield	N
→Component	NestedParties4	N	Contraparty information

InstrmtLegExecGrp

Tag	Name	Req’d	Description
555	NoLegs	N
→Component	InstrumentLeg	N	Required if NoLegs(555) > 0.
→685	LegOrderQty	N	Quantity ordered for this leg as provided during order entry.
→2346	LegMidPx	N
→690	LegSwapType	N	Instead of LegOrderQty(685) requests that the sellside calculate LegOrderQty(685) based on opposite Leg.
→Component	LegStipulations	N
→1366	LegAllocID	N
→Component	LegPreAllocGrp	N
→2680	LegAccount	N
→1817	LegClearingAccountType	N	Provide if different from the value specified for the overall multileg security in ClearingAccountType(1816) in the Instrument component.
→564	LegPositionEffect	N	Provide if different from the value specified for the overall multileg security in PositionEffect(77) in the Instrument component.
→565	LegCoveredOrUncovered	N	Provide if different from the value specified for the overall multileg security in CoveredOrUncovered(203) in the Instrument component.
→Component	NestedParties3	N
→587	LegSettlType	N
→588	LegSettlDate	N	Takes precedence over a calculated LegSettlType(587) when specified regardless of LegSettlType(587) value. Conditionally required when LegSettlType(587) = B(Broken date).
→637	LegLastPx	N	Used to report the execution price assigned to the leg of the multileg instrument.
→675	LegSettlCurrency	N
→2900	LegSettlCurrencyCodeSource	N
→1073	LegLastForwardPoints	N
→1074	LegCalculatedCcyLastQty	N
→1075	LegGrossTradeAmt	N	For FX Futures can be used to express the notional value of a trade when LegLastQty(1418) and other quantity fields are expressed in terms of number of contracts – LegContractMultiplier(231) is required in this case.
→1689	LegShortSaleExemptionReason	N	Available for optional use when LegSide(624) = 6 (Sell short exempt) in InstrumentLeg component.
→1379	LegVolatility	N
→1381	LegDividendYield	N
→1383	LegCurrencyRatio	N
→1384	LegExecInst	N
→1418	LegLastQty	N	Quantity executed for this leg.
→2421	FillRefID	N	Use to reference the partial execution of a multi-leg order to which this leg execution belongs.

NestedParties4

Tag	Name	Req’d	Description
1414	NoNested4PartyIDs	N
→1415	Nested4PartyID	N	Used to identify source of Nested4PartyID. Required if Nested4PartyIDSource is specified. Required if NoNested4PartyIDs > 0.
→1416	Nested4PartyIDSource	N	Used to identify class source of Nested4PartyID value (e.g. BIC). Required if Nested4PartyID is specified. Required if NoNested4PartyIDs > 0.
→1417	Nested4PartyRole	N	Identifies the type of Nested4PartyID (e.g. Executing Broker). Required if NoNested4PartyIDs > 0.
→2383	Nested4PartyRoleQualifier	N
→Component	NstdPtys4SubGrp	N

NstdPtys4SubGrp

Tag	Name	Req’d	Description
1413	NoNested4PartySubIDs	N
→1412	Nested4PartySubID	N
→1411	Nested4PartySubIDType	N

OrderEventGrp

Tag	Name	Req’d	Description
1795	NoOrderEvents	N
→1796	OrderEventType	N	Required when NoOrderEvents(1795) > 0.
→1797	OrderEventExecID	N
→1798	OrderEventReason	N
→1799	OrderEventPx	N
→1800	OrderEventQty	N
→1801	OrderEventLiquidityIndicator	N
→1802	OrderEventText	N

Appendix – Common Category

Components

DisclosureInstructionGrp

Tag	Name	Req’d	Description
1812	NoDisclosureInstructions	N
→1813	DisclosureType	N	Required when NoDisclosureInstructions(1812) > 0.
→1814	DisclosureInstruction	N

DiscretionInstructions

Tag	Name	Req’d	Description
388	DiscretionInst	N	What the discretionary price is related to (e.g. primary price, display price etc)
389	DiscretionOffsetValue	N	Amount (signed) added to the related to price specified via DiscretionInst, in the context of DiscretionOffsetType
841	DiscretionMoveType	N	Describes whether discretion price is static/fixed or floats
842	DiscretionOffsetType	N	Type of Discretion Offset (e.g. price offset, tick offset etc)
843	DiscretionLimitType	N	Specifies the nature of the resulting discretion price (e.g. or better limit, strict limit etc)
844	DiscretionRoundDirection	N	If the calculated discretion price is not a valid tick price, specifies how to round the price (e.g. to be more or less aggressive)
846	DiscretionScope	N	The scope of related to price of the discretion (e.g. local, global etc)

PegInstructions

Tag	Name	Req’d	Description
211	PegOffsetValue	N	Amount (signed) added to the peg for a pegged order in the context of the PegOffsetType
1094	PegPriceType	N	Defines the type of peg.
835	PegMoveType	N	Describes whether peg is static/fixed or floats
836	PegOffsetType	N	Type of Peg Offset (e.g. price offset, tick offset etc)
837	PegLimitType	N	Specifies nature of resulting pegged price (e.g. or better limit, strict limit etc)
838	PegRoundDirection	N	If the calculated peg price is not a valid tick price, specifies how to round the price (e.g. be more or less aggressive)
840	PegScope	N	The scope of the related to price of the peg (e.g. local, global etc)
1096	PegSecurityIDSource	N	Required if PegSecurityID is specified.
1097	PegSecurityID	N	Requires PegSecurityIDSource if specified.
1098	PegSymbol	N
1099	PegSecurityDesc	N

PreAllocGrp

Tag	Name	Req’d	Description
78	NoAllocs	N
→79	AllocAccount	N	Required if NoAllocs > 0. Must be first field in repeating group.
→661	AllocAcctIDSource	N
→736	AllocSettlCurrency	N
→2927	AllocSettlCurrencyCodeSource	N
→467	IndividualAllocID	N
→2727	AllocLegRefID	N	The field may not be used in NewOrderSingle(35=D), OrderCancelReplaceRequest(35=G), NewOrderList(35=E) or any other message where there are no legs.
→Component	NestedParties	N	Insert here the set of Nested Parties (firm identification nested within additional repeating group) fields defined in Common Components of Application Messages Used for NestedPartyRole=Clearing Firm
→209	AllocHandlInst	N
→80	AllocQty	N
→1752	CustodialLotID	N	Only used for specific lot trades.
→1753	VersusPurchaseDate	N	Only used for specific lot trades. If this field is used, either VersusPurchasePrice(1754) or CurrentCostBasis(1755) should be specified.
→1754	VersusPurchasePrice	N	Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified.
→1755	CurrentCostBasis	N	Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified

StrategyParametersGrp

Tag	Name	Req’d	Description
957	NoStrategyParameters	N
→958	StrategyParameterName	N	Name of parameter
→959	StrategyParameterType	N	Datatype of the parameter.
→960	StrategyParameterValue	N	Value of the parameter

TriggeringInstruction

Tag	Name	Req’d	Description
1100	TriggerType	N	Required if any other Triggering tags are specified.
1101	TriggerAction	N
1628	TriggerScope	N	Conditionally required when TriggerAction(1101)=3 (Cancel).
1102	TriggerPrice	N	Only relevant and required for TriggerAction = 1
1103	TriggerSymbol	N	Only relevant and required for TriggerAction = 1
1104	TriggerSecurityID	N	Requires TriggerSecurityIDSource if specified. Only relevant and required for TriggerAction = 1
1105	TriggerSecurityIDSource	N	Requires TriggerSecurityIDSource if specified. Only relevant and required for TriggerAction = 1
1106	TriggerSecurityDesc	N
1107	TriggerPriceType	N	Only relevant for TriggerAction = 1
1108	TriggerPriceTypeScope	N	Only relevant for TriggerAction = 1
1109	TriggerPriceDirection	N	Only relevant for TriggerAction = 1
1110	TriggerNewPrice	N	Should be specified if the order changes Price.
1111	TriggerOrderType	N	Should be specified if the order changes type.
1112	TriggerNewQty	N	Required if the order should change quantity
1113	TriggerTradingSessionID	N	Only relevant and required for TriggerType = 2.
1114	TriggerTradingSessionSubID	N	Requires TriggerTradingSessionID if specified. Relevant for TriggerType = 2 only.