| Tag | Name | Type | Description | AssociatedDataTag | AbbrName | BaseCategory | BaseCategoryAbbrName | NotReqXML | EnumDatatype | UnionDataType |
|---|---|---|---|---|---|---|---|---|---|---|
| 1628 | TriggerScope | int | Defines the scope of TriggerAction(1101) when it is set to "cancel" (3). | TrgrScope | 0 | |||||
| 1629 | ExposureDuration | int | This is the time in seconds of a "Good for Time" (GFT) TimeInForce. Positive integer value which represents the time is seconds in which the new order remains active in the market before it is automatically cancelled (e.g. expired). Bi-lateral agreements will dictate the maximum value of this field. It is assumed that most systems will impose a max limit of 86,400 seconds (i.e. 24 hours). | ExpsreDur | 0 | |||||
| 1630 | NoLimitAmts | NumInGroup | The number of limit amount entries. | NoLmtAmts | 1 | |||||
| 1631 | LimitAmtType | int | Identifies the type of limit amount expressed in LastLimitAmt(1632) and LimitAmtRemaining(1633). | LmtAmtTyp | 0 | Reserved100Plus | ||||
| 1632 | LastLimitAmt | Amt | The amount that has been drawn down against the counterparty for a given trade. The type of limit is specified in LimitAmtType(1631). Bilateral agreements dictate the units and maximum value of this field. | LastLmtAmt | 0 | |||||
| 1633 | LimitAmtRemaining | Amt | The remaining limit amount available between the counterparties. The type of limit is specified in LimitAmtType(1631). Bilateral agreements dictate the units and maximum value of this field. | LmtAmtRem | 0 | |||||
| 1634 | LimitAmtCurrency | Currency | Indicates the currency that the limit amount is specified in. See Currency(15) for additional description and valid values. | LmtAmtCcy | 0 |
| Tag | Value |
|---|---|
| 1358 | 5 |
| 1358 | 6 |
| Tag | Value | SymbolicName | Group | Sort | Description | Definition |
|---|---|---|---|---|---|---|
| 1628 | 0 | ThisOrder | 0 | This order (default) | ||
| 1628 | 1 | OtherOrder | 1 | Other order (use RefID) | ||
| 1628 | 2 | AllOtherOrdersForGivenSecurity | 2 | All other orders for the given security | ||
| 1628 | 3 | AllOtherOrdersForGivenSecurityAndPrice | 3 | All other orders for the given security and price | ||
| 1628 | 4 | AllOtherOrdersForGivenSecurityAndSide | 4 | All other orders for the given security and side | ||
| 1628 | 5 | AllOtherOrdersForGivenSecurityPriceAndSide | 5 | All other orders for the given security, price and side | ||
| 59 | A | GoodForTime | 11 | Good for Time (GFT) | ||
| 1385 | 5 | BidAndOffer | 5 | Bid and Offer | ||
| 1385 | 6 | BidAndOfferOCO | 6 | Bid and Offer OCO | ||
| 1100 | 5 | OnOrderEntryOrModification | 5 | On Order Entry or order modification entry | ||
| 378 | 12 | CancelOnConnectionLoss | 12 | Cancel On Connection Loss | ||
| 378 | 13 | CancelOnLogout | 13 | Cancel On Logout | ||
| 423 | 20 | NormalRateRepresentation | 19 | Normal rate representation (e.g. FX rate) | ||
| 423 | 21 | InverseRateRepresentation | 20 | Inverse rate representation (e.g. FX rate) | ||
| 1164 | 4 | BuyersSettlementInstructions | 4 | Buyer's settlement instructions | ||
| 1164 | 5 | SellersSettlementInstructions | 5 | Seller's settlement instructions | ||
| 452 | 86 | CLSMemberBank | 86 | CLS Member Bank | ||
| 1631 | 0 | CreditLimit | 0 | Credit limit | ||
| 1631 | 1 | GrossPositionLimit | 1 | Gross position limit | ||
| 1631 | 2 | NetPositionLimit | 2 | Net position limit | ||
| 1631 | 3 | RiskExposureLimit | 3 | Risk exposure limit | ||
| 1631 | 4 | LongPositionLimit | 4 | Long position limit | ||
| 1631 | 5 | ShortPositionLimit | 5 | Short position limit |
| ComponentID | ComponentType | CategoryID | Name | AbbrName | NotReqXML | Volume | Description |
|---|---|---|---|---|---|---|---|
| 1065 | BlockRepeating | Common | LimitAmts | LmtAmts | 0 |
| ComponentID | TagText | Indent | Position | Reqd | Description |
|---|---|---|---|---|---|
| 1030 | 1628 | 0 | 1.11 | 0 | Conditionally required when TriggerAction(1101)=3 (Cancel). |
| 14 | 1629 | 0 | 61.1 | 0 | Conditionally required when TimeInForce(59)=10 (Good for Time) |
| 17 | 1629 | 0 | 66.1 | 0 | Conditionally required when TimeInForce(59)=10 (Good for Time) |
| 52 | 1629 | 0 | 79.1 | 0 | Conditionally required when TimeInForce(59)=10 (Good for Time) |
| 53 | 1629 | 0 | 83.1 | 0 | Conditionally required when TimeInForce(59)=10 (Good for Time) |
| 61 | 1629 | 0 | 76.1 | 0 | Conditionally required when TimeInForce(59)=10 (Good for Time) |
| 62 | 1629 | 0 | 79.1 | 0 | Conditionally required when TimeInForce(59)=10 (Good for Time) |
| 9 | 1629 | 0 | 69.1 | 0 | Conditionally required when TimeInForce(59)=10 (Good for Time) |
| 2030 | 1629 | 1 | 63.1 | 0 | Conditionally required when TimeInForce(59)=10 (Good for Time) |
| 2031 | 1629 | 1 | 20.1 | 0 | Conditionally required when TimeInForce(59)=10 (Good for Time) |
| 2032 | 1629 | 1 | 31.1 | 0 | Conditionally required when TimeInForce(59)=10 (Good for Time) |
| 2143 | 1629 | 0 | 18.1 | 0 | |
| 9 | 1385 | 0 | 130.1 | 0 | For contingency orders, the type of contingency as specified in the order. |
| 1065 | 1630 | 0 | 1 | 0 | Number of limit amount occurences. |
| 1065 | 1631 | 1 | 2 | 0 | Conditionally required when NoLimitAmts > 0 |
| 1065 | 1632 | 1 | 3 | 0 | Either LastLimitAmt(1632) or LimitAmtRemaining(1633) must be specified when NoLimitAmts > 0 |
| 1065 | 1633 | 1 | 4 | 0 | Either LastLimitAmt(1632) or LimitAmtRemaining(1633) must be specified when NoLimitAmts > 0 |
| 1065 | 1634 | 1 | 5 | 0 | |
| 9 | LimitAmts | 0 | 85.1 | 0 | Insert here the set of "LimitAmts" fields defined in "Common Components" |
| 2061 | LimitAmts | 1 | 11.1 | 0 | Insert here the set of "LimitAmts" fields defined in "Common Components" |
| 2094 | LimitAmts | 1 | 11.1 | 0 | Insert here the set of "LimitAmts" field defined in "Common Components" |