| Tag | Name | Type | Description | AssociatedDataTag | AbbrName | BaseCategory | BaseCategoryAbbrName | NotReqXML | EnumDatatype | UnionDataType |
|---|---|---|---|---|---|---|---|---|---|---|
| 150 | Describes the specific ExecutionRpt (e.g. Pending Cancel) while OrdStatus(39) will always identify the current order status (e.g. Partially Filled). | |||||||||
| 535 | OrderID(37) of an order affected by a mass cancel or mass action request. | OrdID | ||||||||
| 536 | SecondaryOrderID(198) of an order affected by a mass cancel or mass action request. | OrdID2 | ||||||||
| 1371 | OrderID(37) of an order not affected by a mass cancel or mass action request. | OrdID | ||||||||
| 1372 | ClOrdID(11) of an order not affected by a mass cancel or mass action request. | OrigClOrdID | ||||||||
| 654 | Unique identifier for a specific leg (uniqueness not defined as part of the FIX specification). LegRefID(654) be used to reference the value from LegID(1788). | |||||||||
| 687 | This field is deprecated and has been replaced by LegOrderQty(865). This field will likely be removed from the FIX standard in a future version. | |||||||||
| 690 | For Fixed Income, used instead of LegOrderQty(685) to requests the respondent to calculate the quantity based on the quantity on the opposite side of the swap. |
| Tag | Name | Type | Description | AssociatedDataTag | AbbrName | BaseCategory | BaseCategoryAbbrName | NotReqXML | EnumDatatype | UnionDataType |
|---|---|---|---|---|---|---|---|---|---|---|
| 1788 | LegID | String | Unique identifier for the leg within the context of a message (the scope of uniqueness to be defined by counterparty agreement). The LegID(1788) can be referenced using LegRefID(654). | LegID | 0 | |||||
| 1789 | NoTargetMarketSegments | NumInGroup | Number of market segments upon which a mass action is to be taken. | 1 | ||||||
| 1790 | TargetMarketSegmentID | String | Market segment within a target market segment repeating group. | MktSegID | 0 | |||||
| 1791 | NoAffectedMarketSegments | NumInGroup | Number of market segments affected by a mass action. | 1 | ||||||
| 1792 | AffectedMarketSegmentID | String | Market segment within an affected market repeating segment group. | MktSegID | 0 | |||||
| 1793 | NoNotAffectedMarketSegments | NumInGroup | Number of market segments left unaffected by a mass action. | 1 | ||||||
| 1794 | NotAffectedMarketSegmentID | String | Market segment within an unaffected market repeating segment group. | MktSegID | 0 | |||||
| 1795 | NoOrderEvents | NumInGroup | Number of order events. | 1 | ||||||
| 1796 | OrderEventType | int | The type of event affecting an order. The last event type within the OrderEventGrp component indicates the ExecType(150) value resulting from the series of events (ExecType(150) values are shown in brackets). | Typ | 0 | Reserved100Plus | ||||
| 1797 | OrderEventExecID | String | Refer to ExecID(17). Used when multiple different events are reported in single Execution Report. ExecID(17) and OrderEventExecID(1797) values should not overlap. | ID | 0 | |||||
| 1798 | OrderEventReason | int | Action that caused the event to occur. | Rsn | 0 | Reserved100Plus | ||||
| 1799 | OrderEventPx | Price | Price associated with the event. | Px | 0 | |||||
| 1800 | OrderEventQty | Qty | Quantity associated with the event. | Qty | 0 | |||||
| 1801 | OrderEventLiquidityIndicator | int | Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for OrderEventType(1796) values of 4(Partially Filled) or 5(Filled). | LqdtyInd | 0 | 851 | ||||
| 1802 | OrderEventText | String | Additional information about the event. | Txt | 0 | |||||
| 1803 | AuctionType | int | Type of auction order. | AuctTyp | 0 | Reserved100Plus | ||||
| 1804 | AuctionAllocationPct | Percentage | Percentage of matched quantity to be allocated to the submitter of the response to an auction order. | AuctPct | 0 | |||||
| 1805 | AuctionInstruction | int | Instruction related to system generated auctions, e.g. flash order auctions. | AuctInst | 0 | |||||
| 1806 | RefClOrdID | String | Used to reference an order via ClOrdID(11). | RefClOrdID | 0 | |||||
| 1807 | LockType | int | Indicates whether an order is locked and for what reason. | LckTyp | 0 | |||||
| 1808 | LockedQty | Qty | Locked order quantity. | LckQty | 0 | |||||
| 1809 | SecondaryLockedQty | Qty | Locked order quantity in addition to LockedQty (1808), e.g. to distinguish total locked quantity from currently locked quantity. | LckQty2 | 0 | |||||
| 1810 | ReleaseInstruction | int | Instruction to define conditions under which to release a locked order or parts of it. | RlsInst | 0 | |||||
| 1811 | ReleaseQty | Qty | Quantity to be made available, i.e. released from a lock. | RlsQty | 0 | |||||
| 1812 | NoDisclosureInstructions | NumInGroup | Number of disclosure instructions. | 1 | ||||||
| 1813 | DisclosureType | int | Information subject to disclosure. | Typ | 0 | Reserved100Plus | ||||
| 1814 | DisclosureInstruction | int | Instruction to disclose information or to use default value of the receiver. | Inst | 0 | |||||
| 1815 | TradingCapacity | int | Designates the capacity in which the order is submitted for trading by the market participant. | TrdgCpcty | 0 | |||||
| 1816 | ClearingAccountType | int | Designates the account type to be used for the order when submitted to clearing. | ClrAcctTyp | 0 | |||||
| 1817 | LegClearingAccountType | int | Designates the capacity in which the order will be submitted to clearing. | ClrAcctTyp | 0 | 1816 | ||||
| 1818 | TargetPartyRoleQualifier | int | Qualifies the value of TargetPartyRole (1464). | Qual | 0 | 1674 | ||||
| 1819 | RelatedHighPrice | Price | Upper boundary for the price of a related entity, e.g. price of the underlying instrument in an Underlying Price Contingency (UPC) order. | ReltdHiPx | 0 | |||||
| 1820 | RelatedLowPrice | Price | Lower boundary for the price of a related entity, e.g. price of the underlying instrument in an Underlying Price Contingency (UPC) order. | ReltdLowPx | 0 | |||||
| 1821 | RelatedPriceSource | int | Source for the price of a related entity, e.g. price of the underlying instrument in an Underlying Price Contingency (UPC) order. Can be used together with RelatedHighPrice (1819) and/or RelatedLowPrice (1820). | ReltdPxSrc | 0 | |||||
| 1822 | MinQtyMethod | int | Indicates how the minimum quantity should be applied when executing the order. | MinQtyMeth | 0 | |||||
| 1823 | Triggered | int | Indicates whether order has been triggered during its lifetime. Applies to cases where original information, e.g. OrdType(40), is modified when the order is triggered. | Trgrd | 0 | |||||
| 1824 | AffectedOrigClOrdID | String | OrigClOrdID(41) of an order affected by a mass cancel or mass action request. | OrigClOrdID | 0 | |||||
| 1825 | NotAffSecondaryOrderID | String | SecondaryOrderID (198) of an order not affected by a mass cancel or mass action request. | OrdID2 | 0 | |||||
| 1829 | NoCrossLegs | NumInGroup | Number of legs in the side of a cross order. | 1 |
| Tag | Value | SymbolicName | Group | Sort | Description | Definition |
|---|---|---|---|---|---|---|
| 18 | q | Release | Release(mutually exclusive with S and w) | |||
| 54 | 7 | Undisclosed | Undisclosed | |||
| 127 | A | 1 | Unknown security | |||
| 127 | B | 2 | Wrong side | |||
| 127 | C | 3 | Quantity exceeds order | |||
| 127 | D | 4 | No matching order | |||
| 127 | E | 5 | Price exceeds limit | |||
| 127 | F | 6 | Calculation difference | |||
| 127 | Z | Other | 100 | Other | ||
| 549 | 1 | All-or-none cross | ||||
| 549 | 2 | Immediate-or-cancel cross | ||||
| 549 | 3 | One sided cross | ||||
| 549 | 4 | Cross executed against book | ||||
| 549 | 5 | Basis cross | ||||
| 549 | 6 | Contingent cross | ||||
| 549 | 7 | Volume-weighted-average-price (VWAP) cross | ||||
| 549 | 8 | Special trading session cross | ||||
| 63 | B | Broken date | ||||
| 770 | 1 | Execution time | ||||
| 770 | 2 | Time in | ||||
| 770 | 3 | Time out | ||||
| 770 | 4 | Broker receipt | ||||
| 770 | 5 | Broker execution | ||||
| 770 | 6 | Desk receipt | ||||
| 770 | 7 | Submission to clearing | ||||
| 770 | 8 | Time priority | ||||
| 1374 | 9 | AllOrdereForMarketSegment | 9 | All orders for a market segment (or multiple segments) |
| Tag | Value | SymbolicName | Group | Sort | Description | Definition |
|---|---|---|---|---|---|---|
| 1796 | 1 | Added | 1 | Added (0=New) | ||
| 1796 | 2 | Modified | 2 | Modified (5=Replaced) | ||
| 1796 | 3 | Deleted | 3 | Deleted (4=Canceled) | ||
| 1796 | 4 | PartiallyFilled | 4 | Partially Filled (F=Trade) | ||
| 1796 | 5 | Filled | 5 | Filled (F=Trade) | ||
| 1796 | 6 | Suspended | 6 | Suspended (9=Suspended) | ||
| 1796 | 7 | Released | 7 | Released (N=Released) | ||
| 1796 | 8 | Restated | 8 | Restated (D=Restated) | ||
| 1796 | 9 | Locked | 9 | Locked (M=Locked) | ||
| 1796 | 10 | Triggered | 10 | Triggered (L=Triggered) | ||
| 1798 | 1 | AddOrderRequest | 1 | Add order request | ||
| 1798 | 2 | ModifyOrderRequest | 2 | Modify order request | ||
| 1798 | 3 | DeleteOrderRequest | 3 | Delete order request | ||
| 1798 | 4 | OrderEnteredOOB | 4 | Order entered out-of-band | ||
| 1798 | 5 | OrderModifiedOOB | 5 | Order modified out-of-band | ||
| 1798 | 6 | OrderDeletedOOB | 6 | Order deleted out-of-band | ||
| 1798 | 7 | OrderActivatedOrTriggered | 7 | Order activated or triggered | ||
| 1798 | 8 | OrderExpired | 8 | Order expired | ||
| 1798 | 9 | ReserveOrderRefreshed | 9 | Reserve order refreshed | ||
| 1798 | 10 | AwayMarketBetter | 10 | Away market better | ||
| 1798 | 11 | CorporateAction | 11 | Corporate action | ||
| 1798 | 12 | StartOfDay | 12 | Start of day | ||
| 1798 | 13 | EndOfDay | 13 | End of day | ||
| 1803 | 1 | BlockOrderAuction | 1 | Block order auction | ||
| 1803 | 2 | DirectedOrderAuction | 2 | Directed order auction | ||
| 1803 | 3 | ExposureOrderAuction | 3 | Exposure order auction | ||
| 1803 | 4 | FlashOrderAuction | 4 | Flash order auction | ||
| 1803 | 5 | FacilitationOrderAuction | 5 | Facilitation order auction | ||
| 1803 | 6 | SolicitationOrderAuction | 6 | Solicitation order auction | ||
| 1803 | 7 | PriceImprovementMechanism | 7 | Price improvement mechanism (PIM) | ||
| 1803 | 8 | DirectedOrderPriceImprovementMechanism | 8 | Directed Order price improvement mechanism (PIM) | ||
| 1805 | 0 | AutomatedAuctionPremitted | 0 | Automatic auction permitted (default) | ||
| 1805 | 1 | AutomatedAuctionNotPermitted | 1 | Automatic auction not permitted | ||
| 1807 | 0 | NotLocked | 0 | Not locked | ||
| 1807 | 1 | AwayMarketNetter | 1 | Away market better | ||
| 1807 | 2 | ThreeTickLocked | 2 | Three tick locked | ||
| 1807 | 3 | LockedByMarketMaker | 3 | Locked by market maker | ||
| 1807 | 4 | DirectedOrderLock | 4 | Directed order lock | ||
| 1807 | 5 | MultilegLock | 5 | Multileg lock | ||
| 1807 | 6 | MarketOrderLock | 6 | Market order lock | ||
| 1807 | 7 | PreAssignmentLock | 7 | Pre-assignment lock | ||
| 1810 | 1 | ISO | 1 | Intermarket Sweep Order (ISO) | ||
| 1810 | 2 | NoAwayMarketBetterCheck | 2 | No Away Market Better check | ||
| 1813 | 1 | Volume | 1 | Volume | ||
| 1813 | 2 | Price | 2 | Price | ||
| 1813 | 3 | Side | 3 | Side | ||
| 1813 | 4 | AON | 4 | AON | ||
| 1813 | 5 | General | 5 | General | ||
| 1813 | 6 | ClearingAccount | 6 | Clearing account | ||
| 1813 | 7 | CMTAAccount | 7 | CMTA account | ||
| 1814 | 0 | No | 0 | No | ||
| 1814 | 1 | Yes | 1 | Yes | ||
| 1814 | 2 | UseDefaultSetting | 2 | Use default setting | ||
| 1815 | 1 | Customer | 1 | Customer | ||
| 1815 | 2 | CustomerProfessional | 2 | Customer professional | ||
| 1815 | 3 | BrokerDealer | 3 | Broker-dealer | ||
| 1815 | 4 | CustomerBrokerDealer | 4 | Customer broker-dealer | ||
| 1815 | 5 | Principal | 5 | Principal | ||
| 1815 | 6 | MarketMaker | 6 | Market maker | ||
| 1815 | 7 | AwayMarketMaker | 7 | Away market maker | ||
| 1816 | 1 | Customer | 1 | Customer | ||
| 1816 | 2 | Firm | 2 | Firm | ||
| 1816 | 3 | MarketMaker | 3 | Market maker | ||
| 1821 | 1 | NBBid | 1 | NBB (National Best Bid) | ||
| 1821 | 2 | NBOffer | 2 | NBO (National Best Offer) | ||
| 1822 | 1 | Once | 1 | Once (applies only to first execution) | ||
| 1822 | 2 | Multiple | 2 | Multiple (applies to every execution) | ||
| 1823 | 0 | NotTriggered | 1 | Not triggered (default) | ||
| 1823 | 1 | Triggered | 2 | Triggered | ||
| 18 | w | Lock | 59 | Lock (mutually exclusive with q) | ||
| 59 | B | GoodForAuction | 12 | Good for auction (GFA) | ||
| 127 | G | NoMatchingExecutionReport | 7 | No matching ExecutionReport(35=8) | ||
| 150 | M | Locked | 21 | Locked | ||
| 150 | N | Released | 22 | Released | ||
| 549 | 9 | CustomerToCustomer | 9 | Customer to customer cross | ||
| 625 | 8 | AnyAuction | 8 | Any auction | ||
| 770 | 9 | OrderbookEntryTime | 9 | Orderbook entry time | ||
| 1375 | 2 | Completed | 2 | Completed | ||
| 1674 | 5 | PreferredMarketMaker | For PartyRole(452) = 66(Market Maker) | 1 | Preferred market maker | |
| 1674 | 6 | DirectedMarketMaker | For PartyRole(452) = 66(Market Maker) | 2 | Directed market maker |
| ComponentID | ComponentType | CategoryID | Name | AbbrName | NotReqXML | Volume | Description |
|---|---|---|---|---|---|---|---|
| 2001 | AfctdOrd | ||||||
| 2111 | NotAffectedOrdGrp | NotAfctdOrd |
| ComponentID | ComponentType | CategoryID | Name | AbbrName | NotReqXML | Volume | Description |
|---|---|---|---|---|---|---|---|
| 2199 | BlockRepeating | Common | TargetMarketSegmentGrp | TgtMktSeg | 0 | Convey a list of market segments upon which an action is to be taken. | |
| 2200 | BlockRepeating | Common | AffectedMarketSegmentGrp | AfctdMktSeg | 0 | List of market segments that have been affected by a mass action. | |
| 2201 | BlockRepeating | Common | NotAffectedMarketSegmentGrp | NotAfctdMktSeg | 0 | List of market segments that were not affected by a mass action. | |
| 2202 | BlockRepeating | SingleGeneralOrderHandling | OrderEventGrp | OrdEvent | 0 | List the different types of events affecting orders. These can include entry, modification and deletion of orders as well as executions (fills). Modifications can be solicited or unsolicited, e.g. triggering of stop orders, replenishment of reserve orders, orders being suspended (locked) or released from suspension. | |
| 2203 | BlockRepeating | Common | DisclosureInstructionGrp | DisclsrInst | 0 | Repeating group of instructions, each of which relates to one or more elements of an order. The instruction itself conveys whether the information should be disclosed, e.g. in market data, or not. | |
| 2204 | BlockRepeating | CrossOrders | SideCrossLegGrp | SideCrossLeg | 0 | Repeating group that is similar to LegOrdGrp component in order to support leg level information per side of cross orders and is part of SideCrossOrdModGrp component. LegOrdGrp component cannot be re-used for this purpose as it contains the component blocks InstrumentLeg component and NestedParties component which are already part of the cross messages. The difference to LegOrdGrp component is that SideCrossLegGrp component does not have an InstrumentLeg component to describe the legs, it only has a single reference field to identify the leg which can be defined by the InstrumentLeg component which is present on a higher level of the message and outside of the side group. |
| ComponentID | TagText | Indent | Position | Reqd | Description |
|---|---|---|---|---|---|
| 9 | 1688 | Available for optional use when Side(54) = 6(Sell short exempt). | |||
| 9 | Parties | This is party information related to the submitter of the request. | |||
| 14 | 1688 | Available for optional use when Side(54) = 6(Sell short exempt). | |||
| 14 | Parties | This is party information related to the submitter of the request. | |||
| 17 | 1688 | Available for optional use when Side(54) = 6(Sell short exempt). | |||
| 17 | Parties | This is party information related to the submitter of the request. | |||
| 61 | Parties | This is party information related to the submitter of the request. | |||
| 62 | Parties | This is party information related to the submitter of the request. | |||
| 9 | FillsGrp | Specifies the partial fills included in this ExecutionReport(35=8), mutually exclusive with OrderEventGrp component. | |||
| 9 | 60 | Time the transaction represented by this ExecutionReport(35=8) occurred. | |||
| 112 | 1300 | MarketSegmentID for which orders are to be affected. Mutually exclusive with TargetMarketSegmentGrp component. | |||
| 111 | AffectedOrdGrp | List of orders affected by the Order Mass Action Request. | |||
| 111 | 1300 | MarketSegmentID for which orders are to be affected. Mutually exclusive with TargetMarketSegmentGrp component. | |||
| 2001 | 534 | ||||
| 2001 | 535 | Contains the OrderID(37) assigned by the counterparty of an affected order. Conditionally required when AffectedOrigClOrdID(1824) = "MANUAL". | |||
| 2001 | 536 | Contains the SecondaryOrderID(198) assigned by the counterparty of an affected order. | |||
| 2030 | 1688 | Available for optional use when Side(54) = 6(Sell short exempt). | |||
| 2111 | 1370 | ||||
| 2111 | 1372 | 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". | |||
| 2111 | 1371 | 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". | |||
| 2018 | InstrumentLeg | Required if NoLegs(555) > 0. | |||
| 2018 | 555 | Number of leg executions. | |||
| 2018 | 687 | The LegQty(687) field is deprecated. The use of LegOrderQty(685) is recommended instead. | |||
| 2018 | 685 | 2.1 | Quantity ordered for this leg as provided during order entry. | ||
| 2018 | 690 | Instead of LegOrderQty(685) requests that the sellside calculate LegOrderQty(685) based on opposite Leg. | |||
| 2018 | 564 | Provide if different from the value specified for the overall multileg security in PositionEffect(77) in the Instrument component. | |||
| 2018 | 565 | Provide if different from the value specified for the overall multileg security in CoveredOrUncovered(203) in the Instrument component. | |||
| 2018 | 654 | Use of LegRefID(654) in this component is deprecated. Recommend the use of LegID(1788) in the InstrumentLeg component. | |||
| 2018 | 588 | Takes precedence over a calculated LegSettlType(587) when specified regardless of LegSettlType(587) value. Conditionally required when LegSettlType(587) = B(Broken date). | |||
| 2018 | 637 | Used to report the execution price assigned to the leg of the multileg instrument. | |||
| 2018 | 1075 | 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. | |||
| 2018 | 1418 | Quantity executed for this leg. | |||
| 2018 | 1689 | Available for optional use when LegSide(624) = 6 (Sell short exempt) in InstrumentLeg component. | |||
| 2025 | 555 | ||||
| 2025 | InstrumentLeg | Required if NoLegs(555) > 0. | |||
| 2025 | 687 | The LegQty(687) field is deprecated. The use of LegOrderQty(685) is recommended instead. | |||
| 2025 | 685 | 2.1 | Quantity ordered for this leg as provided during order entry. | ||
| 2025 | 564 | Provide if different from the value specified for the overall multileg security in PositionEffect(77) in the Instrument component. | |||
| 2025 | 565 | Provide if different from the value specified for the overall multileg security in CoveredOrUncovered(203) in the Instrument component | |||
| 2025 | NestedParties | ||||
| 2025 | 654 | Use of LegRefID(654) in this component is deprecated. Recommend the use of LegID(1788) in the InstrumentLeg component. | |||
| 2025 | 587 | ||||
| 2025 | 588 | ||||
| 2025 | 1689 | Available for optional use when LegSide(624) = 6 (Sell short exempt) in InstrumentLeg component. | |||
| 2027 | 555 | ||||
| 2027 | InstrumentLeg | Required if NoLegs(555) > 0. | |||
| 2027 | 687 | The LegQty(687) field is deprecated. The use of LegOrderQty(685) is recommended instead. | |||
| 2027 | 685 | 2.1 | |||
| 2027 | 654 | Use of LegRefID(654) in this component is deprecated. Recommend the use of LegID(1788) in the InstrumentLeg component. | |||
| 2027 | 686 | Code to represent type of price presented in LegBidPx(681) and LegOfferPx(684). Conditionally required when LegBidPx(681) or PegOfferPx(684) is present. | |||
| 2028 | 555 | ||||
| 2028 | InstrumentLeg | Required if NoLegs(555) > 0. | |||
| 2028 | 687 | The LegQty(687) field is deprecated. The use of LegOrderQty(685) is recommended instead. | |||
| 2028 | 685 | 2.1 | |||
| 2046 | 555 | ||||
| 2046 | InstrumentLeg | Required if NoLegs(555) > 0. | |||
| 2046 | 687 | The LegQty(687) field is deprecated. The use of LegOrderQty(685) is recommended instead. | |||
| 2046 | 685 | 2.1 | |||
| 2046 | 654 | Use of LegRefID(654) in this component is deprecated. Recommend the use of LegID(1788) in the InstrumentLeg component. | |||
| 2059 | 552 | Must be 1 or 2 if CrossType(549)=1(All-or-none Cross), 2 otherwise. | |||
| 2059 | 54 | Required if NoSides(552) > 0. | |||
| 2059 | Parties | ||||
| 2059 | OrderQtyData | ||||
| 2059 | CommissionData | ||||
| 2059 | 120 | Conditionally required when ForexReq(121) = "Y". | |||
| 2063 | 555 | ||||
| 2063 | InstrumentLeg | Required if NoLegs(555) > 0. | |||
| 2063 | 687 | The LegQty(687) field is deprecated. The use of LegOrderQty(685) is recommended instead. | |||
| 2063 | 690 | Instead of LegOrderQty(685) requests that the sellside calculate LegOrderQty(685) based on opposite Leg. | |||
| 2063 | 588 | Takes precedence over a calculated LegSettlType(587) when specified regardless of LegSettlType(587) value. Conditionally required when LegSettlType(587) = B(Broken date). | |||
| 2063 | 637 | Used to report the execution price assigned to the leg of the multileg instrument. | |||
| 2063 | 1075 | 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. | |||
| 2063 | 990 | Additional attribute to store the trade or trade report identifier of the leg. | |||
| 2063 | 1152 | Allow sequencing of legs for a strategy to be captured. | |||
| 2063 | 564 | Provide if different from the value specified for the overall multileg security in PositionEffect(77) in the Instrument component. | |||
| 2063 | 565 | Provide if different from the value specified for the overall multileg security in CoveredOrUncovered(203) in the Instrument component. | |||
| 2063 | NestedParties | ||||
| 2063 | 654 | Use of LegRefID(654) in this component is deprecated. Recommend the use of LegID(1788) in the InstrumentLeg component. | |||
| 2063 | 1418 | Quantity executed for this leg. | |||
| 2063 | 1689 | Available for optional use when LegSide(624) = 6 (Sell short exempt) in InstrumentLeg component. |
| ComponentID | TagText |
|---|---|
| 2001 | 41 |
| 111 | NotAffectedOrdersGrp |
| 51 | NotAffectedOrdersGrp |
| ComponentID | TagText | Indent | Position | Reqd | Description |
|---|---|---|---|---|---|
| 51 | NotAffectedOrdGrp | 0 | 10.1 | 0 | List of orders not affected by Order Mass Cancel Request. |
| 111 | NotAffectedOrdGrp | 0 | 10.1 | 0 | List of orders not affected by the Order Mass Action Request. |
| 2063 | 685 | 1 | 2.2 | 0 | Quantity ordered for this leg as provided during order entry. |
| 2199 | 1789 | 0 | 1 | 1 | |
| 2199 | 1790 | 1 | 2 | 0 | Required when NoTargetMarketSegments(1789) > 0. |
| 1063 | 1818 | 1 | 5 | 0 | Used to further qualify the role of target party role. |
| 2200 | 1791 | 0 | 1 | 1 | |
| 2200 | 1792 | 1 | 2 | 0 | Required when NoAffectedMarketSegments(1791) > 0. |
| 2201 | 1793 | 0 | 1 | 1 | |
| 2201 | 1794 | 1 | 2 | 0 | Required when NoNotAffectedMarketSegments(1793) > 0. |
| 2001 | 1824 | 1 | 2 | 0 | 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". |
| 2111 | 1825 | 1 | 4 | 0 | Contains the SecondaryOrderID(198) assigned by the counterparty of an unaffected order. Not required as part of the repeating group. |
| 2202 | 1795 | 0 | 1 | 1 | |
| 2202 | 1796 | 1 | 2 | 0 | Required when NoOrderEvents(1795) > 0. |
| 2202 | 1797 | 1 | 3 | 0 | |
| 2202 | 1798 | 1 | 4 | 0 | |
| 2202 | 1799 | 1 | 5 | 0 | |
| 2202 | 1800 | 1 | 6 | 0 | |
| 2202 | 1801 | 1 | 7 | 0 | |
| 2202 | 1802 | 1 | 8 | 0 | |
| 2203 | 1812 | 0 | 1 | 0 | |
| 2203 | 1813 | 1 | 2 | 0 | Required when NoDisclosureInstructions(1812) > 0. |
| 2203 | 1814 | 1 | 3 | 0 | |
| 1005 | 1788 | 0 | 6 | 0 | Used for unique identification of the leg that can subsequently be used whenever a simple leg identification is sufficient. It can also serve as input value for LegRefID(654) whenever only a simple leg reference is allowed or needed. |
| 2059 | SideCrossLegGrp | 1 | 6.1 | 0 | |
| 2059 | 1690 | 1 | 6.2 | 0 | Available for optional use when Side(54) = 6 (Sell short exempt). |
| 2059 | 1816 | 1 | 34.1 | 0 | |
| 2204 | 1829 | 0 | 1 | 0 | |
| 2204 | 654 | 1 | 2 | 0 | Required if NoCrossLegs(1829) > 0. |
| 2204 | 685 | 1 | 3 | 0 | Quantity ordered for this leg as provided during order entry. |
| 2204 | 690 | 1 | 4 | 0 | |
| 2204 | LegStipulations | 1 | 5 | 0 | |
| 2204 | 1366 | 1 | 6 | 0 | |
| 2204 | LegPreAllocGrp | 1 | 7 | 0 | |
| 2204 | 1817 | 1 | 8 | 0 | Provide if different from the value specified for the overall multileg security in ClearingAccountType(1816) in the Instrument component. |
| 2204 | 564 | 1 | 9 | 0 | Provide if different from the value specified for the overall multileg security in PositionEffect(77) in the Instrument component. |
| 2204 | 565 | 1 | 10 | 0 | Provide if different from the value specified for the overall multileg security in CoveredOrUncovered(203) in the Instrument component. |
| 2204 | NestedParties3 | 1 | 11 | 0 | |
| 2204 | 587 | 1 | 12 | 0 | |
| 2204 | 588 | 1 | 13 | 0 | |
| 2204 | 675 | 1 | 14 | 0 | |
| 2204 | 1379 | 1 | 16 | 0 | |
| 2204 | 1381 | 1 | 17 | 0 | |
| 2204 | 1383 | 1 | 18 | 0 | |
| 2204 | 1384 | 1 | 19 | 0 | |
| 2204 | 1689 | 1 | 20 | 0 | Available for optional use when LegSide(624) = 6(Sell short exempt) in InstrumentLeg component. |
| 2025 | 1817 | 1 | 7 | 0 | Provide if different from the value specified for the overall multileg security in ClearingAccountType(1816) in the Instrument component. |
| 14 | TargetParties | 0 | 5.1 | 0 | Identifies parties not directly associated with or owning the order, who are to be informed to effect processing of the order. |
| 14 | 1805 | 0 | 27.1 | 0 | |
| 14 | 1822 | 0 | 28.01 | 0 | |
| 14 | DisclosureInstructionGrp | 0 | 28.4 | 0 | Specifies instructions to disclose certain order level information in market data. |
| 14 | 1300 | 0 | 29.1 | 0 | |
| 14 | 1815 | 0 | 64.01 | 0 | |
| 14 | 1390 | 0 | 64.2 | 0 | Applies to trades resulting from the order. |
| 14 | 1816 | 0 | 74.1 | 0 | |
| 14 | 1806 | 0 | 86.8 | 0 | |
| 14 | 1803 | 0 | 86.81 | 0 | Conditionally required for auction orders |
| 14 | 1804 | 0 | 86.82 | 0 | |
| 17 | TargetParties | 0 | 3.1 | 0 | Identifies parties not directly associated with or owning the order, who are to be informed to effect processing of the order. |
| 17 | 1805 | 0 | 31.1 | 0 | |
| 17 | 1822 | 0 | 32.01 | 0 | |
| 17 | DisclosureInstructionGrp | 0 | 32.4 | 0 | Specifies instructions to disclose certain order level information in market data. |
| 17 | 1300 | 0 | 33.1 | 0 | |
| 17 | 1815 | 0 | 69.01 | 0 | |
| 17 | 1390 | 0 | 69.2 | 0 | Applies to trades resulting from the order. |
| 17 | 1816 | 0 | 79.1 | 0 | |
| 17 | 1803 | 0 | 87.8 | 0 | Conditionally required for auction orders. |
| 17 | 1804 | 0 | 87.81 | 0 | |
| 17 | 1810 | 0 | 87.82 | 0 | |
| 17 | 1811 | 0 | 87.83 | 0 | |
| 16 | 1300 | 0 | 15.1 | 0 | |
| 61 | TargetParties | 0 | 5.1 | 0 | Identifies parties not directly associated with or owning the order, who are to be informed to effect processing of the order. |
| 61 | 1805 | 0 | 27.1 | 0 | |
| 61 | 1822 | 0 | 28.01 | 0 | |
| 61 | DisclosureInstructionGrp | 0 | 28.4 | 0 | Specifies instructions to disclose certain order level information in market data. |
| 61 | 1300 | 0 | 29.1 | 0 | |
| 61 | 1806 | 0 | 71.3 | 0 | |
| 61 | 1815 | 0 | 79.01 | 0 | |
| 61 | 1816 | 0 | 86.1 | 0 | |
| 61 | 1803 | 0 | 99.2 | 0 | Conditionally required for auction orders. |
| 61 | 1804 | 0 | 99.21 | 0 | |
| 61 | 1819 | 0 | 99.22 | 0 | |
| 61 | 1820 | 0 | 99.23 | 0 | |
| 61 | 1821 | 0 | 99.24 | 0 | |
| 62 | TargetParties | 0 | 8.1 | 0 | Identifies parties not directly associated with or owning the order, who are to be informed to effect processing of the order. |
| 62 | 1805 | 0 | 30.1 | 0 | |
| 62 | 1822 | 0 | 31.01 | 0 | |
| 62 | DisclosureInstructionGrp | 0 | 31.4 | 0 | Specifies instructions to disclose certain order level information in market data. |
| 62 | 1300 | 0 | 32.1 | 0 | |
| 62 | 1815 | 0 | 82.01 | 0 | |
| 62 | 1816 | 0 | 89.1 | 0 | |
| 62 | 1803 | 0 | 102.2 | 0 | Conditionally required for auction orders. |
| 62 | 1804 | 0 | 102.21 | 0 | |
| 62 | 1819 | 0 | 102.22 | 0 | |
| 62 | 1820 | 0 | 102.23 | 0 | |
| 62 | 1821 | 0 | 102.24 | 0 | |
| 52 | 1822 | 0 | 54.01 | 0 | |
| 52 | 1300 | 0 | 55.1 | 0 | |
| 52 | 1815 | 0 | 79.2 | 0 | |
| 53 | 1822 | 0 | 58.01 | 0 | |
| 53 | 1300 | 0 | 59.1 | 0 | |
| 53 | 1815 | 0 | 83.2 | 0 | |
| 54 | 1300 | 0 | 26 | 0 | |
| 18 | 1300 | 0 | 13 | 0 | |
| 9 | TargetParties | 0 | 14.1 | 0 | Identifies parties not directly associated with or owning the order, who are to be informed to effect processing of the order. |
| 9 | 1823 | 0 | 54.2 | 0 | |
| 9 | 1805 | 0 | 70.01 | 0 | |
| 9 | 1815 | 0 | 72.01 | 0 | |
| 9 | 1390 | 0 | 72.2 | 0 | Applies to trades resulting from the order. |
| 9 | 1300 | 0 | 81.01 | 0 | |
| 9 | OrderEventGrp | 0 | 91.4 | 0 | Specifies the order events included in this ExecutionReport(35=8), mutually exclusive with FillsGrp component. |
| 9 | 1822 | 0 | 119.01 | 0 | |
| 9 | DisclosureInstructionGrp | 0 | 119.4 | 0 | Specifies instructions to disclose certain order level information in market data. |
| 9 | 1816 | 0 | 120.1 | 0 | |
| 9 | 1806 | 0 | 164 | 0 | |
| 9 | 1803 | 0 | 164.1 | 0 | |
| 9 | 1804 | 0 | 164.2 | 0 | |
| 9 | 1808 | 0 | 164.3 | 0 | |
| 9 | 1809 | 0 | 164.4 | 0 | |
| 9 | 1807 | 0 | 164.5 | 0 | |
| 9 | 1810 | 0 | 164.6 | 0 | |
| 9 | 1811 | 0 | 164.7 | 0 | |
| 9 | 1819 | 0 | 164.8 | 0 | |
| 9 | 1820 | 0 | 164.9 | 0 | |
| 9 | 1821 | 0 | 164.91 | 0 | |
| 112 | TargetMarketSegmentGrp | 0 | 7.1 | 0 | List of market segments for which orders are to be affected. Mutually exclusive with MarketSegmentID(1300). |
| 111 | AffectedMarketSegmentGrp | 0 | 10.2 | 0 | List of market segments affected by the Order Mass Action Request. Should only be used when request uses TargetMarketSegmentGrp component. |
| 111 | NotAffectedMarketSegmentGrp | 0 | 10.3 | 0 | List of market segments not affected by the Order Mass Action Request. Should only be used when request uses TargetMarketSegmentGrp component. |
| 111 | TargetMarketSegmentGrp | 0 | 12.1 | 1 | Mutually exclusive with MarketSegmentID(1300). |