| Tag | Name | Type | AssociatedDataTag | AbbrName | BaseCategory | BaseCategoryAbbrName | NotReqXML | EnumDatatype | UnionDataType | Description | Elaboration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2421 | FillRefID | String | FillRefID | 0 | A reference to either the value of the FillExecID(1363) or an implicit position of a fills instance in the FillsGrp component. | ||||||
| 2422 | OrderRequestID | int | OrdReqID | 0 | Unique message identifier for an order request as assigned by the submitter of the request. | ||||||
| 2423 | MassOrderRequestID | String | MassOrdReqID | 0 | Unique message identifier for a mass order request as assigned by the submitter of the orders. | ||||||
| 2424 | MassOrderReportID | String | MassOrdRptID | 0 | Unique message identifier for a mass order request as assigned by the receiver of the orders. | ||||||
| 2425 | MassOrderRequestStatus | int | ReqStat | 0 | Status of mass order request. | ||||||
| 2426 | MassOrderRequestResult | int | ReqRslt | 0 | Reserved100Plus | Request result of mass order request. | |||||
| 2427 | OrderResponseLevel | int | OrdRspLvl | 0 | The level of response requested from receiver of mass order messages. A default value should be bilaterally agreed. | ||||||
| 2428 | NoOrderEntries | NumInGroup | 1 | Number of order entries. | |||||||
| 2429 | OrderEntryAction | char | OrdEntryActn | 0 | Specifies the action to be taken for the given order. | ||||||
| 2430 | OrderEntryID | int | OrdEntryID | 0 | Unique identifier for an order within a single MassOrder(35=DJ) message that can be used as a reference in the MassOrderAck(35=DK) message. | ||||||
| 2431 | ExecTypeReason | int | ExecTypRsn | 0 | Reserved100Plus | The initiating event when an ExecutionReport(35=8) is sent. | |||||
| 2432 | TotNoOrderEntries | int | TotNoOrdEntries | 0 | Totals number of orders for a mass order or its acknowledgment being fragmented across multiple messages. |
| Tag | Value | SymbolicName | Group | Sort | Description | Elaboration | Deprecated |
|---|---|---|---|---|---|---|---|
| 1796 | 10 | Triggered (L=Triggered or Activated by System) |
| Tag | Value | SymbolicName | Group | Sort | Description | Elaboration |
|---|---|---|---|---|---|---|
| 1796 | 11 | Activated | 11 | Activated (L=Triggered or Activated by System) | ||
| 1823 | 2 | StopOrderTriggered | 3 | Stop order triggered | ||
| 1823 | 3 | OCOOrderTriggered | 4 | One Cancels the Other (OCO) order triggered | ||
| 1823 | 4 | OTOOrderTriggered | 5 | One Triggers the Other (OTO) order triggered | ||
| 1823 | 5 | OUOOrderTriggered | 6 | One Updates the Other (OUO) order triggered | ||
| 2425 | 1 | Accepted | 1 | Accepted | ||
| 2425 | 2 | AcceptedWithAdditionalEvents | 2 | Accepted with additional events | ||
| 2425 | 3 | Rejected | 3 | Rejected | ||
| 2426 | 0 | Successful | 0 | Successful | ||
| 2426 | 1 | ResponseLevelNotSupported | 1 | Response level not supported | ||
| 2426 | 2 | InvalidMarket | 2 | Invalid market | ||
| 2426 | 3 | InvalidMarketSegment | 3 | Invalid market segment | ||
| 2426 | 99 | Other | 99 | Other | ||
| 2427 | 0 | NoAck | 0 | No acknowledgement | Responses are provided through one or more ExecutionReport(35=8) messages. | |
| 2427 | 1 | MinimumAck | 1 | Minimum acknowledgement | The minimum is any information to explain why the requested transaction was refused or led to additional events, e.g. immediate execution of an order that was entered or modified. | |
| 2427 | 2 | AckEach | 2 | Acknowledge each order | The number of entries in the response is identical to the number of entries in the request. | |
| 2427 | 3 | SummaryAck | 3 | Summary acknowledgement | Responses are provided through a single MassOrderAck(35=DK) without entries and one or more ExecutionReport(35=8) messages. | |
| 2429 | 1 | Add | 1 | Add | ||
| 2429 | 2 | Modify | 2 | Modify | ||
| 2429 | 3 | Delete | 3 | Delete / Cancel | ||
| 2429 | 4 | Suspend | 4 | Suspend | ||
| 2429 | 5 | Release | 5 | Release | ||
| 2431 | 1 | OrdAddedOnRequest | 1 | Order added upon request | ||
| 2431 | 2 | OrdReplacedOnRequest | 2 | Order replaced upon request | ||
| 2431 | 3 | OrdCxldOnRequest | 3 | Order cancelled upon request | ||
| 2431 | 4 | UnsolicitedOrdCxl | 4 | Unsolicited order cancellation | ||
| 2431 | 5 | NonRestingOrdAddedOnRequest | 5 | Non-resting order added upon request | ||
| 2431 | 6 | OrdReplacedWithNonRestingOrdOnRequest | 6 | Order replaced with non-resting order upon request | ||
| 2431 | 7 | TriggerOrdReplacedOnRequest | 7 | Trigger order replaced upon request | ||
| 2431 | 8 | SuspendedOrdReplacedOnRequest | 8 | Suspended order replaced upon request | ||
| 2431 | 9 | SuspendedOrdCxldOnRequest | 9 | Suspended order canceled upon request | ||
| 2431 | 10 | OrdCxlPending | 10 | Order cancellation pending | ||
| 2431 | 11 | PendingCxlExecuted | 11 | Pending cancellation executed | ||
| 2431 | 12 | RestingOrdTriggered | 12 | Resting order triggered | ||
| 2431 | 13 | SuspendedOrdActivated | 13 | Suspended order activated | ||
| 2431 | 14 | ActiveOrdSuspended | 14 | Active order suspended | ||
| 2431 | 15 | OrdExpired | 15 | Order expired |
| MsgType | ComponentID | Name | CategoryID | SectionID | AbbrName | NotReqXML | Description | Elaboration |
|---|---|---|---|---|---|---|---|---|
| DJ | 146 | MassOrder | OrderMassHandling | Trade | MassOrder | 0 | The MassOrder(35=DJ) message can be used to add, modify or delete multiple unrelated orders with a single message. Apart from clearing related attributes, only the key order attributes for high performance trading are available. | |
| DK | 147 | MassOrderAck | OrderMassHandling | Trade | MassOrderAck | 0 | The mass order acknowledgement message is used to acknowledge the receipt of and the status for a MassOrder(35=DJ) message. |
| ComponentID | ComponentType | CategoryID | Name | AbbrName | NotReqXML | Volume | Description | Elaboration |
|---|---|---|---|---|---|---|---|---|
| 2245 | BlockRepeating | OrderMassHandling | OrderEntryGrp | OrderEntry | 0 | Group of order transactions across one or more instruments. | ||
| 2246 | BlockRepeating | OrderMassHandling | OrderEntryAckGrp | OrderEntryAck | 0 | Acknowledgment for a group of order transactions across one or more instruments. | The acknowledgement may or may not echo back input values from the submission but it has to provide the current status of each order including the impact of immediate executions or suspensions. |
| ComponentID | TagText | Indent | Position | Reqd | Description |
|---|---|---|---|---|---|
| 9 | 11 | Required when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID(11). In the case of quotes can be mapped to: - QuoteMsgID(1166) of a single Quote(35=S) - QuoteID(117) of a MassQuote(35=i). - MassOrderReportID(2424) of a MassOrderAck(35=DK) | |||
| 9 | 41 | 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. | |||
| 9 | 693 | Required if responding to a QuoteResponse(35=AJ) message. Echo back the Initiator's value specified in the message. | |||
| 9 | 790 | Required if responding to and if provided on the OrderStatusRequest(35=H) message. Echo back the value provided by the requester. | |||
| 9 | 584 | Required if responding to a OrderMassStatusRequest(35=AF). Echo back the value provided by the requester. | |||
| 9 | 911 | Can be used when responding to an OrderMassStatusRequest(35=AF) to identify the total number of ExecutionReport(35=8) messages which will be returned. | |||
| 9 | 912 | 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. | |||
| 9 | Parties | Specifies party information related to the submitter. | |||
| 9 | TargetParties | Specifies parties not directly associated with or owning the order, who are to be informed to effect processing of the order. | |||
| 9 | ContraGrp | ||||
| 9 | 551 | Must match original cross order. Same order chaining mechanism as ClOrdID(11)/OrigClOrdID(41) with OrderCancelReplaceRequest(35=G). | |||
| 9 | 17 | Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) for ExecType(150) = I (Order Status)). | |||
| 9 | 19 | Required for ExecType(150) = H (Trade Cancel) and ExecType(150) = G (Trade Correct). | |||
| 9 | Instrument | ||||
| 9 | FinancingDetails | ||||
| 9 | Stipulations | ||||
| 9 | OrderQtyData | **IMPORTANT NOTE: OrderQty(38) field is required for single instrument orders unless rejecting or acknowledging an order with CashOrderQty(152) or OrderPercent(516). ** | |||
| 9 | TriggeringInstruction | ||||
| 9 | PegInstructions | ||||
| 9 | DiscretionInstructions | ||||
| 9 | 432 | Conditionally required if TimeInForce(59) = 6 (GTD) and ExpireTime(126) is not specified. | |||
| 9 | 126 | Conditionally required if TimeInForce(59) = 6 (GTD) and ExpireDate(432) is not specified. | |||
| 9 | 32 | 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. | |||
| 9 | 1056 | 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. | |||
| 9 | 1071 | 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. | |||
| 9 | 31 | Price of this (last) fill. Required if ExecType(150) = ExecType = F (Trade) or G (Trade Correct) unless FillsGrp or OrderEventGrp 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. | |||
| 9 | 669 | 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. | |||
| 9 | 30 | 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. | |||
| 9 | 151 | 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). | |||
| 9 | 1361 | Used to support fragmentation. Sum of NoFills(1362) across all messages with the same ExecID(17). | |||
| 9 | CommissionData | Note: On a fill/partial-fill message, it represents value for that fill/partial fill. On ExecType = B (Calculated), it represents cumulative value for the order. Monetary commission values are expressed in the currency reflected by the Currency(15) field. | |||
| 9 | SpreadOrBenchmarkCurveData | ||||
| 9 | YieldData | ||||
| 9 | 118 | 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. | |||
| 9 | 119 | Used to report results of forex accommodation trade. | |||
| 9 | 120 | Used to report results of forex accommodation trade. Required for Non-Deliverable Forwards. | |||
| 9 | 155 | Foreign exchange rate used to compute SettlCurrAmt(119) from Currency(15) to SettlCurrency(120). | |||
| 9 | 156 | Specifies whether the SettlCurrFxRate(155) should be multiplied or divided. | |||
| 9 | DisplayInstruction | ||||
| 9 | DisclosureInstructionGrp | ||||
| 9 | 851 | Applicable only on OrdStatus(39) = 1 of (Partially filled) or 2(Filled). | |||
| 9 | ContAmtGrp | ||||
| 9 | InstrmtLegExecGrp | Specifies the leg executions of a multi-leg order or quote. | |||
| 9 | 921 | For repurchase agreements the start (dirty) cash consideration. | |||
| 9 | 922 | For repurchase agreements the end (dirty) cash consideration. |
| ComponentID | TagText | Indent | Position | Reqd | Description |
|---|---|---|---|---|---|
| 9 | 2422 | 0 | 2.4 | 0 | Required if provided on the order message. Echo back the value provided in the order message. |
| 9 | 2423 | 0 | 2.6 | 0 | Can be used to link execution to the MassOrder(35=DJ) message. |
| 9 | 2431 | 0 | 28.4 | 0 | Can be used to provide further detail for ExecType(150) field. |
| 9 | 84 | 0 | 87.4 | 0 | 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). |
| 146 | StandardHeader | 0 | 1 | 1 | MsgType=DJ |
| 146 | 2423 | 0 | 2 | 1 | Unique identifier of MassOrder(35=DJ) message as assigned by the submitter of the request. |
| 146 | 2427 | 0 | 3 | 0 | |
| 146 | 1301 | 0 | 4 | 0 | |
| 146 | 1300 | 0 | 5 | 0 | |
| 146 | Parties | 0 | 6 | 0 | This is party information related to the submitter. |
| 146 | 1815 | 0 | 7 | 0 | |
| 146 | 1816 | 0 | 8 | 0 | |
| 146 | 1 | 0 | 9 | 0 | |
| 146 | 660 | 0 | 10 | 0 | |
| 146 | 581 | 0 | 11 | 0 | |
| 146 | 528 | 0 | 12 | 0 | |
| 146 | 529 | 0 | 13 | 0 | |
| 146 | 582 | 0 | 14 | 0 | |
| 146 | 1028 | 0 | 15 | 0 | |
| 146 | 1031 | 0 | 16 | 0 | |
| 146 | 60 | 0 | 17 | 0 | |
| 146 | 58 | 0 | 18 | 0 | |
| 146 | 354 | 0 | 19 | 0 | Must be set if EncodedText(355) field is specified and must immediately precede it. |
| 146 | 355 | 0 | 20 | 0 | Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. |
| 146 | 1685 | 0 | 21 | 0 | |
| 146 | 2432 | 0 | 22 | 0 | Used to support fragmentation. Sum of NoOrderEntries(2428) within the OrderEntryGrp across all messages with the same MassOrderRequestID(2423). |
| 146 | 893 | 0 | 23 | 0 | Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. |
| 146 | OrderEntryGrp | 0 | 24 | 1 | |
| 146 | StandardTrailer | 0 | 25 | 1 | |
| 147 | StandardHeader | 0 | 1 | 1 | MsgType=DK |
| 147 | ApplicationSequenceControl | 0 | 2 | 1 | For use in drop copy applications. NOT FOR USE in transactional applications. |
| 147 | 2423 | 0 | 3 | 0 | Unique identifier of MassOrder(35=DJ) message as assigned by the submitter of the request. |
| 147 | 2424 | 0 | 4 | 0 | Unique identifier of MassOrder(35=DJ) message as assigned by the receiver |
| 147 | 2425 | 0 | 5 | 1 | Message level request status |
| 147 | 2426 | 0 | 6 | 0 | Message level request result |
| 147 | 2427 | 0 | 7 | 0 | Level of response requested from receiver of MassOrder (35=DJ) message. |
| 147 | 1328 | 0 | 8 | 0 | |
| 147 | 1664 | 0 | 9 | 0 | Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. |
| 147 | 1665 | 0 | 10 | 0 | Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. |
| 147 | 1301 | 0 | 11 | 0 | |
| 147 | 1300 | 0 | 12 | 0 | |
| 147 | Parties | 0 | 13 | 0 | |
| 147 | 1815 | 0 | 14 | 1 | |
| 147 | 1816 | 0 | 15 | 0 | |
| 147 | 1 | 0 | 16 | 0 | |
| 147 | 660 | 0 | 17 | 0 | |
| 147 | 581 | 0 | 18 | 0 | |
| 147 | 528 | 0 | 19 | 0 | |
| 147 | 529 | 0 | 20 | 0 | |
| 147 | 582 | 0 | 21 | 0 | |
| 147 | 1028 | 0 | 22 | 0 | |
| 147 | 1031 | 0 | 23 | 0 | |
| 147 | 60 | 0 | 24 | 0 | |
| 147 | 58 | 0 | 25 | 0 | |
| 147 | 354 | 0 | 26 | 0 | Must be set if EncodedRejectText(355) field is specified and must immediately precede it. |
| 147 | 355 | 0 | 27 | 0 | Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. |
| 147 | 797 | 0 | 28 | 0 | |
| 147 | 2432 | 0 | 29 | 0 | Used to support fragmentation. Sum of NoOrderEntries(2428) within the OrderEntryAckGrp across all messages with the same MassOrderRequestID(2423). |
| 147 | 893 | 0 | 30 | 0 | Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. |
| 147 | ThrottleResponse | 0 | 31 | 0 | |
| 147 | OrderEntryAckGrp | 0 | 32 | 0 | |
| 147 | StandardTrailer | 0 | 33 | 1 | |
| 14 | 2422 | 0 | 2.4 | 0 | |
| 61 | 2422 | 0 | 2.4 | 0 | |
| 52 | 2422 | 0 | 2.4 | 0 | |
| 17 | 2422 | 0 | 2.4 | 0 | Required if provided on the order being replaced (or cancelled). Echo back the value provided by the requester. |
| 62 | 2422 | 0 | 2.4 | 0 | Required if provided on the order being replaced (or cancelled). Echo back the value provided by the requester. |
| 53 | 2422 | 0 | 2.4 | 0 | Required if provided on the order being replaced (or cancelled). Echo back the value provided by the requester. |
| 37 | 2422 | 0 | 2.4 | 0 | |
| 16 | 2422 | 0 | 1.4 | 0 | Required if provided on the order being cancelled. Echo back the value provided by the requester. |
| 54 | 2422 | 0 | 2.4 | 0 | Required if provided on the order being cancelled. Echo back the value provided by the requester. |
| 10 | 2422 | 0 | 2.4 | 0 | Required if provided on the order cancel or cancel/replace request. Echo back the value provided by the requester. |
| 2018 | 2421 | 1 | 15 | 0 | Use to reference the partial execution of a multi-leg order to which this leg execution belongs. |
| 2245 | 2428 | 0 | 1 | 0 | |
| 2245 | 2429 | 1 | 2 | 0 | Required if NoOrderEntries(2428) > 0. |
| 2245 | 2430 | 1 | 3 | 0 | Unique order entry identification across all entries of a single message. Conditionally required when neither ClOrdID(11) nor OrderID(37) is provided. |
| 2245 | 11 | 1 | 4 | 0 | Conditionally required when neither OrderEntryID(2430) nor OrderID(37) is provided. |
| 2245 | 41 | 1 | 5 | 0 | Conditionally required when OrderEntryAction(2429) is not "1" (Add), ClOrdID(11) was provided in original order, and message-chaining model is used. |
| 2245 | 37 | 1 | 6 | 0 | Conditionally required when OrderEntryAction(2429) is not "1" (Add) and neither OrderEntryID(2430) nor ClOrdID(11) is provided. |
| 2245 | 40 | 1 | 7 | 0 | 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. |
| 2245 | 44 | 1 | 8 | 0 | Conditionally required when OrdType(40) = 2 (Limit) |
| 2245 | 54 | 1 | 9 | 0 | Conditionally required when OrderEntryAction(2429) = 1 (Add) or 2 (Modify) |
| 2245 | 59 | 1 | 10 | 0 | Only subset of values permitted that do not require additional fields |
| 2245 | OrderQtyData | 1 | 11 | 0 | Conditionally required when OrderEntryAction(2429) = 1 (Add) or 2 (Modify) |
| 2245 | Instrument | 1 | 12 | 0 | Required if NoOrderEntries(2432) > 0. |
| 2246 | 2428 | 0 | 1 | 0 | |
| 2246 | 39 | 1 | 2 | 0 | Required if NoOrderEntries(2428) > 0. |
| 2246 | 150 | 1 | 3 | 0 | Required if NoOrderEntries(2428) > 0. |
| 2246 | 2431 | 1 | 4 | 0 | |
| 2246 | 2429 | 1 | 5 | 0 | |
| 2246 | 2430 | 1 | 6 | 0 | Conditionally required when neither ClOrdID(11) nor OrderID(37) is provided. |
| 2246 | 11 | 1 | 7 | 0 | Conditionally required when neither OrderEntryID(2430) nor OrderID(37) is provided. |
| 2246 | 41 | 1 | 8 | 0 | 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. |
| 2246 | 37 | 1 | 9 | 0 | Conditionally required when neither OrderEntryID(2430) nor ClOrdID(11) is provided. |
| 2246 | 103 | 1 | 10 | 0 | |
| 2246 | 14 | 1 | 11 | 0 | Use to explicitly provide executed quantity. |
| 2246 | 151 | 1 | 12 | 0 | Use to explicitly provide remaining quantity. |
| 2246 | 84 | 1 | 13 | 0 | Use to explicitly provide cancelled quantity. |
| 2246 | 40 | 1 | 14 | 0 | |
| 2246 | 44 | 1 | 15 | 0 | |
| 2246 | 54 | 1 | 16 | 0 | |
| 2246 | 59 | 1 | 17 | 0 | |
| 2246 | OrderQtyData | 1 | 18 | 0 | |
| 2246 | Instrument | 1 | 19 | 0 |