| Tag | Name | Type | AssociatedDataTag | AbbrName | BaseCategory | BaseCategoryAbbrName | NotReqXML | EnumDatatype | UnionDataType | Description | Elaboration | Deprecated |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 851 | Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. | |||||||||||
| 1674 | Qualifies the value of PartyDetailRole(1693). | |||||||||||
| 2640 | CommissionAmount | |||||||||||
| 2644 | CommissionUnitOfMeasure |
| Tag | Name | Type | AssociatedDataTag | AbbrName | BaseCategory | BaseCategoryAbbrName | NotReqXML | EnumDatatype | UnionDataType | Description | Elaboration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2672 | CrossRequestID | String | CrssReqID | 0 | Unique message identifier for a cross request as assigned by the submitter of the request. | ||||||
| 2673 | FillMatchID | String | MtchID | 0 | Identifier assigned by a matching system to a match event containing multiple executions. | ||||||
| 2674 | FillMatchSubID | String | MtchSubID | 0 | Identifier assigned by a matching system to a price level (e.g. match step, clip) within a match event containing multiple executions. | ||||||
| 2675 | MassActionReason | int | MassActnRsn | 0 | Reserved100Plus | Reason for submission of mass action. | |||||
| 2676 | MaximumPricePercentage | Percentage | MaxPxPctage | 0 | Maximum deviation, in percentage terms, of an execution price from a reference price, e.g. the initial price of a match event. | ||||||
| 2677 | NotAffectedReason | int | Rsn | 0 | Reserved100Plus | Reason for order being unaffected by mass action even though it belongs to the orders covered by MassActionScope(1374). | |||||
| 2678 | TotalNotAffectedOrders | int | TotNotAffctdOrds | 0 | Total number of orders unaffected by either the OrderMassActionRequest(35=CA) or OrderMassCancelRequest(35=Q). | ||||||
| 2679 | OrderOwnershipIndicator | int | OrdOwnershipInd | 0 | Change of ownership of an order to a specific party. | ||||||
| 2680 | LegAccount | String | Acct | 0 | Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager. |
| Tag | Value | SymbolicName | Group | Sort | Description | Elaboration | Deprecated |
|---|---|---|---|---|---|---|---|
| 452 | 81 | Broker cient ID | |||||
| 1674 | 0 | For party role 1 (Executing Firm) | |||||
| 1674 | 1 | For party role 1 (Executing Firm) | |||||
| 1674 | 2 | For party role 1 (Executing Firm) | |||||
| 1674 | 9 | For party role 102 (Data repository) | |||||
| 1674 | 10 | For party role 102 (Data repository) | |||||
| 1674 | 11 | For party role 102 (Data repository) | |||||
| 1674 | 12 | For party role 102 (Data repository) | |||||
| 1674 | 22 | For party role 12 (Executing trader) or 122 (Investment decision maker) | |||||
| 1674 | 13 | For party role 22 (Exchange) | |||||
| 1674 | 14 | For party role 22 (Exchange) | |||||
| 1674 | 15 | For party role 22 (Exchange) | |||||
| 1674 | 16 | For party role 22 (Exchange) | |||||
| 1674 | 3 | For party role 4 (Clearing Firm) | |||||
| 1674 | 4 | For party role 4 (Clearing Firm) | |||||
| 1674 | 5 | For party role 66 (Market Maker) | 5 | ||||
| 1674 | 6 | For party role 66 (Market Maker) | 6 | ||||
| 1674 | 20 | For party role 66 (Market Maker) | 20 | ||||
| 1674 | 21 | For party role 66 (Market Maker) | 21 | ||||
| 1674 | 17 | For party role 73 (Execution Venue) | |||||
| 1674 | 7 | For party role 29 (Intermediary), 32 (Beneficiary) and 107 (Correspondent) | |||||
| 1674 | 8 | For party role 29 (Intermediary), 32 (Beneficiary) and 107 (Correspondent) | |||||
| 1674 | 18 | For all party roles | |||||
| 1674 | 19 | For all party roles |
| Tag | Value | SymbolicName | Group | Sort | Description | Elaboration |
|---|---|---|---|---|---|---|
| 770 | 26 | PreviousTimePriority | 26 | Previous time priority | Can be used in conjunction with TrdRegTimestampType(770) = 8 (Time priority) to provide the current and last priority timestamp in a single message. | |
| 836 | 4 | Percentage | 5 | Percentage | ||
| 851 | 5 | TriggeredStopOrder | 5 | Triggered stop order | Fill was the result of a stop order being triggered and immediately executed. | |
| 851 | 6 | TriggeredContingencyOrder | 6 | Triggered contingency order | Fill was the result of a contingency order (OCO, OTO, OUO) becoming active (after cancelling or updating another order) and being immediately executed. | |
| 851 | 7 | TriggeredMarketOrder | 7 | Triggered market order | Fill was the result of a market order being triggered due to an executable orderbook situation. | |
| 1674 | 25 | RegularTrader | For party role 11 (Order Origination Trader), 12 (Executing Trader), 36 (Entering Trader), 37 (Contra Trader) | 25 | Regular trader | Standard trader profile. |
| 1674 | 26 | HeadTrader | For party role 11 (Order Origination Trader), 12 (Executing Trader), 36 (Entering Trader), 37 (Contra Trader) | 26 | Head trader | Senior trader leading a group of regular traders. |
| 1674 | 27 | Supervisor | For party role 11 (Order Origination Trader), 12 (Executing Trader), 36 (Entering Trader), 37 (Contra Trader) | 27 | Supervisor | Administrative user that has only limited rights for normal trading but possibly special rights for emergency actions. |
| 1815 | 8 | SystematicInternaliser | 8 | Systematic internaliser | ||
| 1803 | 0 | None | 0 | None | ||
| 2675 | 0 | None | 0 | No special reason (default) | ||
| 2675 | 1 | TradingRiskControl | 1 | Trading risk control | General violation of trading rules. Can be used if specific reason is unavailable or must not be disclosed. | |
| 2675 | 2 | ClearingRiskControl | 2 | Clearing risk control | General violation of clearing rules. Can be used if specific reason is unavailable or must not be disclosed. | |
| 2675 | 3 | MarketMakerProtection | 3 | Market maker protection | Specific action taken to prevent further executions for a market maker. | |
| 2675 | 4 | StopTrading | 4 | Stop trading | Specific action taken in conjunction with the prevention of further trading. Scope can be defined with TargetParties component. | |
| 2675 | 5 | EmergencyAction | 5 | Emergency action | Specific action taken due to an emergency condition. Scope can be defined with TargetParties component. | |
| 2675 | 6 | SessionLossLogout | 6 | Session loss or logout | Protection of trader or firm after having lost connectivity. | |
| 2675 | 7 | DuplicateLogin | 7 | Duplicate login | Trader only allowed to login once. | |
| 2675 | 8 | ProductNotTraded | 8 | Product not traded | Product not available for trading, e.g. in a halted state. | |
| 2675 | 9 | InstrumentNotTraded | 9 | Instrument not traded | Instrument not available for trading, e.g. due to intra-day expiration. | |
| 2675 | 10 | CompleInstrumentDeleted | 10 | Complex instrument deleted | Removal of complex instrument, e.g. due to expiry, leading to mass action on open orders. | |
| 2675 | 11 | CircuitBreakerActivated | 11 | Circuit breaker activated | Trading interruption leading to mass action on open orders. | |
| 2675 | 99 | Other | 99 | Other | ||
| 2677 | 0 | OrderSuspended | 0 | Order suspended | ||
| 2677 | 1 | InstrumentSuspended | 1 | Instrument suspended | ||
| 2679 | 0 | NoChange | 0 | No change of ownership (default) | ||
| 2679 | 1 | ExecutingPartyChange | 1 | Change of ownership to executing party | Executing party can be given either implicitly via session attributes or explicitly via Parties component. The party taking over ownership must also be the one submitting the request. | |
| 2679 | 2 | EnteringPartyChange | 2 | Change of ownership to entering party | Entering party can be given either implicitly via session attributes or explicitly via Parties component. The party taking over ownership must also be the one submitting the request. | |
| 2679 | 3 | SpecifiedPartyChange | 3 | Change of ownership to specified party | Ownership is transferred by a third party from/to the parties specified via Parties component together with PartyRoleQualifier(2376) = Current(18) and New(19). |
| MsgType | ComponentID | Name | CategoryID | SectionID | AbbrName | NotReqXML | Description | Elaboration |
|---|---|---|---|---|---|---|---|---|
| DS | 155 | CrossRequest | Indication | PreTrade | CrssReq | 0 | The CrossRequest(35=DS) message is used to indicate the submission of orders or quotes that may result in a crossed trade. | |
| DT | 156 | CrossRequestAck | Indication | PreTrade | CrssReqAck | 0 | The CrossRequestAck(35=DT) message is used to confirm the receipt of a CrossRequest(35=DS) message. |
| ComponentID | TagText | Indent | Position | Reqd | Description |
|---|---|---|---|---|---|
| 112 | 54 | Can be used to filter for orders of a single instrument. | |||
| 111 | 1375 | Indicates the action taken by the counterparty order handling system as a result of the Action Request. | |||
| 111 | 1376 | Indicates why Order Mass Action Request was rejected Required if MassActionResponse(1375) = 0 (Rejected). | |||
| 2112 | 1363 | Unique identifier of execution as assigned by sell-side (broker, exchange, ECN). Must not overlap ExecID(17). Required if NoFills(1362) > 0. | |||
| 2112 | 1364 | Price of this partial fill. Required if NoFills(1362) > 0. Refer to LastPx(31). | |||
| 2112 | 1365 | Quantity (e.g. shares) bought/sold on this partial fill. Required if NoFills(1362) > 0. | |||
| 2025 | 690 | Instead of LegOrderQty(685) requests that the sellside calculate LegOrderQty(685) based on opposite Leg. | |||
| 2253 | 1803 | Required if NoAuctionTypeRules(2548) > 0. AuctionType(1803) = 0 (None) can be used to invalidate all auction types on the instrument level that are defined on a market segment level. | |||
| 2129 | TimeInForceRules | Specifies the time in force rules that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session. | |||
| 2129 | ExecInstRules | Specifies the execution instructions that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session. | |||
| 2129 | MatchRules | Specifies the matching rules that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session. | |||
| 2129 | MarketDataFeedTypes | Specifies the market data feed types that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session. |
| ComponentID | TagText | Indent | Position | Reqd | Description |
|---|---|---|---|---|---|
| 155 | StandardHeader | 0 | 1 | 1 | MsgType = DS |
| 155 | 2672 | 0 | 2 | 1 | Unique identifier for cross request message. |
| 155 | 1301 | 0 | 3 | 0 | |
| 155 | 1300 | 0 | 4 | 0 | |
| 155 | Instrument | 0 | 5 | 1 | |
| 155 | 38 | 0 | 6 | 0 | Can be used to announce a maximum quantity that is subject to crossing. |
| 155 | 376 | 0 | 7 | 0 | |
| 155 | 2404 | 0 | 8 | 0 | |
| 155 | StandardTrailer | 0 | 9 | 1 | |
| 156 | StandardHeader | 0 | 1 | 1 | MsgType = DT |
| 156 | 2672 | 0 | 2 | 1 | Unique identifier for the cross request message being confirmed. |
| 156 | 1301 | 0 | 3 | 0 | |
| 156 | 1300 | 0 | 4 | 0 | |
| 156 | Instrument | 0 | 5 | 1 | |
| 156 | 38 | 0 | 6 | 0 | |
| 156 | 376 | 0 | 7 | 0 | |
| 156 | 2404 | 0 | 8 | 0 | |
| 156 | StandardTrailer | 0 | 9 | 1 | |
| 14 | 2676 | 0 | 28.203 | 0 | |
| 14 | ValueChecksGrp | 0 | 28.206 | 0 | |
| 61 | 2676 | 0 | 28.203 | 0 | |
| 61 | ValueChecksGrp | 0 | 28.206 | 0 | |
| 17 | 2676 | 0 | 32.203 | 0 | |
| 17 | ValueChecksGrp | 0 | 32.206 | 0 | |
| 17 | 2679 | 0 | 87.58 | 0 | Can be used to request change of order ownership. |
| 62 | 2676 | 0 | 31.203 | 0 | |
| 62 | ValueChecksGrp | 0 | 31.206 | 0 | |
| 62 | 522 | 0 | 101.3 | 0 | |
| 62 | 2679 | 0 | 101.6 | 0 | Can be used to request change of order ownership. |
| 9 | 1891 | 0 | 25.6 | 0 | |
| 9 | 2676 | 0 | 119.203 | 0 | |
| 9 | ValueChecksGrp | 0 | 119.206 | 0 | |
| 9 | 2679 | 0 | 160.57 | 0 | Can be used to highlight change of order ownership. |
| 112 | 2675 | 0 | 5.5 | 0 | Specifies the reason for the action requested. |
| 112 | 44 | 0 | 13.5 | 0 | Can be used to filter for orders of a single instrument. |
| 111 | 2675 | 0 | 6.5 | 0 | Specifies the reason for the action taken. |
| 111 | 2678 | 0 | 9.3 | 0 | Optional field used to indicate the total number of orders within the scope but not affected by the OrderMassActionRequest(35=CA). |
| 111 | 893 | 0 | 9.6 | 0 | Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. |
| 111 | 44 | 0 | 18.5 | 0 | |
| 2112 | 2673 | 1 | 1.303 | 0 | Can be used to refer to the related match event. |
| 2112 | 2674 | 1 | 1.306 | 0 | Can be used to refer to a price level (e.g. match step, clip) within the related match event. |
| 2111 | 2677 | 1 | 5 | 0 | Can be used to provide a reason for excluding this order from the scope of the mass action. |
| 2025 | 2680 | 1 | 6.5 | 0 | |
| 2018 | 2680 | 1 | 5.4 | 0 | |
| 2018 | 1817 | 1 | 5.8 | 0 | Provide if different from the value specified for the overall multileg security in ClearingAccountType(1816) in the Instrument component. |
| 2063 | 2680 | 1 | 5.4 | 0 | |
| 2063 | 1817 | 1 | 5.8 | 0 | Provide if different from the value specified for the overall multileg security in ClearingAccountType(1816) in the Instrument component. |
| 2129 | AuctionTypeRuleGrp | 0 | 1.35 | 0 | Specifies the auction order types that are valid for trading on the identified. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session. |