FIX Version FIX.5.0SP2 Extension Pack EP234

Approval Date 2017-07-01T17:00:00

Description CME Allocations of Multileg Order or Trade Extension




Field Changes




New Fields

TagNameTypeAssociatedDataTagAbbrNameBaseCategoryBaseCategoryAbbrNameNotReqXMLEnumDatatypeUnionDataTypeDescriptionElaboration
2727AllocLegRefIDStringLegRefID0Unique identifier for a specific leg (uniqueness not defined as part of the FIX specification). AllocLegRefID(2727tbd) references the value from LegID(1788) in the current multileg order or trade message specifying to which leg the allocation instance applies.



Enumerations

Updated Enumerations

TagValueSymbolicNameGroupSortDescriptionElaborationDeprecated
81923Last trade of the average price group identified by the AvgPxGroupID(1731)


Messages


Components


Message/Component Content

Messages/Components  Content Added

ComponentIDTagTextIndentPositionReqdDescription
2003272717.30The field may not be used in any message where there are no legs.
2002272715.2750The field may not be used in any message where there are no legs.
2039272715.50The field may not be used in NewOrderSingle(35=D), OrderCancelReplaceRequest(35=G), NewOrderList(35=E) or any other message where there are no legs.
2060272715.150The field may not be used in any message where there are no legs.
2040272715.50