Name | BaseType | Description | Example | XML |
|---|---|---|---|---|
| UTCTimestamp | 0 xs:dateTime string field representing date and time combination Universal Time Coordinated (UTC), also known as Greenwich Mean Time (GMT). Its value space is described as the combination of date and time of day in the Chapter 5.4 of ISO 8601. Valid values are in the format YYYY-MM-DDTHH:MM:SS.s where YYYY = 0000-9999 year, MM = 01-12 month, DD = 01-31 day, HH = 00-23 hour, MM = 00-59 minute, SS = 00-60 second (60 only if UTC leap second), and optionally one or more digits representing a decimal fraction of a second. The punctuation of "-", ":" and the string value of "T" to separate the date and time are required. The "." is only required when sub-second time precision is specified. Leap Seconds: Note that UTC includes corrections for leap seconds, which are inserted to account for slowing of the rotation of the earth. Leap second insertion is declared by the International Earth Rotation Service (IERS) and has, since 1972, only occurred on the night of Dec. 31 or Jun 30. The IERS considers March 31 and September 30 as secondary dates for leap second insertion, but has never utilized these dates. During a leap second insertion, a UTCTimestamp field may read "1998-12-31T23:59:59", "1998-12-31T23:59:60", "1999-01-01T00:00:00". (see http://tycho.usno.navy.mil/leapsec.html) TxnTm="2001-12-17T09:30:47" seconds TxnTm="2001-12-17T09:30:47.123" millisecond TxnTm="2001-12-17T09:30:47.123456" microseconds TxnTm="2001-12-17T09:30:47.123456789" nanoseconds |
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Name | BaseType | Description | Example | XML |
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| Tag | Name | Type | AssociatedDataTag | AbbrName | BaseCategory | BaseCategoryAbbrName | NotReqXML | EnumDatatype | UnionDataType | Description | Elaboration | Deprecated |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 452 | Identifies the type or role of the PartyID (448) specified. |
| Tag | Name | Type | AssociatedDataTag | AbbrName | BaseCategory | BaseCategoryAbbrName | NotReqXML | EnumDatatype | UnionDataType | Description | Elaboration |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2882 | ContraOrderOrigination | int | CntraOrdOrigntn | 0 | 1724 | Identifies the origin of the order from the counterparty of the execution or trade. | |||||
| 2883 | RoutingArrangmentIndicator | int | RtgArngmntInd | 0 | Indicates whether a routing arrangement is in place, e.g. between two brokers. May be used together with OrderOrigination(1724) to further describe the origin of an order. | An arrangement under which a participant of a marketplace permits a broker to electronically transmit orders containing the identifier of the participant. This can be either through the systems of the participant for automatic onward transmission to a marketplace or directly to a marketplace without being electronically transmitted through the systems of the participant. | |||||
| 2884 | ContraRoutingArrangmentIndicator | int | CntraRtgArngmntInd | 0 | 2883 | Indicates whether a routing arrangement is in place, e.g. between two brokers. May be used together with ContraOrderOrigination(2882) to further describe the origin of an order. |
| Tag | Value | SymbolicName | Group | Sort | Description | Elaboration | Deprecated |
|---|---|---|---|---|---|---|---|
| 1724 | 4 | Order received from a customer or originated from within the firm |
| Tag | Value | SymbolicName | Group | Sort | Description | Elaboration |
|---|---|---|---|---|---|---|
| 452 | 126 | ContraCustomerAccount | 126 | Contra Customer Account | Same as PartyRole(452) = 24 (Customer Account) but for the counterparty. Can be used whenever the parties component is not nested in a repeating group representing both sides. | |
| 452 | 127 | ContraInvestmentDecisionMaker | 127 | Contra Investment Decision Maker | Same as PartyRole(452) = 122 (Investment Decision Maker) but for the counterparty. Can be used whenever the parties component is not nested in a repeating group representing both sides. | |
| 581 | 12 | AccountCustomerNonCustomerOrders | 12 | Account for customer and non-customer orders | Account aggregates orders from customers and non-customers. In the context of IIROC UMIR this account type can be used for bundled orders (BU), i.e. orders including client, non-client and principal orders. | |
| 581 | 13 | AccountOrdersMultipleCustomers | 13 | Account for orders from multiple customers | Account aggregates orders from multiple customers. In the context of IIROC UMIR this account type can be used for multiple client orders (MC), i.e. orders including orders from more than one client but no principal or non-client orders. | |
| 1724 | 6 | OrderReceivedFromForeignDealerEquivalent | 6 | Order received from a foreign dealer equivalent | A foreign dealer equivalent is a person in the business of trading securities in a foreign jurisdiction in a manner analogous to an investment dealer and that is subject to the regulatory jurisdiction of a signatory to the International Organization of Securities Commissions’ (IOSCO) Multilateral Memorandum of Understanding in that foreign jurisdiction. | |
| 1724 | 7 | OrderReceivedFromExecutionOnlyService | 7 | Order received from an execution-only service | The acceptance and execution of orders from customers for trades that the broker-dealer has not recommended and for which the broker-dealer takes no responsibility as to the appropriateness or suitability of orders accepted or account positions held. | |
| 2883 | 0 | NoRoutingArrangmentInPlace | 0 | No routing arrangement in place | ||
| 2883 | 1 | RoutingArrangementInPlace | 1 | Routing arrangement in place |
| ComponentID | TagText | Indent | Position | Reqd | Description |
|---|---|---|---|---|---|
| 2059 | 1724 | 1 | 27.05 | 0 | |
| 2059 | 1725 | 1 | 27.075 | 0 | |
| 2059 | 1726 | 1 | 27.0875 | 0 | |
| 2059 | 2883 | 1 | 27.09375 | 0 | |
| 14 | 2883 | 0 | 86.535 | 0 | |
| 17 | 2883 | 0 | 87.535 | 0 | |
| 9 | 2883 | 0 | 160.535 | 0 | |
| 14 | 2884 | 0 | 86.5375 | 0 | May be used for cross orders submitted with single order messages. |
| 17 | 2884 | 0 | 87.5375 | 0 | May be used for cross orders submitted with single order messages. |
| 9 | 2884 | 0 | 160.5375 | 0 | May be used for cross orders submitted with single order messages. |
| 14 | 2882 | 0 | 86.515 | 0 | May be used for cross orders submitted with single order messages. |
| 17 | 2882 | 0 | 87.515 | 0 | May be used for cross orders submitted with single order messages. |
| 9 | 2882 | 0 | 160.515 | 0 | May be used for cross orders submitted with single order messages. |