Tag | Field Name | AbbrName | Req'd | Comments | ||
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StandardHeader | Hdr | Yes | MsgType = AB |
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11 | ClOrdID | ClOrdID | Yes | Unique identifier of the order as assigned by institution or by the intermediary with closest association with the investor. |
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526 | SecondaryClOrdID | ClOrdID2 | ||||
583 | ClOrdLinkID | ClOrdLinkID | ||||
Parties | Pty | Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" |
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229 | TradeOriginationDate | OrignDt | ||||
75 | TradeDate | TrdDt | ||||
1 | Account | Acct | ||||
660 | AcctIDSource | AcctIDSrc | ||||
581 | AccountType | AcctTyp | ||||
589 | DayBookingInst | DayBkngInst | ||||
590 | BookingUnit | BkngUnit | ||||
591 | PreallocMethod | PreallocMeth | ||||
70 | AllocID | AllocID | Used to assign an identifier to the block of individual preallocations |
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PreAllocMlegGrp | PreAllocMleg | Number of repeating groups for pre-trade allocation |
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63 | SettlType | SettlTyp | ||||
64 | SettlDate | SettlDt | Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. |
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544 | CashMargin | CshMgn | ||||
635 | ClearingFeeIndicator | ClrFeeInd | ||||
21 | HandlInst | HandlInst | ||||
18 | ExecInst | ExecInst | Can contain multiple instructions, space delimited. If OrdType=P, exactly one of the following values (ExecInst = L, R, M, P, O, T, or W) must be specified. |
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110 | MinQty | MinQty | ||||
1089 | MatchIncrement | MtchInc | ||||
1090 | MaxPriceLevels | MxPxLvls | ||||
DisplayInstruction | DsplyInstr | Insert here the set of "ReserveInstruction" fields defined in "common components of application messages" | ||||
111 | MaxFloor (Deprecated in FIX.5.0) | MaxFloor | (Deprecated from this message as of FIX.5.0) | |||
100 | ExDestination | ExDest | ||||
1133 | ExDestinationIDSource | ExDestIDSrc | ||||
TrdgSesGrp | TrdSes | Specifies the number of repeating TradingSessionIDs |
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81 | ProcessCode | ProcCode | Used to identify soft trades at order entry. |
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54 | Side | Side | Yes | Additional enumeration that indicates this is an order for a multileg order and that the sides are specified in the Instrument Leg component block. |
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Instrument | Instrmt | |||||
UndInstrmtGrp | Undly | Number of underlyings |
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140 | PrevClosePx | PrevClsPx | Useful for verifying security identification |
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1069 | SwapPoints | SwapPnts | For FX Swaps. Used to express the differential between the far leg's bid/offer and the near leg's bid/offer. | |||
LegOrdGrp | Ord | Number of legs | ||||
114 | LocateReqd | LocReqd | Required for short sell orders |
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60 | TransactTime | TxnTm | Yes | Time this order request was initiated/released by the trader, trading system, or intermediary. |
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854 | QtyType | QtyTyp | ||||
OrderQtyData | OrdQty | Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Conditionally required when the multileg order is not for a FX Swap, or any other swap transaction where having OrderQty is irrelevant as the amounts are expressed in the LegQty. |
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40 | OrdType | OrdTyp | Yes | |||
1377 | MultilegModel | MlegModel | ||||
1378 | MultilegPriceMethod | MlegPxMeth | ||||
423 | PriceType | PxTyp | ||||
44 | Price | Px | Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc. |
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1092 | PriceProtectionScope | PxPrtScp | ||||
99 | StopPx | StopPx | Required for OrdType = "Stop" or OrdType = "Stop limit". |
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TriggeringInstruction | TrgrInstr | Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages" | ||||
15 | Currency | Ccy | ||||
376 | ComplianceID | ComplianceID | ||||
377 | SolicitedFlag | SolFlag | ||||
23 | IOIID | IOIID | Required for Previously Indicated Orders (OrdType=E) |
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117 | QuoteID | QID | Required for Previously Quoted Orders (OrdType=D) |
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1080 | RefOrderID | RefOrdID | Required for counter-order selection / Hit / Take Orders. (OrdType = Q) | |||
1081 | RefOrderIDSource | RefOrdIDSrc | Conditionally required if RefOrderID is specified. | |||
59 | TimeInForce | TmInForce | Absence of this field indicates Day order |
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168 | EffectiveTime | EfctvTm | Can specify the time at which the order should be considered valid |
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432 | ExpireDate | ExpireDt | Conditionally required if TimeInForce = GTD and ExpireTime is not specified. |
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126 | ExpireTime | ExpireTm | Conditionally required if TimeInForce = GTD and ExpireDate is not specified. |
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427 | GTBookingInst | GTBkngInst | States whether executions are booked out or accumulated on a partially filled GT order |
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CommissionData | Comm | Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages" |
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528 | OrderCapacity | Cpcty | ||||
529 | OrderRestrictions | Rstctions | ||||
1091 | PreTradeAnonymity | PrTrdAnon | ||||
582 | CustOrderCapacity | CustCpcty | ||||
121 | ForexReq | ForexReq | Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade. |
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120 | SettlCurrency | SettlCcy | Required if ForexReq = Y. |
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775 | BookingType | BkngTyp | Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. |
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58 | Text | Txt | ||||
354 | EncodedTextLen | EncTxtLen | Must be set if EncodedText field is specified and must immediately precede it. |
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355 | EncodedText | EncTxt | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. |
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77 | PositionEffect | PosEfct | For use in derivatives omnibus accounting |
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203 | CoveredOrUncovered | Covered | For use with derivatives, such as options |
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210 | MaxShow (Deprecated in FIX.5.0) | MaxShow | (Deprecated from this message as of FIX.5.0) | |||
PegInstructions | PegInstr | Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" |
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DiscretionInstructions | DiscInstr | Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" |
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847 | TargetStrategy | TgtStrategy | The target strategy of the order |
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StrategyParametersGrp | StrpPrmGrp | Strategy parameter block | ||||
848 | TargetStrategyParameters (Deprecated in FIX.5.0) | TgtStrategyParameters | (Deprecated from this message as of FIX.5.0)For further specification of the TargetStrategy | |||
1190 | RiskFreeRate | RFR | ||||
849 | ParticipationRate (Deprecated in FIX.5.0) | ParticipationRt |
(Deprecated from this message as of FIX.5.0)Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) |
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480 | CancellationRights | CxllationRights | For CIV - Optional |
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481 | MoneyLaunderingStatus | MnyLaunderingStat | ||||
513 | RegistID | RegistID | Reference to Registration Instructions message for this Order. |
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494 | Designation | Designation | Supplementary registration information for this Order |
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563 | MultiLegRptTypeReq | MLEGRptTypReq | Indicates the method of execution reporting requested by issuer of the order. |
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StandardTrailer | Trlr | Yes |