NewOrderCross Message

<NewOrdCrss/>

Tag Field Name AbbrName Req'd Comments
StandardHeader Hdr Yes MsgType = s (lowercase S)
548 CrossID CrssID Yes
549 CrossType CrssTyp Yes
550 CrossPrioritization CrssPriortstn Yes
RootParties Pty Insert here the set of "Root Parties" fields defined in "common components of application messages" Used for acting parties that applies to the whole message, not individual sides.
SideCrossOrdModGrp SideCrossMod Yes Must be 1 or 2
1 or 2 if CrossType=1
2 otherwise
Instrument Instrmt Yes Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
UndInstrmtGrp Undly Number of underlyings
InstrmtLegGrp Leg Number of Legs
63 SettlType SettlTyp
64 SettlDate SettlDt Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values.
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.
110 MinQty MinQty
1089 MatchIncrement MtchInc
1090 MaxPriceLevels MxPxLvls
DisplayInstruction DsplyInstr Insert here the set of "DisplayInstruction" 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
81 ProcessCode ProcCode Used to identify soft trades at order entry.
140 PrevClosePx PrevClsPx Useful for verifying security identification
114 LocateReqd LocReqd Required for short sell orders
60 TransactTime TxnTm Yes Time this order request was initiated/released by the trader, trading system, or intermediary.
483 TransBkdTime TransBkdTm A date and time stamp to indicate when this order was booked with the agent prior to submission to the VMU
Stipulations Stip Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages"
40 OrdType OrdTyp Yes
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.
1092 PriceProtectionScope PxPrtScp
99 StopPx StopPx Required for OrdType = "Stop" or OrdType = "Stop limit".
TriggeringInstruction TrgrInstr Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages"
SpreadOrBenchmarkCurveData SprdBnchmkCurve Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages"
YieldData Yield Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages"
15 Currency Ccy
376 ComplianceID ComplianceID
23 IOIID IOIID Required for Previously Indicated Orders (OrdType=E)
117 QuoteID QID Required for Previously Quoted Orders (OrdType=D)
59 TimeInForce TmInForce Absence of this field indicates Day order
168 EffectiveTime EfctvTm Can specify the time at which the order should be considered valid
432 ExpireDate ExpireDt Conditionally required if TimeInForce = GTD and ExpireTime is not specified.
126 ExpireTime ExpireTm Conditionally required if TimeInForce = GTD and ExpireDate is not specified.
427 GTBookingInst GTBkngInst States whether executions are booked out or accumulated on a partially filled GT order
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"
DiscretionInstructions DiscInstr Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages"
847 TargetStrategy TgtStrategy The target strategy of the order
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
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)
480 CancellationRights CxllationRights For CIV - Optional
481 MoneyLaunderingStatus MnyLaunderingStat
513 RegistID RegistID Reference to Registration Instructions message for this Order.
494 Designation Designation Supplementary registration information for this Order
StandardTrailer Trlr Yes