Tag | Field Name | AbbrName | Req'd | Comments | ||
---|---|---|---|---|---|---|
StandardHeader | Hdr | Yes | MsgType = 7 |
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2 | AdvId | AdvId | Yes | |||
5 | AdvTransType | AdvTransTyp | Yes | |||
3 | AdvRefID | AdvRefID | Required for Cancel and Replace AdvTransType messages |
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Instrument | Instrmt | Yes | Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" |
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InstrmtLegGrp | Leg | Number of legs Identifies a Multi-leg Execution if present and non-zero. |
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UndInstrmtGrp | Undly | Number of underlyings |
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4 | AdvSide | AdvSide | Yes | |||
53 | Quantity | Qty | Yes | |||
854 | QtyType | QtyTyp | ||||
44 | Price | Px | ||||
15 | Currency | Ccy | ||||
75 | TradeDate | TrdDt | ||||
60 | TransactTime | TxnTm | ||||
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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149 | URLLink | URL | A URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html) |
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30 | LastMkt | LastMkt | ||||
336 | TradingSessionID | SesID | ||||
625 | TradingSessionSubID | SesSub | ||||
StandardTrailer | Trlr | Yes |