Tag | Field Name | AbbrName | Req'd | Comments | ||
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StandardHeader | Hdr | Yes | MsgType = s (lowercase S) |
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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 |
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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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UndInstrmtGrp | Undly | Number of underlyings |
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InstrmtLegGrp | Leg | Number of Legs |
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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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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 "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 |
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81 | ProcessCode | ProcCode | Used to identify soft trades at order entry. |
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140 | PrevClosePx | PrevClsPx | Useful for verifying security identification |
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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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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" |
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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. |
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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" | ||||
SpreadOrBenchmarkCurveData | SprdBnchmkCurve | Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" |
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YieldData | Yield | Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages" |
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15 | Currency | Ccy | ||||
376 | ComplianceID | ComplianceID | ||||
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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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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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 | |||
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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StandardTrailer | Trlr | Yes |