Tag | FieldName | AbbrName | Type | Desc | Pattern |
---|
1367 | LegAllocSettlCurrency | AllocSettlCcy | Currency | Identifies settlement currency for the leg level allocation. | |
1359 | EncodedSymbolLen | EncodedSymbolLen | Length | Byte length of encoded (non-ASCII characters) EncodedSymbol(1360) field. | |
1360 | EncodedSymbol | EncodedSymbol | data | Encoded (non-ASCII characters) representation of the Symbol(55) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation can also be specified in the Symbol field. | |
1361 | TotNoFills | TotNoFills | int | Total number of fill entries across all messages. Should be the sum of all NoFills(1362) in each message that has repeating list of fill entries related to the same ExecID(17). Used to support fragmentation. | |
1362 | NoFills | NoFills | NumInGroup |
| |
1363 | FillExecID | FillExecID | String | Refer to ExecID(17). Used when multiple partial fills are reported in single Execution Report. ExecID and FillExecID should not overlap, | |
1364 | FillPx | FillPx | Price | Price of Fill. Refer to LastPx(31). | |
1365 | FillQty | FillQty | Qty | Quantity of Fill. Refer to LastQty(32). | |
1366 | LegAllocID | LegAllocID | String | The AllocID(70) of an individual leg of a multileg order. | |
1368 | TradSesEvent | TradSesEvent | int | Identifies an event related to a TradSesStatus(340). An event occurs and is gone, it is not a state that applies for a period of time. | Reserved100Plus |
1369 | MassActionReportID | MassActionReportID | String | Unique identifier of Order Mass Cancel Report or Order Mass Action Report message as assigned by sell-side (broker, exchange, ECN) | |
1370 | NoNotAffectedOrders | NoNotAffectedOrders | NumInGroup | Number of not affected orders in the repeating group of order ids. | |
1371 | NotAffectedOrderID | NotAffectedOrderID | String | OrderID(37) of an order not affected by a mass cancel request. | |
1372 | NotAffOrigClOrdID | NotAffOrigClOrdID | String | ClOrdID(11) of the previous order (NOT the initial order of the day) as assigned by the institution, used to identify the previous order in cancel and cancel/replace requests. | |
1373 | MassActionType | MassActionType | int | Specifies the type of action requested | |
1374 | MassActionScope | MassActionScope | int | Specifies scope of Order Mass Action Request. | |
1375 | MassActionResponse | MassActionResponse | int | Specifies the action taken by counterparty order handling system as a result of the action type indicated in MassActionType of the Order Mass Action Request. | |
1376 | MassActionRejectReason | MassActionRejectReason | int | Reason Order Mass Action Request was rejected | Reserved100Plus |
Please note modification in the xsl that does not conform to the FPL pattern of <xsl:when test = 'Tag = xxx'> where xxx is a tag number may not appear here. If it does appear here it actions may be inaccurately reported, check the underlying XSL for existance.
Tag | FieldName | AbbrName | Type | Desc | Pattern |
---|
Replace this, test is Tag = 19 |
19 | ExecRefID | ExecRefID | String |
Reference identifier used with Trade Cancel and Trade Correct execution types.
(Prior to FIX 4.1 this field was of type int)
| |
With this |
19 | ExecRefID | ExecRefID | String | Reference identifier used with Trade, Trade Cancel and Trade Correct execution types.
(Prior to FIX 4.1 this field was of type int) | |
Replace this, test is Tag = 336 |
336 | TradingSessionID | SesID | String |
Identifier for Trading Session
Can be used to represent a specific market trading session (e.g. "PRE-OPEN", "CROSS_2", "AFTER-HOURS", "TOSTNET", "TOSTNET2", etc).
To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID.
Values should be bi-laterally agreed to between counterparties.
Firms may register Trading Session values on the FIX website (presently a document maintained within "ECN and Exchanges" working group section).
| |
With this |
336 | TradingSessionID | SesID | String |
Identifier for Trading Session
A trading session spans an extended period of time that can also be expressed informally in terms of the trading day. Usage is determined by market or counterparties.
To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID.
Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility.
| Reserved100Plus |
Replace this, test is Tag = 326 |
326 | SecurityTradingStatus | TrdgStat | int | Identifies the trading status applicable to the transaction. | Reserved100Plus |
With this |
326 | SecurityTradingStatus | TrdgStat | int | Identifies the trading status applicable to the transaction. | Reserved100Plus |
Replace this, test is Tag = 340 |
340 | TradSesStatus | Stat | int | State of the trading session. | |
With this |
340 | TradSesStatus | Stat | int | State of the trading session. | Reserved100Plus |
Replace this, test is Tag = 828 |
828 | TrdType | TrdTyp | int | Type of Trade: | |
With this |
828 | TrdType | TrdTyp | int | Type of Trade: | Reserved1000Plus |
Replace this, test is Tag = 829 |
829 | TrdSubType | TrdSubTyp | int |
Further qualification to the trade type
| |
With this |
829 | TrdSubType | TrdSubTyp | int | Further qualification to the trade type
| Reserved1000Plus |
Replace this, test is Tag = 532 |
532 | MassCancelRejectReason | MassCxlRejRsn | int | Reason Order Mass Cancel Request was rejected | Reserved100Plus |
With this |
532 | MassCancelRejectReason | MassCxlRejRsn | int | Reason Order Mass Cancel Request was rejected | Reserved100Plus |
Replace this, test is Tag = 625 |
625 | TradingSessionSubID | SesSub | String |
Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties.
Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations.
| |
With this |
625 | TradingSessionSubID | SesSub | String | Optional market assigned sub identifier for a trading phase within a trading session. Usage is determined by market or counterparties. Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility | Reserved100Plus |
Tag | New Enums | Group |
---|
18 | l - Suspend on system failure (mutually exclusive with H and Q) |
|
18 | m - Suspend on Trading Halt (mutually exclusive with J and K) |
|
18 | n - Reinstate on connection loss (mutually exclusive with o and p) |
|
18 | o - Cancel on connection loss (mutually exclusive with n and p) |
|
18 | p - Suspend on connection loss (mutually exclusive with n and o) |
|
18 | q - Release from suspension (mutually exclusive with S) |
|
22 | M - Marketplace-assigned Identifier |
|
35 | BZ - OrderMassActionReport |
|
35 | CA - OrderMassActionRequest |
|
336 | 1 - Day |
|
336 | 2 - HalfDay |
|
336 | 3 - Morning |
|
336 | 4 - Afternoon |
|
336 | 5 - Evening |
|
336 | 6 - After-hours |
|
530 | 8 - Cancel orders for a market |
|
530 | 9 - Cancel orders for a market segment |
|
530 | A - Cancel orders for a security group |
|
531 | 8 - Cancel orders for a market |
|
531 | 9 - Cancel orders for a market segment |
|
531 | A - Cancel orders for a security group |
|
532 | 7 - Invalid or unknown Market |
|
532 | 8 - Invalid or unkown Market Segment |
|
532 | 9 - Invalid or unknown Security Group |
|
625 | 1 - Pre-Trading |
|
625 | 2 - Opening or opening auction |
|
625 | 3 - (Continuous) Trading |
|
625 | 4 - Closing or closing auction |
|
625 | 5 - Post-Trading |
|
625 | 6 - Intraday Auction |
|
625 | 7 - Quiescent |
|
1368 | 0 - Trading resumes (after Halt) |
|
1368 | 1 - Change of Trading Session |
|
1368 | 2 - Change of Trading Subsession |
|
1368 | 3 - Change of Trading Status |
|
1373 | 1 - Suspend orders |
|
1373 | 2 - Release orders from suspension |
|
1373 | 3 - Cancel orders |
|
1374 | 1 - All orders for a security |
|
1374 | 2 - All orders for an underlying security |
|
1374 | 3 - All orders for a Product |
|
1374 | 4 - All orders for a CFICode |
|
1374 | 5 - All orders for a SecurityType |
|
1374 | 6 - All orders for a trading session |
|
1374 | 7 - All orders |
|
1374 | 8 - All orders for a Market |
|
1374 | 9 - All orders for a Market Segment |
|
1374 | 10 - All orders for a Security Group |
|
1375 | 0 - Rejected - See MassActionRejectReason(1376) |
|
1375 | 1 - Accepted |
|
1376 | 0 - Mass Action Not Supported |
|
1376 | 1 - Invalid or unknown security |
|
1376 | 2 - Invalid or unknown underlying security |
|
1376 | 3 - Invalid or unknown Product |
|
1376 | 4 - Invalid or unknown CFICode |
|
1376 | 5 - Invalid or unknown SecurityType |
|
1376 | 6 - Invalid or unknown trading session |
|
1376 | 7 - Invalid or unknown Market |
|
1376 | 8 - Invalid or unknown Market Segment |
|
1376 | 9 - Invalid or unknown Security Group |
|
1376 | 99 - Other |
|
Please note modification in the xsl that does not conform to the FPL pattern of <xsl:when test = 'Tag = xxx and Enum = yyy'> where xxx is a tag number and yyy is an enum string may not appear here. If it does appear here it actions may be inaccurately reported, check the underlying XSL for existance.
Name | Ind | Tag | Reqd | Description |
---|
ExecutionReport | 0 | 880 | No |
|
ExecutionReport | 0 | 70 | No |
|
ExecutionReport | 0 | PreAllocGrp | No | Pre-trade allocation instructions. |
ExecutionReport | 0 | 1361 | No | Used to support fragmentation. Sum of NoFills across all messages with the same ExecID. |
ExecutionReport | 0 | 893 | No | Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. |
ExecutionReport | 0 | FillsGrp | No | Specifies the number of partial fills included in this Execution Report |
TradingSessionStatus | 0 | 1368 | No | Identifies an event related to the trading status of a trading session |
OrderMassCancelRequest | 0 | 1301 | No | Required for MassCancelRequestType = 8 (Cancel orders for a market) |
OrderMassCancelRequest | 0 | 1300 | No | Required for MassCancelRequestType = 9 (Cancel orders for a market segment) |
OrderMassCancelReport | 0 | 1369 | Yes | Unique Identifier for the Order Mass Cancel Report assigned by the recipient of the Order Mass Cancel Request |
OrderMassCancelReport | 0 | NotAffectedOrdersGrp | No | List of orders not affected by Order Mass Cancel Request |
OrderMassCancelReport | 0 | 1301 | No |
|
OrderMassCancelReport | 0 | 1300 | No |
|
OrderMassCancelReport | 0 | 1151 | No |
|
| 0 | StandardHeader | Yes | MsgType = BZ |
| 0 | 11 | No | ClOrdID provided on the Order Mass Action Request. |
| 0 | 526 | No |
|
| 0 | 1369 | Yes | Unique Identifier for the Order Mass Action Report |
| 0 | 1373 | Yes | Order Mass Action Request Type accepted by the system |
| 0 | 1374 | Yes | Specifies the scope of the action |
| 0 | 1375 | Yes | Indicates the action taken by the counterparty order handling system as a result of the Action Request
0 - Indicates Order Mass Action Request was rejected. |
| 0 | 1376 | No | Indicates why Order Mass Action Request was rejected
Required if MassActionResponse = 0 |
| 0 | 533 | No | Optional field used to indicate the total number of orders affected by the Order Mass Action Request |
| 0 | AffectedOrdGrp | No | Orders affected by the Order Mass Action Request. |
| 0 | NotAffectedOrdersGrp | No | List of orders not affected by the Order Mass Action Request. |
| 0 | 1301 | No | MarketID for which orders are to be affected |
| 0 | 1300 | No | MarketSegmentID for which orders are to be affected |
| 0 | 336 | No | TradingSessionID for which orders are to be affected |
| 0 | 625 | No | TradingSessionSubID for which orders are to be affected |
| 0 | Parties | No | Insert here the set of "Parties" (firm identification) fields defined in "common components of application messages" |
| 0 | Instrument | No | Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" |
| 0 | UnderlyingInstrument | No | Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "Common Components of Application Messages" |
| 0 | 54 | No | Side of the market specified on the Order Mass Action Request |
| 0 | 60 | No | Time this report was initiated/released by the sells-side (broker, exchange, ECN) or sell-side executing system. |
| 0 | 58 | No |
|
| 0 | 354 | No | Must be set if EncodedText field is specified and must immediately precede it. |
| 0 | 355 | No | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. |
| 0 | StandardTrailer | Yes |
|
| 0 | StandardHeader | Yes | MsgType = CA |
| 0 | 11 | Yes | Unique ID of Order Mass Action Request as assigned by the institution. |
| 0 | 526 | No |
|
| 0 | 1373 | Yes | Specifies the type of action requested |
| 0 | 1374 | Yes | Specifies the scope of the action |
| 0 | 1301 | No | MarketID for which orders are to be affected |
| 0 | 1300 | No | MarketSegmentID for which orders are to be affected |
| 0 | 336 | No | Trading Session in which orders are to be affected |
| 0 | 625 | No |
|
| 0 | Parties | No | Insert here the set of "Parties" (firm identification) fields defined in "common components of application messages" |
| 0 | Instrument | No | Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" |
| 0 | UnderlyingInstrument | No | Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "Common Components of Application Messages" |
| 0 | 54 | No |
|
| 0 | 60 | Yes |
|
| 0 | 58 | No |
|
| 0 | 354 | No | Must be set if EncodedText field is specified and must immediately precede it. |
| 0 | 355 | No | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. |
| 0 | StandardTrailer | Yes |
|
InstrmtLegExecGrp | 1 | 1366 | No |
|
InstrmtLegExecGrp | 1 | LegPreAllocGrp | No |
|
LegOrdGrp | 1 | 1366 | No |
|
OrdListStatGrp | 1 | 37 | No |
|
SideCrossOrdModGrp | 1 | 41 | No | Required when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID(11) |
| 0 | 1370 | No | Optional field used to indicate the number of order identifiers for orders not affected by the request. Must be followed with OrigClOrdID(41) as the next field. |
| 1 | 1372 | No | Required if NoNotAffectedOrders(1370) > 0 and must be the first repeating field in the group.
Indicates the client order id of an order not affected by the request. If order(s) were manually delivered (or otherwise not delivered over FIX and not assigned a ClOrdID) this field should contain string "MANUAL". |
| 1 | 1371 | No | Contains the OrderID assigned by the counterparty of an unaffected order. Not required as part of the repeating group if NotAffOrigClOrdID(1372) has a value other than "MANUAL". |
| 0 | 1362 | No | Specifies the number of partial fills included in this Execution Report |
| 1 | 1363 | No | Unique identifier of execution as assigned by sell-side (broker, exchange, ECN). Must not overlap ExecID(17). Required if NoFills > 0 |
| 1 | 1364 | No | Price of this partial fill. Conditionally required if NoFills > 0. Refer to LastPx(31). |
| 1 | 1365 | No | Quantity (e.g. shares) bought/sold on this partial fill. Required if NoFills > 0. |
| 1 | NestedParties2 | No | Parties to the fill. Used to represent ContraBrokers. |
Please note modification in the xsl that does not conform to the FPL pattern of <xsl:when test = 'MsgID = xxx and Position = yyy'> where xxx is a MsgID number and yyy is an Position number may not appear here. If it does appear here it actions may be inaccurately reported, check the underlying XSL for existance.
Name | Ind | Tag | Reqd | Description |
---|
Replace this, test is MsgID = 2026 and Position = 7
|
LegPreAllocGrp | 1 | 675 | No | |
With this |
LegPreAllocGrp | 1 | 1367 | No | |
Replace this, test is MsgID = 2036 and Position = 2
|
OrdAllocGrp | 1 | 11 | No | Order ID assigned by client if order(s) were electronically delivered and executed. If order(s) were manually delivered this field should contain string "MANUAL".Note where an order has undergone one or more cancel/replaces, this should be the ClOrdID of the most recent version of the order
Required when NoOrders > 0 and must be the first repeating field in the group.
|
With this |
OrdAllocGrp | 1 | 11 | No | Order identifier assigned by client if order(s) were electronically delivered over FIX (or otherwise assigned a ClOrdID) and executed. If order(s) were manually delivered (or otherwise not delivered over FIX) this field should contain string "MANUAL". Note where an order has undergone one or more cancel/replaces, this should be the ClOrdID of the most recent version of the order.
Required when NoOrders(73) > 0 and must be the first repeating field in the group. |
Replace this, test is MsgID = 28 and Position = 9
|
SettlementInstructions | 0 | 11 | No |
Required for SettlInstMode=4.
|
With this |
SettlementInstructions | 0 | 11 | No | Required for SettlInstMode(160) = 4 and when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID. |
Replace this, test is MsgID = 62 and Position = 3
|
MultilegOrderCancelReplace | 0 | 41 | Yes |
ClOrdID of the previous order (NOT the initial order of the day) when canceling or replacing an order.
|
With this |
MultilegOrderCancelReplace | 0 | 41 | No | ClOrdID of the previous order (NOT the initial order of the day) when canceling or replacing an order. Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID. |
Replace this, test is MsgID = 2037 and Position = 2
|
OrdListStatGrp | 1 | 11 | Yes | |
With this |
OrdListStatGrp | 1 | 11 | No | Required when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID. |
Replace this, test is MsgID = 69 and Position = 5
|
QuoteResponse | 0 | 11 | No | Unique ID as assigned by the Initiator. Required only when QuoteRespType is 1 (Hit/Lift) or 2 (Counter quote). |
With this |
QuoteResponse | 0 | 11 | No | Unique ID as assigned by the Initiator. Required only in two-party models when QuoteRespType(694) = 1 (Hit/Lift) or 2 (Counter quote). |
Replace this, test is MsgID = 26 and Position = 4
|
QuoteRequest | 0 | 11 | No |
Required when QuoteType is Tradeable and the OrdType is Limit.
|
With this |
QuoteRequest | 0 | 11 | No | Required only in two party models when QuoteType(537) = '1' (Tradeable) and the OrdType(40) = '2' (Limit). |
Replace this, test is MsgID = 2058 and Position = 3
|
SideCrossOrdCxlGrp | 1 | 41 | Yes | |
With this |
SideCrossOrdCxlGrp | 1 | 41 | No | Required when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID(11). |
Replace this, test is MsgID = 51 and Position = 2
|
OrderMassCancelReport | 0 | 11 | No |
ClOrdID provided on the Order Mass Cancel Request.
|
With this |
OrderMassCancelReport | 0 | 11 | No |
ClOrdID provided on the Order Mass Cancel Request. Unavailable in case of an unsolicited report, such as after a trading halt or a corporate action requiring the deletion of outstanding orders. |
Replace this, test is MsgID = 51 and Position = 4
|
OrderMassCancelReport | 0 | 37 | Yes |
Unique Identifier for the Order Mass Cancel Request assigned by the recipient of the Order Mass Cancel Request
|
With this |
OrderMassCancelReport | 0 | 37 | Yes | Unique Identifier for the Order Mass Cancel Request assigned by the recipient of the Order Mass Cancel Request.
|
Replace this, test is MsgID = 51 and Position = 5
|
OrderMassCancelReport | 0 | 198 | No |
Secondary Order ID assigned by the recipient of the Order Mass Cancel Request
|
With this |
OrderMassCancelReport | 0 | 198 | No | Secondary Order ID assigned by the recipient of the Order Mass Cancel Request. |
Replace this, test is MsgID = 51 and Position = 10
|
OrderMassCancelReport | 0 | AffectedOrdGrp | No |
Optional field used to indicate the number of order identifiers for orders affected by the Order Mass Cancel Request. Must be followed with OrigClOrdID as the next field
|
With this |
OrderMassCancelReport | 0 | AffectedOrdGrp | No | List of orders affected by the Order Mass Cancel Request |
Replace this, test is MsgID = 18 and Position = 3
|
OrderStatusRequest | 0 | 11 | Yes |
The ClOrdID of the order whose status is being requested.
|
With this |
OrderStatusRequest | 0 | 11 | No | The ClOrdID of the order whose status is being requested. Conditionally required if the OrderID(37) is not provided. Either OrderID or ClOrdID must be provided. |
Replace this, test is MsgID = 18 and Position = 2
|
OrderStatusRequest | 0 | 37 | No |
|
With this |
OrderStatusRequest | 0 | 37 | No | Conditionally required if ClOrdID(11) is not provided. Either OrderID or ClOrdID must be provided. |
Replace this, test is MsgID = 10 and Position = 7
|
OrderCancelReject | 0 | 41 | Yes |
ClOrdID which could not be canceled/replaced. ClOrdID of the previous accepted order (NOT the initial order of the day) when canceling or replacing an order.
|
With this |
OrderCancelReject | 0 | 41 | No | ClOrdID(11) which could not be canceled/replaced. ClOrdID of the previous accepted order (NOT the initial order of the day) when canceling or replacing an order.
Required when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID. |
Replace this, test is MsgID = 16 and Position = 2
|
OrderCancelRequest | 0 | 41 | Yes |
ClOrdID of the previous non-rejected order (NOT the initial order of the day) when canceling or replacing an order.
|
With this |
OrderCancelRequest | 0 | 41 | No | ClOrdID(11) of the previous non-rejected order (NOT the initial order of the day) when canceling or replacing an order.
Required when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID |
Replace this, test is MsgID = 17 and Position = 6
|
OrderCancelReplaceRequest | 0 | 41 | Yes |
ClOrdID of the previous non rejected order (NOT the initial order of the day) when canceling or replacing an order.
|
With this |
OrderCancelReplaceRequest | 0 | 41 | No | ClOrdID(11) of the previous non rejected order (NOT the initial order of the day) when canceling or replacing an order.
Required when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID |
Replace this, test is MsgID = 9 and Position = 6
|
ExecutionReport | 0 | 11 | No |
Required for executions against electronically submitted orders which were assigned an ID by the institution or intermediary. In the case of quotes can be mapped to:
- QuoteMsgID(1166) of a single Quote
- QuoteID(117) of a Mass Quote
|
With this |
ExecutionReport | 0 | 11 | No | Required when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID(11).
In the case of quotes can be mapped to:
- QuoteMsgID(1166) of a single Quote
- QuoteID(117) of a Mass Quote. |
Replace this, test is MsgID = 9 and Position = 7
|
ExecutionReport | 0 | 41 | No |
Conditionally required for response to an electronic Cancel or Cancel/Replace request (ExecType=PendingCancel, Replace, or Canceled). ClOrdID of the previous accepted order (NOT the initial order of the day) when canceling or replacing an order.
|
With this |
ExecutionReport | 0 | 41 | No | Conditionally required for response to a Cancel or Cancel/Replace request (ExecType=PendingCancel, Replace, or Canceled) when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID(11). ClOrdID of the previous accepted order (NOT the initial order of the day) when canceling or replacing an order. |
Replace this, test is MsgID = 2001 and Position = 2
|
AffectedOrdGrp | 1 | 41 | No | Required if NoAffectedOrders > 0
Indicates the client order id of an order affected by the Order Mass Cancel Request.
|
With this |
AffectedOrdGrp | 1 | 41 | No | Required if NoAffectedOrders > 0 and must be the first repeating field in the group.
Indicates the client order id of an order affected by this request. If order(s) were manually delivered (or otherwise not delivered over FIX and not assigned a ClOrdID) this field should contain string "MANUAL".
|
Replace this, test is MsgID = 2001 and Position = 3
|
AffectedOrdGrp | 1 | 535 | No | Contains the OrderID assigned by the counterparty of an affected order. Not required as part of the repeating group.
|
With this |
AffectedOrdGrp | 1 | 535 | No | Contains the OrderID assigned by the counterparty of an affected order. Not required as part of the repeating group if OrigClOrdID(41) has a value other than "MANUAL". |
Please note modification in the xsl that does not conform to the FPL pattern of <xsl:when test = 'MsgID = xxx'> where xxx is a MsgID number may not appear here. If it does appear here it actions may be inaccurately reported, check the underlying XSL for existance.
Please note modification in the xsl that does not conform to the FPL pattern of <xsl:when test = 'MsgID = xxx'> where xxx is a MsgID number may not appear here. If it does appear here it actions may be inaccurately reported, check the underlying XSL for existance.