New Order - List StandardHeader Standard Header Y MsgType = E 66 ListID ListID Y Must be unique, by customer, for the day 390 BidID BidID N Should refer to an earlier program if bidding took place. 391 ClientBidID ClientBidID N 414 ProgressRptReqs ProgressRptReqs N 394 BidType BidType Y e.g. Non Disclosed Model, Disclosed Model, No Bidding Process 415 ProgPeriodInterval ProgPeriodInterval N 433 ListExecInstType ListExecInstType N Controls when execution should be begin. 69 ListExecInst ListExecInst N Free-form text. 352 EncodedListExecInstLen EncodedListExecInstLen N Must be set if EncodedListExecInst field is specified and must immediately precede it. 353 EncodedListExecInst EncodedListExecInst N Encoded (non-ASCII characters) representation of the ListExecInst field in the encoded format specified via the MessageEncoding field. 68 TotNoOrders TotNoOrders Y Used to support fragmentation. Sum of NoOrders across all messages with the same ListID. 73 NoOrders NoOrders Y Number of orders in this message (number of repeating groups to follow) 11 ClOrdID ClOrdID Y Must be the first field in the repeating group. 67 ListSeqNo ListSeqNo Y Order number within the list 160 SettlInstMode SettlInstMode N 109 ClientID ClientID N 76 ExecBroker ExecBroker N 1 Account Account N 78 NoAllocs NoAllocs N Indicates number of pre-trade allocation accounts to follow 79 AllocAccount AllocAccount N Required if NoAllocs > 0. Must be the first field in the repeating group. 80 AllocShares AllocShares N 63 SettlmntTyp SettlmntTyp N 64 FutSettDate FutSettDate N 21 HandlInst HandlInst N 18 ExecInst ExecInst N Can contain multiple instructions, space delimited. 110 MinQty MinQty N 111 MaxFloor MaxFloor N 100 ExDestination ExDestination N 386 NoTradingSessions NoTradingSessions N 336 TradingSessionID TradingSessionID N First field in repeating group. Required if NoTradingSessions > 0. 81 ProcessCode ProcessCode N 55 Symbol Symbol Y 65 SymbolSfx SymbolSfx N Can be repeated multiple times if message is related to multiple symbols. 48 SecurityID SecurityID N Can be repeated multiple times if message is related to multiple symbols. 22 IDSource IDSource N Can be repeated multiple times if message is related to multiple symbols. 167 SecurityType SecurityType N Must be specified if a Future or Option. If a Future: RelatedSym, SecurityType, and MaturityMonthYear are required. If an Option: RelatedSym, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required. 200 MaturityMonthYear MaturityMonthYear N For Options or Futures to specify the month and year of maturity. 205 MaturityDay MaturityDay N For Options or Futures and can be used in conjunction with MaturityMonthYear to specify a particular maturity date. 201 PutOrCall PutOrCall N For Options. 202 StrikePrice StrikePrice N For Options. 206 OptAttribute OptAttribute N For Options. 231 ContractMultiplier ContractMultiplier N For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount. 223 CouponRate CouponRate N For Fixed Income. 207 SecurityExchange SecurityExchange N Can be used to identify the security. 106 Issuer Issuer N Can be repeated multiple times if message is related to multiple symbols. 354 EncodedIssuerLen EncodedIssuerLen N Must be set if EncodedIssuer field is specified and must immediately precede it. 355 EncodedIssuer EncodedIssuer N Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. 107 SecurityDesc SecurityDesc N Can be repeated multiple times if message is related to multiple symbols. 350 EncodedSecurityDescLen EncodedSecurityDescLen N Must be set if EncodedSecurityDesc field is specified and must immediately precede it. 351 EncodedSecurityDesc EncodedSecurityDesc N Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. 140 PrevClosePx PrevClosePx N Useful for verifying security identification 54 Side Side Y Note: to indicate the side of SideValue1 or SideValue2, specify Side=Undisclosed and SideValueInd=either the SideValue1 or SideValue2 indicator. 401 SideValueInd SideValueInd N Refers to the SideValue1 or SideValue2. These are used as opposed to Buy or Sell so that the basket can be quoted either way as Buy or Sell. 114 LocateReqd LocateReqd N 60 TransactTime TransactTime N 38 OrderQty OrderQty N Either CashOrderQty or OrderQty is required 152 CashOrderQty CashOrderQty N Either CashOrderQty or OrderQty is required. Specifies the approximate "monetary quantity" for the order. Broker is responsible for converting and calculating OrderQty in shares for subsequent messages. 40 OrdType OrdType N 44 Price Price N 99 StopPx StopPx N 15 Currency Currency N 376 ComplianceID ComplianceID N 377 SolicitedFlag SolicitedFlag N 23 IOIid IOIid N Required for Previously Indicated Orders (OrdType=E) 117 QuoteID QuoteID N Required for Previously Quoted Orders (OrdType=D) 59 TimeInForce TimeInForce N 168 EffectiveTime EffectiveTime N 432 ExpireDate ExpireDate N Conditionally required if TimeInForce = GTD and ExpireTime is not specified. 126 ExpireTime ExpireTime N Conditionally required if TimeInForce = GTD and ExpireDate is not specified. 12 Commission Commission N 13 CommType CommType N 47 Rule80A Rule80A (aka OrderCapacity) N 121 ForexReq ForexReq N 120 SettlCurrency SettlCurrency N 58 Text Text N 354 EncodedTextLen EncodedTextLen N Must be set if EncodedText field is specified and must immediately precede it. 355 EncodedText EncodedText N Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. 193 FutSettDate2 FutSettDate2 N Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. 192 OrderQty2 OrderQty2 N Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. 77 OpenClose OpenClose N 203 CoveredOrUncovered CoveredOrUncovered N 204 CustomerOrFirm CustomerOrFirm N 210 MaxShow MaxShow N 211 PegDifference PegDifference N 388 DiscretionInst DiscretionInst N Code to identify the price a DiscretionOffset is related to and should be mathematically added to. Required if DiscretionOffset is specified. 389 DiscretionOffset DiscretionOffset N Amount (signed) added to the "related to" price specified via DiscretionInst. 439 ClearingFirm ClearingFirm N 440 ClearingAccount ClearingAccount N StandardTrailer Standard Trailer Y