| Tag | Field Name | Req'd | Comments | ||
|---|---|---|---|---|---|
| Standard Header | Y | MsgType = E | |||
| 66 | ListID | Y | Must be unique, by customer, for the day | ||
| 390 | BidID | N | Should refer to an earlier program if bidding took place. | ||
| 391 | ClientBidID | N | |||
| 414 | ProgRptReqs | N | |||
| 394 | BidType | Y | e.g. Non Disclosed Model, Disclosed Model, No Bidding Process | ||
| 415 | ProgPeriodInterval | N | |||
| 480 | CancellationRights | N | For CIV - Optional | ||
| 481 | MoneyLaunderingStatus | N | For CIV - Optional | ||
| 513 | RegistID | N | Reference to Registration Instructions message applicable to all Orders in this List. | ||
| 433 | ListExecInstType | N | Controls when execution should begin For CIV Orders indicates order of execution.. | ||
| 69 | ListExecInst | N | Free-form text. | ||
| 352 | EncodedListExecInstLen | N | Must be set if EncodedListExecInst field is specified and must immediately precede it. | ||
| 353 | EncodedListExecInst | N | Encoded (non-ASCII characters) representation of the ListExecInst field in the encoded format specified via the MessageEncoding field. | ||
| 68 | TotNoOrders | Y | Used to support fragmentation. Sum of NoOrders across all messages with the same ListID. | ||
| 73 | NoOrders | Y | Number of orders in this message (number of repeating groups to follow) | ||
| 11 | ClOrdID | Y | Must be the first field in the repeating group. | |
| 526 | SecondaryClOrdID | N | ||
| 67 | ListSeqNo | Y | Order number within the list | |
| 583 | ClOrdLinkID | N | ||
| 160 | SettlInstMode | N | ||
| component block <Parties> | N | Insert here the set of "Parties" (firm identification) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" | ||
| 229 | TradeOriginationDate | N | ||
| 1 | Account | N | ||
| 581 | AccountType | N | ||
| 589 | DayBookingInst | N | ||
| 590 | BookingUnit | N | ||
| 591 | PreallocMethod | N | ||
| 78 | NoAllocs | N | Indicates number of pre-trade allocation accounts to follow | |
| | 79 | AllocAccount | N | Required if NoAllocs > 0. Must be the first field in the repeating group. |
| | 467 | IndividualAllocID | N | |
| | component block <NestedParties> | N | Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" | |
| | 80 | AllocQty | N | |
| 63 | SettlmntTyp | N | ||
| 64 | FutSettDate | N | Takes precedence over SettlmntTyp value and conditionally required/omitted for specific SettlmntTyp values. | |
| 544 | CashMargin | N | ||
| 635 | ClearingFeeIndicator | N | ||
| 21 | HandlInst | N | ||
| 18 | ExecInst | N | 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 | N | ||
| 111 | MaxFloor | N | ||
| 100 | ExDestination | N | ||
| 386 | NoTradingSessions | N | ||
| | 336 | TradingSessionID | N | First field in repeating group. Required if NoTradingSessions > 0. |
| | 625 | TradingSessionSubID | N | |
| 81 | ProcessCode | N | ||
| component block <Instrument> | Y | Insert here the set of "Instrument" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" | ||
| 140 | PrevClosePx | N | Useful for verifying security identification | |
| 54 | Side | Y | Note: to indicate the side of SideValue1 or SideValue2, specify Side=Undisclosed and SideValueInd=either the SideValue1 or SideValue2 indicator. | |
| 401 | 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 | N | ||
| 60 | TransactTime | N | ||
| Component block <Stipulations> | N | Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" | ||
| 465 | QuantityType | N | ||
| component block <OrderQtyData> | Y | Insert here the set of "OrderQtyData" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" | ||
| 40 | OrdType | N | ||
| 423 | PriceType | N | ||
| 44 | Price | N | ||
| 99 | StopPx | N | ||
| Component block <SpreadOrBenchmarkCurveData> | N | Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" | ||
| Component block <YieldData> | N | Insert here the set of "YieldData" (yield-related) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" | ||
| 15 | Currency | N | ||
| 376 | ComplianceID | N | ||
| 377 | SolicitedFlag | N | ||
| 23 | IOIid | N | Required for Previously Indicated Orders (OrdType=E) | |
| 117 | QuoteID | N | Required for Previously Quoted Orders (OrdType=D) | |
| 59 | TimeInForce | N | ||
| 168 | EffectiveTime | N | ||
| 432 | ExpireDate | N | Conditionally required if TimeInForce = GTD and ExpireTime is not specified. | |
| 126 | ExpireTime | N | Conditionally required if TimeInForce = GTD and ExpireDate is not specified. | |
| 427 | GTBookingInst | N | States whether executions are booked out or accumulated on a partially filled GT order | |
| component block <CommissionData> | N | Insert here the set of "CommissionData" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" | ||
| 528 | OrderCapacity | N | ||
| 529 | OrderRestrictions | N | ||
| 582 | CustOrderCapacity | N | ||
| 47 | Rule80A | N | (deprecated) | |
| 121 | ForexReq | N | ||
| 120 | SettlCurrency | N | ||
| 58 | Text | N | ||
| 354 | EncodedTextLen | N | Must be set if EncodedText field is specified and must immediately precede it. | |
| 355 | EncodedText | N | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. | |
| 193 | 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 | N | Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. | |
| 640 | Price2 | N | Can be used with OrdType = "Forex - Swap" to specify the price for the future portion of a F/X swap which is also a limit order. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). | |
| 77 | PositionEffect | N | ||
| 203 | CoveredOrUncovered | N | ||
| 210 | MaxShow | N | ||
| 211 | PegDifference | N | ||
| 388 | 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 | N | Amount (signed) added to the "related to" price specified via DiscretionInst. | |
| 494 | Designation | N | Supplementary registration information for this Order within the List | |
| 158 | AccruedInterestRate | N | Can be specified on the order for Fixed Income Municipals | |
| 159 | AccruedInterestAmt | N | Can be specified on the order for Fixed Income Municipals | |
| 118 | NetMoney | N | Can be specified on the order for Fixed Income Municipals | |
| Standard Trailer | Y | ||||