New Order List

TagField NameReq'dComments
Component Block <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
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.
765 AllowableOneSidednessPct N The maximum percentage that execution of one side of a program trade can exceed execution of the other.
766 AllowableOneSidednessValue N The maximum amount that execution of one side of a program trade can exceed execution of the other.
767 AllowableOneSidednessCurr N The currency that AllowableOneSidedness is expressed in if AllowableOneSidednessValue is used.
68 TotNoOrders Y Used to support fragmentation. Sum of NoOrders across all messages with the same ListID.
893 LastFragment N Indicates if this message is the last of a fragmented set of messages
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
75 TradeDate N
1 Account N
660 AcctIDSource N
581 AccountType N
589 DayBookingInst N
590 BookingUnit N
70 AllocID N Use to assign an ID to the block of individual preallocations
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.
661 AllocAcctIDSource N
736 AllocSettlCurrency N
467 IndividualAllocID N
Component Block <Nested Parties> 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 SettlType N
64 SettlDate N Takes precedence over SettlType value and conditionally required/omitted for specific SettlType 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"
711 NoUnderlyings N Number of Underlyings
Component Block <Underlying Instrument> N Must be provided if Number of underlyings > 0
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 Required for short sell orders
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"
854 QtyType N
Component Block <Order Qty Data> 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 <Spread Or Benchmark Curve Data> N Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
Component Block <Yield Data> 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 <Commission Data> N Insert here the set of "CommissionData" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
528 OrderCapacity N
529 OrderRestrictions N
582 CustOrderCapacity N
121 ForexReq N
120 SettlCurrency N
775 BookingType N Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking.
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 SettlDate2 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
Component Block <Peg Instructions> N Insert here the set of "PegInstruction" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
Component Block <Discretion Instructions> N Insert here the set of "DiscretionInstruction" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
847 TargetStrategy N The target strategy of the order
848 TargetStrategyParameters N For further specification of the TargetStrategy
849 ParticipationRate N 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)
494 Designation N Supplementary registration information for this Order within the List
Component Block <Standard Trailer> Y
XML DTD
<!ENTITY % NewOrdListCustom "" >
<!ENTITY % NewOrdListContent "ListID, BidID?, ClBidID?, ProgRptReqs?, BidTyp, ProgPeriodIntvl?, CxllationRights?, MnyLaunderingStat?, RegistID?, ListExecInstTyp?, ListExecInst?, EncListExecInstLen?, EncListExecInst?, AOSPct?, AOSValu?, AOSCurr?, TotNoOrds, LastFragment?, ListOrdGrp+ %NewOrdListCustom;" >
<!ELEMENT NewOrdList (%NewOrdListContent;)>
<!ATTLIST NewOrdList
FIXMsgType_ENUM CDATA #FIXED "E"
Category CDATA #FIXED "ProgramTrading"
FIXSpecVolume CDATA #FIXED 'Volume4'
FullName CDATA #FIXED "NewOrderList"
ComponentType CDATA #FIXED "Message" >