| Tag | Field Name | Req'd | Comments | ||
|---|---|---|---|---|---|
| StandardHeader | Yes |
MsgType = D | |||
| 11 | ClOrdID | Yes |
Unique identifier of the order as assigned by institution or by the intermediary (CIV term, not a hub/service bureau) with closest association with the investor. | ||
| 526 | SecondaryClOrdID | No | |||
| 583 | ClOrdLinkID | No | |||
| Parties | No |
Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" | |||
| 229 | TradeOriginationDate | No | |||
| 75 | TradeDate | No | |||
| 1 | Account | No | |||
| 660 | AcctIDSource | No | |||
| 581 | AccountType | No |
Type of account associated with the order (Origin) | ||
| 589 | DayBookingInst | No | |||
| 590 | BookingUnit | No | |||
| 591 | PreallocMethod | No | |||
| 70 | AllocID | No |
Used to assign an overall allocation id to the block of preallocations | ||
| PreAllocGrp | No |
Number of repeating groups for pre-trade allocation | |||
| 63 | SettlType | No | |||
| 64 | SettlDate | No |
Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. | ||
| 544 | CashMargin | No | |||
| 635 | ClearingFeeIndicator | No | |||
| 21 | HandlInst | No | |||
| 18 | ExecInst | No |
Can contain multiple instructions, space delimited. If OrdType=P, exactly one of the following values (ExecInst = L, R, M, P, O, T, W, a, d) must be specified. | ||
| 110 | MinQty | No | |||
| 1089 | MatchIncrement | No | |||
| 1090 | MaxPriceLevels | No | |||
| DisplayInstruction | No | ||||
| 111 | MaxFloor (Deprecated in FIX.5.0) | No | |||
| 100 | ExDestination | No | |||
| 1133 | ExDestinationIDSource | No | |||
| TrdgSesGrp | No |
Specifies the number of repeating TradingSessionIDs | |||
| 81 | ProcessCode | No |
Used to identify soft trades at order entry. | ||
| Instrument | Yes |
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" | |||
| FinancingDetails | No |
Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" | |||
| UndInstrmtGrp | No |
Number of underlyings | |||
| 140 | PrevClosePx | No |
Useful for verifying security identification | ||
| 54 | Side | Yes | |||
| 114 | LocateReqd | No |
Required for short sell orders | ||
| 60 | TransactTime | Yes |
Time this order request was initiated/released by the trader, trading system, or intermediary. | ||
| Stipulations | No |
Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages" | |||
| 854 | QtyType | No | |||
| OrderQtyData | Yes |
Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" | |||
| 40 | OrdType | Yes | |||
| 423 | PriceType | No | |||
| 44 | Price | No |
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. | ||
| 1092 | PriceProtectionScope | No | |||
| 99 | StopPx | No |
Required for OrdType = "Stop" or OrdType = "Stop limit". | ||
| TriggeringInstruction | No | Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages" | |||
| SpreadOrBenchmarkCurveData | No |
Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" | |||
| YieldData | No |
Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages" | |||
| 15 | Currency | No | |||
| 376 | ComplianceID | No | |||
| 377 | SolicitedFlag | No | |||
| 23 | IOIID | No |
Required for Previously Indicated Orders (OrdType=E) | ||
| 117 | QuoteID | No |
Required for Previously Quoted Orders (OrdType=D) | ||
| 59 | TimeInForce | No |
Absence of this field indicates Day order | ||
| 168 | EffectiveTime | No |
Can specify the time at which the order should be considered valid | ||
| 432 | ExpireDate | No |
Conditionally required if TimeInForce = GTD and ExpireTime is not specified. | ||
| 126 | ExpireTime | No |
Conditionally required if TimeInForce = GTD and ExpireDate is not specified. | ||
| 427 | GTBookingInst | No |
States whether executions are booked out or accumulated on a partially filled GT order | ||
| CommissionData | No |
Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages" | |||
| 528 | OrderCapacity | No | |||
| 529 | OrderRestrictions | No | |||
| 1091 | PreTradeAnonymity | No | |||
| 582 | CustOrderCapacity | No | |||
| 121 | ForexReq | No |
Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade. | ||
| 120 | SettlCurrency | No |
Required if ForexReq = Y. | ||
| 775 | BookingType | No |
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 | No | |||
| 354 | EncodedTextLen | No |
Must be set if EncodedText field is specified and must immediately precede it. | ||
| 355 | EncodedText | No |
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. | ||
| 193 | SettlDate2 (Deprecated in FIX.5.0) | No | Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. | ||
| 192 | OrderQty2 (Deprecated in FIX.5.0) | No |
Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. | ||
| 640 | Price2 (Deprecated in FIX.5.0) | No | 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 | No |
For use in derivatives omnibus accounting | ||
| 203 | CoveredOrUncovered | No |
For use with derivatives, such as options | ||
| 210 | MaxShow (Deprecated in FIX.5.0) | No | |||
| PegInstructions | No |
Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" | |||
| DiscretionInstructions | No |
Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" | |||
| 847 | TargetStrategy | No |
The target strategy of the order | ||
| StrategyParametersGrp | No | Strategy parameter block | |||
| 848 | TargetStrategyParameters (Deprecated in FIX.5.0) | No | For further specification of the TargetStrategy | ||
| 849 | ParticipationRate (Deprecated in FIX.5.0) | No | 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) | ||
| 480 | CancellationRights | No |
For CIV - Optional | ||
| 481 | MoneyLaunderingStatus | No | |||
| 513 | RegistID | No |
Reference to Registration Instructions message for this Order. | ||
| 494 | Designation | No |
Supplementary registration information for this Order | ||
| 1028 | ManualOrderIndicator | No | |||
| 1029 | CustDirectedOrder | No | |||
| 1030 | ReceivedDeptID | No | |||
| 1031 | CustOrderHandlingInst | No | |||
| 1032 | OrderHandlingInstSource | No | |||
| TrdRegTimestamps | No | ||||
| 1080 | RefOrderID | No | Required for counter-order selection / Hit / Take Orders. (OrdType = Q) | ||
| 1081 | RefOrderIDSource | No | Conditionally required if RefOrderID is specified. | ||
| StandardTrailer | Yes | ||||