| Tag | Field Name | Req'd | Comments | ||
|---|---|---|---|---|---|
| StandardHeader | Yes |
MsgType = t (lowercase T) | |||
| 37 | OrderID | No |
Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN). | ||
| 548 | CrossID | Yes |
CrossID for the replacement order | ||
| 551 | OrigCrossID | Yes |
Must match the CrossID of the previous cross order. Same order chaining mechanism as ClOrdID/OrigClOrdID with single order Cancel/Replace. | ||
| 961 | HostCrossID | No | Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs | ||
| 549 | CrossType | Yes | |||
| 550 | CrossPrioritization | Yes | |||
| RootParties | No | Insert here the set of "Root Parties" fields defined in "common components of application messages" Used for acting parties that applies to the whole message, not individual sides. | |||
| SideCrossOrdModGrp | Yes |
Must be 1 or 2 | |||
| Instrument | Yes |
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" | |||
| UndInstrmtGrp | No |
Number of underlyings | |||
| InstrmtLegGrp | No |
Number of Legs | |||
| 63 | SettlType | No | |||
| 64 | SettlDate | No |
Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. | ||
| 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, or W) must be specified. | ||
| 110 | MinQty | No | |||
| 1089 | MatchIncrement | No | |||
| 1090 | MaxPriceLevels | No | |||
| DisplayInstruction | No | Insert here the set of "DisplayInstruction" fields defined in "common components of application messages" | |||
| 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. | ||
| 140 | PrevClosePx | No |
Useful for verifying security identification | ||
| 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. | ||
| 483 | TransBkdTime | No | A date and time stamp to indicate when this order was booked with the agent prior to submission to the VMU | ||
| Stipulations | No |
Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) 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 | |||
| 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 | ||
| 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 | ||
| StandardTrailer | Yes | ||||