The New Order - Multileg message is used to submit orders for securities that are made up of multiple securities, known as legs.
Tag | Name | Type | Required | Description |
---|---|---|---|---|
Component | ||||
11 | String | Unique identifier of the order as assigned by institution or by the intermediary with closest association with the investor | ||
2422 | Int | |||
526 | String | |||
583 | String | |||
Component | This is party information related to the submitter of the request | |||
Component | Identifies parties not directly associated with or owning the order, who are to be informed to effect processing of the order | |||
229 | LocalMktDate | |||
75 | LocalMktDate | |||
1 | String | |||
660 | Int Enum | |||
581 | Int Enum | |||
589 | Char Enum | |||
590 | Char Enum | |||
591 | Char Enum | |||
70 | String | Used to assign an identifier to the block of individual preallocations | ||
Component | Number of repeating groups for pre-trade allocation | |||
63 | String Enum | |||
64 | LocalMktDate | Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values | ||
544 | Char Enum | |||
635 | String Enum | |||
21 | Char Enum | |||
18 | MultipleCharValue Enum | 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 | ||
1805 | Int Enum | |||
110 | Quantity | |||
1822 | Int Enum | |||
1089 | Quantity | |||
1090 | Int | |||
2676 | Percentage | |||
Component | ||||
Component | ||||
2362 | String | May be used as an alternative to MatchingInstructions when the identifier does not appear in another field | ||
2964 | Int Enum | |||
Component | ||||
Component | Specifies instructions to disclose certain order level information in market data | |||
111 | Quantity | |||
1300 | String | |||
100 | Exchange | |||
1133 | Char Enum | |||
2704 | Int Enum | |||
Component | Specifies the number of repeating TradingSessionIDs | |||
81 | Char Enum | Used to identify soft trades at order entry | ||
54 | Char Enum | Additional enumeration that indicates this is an order for a multileg order and that the sides are specified in the Instrument Leg component block | ||
2102 | Boolean | |||
Component | ||||
Component | Number of underlyings | |||
140 | Price | Useful for verifying security identification | ||
1069 | PriceOffset | For FX Swaps. Used to express the differential between the far leg's bid/offer and the near leg's bid/offer | ||
Component | Number of legs | |||
114 | Boolean Enum | Required for short sell orders | ||
60 | UTCTimestamp | Time this order request was initiated/released by the trader, trading system, or intermediary | ||
854 | Int Enum | |||
Component | Conditionally required when the multileg order is not for a FX Swap, or any other swaps or multilegged transaction where having OrderQty(38) is irrelevant as the amounts are expressed in the LegOrderQty(685) | |||
40 | Char Enum | |||
1377 | Int Enum | |||
1378 | Int Enum | |||
423 | Int Enum | |||
44 | Price | 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 | Char Enum | |||
99 | Price | Required for OrdType = "Stop" or OrdType = "Stop limit" | ||
Component | The set of "TriggeringInstruction" fields defined in "common components of application messages" | |||
15 | Currency | |||
2897 | String Enum | |||
1740 | Int Enum | |||
1741 | Int Enum | |||
1742 | Price | Upfront Price for CDS transactions. Conditionally required if TradePriceNegotiationMethod(1740) = 4(Percent of par and upfront amount), 5(Deal spread and upfront amount) or 6(Upfront points and upfront amount) | ||
376 | String | |||
2404 | String | |||
2351 | Length | Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it | ||
2352 | Data | Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field | ||
377 | Boolean Enum | |||
23 | String | Required for Previously Indicated Orders (OrdType=E) | ||
117 | String | Required for Previously Quoted Orders (OrdType=D) | ||
1080 | String | Required for counter-order selection / Hit / Take Orders. (OrdType = Q) | ||
1081 | Char Enum | Conditionally required if RefOrderID is specified | ||
1806 | String | |||
59 | Char Enum | Absence of this field indicates Day order | ||
168 | UTCTimestamp | Can specify the time at which the order should be considered valid | ||
432 | LocalMktDate | Conditionally required if TimeInForce = GTD and ExpireTime is not specified | ||
126 | UTCTimestamp | Conditionally required if TimeInForce = GTD and ExpireDate is not specified | ||
427 | Int Enum | States whether executions are booked out or accumulated on a partially filled GT order | ||
1629 | Int | Conditionally required when TimeInForce(59)=10 (Good for Time) | ||
1916 | Int Enum | |||
Component | ||||
Component | Use as an alternative to CommissionData component if multiple commissions or enhanced attributes are needed | |||
528 | Char Enum | |||
529 | MultipleCharValue Enum | |||
1815 | Int Enum | |||
1091 | Boolean | |||
1390 | Int Enum | |||
582 | Int Enum | |||
1724 | Int Enum | |||
Component | ||||
121 | Boolean Enum | Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade | ||
120 | Currency | Required if ForexReq = Y | ||
2899 | String Enum | |||
775 | Int Enum | 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 | String | |||
354 | Length | Must be set if EncodedText field is specified and must immediately precede it | ||
355 | Data | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field | ||
1816 | Int Enum | |||
77 | Char Enum | For use in derivatives omnibus accounting | ||
203 | Int Enum | For use with derivatives, such as options | ||
210 | Quantity | |||
Component | ||||
Component | ||||
847 | Int Enum | The target strategy of the order | ||
Component | Strategy parameter block | |||
848 | String | For further specification of the TargetStrategy | ||
1190 | Float | |||
849 | Percentage | Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate | ||
480 | Char Enum | For CIV - Optional | ||
481 | Char Enum | |||
513 | String | Reference to Registration Instructions message for this Order | ||
494 | String | Supplementary registration information for this Order | ||
563 | Int Enum | Indicates the method of execution reporting requested by issuer of the order | ||
1685 | Int Enum | |||
1803 | Int Enum | Conditionally required for auction orders | ||
1804 | Percentage | |||
1819 | Price | |||
1820 | Price | |||
1821 | Int Enum | |||
Component |