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AB New Order Multileg

The New Order - Multileg message is used to submit orders for securities that are made up of multiple securities, known as legs.

Structure

TagNameTypeRequiredDescription
Component
Required
11String
Required
Unique identifier of the order as assigned by institution or by the intermediary with the closest association with the investor
526String
583String
ComponentThe set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
229LocalMktDate
75LocalMktDate
1String
660Int Enum
581Int Enum
589Char Enum
590Char Enum
591Char Enum
70StringUsed to assign an identifier to the block of individual preallocations
ComponentNumber of repeating groups for pre-trade allocation
63Char Enum
64LocalMktDateTakes precedence over SettlType value and conditionally required/omitted for specific SettlType values
544Char Enum
635String Enum
21Char Enum
18String EnumCan 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
110Quantity
111Quantity
100Exchange
ComponentSpecifies the number of repeating TradingSessionIDs
81Char EnumUsed to identify soft trades at order entry
54Char Enum
Required
Additional enumeration that indicates this is an order for a multileg order and that the sides are specified in the Instrument Leg component block
Component
Required
The set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" SecurityType[167] = "MLEG" CFICode should be set to the type of multileg product, such as "O" - options, "F" - Future or Swap
ComponentNumber of underlyings
140PriceUseful for verifying security identification
Component
Required
Number of legs Can be zero (e.g. standardized multileg instrument such as an Option strategy) - must be provided even if zero
114Boolean EnumRequired for short sell orders
60UTCTimestamp
Required
Time this order request was initiated/released by the trader, trading system, or intermediary
854Int Enum
Component
Required
The set of "OrderQtyData" fields defined in "Common Components of Application Messages"
40Char Enum
Required
423Int Enum
44PriceRequired 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
99PriceRequired for OrdType = "Stop" or OrdType = "Stop limit"
15Currency
376String
377Boolean Enum
23StringRequired for Previously Indicated Orders (OrdType=E)
117StringRequired for Previously Quoted Orders (OrdType=D)
59Char EnumIf absent, DAY is used
168UTCTimestampCan specify the time at which the order should be considered valid
432LocalMktDateConditionally required if TimeInForce = GTD and ExpireTime is not specified
126UTCTimestampConditionally required if TimeInForce = GTD and ExpireDate is not specified
427Int EnumStates whether executions are booked out or accumulated on a partially filled GT order
ComponentThe set of "CommissionData" fields defined in "Common Components of Application Messages"
528Char Enum
529String Enum
582Int Enum
121Boolean EnumWhether the broker is requested to execute a Forex accommodation trade in conjunction with the security trade
120CurrencyRequired if ForexReq = Y
775Int EnumMethod 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). If absent, regular booking is used
58String
354LengthMust be set if EncodedText field is specified and must immediately precede it
355DataEncoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field
77Char EnumFor use in derivatives omnibus accounting
203Int EnumFor use with derivatives, such as options
210Quantity
ComponentThe set of "PegInstruction" fields defined in "Common Components of Application Messages"
ComponentThe set of "DiscretionInstruction" fields defined in "Common Components of Application Messages"
847Int EnumThe target strategy of the order
848StringFor further specification of the TargetStrategy
849PercentageMandatory 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)
480Char EnumFor CIV - Optional
481Char Enum
513StringReference to Registration Instructions message for this Order
494StringSupplementary registration information for this Order
563Int EnumIndicates the method of execution reporting requested by issuer of the order
Component
Required