Used to submit a cross order into a market. The cross order contains two order sides (a buy and a sell). The cross order is identified by its CrossID (548).
New Order - Cross
| Tag | Name | Type | Required | Description |
|---|---|---|---|---|
| Component | ||||
| 548 | String | |||
| 549 | Int Enum | |||
| 550 | Int Enum | |||
| Component | Must be 1 or 2 1 or 2 if CrossType=1 2 otherwise | |||
| Component | The set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" | |||
| Component | Number of underlyings | |||
| Component | Number of Legs | |||
| 63 | Char Enum | |||
| 64 | LocalMktDate | Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values | ||
| 21 | Char Enum | |||
| 18 | String 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 | ||
| 110 | Quantity | |||
| 111 | Quantity | |||
| 100 | Exchange | |||
| Component | Specifies the number of repeating TradingSessionIDs | |||
| 81 | Char Enum | Used to identify soft trades at order entry | ||
| 140 | Price | Useful for verifying security identification | ||
| 114 | Boolean Enum | Required for short sell orders | ||
| 60 | UTCTimestamp | Time this order request was initiated/released by the trader, trading system, or intermediary | ||
| Component | ||||
| 40 | Char 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 | ||
| 99 | Price | Required for OrdType = "Stop" or OrdType = "Stop limit" | ||
| Component | ||||
| Component | The set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages" | |||
| 15 | Currency | |||
| 376 | String | |||
| 23 | String | Required for Previously Indicated Orders (OrdType=E) | ||
| 117 | String | Required for Previously Quoted Orders (OrdType=D) | ||
| 59 | Char Enum | If absent, DAY is used | ||
| 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 | ||
| 210 | Quantity | |||
| Component | The set of "PegInstruction" fields defined in "Common Components of Application Messages" | |||
| Component | The set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" | |||
| 847 | Int Enum | The target strategy of the order | ||
| 848 | String | For further specification of the TargetStrategy | ||
| 849 | Percentage | 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 | 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 | ||
| Component |