Number of orders in this message (number of repeating groups to follow)
| Tag | Name | Type | Required | Description |
|---|---|---|---|---|
| 73 | NumInGroup | Indicates number of orders to be combined for average pricing and allocation. | ||
| 11 | String | Must be the first field in the repeating group | ||
| 67 | Int | Order number within the list | ||
| 160 | Char Enum | |||
| 109 | String | |||
| 76 | String | |||
| 1 | String | |||
| Component | Indicates number of pre-trade allocation accounts to follow | |||
| 63 | Char Enum | |||
| 64 | LocalMktDate | |||
| 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 | ||||
| 81 | Char Enum | |||
| 55 | String | |||
| 65 | String | Can be repeated multiple times if message is related to multiple symbols | ||
| 48 | String | Can be repeated multiple times if message is related to multiple symbols | ||
| 22 | String Enum | Can be repeated multiple times if message is related to multiple symbols | ||
| 167 | String Enum | Must be specified if a Future or Option. If a Future: Symbol, SecurityType, and MaturityMonthYear are required. If an Option: Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required | ||
| 200 | MonthYear | Specifies the month and year of maturity. Required if MaturityDay is specified | ||
| 205 | DayOfMonth | Can be used in conjunction with MaturityMonthYear to specify a particular maturity date | ||
| 201 | Int Enum | For Options | ||
| 202 | Price | For Options | ||
| 206 | Char | For Options | ||
| 231 | Float | For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount | ||
| 223 | Float | For Fixed Income | ||
| 207 | Exchange | Can be used to identify the security | ||
| 106 | String | Can be repeated multiple times if message is related to multiple symbols | ||
| 348 | Int | Must be set if EncodedIssuer field is specified and must immediately precede it | ||
| 349 | Data | Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field | ||
| 107 | String | Can be repeated multiple times if message is related to multiple symbols | ||
| 350 | Int | Must be set if EncodedSecurityDesc field is specified and must immediately precede it | ||
| 351 | Data | Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field | ||
| 140 | Price | Useful for verifying security identification | ||
| 54 | Char Enum | To indicate the side of SideValue1 or SideValue2, specify Side=Undisclosed and SideValueInd=either the SideValue1 or SideValue2 indicator | ||
| 401 | Int | Refers to the SideValue1 or SideValue2. These are used as opposed to Buy or Sell so that the basket can be quoted either way as Buy or Sell | ||
| 114 | Boolean Enum | |||
| 60 | UTCTimestamp | |||
| 38 | Quantity | Either CashOrderQty or OrderQty is required. Note that either, but not both, CashOrderQty or OrderQty should be specified | ||
| 152 | Quantity | Either CashOrderQty or OrderQty is required. Note that either, but not both, CashOrderQty or OrderQty should be specified. Specifies the approximate "monetary quantity" for the order. Broker is responsible for converting and calculating OrderQty in shares for subsequent messages | ||
| 40 | Char Enum | |||
| 44 | Price | |||
| 99 | Price | |||
| 15 | Currency | |||
| 376 | String | |||
| 377 | Boolean Enum | |||
| 23 | String | Required for Previously Indicated Orders (OrdType=E) | ||
| 117 | String | Required for Previously Quoted Orders (OrdType=D) | ||
| 59 | Char Enum | |||
| 168 | UTCTimestamp | |||
| 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 | ||
| 12 | Amount | |||
| 13 | Char Enum | |||
| 47 | Char Enum | |||
| 121 | Boolean Enum | |||
| 120 | Currency | |||
| 58 | String | |||
| 354 | Int | 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 | ||
| 193 | LocalMktDate | Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of an F/X swap | ||
| 192 | Quantity | Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of an F/X swap | ||
| 77 | Char Enum | |||
| 203 | Int Enum | |||
| 204 | Int Enum | |||
| 210 | Quantity | |||
| 211 | PriceOffset | |||
| 388 | Char Enum | Code to identify the price a DiscretionOffset is related to and should be mathematically added to. Required if DiscretionOffset is specified | ||
| 389 | PriceOffset | Amount (signed) added to the "related to" price specified via DiscretionInst | ||
| 439 | String | |||
| 440 | String |