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 the closest association with the investor | ||
| 526 | String | |||
| 583 | String | |||
| Component | The set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" | |||
| 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 | Char 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 | 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 | ||
| 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 | ||
| Component | 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 | |||
| Component | Number of underlyings | |||
| 140 | Price | Useful for verifying security identification | ||
| Component | Number of legs Can be zero (e.g. standardized multileg instrument such as an Option strategy) - must be provided even if zero | |||
| 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 | The set of "OrderQtyData" fields defined in "Common Components of Application Messages" | |||
| 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" | ||
| 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 | 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 | ||
| Component | The set of "CommissionData" fields defined in "Common Components of Application Messages" | |||
| 528 | Char Enum | |||
| 529 | String Enum | |||
| 582 | Int Enum | |||
| 121 | Boolean Enum | Whether the broker is requested to execute a Forex accommodation trade in conjunction with the security trade | ||
| 120 | Currency | Required if ForexReq = Y | ||
| 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). If absent, regular booking is used | ||
| 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 | ||
| 77 | Char Enum | For use in derivatives omnibus accounting | ||
| 203 | Int Enum | For use with derivatives, such as options | ||
| 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 | ||
| 563 | Int Enum | Indicates the method of execution reporting requested by issuer of the order | ||
| Component |