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 |