NewOrderList/FIX.4.1
From FIXwiki
Message Content of NewOrderList (MsgType=E)
| TagText | FieldName or ComponentName | Required | Description |
|---|---|---|---|
| StandardHeader | x | MsgType = E
| |
| 66 | ListID | x | Must be unique, by customer, for the day
|
| 105 | WaveNo | ||
| 67 | ListSeqNo | x | |
| 68 | ListNoOrds | x | |
| 69 | ListExecInst | Include only in ListSeqNo = 1 message
| |
| 11 | ClOrdID | x | Unique identifier of the order as assigned by institution.
|
| 109 | ClientID | Used for third-party transactions
| |
| 76 | ExecBroker | Used for third-party transactions
| |
| 1 | Account | ||
| 63 | SettlmntTyp | Absence of this field is interpreted as Regular.
| |
| 64 | FutSettDate | Required when SettlmntTyp = 6 (Future) or SettlmntTyp = 8 (Sellers Option)
| |
| 21 | HandlInst | x | |
| 18 | ExecInst | Can contain multiple instructions, space delimited.
| |
| 110 | MinQty | ||
| 111 | MaxFloor | ||
| 100 | ExDestination | ||
| 81 | ProcessCode | ||
| 55 | Symbol | x | |
| 65 | SymbolSfx | ||
| 48 | SecurityID | ||
| 22 | IDSource | ||
| 167 | SecurityType | 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 | MaturityMonthYear | For Options or Futures to specify the month and year of maturity.
| |
| 205 | MaturityDay | For Options or Futures and can be used in conjunction with MaturityMonthYear to specify a particular maturity date.
| |
| 201 | PutOrCall | For Options.
| |
| 202 | StrikePrice | For Options.
| |
| 206 | OptAttribute | For Options.
| |
| 207 | SecurityExchange | Can be used to identify the security.
| |
| 106 | Issuer | ||
| 107 | SecurityDesc | ||
| 140 | PrevClosePx | Useful for verifying security identification
| |
| 54 | Side | x | |
| 114 | LocateReqd | Required for short sell orders
| |
| 38 | OrderQty | x | |
| 40 | OrdType | x | |
| 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 | StopPx | Required for OrdType = "Stop" or OrdType = "Stop limit".
| |
| 211 | PegDifference | ||
| 15 | Currency | ||
| 59 | TimeInForce | Absence of this field indicates Day order
| |
| 126 | ExpireTime | Required in TimeInForce = GTD
| |
| 12 | Commission | ||
| 13 | CommType | ||
| 47 | Rule80A | ||
| 121 | ForexReq | Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade.
| |
| 120 | SettlCurrency | Required if ForexReq = Y.
| |
| 58 | Text | ||
| 193 | FutSettDate2 | Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap.
| |
| 192 | OrderQty2 | Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap.
| |
| 77 | OpenClose | For options
| |
| 203 | CoveredOrUncovered | For options
| |
| 204 | CustomerOrFirm | For options when delivering the order to execution system/exchange.
| |
| 210 | MaxShow | ||
| StandardTrailer | x |
Notes
Please post comments, clarifications, examples here. Click on the edit button on the right and away you go!
Don't forget to refer to the FPL Discussion Groups to back up anything you write. You will often find the authoritative statements on matters of FIX specification interpretation there. Links from FIXwiki pages to relevant discussions on the FPL site are very valuable.
For example if you were writing a clarification on how to specify the "quantity" of an order in FIX, you might add the following relevant link, http://www.fixprotocol.org/discuss/read/f5014573, to back up your points.