NewOrderList/FIX.4.2

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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


390 BidID Should refer to an earlier program if bidding took place.


391 ClientBidID
414 ProgRptReqs
394 BidType x e.g. Non Disclosed Model, Disclosed Model, No Bidding Process


415 ProgPeriodInterval
433 ListExecInstType Controls when execution should be begin.


69 ListExecInst Free-form text.


352 EncodedListExecInstLen Must be set if EncodedListExecInst field is specified and must immediately precede it.


353 EncodedListExecInst Encoded (non-ASCII characters) representation of the ListExecInst field in the encoded format specified via the MessageEncoding field.


68 TotNoOrders x Used to support fragmentation. Sum of NoOrders across all messages with the same ListID.


73 NoOrders x Number of orders in this message (number of repeating groups to follow)


11 ClOrdID x Must be the first field in the repeating group.


67 ListSeqNo x Order number within the list


160 SettlInstMode
109 ClientID
76 ExecBroker
1 Account
78 NoAllocs Indicates number of pre-trade allocation accounts to follow


79 AllocAccount Required if NoAllocs > 0. Must be the first field in the repeating group.


80 AllocShares
63 SettlmntTyp
64 FutSettDate
21 HandlInst
18 ExecInst 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 MinQty
111 MaxFloor
100 ExDestination
386 NoTradingSessions
336 TradingSessionID First field in repeating group. Required if NoTradingSessions > 0.


81 ProcessCode
55 Symbol x
65 SymbolSfx Can be repeated multiple times if message is related to multiple symbols.


48 SecurityID Can be repeated multiple times if message is related to multiple symbols.


22 IDSource Can be repeated multiple times if message is related to multiple symbols.


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 Specifiesthe month and year of maturity. Required if MaturityDay is specified.


205 MaturityDay 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.


231 ContractMultiplier For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount.


223 CouponRate For Fixed Income.


207 SecurityExchange Can be used to identify the security.


106 Issuer Can be repeated multiple times if message is related to multiple symbols.


348 EncodedIssuerLen Must be set if EncodedIssuer field is specified and must immediately precede it.


349 EncodedIssuer Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.


107 SecurityDesc Can be repeated multiple times if message is related to multiple symbols.


350 EncodedSecurityDescLen Must be set if EncodedSecurityDesc field is specified and must immediately precede it.


351 EncodedSecurityDesc Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.


140 PrevClosePx Useful for verifying security identification


54 Side x Note: to indicate the side of SideValue1 or SideValue2, specify Side=Undisclosed and SideValueInd=either the SideValue1 or SideValue2 indicator.


401 SideValueInd 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 LocateReqd
60 TransactTime
38 OrderQty Either CashOrderQty or OrderQty is required. Note that either, but not both, CashOrderQty or OrderQty should be specified.


152 CashOrderQty 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 OrdType
44 Price
99 StopPx
15 Currency
376 ComplianceID
377 SolicitedFlag
23 IOIid Required for Previously Indicated Orders (OrdType=E)


117 QuoteID Required for Previously Quoted Orders (OrdType=D)


59 TimeInForce
168 EffectiveTime
432 ExpireDate Conditionally required if TimeInForce = GTD and ExpireTime is not specified.


126 ExpireTime Conditionally required if TimeInForce = GTD and ExpireDate is not specified.


427 GTBookingInst States whether executions are booked out or accumulated on a partially filled GT order


12 Commission
13 CommType
47 Rule80A
121 ForexReq
120 SettlCurrency
58 Text
354 EncodedTextLen Must be set if EncodedText field is specified and must immediately precede it.


355 EncodedText Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.


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
203 CoveredOrUncovered
204 CustomerOrFirm
210 MaxShow
211 PegDifference
388 DiscretionInst Code to identify the price a DiscretionOffset is related to and should be mathematically added to. Required if DiscretionOffset is specified.


389 DiscretionOffset Amount (signed) added to the "related to" price specified via DiscretionInst.


439 ClearingFirm
440 ClearingAccount
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.
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