NewOrderSingle/FIX.5.0-5.0SP1
From FIXwiki
Message Content of NewOrderSingle (MsgType=D)
| TagText | FieldName or ComponentName | Required | Description |
|---|---|---|---|
| StandardHeader | x | MsgType = D
| |
| 11 | ClOrdID | x | Unique identifier of the order as assigned by institution or by the intermediary (CIV term, not a hub/service bureau) with closest association with the investor.
|
| 526 | SecondaryClOrdID | ||
| 583 | ClOrdLinkID | ||
| Parties | Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
| ||
| 229 | TradeOriginationDate | ||
| 75 | TradeDate | ||
| 1 | Account | ||
| 660 | AcctIDSource | ||
| 581 | AccountType | Type of account associated with the order (Origin)
| |
| 589 | DayBookingInst | ||
| 590 | BookingUnit | ||
| 591 | PreallocMethod | ||
| 70 | AllocID | Used to assign an overall allocation id to the block of preallocations
| |
| PreAllocGrp | Number of repeating groups for pre-trade allocation
| ||
| 63 | SettlType | ||
| 64 | SettlDate | Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values.
| |
| 544 | CashMargin | ||
| 635 | ClearingFeeIndicator | ||
| 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, W, a, d) must be specified.
| |
| 110 | MinQty | ||
| 1089 | MatchIncrement | ||
| 1090 | MaxPriceLevels | ||
| DisplayInstruction | |||
| 111 | MaxFloor | ||
| 100 | ExDestination | ||
| 1133 | ExDestinationIDSource | ||
| TrdgSesGrp | Specifies the number of repeating TradingSessionIDs
| ||
| 81 | ProcessCode | Used to identify soft trades at order entry.
| |
| Instrument | x | Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
| |
| FinancingDetails | Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages"
| ||
| UndInstrmtGrp | Number of underlyings
| ||
| 140 | PrevClosePx | Useful for verifying security identification
| |
| 54 | Side | x | |
| 114 | LocateReqd | Required for short sell orders
| |
| 60 | TransactTime | x | Time this order request was initiated/released by the trader, trading system, or intermediary.
|
| Stipulations | Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages"
| ||
| 854 | QtyType | ||
| OrderQtyData | x | Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages"
| |
| 40 | OrdType | x | |
| 423 | PriceType | ||
| 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.
| |
| 1092 | PriceProtectionScope | ||
| 99 | StopPx | Required for OrdType = "Stop" or OrdType = "Stop limit".
| |
| TriggeringInstruction | Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages"
| ||
| SpreadOrBenchmarkCurveData | Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages"
| ||
| YieldData | Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages"
| ||
| 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 | Absence of this field indicates Day order
| |
| 168 | EffectiveTime | Can specify the time at which the order should be considered valid
| |
| 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
| |
| CommissionData | Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages"
| ||
| 528 | OrderCapacity | ||
| 529 | OrderRestrictions | ||
| 1091 | PreTradeAnonymity | ||
| 582 | CustOrderCapacity | ||
| 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.
| |
| 775 | BookingType | 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). Absence of this field implies regular booking.
| |
| 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 | SettlDate2 | 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.
| |
| 640 | Price2 | Can be used with OrdType = "Forex - Swap" to specify the price for the future portion of a F/X swap which is also a limit order. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points).
| |
| 77 | PositionEffect | For use in derivatives omnibus accounting
| |
| 203 | CoveredOrUncovered | For use with derivatives, such as options
| |
| 210 | MaxShow | ||
| PegInstructions | Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages"
| ||
| DiscretionInstructions | Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages"
| ||
| 847 | TargetStrategy | The target strategy of the order
| |
| StrategyParametersGrp | Strategy parameter block
| ||
| 848 | TargetStrategyParameters | For further specification of the TargetStrategy
| |
| 849 | ParticipationRate | 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 | CancellationRights | For CIV - Optional
| |
| 481 | MoneyLaunderingStatus | ||
| 513 | RegistID | Reference to Registration Instructions message for this Order.
| |
| 494 | Designation | Supplementary registration information for this Order
| |
| 1028 | ManualOrderIndicator | ||
| 1029 | CustDirectedOrder | ||
| 1030 | ReceivedDeptID | ||
| 1031 | CustOrderHandlingInst | ||
| 1032 | OrderHandlingInstSource | ||
| TrdRegTimestamps | |||
| 1080 | RefOrderID | Required for counter-order selection / Hit / Take Orders. (OrdType = Q)
| |
| 1081 | RefOrderIDSource | Conditionally required if RefOrderID is specified.
| |
| StandardTrailer | x |
Notes
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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.