NewOrderSingle/FIX.5.0-5.0SP1

From FIXwiki
Jump to: navigation, search

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

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.
Personal tools