The new order list message type is used by institutions wishing to electronically submit lists of related orders to a broker for execution.
Added in protocol FIX.2.7
See in: FIX.4.0, FIX.4.2, FIX.4.3, FIX.4.4, FIX.5.0, FIX.5.0SP1, FIX.5.0SP2, FIX.5.0SP2 EP240.
| Field or Component | Name | Description | Is Required | Added | Is Deprecated |
|---|---|---|---|---|---|
| Block | StandardHeader | MsgType = E | Y | FIX.2.7 | |
| 66 | ListID | Must be unique, by customer, for the day | Y | FIX.2.7 | |
| 105 | WaveNo | FIX.3.0 | |||
| 67 | ListSeqNo | Y | FIX.2.7 | ||
| 68 | ListNoOrds | Y | FIX.2.7 | ||
| 69 | ListExecInst | Include only in ListSeqNo = 1 message | FIX.2.7 | ||
| 11 | ClOrdID | Unique identifier of the order as assigned by institution. | Y | FIX.2.7 | |
| 109 | ClientID | Used for third-party transactions | FIX.3.0 | ||
| 76 | ExecBroker | Used for third-party transactions | FIX.2.7 | ||
| 1 | Account | FIX.2.7 | |||
| 63 | SettlmntTyp | Absence of this field is interpreted as Regular. | FIX.2.7 | ||
| 64 | FutSettDate | Required when SettlmntTyp = 6 (Future) or SettlmntTyp = 8 (Sellers Option) | FIX.2.7 | ||
| 21 | HandlInst | Y | FIX.2.7 | ||
| 18 | ExecInst | Can contain multiple instructions, space delimited. | FIX.2.7 | ||
| 110 | MinQty | FIX.3.0 | |||
| 111 | MaxFloor | FIX.3.0 | |||
| 100 | ExDestination | FIX.3.0 | |||
| 81 | ProcessCode | FIX.2.7 | |||
| 55 | Symbol | Y | FIX.2.7 | ||
| 65 | SymbolSfx | FIX.2.7 | |||
| 48 | SecurityID | FIX.2.7 | |||
| 22 | IDSource | FIX.2.7 | |||
| 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. | FIX.4.1 | ||
| 200 | MaturityMonthYear | For Options or Futures to specify the month and year of maturity. | FIX.4.1 | ||
| 205 | MaturityDay | For Options or Futures and can be used in conjunction with MaturityMonthYear to specify a particular maturity date. | FIX.4.1 | ||
| 201 | PutOrCall | For Options. | FIX.4.1 | ||
| 202 | StrikePrice | For Options. | FIX.4.1 | ||
| 206 | OptAttribute | For Options. | FIX.4.1 | ||
| 207 | SecurityExchange | Can be used to identify the security. | FIX.4.1 | ||
| 106 | Issuer | FIX.3.0 | |||
| 107 | SecurityDesc | FIX.3.0 | |||
| 140 | PrevClosePx | Useful for verifying security identification | FIX.4.0 | ||
| 54 | Side | Y | FIX.2.7 | ||
| 114 | LocateReqd | Required for short sell orders | FIX.4.0 | ||
| 38 | OrderQty | Y | FIX.2.7 | ||
| 40 | OrdType | Y | FIX.2.7 | ||
| 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. | FIX.2.7 | ||
| 99 | StopPx | Required for OrdType = "Stop" or OrdType = "Stop limit". | FIX.2.7 | ||
| 211 | PegDifference | FIX.4.1 | |||
| 15 | Currency | FIX.2.7 | |||
| 59 | TimeInForce | Absence of this field indicates Day order | FIX.2.7 | ||
| 126 | ExpireTime | Required in TimeInForce = GTD | FIX.4.0 | ||
| 12 | Commission | FIX.2.7 | |||
| 13 | CommType | FIX.2.7 | |||
| 47 | Rule80A | FIX.2.7 | |||
| 121 | ForexReq | Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade. | FIX.4.0 | ||
| 120 | SettlCurrency | Required if ForexReq = Y. | FIX.4.0 | ||
| 58 | Text | FIX.2.7 | |||
| 193 | FutSettDate2 | Can be used with OrdType = "Forex – Swap" to specify the "value date" for the future portion of a F/X swap. | FIX.4.1 | ||
| 192 | OrderQty2 | Can be used with OrdType = "Forex – Swap" to specify the order quantity for the future portion of a F/X swap. | FIX.4.1 | ||
| 77 | OpenClose | For options | FIX.4.1 | ||
| 203 | CoveredOrUncovered | For options | FIX.4.1 | ||
| 204 | CustomerOrFirm | For options when delivering the order to execution system/exchange. | FIX.4.1 | ||
| 210 | MaxShow | FIX.4.1 | |||
| Block | StandardTrailer | Y | FIX.2.7 |