Used to submit a cross order into a market. The cross order contains two order sides (a buy and a sell).
Added in protocol FIX.4.3
See in: FIX.4.3, 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 = s (lowercase S) | Y | FIX.4.3 | |
548 | CrossID | Y | FIX.4.3 | ||
549 | CrossType | Y | FIX.4.3 | ||
550 | CrossPrioritization | Y | FIX.4.3 | ||
ImplicitBlockRepeating | SideCrossOrdModGrp | Must be 1 or 2 1 or 2 if CrossType=1 2 otherwise |
Y | FIX.4.4 | |
Block | Instrument | Insert here the set of “Instrument” (symbology) fields defined in “Common Components of Application Messages” | Y | FIX.4.3 | |
ImplicitBlockRepeating | UndInstrmtGrp | Number of underlyings | FIX.4.4 | ||
ImplicitBlockRepeating | InstrmtLegGrp | Number of Legs | FIX.4.4 | ||
63 | SettlType | FIX.4.3 | |||
64 | SettlDate | Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. | FIX.4.3 | ||
21 | HandlInst | FIX.4.3 | |||
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. | FIX.4.3 | ||
110 | MinQty | FIX.4.3 | |||
111 | MaxFloor | FIX.4.3 | |||
100 | ExDestination | FIX.4.3 | |||
ImplicitBlockRepeating | TrdgSesGrp | Specifies the number of repeating TradingSessionIDs | FIX.4.4 | ||
81 | ProcessCode | Used to identify soft trades at order entry. | FIX.4.3 | ||
140 | PrevClosePx | Useful for verifying security identification | FIX.4.3 | ||
114 | LocateReqd | Required for short sell orders | FIX.4.3 | ||
60 | TransactTime | Time this order request was initiated/released by the trader, trading system, or intermediary. | Y | FIX.4.3 | |
BlockRepeating | Stipulations | Insert here the set of “Stipulations” (repeating group of Fixed Income stipulations) fields defined in “Common Components of Application Messages” | FIX.4.3 | ||
40 | OrdType | Y | FIX.4.3 | ||
423 | PriceType | FIX.4.3 | |||
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.4.3 | ||
99 | StopPx | Required for OrdType = “Stop” or OrdType = “Stop limit”. | FIX.4.3 | ||
Block | SpreadOrBenchmarkCurveData | Insert here the set of “SpreadOrBenchmarkCurveData” (Fixed Income spread or benchmark curve) fields defined in “Common Components of Application Messages” | FIX.4.3 | ||
Block | YieldData | Insert here the set of “YieldData” (yield-related) fields defined in “Common Components of Application Messages” | FIX.4.3 | ||
15 | Currency | FIX.4.3 | |||
376 | ComplianceID | FIX.4.3 | |||
23 | IOIID | Required for Previously Indicated Orders (OrdType=E) | FIX.4.3 | ||
117 | QuoteID | Required for Previously Quoted Orders (OrdType=D) | FIX.4.3 | ||
59 | TimeInForce | Absence of this field indicates Day order | FIX.4.3 | ||
168 | EffectiveTime | Can specify the time at which the order should be considered valid | FIX.4.3 | ||
432 | ExpireDate | Conditionally required if TimeInForce = GTD and ExpireTime is not specified. | FIX.4.3 | ||
126 | ExpireTime | Conditionally required if TimeInForce = GTD and ExpireDate is not specified. | FIX.4.3 | ||
427 | GTBookingInst | States whether executions are booked out or accumulated on a partially filled GT order | FIX.4.3 | ||
210 | MaxShow | FIX.4.3 | |||
Block | PegInstructions | Insert here the set of “PegInstruction” fields defined in “Common Components of Application Messages” | FIX.4.4 | ||
Block | DiscretionInstructions | Insert here the set of “DiscretionInstruction” fields defined in “Common Components of Application Messages” | FIX.4.4 | ||
847 | TargetStrategy | The target strategy of the order | FIX.4.4 | ||
848 | TargetStrategyParameters | For further specification of the TargetStrategy | FIX.4.4 | ||
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) |
FIX.4.4 | ||
480 | CancellationRights | For CIV – Optional | FIX.4.3 | ||
481 | MoneyLaunderingStatus | FIX.4.3 | |||
513 | RegistID | Reference to Registration Instructions message for this Order. | FIX.4.3 | ||
494 | Designation | Supplementary registration information for this Order | FIX.4.3 | ||
Block | StandardTrailer | Y | FIX.4.3 |