Added in protocol FIX.4.4
See in: FIX.4.4, FIX.5.0, FIX.5.0SP1, FIX.5.0SP2 EP240.
Field or Component | Name | Description | Is Required | Added | Is Deprecated |
---|---|---|---|---|---|
73 | NoOrders | Number of orders in this message (number of repeating groups to follow) | Y | FIX.4.4 | |
11 | ClOrdID | Must be the first field in the repeating group. | Y | FIX.4.4 | |
526 | SecondaryClOrdID | FIX.4.4 | |||
67 | ListSeqNo | Order number within the list | Y | FIX.4.4 | |
583 | ClOrdLinkID | FIX.4.4 | |||
160 | SettlInstMode | FIX.4.4 | |||
BlockRepeating | Parties | Insert here the set of “Parties” (firm identification) fields defined in “Common Components of Application Messages” | FIX.4.4 | ||
229 | TradeOriginationDate | FIX.4.4 | |||
75 | TradeDate | FIX.4.4 | |||
1 | Account | FIX.4.4 | |||
660 | AcctIDSource | FIX.4.4 | |||
581 | AccountType | FIX.4.4 | |||
589 | DayBookingInst | FIX.4.4 | |||
590 | BookingUnit | FIX.4.4 | |||
70 | AllocID | Use to assign an ID to the block of individual preallocations | FIX.4.4 | ||
591 | PreallocMethod | FIX.4.4 | |||
ImplicitBlockRepeating | PreAllocGrp | FIX.4.4 | |||
63 | SettlType | FIX.4.4 | |||
64 | SettlDate | Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. | FIX.4.4 | ||
544 | CashMargin | FIX.4.4 | |||
635 | ClearingFeeIndicator | FIX.4.4 | |||
21 | HandlInst | FIX.4.4 | |||
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.4.4 | ||
110 | MinQty | FIX.4.4 | |||
1089 | MatchIncrement | FIX.4.4 | |||
1090 | MaxPriceLevels | FIX.4.4 | |||
Block | DisplayInstruction | Insert here the set of “DisplayInstruction” fields defined in “common components of application messages” | FIX.4.4 | ||
111 | MaxFloor | FIX.4.4 | Y | ||
100 | ExDestination | FIX.4.4 | |||
1133 | ExDestinationIDSource | FIX.4.4 | |||
ImplicitBlockRepeating | TrdgSesGrp | FIX.4.4 | |||
81 | ProcessCode | FIX.4.4 | |||
Block | Instrument | Insert here the set of “Instrument” (symbology) fields defined in “Common Components of Application Messages” | Y | FIX.4.4 | |
OptimisedImplicitBlockRepeating | UndInstrmtGrp | FIX.4.4 | |||
140 | PrevClosePx | Useful for verifying security identification | FIX.4.4 | ||
54 | Side | Note: to indicate the side of SideValue1 or SideValue2, specify Side=Undisclosed and SideValueInd=either the SideValue1 or SideValue2 indicator. | Y | FIX.4.4 | |
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. | FIX.4.4 | ||
114 | LocateReqd | Required for short sell orders | FIX.4.4 | ||
60 | TransactTime | FIX.4.4 | |||
BlockRepeating | Stipulations | Insert here the set of “Stipulations” (repeating group of Fixed Income stipulations) fields defined in “Common Components of Application Messages” | FIX.4.4 | ||
854 | QtyType | FIX.4.4 | |||
Block | OrderQtyData | Insert here the set of “OrderQtyData” fields defined in “Common Components of Application Messages” | Y | FIX.4.4 | |
40 | OrdType | FIX.4.4 | |||
423 | PriceType | FIX.4.4 | |||
44 | Price | FIX.4.4 | |||
1092 | PriceProtectionScope | FIX.4.4 | |||
99 | StopPx | FIX.4.4 | |||
Block | TriggeringInstruction | Insert here the set of “TriggeringInstruction” fields defined in “common components of application messages” | FIX.5.0 | ||
Block | SpreadOrBenchmarkCurveData | Insert here the set of “SpreadOrBenchmarkCurveData” (Fixed Income spread or benchmark curve) fields defined in “Common Components of Application Messages” | FIX.4.4 | ||
Block | YieldData | Insert here the set of “YieldData” (yield-related) fields defined in “Common Components of Application Messages” | FIX.4.4 | ||
15 | Currency | FIX.4.4 | |||
376 | ComplianceID | FIX.4.4 | |||
377 | SolicitedFlag | FIX.4.4 | |||
23 | IOIID | Required for Previously Indicated Orders (OrdType=E) | FIX.4.4 | ||
117 | QuoteID | Required for Previously Quoted Orders (OrdType=D) | FIX.4.4 | ||
1080 | RefOrderID | Required for counter-order selection / Hit / Take Orders (OrdType = Q) | FIX.4.4 | ||
1081 | RefOrderIDSource | Conditionally required if RefOrderID is specified. | FIX.4.4 | ||
59 | TimeInForce | FIX.4.4 | |||
168 | EffectiveTime | FIX.4.4 | |||
432 | ExpireDate | Conditionally required if TimeInForce = GTD and ExpireTime is not specified. | FIX.4.4 | ||
126 | ExpireTime | Conditionally required if TimeInForce = GTD and ExpireDate is not specified. | FIX.4.4 | ||
427 | GTBookingInst | States whether executions are booked out or accumulated on a partially filled GT order | FIX.4.4 | ||
Block | CommissionData | Insert here the set of “CommissionData” fields defined in “Common Components of Application Messages” | FIX.4.4 | ||
528 | OrderCapacity | FIX.4.4 | |||
529 | OrderRestrictions | FIX.4.4 | |||
1091 | PreTradeAnonymity | FIX.4.4 | |||
582 | CustOrderCapacity | FIX.4.4 | |||
121 | ForexReq | FIX.4.4 | |||
120 | SettlCurrency | FIX.4.4 | |||
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. | FIX.4.4 | ||
58 | Text | FIX.4.4 | |||
354 | EncodedTextLen | Must be set if EncodedText (355) field is specified and must immediately precede it. | FIX.4.4 | ||
355 | EncodedText | Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. | FIX.4.4 | ||
193 | SettlDate2 | Can be used with OrdType = “Forex – Swap” to specify the “value date” for the future portion of a F/X swap. | FIX.4.4 | Y | |
192 | OrderQty2 | Can be used with OrdType = “Forex – Swap” to specify the order quantity for the future portion of a F/X swap. | FIX.4.4 | Y | |
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). | FIX.4.4 | Y | |
77 | PositionEffect | FIX.4.4 | |||
203 | CoveredOrUncovered | FIX.4.4 | |||
210 | MaxShow | FIX.4.4 | Y | ||
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 | ||
ImplicitBlockRepeating | StrategyParametersGrp | Strategy parameter block | FIX.4.4 | ||
848 | TargetStrategyParameters | For further specification of the TargetStrategy | FIX.4.4 | Y | |
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 | Y | |
494 | Designation | Supplementary registration information for this Order within the List | FIX.4.4 |