Group of order transactions across one or more instruments.
Added in protocol FIX.5.0SP2 (EP 188)
Field or Component | Name | Description | Is Required | Added | Is Deprecated |
---|---|---|---|---|---|
2428 | NoOrderEntries | FIX.5.0SP2 (EP 188) | |||
2429 | OrderEntryAction | Required if NoOrderEntries (2428) > 0. | FIX.5.0SP2 (EP 188) | ||
2430 | OrderEntryID | Unique order entry identification across all entries of a single message. Conditionally required when neither ClOrdID (11) nor OrderID (37) is provided. | FIX.5.0SP2 (EP 188) | ||
11 | ClOrdID | Conditionally required when neither OrderEntryID (2430) nor OrderID (37) is provided. | FIX.5.0SP2 (EP 188) | ||
41 | OrigClOrdID | Conditionally required when OrderEntryAction (2429) is not "1" (Add), ClOrdID (11) was provided in original order, and message-chaining model is used. | FIX.5.0SP2 (EP 188) | ||
37 | OrderID | Conditionally required when OrderEntryAction (2429) is not "1" (Add) and neither OrderEntryID (2430) nor ClOrdID (11) is provided. | FIX.5.0SP2 (EP 188) | ||
40 | OrdType | Conditionally required when OrderEntryAction (2429) = 1 (Add) or 2 (Modify). Only a subset of OrdType (40) values permitted that do not require additional pricing fields other than Price (44) field. | FIX.5.0SP2 (EP 188) | ||
44 | Price | Conditionally required when OrdType (40) = 2 (Limit) | FIX.5.0SP2 (EP 188) | ||
54 | Side | Conditionally required when OrderEntryAction (2429) = 1 (Add) or 2 (Modify) | FIX.5.0SP2 (EP 188) | ||
59 | TimeInForce | Only subset of values permitted that do not require additional fields | FIX.5.0SP2 (EP 188) | ||
Block | OrderQtyData | Conditionally required when OrderEntryAction (2429) = 1 (Add) or 2 (Modify) | FIX.5.0SP2 (EP 188) | ||
Block | Instrument | Required if NoOrderEntries(2432) > 0. | FIX.5.0SP2 (EP 188) |