The new order message type is used by institutions wishing to electronically submit securities and forex orders to a broker for execution.
Added
FIX.2.7
Expand Components | Collapse Components
Field or Component | Field Name | Req'd | Comments | Depr. |
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Component | StandardHeader |
MsgType = D |
11 | ClOrdID |
Unique identifier of the order as assigned by institution. | |||
109 | ClientID |
Used for firm identification in third-party transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID). | |||
76 | ExecBroker |
Used for firm identification in third-party transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID). | |||
1 | Account |
Repeating Group 78 | NoAllocs |
Number of repeating groups for pre-trade allocation |
79 | AllocAccount |
Required if NoAllocs > 0. Must be first field in repeating group. | |||
80 | AllocShares |
end Repeating Group |
63 | SettlmntTyp |
Absence of this field is interpreted as Regular. | |||
64 | FutSettDate |
Required when SettlmntTyp = 6 (Future) or SettlmntTyp = 8 (Sellers Option) | |||
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, or W) must be specified. | |||
110 | MinQty | ||||
111 | MaxFloor | ||||
100 | ExDestination |
Repeating Group 386 | NoTradingSessions |
Specifies the number of repeating TradingSessionIDs |
336 | TradingSessionID |
Required if NoTradingSessions is > 0. |
end Repeating Group |
81 | ProcessCode |
Used to identify soft trades at order entry. | |||
55 | Symbol | ||||
65 | SymbolSfx | ||||
48 | SecurityID | ||||
22 | IDSource | ||||
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. | |||
200 | MaturityMonthYear |
Specifiesthe month and year of maturity. Required if MaturityDay is specified. | |||
205 | MaturityDay |
Can be used in conjunction with MaturityMonthYear to specify a particular maturity date. | |||
201 | PutOrCall |
For Options. | |||
202 | StrikePrice |
For Options. | |||
206 | OptAttribute |
For Options. | |||
231 | ContractMultiplier |
For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount. | |||
223 | CouponRate |
For Fixed Income. | |||
207 | SecurityExchange |
Can be used to identify the security. | |||
106 | Issuer | ||||
348 | EncodedIssuerLen |
Must be set if EncodedIssuer field is specified and must immediately precede it. | |||
349 | EncodedIssuer |
Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. | |||
107 | SecurityDesc | ||||
350 | EncodedSecurityDescLen |
Must be set if EncodedSecurityDesc field is specified and must immediately precede it. | |||
351 | EncodedSecurityDesc |
Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. | |||
140 | PrevClosePx |
Useful for verifying security identification | |||
54 | Side | ||||
114 | LocateReqd |
Required for short sell orders | |||
60 | TransactTime |
Time this order request was initiated/released by the trader or trading system. | |||
38 | OrderQty |
Either CashOrderQty or OrderQty is required. Note that either, but not both, CashOrderQty or OrderQty should be specified. | |||
152 | CashOrderQty |
Either CashOrderQty or OrderQty is required. Note that either, but not both, CashOrderQty or OrderQty should be specified. Specifies the approximate "monetary quantity" for the order. Broker is responsible for converting and calculating OrderQty in shares for subsequent messages. | |||
40 | OrdType | ||||
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. | |||
99 | StopPx |
Required for OrdType = "Stop" or OrdType = "Stop limit". | |||
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 | |||
12 | Commission | ||||
13 | CommType | ||||
47 | Rule80A | ||||
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. | |||
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 | FutSettDate2 |
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. | |||
77 | OpenClose |
For options | |||
203 | CoveredOrUncovered |
For options | |||
204 | CustomerOrFirm |
For options when delivering the order to execution system/exchange. | |||
210 | MaxShow | ||||
211 | PegDifference |
Amount (signed) added to the price of the peg | |||
388 | DiscretionInst |
Code to identify the price a DiscretionOffset is related to and should be mathematically added to. Required if DiscretionOffset is specified. | |||
389 | DiscretionOffset |
Amount (signed) added to the "related to" price specified via DiscretionInst. | |||
439 | ClearingFirm | ||||
440 | ClearingAccount |
Component | StandardTrailer |
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