FIX.4.2 Message

OrderList [type 'E']

The NewOrderList Message can be used in one of two ways depending on which market conventions are being followed.


Added  FIX.2.7

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Field or ComponentField NameReq'dCommentsDepr.
ComponentStandardHeader

MsgType = E

 
66ListID

Must be unique, by customer, for the day

 
390BidID 

Should refer to an earlier program if bidding took place.

 
391ClientBidID  
414ProgRptReqs  
394BidType

e.g. Non Disclosed Model, Disclosed Model, No Bidding Process

 
415ProgPeriodInterval  
433ListExecInstType 

Controls when execution should be begin.

 
69ListExecInst 

Free-form text.

 
352EncodedListExecInstLen 

Must be set if EncodedListExecInst field is specified and must immediately precede it.

 
353EncodedListExecInst 

Encoded (non-ASCII characters) representation of the ListExecInst field in the encoded format specified via the MessageEncoding field.

 
68TotNoOrders

Used to support fragmentation. Sum of NoOrders across all messages with the same ListID.

 
Repeating Group 73NoOrders

Number of orders in this message (number of repeating groups to follow)

 
11ClOrdID

Must be the first field in the repeating group.

 
67ListSeqNo

Order number within the list

 
160SettlInstMode  
109ClientID  
76ExecBroker  
1Account  
Repeating Group 78NoAllocs 

Indicates number of pre-trade allocation accounts to follow

 
79AllocAccount 

Required if NoAllocs > 0. Must be the first field in the repeating group.

 
80AllocShares  
end Repeating Group
63SettlmntTyp  
64FutSettDate  
21HandlInst  
18ExecInst 

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.

 
110MinQty  
111MaxFloor  
100ExDestination  
Repeating Group 386NoTradingSessions  
336TradingSessionID 

First field in repeating group. Required if NoTradingSessions > 0.

 
end Repeating Group
81ProcessCode  
55Symbol 
65SymbolSfx 

Can be repeated multiple times if message is related to multiple symbols.

 
48SecurityID 

Can be repeated multiple times if message is related to multiple symbols.

 
22IDSource 

Can be repeated multiple times if message is related to multiple symbols.

 
167SecurityType 

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.

 
200MaturityMonthYear 

Specifiesthe month and year of maturity. Required if MaturityDay is specified.

 
205MaturityDay 

Can be used in conjunction with MaturityMonthYear to specify a particular maturity date.

 
201PutOrCall 

For Options.

 
202StrikePrice 

For Options.

 
206OptAttribute 

For Options.

 
231ContractMultiplier 

For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount.

 
223CouponRate 

For Fixed Income.

 
207SecurityExchange 

Can be used to identify the security.

 
106Issuer 

Can be repeated multiple times if message is related to multiple symbols.

 
348EncodedIssuerLen 

Must be set if EncodedIssuer field is specified and must immediately precede it.

 
349EncodedIssuer 

Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.

 
107SecurityDesc 

Can be repeated multiple times if message is related to multiple symbols.

 
350EncodedSecurityDescLen 

Must be set if EncodedSecurityDesc field is specified and must immediately precede it.

 
351EncodedSecurityDesc 

Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.

 
140PrevClosePx 

Useful for verifying security identification

 
54Side

Note: to indicate the side of SideValue1 or SideValue2, specify Side=Undisclosed and SideValueInd=either the SideValue1 or SideValue2 indicator.

 
401SideValueInd 

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.

 
114LocateReqd  
60TransactTime  
38OrderQty 

Either CashOrderQty or OrderQty is required. Note that either, but not both, CashOrderQty or OrderQty should be specified.

 
152CashOrderQty 

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.

 
40OrdType  
44Price  
99StopPx  
15Currency  
376ComplianceID  
377SolicitedFlag  
23IOIid 

Required for Previously Indicated Orders (OrdType=E)

 
117QuoteID 

Required for Previously Quoted Orders (OrdType=D)

 
59TimeInForce  
168EffectiveTime  
432ExpireDate 

Conditionally required if TimeInForce = GTD and ExpireTime is not specified.

 
126ExpireTime 

Conditionally required if TimeInForce = GTD and ExpireDate is not specified.

 
427GTBookingInst 

States whether executions are booked out or accumulated on a partially filled GT order

 
12Commission  
13CommType  
47Rule80A  
121ForexReq  
120SettlCurrency  
58Text  
354EncodedTextLen 

Must be set if EncodedText field is specified and must immediately precede it.

 
355EncodedText 

Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.

 
193FutSettDate2 

Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap.

 
192OrderQty2 

Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap.

 
77OpenClose  
203CoveredOrUncovered  
204CustomerOrFirm  
210MaxShow  
211PegDifference  
388DiscretionInst 

Code to identify the price a DiscretionOffset is related to and should be mathematically added to. Required if DiscretionOffset is specified.

 
389DiscretionOffset 

Amount (signed) added to the "related to" price specified via DiscretionInst.

 
439ClearingFirm  
440ClearingAccount  
end Repeating Group
ComponentStandardTrailer