FIX.4.4 Message

NewOrderCross [type 's']

<NewOrdCrss>

Used to submit a cross order into a market. The cross order contains two order sides (a buy and a sell).


Added  FIX.4.3

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Field or ComponentField NameFIXML nameReq'dCommentsDepr.
ComponentStandardHeader

MsgType = s (lowercase S)

 
548CrossID@ID 
549CrossType@Typ 
550CrossPrioritization@Priorty 
ComponentSideCrossOrdModGrpSideCrossMod

Must be 1 or 2

1 or 2 if CrossType=1

2 otherwise

 
ComponentInstrumentInstrmt

Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"

 
ComponentUndInstrmtGrpUndly 

Number of underlyings

 
ComponentInstrmtLegGrpLeg 

Number of Legs

 
63SettlType@SettlTyp  
64SettlDate@SettlDt 

Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values.

 
21HandlInst@HandlInst  
18ExecInst@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.

 
110MinQty@MinQty  
111MaxFloor@MaxFloor  
100ExDestination@ExDest  
ComponentTrdgSesGrpTrdSes 

Specifies the number of repeating TradingSessionIDs

 
81ProcessCode@ProcCode 

Used to identify soft trades at order entry.

 
140PrevClosePx@PrevClsPx 

Useful for verifying security identification

 
114LocateReqd@LocReqd 

Required for short sell orders

 
60TransactTime@TxnTm

Time this order request was initiated/released by the trader, trading system, or intermediary.

 
ComponentStipulationsStip 

Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages"

 
40OrdType@OrdTyp 
423PriceType@PxTyp  
44Price@Px 

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.

 
99StopPx@StopPx 

Required for OrdType = "Stop" or OrdType = "Stop limit".

 
ComponentSpreadOrBenchmarkCurveDataSprdBnchmkCurve 

Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages"

 
ComponentYieldDataYield 

Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages"

 
15Currency@Ccy  
376ComplianceID@ComplianceID  
23IOIID@IOIID 

Required for Previously Indicated Orders (OrdType=E)

 
117QuoteID@QID 

Required for Previously Quoted Orders (OrdType=D)

 
59TimeInForce@TmInForce 

Absence of this field indicates Day order

 
168EffectiveTime@EfctvTm 

Can specify the time at which the order should be considered valid

 
432ExpireDate@ExpireDt 

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

 
126ExpireTime@ExpireTm 

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

 
427GTBookingInst@GTBkngInst 

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

 
210MaxShow@MaxShow  
ComponentPegInstructionsPegInstr 

Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages"

 
ComponentDiscretionInstructionsDiscInstr 

Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages"

 
847TargetStrategy@TgtStrategy 

The target strategy of the order

 
848TargetStrategyParameters@TgtStrategyParameters 

For further specification of the TargetStrategy

 
849ParticipationRate@ParticipationRt 

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)

 
480CancellationRights@CxllationRights 

For CIV - Optional

 
481MoneyLaunderingStatus@MnyLaunderingStat  
513RegistID@RegistID 

Reference to Registration Instructions message for this Order.

 
494Designation@Designation 

Supplementary registration information for this Order

 
ComponentStandardTrailer