Message NewOrderMultileg

	Field or Component	Field Name	FIXML name	Req'd	Comments	Depr.

8	BeginString		FIXT.1.1 (Always unencrypted, must be first field in message)
9	BodyLength		(Always unencrypted, must be second field in message)
35	MsgType	@MsgTyp	(Always unencrypted, must be third field in message)
1128	ApplVerID	@ApplVerID	Indicates application version using a service pack identifier. The ApplVerID applies to a specific message occurrence.
1156	ApplExtID
1129	CstmApplVerID		Used to support bilaterally agreed custom functionality
49	SenderCompID	@SID	(Always unencrypted)
56	TargetCompID	@TID	(Always unencrypted)
115	OnBehalfOfCompID	@OBID	Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)
128	DeliverToCompID	@D2ID	Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)
90	SecureDataLen		Required to identify length of encrypted section of message. (Always unencrypted)
91	SecureData		Required when message body is encrypted. Always immediately follows SecureDataLen field.
34	MsgSeqNum	@SeqNum	(Can be embedded within encrypted data section.)
50	SenderSubID	@SSub	(Can be embedded within encrypted data section.)
142	SenderLocationID	@SLoc	Sender's LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)
57	TargetSubID	@TSub	"ADMIN" reserved for administrative messages not intended for a specific user. (Can be embedded within encrypted data section.)
143	TargetLocationID	@TLoc	Trading partner LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)
116	OnBehalfOfSubID	@OBSub	Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)
144	OnBehalfOfLocationID	@OBLoc	Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.)
129	DeliverToSubID	@D2Sub	Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)
145	DeliverToLocationID	@D2Loc	Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.)
43	PossDupFlag	@PosDup	Always required for retransmitted messages, whether prompted by the sending system or as the result of a resend request. (Can be embedded within encrypted data section.)
97	PossResend	@PosRsnd	Required when message may be duplicate of another message sent under a different sequence number. (Can be embedded within encrypted data section.)
52	SendingTime	@Snt	(Can be embedded within encrypted data section.)
122	OrigSendingTime	@OrigSnt	Required for message resent as a result of a ResendRequest. If data is not available set to same value as SendingTime (Can be embedded within encrypted data section.)
212	XmlDataLen		Required when specifying XmlData to identify the length of a XmlData message block. (Can be embedded within encrypted data section.)
213	XmlData		Can contain a XML formatted message block (e.g. FIXML). Always immediately follows XmlDataLen field. (Can be embedded within encrypted data section.) See Volume 1: FIXML Support
347	MessageEncoding	@MsgEncd	Type of message encoding (non-ASCII characters) used in a message's "Encoded" fields. Required if any "Encoding" fields are used.
369	LastMsgSeqNumProcessed		The last MsgSeqNum value received by the FIX engine and processed by downstream application, such as trading system or order routing system. Can be specified on every message sent. Useful for detecting a backlog with a counterparty.

Component

HopGrp

Hop

Number of repeating groups of historical "hop" information. Only applicable if OnBehalfOfCompID is used, however, its use is optional. Note that some market regulations or counterparties may require tracking of message hops.

end Component

Repeating Group 453

NoPartyIDs

Repeating group below should contain unique combinations of PartyID, PartyIDSource, and PartyRole

448	PartyID	@ID	Used to identify source of PartyID. Required if PartyIDSource is specified. Required if NoPartyIDs > 0.
447	PartyIDSource	@Src	Used to identify class source of PartyID value (e.g. BIC). Required if PartyID is specified. Required if NoPartyIDs > 0.
452	PartyRole	@R	Identifies the type of PartyID (e.g. Executing Broker). Required if NoPartyIDs > 0.

Component

PtysSubGrp

Sub

Repeating group of Party sub-identifiers.

end Repeating Group

end Component

Repeating Group 78

NoAllocs

Number of repeating groups for pre-trade allocation

79	AllocAccount	@Acct	Required if NoAllocs > 0. Must be first field in repeating group.
661	AllocAcctIDSource	@ActIDSrc
736	AllocSettlCurrency	@AllocSettlCcy
467	IndividualAllocID	@IndAllocID

Component

NestedParties3

Pty

Insert here the set of "NestedParties3" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages"

80

AllocQty

@Qty

end Repeating Group

end Component

1138	DisplayQty	@DisplayQty
1082	SecondaryDisplayQty	@SecDspQty
1083	DisplayWhen	@DspWhn
1084	DisplayMethod	@DspMthd
1085	DisplayLowQty	@DsplLwQty	Required when DisplayMethod = 3
1086	DisplayHighQty	@DisplayHighQty	Required when DisplayMethod = 3
1087	DisplayMinIncr	@DspMinIncr	Can be used to specify larger increments than the standard increment provided by the market. Optionally used when DisplayMethod = 3
1088	RefreshQty	@RfrshQty	Required when DisplayMethod = 2

end Component

Repeating Group 386

NoTradingSessions

Specifies the number of repeating TradingSessionIDs

	336	TradingSessionID	@SesID		Required if NoTradingSessions is > 0.
	625	TradingSessionSubID	@SesSub

end Repeating Group

end Component

55	Symbol	@Sym	Common, "human understood" representation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles) Use "[N/A]" for products which do not have a symbol.
65	SymbolSfx	@Sfx	Used in Fixed Income with a value of "WI" to indicate "When Issued" for a security to be reissued under an old CUSIP or ISIN or with a value of "CD" to indicate a EUCP with lump-sum interest rather than discount price.
48	SecurityID	@ID	Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified.
22	SecurityIDSource	@Src	Required if SecurityID is specified.

Component

SecAltIDGrp

AID

Number of alternate Security Identifiers

460	Product	@Prod	Indicates the type of product the security is associated with (high-level category)
1227	ProductComplex	@ProdCmplx	Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc
1151	SecurityGroup	@SecGrp	An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions.
461	CFICode	@CFI	Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments.
167	SecurityType	@SecTyp	It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. Required for Fixed Income. Refer to Volume 7 - Fixed Income Futures and Options should be specified using the CFICode[461] field instead of SecurityType[167] (Refer to Volume 7 - Recommendations and Guidelines for Futures and Options Markets.)
762	SecuritySubType	@SubTyp	Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required.
200	MaturityMonthYear	@MMY	Specifies the month and year of maturity. Applicable for standardized derivatives which are typically only referenced by month and year (e.g. S&P futures). Note MaturityDate (a full date) can also be specified.
541	MaturityDate	@MatDt	Specifies date of maturity (a full date). Note that standardized derivatives which are typically only referenced by month and year (e.g. S&P futures).may use MaturityMonthYear and/or this field. When using MaturityMonthYear, it is recommended that markets and sell sides report the MaturityDate on all outbound messages as a means of data enrichment. For NDFs this represents the fixing date of the contract.
1079	MaturityTime	@MatTm	For NDFs this represents the fixing time of the contract. It is optional to specify the fixing time.
966	SettleOnOpenFlag	@SettlOnOpenFlag	Indicator to determine if Instrument is Settle on Open.
1049	InstrmtAssignmentMethod	@AsgnMeth
965	SecurityStatus	@Status	Gives the current state of the instrument
224	CouponPaymentDate	@CpnPmt	Date interest is to be paid. Used in identifying Corporate Bond issues.
1449	RestructuringType	@RestrctTyp
1450	Seniority	@Snrty
1451	NotionalPercentageOutstanding	@NotlPctOut
1452	OriginalNotionalPercentageOutstanding	@OrigNotlPctOut
1457	AttachmentPoint	@AttchPnt
1458	DetachmentPoint	@DetchPnt
225	IssueDate	@Issued	Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date.
239	RepoCollateralSecurityType	@RepoCollSecTyp		Depr FIX.4.4
226	RepurchaseTerm	@RepoTrm		Depr FIX.4.4
227	RepurchaseRate	@RepoRt		Depr FIX.4.4
228	Factor	@Fctr	For Fixed Income: Amortization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than 1. In TIPS securities this is the Inflation index. Qty * Factor * Price = Gross Trade Amount For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract. (Qty * Price) * Factor = Nominal Value
255	CreditRating	@CrdRtg
543	InstrRegistry	@Rgstry	The location at which records of ownership are maintained for this instrument, and at which ownership changes must be recorded. Can be used in conjunction with ISIN to address ISIN uniqueness issues.
470	CountryOfIssue	@IssuCtry	ISO Country code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness.
471	StateOrProvinceOfIssue	@StPrv	A two-character state or province abbreviation.
472	LocaleOfIssue	@Lcl	The three-character IATA code for a locale (e.g. airport code for Municipal Bonds).
240	RedemptionDate	@Redeem		Depr FIX.4.4
202	StrikePrice	@StrkPx	Used for derivatives, such as options and covered warrants
947	StrikeCurrency	@StrkCcy	Used for derivatives
967	StrikeMultiplier	@StrkMult	Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value.
968	StrikeValue	@StrkValu	Used for derivatives. The number of shares/units for the financial instrument involved in the option trade.
1478	StrikePriceDeterminationMethod	@StrkPxDtrmnMeth
1479	StrikePriceBoundaryMethod	@StrkPxBndryMeth
1480	StrikePriceBoundaryPrecision	@StrkPxBndryPrcsn
1481	UnderlyingPriceDeterminationMethod	@PxDtrmnMeth
206	OptAttribute	@OptAt	Used for derivatives, such as options and covered warrants to indicate a versioning of the contract when required due to corporate actions to the underlying. Should not be used to indicate type of option - use the CFICode[461] for this purpose.
231	ContractMultiplier	@Mult	For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount.
1435	ContractMultiplierUnit	@MultTyp
1439	FlowScheduleType	@FlowSchedTyp
969	MinPriceIncrement	@MinPxIncr	Minimum price increment for the instrument. Could also be used to represent tick value.
1146	MinPriceIncrementAmount	@MinPxIncrAmt	Minimum price increment amount associated with the MinPriceIncrement [969]. For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by ContractValueFactor [231]
996	UnitOfMeasure	@UOM	0
1147	UnitOfMeasureQty	@UOMQty
1191	PriceUnitOfMeasure	@PxUOM
1192	PriceUnitOfMeasureQty	@PxUOMQty
1193	SettlMethod	@SettlMeth	Settlement method for a contract. Can be used as an alternative to CFI Code value
1194	ExerciseStyle	@ExerStyle	Type of exercise of a derivatives security
1482	OptPayoutType	@OptPayoutTyp
1195	OptPayoutAmount	@OptPayAmt	Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount
1196	PriceQuoteMethod	@PxQteMeth	Method for price quotation
1197	ValuationMethod	@ValMeth	Indicates type of valuation method used.
1198	ListMethod	@ListMeth	Indicates whether the instruments are pre-listed only or can also be defined via user request
1199	CapPrice	@CapPx	Used to express the ceiling price of a capped call
1200	FloorPrice	@FlrPx	Used to express the floor price of a capped put
201	PutOrCall	@PutCall	Used to express option right
1244	FlexibleIndicator	@FlexInd	Used to indicate if a security has been defined as flexible according to "non-standard" means. Analog to CFICode Standard/Non-standard indicator
1242	FlexProductEligibilityIndicator	@FlexProdElig	Used to indicate if a product or group of product supports the creation of flexible securities
997	TimeUnit	@TmUnit	Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)
223	CouponRate	@CpnRt	For Fixed Income.
207	SecurityExchange	@Exch	Can be used to identify the security.
970	PositionLimit	@PosLmt	Position Limit for the instrument.
971	NTPositionLimit	@NTPosLmt	Near-term Position Limit for the instrument.
106	Issuer	@Issr
348	EncodedIssuerLen	@EncIssrLen	Must be set if EncodedIssuer field is specified and must immediately precede it.
349	EncodedIssuer	@EncIssr	Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.
107	SecurityDesc	@Desc
350	EncodedSecurityDescLen	@EncSecDescLen	Must be set if EncodedSecurityDesc field is specified and must immediately precede it.
351	EncodedSecurityDesc	@EncSecDesc	Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.

Component

SecurityXML

SecXML

Embedded XML document describing security.

691	Pool	@Pool	Identifies MBS / ABS pool
667	ContractSettlMonth	@CSetMo	Must be present for MBS/TBA
875	CPProgram	@CPPgm	The program under which a commercial paper is issued
876	CPRegType	@CPRegT	The registration type of a commercial paper issuance

Component

EvntGrp

Evnt

Number of repeating EventType group entries.

	873	DatedDate	@Dated		If different from IssueDate
	874	InterestAccrualDate	@IntAcrl		If different from IssueDate and DatedDate

Component

InstrumentParties

Pty

Used to identify the parties listing a specific instrument

Component

ComplexEvents

CmplxEvnt

end Component

Repeating Group 711

NoUnderlyings

Number of underlyings

Component

UnderlyingInstrument

Undly

Must be provided if Number of underlyings > 0

end Repeating Group

end Component

Repeating Group 555

NoLegs

Number of legs

Component

InstrumentLeg

Leg

Must be provided if Number of legs > 0

	687	LegQty	@Qty			Depr FIX.5.0
	690	LegSwapType	@SwapTyp

Component

LegStipulations

Stip

1366

LegAllocID

@LegAllocID

Component

LegPreAllocGrp

PreAll

	564	LegPositionEffect	@PosEfct		Provide if the PositionEffect for the leg is different from that specified for the overall multileg security
	565	LegCoveredOrUncovered	@Cover		Provide if the CoveredOrUncovered for the leg is different from that specified for the overall multileg security.

Component

NestedParties

Pty

Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages"

Used for NestedPartyRole=Leg Clearing Firm/Account, Leg Account/Account Type

654	LegRefID	@RefID	Used to identify a specific leg.
587	LegSettlType	@SettlTyp	Refer to values for SettlType (63)
588	LegSettlDate	@SettlDt	Refer to values for SettlDate (64)
675	LegSettlCurrency	@SettlCcy
685	LegOrderQty	@OrdQty
1379	LegVolatility	@LegVolatility
1381	LegDividendYield	@LegDividendYield
1383	LegCurrencyRatio	@LegCurrencyRatio
1384	LegExecInst	@LegExecInst

end Repeating Group

end Component

38	OrderQty	@Qty	One of CashOrderQty, OrderQty, or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified.
152	CashOrderQty	@Cash	One of CashOrderQty, OrderQty, or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified. Specifies the approximate "monetary quantity" for the order. Broker is responsible for converting and calculating OrderQty in tradeable units (e.g. shares) for subsequent messages.
516	OrderPercent	@Pct	For CIV - Optional. One of CashOrderQty, OrderQty or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified.
468	RoundingDirection	@RndDir	For CIV - Optional
469	RoundingModulus	@RndMod	For CIV - Optional

end Component

1100	TriggerType	@TrgrTyp	Required if any other Triggering tags are specified.
1101	TriggerAction	@TrgrActn
1102	TriggerPrice	@TrgrPx	Only relevant and required for TriggerAction = 1
1103	TriggerSymbol	@TrgrSym	Only relevant and required for TriggerAction = 1
1104	TriggerSecurityID	@TrgrSecID	Requires TriggerSecurityIDSource if specified. Only relevant and required for TriggerAction = 1
1105	TriggerSecurityIDSource	@TrgrSecIDSrc	Requires TriggerSecurityIDSource if specified. Only relevant and required for TriggerAction = 1
1106	TriggerSecurityDesc	@TrgrSecDesc
1107	TriggerPriceType	@TrgrPxTyp	Only relevant for TriggerAction = 1
1108	TriggerPriceTypeScope	@TrgrPxTypScp	Only relevant for TriggerAction = 1
1109	TriggerPriceDirection	@TrgrPxDir	Only relevant for TriggerAction = 1
1110	TriggerNewPrice	@TrgrNewPx	Should be specified if the order changes Price.
1111	TriggerOrderType	@TrgrOrdTyp	Should be specified if the order changes type.
1112	TriggerNewQty	@TrgrNewQty	Required if the order should change quantity
1113	TriggerTradingSessionID	@TrgrTrdSessID	Only relevant and required for TriggerType = 2.
1114	TriggerTradingSessionSubID	@TrgrTrdSessSubID	Requires TriggerTradingSessionID if specified. Relevant for TriggerType = 2 only.

end Component

12	Commission	@Comm
13	CommType	@CommTyp
479	CommCurrency	@Ccy
497	FundRenewWaiv	@FundRenewWaiv

end Component

211	PegOffsetValue	@OfstVal	Amount (signed) added to the peg for a pegged order in the context of the PegOffsetType
1094	PegPriceType	@PegPxTyp	Defines the type of peg.
835	PegMoveType	@MoveTyp	Describes whether peg is static/fixed or floats
836	PegOffsetType	@OfstTyp	Type of Peg Offset (e.g. price offset, tick offset etc)
837	PegLimitType	@LmtTyp	Specifies nature of resulting pegged price (e.g. or better limit, strict limit etc)
838	PegRoundDirection	@RndDir	If the calculated peg price is not a valid tick price, specifies how to round the price (e.g. be more or less aggressive)
840	PegScope	@Scope	The scope of the "related to" price of the peg (e.g. local, global etc)
1096	PegSecurityIDSource	@PegSecurityIDSource	Required if PegSecurityID is specified.
1097	PegSecurityID	@PegSecID	Requires PegSecurityIDSource if specified.
1098	PegSymbol	@PgSymbl
1099	PegSecurityDesc	@PegSecDesc

end Component

388	DiscretionInst	@DsctnInst	What the discretionary price is related to (e.g. primary price, display price etc)
389	DiscretionOffsetValue	@OfstValu	Amount (signed) added to the "related to" price specified via DiscretionInst, in the context of DiscretionOffsetType
841	DiscretionMoveType	@MoveTyp	Describes whether discretion price is static/fixed or floats
842	DiscretionOffsetType	@OfstTyp	Type of Discretion Offset (e.g. price offset, tick offset etc)
843	DiscretionLimitType	@LimitTyp	Specifies the nature of the resulting discretion price (e.g. or better limit, strict limit etc)
844	DiscretionRoundDirection	@RndDir	If the calculated discretion price is not a valid tick price, specifies how to round the price (e.g. to be more or less aggressive)
846	DiscretionScope	@Scope	The scope of "related to" price of the discretion (e.g. local, global etc)

end Component

Repeating Group 957

NoStrategyParameters

Indicates number of strategy parameters

958	StrategyParameterName	@StrtPrmNme	Name of parameter
959	StrategyParameterType	@StrtPrmTyp	Datatype of the parameter.
960	StrategyParameterValue	@StrtPrmVal	Value of the parameter

end Repeating Group

end Component

93	SignatureLength	Required when trailer contains signature. Note: Not to be included within SecureData field
89	Signature	Note: Not to be included within SecureData field
10	CheckSum	(Always unencrypted, always last field in message)

end Component

628	HopCompID	@ID
629	HopSendingTime	@Snt
630	HopRefID	@Ref

11	ClOrdID	@ClOrdID	Unique identifier of the order as assigned by institution or by the intermediary with closest association with the investor.
526	SecondaryClOrdID	@ClOrdID2
583	ClOrdLinkID	@ClOrdLinkID

	523	PartySubID	@ID
	803	PartySubIDType	@Typ

229	TradeOriginationDate	@OrignDt
75	TradeDate	@TrdDt
1	Account	@Acct
660	AcctIDSource	@AcctIDSrc
581	AccountType	@AcctTyp
589	DayBookingInst	@DayBkngInst
590	BookingUnit	@BkngUnit
591	PreallocMethod	@PreallocMeth
70	AllocID	@AllocID	Used to assign an identifier to the block of individual preallocations

949	Nested3PartyID	@ID	Used to identify source of Nested3PartyID. Required if Nested3PartyIDSource is specified. Required if NoNested3PartyIDs > 0.
950	Nested3PartyIDSource	@Src	Used to identify class source of Nested3PartyID value (e.g. BIC). Required if Nested3PartyID is specified. Required if NoNested3PartyIDs > 0.
951	Nested3PartyRole	@R	Identifies the type of Nested3PartyID (e.g. Executing Broker). Required if NoNested3PartyIDs > 0.

FIX.5.0SP2 Message

NewOrderMultileg [type 'AB']

<NewOrdMleg>

63	SettlType	@SettlTyp
64	SettlDate	@SettlDt	Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values.
544	CashMargin	@CshMgn
635	ClearingFeeIndicator	@ClrFeeInd
21	HandlInst	@HandlInst
18	ExecInst	@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	@MinQty
1089	MatchIncrement	@MtchInc
1090	MaxPriceLevels	@MxPxLvls

111	MaxFloor	@MaxFloor	Depr FIX.5.0
100	ExDestination	@ExDest
1133	ExDestinationIDSource	@ExDestIDSrc

	81	ProcessCode	@ProcCode		Used to identify soft trades at order entry.
	54	Side	@Side		Additional enumeration that indicates this is an order for a multileg order and that the sides are specified in the Instrument Leg component block.

1184	SecurityXMLLen		Must be set if SecurityXML field is specified and must immediately precede it.
1185	SecurityXML		XML payload or content describing the Security information.
1186	SecurityXMLSchema	@Schema	XML Schema used to validate the XML used to describe the Security.

865	EventType	@EventTyp
866	EventDate	@Dt
1145	EventTime	@Tm	Specific time of event. To be used in combination with EventDate [866]
867	EventPx	@Px
868	EventText	@Txt

1019	InstrumentPartyID	@ID	Used to identify party id related to instrument
1050	InstrumentPartyIDSource	@Src	Used to identify source of instrument party id
1051	InstrumentPartyRole	@R	Used to identify the role of instrument party id

1484	ComplexEventType	@Typ	Identifies the type of complex event. Required if NoComplexEvents > 0.
1485	ComplexOptPayoutAmount	@OptPayAmt
1486	ComplexEventPrice	@Px
1487	ComplexEventPriceBoundaryMethod	@PxBndryMeth
1488	ComplexEventPriceBoundaryPrecision	@PxBndryPrcsn
1489	ComplexEventPriceTimeType	@PxTmTyp
1490	ComplexEventCondition	@Cond	ComplexEventCondition is conditionally required when there are more than one ComplexEvent occurrences. A chain of ComplexEvents must be linked together through use of the ComplexEventCondition in which the relationship between any two events is described. For any two ComplexEvents the first occurrence will specify the ComplexEventCondition which links it with the second event.

	1492	ComplexEventStartDate	@StartDt		Required if NoComplexEventDates(1491) > 0.
	1493	ComplexEventEndDate	@EndDt		Required if NoComplexEventDates(1491) > 0.

	1495	ComplexEventStartTime	@StartTm		Required if NoComplexEventTimes(1494) > 0.
	1496	ComplexEventEndTime	@EndTm		Required if NoComplexEventTimes(1494) > 0.

311	UnderlyingSymbol	@Sym
312	UnderlyingSymbolSfx	@Sfx
309	UnderlyingSecurityID	@ID
305	UnderlyingSecurityIDSource	@Src

	458	UnderlyingSecurityAltID	@AltID
	459	UnderlyingSecurityAltIDSource	@AltIDSrc

462	UnderlyingProduct	@Prod
463	UnderlyingCFICode	@CFI
310	UnderlyingSecurityType	@SecTyp
763	UnderlyingSecuritySubType	@SubTyp
313	UnderlyingMaturityMonthYear	@MMY
542	UnderlyingMaturityDate	@Mat
1213	UnderlyingMaturityTime	@MatTm
241	UnderlyingCouponPaymentDate	@CpnPmt
1453	UnderlyingRestructuringType	@RestrctTyp
1454	UnderlyingSeniority	@Snrty
1455	UnderlyingNotionalPercentageOutstanding	@NotlPctOut
1456	UnderlyingOriginalNotionalPercentageOutstanding	@OrigNotlPctOut
1459	UnderlyingAttachmentPoint	@AttchPnt
1460	UnderlyingDetachmentPoint	@DetchPnt
242	UnderlyingIssueDate	@Issued
243	UnderlyingRepoCollateralSecurityType	@RepoCollSecTyp		Depr FIX.4.4
244	UnderlyingRepurchaseTerm	@RepoTrm		Depr FIX.4.4
245	UnderlyingRepurchaseRate	@RepoRt		Depr FIX.4.4
246	UnderlyingFactor	@Fctr
256	UnderlyingCreditRating	@CrdRtg
595	UnderlyingInstrRegistry	@Rgstry
592	UnderlyingCountryOfIssue	@Ctry
593	UnderlyingStateOrProvinceOfIssue	@StOrProvnc
594	UnderlyingLocaleOfIssue	@Lcl
247	UnderlyingRedemptionDate	@Redeem		Depr FIX.4.4
316	UnderlyingStrikePrice	@StrkPx
941	UnderlyingStrikeCurrency	@StrkCcy
317	UnderlyingOptAttribute	@OptA
436	UnderlyingContractMultiplier	@Mult
1437	UnderlyingContractMultiplierUnit	@MultTyp
1441	UnderlyingFlowScheduleType	@FlowSchedTyp
998	UnderlyingUnitOfMeasure	@UOM
1423	UnderlyingUnitOfMeasureQty	@UOMQty
1424	UnderlyingPriceUnitOfMeasure	@PxUOM
1425	UnderlyingPriceUnitOfMeasureQty	@PxUOMQty
1000	UnderlyingTimeUnit	@TmUnit	Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)
1419	UnderlyingExerciseStyle	@ExerStyle
435	UnderlyingCouponRate	@CpnRt
308	UnderlyingSecurityExchange	@Exch
306	UnderlyingIssuer	@Issr
362	EncodedUnderlyingIssuerLen	@EncUndIssrLen
363	EncodedUnderlyingIssuer	@EncUndIssr
307	UnderlyingSecurityDesc	@Desc
364	EncodedUnderlyingSecurityDescLen	@EncUndSecDescLen
365	EncodedUnderlyingSecurityDesc	@EncUndSecDesc
877	UnderlyingCPProgram	@CPPgm
878	UnderlyingCPRegType	@CPRegTyp
972	UnderlyingAllocationPercent	@AllocPct	Specific to the < UnderlyingInstrument > Percent of the Strike Price that this underlying represents. Necessary for derivatives that deliver into more than one underlying instrument.
318	UnderlyingCurrency	@Ccy	Specific to the <UnderlyingInstrument> (not in <Instrument>)
879	UnderlyingQty	@Qty	Specific to the <UnderlyingInstrument> (not in <Instrument>) Unit amount of the underlying security (par, shares, currency, etc.)
975	UnderlyingSettlementType	@SettlTyp	Specific to the < UnderlyingInstrument > Indicates order settlement period for the underlying deliverable component.
973	UnderlyingCashAmount	@CashAmt	Specific to the < UnderlyingInstrument > Cash amount associated with the underlying component. Necessary for derivatives that deliver into more than one underlying instrument and one of the underlying's is a fixed cash value.
974	UnderlyingCashType	@CashTyp	Specific to the < UnderlyingInstrument > Used for derivatives that deliver into cash underlying. Indicates that the cash is either fixed or difference value (difference between strike and current underlying price)
810	UnderlyingPx	@Px	Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket.
882	UnderlyingDirtyPrice	@DirtPx	Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest
883	UnderlyingEndPrice	@EndPx	Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement.
884	UnderlyingStartValue	@StartVal	Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the start of the agreement
885	UnderlyingCurrentValue	@CurVal	Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value currently attributed to this collateral
886	UnderlyingEndValue	@EndVal	Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the end of the agreement

	888	UnderlyingStipType	@Typ		Required if NoUnderlyingStips >0
	889	UnderlyingStipValue	@Val

1044	UnderlyingAdjustedQuantity	@AdjQty	Specific to the <UnderlyingInstrument> (not in <Instrument>). For listed derivatives margin management, this is the number of shares adjusted for upcoming corporate action. Used only for securities which are optionable and are between ex-date and settlement date (4 days).
1045	UnderlyingFXRate	@FxRate	Specific to the <UnderlyingInstrument> (not in <Instrument>). Foreign exchange rate used to compute UnderlyingCurrentValue (885) (or market value) from UnderlyingCurrency (318) to Currency (15).
1046	UnderlyingFXRateCalc	@FxRateCalc	Specific to the <UnderlyingInstrument> (not in <Instrument>). Specified whether UnderlyingFxRate (1045) should be multiplied or divided to derive UnderlyingCurrentValue (885).
1038	UnderlyingCapValue	@CapValu

1059	UnderlyingInstrumentPartyID	@ID	Used to identify party id related to instrument
1060	UnderlyingInstrumentPartyIDSource	@Src	Used to identify source of instrument party id
1061	UnderlyingInstrumentPartyRole	@R	Used to identify the role of instrument party id

	1063	UnderlyingInstrumentPartySubID	@ID
	1064	UnderlyingInstrumentPartySubIDType	@Typ

	1039	UnderlyingSettlMethod	@SetMeth
	315	UnderlyingPutOrCall	@PutCall		Used to express option right

	140	PrevClosePx	@PrevClsPx		Useful for verifying security identification
	1069	SwapPoints	@SwapPnts		For FX Swaps. Used to express the differential between the far leg's bid/offer and the near leg's bid/offer.

600	LegSymbol	@Sym
601	LegSymbolSfx	@Sfx
602	LegSecurityID	@ID
603	LegSecurityIDSource	@Src

	605	LegSecurityAltID	@SecAltID
	606	LegSecurityAltIDSource	@SecAltIDSrc

607	LegProduct	@Prod
608	LegCFICode	@CFI
609	LegSecurityType	@SecTyp
764	LegSecuritySubType	@SecSubTyp
610	LegMaturityMonthYear	@MMY
611	LegMaturityDate	@Mat
1212	LegMaturityTime	@MatTm
248	LegCouponPaymentDate	@CpnPmt
249	LegIssueDate	@Issued
250	LegRepoCollateralSecurityType	@RepoCollSecTyp		Depr FIX.4.4
251	LegRepurchaseTerm	@RepoTrm		Depr FIX.4.4
252	LegRepurchaseRate	@RepoRt		Depr FIX.4.4
253	LegFactor	@Fctr
257	LegCreditRating	@CrdRtg
599	LegInstrRegistry	@Rgstry
596	LegCountryOfIssue	@Ctry
597	LegStateOrProvinceOfIssue	@StOrProvnc
598	LegLocaleOfIssue	@Lcl
254	LegRedemptionDate	@Redeem		Depr FIX.4.4
612	LegStrikePrice	@Strk
942	LegStrikeCurrency	@StrkCcy
613	LegOptAttribute	@OptA
614	LegContractMultiplier	@Cmult
1436	LegContractMultiplierUnit	@MultTyp
1440	LegFlowScheduleType	@FlowSchedTyp
999	LegUnitOfMeasure	@UOM
1224	LegUnitOfMeasureQty	@UOMQty
1421	LegPriceUnitOfMeasure	@PxUOM
1422	LegPriceUnitOfMeasureQty	@PxUOMQty
1001	LegTimeUnit	@TmUnit	Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)
1420	LegExerciseStyle	@ExerStyle
615	LegCouponRate	@CpnRt
616	LegSecurityExchange	@Exch
617	LegIssuer	@Issr
618	EncodedLegIssuerLen	@EncLegIssrLen
619	EncodedLegIssuer	@EncLegIssr
620	LegSecurityDesc	@Desc
621	EncodedLegSecurityDescLen	@EncLegSecDescLen
622	EncodedLegSecurityDesc	@EncLegSecDesc
623	LegRatioQty	@RatioQty	Specific to the <InstrumentLeg> (not in <Instrument>)
624	LegSide	@Side	Specific to the <InstrumentLeg> (not in <Instrument>)
556	LegCurrency	@Ccy	Specific to the <InstrumentLeg> (not in <Instrument>)
740	LegPool	@Pool	Identifies MBS / ABS pool
739	LegDatedDate	@Dated
955	LegContractSettlMonth	@CSetMo
956	LegInterestAccrualDate	@IntAcrl
1358	LegPutOrCall	@PutCall	Used to express option right
1017	LegOptionRatio	@LegOptionRatio	LegOptionRatio is provided on covering leg to create a delta neutral spread. In Listed Derivatives, the delta of the leg is multiplied by LegOptionRatio and OrderQty to determine the covering quantity.
566	LegPrice	@Px	Used to specify an anchor price for a leg as part of the definition or creation of the strategy - not used for execution price.

	688	LegStipulationType	@StipTyp		Required if NoLegStipulations >0
	689	LegStipulationValue	@StipVal

	671	LegAllocAccount	@AllocAcct
	672	LegIndividualAllocID	@IndAllocID

757	Nested2PartyID	@ID	Used to identify source of Nested2PartyID. Required if Nested2PartyIDSource is specified. Required if NoNested2PartyIDs > 0.
758	Nested2PartyIDSource	@Src	Used to identify class source of Nested2PartyID value (e.g. BIC). Required if Nested2PartyID is specified. Required if NoNested2PartyIDs > 0.
759	Nested2PartyRole	@R	Identifies the type of Nested2PartyID (e.g. Executing Broker). Required if NoNested2PartyIDs > 0.

673	LegAllocQty	@AllocQty
674	LegAllocAcctIDSource	@AllocAcctIDSrc
1367	LegAllocSettlCurrency	@AllocSettlCcy

524	NestedPartyID	@ID	Used to identify source of NestedPartyID. Required if NestedPartyIDSource is specified. Required if NoNestedPartyIDs > 0.
525	NestedPartyIDSource	@Src	Used to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0.
538	NestedPartyRole	@R	Identifies the type of NestedPartyID (e.g. Executing Broker). Required if NoNestedPartyIDs > 0.

114	LocateReqd	@LocReqd	Required for short sell orders
60	TransactTime	@TxnTm	Time this order request was initiated/released by the trader, trading system, or intermediary.
854	QtyType	@QtyTyp

40	OrdType	@OrdTyp
1377	MultilegModel	@MlegModel
1378	MultilegPriceMethod	@MlegPxMeth
423	PriceType	@PxTyp
44	Price	@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.
1092	PriceProtectionScope	@PxPrtScp
99	StopPx	@StopPx	Required for OrdType = "Stop" or OrdType = "Stop limit".

15	Currency	@Ccy
376	ComplianceID	@ComplianceID
377	SolicitedFlag	@SolFlag
23	IOIID	@IOIID	Required for Previously Indicated Orders (OrdType=E)
117	QuoteID	@QID	Required for Previously Quoted Orders (OrdType=D)
1080	RefOrderID	@RefOrdID	Required for counter-order selection / Hit / Take Orders. (OrdType = Q)
1081	RefOrderIDSource	@RefOrdIDSrc	Conditionally required if RefOrderID is specified.
59	TimeInForce	@TmInForce	Absence of this field indicates Day order
168	EffectiveTime	@EfctvTm	Can specify the time at which the order should be considered valid
432	ExpireDate	@ExpireDt	Conditionally required if TimeInForce = GTD and ExpireTime is not specified.
126	ExpireTime	@ExpireTm	Conditionally required if TimeInForce = GTD and ExpireDate is not specified.
427	GTBookingInst	@GTBkngInst	States whether executions are booked out or accumulated on a partially filled GT order

528	OrderCapacity	@Cpcty
529	OrderRestrictions	@Rstctions
1091	PreTradeAnonymity	@PrTrdAnon
582	CustOrderCapacity	@CustCpcty
121	ForexReq	@ForexReq	Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade.
120	SettlCurrency	@SettlCcy	Required if ForexReq = Y.
775	BookingType	@BkngTyp	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.
58	Text	@Txt
354	EncodedTextLen	@EncTxtLen	Must be set if EncodedText field is specified and must immediately precede it.
355	EncodedText	@EncTxt	Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
77	PositionEffect	@PosEfct	For use in derivatives omnibus accounting
203	CoveredOrUncovered	@Covered	For use with derivatives, such as options
210	MaxShow	@MaxShow		Depr FIX.5.0