| Tag | Name | Required | Type | Validity |
|---|---|---|---|---|
| 1 | Account | string | ||
| 11 | ClOrdID | ✔ | string | |
| 18 | ExecInst | ExecInst | ||
| 38 | OrderQtyData.OrderQty | ✔ | Qty | |
| 40 | OrdType | ✔ | OrdType | OrdType has value in [OrdType.Limit, OrdType.Market, OrdType.StopSpread] |
| 44 | Price | Price | ||
| 54 | Side | ✔ | Side | |
| 60 | TransactTime | ✔ | UTCTimestamp | |
| sp | SpreadProportion | float | if present, x > 0.0 and x <= 1.0 |
|
| Parties | ✔ | Parties | field PartyIndex > 0 and field PartyIndex < 100 field PartyID equals "" |
| Validation |
|---|
| if field OrdType equals OrdType.Market then not field Price is present and if field OrdType equals OrdType.Limit then field Price is present and if field OrdType equals OrdType.StopSpread then field Price is present |
| if field OrdType equals OrdType.StopSpread then field SpreadProportion is present |
| if field OrdType equals OrdType.Market then must be present and price > 0.0 |
| if present, field Parties.PartyID equals x |
| Tag | Name | Required | Type | Validity |
|---|---|---|---|---|
| 14 | CumQty | ✔ | Qty | |
| 17 | ExecID | ✔ | string | |
| 18 | ExecInst | ✔ | ExecInst | |
| 37 | OrderID | ✔ | string | |
| 38 | OrderQtyData.OrderQty | ✔ | Qty | |
| 39 | OrdStatus | ✔ | OrdStatus | |
| 54 | Side | ✔ | Side | |
| 58 | Text | string | ||
| 150 | ExecType | ✔ | ExecType | |
| 151 | LeavesQty | ✔ | Qty | |
| Parties | ✔ | Parties |
| Name | Tag | Type | Member of: | Validation |
|---|---|---|---|---|
| Account | 1 | string | NewOrderSingle | |
| ClOrdID | 11 | string | NewOrderSingle | |
| CumQty | 14 | Qty | ExecutionReport | |
| ExecID | 17 | string | ExecutionReport | |
| ExecInst | 18 | ExecInst | NewOrderSingle | |
| ExecutionReport | ||||
| OrderID | 37 | string | ExecutionReport | |
| OrderQtyData.OrderQty | 38 | Qty | NewOrderSingle | |
| ExecutionReport | ||||
| OrdStatus | 39 | OrdStatus | ExecutionReport | |
| OrdType | 40 | OrdType | NewOrderSingle | if field OrdType equals OrdType.StopSpread then field SpreadProportion is present |
| if field OrdType equals OrdType.Market then not field Price is present and if field OrdType equals OrdType.Limit then field Price is present and if field OrdType equals OrdType.StopSpread then field Price is present | ||||
| if field OrdType equals OrdType.Market then must be present and price > 0.0 | ||||
| OrdType has value in [OrdType.Limit, OrdType.Market, OrdType.StopSpread] | ||||
| Price | 44 | Price | NewOrderSingle | if field OrdType equals OrdType.Market then not field Price is present and if field OrdType equals OrdType.Limit then field Price is present and if field OrdType equals OrdType.StopSpread then field Price is present |
| if field OrdType equals OrdType.Market then must be present and price > 0.0 | ||||
| Side | 54 | Side | NewOrderSingle | |
| ExecutionReport | ||||
| Text | 58 | string | ExecutionReport | |
| TransactTime | 60 | UTCTimestamp | NewOrderSingle | |
| ExecType | 150 | ExecType | ExecutionReport | |
| LeavesQty | 151 | Qty | ExecutionReport | |
| SpreadProportion | sp | float | NewOrderSingle | if field OrdType equals OrdType.StopSpread then field SpreadProportion is present |
| if present, x > 0.0 and x <= 1.0 | ||||
| Parties | Parties | NewOrderSingle | field PartyIndex > 0 and field PartyIndex < 100 | |
| field PartyID equals "" | ||||
| ExecutionReport |
| Tag | Name | Type | Required |
|---|---|---|---|
| 447 | PartyIDSource | PartyIDSource | |
| 448 | PartyID | string | ✔ |
| 452 | PartyRole | PartyRole | |
| 453 | NoPartyIDs | NumInGroup | ✔ |
| pi | PartyIndex | int | ✔ |
| PtysSubGrp | PtysSubGrp | ✔ |
| Tag | Name | Type | Required |
|---|---|---|---|
| 523 | PartySubID | string | |
| 802 | NoPartySubIDs | NumInGroup | |
| 803 | PartySubIDType | PartySubIDType |
| Encoding: | MultipleValueChar |
| Case | Tag |
|---|---|
| StayOnOfferSide | 0 |
| NotHeld | 1 |
| Work | 2 |
| GoAlong | 3 |
| OverTheDay | 4 |
| Held | 5 |
| ParticipateDoNotInitiate | 6 |
| StrictScale | 7 |
| TryToScale | 8 |
| StayOnBidSide | 9 |
| NoCross | A |
| OKToCross | B |
| CallFirst | C |
| PercentOfVolume | D |
| DoNotIncrease | E |
| DoNotReduce | F |
| AllOrNone | G |
| ReinstateOnSystemFailure | H |
| InstitutionsOnly | I |
| ReinstateOnTradingHalt | J |
| CancelOnTradingHalt | K |
| LastPeg | L |
| MidPricePeg | M |
| NonNegotiable | N |
| OpeningPeg | O |
| MarketPeg | P |
| CancelOnSystemFailure | Q |
| PrimaryPeg | R |
| Suspend | S |
| CustomerDisplayInstruction | U |
| Netting | V |
| PegToVWAP | W |
| TradeAlong | X |
| TryToStop | Y |
| CancelIfNotBest | Z |
| TrailingStopPeg | a |
| StrictLimit | b |
| IgnorePriceValidityChecks | c |
| PegToLimitPrice | d |
| WorkToTargetStrategy | e |
| Encoding: | char |
| Case | Tag |
|---|---|
| New | 0 |
| DoneForDay | 3 |
| Canceled | 4 |
| Replaced | 5 |
| PendingCancel | 6 |
| Stopped | 7 |
| Rejected | 8 |
| Suspended | 9 |
| PendingNew | A |
| Calculated | B |
| Expired | C |
| Restated | D |
| PendingReplace | E |
| Trade | F |
| TradeCorrect | G |
| TradeCancel | H |
| OrderStatus | I |
| Encoding: | char |
| Case | Tag |
|---|---|
| New | 0 |
| PartiallyFilled | 1 |
| Filled | 2 |
| DoneForDay | 3 |
| Canceled | 4 |
| Replaced | 5 |
| PendingCancel | 6 |
| Stopped | 7 |
| Rejected | 8 |
| Suspended | 9 |
| PendingNew | A |
| Calculated | B |
| Expired | C |
| AcceptedForBidding | D |
| PendingReplace | E |
| Encoding: | char |
| Case | Tag |
|---|---|
| Market | 1 |
| Limit | 2 |
| Stop | 3 |
| StopLimit | 4 |
| WithOrWithout | 6 |
| LimitOrBetter | 7 |
| LimitWithOrWithout | 8 |
| OnBasis | 9 |
| PreviouslyQuoted | D |
| PreviouslyIndicated | E |
| ForexSwap | G |
| Funari | I |
| MarketIfTouched | J |
| MarketWithLeftOverAsLimit | K |
| PreviousFundValuationPoint | L |
| NextFundValuationPoint | M |
| Pegged | P |
| StopSpread | s |
| Encoding: | char |
| Case | Tag |
|---|---|
| KoreanInvestorID | 1 |
| TaiwaneseForeignInvestorID | 2 |
| TaiwaneseTradingAcct | 3 |
| MalaysianCentralDepository | 4 |
| ChineseInvestorID | 5 |
| UKNationalInsuranceOrPensionNumber | 6 |
| USSocialSecurityNumber | 7 |
| USEmployerOrTaxIDNumber | 8 |
| AustralianBusinessNumber | 9 |
| AustralianTaxFileNumber | A |
| BIC | B |
| GeneralIdentifier | C |
| Proprietary | D |
| ISOCountryCode | E |
| SettlementEntityLocation | F |
| MIC | G |
| CSDParticipant | H |
| ISITCAcronym | I |
| Encoding: | int |
| Case | Tag |
|---|---|
| ExecutingFirm | 1 |
| BrokerOfCredit | 2 |
| ClientID | 3 |
| ClearingFirm | 4 |
| InvestorID | 5 |
| IntroducingFirm | 6 |
| EnteringFirm | 7 |
| Locate | 8 |
| FundManagerClientID | 9 |
| SettlementLocation | 10 |
| OrderOriginationTrader | 11 |
| ExecutingTrader | 12 |
| OrderOriginationFirm | 13 |
| GiveupClearingFirm | 14 |
| CorrespondantClearingFirm | 15 |
| ExecutingSystem | 16 |
| ContraFirm | 17 |
| ContraClearingFirm | 18 |
| SponsoringFirm | 19 |
| UnderlyingContraFirm | 20 |
| ClearingOrganization | 21 |
| Exchange | 22 |
| CustomerAccount | 24 |
| CorrespondentClearingOrganization | 25 |
| CorrespondentBroker | 26 |
| Buyer | 27 |
| Custodian | 28 |
| Intermediary | 29 |
| Agent | 30 |
| SubCustodian | 31 |
| Beneficiary | 32 |
| InterestedParty | 33 |
| RegulatoryBody | 34 |
| LiquidityProvider | 35 |
| EnteringTrader | 36 |
| ContraTrader | 37 |
| PositionAccount | 38 |
| Encoding: | int |
| Case | Tag |
|---|---|
| Firm | 1 |
| Person | 2 |
| System | 3 |
| Application | 4 |
| FullLegalNameOfFirm | 5 |
| PostalAddress | 6 |
| PhoneNumber | 7 |
| EmailAddress | 8 |
| ContactName | 9 |
| SecuritiesAccountNumber | 10 |
| RegistrationNumber | 11 |
| RegisteredAddressForConfirmation | 12 |
| RegulatoryStatus | 13 |
| RegistrationName | 14 |
| CashAccountNumber | 15 |
| BIC | 16 |
| CSDParticipantMemberCode | 17 |
| RegisteredAddress | 18 |
| FundAccountName | 19 |
| TelexNumber | 20 |
| FaxNumber | 21 |
| SecuritiesAccountName | 22 |
| CashAccountName | 23 |
| Department | 24 |
| LocationDesk | 25 |
| PositionAccountType | 26 |
| Encoding: | char |
| Case | Tag |
|---|---|
| Buy | 1 |
| Sell | 2 |
| BuyMinus | 3 |
| SellPlus | 4 |
| SellShort | 5 |
| SellShortExempt | 6 |
| Undisclosed | 7 |
| Cross | 8 |
| CrossShort | 9 |
| CrossShortExempt | A |
| AsDefined | B |
| Opposite | C |
| Subscribe | D |
| Redeem | E |
| Lend | F |
| Borrow | G |