Repeating Groups Tutorial Example

Messages

Incoming Messages

D: NewOrderSingle

Tag	Name	Required	Type	Validity
1	Account		string
11	ClOrdID	✔	string
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

Outgoing Messages

8: ExecutionReport

Tag	Name	Required	Type
14	CumQty	✔	Qty
17	ExecID	✔	string
37	OrderID	✔	string
38	OrderQtyData.OrderQty	✔	Qty
39	OrdStatus	✔	OrdStatus
54	Side	✔	Side
58	Text		string
150	ExecType	✔	ExecType
151	LeavesQty	✔	Qty
	Parties	✔	Parties

Fields

Name	Tag	Type	Member of:	Validation
Account	1	string	NewOrderSingle
ClOrdID	11	string	NewOrderSingle
CumQty	14	Qty	ExecutionReport
ExecID	17	string	ExecutionReport
OrderID	37	string	ExecutionReport
OrderQtyData.OrderQty	38	Qty	NewOrderSingle
OrderQtyData.OrderQty	38	Qty	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
Price	44	Price	NewOrderSingle	if field OrdType equals OrdType.Market then must be present and price > 0.0
Side	54	Side	NewOrderSingle
Side	54	Side	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
SpreadProportion	sp	float	NewOrderSingle	if present, x > 0.0 and x <= 1.0
Parties		Parties	NewOrderSingle	field PartyIndex > 0 and field PartyIndex < 100

				field PartyID equals ""
			ExecutionReport

Repeating Groups

Parties

Tag	Name	Type	Required
447	PartyIDSource	PartyIDSource
448	PartyID	string	✔
452	PartyRole	PartyRole
453	NoPartyIDs	NumInGroup
pi	PartyIndex	int	✔
	PtysSubGrp	PtysSubGrp	✔

PtysSubGrp

Tag	Name	Type
523	PartySubID	string
802	NoPartySubIDs	NumInGroup
803	PartySubIDType	PartySubIDType

Enumeration Types

ExecType

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

OrdStatus

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

OrdType

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

PartyIDSource

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

PartyRole

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

PartySubIDType

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

Side

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