| 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] |
| 44 | Price | Price | ||
| 54 | Side | ✔ | Side | |
| 60 | TransactTime | ✔ | UTCTimestamp |
| 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 |
| if field OrdType equals OrdType.Limit then must be present and price > 0.0 |
| Tag | Name | Required | Type | Validity |
|---|---|---|---|---|
| 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 |
| 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 | |
| ExecutionReport | ||||
| OrdStatus | 39 | OrdStatus | ExecutionReport | |
| OrdType | 40 | OrdType | NewOrderSingle | if field OrdType equals OrdType.Limit then must be present and price > 0.0 |
| OrdType has value in [OrdType.Limit, OrdType.Market] | ||||
| if field OrdType equals OrdType.Market then not field Price is present and if field OrdType equals OrdType.Limit then field Price is present | ||||
| Price | 44 | Price | NewOrderSingle | if field OrdType equals OrdType.Limit then must be present and price > 0.0 |
| if field OrdType equals OrdType.Market then not field Price is present and if field OrdType equals OrdType.Limit then field Price is present | ||||
| Side | 54 | Side | NewOrderSingle | |
| ExecutionReport | ||||
| Text | 58 | string | ExecutionReport | |
| TransactTime | 60 | UTCTimestamp | NewOrderSingle | |
| ExecType | 150 | ExecType | ExecutionReport | |
| LeavesQty | 151 | Qty | ExecutionReport |
| 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 |
| 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 |