New Order - List (MsgType = E, FIXML = NewOrderList)

The new order list (E) message type is used by institutions wishing to electronically submit lists of related orders to a broker for execution.

The New Order List (E) is intended for use in staging lists to be executed by the broker. If the institution wishes to work a list using the broker's execution services, the orders should be submitted as individual New Order - Single (D) 's.

After staging, the list can be operated on in the following ways:

Execute: The broker can be instructed to release the list for execution by sending the List-Execute (L) message.
Cancel: After the list has been staged with the broker, it can be canceled via the submission of the List Cancel (K) message. If the list has not yet been submitted for execution, the List Cancel (K) message will instruct the broker not to execute it, if the list is being executed, the List Cancel (K) message should trigger the broker's system to generate cancel requests for the remaining quantities of each order within the list. Individual orders within the list can be canceled via the Order Cancel Request (F) message.
Status: A status of the list can be requested via the submission of the List-Status Request (M) message. The broker will respond with one or more List-Status (N) messages which will report executed quantity, canceled quantity and average price for each order in the list.
Replace: Individual orders within the list can be replaced via Order Cancel/Replace Request (G) messages.

Executions against orders within the list will not normally be reported as they occur. (If this feature is desired the institution and broker should arrange for this reporting as a custom feature using the Execution (8) message.) Executions against the list will be reported within the List-Status (N) message.

Tag	Field Name	FIXML	Req'd	Comments
<Standard Message Header>			Y	MsgType = E
66	ListID	ListID	Y	Must be unique, by customer, for the day
105	WaveNo	WaveNo	N
67	ListSeqNo	ListSeqNo	Y
68	ListNoOrds	ListNoOrders	Y
69	ListExecInst	ListExecInst	N	Include only in ListSeqNo (67) = 1 message
11	ClOrdID	ClOrdID	Y	Unique identifier of the order as assigned by institution.
109	ClientID	ClientID	N	Used for third-party transactions
76	ExecBroker	ExecBroker	N	Used for third-party transactions
1	Account	Account	N
63	SettlmntTyp	Settlement	N	Absence of this field is interpreted as Regular.
64	FutSettDate	FutSettDate	C	Required when SettlmntTyp (63) = 6 (Future) or SettlmntTyp (63) = 8 (Sellers Option)
21	HandlInst	HandInst	Y
18	ExecInst	ExecInst	N	Can contain multiple instructions, space delimited.
110	MinQty	MinQty	N
111	MaxFloor	MaxFloor	N
100	ExDestination	ExecDestination	N
81	ProcessCode	ProcessCode	N
55	Symbol	Symbol	Y
65	SymbolSfx	SymbolSfx	N
48	SecurityID	SecurityID	N
22	IDSource	IDSource	N
167	SecurityType	SecurityType	N	Must be specified if a Future or Option. If a Future: Symbol (55) , SecurityType (167) , and MaturityMonthYear (200) are required. If an Option: Symbol (55) , SecurityType (167) , MaturityMonthYear (200) , PutOrCall (201) , and StrikePrice (202) are required.
200	MaturityMonthYear	MonthYear	C	For Options or Futures to specify the month and year of maturity.
205	MaturityDay	Day	N	For Options or Futures and can be used in conjunction with MaturityMonthYear (200) to specify a particular maturity date.
201	PutOrCall	PutCall	C	For Options.
202	StrikePrice	StrikePx	C	For Options.
206	OptAttribute	OptAttribute	N	For Options.
207	SecurityExchange	SecurityExch	N	Can be used to identify the security.
106	Issuer	Issuer	N
107	SecurityDesc	SecurityDesc	N
140	PrevClosePx	PrevClosePx	N	Useful for verifying security identification
54	Side	Side	Y
114	LocateReqd	LocateReq	C	Required for short sell orders
38	OrderQty	OrderQty	Y
40	OrdType	OrderType	Y
44	Price	Price	C	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.
99	StopPx	StopPx	C	Required for OrdType (40) = "Stop" or OrdType (40) = "Stop limit".
211	PegDifference	PegDifference	N
15	Currency	Currency	N
59	TimeInForce	OrderDuration	N	Absence of this field indicates Day order
126	ExpireTime	ExpireTime	C	Required in TimeInForce (59) = GTD
12	Commission	CommAmt	N
13	CommType	CommType	N
47	Rule80A	Rule80A	N
121	ForexReq	ForexReqOrder	N	Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade.
120	SettlCurrency	SettCurrency	C	Required if ForexReq (121) = Y.
58	Text	Text	N
193	FutSettDate2	FutSettDate2	N	Can be used with OrdType (40) = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap.
192	OrderQty2	OrderQty2	N	Can be used with OrdType (40) = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap.
77	OpenClose	OpenClose	N	For options
203	CoveredOrUncovered	Cover	N	For options
204	CustomerOrFirm	CustomerFirm	N	For options when delivering the order to execution system/exchange.
210	MaxShow	MaxShow	N
<Standard Message Trailer>			Y

All material contained within the website is copyright of EPAM Systems, Inc. No material contained herein can be copied or otherwise used without the express permission of the copyright holder.