| FRAMES | NO FRAMES |
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The New Order - Multileg (AB) is provided to submit orders for securities that are made up of multiple securities, known as legs.
| Tag | Field Name | FIXML | Req'd | Comments | |||
|---|---|---|---|---|---|---|---|
| <Standard Message Header> | Y | MsgType = AB | |||||
| 11 | ClOrdID | ClOrdID | Y | Unique identifier of the order as assigned by institution or by the intermediary with closest association with the investor. | |||
| 526 | SecondaryClOrdID | SecondaryClOrdID | N | ||||
| 583 | ClOrdLinkID | ClOrdLinkID | N | ||||
| <Parties> | N | ||||||
| 1 | Account | Account | N | ||||
| 581 | AccountType | AccountType | N | ||||
| 589 | DayBookingInst | DayBookingInst | N | ||||
| 590 | BookingUnit | BookingUnit | N | ||||
| 591 | PreallocMethod | PreallocMethod | N | ||||
| 78 | NoAllocs | NoAllocs | N | Number of repeating groups for pre-trade allocation | |||
| => | 79 | AllocAccount | AllocAccount | C | Required if NoAllocs (78) > 0. Must be first field in repeating group. | ||
| => | 467 | IndividualAllocID | IndividualAllocID | N | |||
| => | 80 | AllocQty | AllocQty | N | |||
| 63 | SettlmntTyp | Settlement | N | ||||
| 64 | FutSettDate | FutSettDate | C | Takes precedence over SettlmntTyp (63) value and conditionally required/omitted for specific SettlmntTyp (63) values. | |||
| 544 | CashMargin | CashMargin | N | ||||
| 635 | ClearingFeeIndicator | ClearingFeeIndicator | N | ||||
| 21 | HandlInst | HandInst | Y | ||||
| 18 | ExecInst | ExecInst | N | Can contain multiple instructions, space delimited. If OrdType (40) =P, exactly one of the following values ( ExecInst (18) = L, R, M, P, O, T, or W) must be specified. | |||
| 110 | MinQty | MinQty | N | ||||
| 111 | MaxFloor | MaxFloor | N | ||||
| 100 | ExDestination | ExDestination | N | ||||
| 386 | NoTradingSessions | NoTradingSessions | N | Specifies the number of repeating TradingSessionIDs | |||
| => | 336 | TradingSessionID | TradingSessionID | C | Required if NoTradingSessions (386) is > 0. | ||
| => | 625 | TradingSessionSubID | TradingSessionSubID | N | |||
| 81 | ProcessCode | ProcessCode | N | Used to identify soft trades at order entry. | |||
| 54 | Side | Side | Y | Additional enumeration that indicates this is an order for a multileg order and that the sides are specified in the Instrument Leg component block. | |||
| <Instrument> | Y | SecurityType (167) = "MLEG". CFICode (461) should be set to the type of multileg product, such as "O" - options, "F" - Future or Swap. | |||||
| 140 | PrevClosePx | PrevClosePx | N | Useful for verifying security identification | |||
| 555 | NoLegs | NoLegs | Y | Number of legs. Can be zero (e.g. standardized multileg instrument such as an Option strategy) - must be provided even if zero | |||
| => | <Instrument Leg> | C | Must be provided if Number of legs > 0 | ||||
| => | 564 | LegPositionEffect | LegPositionEffect | N | Provide if the PositionEffect (77) for the leg is different from that specified for the overall multileg security | ||
| => | 565 | LegCoveredOrUncovered | LegCoveredOrUncovered | N | Provide if the CoveredOrUncovered (203) for the leg is different from that specified for the overall multileg security. | ||
| => | <Nested Parties> | N | Used for NestedPartyRole (538) =Leg Clearing Firm/Account, Leg Account/Account Type | ||||
| => | 654 | LegRefID | LegRefID | N | Used to identify a specific leg. | ||
| => | 566 | LegPrice | LegPrice | N | Provide only if a price is required for a specific leg. Used for anchoring the overall multileg security price to a specific leg price. | ||
| => | 587 | LegSettlmntTyp | LegSettlmntTyp | N | Refer to values for SettlmntTyp (63) | ||
| => | 588 | LegFutSettDate | LegFutSettDate | C | Refer to values for FutSettDate (64) | ||
| 114 | LocateReqd | LocateReqd | C | Required for short sell orders | |||
| 60 | TransactTime | TransactTime | Y | Time this order request was initiated/released by the trader, trading system, or intermediary. | |||
| 465 | QuantityType | QuantityType | N | ||||
| <Order Qty Data> | Y | ||||||
| 40 | OrdType | OrdType | Y | ||||
| 423 | PriceType | PriceType | N | ||||
| 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". | |||
| 15 | Currency | Currency | N | ||||
| 376 | ComplianceID | ComplianceID | N | ||||
| 377 | SolicitedFlag | SolicitedFlag | N | ||||
| 23 | IOIid | IOI_ID | C | Required for Previously Indicated Orders ( OrdType (40) =E) | |||
| 117 | QuoteID | QuoteID | C | Required for Previously Quoted Orders ( OrdType (40) =D) | |||
| 59 | TimeInForce | OrderDuration | N | Absence of this field indicates Day order | |||
| 168 | EffectiveTime | EffectiveTime | N | Can specify the time at which the order should be considered valid | |||
| 432 | ExpireDate | ExpireDate | C | Conditionally required if TimeInForce (59) = GTD and ExpireTime (126) is not specified. | |||
| 126 | ExpireTime | ExpireTime | C | Conditionally required if TimeInForce (59) = GTD and ExpireDate (432) is not specified. | |||
| 427 | GTBookingInst | GTBookingInst | N | States whether executions are booked out or accumulated on a partially filled GT order | |||
| <Commission Data> | N | ||||||
| 528 | OrderCapacity | OrderCapacity | N | ||||
| 529 | OrderRestrictions | OrderRestrictions | N | ||||
| 582 | CustOrderCapacity | CustOrderCapacity | N | ||||
| 121 | ForexReq | ForexReq | N | Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade. | |||
| 120 | SettlCurrency | SettlCurrency | C | Required if ForexReq (121) = Y. | |||
| 58 | Text | Text | N | ||||
| 354 | EncodedTextLen | EncodedTextLen | C | Must be set if EncodedText (355) field is specified and must immediately precede it. | |||
| 355 | EncodedText | EncodedText | C | Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. | |||
| 77 | PositionEffect | PositionEffect | N | For use in derivatives omnibus accounting | |||
| 203 | CoveredOrUncovered | CoveredOrUncovered | N | For use with derivatives, such as options | |||
| 210 | MaxShow | MaxShow | N | ||||
| 211 | PegDifference | PegDifference | N | Amount (signed) added to the price of the peg | |||
| 388 | DiscretionInst | DiscretionInst | C | Code to identify the price a DiscretionOffset (389) is related to and should be mathematically added to. Required if DiscretionOffset (389) is specified. | |||
| 389 | DiscretionOffset | DiscretionOffset | N | Amount (signed) added to the "related to" price specified via DiscretionInst (388) . | |||
| 480 | CancellationRights | CancellationRights | N | For CIV - Optional | |||
| 481 | MoneyLaunderingStatus | MoneyLaunderingStatus | N | For CIV - Optional | |||
| 513 | RegistID | RegistID | N | Reference to Registration Instructions (o) message for this Order. | |||
| 494 | Designation | Designation | N | Supplementary registration information for this Order | |||
| 563 | MultiLegRptTypeReq | MultiLegRptTypeReq | N | Indicates the method of execution reporting requested by issuer of the order. | |||
| 118 | NetMoney | NetMoney | N | Can be specified on the order for Fixed Income Municipals | |||
| <Standard Message Trailer> | Y | ||||||
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| FRAMES | NO FRAMES |