New Order - Multileg (MsgType = AB, FIXML = MultiLegOrder)

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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