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

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	@ClOrdID2	N
583			ClOrdLinkID	@ClOrdLinkID	N
<Parties>					N
229			TradeOriginationDate	@OrignDt	N
75			TradeDate	@TrdDt	N
1			Account	@Acct	N
660			AcctIDSource	@AcctIDSrc	N
581			AccountType	@AcctTyp	N
589			DayBookingInst	@DayBkngInst	N
590			BookingUnit	@BkngUnit	N
591			PreallocMethod	@PreallocMeth	N
70			AllocID	@AllocID	N	Used to assign an identifier to the block of individual preallocations
78			NoAllocs	PreAllocMleg	N	Number of repeating groups for pre-trade allocation
=>	79		AllocAccount	@Acct	C	Required if NoAllocs (78) > 0. Must be first field in repeating group.
=>	661		AllocAcctIDSource	@ActIDSrc	N
=>	736		AllocSettlCurrency	@AllocSettlCcy	N
=>	467		IndividualAllocID	@IndAllocID	N
=>	<Nested Parties 3>				N
=>	80		AllocQty	@Qty	N
63			SettlType	@SettlTyp	N
64			SettlDate	@SettlDt	C	Takes precedence over SettlType (63) value and conditionally required/omitted for specific SettlType (63) values.
544			CashMargin	@CshMgn	N
635			ClearingFeeIndicator	@ClrFeeInd	N
21			HandlInst	@HandlInst	N
18			ExecInst	@ExecInst	N	Can contain multiple instructions, space delimited. If OrdType (40) =P, exactly one of the following values (ExecInst = L, R, M, P, O, T, or W) must be specified.
110			MinQty	@MinQty	N
111			MaxFloor	@MaxFloor	N
100			ExDestination	@ExDest	N
386			NoTradingSessions	TrdSes	N	Specifies the number of repeating TradingSessionIDs
=>	336		TradingSessionID	@SesID	C	Required if NoTradingSessions (386) is > 0.
=>	625		TradingSessionSubID	@SesSub	N
81			ProcessCode	@ProcCode	N	Used to identify soft trades at order entry.
54			Side	@Side	N	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.
711			NoUnderlyings	Undly	N	Number of underlyings
=>	<Underlying Instrument>				C	Must be provided if Number of underlyings > 0
140			PrevClosePx	@PrevClsPx	N	Useful for verifying security identification
555			NoLegs	Ord	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
=>	687		LegQty	@Qty	N
=>	690		LegSwapType	@SwapTyp	N
=>	<Leg Stipulations>				N
=>	670		NoLegAllocs	PreAll	N
=>	=>	671	LegAllocAccount	@AllocAcct	C
=>	=>	672	LegIndividualAllocID	@IndAllocID	N
=>	=>	<Nested Parties 2>			N
=>	=>	673	LegAllocQty	@AllocQty	N
=>	=>	674	LegAllocAcctIDSource	@AllocAcctIDSrc	N
=>	=>	675	LegSettlCurrency	@SettlCcy	N
=>	564		LegPositionEffect	@PosEfct	N	Provide if the PositionEffect for the leg is different from that specified for the overall multileg security
=>	565		LegCoveredOrUncovered	@Cover	N	Provide if the CoveredOrUncovered 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	@RefID	N	Used to identify a specific leg.
=>	566		LegPrice	@Px	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		LegSettlType	@SettlTyp	N	Refer to values for SettlType (63)
=>	588		LegSettlDate	@SettlDt	C	Refer to values for SettlDate (64)
114			LocateReqd	@LocReqd	C	Required for short sell orders
60			TransactTime	@TxnTm	Y	Time this order request was initiated/released by the trader, trading system, or intermediary.
854			QtyType	@QtyTyp	N
<Order Qty Data>					N	OrderQty (38) field is required for Single Instrument Orders unless rejecting or an order ack for a CashOrderQty (152) or OrderPercent (516) .
40			OrdType	@OrdTyp	Y
423			PriceType	@PxTyp	N
44			Price	@Px	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	@Ccy	N
376			ComplianceID	@ComplianceID	N
377			SolicitedFlag	@SolFlag	N
23			IOIid	@IOIID	C	Required for Previously Indicated Orders ( OrdType (40) =E)
117			QuoteID	@QID	C	Required for Previously Quoted Orders ( OrdType (40) =D)
59			TimeInForce	@TmInForce	N	Absence of this field indicates Day order
168			EffectiveTime	@EfctvTm	N	Can specify the time at which the order should be considered valid
432			ExpireDate	@ExpireDt	C	Conditionally required if TimeInForce (59) = GTD and ExpireTime (126) is not specified.
126			ExpireTime	@ExpireTm	C	Conditionally required if TimeInForce (59) = GTD and ExpireDate (432) is not specified.
427			GTBookingInst	@GTBkngInst	N	States whether executions are booked out or accumulated on a partially filled GT order
<Commission Data>					N
528			OrderCapacity	@Cpcty	N
529			OrderRestrictions	@Rstctions	N
582			CustOrderCapacity	@CustCpcty	N
121			ForexReq	@ForexReq	N	Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade.
120			SettlCurrency	@SettlCcy	C	Required if ForexReq (121) = Y.
775			BookingType	@BkngTyp	N	Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking.
58			Text	@Txt	N
354			EncodedTextLen	@EncTxtLen	C	Must be set if EncodedText (355) field is specified and must immediately precede it.
355			EncodedText	@EncTxt	C	Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field.
77			PositionEffect	@PosEfct	N	For use in derivatives omnibus accounting
203			CoveredOrUncovered	@Covered	N	For use with derivatives, such as options
210			MaxShow	@MaxShow	N
<Peg Instructions>					N
<Discretion Instructions>					N
847			TargetStrategy	@TgtStrategy	N	The target strategy of the order
848			TargetStrategyParameters	@TgtStrategyParameters	N	For further specification of the TargetStrategy (847)
849			ParticipationRate	@ParticipationRt	C	Mandatory for a TargetStrategy (847) =Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume)
480			CancellationRights	@CxllationRights	N	For CIV - Optional
481			MoneyLaunderingStatus	@MnyLaunderingStat	N
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	@MLEGRptTypReq	N	Indicates the method of execution reporting requested by issuer of the order.
<Standard Message Trailer>					Y

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