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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 Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages".
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
=> <NestedParties3> N Insert here the set of "NestedParties3" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages".
=> 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=P, exactly one of the following values (ExecInst = L, R, M, P, O, T, or W) must be specified.
110 MinQty @MinQty N
1089 MatchIncrement @MtchInc N
1090 MaxPriceLevels @MxPxLvls N
<DisplayInstruction> N Insert here the set of "ReserveInstruction" fields defined in "common components of application messages".
111 MaxFloor @MaxFloor N (Deprecated in FIX.5.0)
100 ExDestination @ExDest N
1133 ExDestinationIDSource @ExDestIDSrc 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 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> N Insert here the set of "Instrument" fields defined in "Common Components of Application Messages". 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
=> <UnderlyingInstrument> C Must be provided if Number of underlyings > 0
140 PrevClosePx @PrevClsPx N Useful for verifying security identification
1069 SwapPoints @SwapPnts N For FX Swaps. Used to express the differential between the far leg's bid/offer and the near leg's bid/offer.
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
=> <InstrumentLeg> C Must be provided if Number of legs > 0
=> 687 LegQty @Qty N Deprecated. LegOrderQty (685) should be used.
=> 690 LegSwapType @SwapTyp N
=> <LegStipulations> N
=> 1366 LegAllocID @LegAllocID N
=> 670 NoLegAllocs PreAll N
=> => 671 LegAllocAccount @AllocAcct C
=> => 672 LegIndividualAllocID @IndAllocID N
=> => <NestedParties2> N Insert here the set of "NestedParties2" (firm identification "second instance of nesting" within additional repeating group) fields defined in "Common Components of Application Messages".
=> => 673 LegAllocQty @AllocQty N
=> => 674 LegAllocAcctIDSource @AllocAcctIDSrc N
=> => 1367 LegAllocSettlCurrency @AllocSettlCcy N
=> 564 LegPositionEffect @PosEfct N Provide if the PositionEffect (77) for the leg is different from that specified for the overall multileg security
=> 565 LegCoveredOrUncovered @Cover N Provide if the CoveredOrUncovered (203) for the leg is different from that specified for the overall multileg security.
=> <NestedParties> N Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages". Used for NestedPartyRole=Leg Clearing Firm/Account, Leg Account/Account Type
=> 654 LegRefID @RefID N Used to identify a specific leg.
=> 587 LegSettlType @SettlTyp N Refer to values for SettlType (63) (63)
=> 588 LegSettlDate @SettlDt C Refer to values for SettlDate (64) (64)
=> 675 LegSettlCurrency @SettlCcy N
=> 685 LegOrderQty @OrdQty N
=> 1379 LegVolatility @LegVolatility N
=> 1381 LegDividendYield @LegDividendYield N
=> 1383 LegCurrencyRatio @LegCurrencyRatio N
=> 1384 LegExecInst @LegExecInst N
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
<OrderQtyData> N Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Conditionally required when the multileg order is not for a FX Swap, or any other swap transaction where having OrderQty (38) is irrelevant as the amounts are expressed in the LegQty.
40 OrdType @OrdTyp Y
1377 MultilegModel @MlegModel N
1378 MultilegPriceMethod @MlegPxMeth N
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.
1092 PriceProtectionScope @PxPrtScp N
99 StopPx @StopPx C Required for OrdType (40) = "Stop" or OrdType (40) = "Stop limit".
<TriggeringInstruction> N Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages".
15 Currency @Ccy N
376 ComplianceID @ComplianceID N
377 SolicitedFlag @SolFlag N
23 IOIID @IOIID C Required for Previously Indicated Orders (OrdType=E)
117 QuoteID @QID C Required for Previously Quoted Orders (OrdType=D)
1080 RefOrderID @RefOrdID C Required for counter-order selection / Hit / Take Orders. (OrdType = Q)
1081 RefOrderIDSource @RefOrdIDSrc C Conditionally required if RefOrderID (1080) is specified.
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
<CommissionData> N Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages".
528 OrderCapacity @Cpcty N
529 OrderRestrictions @Rstctions N
1091 PreTradeAnonymity @PrTrdAnon 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 (Deprecated in FIX.5.0)
<PegInstructions> N Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages".
<DiscretionInstructions> N Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages".
847 TargetStrategy @TgtStrategy N The target strategy of the order
957 NoStrategyParameters StrpPrmGrp N Indicates number of strategy parameters
=> 958 StrategyParameterName @StrtPrmNme C Name of parameter
=> 959 StrategyParameterType @StrtPrmTyp N Datatype of the parameter.
=> 960 StrategyParameterValue @StrtPrmVal N Value of the parameter
848 TargetStrategyParameters @TgtStrategyParameters N (Deprecated in FIX.5.0)For further specification of the TargetStrategy
1190 RiskFreeRate @RFR N
849 ParticipationRate @ParticipationRt C (Deprecated in FIX.5.0)Mandatory for a TargetStrategy=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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