Used to submit a cross order into a market. The cross order contains two order sides (a buy and a sell). The cross order is identified by its CrossID.
| Tag | Field Name | FIXML | Req'd | Comments | |||
|---|---|---|---|---|---|---|---|
| <Standard Message Header> | Y | MsgType = s | |||||
| 548 | CrossID | @CrssID | Y | ||||
| 549 | CrossType | @CrssTyp | Y | ||||
| 550 | CrossPrioritization | @CrssPriortstn | Y | ||||
| <RootParties> | N | Insert here the set of "Root Parties" fields defined in "common components of application messages" Used for acting parties that applies to the whole message, not individual sides. | |||||
| <SideCrossOrdModGrp> | Y | Must be 1 or 2. 1 or 2 if CrossType=1, 2 otherwise. | |||||
| <Instrument> | Y | Insert here the set of "Instrument" fields defined in "Common Components of Application Messages". | |||||
| <UndInstrmtGrp> | N | Number of underlyings. | |||||
| <InstrmtLegGrp> | N | Number of Legs. | |||||
| 63 | SettlType | @SettlTyp | N | ||||
| 64 | SettlDate | @SettlDt | C | Takes precedence over SettlType (63) value and conditionally required/omitted for specific SettlType (63) values. | |||
| 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 "DisplayInstruction" 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 | ||||
| <TrdgSesGrp> | N | Specifies the number of repeating TradingSessionIDs. | |||||
| 81 | ProcessCode | @ProcCode | N | Used to identify soft trades at order entry | |||
| 140 | PrevClosePx | @PrevClsPx | N | Useful for verifying security identification | |||
| 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. | |||
| 483 | TransBkdTime | @TransBkdTm | N | A date and time stamp to indicate when this order was booked with the agent prior to submission to the VMU | |||
| <Stipulations> | N | Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages". | |||||
| 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. | |||
| 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". | |||||
| <SpreadOrBenchmarkCurveData> | N | Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages". | |||||
| <YieldData> | N | Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages". | |||||
| 15 | Currency | @Ccy | N | ||||
| 376 | ComplianceID | @ComplianceID | N | ||||
| 23 | IOIID | @IOIID | C | Required for Previously Indicated Orders (OrdType=E) | |||
| 117 | QuoteID | @QID | C | Required for Previously Quoted Orders (OrdType=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 | |||
| 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 | |||
| <StrategyParametersGrp> | N | Strategy parameter block | |||||
| 848 | TargetStrategyParameters | @TgtStrategyParameters | N | (Deprecated in FIX.5.0)For further specification of the TargetStrategy | |||
| 849 | ParticipationRate | @ParticipationRt | C | (Deprecated in FIX.5.0) 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 | |||
| <Standard Message Trailer> | Y | ||||||
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