New Order - List (MsgType = E, FIXML = NewOrdList)

The NewOrderList Message can be used in one of two ways depending on which market conventions are being followed.

In the "Non disclosed" convention the New Order - List (E) message is sent after the bidding process has been completed, by telephone or electronically. The New Order - List (E) message enumerates the stocks, quantities, direction for the trade and may contain pre-allocation information.

This message may also be used as the first message for the transmission of a program trade where the bidding process has been done by means other than FIX. In this scenario the messages may either be used as a staging process, in which case the broker will start execution once either a ListExecute is received or for immediate execution, in which case the orders will be executed on receipt.

In the "Disclosed" convention the New Order - List (E) message is sent before the bidding process is started, by telephone or electronically. The New Order - List (E) message enumerates the stocks and quantities from the bidding process, and may contain pre-allocation information. The direction of the trade is disclosed after the bidding process is completed.

Where multiple waves of a program trade are submitted by an institution or retail intermediaries, as a series of separate lists, to a broker ClOrdLinkID (583) may be used to link the orders together.

See "Program/Basket/List Trading" for examples.

The New Order List message type may also be used by institutions or retail intermediaries wishing to electronically submit multiple Collective Investment Vehicle orders to a broker or fund manager for execution.

See VOLUME 7 - "PRODUCT: COLLECTIVE INVESTMENT VEHICLES"

Tag Field Name FIXML Req'd Comments
<Standard Message Header> Y MsgType = E
66 ListID @ListID Y Must be unique, by customer, for the day
390 BidID @BidID N Should refer to an earlier program if bidding took place.
391 ClientBidID @ClBidID N
414 ProgRptReqs @ProgRptReqs N
394 BidType @BidTyp Y e.g. Non Disclosed Model, Disclosed Model, No Bidding Process
415 ProgPeriodInterval @ProgPeriodIntvl N
480 CancellationRights @CxllationRights N For CIV - Optional
481 MoneyLaunderingStatus @MnyLaunderingStat N
513 RegistID @RegistID N Reference to Registration Instructions (o) message applicable to all Orders in this List.
433 ListExecInstType @ListExecInstTyp N Controls when execution should begin For CIV Orders indicates order of execution..
69 ListExecInst @ListExecInst N Free-form text.
1385 ContingencyType @ContingencyType N Used for contingency orders.
352 EncodedListExecInstLen @EncListExecInstLen C Must be set if EncodedListExecInst (353) field is specified and must immediately precede it.
353 EncodedListExecInst @EncListExecInst C Encoded (non-ASCII characters) representation of the ListExecInst (69) field in the encoded format specified via the MessageEncoding (347) field.
765 AllowableOneSidednessPct @AOSPct N The maximum percentage that execution of one side of a program trade can exceed execution of the other.
766 AllowableOneSidednessValue @AOSValu N The maximum amount that execution of one side of a program trade can exceed execution of the other.
767 AllowableOneSidednessCurr @AOSCurr N The currency that AllowableOneSidedness is expressed in if AllowableOneSidednessValue (766) is used.
68 TotNoOrders @TotNoOrds Y Used to support fragmentation. Sum of NoOrders (73) across all messages with the same ListID.
893 LastFragment @LastFragment N Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
<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 orders.
<ListOrdGrp> Y Number of orders in this message (number of repeating groups to follow)
<Standard Message Trailer> Y