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
<PreAllocMlegGrp>			N	Number of repeating groups for pre-trade allocation
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 (18) = 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
<TrdgSesGrp>			N	Specifies the number of repeating TradingSessionIDs
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.
<UndInstrmtGrp>			N	Number of underlyings
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.
<LegOrdGrp>			N	Number of legs
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
<StrategyParametersGrp>			N	Strategy parameter block
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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