| FRAMES | NO FRAMES |
|
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Identifies the orders being aggregated together.
Used in :
| Tag | Field Name | FIXML | Req'd | Comments | |||
|---|---|---|---|---|---|---|---|
| 73 | NoOrders | OrdAggrtn | N |
Indicates number of orders to be combined for average pricing and allocation. |
|||
| => | 11 | ClOrdID | @ClOrdID | C |
Required if NoOrders(73) > 0. |
||
| => | 37 | OrderID | @OrdID | N |
Unique identifier for Order as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day. Firms which accept multi-day orders should consider embedding a date within the OrderID field to assure uniqueness across days. |
||
| => | 38 | OrderQty | @Qty | C |
Required if NoOrders(73) > 0. |
||
| => | 799 | OrderAvgPx | @AvgPx | N |
Average price for a specific order |
||
|
|
| FRAMES | NO FRAMES |