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<OrderAggregationGrp> Component Block

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

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