<OrderEntryAckGrp> Component Block

Acknowledgment for a group of order transactions across one or more instruments.

The acknowledgement may or may not echo back input values from the submission but it has to provide the current status of each order including the impact of immediate executions or suspensions.

Used in :

Tag Field Name FIXML Req'd Comments
2428 NoOrderEntries OrderEntryAck N

Number of order entries.

=> 39 OrdStatus @OrdStat C

Required if NoOrderEntries(2428) > 0.

=> 150 ExecType @ExecTyp C

Required if NoOrderEntries(2428) > 0.

=> 2431 ExecTypeReason @ExecTypRsn N

The initiating event when an ExecutionReport(35=8) is sent.

=> 2429 OrderEntryAction @OrdEntryActn N

Specifies the action to be taken for the given order.

=> 2430 OrderEntryID @OrdEntryID N

Conditionally required when neither ClOrdID(11) nor OrderID(37) is provided.

=> 11 ClOrdID @ClOrdID N

Conditionally required when neither OrderEntryID(2430) nor OrderID(37) is provided.

=> 41 OrigClOrdID @OrigClOrdID N

ClOrdID(11) of the previous non rejected order (NOT the initial order of the day) when canceling or replacing an order. Conditionally required when ClOrdID(11) is provided and message-chaining model is used.

=> 37 OrderID @OrdID N

Conditionally required when neither OrderEntryID(2430) nor ClOrdID(11) is provided.

=> 103 OrdRejReason @RejRsn N

Code to identify reason for order rejection. Note: Values 3, 4, and 5 will be used when rejecting an order due to pre-allocation information errors.

=> 14 CumQty @CumQty N

Use to explicitly provide executed quantity.

=> 151 LeavesQty @LeavesQty N

Use to explicitly provide remaining quantity.

=> 84 CxlQty @CxlQty N

Use to explicitly provide cancelled quantity.

=> 40 OrdType @OrdTyp N

Order type. *** SOME VALUES ARE NO LONGER USED - See "Deprecated (Phased-out) Features and Supported Approach" *** (see Volume : "Glossary" for value definitions)

=> 44 Price @Px N

Price per unit of quantity (e.g. per share)

=> 54 Side @Side N

Side of order (see Volume : "Glossary" for value definitions)

=> 59 TimeInForce @TmInForce N

Specifies how long the order remains in effect. Absence of this field is interpreted as DAY. NOTE not applicable to CIV Orders.

=> <OrderQtyData> N

Used to identify the event or source which gave rise to a message.

Valid values will be based on an exchange's implementation.

Example values are:

"MQM" (originated at Firm Back Office)

"Clear" (originated in Clearing System)

"Reg" (static data generated via Register request)

=> <Instrument> N

The unique ID assigned to the trade entity once it is received or matched by the exchange or central counterparty.