<SideCrossOrdModGrp> Component Block

Indicates whether the originating account is exempt (Y) from marking orders as short or not (N). This designation may be used on both buy and sell orders.

Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID(11)

Assigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system.

Permits order originators to tie together groups of orders in which trades resulting from orders are associated for a specific purpose, for example the calculation of average execution price for a customer or to associate lists submitted to a broker as waves of a larger program trade.

The most recent (or current) modification TransactTime (tag 60) reported on an Execution Report for the order. The OrigOrdModTime is provided as an optional field on Order Cancel Request and Order Cancel Replace Requests to identify that the state of the order has not changed since the request was issued. The use of this approach is not recommended.

Same as TrdRegTimestamp(769). Used in a multi-sided message to indicate relevant trade-side timestamp.

The start time of the time range on which a complex event date is effective.

The start time must always be less than or equal to the end time.

Available for optional use when Side(54) = 6 (Sell short exempt).

Used with Fixed Income for Muncipal New Issue Market. Agreement in principal between counter-parties prior to actual trade date.

(Note tag # was reserved in FIX 4.1, added in FIX 4.3)

(prior to FIX 4.4 field was of type UTCDate)

Indicates date of trading day. Absence of this field indicates current day (expressed in local time at place of trade).

Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager.

Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.

Type of account associated with an order

Indicates whether or not automatic booking can occur.

Indicates what constitutes a bookable unit.

Indicates the method of preallocation.

Use to assign an identifier to the block of preallocations

Identifies the mortgage backed security (MBS) / asset backed security (ABS) pool.

Type of quantity specified in quantity field. ContractMultiplier (tag 231) is required when QtyType = 1 (Contracts). UnitOfMeasure (tag 996) and TimeUnit (tag 997) are required when QtyType = 2 (Units of Measure per Time Unit).

See TimeUnit(997) for complete definition.

Use as an alternative to CommissionData if multiple commissions or enhanced attributes are needed.

Designates the capacity of the firm placing the order.

(as of FIX 4.3, this field replaced Rule80A (tag 47) --used in conjunction with OrderRestrictions (529) field)

(see Volume : "Glossary" for value definitions)

Restrictions associated with an order. If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space.

Identifies the origin of the order.

An identifier representing the department or desk within the firm that originated the order.

An identifier representing the department or desk within the firm that received the order.

Indicates whether a routing arrangement is in place, e.g. between two brokers. May be used together with OrderOrigination(1724) to further describe the origin of an order.

An arrangement under which a participant of a marketplace permits a broker to electronically transmit orders containing the identifier of the participant. This can be either through the systems of the participant for automatic onward transmission to a marketplace or directly to a marketplace without being electronically transmitted through the systems of the participant.

Allows trader to explicitly request anonymity or disclosure in pre-trade market data feeds. Anonymity is relevant in markets where counterparties are regularly disclosed in order depth feeds. Disclosure is relevant when counterparties are not normally visible.

Capacity of customer placing the order.

Used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission). May be used as required by other regulatory commissions for similar purposes.

Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade.

Identifies class or source of the SettlCurrency(120) value.

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.

Free format text string

(Note: this field does not have a specified maximum length)

Designates the account type to be used for the order when submitted to clearing.

For use in derivatives omnibus accounting

For use with derivatives, such as options

Identifies whether an order is a margin order or a non-margin order. This is primarily used when sending orders to Japanese exchanges to indicate sell margin or buy to cover. The same tag could be assigned also by buy-side to indicate the intent to sell or buy margin and the sell-side to accept or reject (base on some validation criteria) the margin request.

Indicates type of fee being assessed of the customer for trade executions at an exchange. Applicable for futures markets only at this time.

(Values source CBOT, CME, NYBOT, and NYMEX):

Indicates whether or not the order was solicited.

ID within repeating group of sides which is used to represent this transaction for compliance purposes (e.g. OATS reporting).

Specifies how long the order as specified in the side stays in effect. Absence of this field indicates Day order.