NewOrderSingle (MsgType = D, FIXML = Order)

Unique message identifier for an order request as assigned by the submitter of the request.

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.

Used to indicate that a ClOrdID(11) value is an intentional duplicate of a previously sent value. Allows to avoid the rejection of an order with OrdRejReason(103) = 6 (Duplicate Order).

In the context of US CAT this can be used when the recipient of a previously routed order requires the same identifier to be re-used for a new route.

Identifies parties not directly associated with or owning the order, who are to be informed to effect processing of the order.

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 the order (Origin)

Indicates whether or not automatic booking can occur.

Indicates what constitutes a bookable unit.

Indicates the method of preallocation.

Used to assign an overall allocation id to the block of preallocations

Number of repeating groups for pre-trade allocation

For NDFs either SettlType or SettlDate should be specified.

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):

Instructions for order handling on Broker trading floor

Can contain multiple instructions, space delimited. If OrdType=P, exactly one of the following values (ExecInst = L, R, M, P, O, T, W, a, d) must be specified.

Instruction related to system generated auctions, e.g. flash order auctions.

Minimum quantity of an order to be executed.

(Prior to FIX 4.2 this field was of type int)

Indicates how the minimum quantity should be applied when executing the order.

Allows orders to specify a minimum quantity that applies to every execution (one execution could be for multiple counter-orders). The order may still fill against smaller orders, but the cumulative quantity of the execution must be in multiples of the MatchIncrement.

Allows an order to specify a maximum number of price levels to trade through. Only valid for aggressive orders and during continuous (autoexecution) trading sessions. Property lost when order is put on book. A partially filled order is assigned last trade price as limit price. Non-filled order behaves as ordinary Market or Limit.

Maximum deviation, in percentage terms, of an execution price from a reference price, e.g. the initial price of a match event.

Specifies the type of trade strategy.

Type of underlying InstrumentPartySubID (1053) value.

Same values as PartySubIDType (803)

May be used as an alternative to MatchingInstructions when the identifier does not appear in another field.

Indicate the instruction for self-match prevention when the incoming (aggressive) order has the same SelfMatchPreventionID(2362) as a resting (passive) order.

Specifies instructions to disclose certain order level information in market data.

The quantity to be displayed . Required for reserve orders. On orders specifies the qty to be displayed, on execution reports the currently displayed quantity.

Identifies the market segment

Execution destination as defined by institution when order is entered.

Valid values:

See "Appendix 6-C"

The ID source of ExDestination

Identifies the type of execution destination for the order.

Specifies the number of repeating TradingSessionIDs

Used to identify soft trades at order entry.

Number of underlyings

Useful for verifying security identification

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.

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

Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages"

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).

Code to represent the price type.

May be used for new (child) orders stemming from the split of a parent order. Refers to the working price of the parent order.

Defines the type of price protection the customer requires on their order.

Identifies currency used for price or quantity fields, depending on the asset class being traded. CurrencyCodeSource(2897) may be used to disambiguate the code source scheme used, and ISO 4217 is the default scheme if absent.

Absence of this field is interpreted as the default currency for the security as defined by the respective reference data. It is recommended that systems provide the currency value whenever possible.

For securities trading and digital assets traded securities-style, identifies the currency used to denote the price. Absence of this field is interpreted as the default for the security. For Foreign Exchange (FX) and digital assets traded FX-style, identifies the dealt currency used to denominate the quantity related field(s).

Identifies class or source of the Currency(15) value.

Method used for negotiation of contract price.

Type of price used to determine upfront payment for swaps contracts.

Upfront Price for CDS transactions. Conditionally required if TradePriceNegotiationMethod(1740) = 4(Percent of par and upfront amount), 5(Deal spread and upfront amount) or 6(Upfront points and upfront amount).

ID used to represent this transaction for compliance purposes (e.g. OATS reporting).

Free text for compliance information required for regulatory reporting.

Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it.

Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field.

Indicates whether or not the order was solicited.

May be used when intentionally sending an order more than once, e.g. an order being received manually as well as electronically in conjunction with a regulatory requirement to report both events.

Absence of this field indicates Day order

Can specify the time at which the order should be considered valid

States whether executions are booked out or accumulated on a partially filled GT order

Conditionally required when TimeInForce(59)=10 (Good for Time)

Time unit in which the ExposureDuration(1629) is expressed.

Use as an alternative to CommissionData component 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.

Designates the capacity in which the order is submitted for trading by the market participant.

Type of regulatory report.

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.

Applies to trades resulting from the order.

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.

The forward points for this leg's fill event. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199

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.

Number of Underlying InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries

Indicates the type of the currency rate being used. This is relevant for currencies that have offshore rate that different from onshore rate.

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)

Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap.

Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap.

Can be used with OrdType = "Forex - Swap" to specify the price for the future portion of a F/X swap which is also a limit order. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points).

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

Maximum quantity (e.g. number of shares) within an order to be shown to other customers (i.e. sent via an IOI).

(Prior to FIX 4.2 this field was of type int)

The target strategy of the order

Strategy parameter block

For further specification of the TargetStrategy

For CIV - Optional

A one character code identifying Money laundering status.

Reference to Registration Instructions message for this Order.

Supplementary registration information for this Order

Indicates if an order, quote or trade was initially received manually (as opposed to electronically) or if it was entered manually (as opposed to entered by automated trading software).

Indicates if the customer directed this order to a specific execution venue "Y" or not "N".

A default of "N" customer did not direct this order should be used in the case where the information is both missing and essential.

Identifies the broker-dealer department that first took the order.

Codes that apply special information that the Broker / Dealer needs to report, as specified by the customer.

NOTE: This field and its values have no bearing on the ExecInst and TimeInForce fields. These values should not be used instead of ExecInst or TimeInForce. This field and its values are intended for compliance reporting and/or billing purposes only.

For OrderHandlingInstSrc(1032) = 1 (FINRA OATS), valid values are (as of OATS Phase 3 as provided by FINRA. See also http://www.finra.org/Industry/Compliance/MarketTransparency/OATS/PhaseIII/index.htm for a complete list.

For OrderHandlingInstSrc(1032) = 2 (FIA Execution Source Code), only one enumeration value may be specified.

Identifies the class or source of the order handling instruction values.  Scope of this will apply to both CustOrderHandlingInst(1031) and DeskOrderHandlingInst(1035).

Conditionally required when CustOrderHandlingInst(1031) or DeskOrderHandlingInst(1035) is specified.

Identifies the origin of the order.

May be used for cross orders submitted with single order messages.

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.

May be used for cross orders submitted with single order messages.

Indicates whether the transaction or position was entered into between two affiliated firms. I.e. one counterparty has an ownership interest in the other counterparty but less than the majority interest.

This trade attribute was identified under and applies to the Canadian CSA trade reporting regulations.

Identifies the type of owner.

Used to report volume with a trade

The gross trade amount for this side of the trade. See also GrossTradeAmt (381) for additional definition.

Used between parties to convey trade reporting status.

In the context of regulatory reporting, this field may be used by the reporting party (e.g. party obligated to report to regulators) to inform their trading counterparty or other interested parties the trade reporting status.

The term “authorised reporter” represents the appropriate reporting firm under applicable regulation. In the context of ESMA reporting, this is the "Systematic Internaliser". In the context of FCA reporting, this is the "Designated Reporter".

Describes action recipient should take if a throttle limit were exceeded.

Used to reference an order via ClOrdID(11).

Conditionally required for auction orders

Percentage of matched quantity to be allocated to the submitter of the response to an auction order.