The New Order - Multileg is provided to submit orders for securities that are made up of multiple securities, known as legs.
Added
FIX.4.3
Expand Components | Collapse Components
Field or Component | Field Name | FIXML name | Req'd | Comments | Depr. |
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![]() | Component | StandardHeader | ![]() |
MsgType = AB |
![]() | 11 | ClOrdID | @ClOrdID | ![]() |
Unique identifier of the order as assigned by institution or by the intermediary with closest association with the investor. | |
![]() | 526 | SecondaryClOrdID | @ClOrdID2 | |||
![]() | 583 | ClOrdLinkID | @ClOrdLinkID |
![]() | Component | Parties | Pty |
Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" |
![]() | 229 | TradeOriginationDate | @OrignDt | |||
![]() | 75 | TradeDate | @TrdDt | |||
![]() | 1 | Account | @Acct | |||
![]() | 660 | AcctIDSource | @AcctIDSrc | |||
![]() | 581 | AccountType | @AcctTyp | |||
![]() | 589 | DayBookingInst | @DayBkngInst | |||
![]() | 590 | BookingUnit | @BkngUnit | |||
![]() | 591 | PreallocMethod | @PreallocMeth | |||
![]() | 70 | AllocID | @AllocID |
Used to assign an identifier to the block of individual preallocations |
![]() | Component | PreAllocMlegGrp | PreAllocMleg |
Number of repeating groups for pre-trade allocation |
![]() | 63 | SettlType | @SettlTyp | |||
![]() | 64 | SettlDate | @SettlDt |
Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. | ||
![]() | 544 | CashMargin | @CshMgn | |||
![]() | 635 | ClearingFeeIndicator | @ClrFeeInd | |||
![]() | 21 | HandlInst | @HandlInst | |||
![]() | 18 | ExecInst | @ExecInst |
Can contain multiple instructions, space delimited. If OrdType=P, exactly one of the following values (ExecInst = L, R, M, P, O, T, or W) must be specified. | ||
![]() | 110 | MinQty | @MinQty | |||
![]() | 111 | MaxFloor | @MaxFloor | |||
![]() | 100 | ExDestination | @ExDest |
![]() | Component | TrdgSesGrp | TrdSes |
Specifies the number of repeating TradingSessionIDs |
![]() | 81 | ProcessCode | @ProcCode |
Used to identify soft trades at order entry. | ||
![]() | 54 | Side | @Side | ![]() |
Additional enumeration that indicates this is an order for a multileg order and that the sides are specified in the Instrument Leg component block. |
![]() | Component | Instrument | Instrmt | ![]() |
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" SecurityType[167] = "MLEG" CFICode should be set to the type of multileg product, such as "O" - options, "F" - Future or Swap. |
![]() | Component | UndInstrmtGrp | Undly |
Number of underlyings |
![]() | 140 | PrevClosePx | @PrevClsPx |
Useful for verifying security identification |
![]() | Component | LegOrdGrp | Ord | ![]() |
Number of legs Can be zero (e.g. standardized multileg instrument such as an Option strategy) - must be provided even if zero |
![]() | 114 | LocateReqd | @LocReqd |
Required for short sell orders | ||
![]() | 60 | TransactTime | @TxnTm | ![]() |
Time this order request was initiated/released by the trader, trading system, or intermediary. | |
![]() | 854 | QtyType | @QtyTyp |
![]() | Component | OrderQtyData | OrdQty | ![]() |
Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" |
![]() | 40 | OrdType | @OrdTyp | ![]() | ||
![]() | 423 | PriceType | @PxTyp | |||
![]() | 44 | Price | @Px |
Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc. | ||
![]() | 99 | StopPx | @StopPx |
Required for OrdType = "Stop" or OrdType = "Stop limit". | ||
![]() | 15 | Currency | @Ccy | |||
![]() | 376 | ComplianceID | @ComplianceID | |||
![]() | 377 | SolicitedFlag | @SolFlag | |||
![]() | 23 | IOIID | @IOIID |
Required for Previously Indicated Orders (OrdType=E) | ||
![]() | 117 | QuoteID | @QID |
Required for Previously Quoted Orders (OrdType=D) | ||
![]() | 59 | TimeInForce | @TmInForce |
Absence of this field indicates Day order | ||
![]() | 168 | EffectiveTime | @EfctvTm |
Can specify the time at which the order should be considered valid | ||
![]() | 432 | ExpireDate | @ExpireDt |
Conditionally required if TimeInForce = GTD and ExpireTime is not specified. | ||
![]() | 126 | ExpireTime | @ExpireTm |
Conditionally required if TimeInForce = GTD and ExpireDate is not specified. | ||
![]() | 427 | GTBookingInst | @GTBkngInst |
States whether executions are booked out or accumulated on a partially filled GT order |
![]() | Component | CommissionData | Comm |
Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages" |
![]() | 528 | OrderCapacity | @Cpcty | |||
![]() | 529 | OrderRestrictions | @Rstctions | |||
![]() | 582 | CustOrderCapacity | @CustCpcty | |||
![]() | 121 | ForexReq | @ForexReq |
Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade. | ||
![]() | 120 | SettlCurrency | @SettlCcy |
Required if ForexReq = Y. | ||
![]() | 775 | BookingType | @BkngTyp |
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. | ||
![]() | 58 | Text | @Txt | |||
![]() | 354 | EncodedTextLen | @EncTxtLen |
Must be set if EncodedText field is specified and must immediately precede it. | ||
![]() | 355 | EncodedText | @EncTxt |
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. | ||
![]() | 77 | PositionEffect | @PosEfct |
For use in derivatives omnibus accounting | ||
![]() | 203 | CoveredOrUncovered | @Covered |
For use with derivatives, such as options | ||
![]() | 210 | MaxShow | @MaxShow |
![]() | Component | PegInstructions | PegInstr |
Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" |
![]() | Component | DiscretionInstructions | DiscInstr |
Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" |
![]() | 847 | TargetStrategy | @TgtStrategy |
The target strategy of the order | ||
![]() | 848 | TargetStrategyParameters | @TgtStrategyParameters |
For further specification of the TargetStrategy | ||
![]() | 849 | ParticipationRate | @ParticipationRt |
Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) | ||
![]() | 480 | CancellationRights | @CxllationRights |
For CIV - Optional | ||
![]() | 481 | MoneyLaunderingStatus | @MnyLaunderingStat | |||
![]() | 513 | RegistID | @RegistID |
Reference to Registration Instructions message for this Order. | ||
![]() | 494 | Designation | @Designation |
Supplementary registration information for this Order | ||
![]() | 563 | MultiLegRptTypeReq | @MLEGRptTypReq |
Indicates the method of execution reporting requested by issuer of the order. |
![]() | Component | StandardTrailer | ![]() |
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