Message OrderList (E)

The NewOrderList Message can be used in one of two ways depending on which market conventions are being followed.

Added in protocol FIX.2.7

See in: FIX.4.0, FIX.4.1, FIX.4.3, FIX.4.4, FIX.5.0, FIX.5.0SP1, FIX.5.0SP2, FIX.5.0SP2 EP240.

Field or Component Name Description Is Required Added Is Deprecated
Block StandardHeader MsgType = E Y FIX.2.7
66 ListID Must be unique, by customer, for the day Y FIX.2.7
390 BidID Should refer to an earlier program if bidding took place. FIX.4.2
391 ClientBidID FIX.4.2
414 ProgRptReqs FIX.4.2
394 BidType e.g. Non Disclosed Model, Disclosed Model, No Bidding Process Y FIX.4.2
415 ProgPeriodInterval FIX.4.2
433 ListExecInstType Controls when execution should be begin. FIX.4.2
69 ListExecInst Free-form text. FIX.2.7
352 EncodedListExecInstLen Must be set if EncodedListExecInst (353) field is specified and must immediately precede it. FIX.4.2
353 EncodedListExecInst Encoded (non-ASCII characters) representation of the ListExecInst (69) field in the encoded format specified via the MessageEncoding (347) field. FIX.4.2
68 TotNoOrders Used to support fragmentation. Sum of NoOrders across all messages with the same ListID. Y FIX.2.7
73 NoOrders Number of orders in this message (number of repeating groups to follow) Y FIX.4.2
11 ClOrdID Must be the first field in the repeating group. Y FIX.2.7
67 ListSeqNo Order number within the list Y FIX.2.7
160 SettlInstMode FIX.4.2
109 ClientID FIX.3.0
76 ExecBroker FIX.2.7
1 Account FIX.2.7
78 NoAllocs Indicates number of pre-trade allocation accounts to follow FIX.4.2
79 AllocAccount Required if NoAllocs > 0. Must be the first field in the repeating group. FIX.4.2
80 AllocShares FIX.4.2
63 SettlmntTyp FIX.2.7
64 FutSettDate FIX.2.7
21 HandlInst FIX.2.7
18 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. FIX.2.7
110 MinQty FIX.3.0
111 MaxFloor FIX.3.0
100 ExDestination FIX.3.0
386 NoTradingSessions FIX.4.2
336 TradingSessionID First field in repeating group. Required if NoTradingSessions > 0. FIX.4.2
81 ProcessCode FIX.2.7
55 Symbol Y FIX.2.7
65 SymbolSfx Can be repeated multiple times if message is related to multiple symbols. FIX.2.7
48 SecurityID Can be repeated multiple times if message is related to multiple symbols. FIX.2.7
22 IDSource Can be repeated multiple times if message is related to multiple symbols. FIX.2.7
167 SecurityType Must be specified if a Future or Option. If a Future: Symbol, SecurityType, and MaturityMonthYear are required. If an Option: Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required. FIX.4.1
200 MaturityMonthYear Specifiesthe month and year of maturity. Required if MaturityDay is specified. FIX.4.1
205 MaturityDay Can be used in conjunction with MaturityMonthYear to specify a particular maturity date. FIX.4.1
201 PutOrCall For Options. FIX.4.1
202 StrikePrice For Options. FIX.4.1
206 OptAttribute For Options. FIX.4.1
231 ContractMultiplier For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount. FIX.4.2
223 CouponRate For Fixed Income. FIX.4.2
207 SecurityExchange Can be used to identify the security. FIX.4.1
106 Issuer Can be repeated multiple times if message is related to multiple symbols. FIX.3.0
348 EncodedIssuerLen Must be set if EncodedIssuer (349) field is specified and must immediately precede it. FIX.4.2
349 EncodedIssuer Encoded (non-ASCII characters) representation of the Issuer (106) field in the encoded format specified via the MessageEncoding (347) field. FIX.4.2
107 SecurityDesc Can be repeated multiple times if message is related to multiple symbols. FIX.3.0
350 EncodedSecurityDescLen Must be set if EncodedSecurityDesc (351) field is specified and must immediately precede it. FIX.4.2
351 EncodedSecurityDesc Encoded (non-ASCII characters) representation of the SecurityDesc (107) field in the encoded format specified via the MessageEncoding (347) field. FIX.4.2
140 PrevClosePx Useful for verifying security identification FIX.4.0
54 Side Note: to indicate the side of SideValue1 or SideValue2, specify Side=Undisclosed and SideValueInd=either the SideValue1 or SideValue2 indicator. Y FIX.2.7
401 SideValueInd Refers to the SideValue1 or SideValue2. These are used as opposed to Buy or Sell so that the basket can be quoted either way as Buy or Sell. FIX.4.2
114 LocateReqd FIX.4.0
60 TransactTime FIX.4.2
38 OrderQty Either CashOrderQty or OrderQty is required. Note that either, but not both, CashOrderQty or OrderQty should be specified. FIX.2.7
152 CashOrderQty Either CashOrderQty or OrderQty is required. Note that either, but not both, CashOrderQty or OrderQty should be specified. Specifies the approximate "monetary quantity" for the order. Broker is responsible for converting and calculating OrderQty in shares for subsequent messages. FIX.4.2
40 OrdType FIX.2.7
44 Price FIX.2.7
99 StopPx FIX.2.7
15 Currency FIX.2.7
376 ComplianceID FIX.4.2
377 SolicitedFlag FIX.4.2
23 IOIid Required for Previously Indicated Orders (OrdType=E) FIX.4.2
117 QuoteID Required for Previously Quoted Orders (OrdType=D) FIX.4.2
59 TimeInForce FIX.2.7
168 EffectiveTime FIX.4.2
432 ExpireDate Conditionally required if TimeInForce = GTD and ExpireTime is not specified. FIX.4.2
126 ExpireTime Conditionally required if TimeInForce = GTD and ExpireDate is not specified. FIX.4.0
427 GTBookingInst States whether executions are booked out or accumulated on a partially filled GT order FIX.4.2
12 Commission FIX.2.7
13 CommType FIX.2.7
47 Rule80A FIX.2.7
121 ForexReq FIX.4.0
120 SettlCurrency FIX.4.0
58 Text FIX.2.7
354 EncodedTextLen Must be set if EncodedText (355) field is specified and must immediately precede it. FIX.4.2
355 EncodedText Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. FIX.4.2
193 FutSettDate2 Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. FIX.4.1
192 OrderQty2 Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. FIX.4.1
77 OpenClose FIX.4.1
203 CoveredOrUncovered FIX.4.1
204 CustomerOrFirm FIX.4.1
210 MaxShow FIX.4.1
211 PegDifference FIX.4.1
388 DiscretionInst Code to identify the price a DiscretionOffset is related to and should be mathematically added to. Required if DiscretionOffset is specified. FIX.4.2
389 DiscretionOffset Amount (signed) added to the "related to" price specified via DiscretionInst. FIX.4.2
439 ClearingFirm FIX.4.2
440 ClearingAccount FIX.4.2
Block StandardTrailer Y FIX.2.7