Message OrderList (E)

The new order list message type is used by institutions wishing to electronically submit lists of related orders to a broker for execution.

Added in protocol FIX.2.7

See in: FIX.4.0, FIX.4.2, 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
105 WaveNo FIX.3.0
67 ListSeqNo Y FIX.2.7
68 ListNoOrds Y FIX.2.7
69 ListExecInst Include only in ListSeqNo = 1 message FIX.2.7
11 ClOrdID Unique identifier of the order as assigned by institution. Y FIX.2.7
109 ClientID Used for third-party transactions FIX.3.0
76 ExecBroker Used for third-party transactions FIX.2.7
1 Account FIX.2.7
63 SettlmntTyp Absence of this field is interpreted as Regular. FIX.2.7
64 FutSettDate Required when SettlmntTyp = 6 (Future) or SettlmntTyp = 8 (Sellers Option) FIX.2.7
21 HandlInst Y FIX.2.7
18 ExecInst Can contain multiple instructions, space delimited. FIX.2.7
110 MinQty FIX.3.0
111 MaxFloor FIX.3.0
100 ExDestination FIX.3.0
81 ProcessCode FIX.2.7
55 Symbol Y FIX.2.7
65 SymbolSfx FIX.2.7
48 SecurityID FIX.2.7
22 IDSource 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 For Options or Futures to specify the month and year of maturity. FIX.4.1
205 MaturityDay For Options or Futures and 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
207 SecurityExchange Can be used to identify the security. FIX.4.1
106 Issuer FIX.3.0
107 SecurityDesc FIX.3.0
140 PrevClosePx Useful for verifying security identification FIX.4.0
54 Side Y FIX.2.7
114 LocateReqd Required for short sell orders FIX.4.0
38 OrderQty Y FIX.2.7
40 OrdType Y FIX.2.7
44 Price 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. FIX.2.7
99 StopPx Required for OrdType = "Stop" or OrdType = "Stop limit". FIX.2.7
211 PegDifference FIX.4.1
15 Currency FIX.2.7
59 TimeInForce Absence of this field indicates Day order FIX.2.7
126 ExpireTime Required in TimeInForce = GTD FIX.4.0
12 Commission FIX.2.7
13 CommType FIX.2.7
47 Rule80A FIX.2.7
121 ForexReq Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade. FIX.4.0
120 SettlCurrency Required if ForexReq = Y. FIX.4.0
58 Text FIX.2.7
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 For options FIX.4.1
203 CoveredOrUncovered For options FIX.4.1
204 CustomerOrFirm For options when delivering the order to execution system/exchange. FIX.4.1
210 MaxShow FIX.4.1
Block StandardTrailer Y FIX.2.7