FIX.5.0SP2 Message
NewOrderSingle [type 'D']
<Order>
The new order message type is used by institutions wishing to electronically submit securities and forex orders to a broker for execution.
The New Order message type may also be used by institutions or retail intermediaries wishing to electronically submit Collective Investment Vehicle (CIV) orders to a broker or fund manager for execution.
Added FIX.2.7
Expand Components | Collapse Components
|
Field or Component |
Field Name |
FIXML name |
Req'd |
Comments |
Depr. |
Component |
StandardHeader |
BaseHeader |
MsgType = D |
|
11 |
@ID |
Unique identifier of the order as assigned by institution or by the intermediary (CIV term, not a hub/service bureau) with closest association with the investor. |
|
|||
526 |
@ID2 |
|
|
|
||
583 |
@LnkID |
|
|
|
Component |
Parties |
Pty |
|
Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" |
|
229 |
@OrignDt |
|
|
|
||
75 |
@TrdDt |
|
|
|
||
1 |
@Acct |
|
|
|
||
660 |
@AcctIDSrc |
|
|
|
||
581 |
@AcctTyp |
|
Type of account associated with the order (Origin) |
|
||
589 |
@DayBkngInst |
|
|
|
||
590 |
@BkngUnit |
|
|
|
||
591 |
@PreallocMeth |
|
|
|
||
70 |
@AllocID |
|
Used to assign an overall allocation id to the block of preallocations |
|
Component |
PreAllocGrp |
PreAll |
|
Number of repeating groups for pre-trade allocation |
|
63 |
@SettlTyp |
|
For NDFs either SettlType or SettlDate should be specified. |
|
||
64 |
@SettlDt |
|
Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. For NDFs either SettlType or SettlDate should be specified. |
|
||
544 |
@CshMgn |
|
|
|
||
635 |
@ClrFeeInd |
|
|
|
||
21 |
@HandlInst |
|
|
|
||
18 |
@ExecInst |
|
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. |
|
||
110 |
MinQty |
@MinQty |
|
|
|
|
1089 |
@MtchInc |
|
|
|
||
1090 |
@MxPxLvls |
|
|
|
Component |
DisplayInstruction |
DsplyInstr |
|
|
|
111 |
@MaxFloor |
|
|
FIX.5.0 |
||
100 |
@ExDest |
|
|
|
||
1133 |
@ExDestIDSrc |
|
|
|
Component |
TrdgSesGrp |
TrdSes |
|
Specifies the number of repeating TradingSessionIDs |
|
81 |
@ProcCode |
|
Used to identify soft trades at order entry. |
|
Component |
Instrument |
Instrmt |
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" |
|
Component |
FinancingDetails |
FinDetls |
|
Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" |
|
Component |
UndInstrmtGrp |
Undly |
|
Number of underlyings |
|
140 |
@PrevClsPx |
|
Useful for verifying security identification |
|
||
54 |
Side |
@Side |
|
|
||
114 |
@LocReqd |
|
Required for short sell orders |
|
||
60 |
@TxnTm |
Time this order request was initiated/released by the trader, trading system, or intermediary. |
|
Component |
Stipulations |
Stip |
|
Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages" |
|
854 |
@QtyTyp |
|
|
|
Component |
OrderQtyData |
OrdQty |
Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" |
|
40 |
@Typ |
|
|
|||
423 |
@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. |
|
|
1092 |
@PxPrtScp |
|
|
|
||
99 |
StopPx |
@StopPx |
|
Required for OrdType = "Stop" or OrdType = "Stop limit". |
|
Component |
TriggeringInstruction |
TrgrInstr |
|
Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages" |
|
Component |
SpreadOrBenchmarkCurveData |
SprdBnchmkCurve |
|
Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" |
|
Component |
YieldData |
Yield |
|
Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages" |
|
15 |
@Ccy |
|
|
|
||
376 |
@ComplianceID |
|
|
|
||
377 |
@SolFlag |
|
|
|
||
23 |
IOIID |
@IOIID |
|
Required for Previously Indicated Orders (OrdType=E) |
|
|
117 |
@QID |
|
Required for Previously Quoted Orders (OrdType=D) |
|
||
59 |
@TmInForce |
|
Absence of this field indicates Day order |
|
||
168 |
@EfctvTm |
|
Can specify the time at which the order should be considered valid |
|
||
432 |
@ExpireDt |
|
Conditionally required if TimeInForce = GTD and ExpireTime is not specified. |
|
||
126 |
@ExpireTm |
|
Conditionally required if TimeInForce = GTD and ExpireDate is not specified. |
|
||
427 |
@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 |
@Cpcty |
|
|
|
||
529 |
@Rstctions |
|
|
|
||
1091 |
@PrTrdAnon |
|
|
|
||
582 |
@CustCpcty |
|
|
|
||
121 |
@ForexReq |
|
Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade. |
|
||
120 |
@SettlCcy |
|
Required if ForexReq=Y. Required for NDFs. |
|
||
775 |
@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 |
@EncTxtLen |
|
Must be set if EncodedText field is specified and must immediately precede it. |
|
||
355 |
@EncTxt |
|
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. |
|
||
193 |
@SettlDt2 |
|
Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. |
FIX.5.0 |
||
192 |
@Qty2 |
|
Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. |
FIX.5.0 |
||
640 |
Price2 |
@Px2 |
|
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). |
FIX.5.0 |
|
77 |
@PosEfct |
|
For use in derivatives omnibus accounting |
|
||
203 |
@Covered |
|
For use with derivatives, such as options |
|
||
210 |
@MaxShow |
|
|
FIX.5.0 |
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 |
@TgtStrategy |
|
The target strategy of the order |
|
Component |
StrategyParametersGrp |
StrtPrmGrp |
|
Strategy parameter block |
|
848 |
@TgtStrategyParameters |
|
For further specification of the TargetStrategy |
FIX.5.0 |
||
849 |
@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) |
FIX.5.0 |
||
480 |
@CxllationRights |
|
For CIV - Optional |
|
||
481 |
@MnyLaunderingStat |
|
|
|
||
513 |
@RegistID |
|
Reference to Registration Instructions message for this Order. |
|
||
494 |
@Designation |
|
Supplementary registration information for this Order |
|
||
1028 |
@ManOrdInd |
|
|
|
||
1029 |
@CustDrctdOrd |
|
|
|
||
1030 |
@RcvdDptID |
|
|
|
||
1031 |
@CustOrdHdlInst |
|
|
|
||
1032 |
@OrdHndlInstSrc |
|
|
|
Component |
TrdRegTimestamps |
TrdRegTS |
|
|
|
1080 |
@RefOrdID |
|
Required for counter-order selection / Hit / Take Orders. (OrdType = Q) |
|
||
1081 |
@RefOrdIDSrc |
|
Conditionally required if RefOrderID is specified. |
|
Component |
StandardTrailer |
|
|
|
消息实现:
消息处理:略