| ID | MsgType | Abbr | Flow |
|---|---|---|---|
| 146 | DJ | MassOrder |
| Added | EP | Updated | EP | Deprecated | EP |
|---|---|---|---|---|---|
| FIX.5.0SP2 | 188 |
| ID | Name | Abbr | Presence | Description |
|---|---|---|---|---|
| 1024 | StandardHeader | BaseHeader | required | SYNOPSIS:
The standard FIX message header
ELABORATION: |
| 2423 | MassOrderRequestID | MassOrdReqID | required | SYNOPSIS:
Unique message identifier for a mass order request as assigned by the submitter of the orders.
|
| 2427 | OrderResponseLevel | OrdRspLvl | optional | SYNOPSIS:
The level of response requested from receiver of mass order messages. A default value should be bilaterally agreed.
|
| 1301 | MarketID | MktID | optional | SYNOPSIS:
Identifies the market
|
| 1300 | MarketSegmentID | MktSegID | optional | SYNOPSIS:
Identifies the market segment
|
| 1012 | Parties | Pty | optional | SYNOPSIS:
The Parties component block is used to identify and convey information on the entities both central and peripheral to the financial transaction represented by the FIX message containing the Parties Block. The Parties block allows many different types of entites to be expressed through use of the PartyRole field and identifies the source of the PartyID through the the PartyIDSource.
ELABORATION: |
| 1815 | TradingCapacity | TrdgCpcty | optional | SYNOPSIS:
Designates the capacity in which the order is submitted for trading by the market participant.
|
| 1816 | ClearingAccountType | ClrAcctTyp | optional | SYNOPSIS:
Designates the account type to be used for the order when submitted to clearing.
|
| 1 | Account | Acct | optional | SYNOPSIS:
Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager.
|
| 660 | AcctIDSource | AcctIDSrc | optional | SYNOPSIS:
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.
|
| 581 | AccountType | AcctTyp | optional | SYNOPSIS:
Type of account associated with an order
|
| 528 | OrderCapacity | Cpcty | optional | SYNOPSIS:
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)
|
| 529 | OrderRestrictions | Rstctions | optional | SYNOPSIS:
Restrictions associated with an order. If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space.
|
| 582 | CustOrderCapacity | CustCpcty | optional | SYNOPSIS:
Capacity of customer placing the order.
ELABORATION: 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. |
| 1028 | ManualOrderIndicator | ManOrdInd | optional | SYNOPSIS:
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).
|
| 1031 | CustOrderHandlingInst | CustOrdHdlInst | optional | SYNOPSIS:
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.
|
| 60 | TransactTime | TxnTm | optional | SYNOPSIS:
Timestamp when the business transaction represented by the message occurred.
|
| 58 | Text | Txt | optional | SYNOPSIS:
Free format text string
(Note: this field does not have a specified maximum length)
|
| 354 | EncodedTextLen | EncTxtLen | optional | SYNOPSIS:
Byte length of encoded (non-ASCII characters) EncodedText (355) field.
|
| 355 | EncodedText | EncTxt | optional | SYNOPSIS:
Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Text(58) field.
|
| 1685 | ThrottleInst | ThrttlInst | optional | SYNOPSIS:
Describes action recipient should take if a throttle limit were exceeded.
|
| 2432 | TotNoOrderEntries | TotNoOrdEntries | optional | SYNOPSIS:
Totals number of orders for a mass order or its acknowledgment being fragmented across multiple messages.
|
| 893 | LastFragment | LastFragment | optional | SYNOPSIS:
Indicates whether this message is the last in a sequence of messages for those messages that support fragmentation, such as Allocation Instruction, Mass Quote, Security List, Derivative Security List
|
| 2245 | OrderEntryGrp | OrderEntry | required | SYNOPSIS:
Group of order transactions across one or more instruments.
ELABORATION: |
| 1025 | StandardTrailer | Trlr | required | SYNOPSIS:
The standard FIX message trailer
ELABORATION: |