Group OrdAllocGrp Scenario base


ID Abbr NumInGroup ID NumInGroup name
2036OrdAlloc73NoOrders

Pedigree

Added EP Updated EP Deprecated EP
FIX.4.4

Members

ID Name Abbr Presence Description
11ClOrdIDClOrdID optional SYNOPSIS: Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.) (identified by SenderCompID (49) or OnBehalfOfCompID (5) as appropriate). Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods, should ensure uniqueness across days, for example by embedding a date within the ClOrdID field.
37OrderIDOrdID optional SYNOPSIS: Unique identifier for Order as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day. Firms which accept multi-day orders should consider embedding a date within the OrderID field to assure uniqueness across days.
198SecondaryOrderIDOrdID2 optional SYNOPSIS: Assigned by the party which accepts the order. Can be used to provide the OrderID (37) used by an exchange or executing system.
526SecondaryClOrdIDClOrdID2 optional SYNOPSIS: Assigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system.
66ListIDListID optional SYNOPSIS: Unique identifier for list as assigned by institution, used to associate multiple individual orders. Uniqueness must be guaranteed within a single trading day. Firms which generate multi-day orders should consider embedding a date within the ListID field to assure uniqueness across days.
1009NestedParties2PtyoptionalSYNOPSIS: The NestedParties2 component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message.. Use of NestedParties2 under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax.
ELABORATION:
38OrderQtyQty optional SYNOPSIS: Quantity ordered. This represents the number of shares for equities or par, face or nominal value for FI instruments. (Prior to FIX 4.2 this field was of type int)
799OrderAvgPxAvgPx optional SYNOPSIS: Average price for a specific order
800OrderBookingQtyBkngQty optional SYNOPSIS: Quantity of the order that is being booked out as part of an Allocation Instruction or Allocation Report message
40OrdTypeOrdTyp optional SYNOPSIS: Order type. *** SOME VALUES ARE NO LONGER USED - See "Deprecated (Phased-out) Features and Supported Approach" *** (see Volume : "Glossary" for value definitions)