| ID |
Name |
Abbr |
Presence |
Description |
| 11 | ClOrdID | ClOrdID |
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.
|
| 37 | OrderID | OrdID |
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.
|
| 526 | SecondaryClOrdID | ClOrdID2 |
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.
|
| 14 | CumQty | CumQty |
required |
SYNOPSIS:
Total quantity (e.g. number of shares) filled.
(Prior to FIX 4.2 this field was of type int)
|
| 39 | OrdStatus | OrdStat |
required |
SYNOPSIS:
Identifies current status of order. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** (see Volume : "Glossary" for value definitions)
|
| 636 | WorkingIndicator | WorkingInd |
optional |
SYNOPSIS:
Indicates if the order is currently being worked. Applicable only for OrdStatus = "New". For open outcry markets this indicates that the order is being worked in the crowd. For electronic markets it indicates that the order has transitioned from a contingent order to a market order.
|
| 151 | LeavesQty | LeavesQty |
required |
SYNOPSIS:
Quantity open for further execution. If the OrdStatus (39) is Canceled, DoneForTheDay, Expired, Calculated, or Rejected (in which case the order is no longer active) then LeavesQty could be 0, otherwise LeavesQty = OrderQty (38) - CumQty (14).
(Prior to FIX 4.2 this field was of type int)
|
| 84 | CxlQty | CxlQty |
required |
SYNOPSIS:
Total quantity canceled for this order.
(Prior to FIX 4.2 this field was of type int)
|
| 6 | AvgPx | AvgPx |
required |
SYNOPSIS:
Calculated average price of all fills on this order.
For Fixed Income trades AvgPx is always expressed as percent-of-par, regardless of the PriceType (423) of LastPx (31). I.e., AvgPx will contain an average of percent-of-par values (see LastParPx (669)) for issues traded in Yield, Spread or Discount.
|
| 103 | OrdRejReason | RejRsn |
optional |
SYNOPSIS:
Code to identify reason for order rejection. Note: Values 3, 4, and 5 will be used when rejecting an order due to pre-allocation information errors.
|
| 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.
|