Group OrderAggregationGrp Scenario base


ID Abbr NumInGroup ID NumInGroup name
1078OrdAggrtn73NoOrders

Pedigree

Added EP Updated EP Deprecated EP
FIX.5.0SP2247

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.
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