| ID |
Name |
Abbr |
Presence |
Description |
| 39 | OrdStatus | OrdStat |
optional |
SYNOPSIS:
Identifies current status of order. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** (see Volume : "Glossary" for value definitions)
|
| 150 | ExecType | ExecTyp |
optional |
SYNOPSIS:
Describes the specific ExecutionRpt (e.g. Pending Cancel) while OrdStatus(39) will always identify the current order status (e.g. Partially Filled).
|
| 2431 | ExecTypeReason | ExecTypRsn |
optional |
SYNOPSIS:
The initiating event when an ExecutionReport(35=8) is sent.
|
| 2429 | OrderEntryAction | OrdEntryActn |
optional |
SYNOPSIS:
Specifies the action to be taken for the given order.
|
| 2430 | OrderEntryID | OrdEntryID |
optional |
SYNOPSIS:
Unique identifier for an order within a single MassOrder(35=DJ) message that can be used as a reference in the MassOrderAck(35=DK) message.
|
| 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.
|
| 41 | OrigClOrdID | OrigClOrdID |
optional |
SYNOPSIS:
ClOrdID (11) of the previous order (NOT the initial order of the day) as assigned by the institution, used to identify the previous order in cancel and cancel/replace requests.
|
| 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.
|
| 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.
|
| 14 | CumQty | CumQty |
optional |
SYNOPSIS:
Total quantity (e.g. number of shares) filled.
(Prior to FIX 4.2 this field was of type int)
|
| 151 | LeavesQty | LeavesQty |
optional |
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 |
optional |
SYNOPSIS:
Total quantity canceled for this order.
(Prior to FIX 4.2 this field was of type int)
|
| 40 | OrdType | OrdTyp |
optional |
SYNOPSIS:
Order type. *** SOME VALUES ARE NO LONGER USED - See "Deprecated (Phased-out) Features and Supported Approach" *** (see Volume : "Glossary" for value definitions)
|
| 44 | Price | Px |
optional |
SYNOPSIS:
Price per unit of quantity (e.g. per share)
|
| 54 | Side | Side |
optional |
SYNOPSIS:
Side of order (see Volume : "Glossary" for value definitions)
|
| 59 | TimeInForce | TmInForce |
optional |
SYNOPSIS:
Specifies how long the order remains in effect. Absence of this field is interpreted as DAY. NOTE not applicable to CIV Orders.
|
| 1011 | OrderQtyData | OrdQty | optional | SYNOPSIS:
The OrderQtyData component block contains the fields commonly used for indicating the amount or quantity of an order. Note that when this component block is marked as "required" in a message either one of these three fields must be used to identify the amount: OrderQty, CashOrderQty or OrderPercent (in the case of CIV).
ELABORATION:
|
| 1003 | Instrument | Instrmt | optional | SYNOPSIS:
The Instrument component block contains all the fields commonly used to describe a security or instrument. Typically the data elements in this component block are considered the static data of a security, data that may be commonly found in a security master database. The Instrument component block can be used to describe any asset type supported by FIX.
ELABORATION:
|