| ID | Abbr |
|---|---|
| 2143 | TrdRptOrdDetl |
| Added | EP | Updated | EP | Deprecated | EP |
|---|---|---|---|---|---|
| FIX.5.0SP1 | 77 |
| ID | Name | Abbr | Presence | Description |
|---|---|---|---|---|
| 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.
|
| 198 | SecondaryOrderID | OrdID2 | 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.
|
| 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.
|
| 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.
|
| 66 | ListID | ListID | 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.
|
| 1080 | RefOrderID | RefOrdID | optional | SYNOPSIS:
The ID reference to the order being hit or taken.
For pre-trade credit/risk limit check process, this is the reference to the placed order, quote request or quote for the credit/risk limit check.
|
| 1081 | RefOrderIDSource | RefOrdIDSrc | optional | SYNOPSIS:
Used to specify the source for the identifier in RefOrderID(1080). This can be an identifier provided in order depth market data when hitting (taking) a specific order or to identify what type of order or quote reference is being provided when seeking credit limit check. In the context of US CAT this can be used to identify related orders and quotes which are parent, previous, or manual orders or quotes. Previous relates to orders changing their unique system assigned order identifier.
|
| 1431 | RefOrdIDReason | RefOrdIDRsn | optional | SYNOPSIS:
The reason for updating the RefOrdID
|
| 2270 | RelatedOrderGrp | ReltdOrd | optional | SYNOPSIS:
This component is used to identify orders that are related to the order identified outside of this component for a business purpose. For example, the bundling of multiple orders into a single order. This component should not be used in lieu of explicit FIX fields that denote specific semantic relationships, but rather should be used when no such fields exist.
ELABORATION: |
| 1091 | PreTradeAnonymity | PrTrdAnon | optional | SYNOPSIS:
Allows trader to explicitly request anonymity or disclosure in pre-trade market data feeds. Anonymity is relevant in markets where counterparties are regularly disclosed in order depth feeds. Disclosure is relevant when counterparties are not normally visible.
|
| 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)
|
| 99 | StopPx | StopPx | optional | SYNOPSIS:
Price per unit of quantity (e.g. per share)
|
| 18 | ExecInst | ExecInst | optional | SYNOPSIS:
Instructions for order handling on exchange trading floor. If more than one instruction is applicable to an order, this field can contain multiple instructions separated by space. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** (see Volume : "Glossary" for value definitions)
|
| 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)
|
| 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: |
| 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)
|
| 14 | CumQty | CumQty | optional | SYNOPSIS:
Total quantity (e.g. number of shares) filled.
(Prior to FIX 4.2 this field was of type int)
|
| 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.
|
| 126 | ExpireTime | ExpireTm | optional | SYNOPSIS:
Time/Date of order expiration (always expressed in UTC (Universal Time Coordinated, also known as "GMT")
The meaning of expiration is specific to the context where the field is used.
For orders, this is the expiration time of a Good Til Date TimeInForce.
For Quotes - this is the expiration of the quote.
Expiration time is provided across the quote message dialog to control the length of time of the overall quoting process.
For collateral requests, this is the time by which collateral must be assigned.
For collateral assignments, this is the time by which a response to the assignment is expected.
For credit/risk limit checks, this is the time when the reserved credit limit will expire for the requested transaction.
|
| 1064 | MatchingInstructions | MtchgInst | optional | SYNOPSIS: ELABORATION: |
| 2362 | SelfMatchPreventionID | SlfMtchPrvntnID | optional | SYNOPSIS:
Identifies an order or trade that should not be matched to an opposite order or trade if both buy and sell orders for the same asset contain the same SelfMatchPreventionID(2362) and submitted by the same firm.
|
| 1629 | ExposureDuration | ExpsreDur | optional | SYNOPSIS:
This is the time in seconds of a "Good for Time" (GFT) TimeInForce.
Positive integer value which represents the time is seconds in which the new order remains active in the market before it is automatically cancelled (e.g. expired).
Bi-lateral agreements will dictate the maximum value of this field. It is assumed that most systems will impose a max limit of 86,400 seconds (i.e. 24 hours).
For Quotes: The period of time a quoted price is tradable(i.e. on-the-wire) before it becomes indicative (i.e. off-the-wire).
|
| 1916 | ExposureDurationUnit | ExpsreDurUnit | optional | SYNOPSIS:
Time unit in which the ExposureDuration(1629) is expressed.
|
| 1029 | DisplayInstruction | DsplyInstr | optional | SYNOPSIS:
The DisplayInstruction component block is used to convey instructions on how a reserved order is to be handled in terms of when and how much of the order quantity is to be displayed to the market.
ELABORATION: |
| 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.
|
| 775 | BookingType | BkngTyp | optional | SYNOPSIS:
Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar).
|
| 1432 | OrigCustOrderCapacity | OrigCustOrdCpcty | optional | SYNOPSIS:
The customer capacity for this trade at the time of the order/execution.
Primarily used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission).
|
| 1724 | OrderOrigination | OrdOrigntn | optional | SYNOPSIS:
Identifies the origin of the order.
|
| 1073 | OrderAttributeGrp | OrdAttrib | optional | SYNOPSIS:
The OrderAttributeGrp component provides additional attributes about the order. Attributes included in this component are primarily "indicators" that may be associated with regulatory requirements and are typically not part of normal trading activities.
ELABORATION: |
| 2704 | ExDestinationType | ExDestTyp | optional | SYNOPSIS:
Identifies the type of execution destination for the order.
|
| 821 | OrderInputDevice | OrdInptDev | optional | SYNOPSIS:
Specific device number, terminal number or station where order was entered
|
| 1093 | LotType | LotTyp | optional | SYNOPSIS:
Defines the lot type assigned to the order.
|
| 483 | TransBkdTime | TransBkdTm | optional | SYNOPSIS:
For CIV A date and time stamp to indicate the time a CIV order was booked by the fund manager.
For derivatives a date and time stamp to indicate when this order was booked with the agent prior to submission to the VMU. Indicates the time at which the order was finalized between the buyer and seller prior to submission.
|
| 586 | OrigOrdModTime | OrigOrdModTm | optional | SYNOPSIS:
The most recent (or current) modification TransactTime (tag 60) reported on an Execution Report for the order. The OrigOrdModTime is provided as an optional field on Order Cancel Request and Order Cancel Replace Requests to identify that the state of the order has not changed since the request was issued. The use of this approach is not recommended.
|
| 2766 | OrderPercentOfTotalVolume | TotVolPct | optional | SYNOPSIS:
For Percent-of-volume (POV) average pricing this is the target percentage this order quantity represents of the total trading volume of an instrument during the specified time period. This provides the data needed to ensure that the average price is fair based on the total sum of grouped POV trades.
ELABORATION: For example, if during the POV time period there are 5 trades including this one with a total volume of 5000 and this trade has a quantity of 1000 then the OrderPercentOfTotalVolume(2766) of this trade is 20 percent expressed as "0.20". |