Standard Header

Y

MsgType = J

22

IDSource

String

N

Reserved for contract identification used by custom FIX API vendor contract symbol mappings.

48

SecurityID

String

N

Reserved for contract identification used by custom FIX API vendor contract symbol mappings.

55

Symbol

String(64)

Y

Identifier for an instrument that can be traded on a CQG system.

100

ExDestination

String

N

Reserved for contract identification used by custom FIX API vendor contract symbol mappings.

167

SecurityType

String

N

Indicates type of security.

Reserved for contract identification used by custom FIX API vendor contract symbol mappings.

200

MaturityMonthYear

MonthYear

N

Month and Year of the maturity.

Format: YYYYMM.

Reserved for contract identification used by custom FIX API vendor contract symbol mappings.

For FIX message consistency, CQG defines maturity as contract last trading date.

201

PutOrCall

Int

N

Indicates whether an option is a put or call.

Valid values:

0 = put

1 = call

Reserved for contract identification used by custom FIX API vendor contract symbol mappings.

202

StrikePrice

Price

N

Option strike price.

Reserved for contract identification used by custom FIX API vendor contract symbol mappings.

205

MaturityDay

int

N

Day of the maturity.

Reserved for contract identification used by custom FIX API vendor contract symbol mappings.

For FIX message consistency, CQG defines maturity as contract last trading date.

207

SecurityExchange

String

N

Market used to help identify a security.

Reserved for contract identification used by custom FIX API vendor contract symbol mappings.

223

CouponRate

Price

N

For fixed income. Coupon rate of the bond.

Reserved for contract identification used by custom FIX API vendor contract symbol mappings.

541

MaturityDate

LocalMktDate

N

Date of maturity.

Reserved for contract identification used by custom FIX API vendor contract symbol mappings.

For FIX message consistency, CQG defines maturity as contract last trading date.

20607

ContractDate

LocalMktDate

N

Contract date of the symbol.

Reserved for contract identification used by custom FIX API Vendor contract symbol mappings. It should not appear for FIX vendors which do not have it explicitly configured

20608

ContractDay

Int

N

Contract day of the symbol.

Reserved for contract identification used by custom FIX API Vendor contract symbol mappings. It should not appear for FIX vendors which do not have it explicitly configured

20609

ContractMonthYear

MonthYear

N

Contract month and year of the symbol.

Format: YYYYMM.

Reserved for contract identification used by custom FIX API Vendor contract symbol mappings. It should not appear for FIX vendors which do not have it explicitly configured

70

AllocID

String(24)

Y

Allocation message ID.

71

AllocTransType

Int

Y

Identifies allocation transaction type. Valid values:

'0' = New

'1' = Replace

'2' = Cancel

72

RefAllocID

String(24)

N

Required for AllocTransType = Replace or Cancel

73

NoOrders

Int

Y*

Only one order is expected in the list. Combining several orders for allocation is not supported at the moment.

➔

1

Account

String(256)

Y

Account ID (managed by the CQG gateway). Must be the first field in repeating group.

➔

37

OrderID

String(32)

C

Order ID with allocation as assigned by the CQG gateway.

➔

11

ClOrdID

String(64)

C

Unique identifier of the order as order request originator.

124

NoExecs

int

N

Indicates number of individual execution repeating group entries to follow.

➔

32

LastShares

Qty

N

Number of shares in individual fill execution. Required if NoExecs > 0. Must be the first field in repeating group.

➔

17

ExecID

String

N

ExecID of a corresponding fill execution report. Required if NoExecs > 0.

➔

31

LastPx

Price

N

Price of individual fill execution. Required if NoExecs > 0

78

NoAllocs

Int

Y*

Indicates number of allocation groups to follow.

➔

79

AllocAccount

String(256)

Y*

Required if NoAllocs > 0.  Must be the first field in repeating group.

➔

366

AllocPrice

Price

Y

Allocated price.

➔

80

AllocShares

Qty

Y

Allocated quantity.

➔

50555

NoLegs

int

C

Number of legs repeating group instances. Is used for multileg securities only.

➔

➔

50600

LegSymbol

String(64)

C

Multi-leg instrument’s individual security symbol. Must be the first field in repeating group.

➔

➔

50601

LegSymbolSfx

String

N

Reserved for contract identification used by custom FIX API vendor contract symbol mappings. It should not appear for FIX vendors that do not have it explicitly configured.

➔

➔

50602

LegSecurityID

String

N

Reserved for contract identification used by custom FIX API vendor contract symbol mappings. It should not appear for FIX vendors that do not have it explicitly configured.

➔

➔

50603

LegSecurityIDSource

String

N

Reserved for contract identification used by custom FIX API vendor contract symbol mappings. It should not appear for FIX vendors that do not have it explicitly configured.

➔

➔

50608

LegCFICode

String

N

Indicates the type of security as per ISO 10962 standard.

➔

➔

50609

LegSecurityType

String

N

Indicates type of security.

Reserved for contract identification used by custom FIX API vendor contract symbol mappings. It should not appear for FIX vendors that do not have it explicitly configured.

➔

➔

50610

LegMaturityMonthYear

MonthYear

N

Month and Year of the maturity.

Format: YYYYMM.

Reserved for contract identification used by custom FIX API vendor contract symbol mappings. It should not appear for FIX vendors that do not have it explicitly configured.

For FIX message consistency, CQG defines maturity as contract last trading date.

➔

➔

50611

LegMaturityDate

LocalMktDate

N

Date of maturity.

Reserved for contract identification used by custom FIX API vendor contract symbol mappings. It should not appear for FIX vendors that do not have it explicitly configured.

For FIX message consistency, CQG defines maturity as contract last trading date.

➔

➔

50612

LegStrikePrice

Price

N

Option strike price.

Reserved for contract identification used by custom FIX API vendor contract symbol mappings. It should not appear for FIX vendors that do not have it explicitly configured.

➔

➔

50615

LegCouponRate

Price

N

For fixed income. Coupon rate of the bond.

Reserved for contract identification used by custom FIX API vendor contract symbol mappings. It should not appear for FIX vendors that do not have it explicitly configured.

➔

➔

50616

LegSecurityExchange

String

N

Market used to help identify a security.

Reserved for contract identification used by custom FIX API vendor contract symbol mappings. It should not appear for FIX vendors that do not have it explicitly configured.

➔

➔

50624

LegSide

Char

N

Side of this individual leg (multi-leg security).

Valid values:

1 = buy

2 = sell

Required if NoLegs (50555) > 0.

➔

➔

50637

LegLastPx

Price

C

Execution price assigned to a leg of a multi-leg instrument. Required if NoLegs (50555) > 0.

➔

➔

50654

LegRefID

String

Y

Unique indicator for a specific leg (Uniqueness is guaranteed within a particular request).

➔

➔

50687

LegQty

Qty

C

Quantity of this individual leg (multi-leg security). Required if NoLegs (50555) > 0.

Standard Trailer

Y