Standard Header

Y

MsgType = N

66

ListID

String(64)

Y

Client’s identifier of this compound order as supplied by the client in its original New Order List request.

20036

CQGListID

String(32)

Y

Unique identifier of this compound order as assigned by the CQG gateway.

429

ListStatusType

Int

Y

Code to represent the status type.

Valid values:

1 = Ack (used for any response to New Order List).

2 = Response (used for any response to Order Mass Status Request).

82

NoRpts

Int

Y

Total number of messages required to provide status of the compound order.

Valid value:

1

431

ListOrderStatus

Int

Y

Code to represent the status of this compound order.

Valid values:

2 = Received for execution (used for any response except rejection of New Order List request).

7 = Reject (only used when rejecting a New Order List request).

51385

ContingencyType

Int

Y*

Defines the relationship between compound orders in this list.

Valid values:

1 = OCO with proportional triggering disabled.

2 = OPO with proportional triggering disabled. This is called One Triggers the Other (OTO) in FIX 5.0 SP1.

4 = OCO with proportional triggering enabled. This is called One Updates the Other (OUO) – Proportional Quantity Reduction in FIX 5.0 SP1.

5001 = OPO with proportional triggering enabled. This is a CQG-specific value, not supported in FIX 5.0 SP1.

5002 = Independent. This is a CQG-specific value, not supported in FIX 5.0 SP1.

83

RptSeq

Int

Y

Sequence number of this report message.

Valid value:

1

444

ListStatusText

String

N

Free format text string describing reject reason.

60

TransactTime

UTC Timestamp

N

Time this compound order request was initiated or released by the trader or trading system.

68

TotNoOrders

Int

Y

Sum of NoOrders (73) across all messages with this ListID.

Because CQG FIX does not support fragmentation, the value always matches NoOrders (73) in this message.

Start of component block, expanded in line <OrdListStructGrp>

73

NoOrders

Int

Y

Number of orders or lists to follow.

➔

67

ListSeqNo

Int

Y

This order’s or list’s ordinal position (0-based) within the compound order.

➔

20029

ChainOrderID

String(64)

C

If the entry at this list position is an order (not an order list), this tag is present to identify the order.

This value remains unchanged even when the order is modified or cancelled (matches OrderID for the original order).

➔

20074

NestedListID

String(64)

C

If the entry at this list position is a nested list (not an order), this tag is present to help identify that list. It is the value supplied by the client when placing the list/compound order.

➔

20103

NestedCQGListID

String(32)

C

If the entry at this list position is a nested list (not an order), this tag is present to identify that list. It is the unique identifier of the list/compound order assigned by CQG gateway.

End of component block, expanded in line <OrdListStructGrp>

Standard Trailer

Y