Start of component block, expanded in line < PartyIDsGrp >

50453

NoPartyIDs

NumInGroup

C

Repeating group below should contain unique combinations of PartyRole, CQGTraderFIDType and PartyID.

à

50452

PartyRole

Int

C

Identifies the type or role of the PartyID (50448) specified.

Valid values:

2000 = CQG Trader FID

2001 = CQG Customer FID

2002 = Giveup Member

2003 = Exchange Account Type

2004 = Exchange Account Origin

2005 = Locate ID

2101 = Small Exchange Subscriber

à

20171

CQGTraderFIDType

String

C

Flexible Identifier Type. Describes the value being provided in PartyID (tag 50448).

Valid values if PartyRole (50452) = 2000 (CQG Trader ID):

•      FID_TraderShortCode

•      FID_ClientDecisionMakerShortCode

•      FID_ClientDecisionMakerShortCodeType

•      FID_PersonalTraderID

Valid value if PartyRole (50452) = 2001 (CQG Customer FID):

•      FID_ClientIDShortCode

à

50448

PartyID

String

C

Identification of the party.

End of component block, expanded in line < PartyIDsGrp >

Start of component block, expanded in line <ListOrdGrp>

73

NoOrders

Int

Y

Number of orders to follow.

à

1

Account

String(256)

Y*

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

à

11

ClOrdID

String(64)

Y

Unique identifier of the order as order request originator.

Its uniqueness must be guaranteed within a single trading day for day orders and across days for multi-day orders as defined by FIX 4.2 specification.

à

67

ListSeqNo

Int

Y

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

à

18

ExecInst

Multiple Value String

N

Execution instructions. If this tag is blank, then no instructions exist.

Valid values:

i = Iceberg

q = Quantity Triggered Stop (QTS)

6 = Post Only (Participate don’t initiate) (Only Available via NASDAQ FIXED INCOME)

à

21

HandlInst

Char

N

Instructions for order handling on Broker trading floor.

Valid value:

1 = Automated execution order, private, no Broker intervention

à

22

IDSource

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.

à

38

OrderQty

Qty

Y*

Quantity of order submitted by the client.

Quantity must be an unsigned integer number greater than zero. Orders with a zero or negative quantity are rejected.

à

40

OrdType

Char

Y

Sets the type of order.

Valid values:

1 = Market

2 = Limit

3 = Stop

4 = Stop limit

à

44

Price

Price

C

Limit price. Conditionally required for limit and stop limit orders.

Using Price (44) tag for market and stop orders results in Reject (3) message.

à

48

SecurityID

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.

à

54

Side

Char

Y

Indicates the side of the order. 

Valid values:

1 = Buy

2 = Sell

5 = Sell Short

6 = Sell Short Exempt

à

55

Symbol

String(64)

Y

An identifier for an instrument that can be traded on a CQG system. (Same rules as corresponding tag in New Order Single message)

à

59

TimeInForce

Char

N

Specifies how long the order remains in effect. If not present, DAY is the default. If the value of this tag is GTD, then ExpireDate (tag 432) is required.

If the value of this tag is GTT, then ExpireTime (tag 126) is required.

Valid values:

0 = DAY (assumed when absent)

1 = Good Till Cancel (GTC)

2 = At the Opening (OPG)

3 = Immediate or Cancel (IOC)

4 = Fill or Kill (FOK)

6 = Good Till Date (GTD)

7 = At the Close

A = Good Till Time(GTT)

B = Good For Auction(GFA)

à

60

TransactTime

UTC Timestamp

Y

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

à

65

SymbolSfx

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.

à

77

OpenClose

Char

C

Indicates whether the resulting position after a trade should be an opening position or closing position.

Valid values:

O = Open

C = Close

P = Close previous day

Use O as a default value for orders submitted on exchanges that do not support this field.

à

99

StopPx

Price

C

Stop price. Conditionally required for stop and stop limit orders. Using StopPx (99) tag for market and limit orders result in Reject (3) message.

à

100

ExDestination

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.

à

126

ExpireTime

UTCTimestamp

C

Conditionally required if TimeInForce = GTT .

à

167

SecurityType

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.

à

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. 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.

à

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. It should not appear for FIX vendors that do not have it explicitly configured.

à

202

StrikePrice

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.

à

207

SecurityExchange

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.

à

210

MaxShow

Qty

C

Conditionally required if ExecInst contains i (Iceberg).

Maximum number of shares within an order to be shown to other customers.

à

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. It should not appear for FIX vendors that do not have it explicitly configured.

à

388

DiscretionInst

Char

C

Code to identify the price a DiscretionOffset is related to and should be mathematically added to. Required if DiscretionOffset is specified.

Valid values:

0 = Related to displayed price

à

389

DiscretionOffset

Float

N

Amount (signed) added to the "related to" price specified via DiscretionInst, in the context of DiscretionOffsetType.

à

432

ExpireDate

Local Mkt Date

C

Conditionally required if TimeInForce = GTD. Orders expire at the end of the trading session.

à

541

MaturityDate

Local Mkt Date

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.

à

1028

ManualOrderIndicator

Boolean

N

Indicates whether the order was sent manually (as opposed to being generated by automated trading logic).

Default = Y.

à

20001

Aggressive

Boolean

N

Flag indicates that fill should be made as aggressive.

à

20154

SpeculationType

Char

C

Specifies a speculation type for an order.

Valid values:

S = Speculation

H = Hedge

A = Arbitrage

à

20004

TriggerQty

Qty

C

Trigger quantity. Conditionally required for QTS orders, i.e. required when ExecInst contains q.

Start of component block, expanded in line < LegsGrp >

à

50555

NoLegs

NumInGroup

C

Number of legs repeating group instances.

à

à

50600

LegSymbol

String(64)

Y

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

à

à

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.

à

à

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.

à

à

50608

LegCFICode

String

N

Indicates the type of security as per ISO 10962 standard.

For futures: FXXXXX;

For options: OPXXXX, OCXXXX;

For spreads: MXXXXX;

For other instruments: XXXXXX.

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.

à

à

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.

à

à

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.

à

à

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.

à

à

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.

à

à

50623

LegRatioQty

Qty

C

Ratio of quantity for this individual leg relative to the entire multileg security.

à

à

50624

LegSide

Char

Y

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

Valid values:

1 = Buy

2 = Sell

Required if NoLegs (50555) > 0.

à

à

50654

LegRefID

String

Y

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

à

à

50564

LegOpenClose

Char

C

Indicates whether the resulting position after a trade should be an opening position or closing position.

Valid values:

O = Open

C = Close

P = Close previous day

Use O as a default value for orders submitted on exchanges that do not support this field.

à

à

20155

LegSpeculationType

Char

C

Specifies a speculation type for an order.

Valid values:

S = Speculation

H = Hedge

A = Arbitrage

à

à

50566

LegPrice

Price

N

Price of covering futures contract. Send only for a Covered options UDS.

à

à

51017

LegOptionDelta

Float

C

Delta used to calculate the quantity of futures used to cover the option or options spread.

If this tag is present when RatioQty tag is specified for the same repeating group, message will be rejected.

Value range depends on specific exchange rules.

End of component block, expanded in line < LegsGrp >

à

50842

DiscretionOffsetType

Int

C

Type of Discretion Offset value. Required if DiscretionOffset is specified.

Valid values:

2 = Ticks

End of component block, expanded in line <ListOrdGrp>

Start of component block, expanded in line<ListOrdListGrp>

20033

NoOrderLists

Int

Y

Number of order lists to follow.

à

20073

NestedListSeqNo

Int

Y

This order list’s ordinal position (0-based) within the compound order. Must be the first field in repeating group.

à

20074

NestedListID

String(64)

Y

Client’s identifier of this order list (compound order). Its uniqueness must be guaranteed within a single trading day for day orders and across days for multi-day orders as defined by FIX 4.2 specification.

à

20075

NestedBidType

Int

Y

Code to identify the type of Bid Request.

Valid value:

3 = No bidding process

à

20076

NestedContingencyType

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. A set of otherwise unrelated orders being placed in one action.This is a CQG-specific value, not supported in FIX 5.0 SP1.

à

20077

NestedTotNoOrders

Int

Y

Sum of NestedNoOrders (20078) across all messages with this ListID.

Because CQG FIX does not support fragmentation, the value always matches NestedNoOrders (20078) in this message.

à

20628

NestedProfitOffset

Int

N

Offset in ticks from fill price. New order price will be calculated as (fill price + offset) for buy master orders and (price - offset) for sell master orders.

à

20629

NestedLossOffset

Int

N

Offset in ticks from fill price. New order price will be calculated as (fill price - offset) for buy master orders and (price + offset) for sell master orders.

à

20630

NestedStopLimitOffset

Int

N

Offset in ticks from loss offset for stop limit orders. The offset determines the limit price for the order the stop limit becomes when the stop price is hit.

à

20631

NestedIsBracket

Boolean

N

‘Y’ forces compound to be treated as server side bracket.

Start of component block, expanded in line <NestedListOrdGrp>

20078

NestedNoOrders

Int

Y

Number of orders to follow.

à

à

20079

NestedAccount

String(256)

Y

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

à

à

20080

NestedClOrdID

String(64)

Y

Unique identifier of the order as order request originator. Its uniqueness must be guaranteed within a single trading day for day orders and across days for multi-day orders as defined by FIX 4.2 specification.

à

à

20081

NestedOrderListSeqNo

Int

Y

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

à

à

20082

NestedExecInst

Multiple Value String

N

Execution instructions. If this tag is blank, then no instructions exist.

Valid values:

i = Iceberg

q = Quantity Triggered Stop (QTS)

à

à

20083

NestedHandlInst

Char

N

Instructions for order handling on broker trading floor.

Valid value:

1 = Automated execution order, private, no Broker intervention

à

à

20084

NestedIDSource

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.

à

à

20085

NestedOrderQty

Qty

Y

Quantity of order submitted by the client.

Quantity must be an unsigned integer number greater than zero. Orders with zero or negative quantity are rejected.

à

à

20086

NestedOrdType

Char

Y

Sets type of order.

Valid values:

1 = Market

2 = Limit

3 = Stop

4 = Stop limit

à

à

20087

NestedPrice

Price

C

Limit price. Conditionally required for Limit and Stop Limit orders. Using NestedPrice (20087) tag for Market and Stop orders result in Reject (3) message.

à

à

20088

NestedSecurityID

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.

à

à

20089

NestedSide

Char

Y

Indicates side of the order.

Valid values:

1 = Buy

2 = Sell

à

à

20090

NestedSymbol

String(64)

Y

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

(Same rules as corresponding tag in New Order Single message)

à

à

20091

NestedTimeInForce

Char

N

Specifies how long the order remains in effect. If not present, DAY is the default. If the value of this tag is GTD, then NestedExpireDate (tag 20098) is required. If the value of this tag is GTT, NestedExpireTime (tag 20138) is required.

Valid values:

0 = DAY (assumed when absent)

1 = Good Till Cancel (GTC)

2 = At the Opening (OPG)

3 = Immediate or Cancel (IOC)

4 = Fill or Kill (FOK)

6 = Good Till Date (GTD)

7 = At the Close

A = Good Till Time(GTT)

B = Good For Autcion(GFA)

à

à

20092

NestedTransactTime

UTC Timestamp

Y

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

à

à

20093

NestedSymbolSfx

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.

à

à

20094

NestedOpenClose

Char

C

Indicates whether the resulting position after a trade should be an opening position or closing position.

Valid values:

O = Open

C = Close

P = Close previous day

Use O as a default value for orders submitted on exchanges that do not support this field.

à

à

20095

NestedStopPx

Price

C

Stop price. Conditionally required for stop and stop limit orders. Using StopPx (20095) tag for market and limit orders result in Reject (3) message.

à

à

20096

NestedExDestination

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.

à

à

20097

NestedMaxShow

Qty

C

Conditionally required if ExecInst contains i (Iceberg). Maximum number of shares within an order to be shown to other customers.

à

à

20098

NestedExpireDate

Local Mkt Date

C

Conditionally required if NestedTimeInForce = GTD.

Orders expire at the end of the trading session.

à

à

20099

NestedMaturityDate

Local Mkt Date

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.

à

à

20100

NestedManualOrderIndicator

Boolean

N

Indicates whether the order was sent manually (as opposed to being generated by automated trading logic). Default =Y.

à

à

20101

NestedAggressive

Boolean

N

Fixed income only.

Flag indicates that fill should be made as aggressive. If the field is absent, the value Y is the default.

à

à

20102

NestedTriggerQty

Qty

C

Trigger quantity.

Conditionally required for QTS orders, i.e. required when ExecInst contains q.

à

à

20104

NestedMaturityMonthYear

MonthYear

N

Month and year of 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.

à

à

20105

NestedStrikePrice

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.

à

à

20106

NestedPutOrCall

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. It should not appear for FIX vendors that do not have it explicitly configured.

à

à

20107

NestedCouponRate

Price

N

For fixed income. Coupon rate of 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.

à

à

20108

NestedSecurityType

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.

à

à

20110

NestedSecurityExchange

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.

à

à

20129

NestedOmnibusAccount

String(256)

N

Omnibus Account ID (managed by the CQG gateway).

à

à

20138

NestedExpireTime

UTCTimestamp

C

Conditionally required if Nested TimeInForce = GTT.

Start of component block, expanded in line < NestedLegsGrp >

à

à

20157

NestedNoLegs

NumInGroup

C

Number of legs repeating group instances.

à

à

à

20160

NestedLegSymbol

String(64)

Y

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

à

à

à

20161

NestedLegSecurityID

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.

à

à

à

20162

NestedLegSecurityIDSource

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.

à

à

à

20163

NestedLegCFICode

String

N

Indicates the type of security as per ISO 10962 standard.

For futures: FXXXXX;

For options: OPXXXX, OCXXXX;

For spreads: MXXXXX;

For other instruments: XXXXXX.

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.

à

à

à

20164

NestedLegSecurityType

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.

à

à

à

20165

NestedLegMaturityMonthYear

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.

à

à

à

20166

NestedLegMaturityDate

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.

à

à

à

20167

NestedLegSecurityExchange

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.

à

à

à

20168

NestedLegRatioQty

Qty

C

Ratio of quantity for this individual leg relative to the entire multileg security.

à

à

à

20169

NestedLegSide

Char

Y

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

Valid values:

1 = Buy

2 = Sell

Required if NoLegs (50555) > 0.

à

à

à

20170

NestedLegRefID

String

Y

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

à

à

à

20158

NestedLegOpenClose

Char

C

Indicates whether the resulting position after a trade should be an opening position or closing position.

Valid values:

O = Open

C = Close

P = Close previous day

Use O as a default value for orders submitted on exchanges that do not support this field.

à

à

à

20159

NestedLegSpeculationType

Char

C

Specifies a speculation type for an order.

Valid values:

S = Speculation

H = Hedge

A = Arbitrage

à

à

à

20620

NestedLegOptionDelta

Float

N

Delta used to calculate the quantity of futures used to cover the option or options spread.

If this tag is present when RatioQty tag is specified for the same repeating group, message will be rejected.

Value range depends on specific exchange rules.

à

à

à

20621

NestedLegPrice

Price

N

Price of covering futures contract. Send only for a Covered options UDS.

End of component block, expanded in line < NestedLegsGrp >

End of component block, expanded in line <NestedListOrdGrp>

End of component block, expanded in line <ListOrdListGrp>

Standard Trailer

Y