Tag

Field Name

Req’d

Comment

Standard Header

Y

MsgType = D

11

ClOrdID

Y

Unique identifier of the order as assigned by Client. See section 3.3 for more details.

1

Account

Y

Used for Client account identification .

Max length: 16.

Values will be determined at the time of setup.

204

CustomerOrFirm

N

Specify if the order is for a customer or the firm placing the order itself.

This is configurable per account on Client side.

9702

CTICode

N

Customer Type Indicator (CTI) code. This is configurable per account on Client side.

21

HandlInst

Y

Valid Value: '1' - Automated execution order, private, no Broker intervention

210

MaxShow

N

Maximum number of shares to be shown to other customers. Please note that this tag is supported only in NE and HS modes.

55

Symbol

Y

Instrument symbol. See section 3.1 for more details on symbol formation depending on the FIX Client mode.

54

Side

Y

Side of order.

Valid values are:

1=Buy

2=Sell

38

OrderQty

Y

Number of shares ordered.

40

OrdType

Y

Order type.

Valid values are:

1        = Market

2        = Limit

3        = Stop

4        = Stop Limit

I         = Funari

44

Price

N

Required for Limit and StopLimit orders

59

TimeInForce

N

Specifies how long the order remains in effect. Absence of this field indicates Day order.

Valid values are:

0        = Day

1        = GTC(Good Till Cancel)

3        = IOC(Immediate or Cancel)

4        = FOK(Fill Or Kill)

6        = GTD(Good Till Date)

432

ExpireDate

N

Date of GTD order expiration. The value is expressed in terms of the local market date in a format YYYYMMDD

100

ExDestination

N

Destination exchange name symbol.

This is configurable per instrument on Client side.

60

TransactTime

Y

Time of order creation(expressed in UTC)

52

SendingTime

Y

Time of message transmission(always expressed in UTC)

77

OpenClose

N

For futures and options only:

O    = Opening Trade

C    = Closing Trade

99

StopPx

N

Required for Stop and Stoplimit Orders.

200

MaturityMonthYear

Y*

This tag is required and is populated only for Futures and Options. Specifies the maturity month year of the contract in YYYYMM format.

541

MaturityDate

Y*

This tag is required and is populated only for Futures and Options in NE mode when external orders support is enabled and contract’s maturity is referenced using date.

Specifies the maturity date of the contract in YYYYMMDD format.

167

SecurityType

Y

FUT for futures

OPT for options

SPD for spreads

FOR for cash spot

FI for fixed income

SSI for strategy as a single instruments

Please note that in DW mode the value for spreads should be FUT

22

IDSource

Y

Always “8” (ExchangeSymbol)

202

StrikePrice

Y*

Required for options. Contains the strike price.

58

Text

N

The server may request the client to either populate this tag with the real account number for real and omnibus accounts or not send it at all.

201

PutOrCall

Y*

Required for options. Valid values are:

0 – Put option

1 – Call option

6401

AlgoStrategy

N

Identifier of algorithmic strategy to be used to execute the order.

20154

SpeculationType

N

Speculation type for the order, if specified by the client:

S = Speculation

H = Hedge

A = Arbitrage

20240

DirectElectronicAccess

N

MiFID II Direct Electronic Access indicator:

0 - False

1 - True

20241

TradingCapacity

N

MiFID II Trading Capacity:

DEAL (dealing on own account)

MTCH (matched principal)

AOTC (any other capacity).

20242

LiquidityProvision

N

MiFID II Liquidity Provision Activity:

0 - False

1 - True

20244

MiFIDInvestmentDecision

N

MiFID II Investment Decision Within Firm.

20245

MiFIDInvestmentDecisionQualifier

N

MiFID II Investment Decision Within Firm qualifier:

0 - Human

1 - Algorithm

20246

MiFIDExecutionDecision

N

MiFID II Execution Decision Within Firm.

20247

MiFIDExecutionDecisionQualifier

N

MiFID II Execution Decision Within Firm qualifier:

0 - Human

1 - Algorithm

20248

MiFIDClientID

N

MiFID II Client ID.

20249

MiFIDClientIDQualifier

N

MiFID II Client ID qualifier:

1 - Legal Entity

2 - Natural Person

20250

MiFIDClientDecisionMaker

N

MiFID II Client Decision Maker.

20251

MiFIDClientDecisionMakerQualifier

N

MiFID II Client Decision Maker qualifier:

1 - Legal Entity

2 - Natural Person

<NoTradingSessions> repeating group

Y*

See section “<NoTradingSessions> repeating group”.

<NoPartyIDs> repeating group

N

See section “<NoPartyIDs> repeating group”.

50933

GWChainOrderID

N

Unique identifier of the first order in order chain as assigned by the CQG gateway. Presence of this identifier is defined by configurable attribute on port level.

<NoLegs> repeating group

N

See section “<NoLegs> repeating group”.

1031

CustOrderHandlingInst

N

The value sent with each order to identify the flow type to support FCM billing arrangements. Currently only FIA Execution Source Code values are supported.

Standard Trailer

Y