Tag

Field Name

Req’d

Comment

Standard Header

Y

MsgType = D

11

ClOrdID

Y

Unique identifier of the order as assigned by Client.  Max length: 32.

1

Account

N

Used for Client account identification in third-party transactions.

Max length: 32.

Values will be determined at the time of setup.

21

HandlInst

Y

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

15

Currency

Y

Identifies currency used for price.

111

MaxFloor

N

Maximum number of shares seen on the exchange floor at any given time.

22

IDSource

N

Valid value is 4 = ISIN number.

Required if ISIN number is used for equity identification.

48

SecurityID

N

ISIN number of equity.

Required if ISIN number is used for equity identification.

55

Symbol

N

Equity symbol. Required if Symbol/ SymbolSfx combination is used for equity identification.

65

SymbolSfx

N

Additional information about the equity. May be specified if Symbol/ SymbolSfx combination is used for equity identification.

54

Side

Y

Side of order.

Valid values are:

1=Buy

2=Sell

In case Tagging Short Sale is enabled for the route other valid value is:

5=Sell Short

38

OrderQty

Y

Number of shares ordered.

40

OrdType

Y

Order type.

Valid values are:

1        = Market

2        = Limit

3        = Stop

4        = Stop Limit

44

Price

N

Required for limit OrdTypes

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        = FOC(Fill Or Kill)

6        = GTD(Good Till Date)

47

Rule80A

Y

Indicates order type upon which exchange Rule 80A is applied.

Valid values are:

I = Individual

A = Agency Single Order

P = Principal

M = Market Maker

B = Broker Dealer

126

ExpireTime

N

Date of GTD order expiration. The value is expressed in terms of the local market date in a format YYYYMMDD-00:00:00

100

ExDestination

N

Destination exchange name symbol.

Refer to FIX4.2 documentation for valid values.

207

SecurityExchange

N

Destination exchange name symbol.

Refer to FIX4.2 documentation for valid values.

60

TransactTime

Y

Time of order creation(expressed in UTC)

52

SendingTime

Y

Time of message transmission(always expressed in UTC)

99

StopPx

N

Required for Stop Orders.

114

LocateReqd

N

Required for short sells only.

Refer to FIX4.2 documentation for valid values.

5700

ShortSaleLocate

N

Required to override short sell restrictions. Approval from a broker to lend the equity being sold short. As a sell short order attribute, Locate ID is the identifier for the broker.

Standard Trailer

Y