Tag

Field Name

Req’d

Comment

Standard Header

Y

MsgType = G

11

ClOrdID

Y

Unique identifier of replacement order as assigned by Client. Note that this identifier will be used in ClOrdID field of the Cancel Reject (9) message if the replacement request is rejected. See section 3.3 for more information.

41

OrigClOrdID

Y*

ClOrdID of the previous order (NOT the initial order of the day) when canceling or replacing an order.

It is not populated in NE mode when external orders support is enabled.

37

OrderID

Y*

This tag will be populated in HM mode, optionally can be populated in other modes as well, will be always populated in NE mode when external orders support is enabled.

See sections 3.3 and 3.7 for more details.

20112

RefOrderQty

N

Populated only in HM mode. The value represents the size of the order before modification.

1

Account

N

Must match original order.

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

Must match original order.

210

MaxShow

N

If provided, must be less than or equal to OrderQty. This tag is supported only in NE and HS modes.

22

IDSource

Y

Always “8” (ExchangeSymbol)

55

Symbol

N

Must match original order.

54

Side

Y

Must match original order.

38

OrderQty

Y

Number of shares ordered. The value defines a total quantity desired by FIX Client.

40

OrdType

Y

Must match original order.

44

Price

N

Required on limit type orders.

59

TimeInForce

N

Must match original order.

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.

Value is configurable per instrument on Client side.

Whether field is sent in this message is configured on FIX session level.

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 Orders.

200

MaturityMonthYear

Y

Must match original order

541

MaturityDate

Y*

Must match value of original order if were populated there.

167

SecurityType

N

Must match original order

202

StrikePrice

N

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

N

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”.

<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