Standard Header

Y

MsgType = F

1

Account

String(256)

Y*

Account ID (managed by the CQG gateway).

11

ClOrdID

String(64)

Y

New and unique ID for this request.

37

OrderID

String(32)

Y*

Unique identifier for order as assigned by the CQG gateway.

41

OrigClOrdID

String(64)

Y

Last accepted ClOrdID in an order chain.

54

Side

Char

N

Currently ignored by the CQG gateway.

55

Symbol

String(64)

N

Currently ignored by the CQG gateway.

60

TransactTime

UTC Timestamp

Y

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

115

OnBehalfOfCompID

String(32)

N

Firm name of trader on whose behalf this order request is sent.

Currently ignored by the CQG gateway. Part of Standard Header.

116

OnBehalfOfSubID

String(32)

N

CQG username of the trader on whose behalf this order request is sent. That trader needs to be authorized for trading on the same account specified in tag 1. Part of Standard Header.

128

DeliverToCompID

String(32)

C

Trading firm that the trader specified in tag 116 (DeliverToSubID) belongs to. Note that this field is a part of Standard Header.

1028

ManualOrderIndicator

Boolean

N

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

Default =Y.

20124

ClientRegulatoryAlgorithmID

Int

N

Regulatory Algorithm ID for algo-orders.

20176

MifidAlgorithmID

String

C

Must be supplied if the order execution decision was made by an algorithm under MiFID II definitions.

20177

MifidAlgorithmIDType

Int

C

Specified the type of MifidAlgorithmID (20176).

Valid values:

1 = External Mifid Algorithm ID

2 = CQG Mifid Algorithm ID

20181

MifidForceExecutionDecision

Boolean

C

When set ('Y'), it means MiFID Execution Within Firm should be CLIENT (or its configured short code) for an order not flagged with any MiFID Algorithm.

Default = ‘N’

20188

MifidInvestmentDecisionID

String

C

May be supplied to override value of MiFID Investment Decision Within Firm associated with this order.

20189

MifidInvestmentDecisionIDType

Int

C

Specifies the type of MifidInvestmentDecisionID (20188).

Valid values:

1 = Trader short code

2 = External Mifid Algorithm ID

3 = CQG Mifid Algorithm ID

Start of component block, expanded in line < PartyIDsGrp >

50453

NoPartyIDs

NumInGroup

C

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

➔

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

2101 = Small Exchange Subscriber Token

➔

20171

CQGTraderFIDType

String

C

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

Valid values:

•      FID_TraderShortCode

•      FID_ClientDecisionMakerShortCode

•      FID_ClientDecisionMakerShortCodeType

•      FID_PersonalTraderID

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

•      FID_ClientIDShortCode

➔

50448

PartyID

String

C

Identification of the party.

End of component block, expanded in line < PartyIDsGrp >

Standard Trailer

Y