List Status (MsgType = N, FIXML = ListStat)

The List Status (N) message is issued as the response to a List Status Request (M) message sent in an unsolicited fashion by the sell-side. It indicates the current state of the orders within the list as they exists at the broker's site. This message may also be used to respond to the List Cancel Request (K) .

Orders within the list are statused at the summary level. Individual executions are not reported, rather, the current state of the order is reported.

The message contains repeating fields for each. The relative position of the repeating fields is important in this message, i.e. each instance of ClOrdID (11) , CumQty (14) , LeavesQty (151) , CxlQty (84) and AvgPx (6) must be in the order shown below.

Description of ListOrderStatus (431) field values:

InBiddingProcess
indicates that a list has been received and is being evalutated for pricing. It is envisaged that this status will only be used with the "Disclosed" List Order Trading model.
ReceivedForExecution
indicates that a list has been received and the sell side is awaiting the instruction to start working the trade. It is envisaged that this status will be used under both models.
Executing
indicates that a list has been received and the sell side is working it.
Canceling
indicates that a List Cancel (K) message has been received and the sell side is in the process of pulling any orders that were being worked. The status of individual order can be found out from the detail repeating group.
AllDone
indicates that a list has been executed as far as possible for the day. This would also apply if a list has been previously cancelled. The status of individual order can be determined from the detail repeating group.
Alert
used whenever any of the individual orders have a status that requires something to be done. For instance, an alert would be used when a buy-side firm has submitted a list that has individual stock reject that have not been addressed.
Rejected
used when a response cannot be generated. For example when the ListID (66) is not recognised. The text field should include an explanation of why the Request has been rejected.

Tag Field Name FIXML Req'd Comments
<Standard Message Header> Y MsgType = N
66 ListID @ListID Y
429 ListStatusType @ListStatTyp Y
82 NoRpts @NoRpts Y Total number of messages required to status complete list.
431 ListOrderStatus @ListOrdStat Y
83 RptSeq @RptSeq Y Sequence number of this report message.
444 ListStatusText @ListStatText N
445 EncodedListStatusTextLen @EncListStatTextLen C Must be set if EncodedListStatusText (446) field is specified and must immediately precede it.
446 EncodedListStatusText @EncListStatText C Encoded (non-ASCII characters) representation of the ListStatusText (444) field in the encoded format specified via the MessageEncoding (347) field.
60 TransactTime @TxnTm N
68 TotNoOrders @TotNoOrds Y Used to support fragmentation. Sum of NoOrders (73) across all messages with the same ListID (66) .
893 LastFragment @LastFragment N Indicates if the message is the last of a fragmented set of messages
73 NoOrders ListStat Y Number of orders statused in this message, i.e. number of repeating groups to follow.
=> 11 ClOrdID @ClOrdID Y
=> 526 SecondaryClOrdID @ClOrdID2 N
=> 14 CumQty @CumQty Y
=> 39 OrdStatus @OrdStat Y
=> 636 WorkingIndicator @WorkingInd N For optional use with OrdStatus (39) = 0 (New)
=> 151 LeavesQty @LeavesQty Y Amount of shares open for further execution. LeavesQty (151) = OrderQty (38) - CumQty (14) .
=> 84 CxlQty @CxlQty Y
=> 6 AvgPx @AvgPx Y
=> 103 OrdRejReason @RejRsn N Used if the order is rejected
=> 58 Text @Txt N
=> 354 EncodedTextLen @EncTxtLen C Must be set if EncodedText (355) field is specified and must immediately precede it.
=> 355 EncodedText @EncTxt C Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field.
<Standard Message Trailer> Y