New Order - Cross (MsgType = s, FIXML = NewOrdCrss)

Used to submit a cross order into a market. The cross order contains two order sides (a buy and a sell). The cross order is identified by its CrossID.

Tag Field Name FIXML Req'd Comments
<Standard Message Header> Y MsgType = s
548 CrossID @CrssID Y
549 CrossType @CrssTyp Y
550 CrossPrioritization @CrssPriortstn Y
<RootParties> N Insert here the set of "Root Parties" fields defined in "common components of application messages" Used for acting parties that applies to the whole message, not individual sides.
552 NoSides SideCrossMod Y Must be 1 or 2 1 or 2 if CrossType=1 2 otherwise
=> 54 Side @Side Y
=> 11 ClOrdID @ClOrdID Y Unique identifier of the order as assigned by institution or by the intermediary with closest association with the investor.
=> 526 SecondaryClOrdID @ClOrdID2 N
=> 583 ClOrdLinkID @ClOrdLinkID N
=> <Parties> N Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages".
=> 229 TradeOriginationDate @OrignDt N
=> 75 TradeDate @TrdDt N
=> 1 Account @Acct N
=> 660 AcctIDSource @AcctIDSrc N
=> 581 AccountType @AcctTyp N
=> 589 DayBookingInst @DayBkngInst N
=> 590 BookingUnit @BkngUnit N
=> 591 PreallocMethod @PreallocMeth N
=> 70 AllocID @AllocID N Use to assign an identifier to the block of preallocations
=> 78 NoAllocs PreAll N Number of repeating groups for pre-trade allocation
=> => 79 AllocAccount @Acct C Required if NoAllocs (78) > 0. Must be first field in repeating group.
=> => 661 AllocAcctIDSource @AcctIDSrc N
=> => 736 AllocSettlCurrency @AllocSettlCcy N
=> => 467 IndividualAllocID @IndAllocID N
=> => <NestedParties> N Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages". Used for NestedPartyRole=Clearing Firm
=> => 80 AllocQty @Qty N
=> 854 QtyType @QtyTyp N
=> <OrderQtyData> Y Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages".
=> <CommissionData> N Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages".
=> 528 OrderCapacity @Cpcty N
=> 529 OrderRestrictions @Rstctions N
=> 1091 PreTradeAnonymity @PrTrdAnon N
=> 582 CustOrderCapacity @CustCpcty N
=> 121 ForexReq @ForexReq N Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade.
=> 120 SettlCurrency @SettlCcy C Required if ForexReq (121) = Y.
=> 775 BookingType @BkngTyp N Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking.
=> 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.
=> 77 PositionEffect @PosEfct N For use in derivatives omnibus accounting
=> 203 CoveredOrUncovered @Covered N For use with derivatives, such as options
=> 544 CashMargin @CshMgn N
=> 635 ClearingFeeIndicator @ClrFeeInd N
=> 377 SolicitedFlag @SolFlag N
=> 659 SideComplianceID @SideComplianceID N
=> 962 SideTimeInForce @SideTmFrc N Specifies how long the order as specified in the side stays in effect. Absence of this field indicates Day order.
<Instrument> Y Insert here the set of "Instrument" fields defined in "Common Components of Application Messages".
711 NoUnderlyings Undly N Number of underlyings
=> <UnderlyingInstrument> C Must be provided if Number of underlyings > 0
555 NoLegs Leg N Number of legs Identifies a Multi-leg Execution if present and non-zero.
=> <InstrumentLeg> C Must be provided if Number of legs > 0
63 SettlType @SettlTyp N
64 SettlDate @SettlDt C Takes precedence over SettlType (63) value and conditionally required/omitted for specific SettlType (63) values.
21 HandlInst @HandlInst N
18 ExecInst @ExecInst N Can contain multiple instructions, space delimited. If OrdType=P, exactly one of the following values (ExecInst = L, R, M, P, O, T, or W) must be specified.
110 MinQty @MinQty N
1089 MatchIncrement @MtchInc N
1090 MaxPriceLevels @MxPxLvls N
<DisplayInstruction> N Insert here the set of "DisplayInstruction" fields defined in "common components of application messages".
111 MaxFloor @MaxFloor N (Deprecated in FIX.5.0)
100 ExDestination @ExDest N
1133 ExDestinationIDSource @ExDestIDSrc N
386 NoTradingSessions TrdSes N Specifies the number of repeating TradingSessionIDs
=> 336 TradingSessionID @SesID C Required if NoTradingSessions (386) is > 0.
=> 625 TradingSessionSubID @SesSub N
81 ProcessCode @ProcCode N Used to identify soft trades at order entry.
140 PrevClosePx @PrevClsPx N Useful for verifying security identification
114 LocateReqd @LocReqd C Required for short sell orders
60 TransactTime @TxnTm Y Time this order request was initiated/released by the trader, trading system, or intermediary.
483 TransBkdTime @TransBkdTm N A date and time stamp to indicate when this order was booked with the agent prior to submission to the VMU
<Stipulations> N Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages".
40 OrdType @OrdTyp Y
423 PriceType @PxTyp N
44 Price @Px C Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc.
1092 PriceProtectionScope @PxPrtScp N
99 StopPx @StopPx C Required for OrdType (40) = "Stop" or OrdType (40) = "Stop limit".
<TriggeringInstruction> N Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages".
<SpreadOrBenchmarkCurveData> N Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages".
<YieldData> N Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages".
15 Currency @Ccy N
376 ComplianceID @ComplianceID N
23 IOIID @IOIID C Required for Previously Indicated Orders (OrdType=E)
117 QuoteID @QID C Required for Previously Quoted Orders (OrdType=D)
59 TimeInForce @TmInForce N Absence of this field indicates Day order
168 EffectiveTime @EfctvTm N Can specify the time at which the order should be considered valid
432 ExpireDate @ExpireDt C Conditionally required if TimeInForce (59) = GTD and ExpireTime (126) is not specified.
126 ExpireTime @ExpireTm C Conditionally required if TimeInForce (59) = GTD and ExpireDate (432) is not specified.
427 GTBookingInst @GTBkngInst N States whether executions are booked out or accumulated on a partially filled GT order
210 MaxShow @MaxShow N (Deprecated in FIX.5.0)
<PegInstructions> N Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages".
<DiscretionInstructions> N Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages".
847 TargetStrategy @TgtStrategy N The target strategy of the order
957 NoStrategyParameters StrpPrmGrp N Indicates number of strategy parameters
=> 958 StrategyParameterName @StrtPrmNme C Name of parameter
=> 959 StrategyParameterType @StrtPrmTyp N Datatype of the parameter.
=> 960 StrategyParameterValue @StrtPrmVal N Value of the parameter
848 TargetStrategyParameters @TgtStrategyParameters N (Deprecated in FIX.5.0)For further specification of the TargetStrategy
849 ParticipationRate @ParticipationRt C (Deprecated in FIX.5.0)Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume)
480 CancellationRights @CxllationRights N For CIV - Optional
481 MoneyLaunderingStatus @MnyLaunderingStat N
513 RegistID @RegistID N Reference to Registration Instructions (o) message for this Order.
494 Designation @Designation N Supplementary registration information for this Order
<Standard Message Trailer> Y