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 (548) .

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
552 NoSides SideCrossMod Y Must be 1 or 2. 1 or 2 if CrossType (549) =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
=> 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 @ActIDSrc N
=> => 736 AllocSettlCurrency @AllocSettlCcy N
=> => 467 IndividualAllocID @IndAllocID N
=> => <Nested Parties> N
=> => 80 AllocQty @Qty N
=> 854 QtyType @QtyTyp N
=> <Order Qty Data> Y
=> <Commission Data> N
=> 528 OrderCapacity @Cpcty N
=> 529 OrderRestrictions @Rstctions 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
<Instrument> Y
711 NoUnderlyings Undly N Number of underlyings
=> <Underlying Instrument> C Must be provided if Number of underlyings > 0
555 NoLegs Leg N Number of Legs
=> <Instrument Leg> C Required if NoLegs (555) > 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 (40) =P, exactly one of the following values ( ExecInst (18) = L, R, M, P, O, T, or W) must be specified.
110 MinQty @MinQty N
111 MaxFloor @MaxFloor N
100 ExDestination @ExDest 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.
<Stipulations> N
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.
99 StopPx @StopPx C Required for OrdType (40) = "Stop" or OrdType (40) = "Stop limit".
<Spread or Benchmark Curve Data> N
<Yield Data> N
15 Currency @Ccy N
376 ComplianceID @ComplianceID N
23 IOIid @IOIID C Required for Previously Indicated Orders ( OrdType (40) =E)
117 QuoteID @QID C Required for Previously Quoted Orders ( OrdType (40) =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
<Peg Instructions> N
<Discretion Instructions> N
847 TargetStrategy @TgtStrategy N The target strategy of the order
848 TargetStrategyParameters @TgtStrategyParameters N For further specification of the TargetStrategy (847)
849 ParticipationRate @ParticipationRt C Mandatory for a TargetStrategy (847) =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