New Order - Multileg  (MsgType = AB)

The New Order - Multileg (AB) is provided to submit orders for securities that are made up of multiple securities, known as legs.


Tag Field Name Req'd Comments
<Standard Message Header> Y MsgType = AB
11 ClOrdID Y Unique identifier of the order as assigned by institution or by the intermediary with closest association with the investor.
526 SecondaryClOrdID N
583 ClOrdLinkID N
Component Block - <Parties> N
1 Account N
581 AccountType N
589 DayBookingInst N
590 BookingUnit N
591 PreallocMethod N
78 NoAllocs N Number of repeating groups for pre-trade allocation
=> 79 AllocAccount C Required if NoAllocs (78) > 0. Must be first field in repeating group.
=> 467 IndividualAllocID N
=> 80 AllocQty N
63 SettlmntTyp N
64 FutSettDate C Takes precedence over SettlmntTyp (63) value and conditionally required/omitted for specific SettlmntTyp (63) values.
544 CashMargin N
635 ClearingFeeIndicator N
21 HandlInst Y
18 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 N
111 MaxFloor N
100 ExDestination N
386 NoTradingSessions N Specifies the number of repeating TradingSessionIDs
=> 336 TradingSessionID C Required if NoTradingSessions (386) is > 0.
=> 625 TradingSessionSubID N
81 ProcessCode N Used to identify soft trades at order entry.
54 Side Y Additional enumeration that indicates this is an order for a multileg order and that the sides are specified in the <Instrument Leg> component block.
Component Block - <Instrument> Y SecurityType (167) = "MULTILEG". CFICode (461) should be set to the type of multileg product, such as "O" - options, "F" - Future or Swap.
140 PrevClosePx N Useful for verifying security identification
555 NoLegs Y Number of legs. Can be zero (e.g. standardized multileg instrument such as an Option strategy) - must be provided even if zero
=> Component Block - <InstrumentLeg> C Must be provided if Number of legs > 0
=> 564 LegPositionEffect N Provide if the PositionEffect (77) for the leg is different from that specified for the overall multileg security
=> 565 LegCoveredOrUncovered N Provide if the CoveredOrUncovered (203) for the leg is different from that specified for the overall multileg security.
=> Component Block - <NestedParties> N Used for NestedPartyRole (538) =Leg Clearing Firm/Account, Leg Account/Account Type
=> 654 LegRefID N Used to identify a specific leg.
=> 566 LegPrice N Provide only if a price is required for a specific leg. Used for anchoring the overall multileg security price to a specific leg price.
=> 587 LegSettlmntTyp N Refer to values for SettlmntTyp (63)
=> 588 LegFutSettDate N Refer to values for FutSettDate (64)
114 LocateReqd C Required for short sell orders
60 TransactTime Y Time this order request was initiated/released by the trader, trading system, or intermediary.
465 QuantityType N
Component Block - <OrderQtyData> Y
40 OrdType Y
423 PriceType N
44 Price 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 C Required for OrdType (40) = "Stop" or OrdType (40) = "Stop limit".
15 Currency N
376 ComplianceID N
377 SolicitedFlag N
23 IOIid C Required for Previously Indicated Orders ( OrdType (40) =E)
117 QuoteID C Required for Previously Quoted Orders ( OrdType (40) =D)
59 TimeInForce N Absence of this field indicates Day order
168 EffectiveTime N Can specify the time at which the order should be considered valid
432 ExpireDate C Conditionally required if TimeInForce (59) = GTD and ExpireTime (126) is not specified.
126 ExpireTime C Conditionally required if TimeInForce (59) = GTD and ExpireDate (432) is not specified.
427 GTBookingInst N States whether executions are booked out or accumulated on a partially filled GT order
Component Block - <CommissionData> N
528 OrderCapacity N
529 OrderRestrictions N
582 CustOrderCapacity N
121 ForexReq N Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade.
120 SettlCurrency C Required if ForexReq (121) = Y.
58 Text N
354 EncodedTextLen C Must be set if EncodedText (355) field is specified and must immediately precede it.
355 EncodedText C Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field.
77 PositionEffect N For use in derivatives omnibus accounting
203 CoveredOrUncovered N For use with derivatives, such as options
210 MaxShow N
211 PegDifference N Amount (signed) added to the price of the peg
388 DiscretionInst C Code to identify the price a DiscretionOffset (389) is related to and should be mathematically added to. Required if DiscretionOffset (389) is specified.
389 DiscretionOffset N Amount (signed) added to the "related to" price specified via DiscretionInst (388) .
480 CancellationRights N For CIV - Optional
481 MoneyLaunderingStatus N For CIV - Optional
513 RegistID N Reference to Registration Instructions (o) message for this Order.
494 Designation N Supplementary registration information for this Order
563 MultiLegRptTypeReq N Indicates the method of execution reporting requested by issuer of the order.
118 NetMoney N Can be specified on the order for Fixed Income Municipals
<Standard Message Trailer> Y