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 | Req'd | Comments | ||
|---|---|---|---|---|---|
| <Standard Message Header> | Y | MsgType = s |
|||
| 548 | CrossID | Y | |||
| 549 | CrossType | Y | |||
| 550 | CrossPrioritization | Y | |||
| 552 | NoSides | Y | Must be 1 or 2. 1 or 2 if CrossType (549) =1. 2 otherwise |
||
| => | 54 | Side | Y | ||
| => | 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 | |||
| => | 229 | TradeOriginationDate | 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 | |
| => | => | Component Block - <NestedParties> | N | Used for NestedPartyRole (538) =Clearing Firm |
|
| => | => | 80 | AllocQty | N | |
| => | 465 | QuantityType | N | ||
| => | Component Block - <OrderQtyData> | Y | |||
| => | 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 |
|
| => | 544 | CashMargin | N | ||
| => | 635 | ClearingFeeIndicator | N | ||
| => | 377 | SolicitedFlag | N | ||
| => | 659 | SideComplianceID | N | ||
| Component Block - <Instrument> | Y | ||||
| 63 | SettlmntTyp | N | |||
| 64 | FutSettDate | C | Takes precedence over SettlmntTyp (63) value and
conditionally required/omitted for specific SettlmntTyp (63) values. |
||
| 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. |
||
| 140 | PrevClosePx | N | Useful for verifying security identification |
||
| 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. |
||
| Component Block - <Stipulations> | N | ||||
| 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". |
||
| Component Block - <SpreadOrBenchmarkCurveData> | N | ||||
| Component Block - <YieldData> | N | ||||
| 15 | Currency | N | |||
| 376 | ComplianceID | 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 |
||
| 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 |
||
| 158 | AccruedInterestRate | N | Can be specified on the order for Fixed Income Municipals |
||
| 159 | AccruedInterestAmt | N | Can be specified on the order for Fixed Income Municipals |
||
| 118 | NetMoney | N | Can be specified on the order for Fixed Income Municipals |
||
| <Standard Message Trailer> | Y | ||||