New Order - Cross  (MsgType = s)

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 Req'd Comments
<Standard Message Header> Y MsgType = s
548 CrossID Y
549 CrossType Y
550 CrossPrioritization Y
Component Block - <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 Y Must be 1 or 2 1 or 2 if CrossType=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 "Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages""
=> 229 TradeOriginationDate N
=> 75 TradeDate N
=> 1 Account N
=> 660 AcctIDSource N
=> 581 AccountType N
=> 589 DayBookingInst N
=> 590 BookingUnit N
=> 591 PreallocMethod N
=> 70 AllocID N Use to assign an identifier to the block of preallocations
=> 78 NoAllocs N Number of repeating groups for pre-trade allocation
=> => 79 AllocAccount N Required if NoAllocs (78) > 0. Must be first field in repeating group.
=> => 661 AllocAcctIDSource N
=> => 736 AllocSettlCurrency N
=> => 467 IndividualAllocID N
=> => Component Block - <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 N
=> => 854 QtyType N
=> Component Block - <OrderQtyData> Y "Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages""
=> Component Block - <CommissionData> N "Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages""
=> 528 OrderCapacity N
=> 529 OrderRestrictions N
=> 1091 PreTradeAnonymity 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 N Required if ForexReq (121) = Y.
=> 775 BookingType 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 N
=> 354 EncodedTextLen N Must be set if EncodedText (355) field is specified and must immediately precede it.
=> 355 EncodedText N 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
=> 962 SideTimeInForce N Specifies how long the order as specified in the side stays in effect. Absence of this field indicates Day order.
Component Block - <Instrument> Y "Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages""
711 NoUnderlyings N Number of underlyings
=> Component Block - <UnderlyingInstrument> N Must be provided if Number of underlyings > 0
555 NoLegs N Number of legs Identifies a Multi-leg Execution if present and non-zero.
=> Component Block - <InstrumentLeg> N Must be provided if Number of legs > 0
63 SettlType N
64 SettlDate N Takes precedence over SettlType (63) value and conditionally required/omitted for specific SettlType (63) values.
21 HandlInst N
18 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 N
1089 MatchIncrement N
1090 MaxPriceLevels N
Component Block - <DisplayInstruction> N "Insert here the set of "DisplayInstruction" fields defined in "common components of application messages""
111 MaxFloor N (Deprecated in FIX.5.0)
100 ExDestination N
1133 ExDestinationIDSource N
386 NoTradingSessions N Specifies the number of repeating TradingSessionIDs
=> 336 TradingSessionID N 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 N Required for short sell orders
60 TransactTime Y Time this order request was initiated/released by the trader, trading system, or intermediary.
483 TransBkdTime N A date and time stamp to indicate when this order was booked with the agent prior to submission to the VMU
Component Block - <Stipulations> N "Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages""
40 OrdType Y
423 PriceType N
44 Price N "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 N
99 StopPx N "Required for OrdType (40) = "Stop" or OrdType (40) = "Stop limit"."
Component Block - <TriggeringInstruction> N "Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages""
Component Block - <SpreadOrBenchmarkCurveData> N "Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages""
Component Block - <YieldData> N "Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages""
15 Currency N
376 ComplianceID N
23 IOIID N Required for Previously Indicated Orders (OrdType=E)
117 QuoteID N Required for Previously Quoted Orders (OrdType=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 N Conditionally required if TimeInForce (59) = GTD and ExpireTime (126) is not specified.
126 ExpireTime N 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 (Deprecated in FIX.5.0)
Component Block - <PegInstructions> N "Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages""
Component Block - <DiscretionInstructions> N "Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages""
847 TargetStrategy N The target strategy of the order
957 NoStrategyParameters N Indicates number of strategy parameters
=> 958 StrategyParameterName N Name of parameter
=> 959 StrategyParameterType N Datatype of the parameter.
=> 960 StrategyParameterValue N Value of the parameter
848 TargetStrategyParameters N (Deprecated in FIX.5.0)For further specification of the TargetStrategy
849 ParticipationRate N (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 N For CIV - Optional
481 MoneyLaunderingStatus N
513 RegistID N Reference to Registration Instructions (o) message for this Order.
494 Designation N Supplementary registration information for this Order
<Standard Message Trailer> Y