New Order Single (35=D)

Tag

Field Name

Req’d

Type

Comments

11

ClOrdID

Y

String

Order identifier assigned by client

60

TransactTime

Y

UTCTimestamp

Time of order creation

44

Price

C

Price

Limit price. Required when OrdType(40) is:
  • 2: Limit

  • 4: Stop-Limit

99

StopPx

C

Price

Stop price. Required when OrdType(40) is:
  • 3: Stop

  • 4: Stop-Limit

38

OrdQty

Y

Qty

Total order quantity

110

MinQty

N

Qty

Minimum quantity to be executed

1138

DisplayQty

N

Qty

Disclosed quantity. Used for iceberg orders

54

Side

Y

Char

Order side
  • 1: Buy

  • 2: Sell

40

OrdType

Y

Char

Order type
  • 1: Market

  • 2: Limit

  • 3: Stop

  • 4: StopLimit

  • K: Market with Leftover as Limit

77

OpenClose

N

Char

Indicates whether the order opens or closes a position.

Possible values:

  • O: Open (default if not specified)

  • C: Close

59

TimeInForce

Y

Char

Order lifetime
  • 0: Day

  • 1: Good till cancel

  • 3: Immediate or cancel

  • 4: Fill or kill

  • 6: Good till date

432

ExpireDate

C

LocalMktDate

Required when TimeInForce(59) = 6(Good till date)

1028

ManualOrderIndicator

N

Boolean

  • Y: Manual

  • N: Automated

1

Account

Y

String

Client account

528

OrderCapacity

N

Char

Capacity of the firm placing the order.
  • A: Agency

  • P: Principal

  • R: Riskless Principal

582

CustOrderCapacity

N

Int

Capacity of customer placing the order.
  • 1: Member trading for own account

  • 2: Clearing Firm trading for its proprietary account

  • 3: Member trading for another member

  • 4: All other

7928

SMPID

N

String

Indentifier registered at the exchange, assigned to entities having common ownership.

8000

SMPAction

N

Int

Action requested on orders with the same SMPID.
  • 1: Cancel resting

  • 2: Cancel aggressing

58

Text

N

String

Optional free text associated with the order record. Not sent to the exchange.