Home / FIX.4.0 / Messages / OrderList

OrderList

← OrderCancelRequest→ OrderSingle
MsgTypeE
CategoryProgramTrading
SectionTrade
AddedFIX.2.7
Fields60
Components2
The new order list message type is used by institutions wishing to electronically submit lists of related orders to a broker for execution.

Message Structure

60 fields, 2 components/groups — click any tag or field name for details
TagNameTypeReq DescriptionAdded
◈ StandardHeader [Component]YMsgType = EFIX.2.7
8BeginStringcharYFIX.4.0 (Always unencrypted, must be first field in message)FIX.4.0
9BodyLengthintY(Always unencrypted, must be second field in message)FIX.4.0
35MsgTypecharY(Always unencrypted, must be third field in message)
▶ 27 enum values
ValueNameDescription
0HeartbeatHeartbeat
1TestRequestTest Request
2ResendRequestResend Request
3RejectReject
4SequenceResetSequence Reset
5LogoutLogout
6IOIIndication of Interest
7AdvertisementAdvertisement
8ExecutionReportExecution Report
9OrderCancelRejectOrder Cancel Reject
ALogonLogon
BNewsNews
CEmailEmail
DNewOrderSingleOrder - Single
ENewOrderListOrder - List
FOrderCancelRequestOrder Cancel Request
GOrderCancelReplaceRequestOrder Cancel/Replace Request
HOrderStatusRequestOrder Status Request
JAllocationInstructionAllocation
KListCancelRequestList Cancel Request
LListExecuteList Execute
MListStatusRequestList Status Request
NListStatusList Status
PAllocationInstructionAckAllocation ACK
QDontKnowTradeDont Know Trade (DK)
RQuoteRequestQuote Request
SQuoteQuote
FIX.4.0
49SenderCompIDcharY(Always unencrypted)FIX.4.0
56TargetCompIDcharY(Always unencrypted)FIX.4.0
115OnBehalfOfCompIDcharNTrading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)FIX.4.0
128DeliverToCompIDcharNTrading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)FIX.4.0
90SecureDataLenLengthNRequired to identify length of encrypted section of message. (Always unencrypted)FIX.4.0
91SecureDatadataNRequired when message body is encrypted. Always immediately follows SecureDataLen field.FIX.4.0
34MsgSeqNumintY(Can be embedded within encrypted data section.)FIX.4.0
50SenderSubIDcharN(Can be embedded within encrypted data section.)FIX.4.0
57TargetSubIDcharN"ADMIN" reserved for administrative messages not intended for a specific user. (Can be embedded within encrypted data section.)FIX.4.0
116OnBehalfOfSubIDcharNTrading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)FIX.4.0
129DeliverToSubIDcharNTrading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)FIX.4.0
43PossDupFlagcharNAlways required for retransmissions, whether prompted by the sending system or as the result of a resend request. (Can be embedded within encrypted data section.)
▶ 2 enum values
ValueNameDescription
NOriginalTransmissionOriginal transmission
YPossibleDuplicatePossible duplicate
FIX.4.0
97PossResendcharNRequired when message may be duplicate of another message sent under a different sequence number. (Can be embedded within encrypted data section.)FIX.4.0
52SendingTimetimeY(Can be embedded within encrypted data section.)FIX.4.0
122OrigSendingTimetimeNRequired for message resends. If data is not available set to same value as SendingTime (Can be embedded within encrypted data section.)FIX.4.0
66ListIDcharYMust be unique, by customer, for the dayFIX.2.7
105WaveNocharNIdentifier to aid in the management of multiple lists derived from a single, master list.FIX.3.0
67ListSeqNointYSequence of individual order within list (i.e. ListSeqNo of ListNoOrds, 2 of 25, 3 of 25, . . . )FIX.2.7
68ListNoOrdsintYTotal number of orders within list (i.e. ListSeqNo of ListNoOrds, e.g. 2 of 25, 3 of 25, . . . )FIX.2.7
69ListExecInstcharNInclude only in ListSeqNo = 1 messageFIX.2.7
11ClOrdIDcharYUnique identifier for Order as assigned by institution. Uniqueness must be guaranteed within a single trading day. Firms which electronically submit multi-day orders should consider embedding a date within the ClOrderID field to assure uniqueness across days.FIX.2.7
109ClientIDcharNUsed for third-party transactionsFIX.3.0
76ExecBrokercharNUsed for third-party transactionsFIX.2.7
1AccountcharNAccount mnemonic as agreed between broker and institution.FIX.2.7
63SettlmntTypcharNAbsence of this field is interpreted as Regular.
▶ 10 enum values
ValueNameDescription
0RegularRegular
1CashCash
2NextDayNext Day
3TPlus2T+2
4TPlus3T+3
5TPlus4T+4
6FutureFuture
7WhenAndIfIssuedWhen Issued
8SellersOptionSellers Option
9TPlus5T+ 5
FIX.2.7
64FutSettDatedateNRequired when SettlmntTyp = 6 (Future) or SettlmntTyp = 8 (Sellers Option)FIX.2.7
21HandlInstcharYInstructions for order handling on Broker trading floor
▶ 3 enum values
ValueNameDescription
1AutomatedExecutionNoInterventionAutomated execution order, private, no Broker intervention
2AutomatedExecutionInterventionOKAutomated execution order, public, Broker intervention OK
3ManualOrderManual order, best execution
FIX.2.7
18ExecInstcharNCan contain multiple instructions, space delimited.
▶ 25 enum values
ValueNameDescription
0StayOnOfferSideStay on offerside
1NotHeldNot held
2WorkWork
3GoAlongGo along
4OverTheDayOver the day
5HeldHeld
6ParticipateDoNotInitiateParticipate don't initiate
7StrictScaleStrict scale
8TryToScaleTry to scale
9StayOnBidSideStay on bidside
ANoCrossNo cross
BOKToCrossOK to cross
CCallFirstCall first
DPercentOfVolumePercent of volume
EDoNotIncreaseDo not increase - DNI
FDoNotReduceDo not reduce - DNR
GAllOrNoneAll or none - AON
IInstitutionsOnlyInstitutions only
LLastPegLast peg (last sale)
MMidPricePegMid-price peg (midprice of inside quote)
NNonNegotiableNon-negotiable
OOpeningPegOpening peg
PMarketPegMarket peg
RPrimaryPegPrimary peg (primary market - buy at bid/sell at offer)
SSuspendSuspend
FIX.2.7
110MinQtyintNMinimum quantity of an order to be executed.FIX.3.0
111MaxFloorintNMaximum number of shares within an order to be shown on the exchange floor at any given time.FIX.3.0
100ExDestinationcharNExecution destination as defined by institution when order is entered.
▶ 2 enum values
ValueNameDescription
0Nonenone
4POSITPOSIT
FIX.3.0
81ProcessCodecharNProcessing code for sub-account. Absence of this field in AllocAccount / AllocShares / ProcessCode instance indicates regular trade.
▶ 7 enum values
ValueNameDescription
0Regularregular
1SoftDollarsoft dollar
2StepInstep-in
3StepOutstep-out
4SoftDollarStepInsoft-dollar step-in
5SoftDollarStepOutsoft-dollar step-out
6PlanSponsorplan sponsor
FIX.2.7
55SymbolcharYTicker symbolFIX.2.7
65SymbolSfxcharNAdditional information about the security (e.g. preferred, warrants, etc.). Absence of this field indicates common. Valid values: As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch DirectoryFIX.2.7
48SecurityIDcharNCUSIP or other alternate security identifierFIX.2.7
22IDSourcecharNIdentifies class of alternative SecurityID 100+ are reserved for private security identifications
▶ 5 enum values
ValueNameDescription
1CUSIPCUSIP
2SEDOLSEDOL
3QUIKQUIK
4ISINNumberISIN number
5RICCodeRIC code
FIX.2.7
106IssuercharNCompany name of security issuer (e.g. International Business Machines)FIX.3.0
107SecurityDesccharNSecurity description.FIX.3.0
140PrevClosePxfloatNUseful for verifying security identificationFIX.4.0
54SidecharYSide of order
▶ 6 enum values
ValueNameDescription
1BuyBuy
2SellSell
3BuyMinusBuy minus
4SellPlusSell plus
5SellShortSell short
6SellShortExemptSell short exempt
FIX.2.7
114LocateReqdcharNRequired for short sell orders
▶ 2 enum values
ValueNameDescription
NNoIndicates the broker is not required to locate
YYesIndicates the broker is responsible for locating the stock
FIX.4.0
38OrderQtyintYNumber of shares orderedFIX.2.7
40OrdTypecharYOrder type.
▶ 15 enum values
ValueNameDescription
1MarketMarket
2LimitLimit
3StopStop
4StopLimitStop limit
5MarketOnCloseMarket on close
6WithOrWithoutWith or without
7LimitOrBetterLimit or better
8LimitWithOrWithoutLimit with or without
9OnBasisOn basis
AOnCloseOn close
BLimitOnCloseLimit on close
CForexMarketForex
DPreviouslyQuotedPreviously quoted
EPreviouslyIndicatedPreviously indicated
PPeggedPegged (requires ExecInst = L, R, M, P or O)
FIX.2.7
44PricefloatNRequired for limit OrdTypesFIX.2.7
99StopPxfloatNRequired for stop OrdTypesFIX.2.7
15CurrencycharNMessage without currency field is interpreted as US dollarsFIX.2.7
59TimeInForcecharNAbsence of this field indicates Day order
▶ 7 enum values
ValueNameDescription
0DayDay
1GoodTillCancelGood Till Cancel (GTC)
2AtTheOpeningAt the Opening (OPG)
3ImmediateOrCancelImmediate or Cancel (OC)
4FillOrKillFill or Kill (FOK)
5GoodTillCrossingGood Till Crossing (GTX)
6GoodTillDateGood Till Date
FIX.2.7
126ExpireTimetimeNRequired in TimeInForce = GTDFIX.4.0
12CommissionfloatNCommissionFIX.2.7
13CommTypecharNCommission type
▶ 3 enum values
ValueNameDescription
1PerUnitper share
2Percentpercentage
3Absoluteabsolute
FIX.2.7
47Rule80AcharNIndicates order type upon which exchange Rule 80A is applied.
▶ 11 enum values
ValueNameDescription
AAgencySingleOrderAgency single order
CProprietaryNonAlgoProgram Order, non-index arb, for Member firm/org
DProgramOrderMemberProgram Order, index arb, for Member firm/org
IIndividualInvestorIndividual Investor, single order
JProprietaryAlgoProgram Order, index arb, for individual customer
KAgencyAlgoProgram Order, non-index arb, for individual customer
MProgramOrderOtherMemberProgram Order, index arb, for other member
NAgentForOtherMemberProgram Order, non-index arb, for other member
UAgencyIndexArbProgram Order, index arb, for other agency
WAllOtherOrdersAsAgentForOtherMemberAll other orders as agent for other member
YAgencyNonAlgoProgram Order, non-index arb, for other agency
FIX.2.7
121ForexReqcharNIndicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade.
▶ 2 enum values
ValueNameDescription
NDoNotExecuteForexAfterSecurityTradeDo not execute Forex after security trade
YExecuteForexAfterSecurityTradeExecute Forex after security trade
FIX.4.0
120SettlCurrencycharNRequired if ForexReq = Y.FIX.4.0
58TextcharNFree format text stringFIX.2.7
◈ StandardTrailer [Component]YThe standard FIX message trailerFIX.2.7
93SignatureLengthLengthNRequired when trailer contains signature. Note: Not to be included within SecureData fieldFIX.4.0
89SignaturedataNNote: Not to be included within SecureData fieldFIX.4.0
10CheckSumcharY(Always unencrypted, always last field in message)FIX.4.0