OrderSingle message – FIX.4.0 – FIX Reference

MsgTypeD

CategorySingleGeneralOrderHandling

SectionTrade

AddedFIX.2.7

Fields57

Components2

The new order message type is used by institutions wishing to electronically submit securities and forex orders to a broker for execution.

Message Structure

57 fields, 2 components/groups — click any tag or field name for details

Tag

Name

Type

Req

Description

Added

◈ StandardHeader [Component]

MsgType = D

FIX.2.7

BeginString

char

FIX.4.0 (Always unencrypted, must be first field in message)

FIX.4.0

BodyLength

int

(Always unencrypted, must be second field in message)

FIX.4.0

MsgType

char

(Always unencrypted, must be third field in message)

▶ 27 enum values

Value	Name	Description
0	Heartbeat	Heartbeat
1	TestRequest	Test Request
2	ResendRequest	Resend Request
3	Reject	Reject
4	SequenceReset	Sequence Reset
5	Logout	Logout
6	IOI	Indication of Interest
7	Advertisement	Advertisement
8	ExecutionReport	Execution Report
9	OrderCancelReject	Order Cancel Reject
A	Logon	Logon
B	News	News
C	Email	Email
D	NewOrderSingle	Order - Single
E	NewOrderList	Order - List
F	OrderCancelRequest	Order Cancel Request
G	OrderCancelReplaceRequest	Order Cancel/Replace Request
H	OrderStatusRequest	Order Status Request
J	AllocationInstruction	Allocation
K	ListCancelRequest	List Cancel Request
L	ListExecute	List Execute
M	ListStatusRequest	List Status Request
N	ListStatus	List Status
P	AllocationInstructionAck	Allocation ACK
Q	DontKnowTrade	Dont Know Trade (DK)
R	QuoteRequest	Quote Request
S	Quote	Quote

FIX.4.0

SenderCompID

char

(Always unencrypted)

FIX.4.0

TargetCompID

char

(Always unencrypted)

FIX.4.0

115

OnBehalfOfCompID

char

Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)

FIX.4.0

128

DeliverToCompID

char

Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)

FIX.4.0

SecureDataLen

Length

Required to identify length of encrypted section of message. (Always unencrypted)

FIX.4.0

SecureData

data

Required when message body is encrypted. Always immediately follows SecureDataLen field.

FIX.4.0

MsgSeqNum

int

(Can be embedded within encrypted data section.)

FIX.4.0

SenderSubID

char

(Can be embedded within encrypted data section.)

FIX.4.0

TargetSubID

char

"ADMIN" reserved for administrative messages not intended for a specific user. (Can be embedded within encrypted data section.)

FIX.4.0

116

OnBehalfOfSubID

char

Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)

FIX.4.0

129

DeliverToSubID

char

Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)

FIX.4.0

PossDupFlag

char

Always 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

Value	Name	Description
N	OriginalTransmission	Original transmission
Y	PossibleDuplicate	Possible duplicate

FIX.4.0

PossResend

char

Required when message may be duplicate of another message sent under a different sequence number. (Can be embedded within encrypted data section.)

FIX.4.0

SendingTime

time

(Can be embedded within encrypted data section.)

FIX.4.0

122

OrigSendingTime

time

Required for message resends. If data is not available set to same value as SendingTime (Can be embedded within encrypted data section.)

FIX.4.0

ClOrdID

char

Unique 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

109

ClientID

char

Used for firm identification in third-party transactions.

FIX.3.0

ExecBroker

char

Used for firm identification in third-party transactions.

FIX.2.7

Account

char

Account mnemonic as agreed between broker and institution.

FIX.2.7

SettlmntTyp

char

Absence of this field is interpreted as Regular.

▶ 10 enum values

Value	Name	Description
0	Regular	Regular
1	Cash	Cash
2	NextDay	Next Day
3	TPlus2	T+2
4	TPlus3	T+3
5	TPlus4	T+4
6	Future	Future
7	WhenAndIfIssued	When Issued
8	SellersOption	Sellers Option
9	TPlus5	T+ 5

FIX.2.7

FutSettDate

date

Required when SettlmntTyp = 6 (Future) or SettlmntTyp = 8 (Sellers Option)

FIX.2.7

HandlInst

char

Instructions for order handling on Broker trading floor

▶ 3 enum values

Value	Name	Description
1	AutomatedExecutionNoIntervention	Automated execution order, private, no Broker intervention
2	AutomatedExecutionInterventionOK	Automated execution order, public, Broker intervention OK
3	ManualOrder	Manual order, best execution

FIX.2.7

ExecInst

char

Can contain multiple instructions, space delimited.

▶ 25 enum values

Value	Name	Description
0	StayOnOfferSide	Stay on offerside
1	NotHeld	Not held
2	Work	Work
3	GoAlong	Go along
4	OverTheDay	Over the day
5	Held	Held
6	ParticipateDoNotInitiate	Participate don't initiate
7	StrictScale	Strict scale
8	TryToScale	Try to scale
9	StayOnBidSide	Stay on bidside
A	NoCross	No cross
B	OKToCross	OK to cross
C	CallFirst	Call first
D	PercentOfVolume	Percent of volume
E	DoNotIncrease	Do not increase - DNI
F	DoNotReduce	Do not reduce - DNR
G	AllOrNone	All or none - AON
I	InstitutionsOnly	Institutions only
L	LastPeg	Last peg (last sale)
M	MidPricePeg	Mid-price peg (midprice of inside quote)
N	NonNegotiable	Non-negotiable
O	OpeningPeg	Opening peg
P	MarketPeg	Market peg
R	PrimaryPeg	Primary peg (primary market - buy at bid/sell at offer)
S	Suspend	Suspend

FIX.2.7

110

MinQty

int

Minimum quantity of an order to be executed.

FIX.2.7

111

MaxFloor

int

Maximum number of shares within an order to be shown on the exchange floor at any given time.

FIX.2.7

100

ExDestination

char

Execution destination as defined by institution when order is entered.

▶ 2 enum values

Value	Name	Description
0	None	none
4	POSIT	POSIT

FIX.2.7

ProcessCode

char

Used to identify soft trades at order entry.

▶ 7 enum values

Value	Name	Description
0	Regular	regular
1	SoftDollar	soft dollar
2	StepIn	step-in
3	StepOut	step-out
4	SoftDollarStepIn	soft-dollar step-in
5	SoftDollarStepOut	soft-dollar step-out
6	PlanSponsor	plan sponsor

FIX.2.7

Symbol

char

Ticker symbol

FIX.2.7

SymbolSfx

char

Additional 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 Directory

FIX.2.7

SecurityID

char

CUSIP or other alternate security identifier

FIX.2.7

IDSource

char

Identifies class of alternative SecurityID 100+ are reserved for private security identifications

▶ 5 enum values

Value	Name	Description
1	CUSIP	CUSIP
2	SEDOL	SEDOL
3	QUIK	QUIK
4	ISINNumber	ISIN number
5	RICCode	RIC code

FIX.2.7

106

Issuer

char

Company name of security issuer (e.g. International Business Machines)

FIX.3.0

107

SecurityDesc

char

Security description.

FIX.3.0

140

PrevClosePx

float

Useful for verifying security identification

FIX.4.0

Side

char

Side of order

▶ 6 enum values

Value	Name	Description
1	Buy	Buy
2	Sell	Sell
3	BuyMinus	Buy minus
4	SellPlus	Sell plus
5	SellShort	Sell short
6	SellShortExempt	Sell short exempt

FIX.2.7

114

LocateReqd

char

Required for short sell orders

▶ 2 enum values

Value	Name	Description
N	No	Indicates the broker is not required to locate
Y	Yes	Indicates the broker is responsible for locating the stock

FIX.4.0

OrderQty

int

Number of shares ordered

FIX.2.7

OrdType

char

Order type.

▶ 15 enum values

Value	Name	Description
1	Market	Market
2	Limit	Limit
3	Stop	Stop
4	StopLimit	Stop limit
5	MarketOnClose	Market on close
6	WithOrWithout	With or without
7	LimitOrBetter	Limit or better
8	LimitWithOrWithout	Limit with or without
9	OnBasis	On basis
A	OnClose	On close
B	LimitOnClose	Limit on close
C	ForexMarket	Forex
D	PreviouslyQuoted	Previously quoted
E	PreviouslyIndicated	Previously indicated
P	Pegged	Pegged (requires ExecInst = L, R, M, P or O)

FIX.2.7

Price

float

Required for limit OrdTypes

FIX.2.7

StopPx

float

Required for stop OrdTypes

FIX.2.7

Currency

char

Message without currency field is interpreted as US dollars

FIX.2.7

IOIid

int

Required for Previously Indicated Orders (OrdType=E)

FIX.2.7

117

QuoteID

char

Required for Previously Quoted Orders (OrdType=D)

FIX.4.0

TimeInForce

char

Absence of this field indicates Day order

▶ 7 enum values

Value	Name	Description
0	Day	Day
1	GoodTillCancel	Good Till Cancel (GTC)
2	AtTheOpening	At the Opening (OPG)
3	ImmediateOrCancel	Immediate or Cancel (OC)
4	FillOrKill	Fill or Kill (FOK)
5	GoodTillCrossing	Good Till Crossing (GTX)
6	GoodTillDate	Good Till Date

FIX.2.7

126

ExpireTime

time

Required if TimeInForce = GTD

FIX.4.0

Commission

float

Commission

FIX.2.7

CommType

char

Commission type

▶ 3 enum values

Value	Name	Description
1	PerUnit	per share
2	Percent	percentage
3	Absolute	absolute

FIX.2.7

Rule80A

char

Indicates order type upon which exchange Rule 80A is applied.

▶ 11 enum values

Value	Name	Description
A	AgencySingleOrder	Agency single order
C	ProprietaryNonAlgo	Program Order, non-index arb, for Member firm/org
D	ProgramOrderMember	Program Order, index arb, for Member firm/org
I	IndividualInvestor	Individual Investor, single order
J	ProprietaryAlgo	Program Order, index arb, for individual customer
K	AgencyAlgo	Program Order, non-index arb, for individual customer
M	ProgramOrderOtherMember	Program Order, index arb, for other member
N	AgentForOtherMember	Program Order, non-index arb, for other member
U	AgencyIndexArb	Program Order, index arb, for other agency
W	AllOtherOrdersAsAgentForOtherMember	All other orders as agent for other member
Y	AgencyNonAlgo	Program Order, non-index arb, for other agency