Definition
The NewOrderList Message can be used in one of two ways depending on which market conventions are being followed.
FIX 4.2 group names/IDs were assigned during the official Orchestra translation; some mappings to later versions are approximate. This layout stays within the 4.2 source.
Message structure 119 distinct fields
Source order, including nested components and groups. Group counts precede the repeated entries. “Required here” is relative to the enclosing component or group, not unconditional in the message. A dash means not marked required; conditional requirements remain in the source notes. This is a reference, not a counterparty-specific validator.
StandardHeaderComponentRequired
MsgType = E
StandardHeader definition & usage →
FIX.4.2 (Always unencrypted, must be first field in message)
(Always unencrypted, must be second field in message)
(Always unencrypted, must be third field in message)
(Always unencrypted)
(Always unencrypted)
Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)
Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.)
Required to identify length of encrypted section of message. (Always unencrypted)
Required when message body is encrypted. Always immediately follows SecureDataLen field.
(Can be embedded within encrypted data section.)
(Can be embedded within encrypted data section.)
Sender's LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)
"ADMIN" reserved for administrative messages not intended for a specific user. (Can be embedded within encrypted data section.)
Trading partner LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)
Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)
Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.)
Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.)
Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.)
Always required for retransmitted messages, whether prompted by the sending system or as the result of a resend request. (Can be embedded within encrypted data section.)
Required when message may be duplicate of another message sent under a different sequence number. (Can be embedded within encrypted data section.)
(Can be embedded within encrypted data section.)
Required for message resent as a result of a ResendRequest. If data is not available set to same value as SendingTime (Can be embedded within encrypted data section.)
Required when specifying XmlData to identify the length of a XmlData message block. (Can be embedded within encrypted data section.)
Can contain an XML-formatted message block (e.g. FIXML). Always immediately follows XmlDataLen field. (Can be embedded within encrypted data section.) See Appendix M – FIXML Support
Type of message encoding (non-ASCII characters) used in a message’s "Encoded" fields. Required if any "Encoding" fields are used.
The last MsgSeqNum value received and processed. Can be specified on every message sent. Useful for detecting a backlog with a counterparty.
Used when a message is sent via a "hub" or "service bureau". If A sends to Q (the hub) who then sends to B via a separate FIX session, then when Q sends to B the value of this field should represent the SendingTime on the message A sent to Q. (always expressed in UTC (Universal Time Coordinated, also known as "GMT")
Must be unique, by customer, for the day
Should refer to an earlier program if bidding took place.
e.g. Non Disclosed Model, Disclosed Model, No Bidding Process
Controls when execution should begin.
Free-form text.
Must be set if EncodedListExecInst field is specified and must immediately precede it.
Encoded (non-ASCII characters) representation of the ListExecInst field in the encoded format specified via the MessageEncoding field.
Used to support fragmentation. Sum of NoOrders across all messages with the same ListID.
ListOrdGrpRepeating groupCount tag 73Required
Number of orders in this message (number of repeating groups to follow)
ListOrdGrp definition & usage →
Must be the first field in the repeating group.
Order number within the list
PreAllocGrpRepeating groupCount tag 78—
Indicates number of pre-trade allocation accounts to follow
PreAllocGrp definition & usage →
Required if NoAllocs > 0. Must be first field in repeating group.
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.
TrdgSesGrpRepeating groupCount tag 386—
TrdgSesGrp definition & usage →
Required if NoTradingSessions is > 0.
Can be repeated multiple times if message is related to multiple symbols.
Can be repeated multiple times if message is related to multiple symbols.
Can be repeated multiple times if message is related to multiple symbols.
Must be specified if a Future or Option. If a Future: Symbol, SecurityType, and MaturityMonthYear are required. If an Option: Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required.
Specifies the month and year of maturity. Required if MaturityDay is specified.
Can be used in conjunction with MaturityMonthYear to specify a particular maturity date.
For Options.
For Options.
For Options.
For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount.
For Fixed Income.
Can be used to identify the security.
Can be repeated multiple times if message is related to multiple symbols.
Must be set if EncodedIssuer field is specified and must immediately precede it.
Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field.
Can be repeated multiple times if message is related to multiple symbols.
Must be set if EncodedSecurityDesc field is specified and must immediately precede it.
Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field.
Useful for verifying security identification
Note: to indicate the side of SideValue1 or SideValue2, specify Side=Undisclosed and SideValueInd=either the SideValue1 or SideValue2 indicator.
Refers to the SideValue1 or SideValue2. These are used as opposed to Buy or Sell so that the basket can be quoted either way as Buy or Sell.
Either CashOrderQty or OrderQty is required. Note that either, but not both, CashOrderQty or OrderQty should be specified.
Either CashOrderQty or OrderQty is required. Note that either, but not both, CashOrderQty or OrderQty should be specified. Specifies the approximate "monetary quantity" for the order. Broker is responsible for converting and calculating OrderQty in shares for subsequent messages.
Required for Previously Indicated Orders (OrdType=E)
Required for Previously Quoted Orders (OrdType=D)
Conditionally required if TimeInForce = GTD and ExpireTime is not specified.
Conditionally required if TimeInForce = GTD and ExpireDate is not specified.
States whether executions are booked out or accumulated on a partially filled GT order
Must be set if EncodedText field is specified and must immediately precede it.
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of an F/X swap.
Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of an F/X swap.
Code to identify the price a DiscretionOffset is related to and should be mathematically added to. Required if DiscretionOffset is specified.
Amount (signed) added to the "related to" price specified via DiscretionInst.
StandardTrailerComponentRequired
StandardTrailer definition & usage →
Required when trailer contains signature. Note: Not to be included within SecureData field
Note: Not to be included within SecureData field
(Always unencrypted, always last field in message)