FIX Message NewOrderList

GF API Documentation

MsgType: E

Request to place One-Cancels-Others (OCO) or One-Sends-Others (OSO) execution strategies

Fields

Name	Type	Number	Required	Valid values	Description
ListID	STRING	66	Yes		Specifies a unique identifier of the list
BidType	INT	394	No	3 - NOBID
ListExecInst	STRING	69	Yes	OCO - OCO OSO - OSO
TotNoOrders	INT	68	Yes		The field must have the same value as NoOrders(73), which specifies a number of orders in the list.
NoOrders	GROUP	73	Yes
->ClOrdID	STRING	11	Yes		Unique identifier assigned by client application. Under certain circumstances, OEC can cancel/replace the order. In this case, OEC generates a new ClOrdID with OECFIX: prefix. This is done to make sure the client application understands that previous native ClOrdID is unacceptable anymore. See also LastSolicitedClOrdID(12073)
->ListSeqNo	INT	67	Yes		Specifies an order number in the list starting from 1. The actual position of order in the list must be equal to ListSeqNo value.
->Account	STRING	1	Yes		Orders submitted via the FIX interface must be placed to a valid OEC account
->AllocText	STRING	161	No		Allocation block name
->AllocType	INT	626	No	2 - LOW_ACCT_LOW_PRICE 3 - LOW_ACCT_HIGH_PRICE 4 - HIGH_ACCT_LOW_PRICE 5 - HIGH_ACCT_HIGH_PRICE 6 - APS 1000 - POST_ALLOCATION 1001 - POST_ALLOCATION_APS	Allocation types are identical to proposed by OEC Trader POST_ALLOCATION and POST_ALLOCATION_APS should be used in post-allocation process for eligible accounts
->NoAllocs	GROUP	78	No		Pre-allocation instructions
->->AllocAccount	STRING	79	No		OEC account name
->->AllocQty	QTY	80	No		Indicates quantity to be allocated for a given account. It should be consistent with OrderQty(38). Example: allocation block contains two accounts ACC01 and ACC02 with AllocQty equals 1 and 2 accordingly. For that case QrderQty must be dividable to 3.
->HandlInst	CHAR	21	No	1 - AUTOEXECPRIV 2 - AUTOEXECPUB 3 - MANUAL
->ExecInst	MULTIPLEVALUESTRING	18	No	a - TRAILSTOPPEG
->MaxFloor	QTY	111	No		Small quantity of Iceberg orders
->Instrument	COMPONENT		Yes		Contract specification
->Side	CHAR	54	Yes	1 - BUY 2 - SELL
->TransactTime	UTCTIMESTAMP	60	Yes
->OrderQtyData	COMPONENT		Yes
->OrdType	CHAR	40	Yes	1 - MARKET 2 - LIMIT 3 - STOP 4 - STOPLIMIT 5 - MARKETONCLOSE J - MARKETIFTOUCHED	Market-On-Open or Market-On-Close OrdType should be MARKET and TimeInForce(59) should be AtTheOpening or AtTheClose to construct Market-On-Open or Market-On-Close respectively. Iceberg OrdType should be LIMT and MaxFloor(111) should be specified to construct Iceberg. Trailing Stop and Trailing Stop Limit OrdType should be STOP or STOPLIMIT and ExecInst(18) should contain TRAILSTOPPEG(a) value to construct Trailing Stop and Trailing Stop Limit. See also PegOffsetValue(211)
->Price	PRICE	44	No		Decimal format
->StopPx	PRICE	99	No		Decimal format
->TimeInForce	CHAR	59	No	0 - DAY 1 - GOODTILLCANCEL 2 - ATTHEOPENING 3 - IMMEDIATEORCANCEL 4 - FILLORKILL 6 - GOODTILLDATE 7 - ATTHECLOSE
->EffectiveTime	UTCTIMESTAMP	168	No		Release time of the order Format: YYYYMMDD-HH:MM:SS Note: before release time the order will have Suspended state that mapped to Held state in OEC Trader and OECAPI
->ExpireDate	LOCALMKTDATE	432	No		Should be specified in conjunction with TimeInForce(59) = Good Till Date Format: YYYYMMDD Order will cancelled at the market close of selected day. Day is supposed to be in Central Time Zone.
->ExpireTime	UTCTIMESTAMP	126	No		Should be specified in conjunction with TimeInForce(59) = Good Till Date Format: YYYYMMDD-HH:MM:SS
->Text	STRING	58	No
->PegInstructions	COMPONENT		No		Trailing Stop and Trailing Stop Limit parameters

Remarks

Validation of the list is performed as a single transaction. That means if, for example, one of orders is invalid then all orders in the list will be rejected. Further processing is performed individually for each order: order statuses and trades are reported for individual orders, not for the list as whole.
Clients can cancel/replace/request status for individual orders.
Order descriptions for NewOrderList are composed the same way as for NewOrderSingle(D), but in NoOrders(73) repeating group.

The following requirements are defined for orders in an OCO/OSO list:
* Number of orders must be two for OCO and two or three for OSO (a main order and one or two dependent ones).
* All orders must have unique ClOrdID(11) values since they are processed individually."
* The following fields must be equal for all orders in a list: Account(1),CFICode(461), TimeInForce(59), OrderQty(38)
* OCO and dependent OSO orders shouldn't specify EffectiveTime(168), ExpireDate(432), or ExpireTime(126)

Other Resources

ExecutionReport(8)

OrderCancelRequest(F)

OrderCancelReplaceRequest(G)

OrderStatusRequest(H)

NewOrderSingle(D)