NEW ORDER LIST [35=E]
The New Order List message submits batch orders with multiple components to exchanges. Supports up to 6 components per order.
Batch Order Types
| Type | ContingencyType (1385) | Description |
|---|---|---|
| OCO | 1 | One-Cancels-Other |
| Auto OCO | 2, 7 | Auto-triggered OCO |
| Spark | 3 | Spark order |
| Auto OCOM | 8, 9 | Multiple exit orders |
Message Specification
Message Direction: Client → T4
| Tag | Field Name | Type | Req'd | Description |
|---|---|---|---|---|
| Message Header | Y | MsgType = E | ||
| 66 | ListID | String | Y | Unique batch order ID |
| 1385 | ContingencyType | Int | Y | See batch types table |
| 394 | BidType | Int | O | 0=Non-disclosed, 1=Disclosed, 2=None |
| 433 | ListExecInstType | Int | O | 1=Immediate (default), 2=Wait |
| 69 | ListExecInst | String | O | Execution instructions |
| 68 | TotNoOrders | Int | Y | Number of components (max 6) |
| 58 | Text | String | O | Free text |
| 1028 | ManualOrderIndicator | Boolean | O | Y=Manual, N=Automated |
| === Repeating Group === | Per component order | |||
| 11 | ClOrdID | String | Y | Component order ID (12-20 chars) |
| 1 | Account | String | Y | Account code |
| 48 | SecurityID | String | Y | T4 Market ID |
| 55 | Symbol | String | Y | T4 Contract ID |
| 207 | SecurityExchange | String | Y | T4 Exchange ID |
| 167 | SecurityType | String | O | FUT, OPT, STK, SYN, BIN |
| 201 | PutOrCall | Int | C | Options: 0=Put, 1=Call |
| 202 | StrikePrice | Float | C | Options: Strike price |
| 54 | Side | Char | Y | 0=None, 1=Buy, 2=Sell |
| 38 | OrderQty | Int | Y | Contracts (0 for AutoOCO component) |
| 40 | OrdType | Char | Y | 1=Market, 2=Limit, 3=Stop, 4=Stop Limit |
| 44 | Price | Float | C | Required for Limit, Stop Limit |
| 99 | StopPx | Float | C | Required for Stop, Stop Limit |
| 59 | TimeInForce | Char | Y | 0=Day, 1=GTC, 3=IOC, 4=FOK |
| 210 | MaxShow | Int | O | Iceberg visible quantity |
| 21 | HandlInst | Char | O | 1=Auto private, 2=Auto public, 3=Manual |
| 77 | OpenClose | Char | O | O=Open, C=Close |
| 204 | CustomerOrFirm | Int | O | 0=Customer, 1=Firm |
| 10100 | TrailingDelta | Float | O | Trailing stop amount |
| 10101 | TriggerPrice | Float | O | Batch order trigger price |
| 10104 | TriggerStop | Float | O | Trigger stop price |
| 10105 | TriggerStopTrail | Float | O | Trigger stop trail |
| 10102 | ActivationType | Int | O | 1=Immediate, 2=Above, 3=Below, 4=Mode, 5=Time, 6=Queue |
| 10103 | ActivationValue | String | O | Activation conditions (semicolon-delimited) |
| Message Trailer | Y |
Sample Message
OCO Order:
8=FIX.4.2|9=300|35=E|49=T4Example|56=T4|50=TraderName|52=20130228-00:17:29.985| 66=fnl-634975858499851777|1385=1|433=1|68=2| 1=Account1|11=oco-1-634975858499851777|48=CME_20130300_ESH3|55=ES|207=CME_Eq| 167=FUT|54=1|38=1|40=2|44=149800|59=0|21=2| 1=Account1|11=oco-2-634975858499851777|48=CME_20130300_ESH3|55=ES|207=CME_Eq| 167=FUT|54=1|38=1|40=3|99=149850|59=0|21=2|10=123|
Notes
- Each component receives individual Execution Report
- Components linked via ListID (66)
- Account subscription required before submission
- Malformed messages rejected with Session Reject (35=3)