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--- developers:fixapi:neworderlist [2025/09/12 01:35] – removed - external edit (Unknown date) 127.0.0.1
+++ developers:fixapi:neworderlist [2025/09/12 02:11] (current) – chad
@@ Line 1: / Line 1: @@
+====== 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:**
+<code>
+=FIX.4.2|9=300|35=E|49=T4Example|56=T4|50=TraderName|52=20130228-00:17:29.985|
+=fnl-634975858499851777|1385=1|433=1|68=2|
+=Account1|11=oco-1-634975858499851777|48=CME_20130300_ESH3|55=ES|207=CME_Eq|
+=FUT|54=1|38=1|40=2|44=149800|59=0|21=2|
+=Account1|11=oco-2-634975858499851777|48=CME_20130300_ESH3|55=ES|207=CME_Eq|
+=FUT|54=1|38=1|40=3|99=149850|59=0|21=2|10=123|
+</code>
+===== 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)