Table of Contents

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