Standard Header

Y

MsgType = D

11

ClOrdID

Y

Unique identifier of the order as assigned by the institution. Uniqueness must be guaranteed by the institution for the duration of the connection to the order entry channel.

38

OrderQty

Y

Decimal quantity. Full quantity will be visible on the book.

110

MinQty

N*

Minimum fill quantity.

40

OrdType

Y

Order type.

Valid values:

4 = Stop Limit

44

Price

Y

Decimal price.

Price is required when OrdType <40> is 4 = Stop Limit.

99

StopPx

Y

Decimal price.

StopPx is required when OrdType <40> is 4 = Stop Limit.

When Side <54> is 1 = Buy, StopPx needs to be less than or equal to Price.

When Side <54> is 2 = Sell, StopPx needs to be greater than or equal to Price.

54

Side

Y

Side of the order.

Valid values:

1 = Buy

2 = Sell

55

Symbol

Y

Ticker symbol of the order.

See Supported Symbols for valid values.

59

TimeInForce

Y

Specifies how long the order remains in effect.

Valid value: 1 = Good Till Cancel (GTC)

60

TransactTime

Y

Time of order creation (expressed in UTC).

544

CashMargin

N

Not supported for stop-limit orders.

Specifying this field will result in a reject with error message: "CashMargin <544> not supported for stop-limit orders".

Stop-limit orders are always processed as non-margin (cash) orders.

Standard Trailer

Y