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FIX: Embedded repeating group

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Excerpt

FIX Tag

Field NameFIXML Attribute NameReqData TypeDescriptionSupported Values
552NoSides
YNumInGroupNumber of Side (54) repeating group instances.


54SideSideYcharSide of order for Trading Firm (R=7).
  • 1 - Buy
  • 2 - Sell
526SecondaryClOrdIDClOrdID2CStringClient Order ID of counterparty provided on EBS Direct tickets to LPs where LC was disclosed.
11ClOrdIDClOrdIDCStringClient Order ID.
5106FundDesignationFundDsgntnCString

Fund Designation as specified at order submission time.

Note: Only present on EBS Direct Trades.


578TradeInputSourceInptSrcYString

Venue from which the trade was entered.

  • GLBX - Globex
  • EBSD - EBS Direct
1057AggressorIndicatorAgrsrIndYBooleanUsed to identify if the Trading Firm (R=7) is an aggressor or non-aggressor in the trade.
  • N - Order initiator is passive
  • Y - Order initiator is aggressor
37OrderIDOrdIDCString

Order ID for the trade.

  • For Globex, this is the iLink OrderID (tag 37).
  • For EBS Direct LCs, this is the execution report OrderID (tag 37).
Note:

Maximum length of 38 characters

Info

Not provided for LP tickets

.


9373LiquidityFlagLqdtyFlgYBooleanIndicates if an order was submitted for market making obligation as required for MIFID.
5149MemoMemCString

Free format text field. Supported as follows, depending on source:

  • For Globex trades entered via iLink, this is the memo field.
  • For Globex trades entered via API this is not supported.
  • For EBS Direct trades, for LC's only this is the UserReference1 (Tag 20115).

1028ManualOrderIndicatorManOrdIndYBooleanIndicates if the order was created manually or through API.
  • N - No
  • Y - Yes
453PartiesPty



10034SideRegulatoryTradeIDGrpRegTrdID



1016SideTrdRegTSTrdRegTS



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