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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: 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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