Indexes

Message Layouts
PostTrade
Trade

Message

EnterOrder (O)

ID1
Field
Name
Type
Req'd
Comments
Pedigree
51

Identifies this message as Enter Order Message type.

53
Y

UserRefNum must be day-unique and strictly increasing for each OUCH account.

46
Y

B = buy

S = sell

T = sell short

E = sell short exempt

40
Y

Total number of shares. Must be greater than zero and less than 1,000,000.

47
Y

Stock Symbol.

38
Y

The price of the order. Please refer to the Data Types section for more clarification.

48
Y

Corresponds to TimeInForce (59) in Nasdaq FIX.

0 = Day (Market Hours)

3 = IOC

5 = GTX (Extended Hours)

6 = GTT (ExpireTime needs to be specified)

E = After hours

13
Y

Y = visible

N = hidden

A = attributable

5
Y

A = agency

P = principal

R = riskless

O = other

22
Y

Y = eligible

N = not eligible

7
Y

N = continuous market

O = opening cross (Nasdaq only)

C = closing cross (Nasdaq only)

H = halt/IPO (Nasdaq only)

S = supplemental (Nasdaq only)

R = retail (BX only)

E = extended life (Nasdaq only)

A = after hours close (Nasdaq only)

6
Y

Customer order identifier. ClOrdID will not be checked for day-uniqueness for each OUCH account.

2
Y

The length of the remaining Optional Appendage field.

29
Y

The available options supported on this message are:

Firm

MinQty

CustomerType

MaxFloor

PriceType

PegOffset

Discretion

DiscretionPrice

DiscretionPriceType

DiscretionPegOffset

PostOnly

RandomReserves

Route

ExpireTime

TradeNow

HandleInst

GroupID

SharesLocated

UserRefIdx

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