Indexes

Message Layouts
PostTrade
Trade

Message

OrderAccepted (A)

ID10

This message acknowledges the receipt and acceptance of a valid Enter Order Message. The data fields from the Enter Order Message are echoed back in this message. Note that the accepted values may differ from the entered values for some fields.

Accepted Messages normally come before any Executed Messages or Canceled Messages for an order. However, when the Order State field of an Accepted Message is Order Dead (“D”), no additional messages will be received for that order, as Order Dead means that the order was accepted and automatically canceled.

Field
Name
Type
Req'd
Comments
Pedigree
51

Accepted Message Identifier.

49
Y

Expressed as nanoseconds since midnight.

53
Y

The order UserRefNum as entered.

46
Y

The side as entered.

40
Y

Total number of shares accepted.

47
Y

Stock symbol as entered.

38
Y

The accepted price of the order. Please note that the accepted price could potentially be different than the entered price if the order was re-priced by the exchange on entry. The accepted price will always be better than or equal to the entered price.

48
Y

The accepted Time in Force of the order. Please note that the accepted Time in Force may potentially be different than the entered Time in Force. The accepted Time in Force will always be equal to or shorter in scope than the entered Time in Force.

13
Y

Y = visible

N = hidden

A = attributable

Z = conformant

31
Y

The day-unique Order Reference Number assigned by NASDAQ to this order.

5
Y

The capacity specified on the order.

22
Y

Y = eligible

N = not eligible

7
Y

The cross type as entered.

34
Y

L = Order Live

D = Order Dead

6
Y

Customer order identifier.

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

DiscretionPegType

DiscretionPegOffset

PostOnly

RandomReserves

Route

ExpireTime

TradeNow

HandleInst

BBOWeightIndicator

GroupID

SharesLocated

UserRefIdx

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