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New Order Single

TagField NameReq’dDescription
35 Standard Message Header YMsgType = D
97PossResendN
  • N = Default. Indicates a new order.
  • Y = Indicates an application level resend and is NOT supported.
  • For reasons of economy, CFE does not track (in primary storage) the ClOrdID values of orders that are no longer live.
  • For reasons of performance, CFE does not access secondary storage to enforce unique ClOrdID values against orders that are no longer live.
  • Without full duplicate ClOrdID value enforcement, it is not possible to safely implement the full behavior specified in the FIX 4.2 Protocol for PossResend = Y.
  • To remain economical, fast, and safe, all New Order Single messages with PossResend = Y will simply be ignored.
1AccountY
  • This field will be reflected back on execution reports associated with this order.
  • 16 characters or less (ASCII 32-126).
  • The first 10 characters are sent to the OCC in the Account # field. The entire 16 character string will appear in the Optional CM Data field.
  • Available via FIX DROP on an opt-in basis at the port level.
11ClOrdIdY
  • ID chosen by client. 20 characters or less. Characters in ASCII range 33-126 are allowed, except for comma, semicolon, and pipe.
  • A leading tilde (~) cannot be sent on any ClOrdId and will result in a reject. These are reserved for internal use by CFE and could be received as a result of a system-generated ClOrdId.
  • If the ClOrdId matches a live order it will be rejected as duplicate (unless PossResend = Y, see above).
  • Sent to the OCC in the Order ID field.
  • Note: CFE only enforces the uniqueness of ClOrdID values among currently live orders, which includes long-lived GTC and GTD orders. However it is strongly recommended to keep ClOrdID values unique.
60TransactTimeYTime order initiated/released. Required by FIX 4.2.
167SecurityTypeY
  • Indicates the type of security.
  • FUT = Simple instrument (Futures only)
  • OPT = Simple instrument (Options only)
  • MLEG = Multi-leg/Spread instrument (Futures only)
  • MLO = Multi-leg/Spread instrument (Options only)
  • Order rejected if instrument type (Simple vs. Multi-leg) of specified symbol doesn’t match SecurityType (167).
55SymbolN
  • Futures Product or CFE format symbol (case sensitive).
  • (Futures only), if MaturityMonth (200) AND MaturityDay (205) are both provided, then the Symbol (55) is a Futures Product identifier (e.g., ‘VX’, ‘VXT’, ‘VU’, etc.). Otherwise, Symbol (55) is the 6 character mapped SymbolID.
  • (Options only), if SecurityDesc (107) is provided, then the Symbol (55) value is not used and should be blank or not provided. Otherwise, Symbol (55) is the 6 character mapped SymbolID.
  • Note Spread instruments must use 6 character mapped SymbolID.
200MaturityMonthNUsed when specifying the Symbol (55) by Futures Product and Expiration Date rather than Symbol ID. When MaturityMonth is specified, MaturityDay (205) is required and Symbol must refer to valid Futures Product identifier.
205MaturityDayNUsed when specifying the Symbol (55) by Futures Product and Expiration Date rather than Symbol ID. When MaturityDay is specified, MaturityMonth (200) is required and Symbol must refer to valid Futures Product identifier.
107SecurityDesc (Options only)NUsed for to identify an instrument by the security description (e.g. "UX1A/K4 C2000"). If this tag is provided, Symbol (55) should be blank or not provided.
54SideY
  • 1 = Buy
  • 2 = Sell
38OrderQtyYNumber of contracts for order, 1 to 999,999
40OrdTypeY
  • 1 = Market
  • 2 = Limit
  • 4 = Stop Limit (Futures only)
  • Market implies TimeInForce of IOC.
  • Stop Limit orders must have a TimeInForce of DAY (0), GTC (1), or GTD (6).
  • Market orders are not allowed for complex Options on Futures and will be rejected.
44PriceN
  • Limit Price.
  • Required for limit orders. If populated for a market order (OrdType=1), the order will be accepted and behave like a market order (i.e. Price will be ignored).
  • Orders will be rejected if Price does not fall on the applicable minimum trading increment.
  • For all contracts other than TAS, simple orders will be rejected if Price is less than or equal to zero, or greater than or equal to 100,000. For TAS, simple orders will be rejected if Price is outside the price limits presented in the contract specification.
  • Spread orders will be rejected if Price is outside the price limits implied by the spread instrument definition and constituent instrument min and max prices.
99StopPxNThe trigger price for Stop Limit orders. Required if OrdType (40) = 4.
47OrderCapacityY
  • The capacity for the order.
  • C = Customer
  • F = Firm
  • The OrderCapacity refers to the OCC account type. C denotes an account that clears in the Customer range at OCC. F denotes an account that clears in the Clearing Firm range at OCC.
59TimeInForceN
  • 0 = DAY (Default) (Expires at end of market day.)
  • 1 = GTC (Order remains until cancelled.)
  • 3 = IOC (Portion not filled immediately is cancelled. Market orders are implicitly IOC.)
  • 4 = FOK (An IOC where the entire size must be filled, else the order will be cancelled back)
  • 6 = GTD (Expires at the date-time specified in the ExpireTime (126) field).
126ExpireTimeNRequired for TimeInForce (59) = 6 (GTD) orders, specifies the date-time (in GMT) that the order expires. Values may be specified at a millisecond level.
110MinQtyN
  • Minimum fill quantity for IOC orders. Ignored for other Simple instrument orders.
  • Not supported for Spread or Options instruments. Spread or Options instrument orders with MinQty specified will be rejected.
77OpenCloseN
  • Indicates status of client position.
  • O = Open
  • C = Close
  • N = None (same as not present)
7692RiskResetN
  • Values may be combined
  • S = Product-level risk/lockout reset (Futures only)
  • F = Firm-level risk/lockout reset (Futures only)
  • C = CustomGroupID lockout reset (Futures only)
  • R = Product-level risk/lockout reset (Options only)
  • I = Firm-level risk/lockout reset (Options only)
  • D = CustomGroupID lockout reset (Options only)
  • Resets by CustomGroupID require FIX Tag (7699) to be populated. Values may be combined together to allow for resets of multiple risk trips or self-imposed lockouts in a single message. For example, FS, SC, FC, and SFC are all acceptable values.
  • The characters may be combined in any order. For example, to "reset all futures", set this field to SFC, which is the equivalent to CFS. To "reset all options", set this field to RID, which is equivalent to DIR. To "reset all futures and options" set the field to SFCRID, which is equivalent to DIRCFS.
  • For more information, see the Cboe Titanium Cboe Futures Exchange Risk Management Specification.
7928PreventMatchN
  • CFE Match Trade Prevention: 3 characters (not space separated):
  • 1st character - MTP Modifier:
  • N = Cancel Newest
  • O = Cancel Oldest
  • B = Cancel Both
  • 2nd character - Unique ID Level:
  • F = Prevent Match at CFE Exchange TPH level
  • M = Prevent Match at EFID Level
  • N = None (do not prevent match at any level)
  • 3rd character - Trading Group ID (optional):
  • TPH-specified alphanumeric value 0-9, A-Z, or a-z.
  • The Unique ID Level (character 2) of both orders must match to prevent a trade. If specified on both orders, Trading Group ID (character 3) must match to prevent a trade.
  • On New Orders, an empty PreventMatch string (NUL filled) results in default Port Attribute settings applied.
439CMTANumberN
  • CMTA Number of the firm that will clear the trade.
  • Must be supplied for CMTA orders and left unspecified for non-CMTA orders.
  • Sent to the OCC in the CMTA CM# field.
440ClearingAccountN
  • This field can be blank or filled out with an optional four character string.
  • This field is recorded and returned in Execution Reports.
  • This field is not sent to the OCC.
  • Available via FIX Drop.
7699CustomGroupIDN
  • Optional TPH-specified ID for the order. Cancellation by CustomGroupID available using Purge Port only.
  • Integer 1-65535
9702CTICodeY
  • 1 = CTI 1: Transactions initiated and executed by an individual TPH for the TPH’s own account, for an account the TPH controls, or for the account in which the TPH has an ownership or financial interest.
  • 2 = CTI 2: Transactions executed for the proprietary account of a clearing TPH or non-clearing TPH.
  • 3 = CTI 3: Transactions where an individual TPH or authorized trader executes for the personal account of another individual TPH, for an account the other individual TPH controls or for an account in which the other individual TPH has an ownership or financial interest.
  • 4 = CTI 4: Any transaction not meeting the definition of CTI 1, 2 or 3. (These should be non-TPH customer transactions).
1028ManualOrderIndicatorY
  • Y = Manual order entry
  • N = Automated order entry
1031CustOrderHandlingInstN
  • Execution source code provided during order entry to describe broker service. A default value can be set using the "Default Customer Order Handling Instruction" port attribute.
  • W = Desk (high touch)
  • Y = Electronic (default)
  • C = Vendor-provided platform, billed by Executing Broker
  • G = Sponsored Access via Exchange API or FIX, provided by executing broker
  • H = Premium algorithmic trading provider, billed by executing broker
  • D = Other, including other-provided screen
25004OEOIDYIdentifies the Order Entry Operator responsible for this message. Minimum and maximum length is 3 and 18 characters, respectively. Characters in ASCII range 33-126 are allowed, except for comma, semicolon, and pipe.
21097FrequentTraderIDN
  • Supplemental customer identifier used for billing related programs.
  • 6 character alphanumeric (0-9, A-Z, or a-z ) value.
  • 555
  • Repeating Group
 NoLegs (Options only) NFor a complex order, the number of legs of the complex instrument specified in Symbol (55). For simple orders OpenClose (77) should be used.
➔564 LegPositionEffect (Options only) N
  • Indicates status of client position in the option for this leg.
  • O = Open
  • C = Close
  • N = None
Standard Message TrailerY
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