Usage
Moment sends a New Order Single to the Venue to initiate a new limit order.
Schema
Field Name | Tag | Required | Description |
|---|---|---|---|
StandardHeader | |||
ClOrdID | 11 | Y | Unique identifier of the message assigned by Moment. |
SettlDate | 64 | N | The settlement date of the trade, in YYYYMMDD format. |
OrdType | 40 | Y | Always "2" = Limit. |
QuoteID | 117 | Y | Unique ID of the quote against which Moment is routing the order. This should correspond to the MDEntryID of a MDIR message that the Venue previously sent to Moment. |
TimeInForce | 59 | N | If not provided, Day will be assumed. "0" = Day. The order will exist at the provided limit price until the end of the trading session. At end of session, it will be canceled by the venue. "3" = Immediate or Cancel (IOC). The order is filled immediately, for as much quantity is available. If the order is not fully filled, the remaining quantity will be canceled. Partial fills are possible. "4" = Fill or Kill (FOK). The order is filled immediately, but only if it can be fully filled. Otherwise, it will be canceled. Partial fills are not possible. |
OrderQty | 38 | Y | The size of the order in par value. |
Side | 54 | Y | ”1” = Buy |
Price | 44 | Y | Limit price. |
PriceType | 423 | Y | Always ”1” = Price/Percentage. |
SecurityID | 48 | Y | The ID of the security. |
SecurityIDSource | 22 | Y | Always "4" = ISIN. |
TransactTime | 60 | Y | The time the order was created (GMT). |
NoPartyIDs | 453 | N | May be optionally unset, with prior agreement between Moment and the Venue on booking details. |
=>PartyID | 448 | Y | If 447 = "C", the four-character MPID of the counterparty. |
=>PartyIDSource | 447 | Y | "C" = MPID |
=>PartyRole | 452 | Y | As described in the FIX.4.4 spec for tag 452=PartyRole. |
StandardTrailer |