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GROUP · SOURCE ID 2245

OrderEntryGrp

Definition

Group of order transactions across one or more instruments.

This is a reusable definition. Requiredness is relative to this structure; its use and conditions in a message remain on that message's page. Version links browse the other dictionary, not an assumed equivalent component.

Direct members

  1. 2428 NoOrderEntriesGroup countFrom usage
  2. Required if NoOrderEntries(2428) > 0.

  3. Unique order entry identification across all entries of a single message. Conditionally required when neither ClOrdID(11) nor OrderID(37) is provided.

  4. 11 ClOrdIDfield

    Conditionally required when neither OrderEntryID(2430) nor OrderID(37) is provided.

  5. Conditionally required when OrderEntryAction(2429) is not "1" (Add), ClOrdID(11) was provided in original order, and message-chaining model is used.

  6. 37 OrderIDfield

    Conditionally required when OrderEntryAction(2429) is not "1" (Add) and neither OrderEntryID(2430) nor ClOrdID(11) is provided.

  7. 40 OrdTypefield

    Conditionally required when OrderEntryAction (2429) = 1 (Add) or 2 (Modify). Only a subset of OrdType(40) values permitted that do not require additional pricing fields other than Price(44) field.

  8. 44 Pricefield

    Conditionally required when OrdType(40) = 2 (Limit)

  9. 54 Sidefield

    Conditionally required when OrderEntryAction(2429) = 1 (Add) or 2 (Modify)

  10. Only subset of values permitted that do not require additional fields

  11. OrderQtyDatacomponent

    Conditionally required when OrderEntryAction(2429) = 1 (Add) or 2 (Modify)

  12. Instrumentcomponent

    Required if NoOrderEntries(2428) > 0.

Used in messages

Direct parent structures

No parent component or group in this snapshot.