Definition
The NewOrderCross(35=s) message is used to submit a cross order into a market. The cross order contains two orders, a buy and a sell. The cross order is identified by its CrossID(548).
Message structure 4147 distinct fields
Source order, including nested components and groups. Group counts precede the repeated entries. “Required here” is relative to the enclosing component or group, not unconditional in the message. A dash means not marked required; conditional requirements remain in the source notes. This is a reference, not a counterparty-specific validator.
Nested fields load when needed. Open the full static layout (also works without JavaScript).
StandardHeaderComponentRequired
MsgType = s (lowercase S)
StandardHeader definition & usage →
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RootPartiesRepeating groupCount tag 1116—
Used for acting parties that applies to the whole message, not individual sides.
RootParties definition & usage →
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SideCrossOrdModGrpRepeating groupCount tag 552Required
Must be 1 or 2
1 or 2 if CrossType=1
2 otherwise
SideCrossOrdModGrp definition & usage →
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InstrumentComponentRequired
Instrument definition & usage →
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UndInstrmtGrpRepeating groupCount tag 711—
Number of underlyings
UndInstrmtGrp definition & usage →
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InstrmtLegGrpRepeating groupCount tag 555—
Number of Legs
InstrmtLegGrp definition & usage →
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Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values.
Can contain multiple instructions, space delimited. If OrdType=P, exactly one of the following values (ExecInst = L, R, M, P, O, T, or W) must be specified.
DisplayInstructionComponent—
DisplayInstruction definition & usage →
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TrdgSesGrpRepeating groupCount tag 386—
Specifies the number of repeating TradingSessionIDs
TrdgSesGrp definition & usage →
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Used to identify soft trades at order entry.
Useful for verifying security identification
Required for short sell orders
Time this order request was initiated/released by the trader, trading system, or intermediary.
A date and time stamp to indicate when this order was booked with the agent prior to submission to the VMU
StipulationsRepeating groupCount tag 232—
Stipulations definition & usage →
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Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc.
Required for OrdType = "Stop" or OrdType = "Stop limit".
TriggeringInstructionComponent—
TriggeringInstruction definition & usage →
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SpreadOrBenchmarkCurveDataComponent—
SpreadOrBenchmarkCurveData definition & usage →
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YieldDataComponent—
YieldData definition & usage →
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Required for Previously Indicated Orders (OrdType=E)
Required for Previously Quoted Orders (OrdType=D)
Absence of this field indicates Day order
Can specify the time at which the order should be considered valid
Conditionally required if TimeInForce = GTD and ExpireTime is not specified.
Conditionally required if TimeInForce = GTD and ExpireDate is not specified.
States whether executions are booked out or accumulated on a partially filled GT order
Conditionally required when TimeInForce(59)=10 (Good for Time)
PegInstructionsComponent—
PegInstructions definition & usage →
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DiscretionInstructionsComponent—
DiscretionInstructions definition & usage →
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The target strategy of the order
StrategyParametersGrpRepeating groupCount tag 957—
Strategy parameter block
StrategyParametersGrp definition & usage →
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For further specification of the TargetStrategy
Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate.
For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume)
For CIV - Optional
Reference to Registration Instructions message for this Order.
Supplementary registration information for this Order
StandardTrailerComponentRequired
StandardTrailer definition & usage →
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