Fields
ID (Tag) | Name | Datatype | Description | Pedigree |
|---|---|---|---|---|
| 1 | AIQStrategy | AIQ strategy used on the cancelled order. | ||
| 2 | AppendageLength | The length of the remaining Optional Appendage field. | ||
| 3 | BBOWeightIndicator | 0 = 0-0.2% 1 = 0.2%-1% 2 = 1%-2% 3 = greater than 2% space = unspecified (default) S = Sets the QBBO while joining the NBBO N = Improves the NBBO upon entry | ||
| 4 | BrokenTradeReason | Reason a trade was broken. | ||
| 5 | Capacity | The capacity specified on the order. | ||
| 6 | ClOrdID | Customer order identifier. ClOrdID will not be checked for day-uniqueness for each OUCH account. | ||
| 7 | CrossType | The cross type as entered. | ||
| 8 | CustomerType | R = Retail Designated Order N = Not Retail Designated (default) | ||
| 9 | DecrementShares | The number of shares just decremented from the order. This number is incremental, not cumulative. | ||
| 10 | DiscretionPegOffset | Offset amount for the pegged value of the Discretionary Price. | ||
| 11 | DiscretionPrice | Discretion price for Discretionary Order. | ||
| 12 | DiscretionPriceType | L = limit (default) P = market peg M = midpoint peg R = primary peg | ||
| 13 | Display | The accepted display type for the order. | ||
| 14 | DisplayPrice | Used in the Order Restated Message only. Represents an update of an order’s displayed price. | ||
| 15 | DisplayQuantity | Used in the Order Restated Message only. Represents an update of an order’s displayed quantity (i.e. an order with reserves). | ||
| 16 | EventCode | Indicates if the exchange is open and ready to accept orders. | ||
| 17 | ExecutionPrice | Price at which the trade occurred. | ||
| 18 | ExpireTime | Seconds to live. Must be less than 86400 (number of seconds in a day). | ||
| 19 | Firm | This field should contain all caps. Firm identifier for the order entry firm. One logical OUCH account can potentially enter orders for multiple firms in a Service Bureau configuration. If this field is blank-filled, the default firm for the OUCH account will be used. | ||
| 20 | GroupID | Customer Group ID – identifies specific entity within customer firm. | ||
| 21 | HandleInst | I = imbalance only (CrossType O and C) O = retail order type 1 (CrossType R) T = retail order type 2 (CrossType R) Q = retail price improvement (CrossType R) B = Extended Life + Continuous (CrossType E) D = Direct Listing Capital Raise (CrossType H) R = Retail Price Improvement, Hidden Price Improvement Indicator (CrossType R) | ||
| 22 | InterMarketSweepEligibility | |||
| 23 | LiquidityFlag | Liquidity flag the order would have received. | ||
| 24 | LocateBroker | Broker code from which the locate has been acquired for short sale orders. | ||
| 25 | MatchNumber | Assigned by the exchange to identify the trade. Both the buy and the sell executions participating in the trade will share the same match number. | ||
| 26 | MaxFloor | Represents the portion of your order that you wish to have displayed. | ||
| 27 | MinQty | MinQty must be a round lot. | ||
| 28 | NextUserRefNum | The next available UserRefNum | ||
| 29 | OptionalAppendage | The available options supported. | ||
| 30 | OrderCancelReason | Reason the order was canceled. | ||
| 31 | OrderReferenceNumber | The day-unique Order Reference Number assigned by NASDAQ to this order. | ||
| 32 | OrderRejectReason | Reason the order was rejected. | ||
| 33 | OrderRestateReason | Reason the order was reduced. | ||
| 34 | OrderState | Used to denote that an order entry or replace was accepted and then automatically canceled and that no further messages will be received for that order. | ||
| 35 | OrigUserRefNum | This must be filled out with the Order UserRefNum sent on the Enter Order Message or last Replace Order Message. | ||
| 36 | PegOffset | Offset amount for the pegged value. | ||
| 37 | PostOnly | P = Post Only (Mid-point Post Only not available on BX) N = No (default) | ||
| 38 | Price | The price of the order. | ||
| 39 | PriceType | L = limit (default) P = market peg M = midpoint peg R = primary peg Q = market maker peg m = midpoint | ||
| 40 | Quantity | Total number of shares. Must be greater than zero and less than 1,000,000. | ||
| 41 | QuantityPreventedFromTrading | Shares that would have executed if the trade would have occurred. | ||
| 42 | RandomReserves | Shares to do random reserve with. | ||
| 43 | Route | |||
| 44 | SecondaryOrdRefNum | An alternative order reference number used when publishing the order on the Nasdaq market data feeds (identifying, for example, the displayed portion of a reserve order). | ||
| 45 | SharesLocated | Shares located for short sale order. Y = yes N = no (default) | ||
| 46 | Side | B = buy S = sell T = sell short E = sell short exempt | ||
| 47 | Symbol | Stock Symbol. | ||
| 48 | TimeInForce | Corresponds to TimeInForce (59) in Nasdaq FIX. | ||
| 49 | Timestamp | Expressed as nanoseconds since midnight. | ||
| 50 | TradeNow | Y = yes N = no (default) | ||
| 51 | Type | Identifies the message type. | ||
| 52 | UserRefIdx | User Reference Index - identifies the channel within the given port. | ||
| 53 | UserRefNum | UserRefNum must be day-unique and strictly increasing for each OUCH account. |
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