NewOrderSingle (D)

The NewOrderSingle (D) message is used to submit an order to the exchange.

The exchange will respond with an ExecutionReport (8) message.

Tag	FieldName	Data type	Req’d	Comments
StandardHeader			Y	MsgType = D SenderSubID (50) is required (entering trader).
11	ClOrdID	String [20]	Y	Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.). Uniqueness must be guaranteed by the buy-side within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods, should ensure uniqueness across days, for example by embedding a date within the ClOrdID field.
453	NoPartyIDs	NumInGroup		Number of PartyID (448), PartyIDSource (447), and PartyRole (452) entries
> 448	PartyID	String [*]		Used to identify the Party. Required if NoPartyIDs (453) > 0 See PartyRole (452) for number of characters allowed for each type.
> 447	PartyIDSource	char		Used to identify the class of PartyID (448). Required if NoPartyIDs (453) > 0 Valid values C = Participant identifier
> 452	PartyRole	int		Identifies the type or role of the PartyID (448) specified. Required if NoPartyIDs (453) > 0 Valid values 3 = Client ID (ASIC MIR Regulatory Data: Origin of order) [32 characters] 5 = Investor ID (ASIC MIR Regulatory Data: Intermediary id) [32 characters] 24 = Customer Account [255 characters]
55	Symbol	String [100]		Marketplace text identifier for a security. This corresponds to the ‘Security Code’ field from the ITCH Orderbook Directory message. Ignored if SecurityID (48) is specified.
48	SecurityID	String [10]		Unique marketplace assigned integer identifier for an orderbook, providing fast lookup. This corresponds to the ‘Orderbook’ field from the ITCH Orderbook Directory message. Required if Symbol (55) is not specified.
22	SecurityIDSource	String		Identifies the source of the SecurityID (48) value. Required if SecurityID (48) specified. Valid values M = Marketplace assigned identifier
762	SecurityISubType	String [20]		The Board on which the Symbol is listed. Corresponds to the Board field from the ITCH Orderbook Directory [R] message. Ignored if SecurityID (48) is specified. If not specified, the main Board for the security.
18	ExecInst	MultiChar		Instructions for order handling. If more than one instruction is applicable to an order, this field can contain multiple instructions separated by space. Valid values o = Cancel on logoff or connection loss
38	OrderQty	Qty	Y	Total order quantity.
1138	DisplayQty	Qty		Specifies the disclosed volume on hidden/iceberg orders.
110	MinQty	Qty		Specifies the minimum fill quantity.
40	OrdType	char	Y	Indicates the type of order. Valid values 1 = Market; the Price (44) field is not used, the order executes against the best priced order(s) on the opposite side. 2 = Limit; the Price (44) field is specified and the order will execute at this price or better.
44	Price	Price		Price per unit quantity Required if OrdType=Limit (40=2). Ignored if OrdType=Market (40=1).
54	Side	char	Y	Side of the order. Valid values 1 = Buy 2 = Sell 5 = Short Sell
60	TransactTime	UTCTimeStamp	Y	Timestamp when the business transaction represented by the message occurred.
59	TimeInForce	char	N	Specifies how long the order remains in effect. Absence of this field is interpreted as Day (59=0). Valid values 0 = Day: An order that, if not executed expires at the end of the trading day on which it was entered. 1 = Good Till Cancel (GTC): An order to buy or sell that remains in effect until it is either executed or canceled. 3 = Immediate Or Cancel (IOC): An order that is to be executed in whole or in part as soon as it is available in the market; any portion not so executed is to be canceled. 4 = Fill Or Kill (FOK): An order that is to be executed in its entirety as soon as it is available in the market; if not so executed, the order is to be canceled. 6 = Good Till Date (GTD): An order that remains in effect until it expires, defined by ExpireDate (432). Good till time orders are not supported.
432	ExpireDate	LocalMktDate		Date of order expiration (last day the order can trade), always expressed in terms of the local market date. Required if TimeInForce=GTD (59=6).
528	OrderCapacity	char	N	ASIC MIR Regulatory data: Capacity of participant Valid values A = Agency P = Principal M = Mixed
20013	WholesaleIndicator	char	N	ASIC MIR Regulatory data: Directed wholesale indicator for agency orders and transactions. Valid values Y = Yes N = No (Default)
Standard Trailer			Y