ManualOrderIndicator (1028) not present in Multileg messages

ManualOrderIndicator (tag 1028) has been used by CME for some time and is now being recommended by ICE as as well (see https://www.theice.com/publicdocs/futures/IFUS_Tag_1028_FAQ.pdf). It is available in NewOrderSingle and its corresponding replace message, but is not available in NewOrderMultileg (type AB) or its replace message. The only component it is present in is ListOrderGrp but that itself is not in the Multileg messages either.

What is the standard-compliant way of supplying this value for Multileg orders?

The ideal approach is for ICE as a FIX member to submit a Gap Analysis directly to the FIX Global Technical Committee to add the ManualOrderIndicator(1028) to additional FIX messages. The field was added about 15 years ago in the context of the OATS Phase III Extension (EP9) but the requirement had only been for single leg orders at the time.

It makes sense to add the field to the root level of the NewOrderMultileg(35=AB), MultilegOrderCancelReplace(35=AC), and NewOrderCross(35=c) messages. You should be suggesting the addition to your counterparties. You can also add an entry to the forum entry for errors and omissions found here. It is not an error but nowadays we would see this as an omission and ensure that new tags are added to all messages of a group (e.g. order handling) if applicable.

Thank you Hanno, that’s fair. I will add an entry to the forum as you suggest.

In the interim I will add it to the root of those messages in my buyside ROE, even though that breaks strict compatibility.

Agree but that is better than creating a user-defined field that nobody else has (or would probably use).