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A Stop Limit Order is entered with the New Order Single (Tag 35=D) message. Following are the most relevant tags to build a Stop Limit Order.

Tag 40=4OrdTypeSpecifier of Stop Limit Order Type
Tag 44PriceLimit Price
Tag 99StopPxStop Price
Tag 48SecurityIDMarket for which the order is sent
Tag 55SymbolContract for which the order is sent
Tag 207SecurityExchangeExchange for which the order is sent
Tag 167SecurityTypeSecurity Type (e.g. Futures) of this specific market

Stop Limit Order
>> 2/21/2013 5:38:38 PM [FIXNEWORDER] 34=112|49=T4Example|56=T4|50=TraderName|52=20130221-23:38:38.024|1=Account1|11=fn-634970651180248875|48=CME_20130300_ESH3|55=ES|207=CME_Eq|54=1|38=1|40=4|44=150025|99=149975|59=0|167=FUT|21=1|60=20130221-23:38:38.024|204=0|
[FIXNEWORDER]
[MsgSeqNum] 34 = 112
[SenderCompID] 49 = T4Example
[TargetCompID] 56 = T4
[SenderSubID] 50 = TraderName
[SendingTime] 52 = 20130221-23:38:38.024
[Account] 1 = Account1
[ClOrdID] 11 = fn-634970651180248875
[SecurityID] 48 = CME_20130300_ESH3
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[Side] 54 = 1 (BUY)
[OrderQty] 38 = 1
[OrdType] 40 = 4 (STOP_LIMIT)
[Price] 44 = 150025
[StopPx] 99 = 149975
[TimeInForce] 59 = 0 (DAY)
[SecurityType] 167 = FUT (FUTURE)
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[TransactTime] 60 = 20130221-23:38:38.024
[CustomerOrFirm] 204 = 0 (CUSTOMER)

Stop Limit Order Response
<< 2/21/2013 5:38:38 PM [fixexecutionreport] 34=158|49=T4|56=T4Example|50=T4FIX|52=20130221-23:38:38.056|143=US,IL|1=Account1|11=fn-634970651180248875|17=48012.6417472181_ESH3.6349706511918800006.1.05B36AD9|150=0|37=05B36AD9-EC56-4204-95FC-1BB80A5B9529|39=0|48=CME_20130300_ESH3|55=ES|207=CME_Eq|200=201303|59=0|107=E-mini S&P 500 Mar13|54=1|167=FUT|38=1|40=4|44=150025|99=149975|60=20130221-23:38:39.188|21=1|204=0|
[FIXEXECUTIONREPORT]
[MsgSeqNum] 34 = 158
[SenderCompID] 49 = T4
[TargetCompID] 56 = T4Example
[SenderSubID] 50 = T4FIX
[SendingTime] 52 = 20130221-23:38:38.056
[TargetLocationID] 143 = US,IL
[Account] 1 = Account1
[ClOrdID] 11 = fn-634970651180248875
[ExecID] 17 = 48012.6417472181_ESH3.6349706511918800006.1.05B36AD9
[ExecType] 150 = 0 (NEW)
[OrderID] 37 = 05B36AD9-EC56-4204-95FC-1BB80A5B9529
[OrdStatus] 39 = 0 (NEW)
[SecurityID] 48 = CME_20130300_ESH3
[Symbol] 55 = ES
[SecurityExchange] 207 = CME_Eq
[MaturityMonthYear] 200 = 201303
[TimeInForce] 59 = 0 (DAY)
[SecurityDesc] 107 = E-mini S&P 500 Mar13
[Side] 54 = 1 (BUY)
[SecurityType] 167 = FUT (FUTURE)
[OrderQty] 38 = 1
[OrdType] 40 = 4 (STOP_LIMIT)
[Price] 44 = 150025
[StopPx] 99 = 149975
[TransactTime] 60 = 20130221-23:38:39.188
[HandlInst] 21 = 1 (AUTOMATED_EXECUTION_ORDER_PRIVATE_NO_BROKER_INTERVENTION)
[CustomerOrFirm] 204 = 0 (CUSTOMER)

Further details on the tags used for this order type are described in the dictionary of the New Order Single message.

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