FIX.4.0 reference

Date
2019-09-24
Generated by
Erik Rigtorp <erik@rigtorp.se>

Table Of Contents

Datatypes

Name Base type Example Description Added
int Sequence of digits without commas or decimals and optional sign character (ASCII characters "-" and "0" - "9" ). The sign character utilizes one byte (i.e. positive int is "99999" while negative int is "-99999"). Note that int values may contain leading zeros (e.g. "00023" = "23").
Examples:
723 in field 21 would be mapped int as |21=723|.
-723 in field 12 would be mapped int as |12=-723|
The following data types are based on int.		 FIX.2.7
float Sequence of digits with optional decimal point and sign character (ASCII characters "-", "0" - "9" and "."); the absence of the decimal point within the string will be interpreted as the float representation of an integer value. All float fields must accommodate up to fifteen significant digits. FIX.2.7
char Alpha-numeric free format strings, can include any character or punctuation except the delimiter. All char fields are case sensitive. FIX.2.7
time Time/date combination in YYYYMMDD-HH:MM:SS format, colons and dash required. Valid values: YYYY = 0000-9999, MM = 01-12, DD = 01-31, HH = 00-23, MM = 00-59, SS = 00-59. FIX.4.0
date Date in YYYYMMDD format. Valid values: YYYY = 0000-9999, MM = 01-12, DD = 01-31. FIX.4.0
data Raw data with no format or content restrictions. Data fields are always immediately preceded by a length field. Caution: may contain the delimiter (SOH) character. FIX.2.7

Fields

Tag Name Type Description Added Updated Deprecated
1 Account char Account mnemonic as agreed between broker and institution. FIX.2.7
2 AdvId int Unique identifier of advertisement message FIX.2.7
3 AdvRefID int Reference identifier used with CANCEL and REPLACE transaction types. FIX.2.7
4 AdvSide char Broker's side of advertised trade
Value SymbolicName Description Added Updated Deprecated
B Buy Buy FIX.2.7
S Sell Sell FIX.2.7
T Trade Trade FIX.2.7
X Cross Cross FIX.2.7
FIX.2.7
5 AdvTransType char Identifies advertisement message transaction type
Value SymbolicName Description Added Updated Deprecated
C Cancel Cancel FIX.2.7
N New New FIX.2.7
R Replace Replace FIX.2.7
FIX.2.7
6 AvgPx float Calculated average price of all fills on this order. FIX.2.7
7 BeginSeqNo int Message sequence number of first record in range to be resent FIX.2.7
8 BeginString char Identifies beginning of new message and protocol version. ALWAYS FIRST FIELD IN MESSAGE. (Always unencrypted) FIX.2.7
9 BodyLength int Message length, in bytes, forward to the CheckSum field. ALWAYS SECOND FIELD IN MESSAGE. (Always unencrypted) FIX.2.7
10 CheckSum char Three byte, simple checksum (see Appendix B for description). ALWAYS LAST FIELD IN RECORD; i.e. serves, with the trailing , as the end-of-record delimiter. Always defined as three characters. (Always unencrypted) FIX.2.7
11 ClOrdID char Unique identifier for Order as assigned by institution. Uniqueness must be guaranteed within a single trading day. Firms which electronically submit multi-day orders should consider embedding a date within the ClOrderID field to assure uniqueness across days. FIX.2.7
12 Commission float Commission FIX.2.7
13 CommType char Commission type
Value SymbolicName Description Added Updated Deprecated
1 PerUnit per share FIX.2.7
2 Percent percentage FIX.2.7
3 Absolute absolute FIX.2.7
FIX.2.7
14 CumQty int Total number of shares filled.
Valid values:
(0 - 1000000000) 		FIX.2.7
15 Currency char Identifies currency used for price, Absence of this field in a message is interpreted as US dollars. See Appendix A for information on obtaining valid values. FIX.2.7
16 EndSeqNo int Message sequence number of last record in range to be resent. If request is for a single record BeginSeqNo = EndSeqNo. If request is for all messages subsequent to a particular message, EndSeqNo = "999999" FIX.2.7
17 ExecID int Unique identifier of execution message as assigned by broker (will be 0 (zero) for ExecTransType=3 (Status)).
Uniqueness must be guaranteed within a single trading day. Firms which accept multi-day orders should consider embedding a date within the ExecID field to assure uniqueness across days. 		FIX.2.7
18 ExecInst char Instructions for order handling on exchange trading floor. If more than one instruction is applicable to an order, this field can contain multiple instructions separated by space.
Value SymbolicName Description Added Updated Deprecated
0 StayOnOfferSide Stay on offerside FIX.2.7
1 NotHeld Not held FIX.2.7
2 Work Work FIX.2.7
3 GoAlong Go along FIX.2.7
4 OverTheDay Over the day FIX.2.7
5 Held Held FIX.2.7
6 ParticipateDoNotInitiate Participate don't initiate FIX.2.7
7 StrictScale Strict scale FIX.2.7
8 TryToScale Try to scale FIX.2.7
9 StayOnBidSide Stay on bidside FIX.2.7
A NoCross No cross FIX.2.7
B OKToCross OK to cross FIX.2.7
C CallFirst Call first FIX.2.7
D PercentOfVolume Percent of volume FIX.2.7
E DoNotIncrease Do not increase - DNI FIX.2.7
F DoNotReduce Do not reduce - DNR FIX.2.7
G AllOrNone All or none - AON FIX.2.7
I InstitutionsOnly Institutions only FIX.3.0
L LastPeg Last peg (last sale) FIX.3.0
M MidPricePeg Mid-price peg (midprice of inside quote) FIX.3.0
N NonNegotiable Non-negotiable FIX.3.0
O OpeningPeg Opening peg FIX.3.0
P MarketPeg Market peg FIX.3.0
R PrimaryPeg Primary peg (primary market - buy at bid/sell at offer) FIX.3.0
S Suspend Suspend FIX.3.0
FIX.2.7
19 ExecRefID int Reference identifier used with Cancel and Correct transaction types. FIX.2.7
20 ExecTransType char Identifies transaction type
Value SymbolicName Description Added Updated Deprecated
0 New New FIX.2.7
1 Cancel Cancel FIX.2.7
2 Correct Correct FIX.2.7
3 Status Status FIX.2.7
FIX.2.7
21 HandlInst char Instructions for order handling on Broker trading floor
Value SymbolicName Description Added Updated Deprecated
1 AutomatedExecutionNoIntervention Automated execution order, private, no Broker intervention FIX.2.7
2 AutomatedExecutionInterventionOK Automated execution order, public, Broker intervention OK FIX.2.7
3 ManualOrder Manual order, best execution FIX.2.7
FIX.2.7
22 IDSource char Identifies class of alternative SecurityID
100+ are reserved for private security identifications
Value SymbolicName Description Added Updated Deprecated
1 CUSIP CUSIP FIX.2.7
2 SEDOL SEDOL FIX.2.7
3 QUIK QUIK FIX.2.7
4 ISINNumber ISIN number FIX.3.0
5 RICCode RIC code FIX.3.0
FIX.2.7
23 IOIid int Unique identifier of IOI message. FIX.2.7
24 IOIOthSvc char Indicates if, and on which other services, the indication has been advertised. Each character represents an additional service (e.g. if on Bridge and Autex, field = BA, if only on Autex, field = A)
Value SymbolicName Description Added Updated Deprecated
A Autex Autex FIX.2.7
B Bridge Bridge FIX.2.7
FIX.2.7
25 IOIQltyInd char Relative quality of indication
Value SymbolicName Description Added Updated Deprecated
H High High FIX.2.7
L Low Low FIX.2.7
M Medium Medium FIX.2.7
FIX.2.7
26 IOIRefID int Reference identifier used with CANCEL and REPLACE, transaction types. FIX.2.7
27 IOIShares char Number of shares in numeric or relative size.
Value SymbolicName Description Added Updated Deprecated
L Large Large FIX.4.4EP25
M Medium Medium FIX.4.4EP25
S Small Small FIX.4.4EP25
FIX.2.7
28 IOITransType char Identifies IOI message transaction type
Value SymbolicName Description Added Updated Deprecated
C Cancel Cancel FIX.2.7
N New New FIX.2.7
R Replace Replace FIX.2.7
FIX.2.7
29 LastCapacity char Broker capacity in order execution
Value SymbolicName Description Added Updated Deprecated
1 Agent Agent FIX.2.7
2 CrossAsAgent Cross as agent FIX.2.7
3 CrossAsPrincipal Cross as principal FIX.2.7
4 Principal Principal FIX.2.7
FIX.2.7
30 LastMkt char Market of execution for last fill
Valid values:
See Appendix C 		FIX.2.7
31 LastPx float Price of last fill. Field not required for ExecTransType = 3 (Status) FIX.2.7
32 LastShares int Quantity of shares bought/sold on this fill. Field not required for ExecTransType = 3 (Status) FIX.2.7
33 LinesOfText int Identifies number of lines of text body FIX.2.7
34 MsgSeqNum int Integer message sequence number. FIX.2.7
35 MsgType char Defines message type. ALWAYS THIRD FIELD IN MESSAGE. (Always unencrypted)
Note: A "U" as the first character in the MsgType field indicates that the message format is privately defined between the sender and receiver.
Value SymbolicName Description Added Updated Deprecated
0 Heartbeat Heartbeat FIX.2.7
1 TestRequest Test Request FIX.2.7
2 ResendRequest Resend Request FIX.2.7
3 Reject Reject FIX.2.7
4 SequenceReset Sequence Reset FIX.2.7
5 Logout Logout FIX.2.7
6 IOI Indication of Interest FIX.2.7
7 Advertisement Advertisement FIX.2.7
8 ExecutionReport Execution Report FIX.2.7
9 OrderCancelReject Order Cancel Reject FIX.2.7
A Logon Logon FIX.2.7
B News News FIX.2.7
C Email Email FIX.2.7
D NewOrderSingle Order - Single FIX.2.7
E NewOrderList Order - List FIX.2.7
F OrderCancelRequest Order Cancel Request FIX.2.7
G OrderCancelReplaceRequest Order Cancel/Replace Request FIX.2.7
H OrderStatusRequest Order Status Request FIX.2.7
J AllocationInstruction Allocation FIX.2.7
K ListCancelRequest List Cancel Request FIX.2.7
L ListExecute List Execute FIX.2.7
M ListStatusRequest List Status Request FIX.2.7
N ListStatus List Status FIX.2.7
P AllocationInstructionAck Allocation ACK FIX.2.7
Q DontKnowTrade Dont Know Trade (DK) FIX.4.0
R QuoteRequest Quote Request FIX.4.0
S Quote Quote FIX.4.0
FIX.2.7
36 NewSeqNo int New sequence number
Valid values:
0 - 999999 		FIX.2.7
37 OrderID char Unique identifier for Order as assigned by broker. Uniqueness must be guaranteed within a single trading day. Firms which accept multi-day orders should consider embedding a date within the OrderID field to assure uniqueness across days. FIX.2.7
38 OrderQty int Number of shares ordered FIX.2.7
39 OrdStatus char Identifies current status of order.
Value SymbolicName Description Added Updated Deprecated
0 New New FIX.2.7
1 PartiallyFilled Partially filled FIX.2.7
2 Filled Filled FIX.2.7
3 DoneForDay Done for day FIX.2.7
4 Canceled Canceled FIX.2.7
5 Replaced Replaced FIX.4.4EP35
6 PendingCancel Pending Cancel/Replace FIX.2.7
7 Stopped Stopped FIX.2.7
8 Rejected Rejected FIX.2.7
9 Suspended Suspended FIX.3.0
A PendingNew Pending New FIX.3.0
B Calculated Calculated FIX.4.0
C Expired Expired FIX.4.0
FIX.2.7
40 OrdType char Order type.
Value SymbolicName Description Added Updated Deprecated
1 Market Market FIX.2.7
2 Limit Limit FIX.2.7
3 Stop Stop FIX.2.7
4 StopLimit Stop limit FIX.2.7
5 MarketOnClose Market on close FIX.2.7
6 WithOrWithout With or without FIX.2.7
7 LimitOrBetter Limit or better FIX.2.7
8 LimitWithOrWithout Limit with or without FIX.2.7
9 OnBasis On basis FIX.2.7
A OnClose On close FIX.2.7
B LimitOnClose Limit on close FIX.2.7
C ForexMarket Forex FIX.4.0
D PreviouslyQuoted Previously quoted FIX.4.0
E PreviouslyIndicated Previously indicated FIX.4.0
P Pegged Pegged (requires ExecInst = L, R, M, P or O) FIX.3.0
FIX.2.7
41 OrigClOrdID char Original order id as assigned by the institution, used to identify original order in cancel and cancel/replace requests. FIX.2.7
42 OrigTime time Time of message origination (always expressed in GMT) FIX.2.7
43 PossDupFlag char Indicates possible retransmission of message with this sequence number
Value SymbolicName Description Added Updated Deprecated
N OriginalTransmission Original transmission FIX.2.7
Y PossibleDuplicate Possible duplicate FIX.2.7
FIX.2.7
44 Price float Price per share FIX.2.7
45 RefSeqNum int Reference message sequence number FIX.2.7
46 RelatdSym char Symbol of issue related to story. Can be repeated within message to identify multiple companies. FIX.2.7
47 Rule80A char Indicates order type upon which exchange Rule 80A is applied.
Value SymbolicName Description Added Updated Deprecated
A AgencySingleOrder Agency single order FIX.2.7
C ProprietaryNonAlgo Program Order, non-index arb, for Member firm/org FIX.2.7
D ProgramOrderMember Program Order, index arb, for Member firm/org FIX.2.7
I IndividualInvestor Individual Investor, single order FIX.2.7
J ProprietaryAlgo Program Order, index arb, for individual customer FIX.2.7
K AgencyAlgo Program Order, non-index arb, for individual customer FIX.2.7
M ProgramOrderOtherMember Program Order, index arb, for other member FIX.2.7
N AgentForOtherMember Program Order, non-index arb, for other member FIX.2.7
U AgencyIndexArb Program Order, index arb, for other agency FIX.2.7
W AllOtherOrdersAsAgentForOtherMember All other orders as agent for other member FIX.2.7
Y AgencyNonAlgo Program Order, non-index arb, for other agency FIX.2.7
FIX.2.7
48 SecurityID char CUSIP or other alternate security identifier FIX.2.7
49 SenderCompID char Assigned value used to identify firm sending message. FIX.2.7
50 SenderSubID char Assigned value used to identify specific message originator (desk, trader, etc.) FIX.2.7
52 SendingTime time Time of message transmission (always expressed in GMT) FIX.2.7
53 Shares int Number of shares FIX.2.7
54 Side char Side of order
Value SymbolicName Description Added Updated Deprecated
1 Buy Buy FIX.2.7
2 Sell Sell FIX.2.7
3 BuyMinus Buy minus FIX.2.7
4 SellPlus Sell plus FIX.2.7
5 SellShort Sell short FIX.2.7
6 SellShortExempt Sell short exempt FIX.2.7
FIX.2.7
55 Symbol char Ticker symbol FIX.2.7
56 TargetCompID char Assigned value used to identify receiving firm. FIX.2.7
57 TargetSubID char Assigned value used to identify specific individual or unit intended to receive message. "ADMIN" reserved for administrative messages not intended for a specific user. FIX.2.7
58 Text char Free format text string FIX.2.7
59 TimeInForce char Specifies how long the order remains in effect. Absence of this field is interpreted as DAY.
Value SymbolicName Description Added Updated Deprecated
0 Day Day FIX.2.7
1 GoodTillCancel Good Till Cancel (GTC) FIX.2.7
2 AtTheOpening At the Opening (OPG) FIX.2.7
3 ImmediateOrCancel Immediate or Cancel (OC) FIX.2.7
4 FillOrKill Fill or Kill (FOK) FIX.2.7
5 GoodTillCrossing Good Till Crossing (GTX) FIX.2.7
6 GoodTillDate Good Till Date FIX.4.0
FIX.2.7
60 TransactTime time Time of execution/order creation (expressed in GMT) FIX.2.7
61 Urgency char Urgency flag
Value SymbolicName Description Added Updated Deprecated
0 Normal Normal FIX.2.7
1 Flash Flash FIX.2.7
2 Background Background FIX.2.7
FIX.2.7
62 ValidUntilTime time Indicates expiration time of indication message (always expressed in GMT) FIX.2.7
63 SettlmntTyp char Indicates order settlement period. Absence of this field is interpreted as Regular. Regular is defined as the default settlement period for the particular security on the exchange of execution.
Value SymbolicName Description Added Updated Deprecated
0 Regular Regular FIX.2.7
1 Cash Cash FIX.2.7
2 NextDay Next Day FIX.2.7
3 TPlus2 T+2 FIX.2.7
4 TPlus3 T+3 FIX.2.7
5 TPlus4 T+4 FIX.2.7
6 Future Future FIX.2.7
7 WhenAndIfIssued When Issued FIX.2.7
8 SellersOption Sellers Option FIX.2.7
9 TPlus5 T+ 5 FIX.3.0
FIX.2.7
64 FutSettDate date Specific date of trade settlement in YYYYMMDD format. Required when SettlmntTyp = 6 (Future) or SettlmntTyp = 8 (Sellers Option). (expressed in local time at place of settlement) FIX.2.7
65 SymbolSfx char Additional information about the security (e.g. preferred, warrants, etc.). Absence of this field indicates common.
Valid values:
As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory 		FIX.2.7
66 ListID char Customer assigned listUnique identifier for list as assigned by institution, used to associate multiple individual orders. Uniqueness must be guaranteed within a single trading day. Firms which generate multi-day orders should consider embedding a date within the ListID field to assure uniqueness across days. FIX.2.7
67 ListSeqNo int Sequence of individual order within list (i.e. ListSeqNo of ListNoOrds, 2 of 25, 3 of 25, . . . ) FIX.2.7
68 ListNoOrds int Total number of orders within list (i.e. ListSeqNo of ListNoOrds, e.g. 2 of 25, 3 of 25, . . . ) FIX.2.7
69 ListExecInst char Free format text message containing list handling and execution instructions. FIX.2.7
70 AllocID int Unique identifier for allocation record. FIX.2.7
71 AllocTransType char Identifies allocation transaction type
Value SymbolicName Description Added Updated Deprecated
0 New New FIX.2.7
1 Replace Replace FIX.2.7
2 Cancel Cancel FIX.2.7
FIX.2.7
72 RefAllocID int Reference identifier to be used with Replace and Cancel AllocTransType records. FIX.2.7
73 NoOrders int Indicates number of orders to be combined for average pricing and allocation. FIX.2.7
74 AvgPrxPrecision int Indicates number of decimal places to be used for average pricing. Absence of this field indicates that default precision arranged by the broker/institution is to be used. FIX.2.7
75 TradeDate date Indicates date of trade referenced in this record in YYYYMMDD format. Absence of this field indicates current day (expressed in local time at place of trade). FIX.2.7
76 ExecBroker char Identifies executing / give-up broker. Standard NASD market-maker mnemonic is preferred. FIX.2.7
77 OpenClose char For options only. FIX.2.7
78 NoAllocs int Number of AllocAccount/AllocShares/ProcessCode instances included in allocation record. FIX.2.7
79 AllocAccount char Sub-account mnemonic FIX.2.7
80 AllocShares int Number of shares to be allocated to specific sub-account FIX.2.7
81 ProcessCode char Processing code for sub-account. Absence of this field in AllocAccount / AllocShares / ProcessCode instance indicates regular trade.
Value SymbolicName Description Added Updated Deprecated
0 Regular regular FIX.2.7
1 SoftDollar soft dollar FIX.2.7
2 StepIn step-in FIX.2.7
3 StepOut step-out FIX.2.7
4 SoftDollarStepIn soft-dollar step-in FIX.2.7
5 SoftDollarStepOut soft-dollar step-out FIX.2.7
6 PlanSponsor plan sponsor FIX.4.0
FIX.2.7
82 NoRpts int Total number of reports within series. FIX.2.7
83 RptSeq int Sequence number of message within report series. FIX.2.7
84 CxlQty int Total number of shares canceled for this order. FIX.2.7
85 NoDlvyInst int Number of delivery instruction fields to follow FIX.2.7
86 DlvyInst char Free format text field to indicate delivery instructions FIX.2.7
87 AllocStatus int Identifies status of allocation.
Value SymbolicName Description Added Updated Deprecated
0 Accepted accepted (successfully processed) FIX.2.7
1 BlockLevelReject rejected FIX.2.7
2 AccountLevelReject partial accept FIX.2.7
3 Received received (received, not yet processed) FIX.4.0
FIX.2.7
88 AllocRejCode int Identifies reason for rejection.
Value SymbolicName Description Added Updated Deprecated
0 UnknownAccount unknown account(s) FIX.2.7
1 IncorrectQuantity incorrect quantity FIX.2.7
2 IncorrectAveragegPrice incorrect average price FIX.2.7
3 UnknownExecutingBrokerMnemonic unknown executing broker mnemonic FIX.2.7
4 CommissionDifference commission difference FIX.2.7
5 UnknownOrderID unknown OrderID FIX.2.7
6 UnknownListID unknown ListID FIX.2.7
7 OtherSeeText other FIX.2.7
FIX.2.7
89 Signature data Electronic signature FIX.2.7
90 SecureDataLen Length Length of encrypted message FIX.2.7
91 SecureData data Actual encrypted data stream FIX.2.7
92 BrokerOfCredit char Broker to receive trade credit FIX.2.7
93 SignatureLength Length Number of bytes in signature field. FIX.2.7
94 EmailType char Email message type.
Value SymbolicName Description Added Updated Deprecated
0 New New FIX.2.7
1 Reply Reply FIX.2.7
2 AdminReply Admin Reply FIX.2.7
FIX.2.7
95 RawDataLength Length Number of bytes in raw data field. FIX.2.7
96 RawData data Unformatted raw data, can include bitmaps, word processor documents, etc. FIX.2.7
97 PossResend char Indicates that message may contain information that has been sent under another sequence number. FIX.2.7
98 EncryptMethod int Method of encryption.
Value SymbolicName Description Added Updated Deprecated
0 None None / other FIX.2.7
1 PKCS PKCS (proprietary) FIX.2.7
2 DES DES (EBC mode) FIX.2.7
3 PKCSDES PKCS/DES (proprietary) FIX.2.7
4 PGPDES PGP/DES (defunct) FIX.3.0
5 PGPDESMD5 PGP/DES-MD5 (see app note on FIX home page) FIX.4.0
6 PEM PEM/DES-MD5 (see app note on FIX home page) FIX.4.0
FIX.2.7
99 StopPx float Price per share
Valid values:
0 - 99999999.9999 		FIX.2.7
100 ExDestination char Execution destination as defined by institution when order is entered.
Value SymbolicName Description Added Updated Deprecated
0 None none FIX.2.7
4 POSIT POSIT FIX.2.7
FIX.2.7
102 CxlRejReason int Code to identify reason for cancel rejection.
Value SymbolicName Description Added Updated Deprecated
0 TooLateToCancel Too late to cancel FIX.2.7
1 UnknownOrder Unknown order FIX.2.7
FIX.2.7
103 OrdRejReason int Code to identify reason for order rejection.
Value SymbolicName Description Added Updated Deprecated
0 BrokerCredit Broker option FIX.2.7
1 UnknownSymbol Unknown symbol FIX.2.7
2 ExchangeClosed Exchange closed FIX.2.7
3 OrderExceedsLimit Order exceeds limit FIX.2.7
4 TooLateToEnter Too late to enter FIX.4.0
FIX.2.7
104 IOIQualifier char Code to qualify IOI use.
Value SymbolicName Description Added Updated Deprecated
A AllOrNone All or none FIX.3.0
C AtTheClose At the close FIX.3.0
I InTouchWith In touch with FIX.3.0
L Limit Limit FIX.3.0
M MoreBehind More behind FIX.3.0
O AtTheOpen At the open FIX.3.0
P TakingAPosition Taking a position FIX.3.0
Q AtTheMarket Current quote FIX.3.0
S PortfolioShown Portfolio show-n FIX.3.0
T ThroughTheDay Through the day FIX.3.0
V Versus Versus FIX.3.0
W Indication Indication - Working away FIX.3.0
X CrossingOpportunity Crossing opportunity FIX.3.0
FIX.3.0
105 WaveNo char Identifier to aid in the management of multiple lists derived from a single, master list. FIX.3.0
106 Issuer char Company name of security issuer (e.g. International Business Machines) FIX.3.0
107 SecurityDesc char Security description. FIX.3.0
108 HeartBtInt int Heartbeat interval (seconds) FIX.3.0
109 ClientID char Firm identifier used in third party-transactions. FIX.3.0
110 MinQty int Minimum quantity of an order to be executed. FIX.3.0
111 MaxFloor int Maximum number of shares within an order to be shown on the exchange floor at any given time. FIX.3.0
112 TestReqID char Identifier included in Test Request message to be returned in resulting Heartbeat FIX.3.0
113 ReportToExch char Identifies party of trade responsible for exchange reporting.
Value SymbolicName Description Added Updated Deprecated
N SenderReports Indicates that party sending message will report trade FIX.3.0
Y ReceiverReports Indicates that party receiving message must report trade FIX.3.0
FIX.3.0
114 LocateReqd char Indicates whether the broker is to locate the stock in conjuction with a short sell order.
Value SymbolicName Description Added Updated Deprecated
N No Indicates the broker is not required to locate FIX.4.0
Y Yes Indicates the broker is responsible for locating the stock FIX.4.0
FIX.4.0
115 OnBehalfOfCompID char Assigned value used to identify firm originating message
if the message was delivered by a third party i.e. the third party firm identifier would be delivered in the SenderCompID field and the firm originating the message in this field. 		FIX.4.0
116 OnBehalfOfSubID char Assigned value used to identify specific message originator (desk, trader, etc.) if the message was delivered by a third party FIX.4.0
117 QuoteID char Unique identifier for quote FIX.4.0
118 NetMoney float Total amount due as the result of the transaction (e.g. for Buy order - principal + commission + fees) reported in currency of execution. FIX.4.0
119 SettlCurrAmt float Total amount due expressed in settlement currency (includes the effect of the forex transaction) FIX.4.0
120 SettlCurrency char Currency code of settlement denomination. FIX.4.0
121 ForexReq char Indicates request for forex accommodation trade to be executed along with security transaction.
Value SymbolicName Description Added Updated Deprecated
N DoNotExecuteForexAfterSecurityTrade Do not execute Forex after security trade FIX.4.0
Y ExecuteForexAfterSecurityTrade Execute Forex after security trade FIX.4.0
FIX.4.0
122 OrigSendingTime time Original time of message transmission (always expressed in GMT) when transmitting orders as the result of a resend request. FIX.4.0
123 GapFillFlag char Indicates that the Sequence Reset message is replacing administrative or application messages which will not be resent.
Value SymbolicName Description Added Updated Deprecated
N SequenceReset Sequence Reset, ignore MsgSeqNum FIX.4.0
Y GapFillMessage Gap Fill message, MsgSeqNum field valid FIX.4.0
FIX.4.0
124 NoExecs int No of execution record groups to follow. FIX.4.0
125 CxlType char Defines if cancel is for part or all of the remaining quantity of an order.
Value SymbolicName Description Added Updated Deprecated
F FullRemainingQuantity full remaining quantity FIX.4.0
P PartialCancel partial cancel (reduce quantity) FIX.4.0
FIX.4.0 FIX.4.1
126 ExpireTime time Time/Date of order expiration (always expressed in GMT) FIX.4.0
127 DKReason char Reason for execution rejection.
Value SymbolicName Description Added Updated Deprecated
A UnknownSymbol Unknown symbol FIX.4.0
B WrongSide Wrong side FIX.4.0
C QuantityExceedsOrder Quantity exceeds order FIX.4.0
D NoMatchingOrder No matching order FIX.4.0
E PriceExceedsLimit Price exceeds limit FIX.4.0
Z Other Other FIX.4.0
FIX.4.0
128 DeliverToCompID char Assigned value used to identify the firm targeted to receive the message if the message is delivered by a third party i.e. the third party firm identifier would be delivered in the TargetCompID field and the ultimate receiver firm ID in this field. FIX.4.0
129 DeliverToSubID char Assigned value used to identify specific message recipient (desk, trader, etc.) if the message is delivered by a third party FIX.4.0
130 IOINaturalFlag char Indicates that IOI is the result of an existing agency order or a facilitation position resulting from an agency order, not from principal trading or order solicitation activity.
Value SymbolicName Description Added Updated Deprecated
N NotNatural Not natural FIX.4.0
Y Natural Natural FIX.4.0
FIX.4.0
131 QuoteReqID char Unique identifier for quote request FIX.4.0
132 BidPx float Bid price/rate FIX.4.0
133 OfferPx float Offer price/rate FIX.4.0
134 BidSize int Quantity of bid FIX.4.0
135 OfferSize int Quantity of offer FIX.4.0
136 NoMiscFees int Number of repeating groups of miscellaneous fees FIX.4.0
137 MiscFeeAmt float Miscellaneous fee value FIX.4.0
138 MiscFeeCurr char Currency of miscellaneous fee FIX.4.0
139 MiscFeeType char Indicates type of miscellaneous fee.
Value SymbolicName Description Added Updated Deprecated
1 Regulatory Regulatory (e.g. SEC) FIX.4.0
2 Tax Tax FIX.4.0
3 LocalCommission Local Commission FIX.4.0
4 ExchangeFees Exchange Fees FIX.4.0
5 Stamp Stamp FIX.4.0
6 Levy Levy FIX.4.0
7 Other Other FIX.4.0
FIX.4.0
140 PrevClosePx float Previous closing price of security. FIX.4.0

Messages

Heartbeat (35=0)

The Heartbeat monitors the status of the communication link and identifies when the last of a string of messages was not received.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = 0 FIX.2.7
112 TestReqID char Required when the heartbeat is the result of a Test Request message. FIX.4.0
StandardTrailer ✔ FIX.2.7

TestRequest (35=1)

The test request message forces a heartbeat from the opposing application. The test request message checks sequence numbers or verifies communication line status. The opposite application responds to the Test Request with a Heartbeat containing the TestReqID.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = 1 FIX.2.7
112 TestReqID ✔ char Identifier included in Test Request message to be returned in resulting Heartbeat FIX.4.0
StandardTrailer ✔ FIX.2.7

ResendRequest (35=2)

The resend request is sent by the receiving application to initiate the retransmission of messages. This function is utilized if a sequence number gap is detected, if the receiving application lost a message, or as a function of the initialization process.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = 2 FIX.2.7
7 BeginSeqNo ✔ int Message sequence number of first record in range to be resent FIX.2.7
16 EndSeqNo ✔ int Message sequence number of last record in range to be resent. If request is for a single record BeginSeqNo = EndSeqNo. If request is for all messages subsequent to a particular message, EndSeqNo = "999999" FIX.2.7
StandardTrailer ✔ FIX.2.7

Reject (35=3)

The reject message should be issued when a message is received but cannot be properly processed due to a session-level rule violation. An example of when a reject may be appropriate would be the receipt of a message with invalid basic data which successfully passes de-encryption, CheckSum and BodyLength checks.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = 3 FIX.2.7
45 RefSeqNum ✔ int MsgSeqNum of rejected message FIX.2.7
58 Text char Where possible, message to explain reason for rejection FIX.2.7
StandardTrailer ✔ FIX.2.7

SequenceReset (35=4)

The sequence reset message is used by the sending application to reset the incoming sequence number on the opposing side.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = 4 FIX.2.7
123 GapFillFlag char Indicates that the Sequence Reset message is replacing administrative or application messages which will not be resent.
Value SymbolicName Description Added Updated Deprecated
N SequenceReset Sequence Reset, ignore MsgSeqNum FIX.4.0
Y GapFillMessage Gap Fill message, MsgSeqNum field valid FIX.4.0
FIX.4.0
36 NewSeqNo ✔ int New sequence number
Valid values:
0 - 999999 		FIX.2.7
StandardTrailer ✔ FIX.2.7

Logout (35=5)

The logout message initiates or confirms the termination of a FIX session. Disconnection without the exchange of logout messages should be interpreted as an abnormal condition.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = 5 FIX.2.7
58 Text char Free format text string FIX.2.7
StandardTrailer ✔ FIX.2.7

IOI (35=6)

Indication of interest messages are used to market merchandise which the broker is buying or selling in either a proprietary or agency capacity.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = 6 FIX.2.7
23 IOIid ✔ int Unique identifier of IOI message. FIX.2.7
28 IOITransType ✔ char Identifies IOI message transaction type
Value SymbolicName Description Added Updated Deprecated
C Cancel Cancel FIX.2.7
N New New FIX.2.7
R Replace Replace FIX.2.7
FIX.2.7
26 IOIRefID int Required for Cancel and Replace IOITransType messages FIX.2.7
55 Symbol ✔ char Ticker symbol FIX.2.7
65 SymbolSfx char Additional information about the security (e.g. preferred, warrants, etc.). Absence of this field indicates common.
Valid values:
As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory 		FIX.2.7
48 SecurityID char CUSIP or other alternate security identifier FIX.2.7
22 IDSource char Identifies class of alternative SecurityID
100+ are reserved for private security identifications
Value SymbolicName Description Added Updated Deprecated
1 CUSIP CUSIP FIX.2.7
2 SEDOL SEDOL FIX.2.7
3 QUIK QUIK FIX.2.7
4 ISINNumber ISIN number FIX.3.0
5 RICCode RIC code FIX.3.0
FIX.2.7
106 Issuer char Company name of security issuer (e.g. International Business Machines) FIX.3.0
107 SecurityDesc char Security description. FIX.3.0
54 Side ✔ char Side of Indication Valid values: 1 = Buy 2 = Sell
Value SymbolicName Description Added Updated Deprecated
1 Buy Buy FIX.2.7
2 Sell Sell FIX.2.7
3 BuyMinus Buy minus FIX.2.7
4 SellPlus Sell plus FIX.2.7
5 SellShort Sell short FIX.2.7
6 SellShortExempt Sell short exempt FIX.2.7
FIX.2.7
27 IOIShares ✔ char Number of shares in numeric or relative size.
Value SymbolicName Description Added Updated Deprecated
L Large Large FIX.4.4EP25
M Medium Medium FIX.4.4EP25
S Small Small FIX.4.4EP25
FIX.2.7
44 Price float Price per share FIX.2.7
15 Currency char Indication without currency field is interpreted as US dollars. FIX.2.7
62 ValidUntilTime time Indicates expiration time of indication message (always expressed in GMT) FIX.2.7
25 IOIQltyInd char Relative quality of indication
Value SymbolicName Description Added Updated Deprecated
H High High FIX.2.7
L Low Low FIX.2.7
M Medium Medium FIX.2.7
FIX.2.7
24 IOIOthSvc char Applicable only if advertised on public IOI service.
Value SymbolicName Description Added Updated Deprecated
A Autex Autex FIX.2.7
B Bridge Bridge FIX.2.7
FIX.2.7
130 IOINaturalFlag char Indicates that IOI is the result of an existing agency order or a facilitation position resulting from an agency order, not from principal trading or order solicitation activity.
Value SymbolicName Description Added Updated Deprecated
N NotNatural Not natural FIX.4.0
Y Natural Natural FIX.4.0
FIX.4.0
104 IOIQualifier char Code to qualify IOI use.
Value SymbolicName Description Added Updated Deprecated
A AllOrNone All or none FIX.3.0
C AtTheClose At the close FIX.3.0
I InTouchWith In touch with FIX.3.0
L Limit Limit FIX.3.0
M MoreBehind More behind FIX.3.0
O AtTheOpen At the open FIX.3.0
P TakingAPosition Taking a position FIX.3.0
Q AtTheMarket Current quote FIX.3.0
S PortfolioShown Portfolio show-n FIX.3.0
T ThroughTheDay Through the day FIX.3.0
V Versus Versus FIX.3.0
W Indication Indication - Working away FIX.3.0
X CrossingOpportunity Crossing opportunity FIX.3.0
FIX.3.0
58 Text char Free format text string FIX.2.7
StandardTrailer ✔ FIX.2.7

Advertisement (35=7)

Advertisement messages are used to announce completed transactions.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = 7 FIX.2.7
2 AdvId ✔ int Unique identifier of advertisement message FIX.2.7
5 AdvTransType ✔ char Identifies advertisement message transaction type
Value SymbolicName Description Added Updated Deprecated
C Cancel Cancel FIX.2.7
N New New FIX.2.7
R Replace Replace FIX.2.7
FIX.2.7
3 AdvRefID int Required for Cancel and Replace AdvTransType messages FIX.2.7
55 Symbol ✔ char Ticker symbol FIX.2.7
65 SymbolSfx char Additional information about the security (e.g. preferred, warrants, etc.). Absence of this field indicates common.
Valid values:
As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory 		FIX.2.7
48 SecurityID char CUSIP or other alternate security identifier FIX.2.7
22 IDSource char Identifies class of alternative SecurityID
100+ are reserved for private security identifications
Value SymbolicName Description Added Updated Deprecated
1 CUSIP CUSIP FIX.2.7
2 SEDOL SEDOL FIX.2.7
3 QUIK QUIK FIX.2.7
4 ISINNumber ISIN number FIX.3.0
5 RICCode RIC code FIX.3.0
FIX.2.7
106 Issuer char Company name of security issuer (e.g. International Business Machines) FIX.3.0
107 SecurityDesc char Security description. FIX.3.0
4 AdvSide ✔ char Broker's side of advertised trade
Value SymbolicName Description Added Updated Deprecated
B Buy Buy FIX.2.7
S Sell Sell FIX.2.7
T Trade Trade FIX.2.7
X Cross Cross FIX.2.7
FIX.2.7
53 Shares ✔ int Number of shares FIX.2.7
44 Price float Price per share FIX.2.7
15 Currency char Indication without currency field is interpreted as US dollars. FIX.2.7
60 TransactTime time Time of execution/order creation (expressed in GMT) FIX.2.7
58 Text char Free format text string FIX.2.7
StandardTrailer ✔ FIX.2.7

ExecutionReport (35=8)

The execution report message is used to:
1. Confirm the receipt of an order
2. Confirm changes to an existing order (i.e. accept cancel and replace requests)
3. Relay order status information
4. Relay fill information as orders are worked
5. Reject orders
6. Report miscellaneous fees calculations associated with a trade

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = 8 FIX.2.7
37 OrderID ✔ char Unique identifier for Order as assigned by broker. Uniqueness must be guaranteed within a single trading day. Firms which accept multi-day orders should consider embedding a date within the OrderID field to assure uniqueness across days. FIX.2.7
11 ClOrdID char Required for executions against electronically submitted orders which were assigned an ID by the institution. Not required for orders manually entered by the broker. FIX.2.7
109 ClientID char Used for firm identification in third-party transactions. FIX.3.0
76 ExecBroker char Used for firm identification in third-party transactions. FIX.2.7
66 ListID char Required for executions against orders which were submitted as part of a list. FIX.2.7
17 ExecID ✔ int Unique identifier of execution message as assigned by broker (will be 0 (zero) for ExecTransType=3 (Status)).
Uniqueness must be guaranteed within a single trading day. Firms which accept multi-day orders should consider embedding a date within the ExecID field to assure uniqueness across days. 		FIX.2.7
20 ExecTransType ✔ char Identifies transaction type
Value SymbolicName Description Added Updated Deprecated
0 New New FIX.2.7
1 Cancel Cancel FIX.2.7
2 Correct Correct FIX.2.7
3 Status Status FIX.2.7
FIX.2.7
19 ExecRefID int Required for Cancel and Correct ExecTransType messages FIX.2.7
39 OrdStatus ✔ char Identifies current status of order.
Value SymbolicName Description Added Updated Deprecated
0 New New FIX.2.7
1 PartiallyFilled Partially filled FIX.2.7
2 Filled Filled FIX.2.7
3 DoneForDay Done for day FIX.2.7
4 Canceled Canceled FIX.2.7
5 Replaced Replaced FIX.4.4EP35
6 PendingCancel Pending Cancel/Replace FIX.2.7
7 Stopped Stopped FIX.2.7
8 Rejected Rejected FIX.2.7
9 Suspended Suspended FIX.3.0
A PendingNew Pending New FIX.3.0
B Calculated Calculated FIX.4.0
C Expired Expired FIX.4.0
FIX.2.7
103 OrdRejReason int For optional use with OrdStatus = 8 (Rejected)
Value SymbolicName Description Added Updated Deprecated
0 BrokerCredit Broker option FIX.2.7
1 UnknownSymbol Unknown symbol FIX.2.7
2 ExchangeClosed Exchange closed FIX.2.7
3 OrderExceedsLimit Order exceeds limit FIX.2.7
4 TooLateToEnter Too late to enter FIX.4.0
FIX.2.7
1 Account char Required for executions against electronically submitted orders which were assigned an account by the institution FIX.2.7
63 SettlmntTyp char Absence of this field is interpreted as Regular.
Value SymbolicName Description Added Updated Deprecated
0 Regular Regular FIX.2.7
1 Cash Cash FIX.2.7
2 NextDay Next Day FIX.2.7
3 TPlus2 T+2 FIX.2.7
4 TPlus3 T+3 FIX.2.7
5 TPlus4 T+4 FIX.2.7
6 Future Future FIX.2.7
7 WhenAndIfIssued When Issued FIX.2.7
8 SellersOption Sellers Option FIX.2.7
9 TPlus5 T+ 5 FIX.3.0
FIX.2.7
64 FutSettDate date Required when SettlmntTyp = 6 (Future) or SettlmntTyp = 8 (Sellers Option) FIX.2.7
55 Symbol ✔ char Ticker symbol FIX.2.7
65 SymbolSfx char Additional information about the security (e.g. preferred, warrants, etc.). Absence of this field indicates common.
Valid values:
As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory 		FIX.2.7
48 SecurityID char CUSIP or other alternate security identifier FIX.2.7
22 IDSource char Identifies class of alternative SecurityID
100+ are reserved for private security identifications
Value SymbolicName Description Added Updated Deprecated
1 CUSIP CUSIP FIX.2.7
2 SEDOL SEDOL FIX.2.7
3 QUIK QUIK FIX.2.7
4 ISINNumber ISIN number FIX.3.0
5 RICCode RIC code FIX.3.0
FIX.2.7
106 Issuer char Company name of security issuer (e.g. International Business Machines) FIX.3.0
107 SecurityDesc char Security description. FIX.3.0
54 Side ✔ char Side of order
Value SymbolicName Description Added Updated Deprecated
1 Buy Buy FIX.2.7
2 Sell Sell FIX.2.7
3 BuyMinus Buy minus FIX.2.7
4 SellPlus Sell plus FIX.2.7
5 SellShort Sell short FIX.2.7
6 SellShortExempt Sell short exempt FIX.2.7
FIX.2.7
38 OrderQty ✔ int Number of shares ordered FIX.2.7
40 OrdType char Order type.
Value SymbolicName Description Added Updated Deprecated
1 Market Market FIX.2.7
2 Limit Limit FIX.2.7
3 Stop Stop FIX.2.7
4 StopLimit Stop limit FIX.2.7
5 MarketOnClose Market on close FIX.2.7
6 WithOrWithout With or without FIX.2.7
7 LimitOrBetter Limit or better FIX.2.7
8 LimitWithOrWithout Limit with or without FIX.2.7
9 OnBasis On basis FIX.2.7
A OnClose On close FIX.2.7
B LimitOnClose Limit on close FIX.2.7
C ForexMarket Forex FIX.4.0
D PreviouslyQuoted Previously quoted FIX.4.0
E PreviouslyIndicated Previously indicated FIX.4.0
P Pegged Pegged (requires ExecInst = L, R, M, P or O) FIX.3.0
FIX.2.7
44 Price float Price per share FIX.2.7
99 StopPx float Required for OrdType = 4 (Stop Limit). FIX.2.7
15 Currency char Message without currency field is interpreted as US dollars FIX.2.7
59 TimeInForce char Absence of this field indicates Day order
Value SymbolicName Description Added Updated Deprecated
0 Day Day FIX.2.7
1 GoodTillCancel Good Till Cancel (GTC) FIX.2.7
2 AtTheOpening At the Opening (OPG) FIX.2.7
3 ImmediateOrCancel Immediate or Cancel (OC) FIX.2.7
4 FillOrKill Fill or Kill (FOK) FIX.2.7
5 GoodTillCrossing Good Till Crossing (GTX) FIX.2.7
6 GoodTillDate Good Till Date FIX.4.0
FIX.2.7
126 ExpireTime time Required if TimeInForce = GTD FIX.4.0
18 ExecInst char Can contain multiple instructions, space delimited.
Value SymbolicName Description Added Updated Deprecated
0 StayOnOfferSide Stay on offerside FIX.2.7
1 NotHeld Not held FIX.2.7
2 Work Work FIX.2.7
3 GoAlong Go along FIX.2.7
4 OverTheDay Over the day FIX.2.7
5 Held Held FIX.2.7
6 ParticipateDoNotInitiate Participate don't initiate FIX.2.7
7 StrictScale Strict scale FIX.2.7
8 TryToScale Try to scale FIX.2.7
9 StayOnBidSide Stay on bidside FIX.2.7
A NoCross No cross FIX.2.7
B OKToCross OK to cross FIX.2.7
C CallFirst Call first FIX.2.7
D PercentOfVolume Percent of volume FIX.2.7
E DoNotIncrease Do not increase - DNI FIX.2.7
F DoNotReduce Do not reduce - DNR FIX.2.7
G AllOrNone All or none - AON FIX.2.7
I InstitutionsOnly Institutions only FIX.3.0
L LastPeg Last peg (last sale) FIX.3.0
M MidPricePeg Mid-price peg (midprice of inside quote) FIX.3.0
N NonNegotiable Non-negotiable FIX.3.0
O OpeningPeg Opening peg FIX.3.0
P MarketPeg Market peg FIX.3.0
R PrimaryPeg Primary peg (primary market - buy at bid/sell at offer) FIX.3.0
S Suspend Suspend FIX.3.0
FIX.2.7
47 Rule80A char Indicates order type upon which exchange Rule 80A is applied.
Value SymbolicName Description Added Updated Deprecated
A AgencySingleOrder Agency single order FIX.2.7
C ProprietaryNonAlgo Program Order, non-index arb, for Member firm/org FIX.2.7
D ProgramOrderMember Program Order, index arb, for Member firm/org FIX.2.7
I IndividualInvestor Individual Investor, single order FIX.2.7
J ProprietaryAlgo Program Order, index arb, for individual customer FIX.2.7
K AgencyAlgo Program Order, non-index arb, for individual customer FIX.2.7
M ProgramOrderOtherMember Program Order, index arb, for other member FIX.2.7
N AgentForOtherMember Program Order, non-index arb, for other member FIX.2.7
U AgencyIndexArb Program Order, index arb, for other agency FIX.2.7
W AllOtherOrdersAsAgentForOtherMember All other orders as agent for other member FIX.2.7
Y AgencyNonAlgo Program Order, non-index arb, for other agency FIX.2.7
FIX.2.7
32 LastShares ✔ int Not required ExecTransType = 3 (Status) FIX.2.7
31 LastPx ✔ float Not required for ExecTransType = 3 (Status) FIX.2.7
30 LastMkt char Market of execution for last fill
Valid values:
See Appendix C 		FIX.2.7
29 LastCapacity char Broker capacity in order execution
Value SymbolicName Description Added Updated Deprecated
1 Agent Agent FIX.2.7
2 CrossAsAgent Cross as agent FIX.2.7
3 CrossAsPrincipal Cross as principal FIX.2.7
4 Principal Principal FIX.2.7
FIX.2.7
14 CumQty ✔ int Total number of shares filled.
Valid values:
(0 - 1000000000) 		FIX.2.7
6 AvgPx ✔ float Calculated average price of all fills on this order. FIX.2.7
75 TradeDate date Used when reporting other than current day trades. FIX.2.7
60 TransactTime time Time of execution/order creation (expressed in GMT) FIX.2.7
113 ReportToExch char Identifies party of trade responsible for exchange reporting.
Value SymbolicName Description Added Updated Deprecated
N SenderReports Indicates that party sending message will report trade FIX.3.0
Y ReceiverReports Indicates that party receiving message must report trade FIX.3.0
FIX.3.0
12 Commission float Commission FIX.2.7
13 CommType char Commission type
Value SymbolicName Description Added Updated Deprecated
1 PerUnit per share FIX.2.7
2 Percent percentage FIX.2.7
3 Absolute absolute FIX.2.7
FIX.2.7
136 NoMiscFees int Required if any miscellaneous fees are reported. Indicates number of repeating entries. FIX.4.0
⇒137 MiscFeeAmt float Required if NoMiscFees > 0 FIX.4.0
⇒138 MiscFeeCurr char Required if NoMiscFees > 0 FIX.4.0
⇒139 MiscFeeType char Required if NoMiscFees > 0
Value SymbolicName Description Added Updated Deprecated
1 Regulatory Regulatory (e.g. SEC) FIX.4.0
2 Tax Tax FIX.4.0
3 LocalCommission Local Commission FIX.4.0
4 ExchangeFees Exchange Fees FIX.4.0
5 Stamp Stamp FIX.4.0
6 Levy Levy FIX.4.0
7 Other Other FIX.4.0
FIX.4.0
118 NetMoney float Required if miscellaneous fees are reported, in currency of execution FIX.4.0
119 SettlCurrAmt float Used to report results of forex accommodation trade FIX.4.0
120 SettlCurrency char Used to report results of forex accommodation trade FIX.4.0
58 Text char Free format text string FIX.2.7
StandardTrailer ✔ FIX.2.7

OrderCancelReject (35=9)

The order cancel reject message is issued by the broker upon receipt of a cancel request or cancel/replace request message which cannot be honored.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = 9 FIX.2.7
37 OrderID ✔ char Unique identifier for Order as assigned by broker. Uniqueness must be guaranteed within a single trading day. Firms which accept multi-day orders should consider embedding a date within the OrderID field to assure uniqueness across days. FIX.2.7
11 ClOrdID ✔ char Unique order id assigned by institution to the cancel request or to the replacement order. FIX.2.7
109 ClientID char Used for firm identification in third-party transactions. FIX.3.0
76 ExecBroker char Used for firm identification in third-party transactions. FIX.2.7
66 ListID char Required for rejects against orders which were submitted as part of a list. FIX.2.7
102 CxlRejReason int Code to identify reason for cancel rejection.
Value SymbolicName Description Added Updated Deprecated
0 TooLateToCancel Too late to cancel FIX.2.7
1 UnknownOrder Unknown order FIX.2.7
FIX.2.7
58 Text char Free format text string FIX.2.7
StandardTrailer ✔ FIX.2.7

Logon (35=A)

The logon message authenticates a user establishing a connection to a remote system. The logon message must be the first message sent by the application requesting to initiate a FIX session.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = A FIX.2.7
98 EncryptMethod ✔ int (Always unencrypted)
Value SymbolicName Description Added Updated Deprecated
0 None None / other FIX.2.7
1 PKCS PKCS (proprietary) FIX.2.7
2 DES DES (EBC mode) FIX.2.7
3 PKCSDES PKCS/DES (proprietary) FIX.2.7
4 PGPDES PGP/DES (defunct) FIX.3.0
5 PGPDESMD5 PGP/DES-MD5 (see app note on FIX home page) FIX.4.0
6 PEM PEM/DES-MD5 (see app note on FIX home page) FIX.4.0
FIX.2.7
108 HeartBtInt ✔ int Heartbeat interval (seconds) FIX.3.0
95 RawDataLength Length Required for some authentication methods FIX.2.7
96 RawData data Required for some authentication methods FIX.2.7
StandardTrailer ✔ FIX.2.7

News (35=B)

The news message is intended for use as a general free format message between the broker and institution.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = B FIX.2.7
42 OrigTime time Time of message origination (always expressed in GMT) FIX.2.7
61 Urgency char Urgency flag
Value SymbolicName Description Added Updated Deprecated
0 Normal Normal FIX.2.7
1 Flash Flash FIX.2.7
2 Background Background FIX.2.7
FIX.2.7
46 RelatdSym char Can be repeated multiple times if message is related to multiple symbols. FIX.2.7
33 LinesOfText ✔ int Identifies number of lines of text body FIX.2.7
58 Text ✔ char Repeating field, number of instances defined in LinesOfText FIX.2.7
95 RawDataLength Length Number of bytes in raw data field. FIX.2.7
96 RawData data Unformatted raw data, can include bitmaps, word processor documents, etc. FIX.2.7
StandardTrailer ✔ FIX.2.7

Email (35=C)

Format and purpose similar to News message, however, intended for private use between two parties.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = C FIX.2.7
94 EmailType ✔ char Email message type.
Value SymbolicName Description Added Updated Deprecated
0 New New FIX.2.7
1 Reply Reply FIX.2.7
2 AdminReply Admin Reply FIX.2.7
FIX.2.7
42 OrigTime time Time of message origination (always expressed in GMT) FIX.2.7
46 RelatdSym char Can be repeated multiple times if message is related to multiple symbols.. FIX.2.7
37 OrderID char Unique identifier for Order as assigned by broker. Uniqueness must be guaranteed within a single trading day. Firms which accept multi-day orders should consider embedding a date within the OrderID field to assure uniqueness across days. FIX.2.7
11 ClOrdID char Unique identifier for Order as assigned by institution. Uniqueness must be guaranteed within a single trading day. Firms which electronically submit multi-day orders should consider embedding a date within the ClOrderID field to assure uniqueness across days. FIX.2.7
33 LinesOfText ✔ int Identifies number of lines of text body FIX.2.7
58 Text ✔ char Repeating field, number of instances defined in LinesOfText FIX.2.7
95 RawDataLength Length Number of bytes in raw data field. FIX.2.7
96 RawData data Unformatted raw data, can include bitmaps, word processor documents, etc. FIX.2.7
StandardTrailer ✔ FIX.2.7

OrderSingle (35=D)

The new order message type is used by institutions wishing to electronically submit securities and forex orders to a broker for execution.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = D FIX.2.7
11 ClOrdID ✔ char Unique identifier for Order as assigned by institution. Uniqueness must be guaranteed within a single trading day. Firms which electronically submit multi-day orders should consider embedding a date within the ClOrderID field to assure uniqueness across days. FIX.2.7
109 ClientID char Used for firm identification in third-party transactions. FIX.3.0
76 ExecBroker char Used for firm identification in third-party transactions. FIX.2.7
1 Account char Account mnemonic as agreed between broker and institution. FIX.2.7
63 SettlmntTyp char Absence of this field is interpreted as Regular.
Value SymbolicName Description Added Updated Deprecated
0 Regular Regular FIX.2.7
1 Cash Cash FIX.2.7
2 NextDay Next Day FIX.2.7
3 TPlus2 T+2 FIX.2.7
4 TPlus3 T+3 FIX.2.7
5 TPlus4 T+4 FIX.2.7
6 Future Future FIX.2.7
7 WhenAndIfIssued When Issued FIX.2.7
8 SellersOption Sellers Option FIX.2.7
9 TPlus5 T+ 5 FIX.3.0
FIX.2.7
64 FutSettDate date Required when SettlmntTyp = 6 (Future) or SettlmntTyp = 8 (Sellers Option) FIX.2.7
21 HandlInst ✔ char Instructions for order handling on Broker trading floor
Value SymbolicName Description Added Updated Deprecated
1 AutomatedExecutionNoIntervention Automated execution order, private, no Broker intervention FIX.2.7
2 AutomatedExecutionInterventionOK Automated execution order, public, Broker intervention OK FIX.2.7
3 ManualOrder Manual order, best execution FIX.2.7
FIX.2.7
18 ExecInst char Can contain multiple instructions, space delimited.
Value SymbolicName Description Added Updated Deprecated
0 StayOnOfferSide Stay on offerside FIX.2.7
1 NotHeld Not held FIX.2.7
2 Work Work FIX.2.7
3 GoAlong Go along FIX.2.7
4 OverTheDay Over the day FIX.2.7
5 Held Held FIX.2.7
6 ParticipateDoNotInitiate Participate don't initiate FIX.2.7
7 StrictScale Strict scale FIX.2.7
8 TryToScale Try to scale FIX.2.7
9 StayOnBidSide Stay on bidside FIX.2.7
A NoCross No cross FIX.2.7
B OKToCross OK to cross FIX.2.7
C CallFirst Call first FIX.2.7
D PercentOfVolume Percent of volume FIX.2.7
E DoNotIncrease Do not increase - DNI FIX.2.7
F DoNotReduce Do not reduce - DNR FIX.2.7
G AllOrNone All or none - AON FIX.2.7
I InstitutionsOnly Institutions only FIX.3.0
L LastPeg Last peg (last sale) FIX.3.0
M MidPricePeg Mid-price peg (midprice of inside quote) FIX.3.0
N NonNegotiable Non-negotiable FIX.3.0
O OpeningPeg Opening peg FIX.3.0
P MarketPeg Market peg FIX.3.0
R PrimaryPeg Primary peg (primary market - buy at bid/sell at offer) FIX.3.0
S Suspend Suspend FIX.3.0
FIX.2.7
110 MinQty int Minimum quantity of an order to be executed. FIX.2.7
111 MaxFloor int Maximum number of shares within an order to be shown on the exchange floor at any given time. FIX.2.7
100 ExDestination char Execution destination as defined by institution when order is entered.
Value SymbolicName Description Added Updated Deprecated
0 None none FIX.2.7
4 POSIT POSIT FIX.2.7
FIX.2.7
81 ProcessCode char Used to identify soft trades at order entry.
Value SymbolicName Description Added Updated Deprecated
0 Regular regular FIX.2.7
1 SoftDollar soft dollar FIX.2.7
2 StepIn step-in FIX.2.7
3 StepOut step-out FIX.2.7
4 SoftDollarStepIn soft-dollar step-in FIX.2.7
5 SoftDollarStepOut soft-dollar step-out FIX.2.7
6 PlanSponsor plan sponsor FIX.4.0
FIX.2.7
55 Symbol ✔ char Ticker symbol FIX.2.7
65 SymbolSfx char Additional information about the security (e.g. preferred, warrants, etc.). Absence of this field indicates common.
Valid values:
As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory 		FIX.2.7
48 SecurityID char CUSIP or other alternate security identifier FIX.2.7
22 IDSource char Identifies class of alternative SecurityID
100+ are reserved for private security identifications
Value SymbolicName Description Added Updated Deprecated
1 CUSIP CUSIP FIX.2.7
2 SEDOL SEDOL FIX.2.7
3 QUIK QUIK FIX.2.7
4 ISINNumber ISIN number FIX.3.0
5 RICCode RIC code FIX.3.0
FIX.2.7
106 Issuer char Company name of security issuer (e.g. International Business Machines) FIX.3.0
107 SecurityDesc char Security description. FIX.3.0
140 PrevClosePx float Useful for verifying security identification FIX.4.0
54 Side ✔ char Side of order
Value SymbolicName Description Added Updated Deprecated
1 Buy Buy FIX.2.7
2 Sell Sell FIX.2.7
3 BuyMinus Buy minus FIX.2.7
4 SellPlus Sell plus FIX.2.7
5 SellShort Sell short FIX.2.7
6 SellShortExempt Sell short exempt FIX.2.7
FIX.2.7
114 LocateReqd char Required for short sell orders
Value SymbolicName Description Added Updated Deprecated
N No Indicates the broker is not required to locate FIX.4.0
Y Yes Indicates the broker is responsible for locating the stock FIX.4.0
FIX.4.0
38 OrderQty ✔ int Number of shares ordered FIX.2.7
40 OrdType ✔ char Order type.
Value SymbolicName Description Added Updated Deprecated
1 Market Market FIX.2.7
2 Limit Limit FIX.2.7
3 Stop Stop FIX.2.7
4 StopLimit Stop limit FIX.2.7
5 MarketOnClose Market on close FIX.2.7
6 WithOrWithout With or without FIX.2.7
7 LimitOrBetter Limit or better FIX.2.7
8 LimitWithOrWithout Limit with or without FIX.2.7
9 OnBasis On basis FIX.2.7
A OnClose On close FIX.2.7
B LimitOnClose Limit on close FIX.2.7
C ForexMarket Forex FIX.4.0
D PreviouslyQuoted Previously quoted FIX.4.0
E PreviouslyIndicated Previously indicated FIX.4.0
P Pegged Pegged (requires ExecInst = L, R, M, P or O) FIX.3.0
FIX.2.7
44 Price float Required for limit OrdTypes FIX.2.7
99 StopPx float Required for stop OrdTypes FIX.2.7
15 Currency char Message without currency field is interpreted as US dollars FIX.2.7
23 IOIid int Required for Previously Indicated Orders (OrdType=E) FIX.2.7
117 QuoteID char Required for Previously Quoted Orders (OrdType=D) FIX.4.0
59 TimeInForce char Absence of this field indicates Day order
Value SymbolicName Description Added Updated Deprecated
0 Day Day FIX.2.7
1 GoodTillCancel Good Till Cancel (GTC) FIX.2.7
2 AtTheOpening At the Opening (OPG) FIX.2.7
3 ImmediateOrCancel Immediate or Cancel (OC) FIX.2.7
4 FillOrKill Fill or Kill (FOK) FIX.2.7
5 GoodTillCrossing Good Till Crossing (GTX) FIX.2.7
6 GoodTillDate Good Till Date FIX.4.0
FIX.2.7
126 ExpireTime time Required if TimeInForce = GTD FIX.4.0
12 Commission float Commission FIX.2.7
13 CommType char Commission type
Value SymbolicName Description Added Updated Deprecated
1 PerUnit per share FIX.2.7
2 Percent percentage FIX.2.7
3 Absolute absolute FIX.2.7
FIX.2.7
47 Rule80A char Indicates order type upon which exchange Rule 80A is applied.
Value SymbolicName Description Added Updated Deprecated
A AgencySingleOrder Agency single order FIX.2.7
C ProprietaryNonAlgo Program Order, non-index arb, for Member firm/org FIX.2.7
D ProgramOrderMember Program Order, index arb, for Member firm/org FIX.2.7
I IndividualInvestor Individual Investor, single order FIX.2.7
J ProprietaryAlgo Program Order, index arb, for individual customer FIX.2.7
K AgencyAlgo Program Order, non-index arb, for individual customer FIX.2.7
M ProgramOrderOtherMember Program Order, index arb, for other member FIX.2.7
N AgentForOtherMember Program Order, non-index arb, for other member FIX.2.7
U AgencyIndexArb Program Order, index arb, for other agency FIX.2.7
W AllOtherOrdersAsAgentForOtherMember All other orders as agent for other member FIX.2.7
Y AgencyNonAlgo Program Order, non-index arb, for other agency FIX.2.7
FIX.2.7
121 ForexReq char Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade.
Value SymbolicName Description Added Updated Deprecated
N DoNotExecuteForexAfterSecurityTrade Do not execute Forex after security trade FIX.4.0
Y ExecuteForexAfterSecurityTrade Execute Forex after security trade FIX.4.0
FIX.4.0
120 SettlCurrency char Required if ForexReq = Y. FIX.4.0
58 Text char Free format text string FIX.2.7
StandardTrailer ✔ FIX.2.7

OrderList (35=E)

The new order list message type is used by institutions wishing to electronically submit lists of related orders to a broker for execution.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = E FIX.2.7
66 ListID ✔ char Must be unique, by customer, for the day FIX.2.7
105 WaveNo char Identifier to aid in the management of multiple lists derived from a single, master list. FIX.3.0
67 ListSeqNo ✔ int Sequence of individual order within list (i.e. ListSeqNo of ListNoOrds, 2 of 25, 3 of 25, . . . ) FIX.2.7
68 ListNoOrds ✔ int Total number of orders within list (i.e. ListSeqNo of ListNoOrds, e.g. 2 of 25, 3 of 25, . . . ) FIX.2.7
69 ListExecInst char Include only in ListSeqNo = 1 message FIX.2.7
11 ClOrdID ✔ char Unique identifier for Order as assigned by institution. Uniqueness must be guaranteed within a single trading day. Firms which electronically submit multi-day orders should consider embedding a date within the ClOrderID field to assure uniqueness across days. FIX.2.7
109 ClientID char Used for third-party transactions FIX.3.0
76 ExecBroker char Used for third-party transactions FIX.2.7
1 Account char Account mnemonic as agreed between broker and institution. FIX.2.7
63 SettlmntTyp char Absence of this field is interpreted as Regular.
Value SymbolicName Description Added Updated Deprecated
0 Regular Regular FIX.2.7
1 Cash Cash FIX.2.7
2 NextDay Next Day FIX.2.7
3 TPlus2 T+2 FIX.2.7
4 TPlus3 T+3 FIX.2.7
5 TPlus4 T+4 FIX.2.7
6 Future Future FIX.2.7
7 WhenAndIfIssued When Issued FIX.2.7
8 SellersOption Sellers Option FIX.2.7
9 TPlus5 T+ 5 FIX.3.0
FIX.2.7
64 FutSettDate date Required when SettlmntTyp = 6 (Future) or SettlmntTyp = 8 (Sellers Option) FIX.2.7
21 HandlInst ✔ char Instructions for order handling on Broker trading floor
Value SymbolicName Description Added Updated Deprecated
1 AutomatedExecutionNoIntervention Automated execution order, private, no Broker intervention FIX.2.7
2 AutomatedExecutionInterventionOK Automated execution order, public, Broker intervention OK FIX.2.7
3 ManualOrder Manual order, best execution FIX.2.7
FIX.2.7
18 ExecInst char Can contain multiple instructions, space delimited.
Value SymbolicName Description Added Updated Deprecated
0 StayOnOfferSide Stay on offerside FIX.2.7
1 NotHeld Not held FIX.2.7
2 Work Work FIX.2.7
3 GoAlong Go along FIX.2.7
4 OverTheDay Over the day FIX.2.7
5 Held Held FIX.2.7
6 ParticipateDoNotInitiate Participate don't initiate FIX.2.7
7 StrictScale Strict scale FIX.2.7
8 TryToScale Try to scale FIX.2.7
9 StayOnBidSide Stay on bidside FIX.2.7
A NoCross No cross FIX.2.7
B OKToCross OK to cross FIX.2.7
C CallFirst Call first FIX.2.7
D PercentOfVolume Percent of volume FIX.2.7
E DoNotIncrease Do not increase - DNI FIX.2.7
F DoNotReduce Do not reduce - DNR FIX.2.7
G AllOrNone All or none - AON FIX.2.7
I InstitutionsOnly Institutions only FIX.3.0
L LastPeg Last peg (last sale) FIX.3.0
M MidPricePeg Mid-price peg (midprice of inside quote) FIX.3.0
N NonNegotiable Non-negotiable FIX.3.0
O OpeningPeg Opening peg FIX.3.0
P MarketPeg Market peg FIX.3.0
R PrimaryPeg Primary peg (primary market - buy at bid/sell at offer) FIX.3.0
S Suspend Suspend FIX.3.0
FIX.2.7
110 MinQty int Minimum quantity of an order to be executed. FIX.3.0
111 MaxFloor int Maximum number of shares within an order to be shown on the exchange floor at any given time. FIX.3.0
100 ExDestination char Execution destination as defined by institution when order is entered.
Value SymbolicName Description Added Updated Deprecated
0 None none FIX.2.7
4 POSIT POSIT FIX.2.7
FIX.3.0
81 ProcessCode char Processing code for sub-account. Absence of this field in AllocAccount / AllocShares / ProcessCode instance indicates regular trade.
Value SymbolicName Description Added Updated Deprecated
0 Regular regular FIX.2.7
1 SoftDollar soft dollar FIX.2.7
2 StepIn step-in FIX.2.7
3 StepOut step-out FIX.2.7
4 SoftDollarStepIn soft-dollar step-in FIX.2.7
5 SoftDollarStepOut soft-dollar step-out FIX.2.7
6 PlanSponsor plan sponsor FIX.4.0
FIX.2.7
55 Symbol ✔ char Ticker symbol FIX.2.7
65 SymbolSfx char Additional information about the security (e.g. preferred, warrants, etc.). Absence of this field indicates common.
Valid values:
As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory 		FIX.2.7
48 SecurityID char CUSIP or other alternate security identifier FIX.2.7
22 IDSource char Identifies class of alternative SecurityID
100+ are reserved for private security identifications
Value SymbolicName Description Added Updated Deprecated
1 CUSIP CUSIP FIX.2.7
2 SEDOL SEDOL FIX.2.7
3 QUIK QUIK FIX.2.7
4 ISINNumber ISIN number FIX.3.0
5 RICCode RIC code FIX.3.0
FIX.2.7
106 Issuer char Company name of security issuer (e.g. International Business Machines) FIX.3.0
107 SecurityDesc char Security description. FIX.3.0
140 PrevClosePx float Useful for verifying security identification FIX.4.0
54 Side ✔ char Side of order
Value SymbolicName Description Added Updated Deprecated
1 Buy Buy FIX.2.7
2 Sell Sell FIX.2.7
3 BuyMinus Buy minus FIX.2.7
4 SellPlus Sell plus FIX.2.7
5 SellShort Sell short FIX.2.7
6 SellShortExempt Sell short exempt FIX.2.7
FIX.2.7
114 LocateReqd char Required for short sell orders
Value SymbolicName Description Added Updated Deprecated
N No Indicates the broker is not required to locate FIX.4.0
Y Yes Indicates the broker is responsible for locating the stock FIX.4.0
FIX.4.0
38 OrderQty ✔ int Number of shares ordered FIX.2.7
40 OrdType ✔ char Order type.
Value SymbolicName Description Added Updated Deprecated
1 Market Market FIX.2.7
2 Limit Limit FIX.2.7
3 Stop Stop FIX.2.7
4 StopLimit Stop limit FIX.2.7
5 MarketOnClose Market on close FIX.2.7
6 WithOrWithout With or without FIX.2.7
7 LimitOrBetter Limit or better FIX.2.7
8 LimitWithOrWithout Limit with or without FIX.2.7
9 OnBasis On basis FIX.2.7
A OnClose On close FIX.2.7
B LimitOnClose Limit on close FIX.2.7
C ForexMarket Forex FIX.4.0
D PreviouslyQuoted Previously quoted FIX.4.0
E PreviouslyIndicated Previously indicated FIX.4.0
P Pegged Pegged (requires ExecInst = L, R, M, P or O) FIX.3.0
FIX.2.7
44 Price float Required for limit OrdTypes FIX.2.7
99 StopPx float Required for stop OrdTypes FIX.2.7
15 Currency char Message without currency field is interpreted as US dollars FIX.2.7
59 TimeInForce char Absence of this field indicates Day order
Value SymbolicName Description Added Updated Deprecated
0 Day Day FIX.2.7
1 GoodTillCancel Good Till Cancel (GTC) FIX.2.7
2 AtTheOpening At the Opening (OPG) FIX.2.7
3 ImmediateOrCancel Immediate or Cancel (OC) FIX.2.7
4 FillOrKill Fill or Kill (FOK) FIX.2.7
5 GoodTillCrossing Good Till Crossing (GTX) FIX.2.7
6 GoodTillDate Good Till Date FIX.4.0
FIX.2.7
126 ExpireTime time Required in TimeInForce = GTD FIX.4.0
12 Commission float Commission FIX.2.7
13 CommType char Commission type
Value SymbolicName Description Added Updated Deprecated
1 PerUnit per share FIX.2.7
2 Percent percentage FIX.2.7
3 Absolute absolute FIX.2.7
FIX.2.7
47 Rule80A char Indicates order type upon which exchange Rule 80A is applied.
Value SymbolicName Description Added Updated Deprecated
A AgencySingleOrder Agency single order FIX.2.7
C ProprietaryNonAlgo Program Order, non-index arb, for Member firm/org FIX.2.7
D ProgramOrderMember Program Order, index arb, for Member firm/org FIX.2.7
I IndividualInvestor Individual Investor, single order FIX.2.7
J ProprietaryAlgo Program Order, index arb, for individual customer FIX.2.7
K AgencyAlgo Program Order, non-index arb, for individual customer FIX.2.7
M ProgramOrderOtherMember Program Order, index arb, for other member FIX.2.7
N AgentForOtherMember Program Order, non-index arb, for other member FIX.2.7
U AgencyIndexArb Program Order, index arb, for other agency FIX.2.7
W AllOtherOrdersAsAgentForOtherMember All other orders as agent for other member FIX.2.7
Y AgencyNonAlgo Program Order, non-index arb, for other agency FIX.2.7
FIX.2.7
121 ForexReq char Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade.
Value SymbolicName Description Added Updated Deprecated
N DoNotExecuteForexAfterSecurityTrade Do not execute Forex after security trade FIX.4.0
Y ExecuteForexAfterSecurityTrade Execute Forex after security trade FIX.4.0
FIX.4.0
120 SettlCurrency char Required if ForexReq = Y. FIX.4.0
58 Text char Free format text string FIX.2.7
StandardTrailer ✔ FIX.2.7

OrderCancelRequest (35=F)

The order cancel request message is used to request the cancellation of all or part of the remaining quantity of an existing order.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = F FIX.2.7
41 OrigClOrdID ✔ char Unique ID of original order as assigned by institution FIX.2.7
37 OrderID char Broker ID of original order FIX.2.7
11 ClOrdID ✔ char Unique ID of cancel request as assigned by the institution. FIX.2.7
66 ListID char Required for List Orders FIX.2.7
125 CxlType ✔ char Defines if cancel is for part or all of the remaining quantity of an order.
Value SymbolicName Description Added Updated Deprecated
F FullRemainingQuantity full remaining quantity FIX.4.0
P PartialCancel partial cancel (reduce quantity) FIX.4.0
FIX.4.0
109 ClientID char Used for firm identification in third-party transactions. FIX.3.0
76 ExecBroker char Used for firm identification in third-party transactions. FIX.2.7
55 Symbol ✔ char Ticker symbol FIX.2.7
65 SymbolSfx char Additional information about the security (e.g. preferred, warrants, etc.). Absence of this field indicates common.
Valid values:
As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory 		FIX.2.7
48 SecurityID char CUSIP or other alternate security identifier FIX.2.7
22 IDSource char Identifies class of alternative SecurityID
100+ are reserved for private security identifications
Value SymbolicName Description Added Updated Deprecated
1 CUSIP CUSIP FIX.2.7
2 SEDOL SEDOL FIX.2.7
3 QUIK QUIK FIX.2.7
4 ISINNumber ISIN number FIX.3.0
5 RICCode RIC code FIX.3.0
FIX.2.7
106 Issuer char Company name of security issuer (e.g. International Business Machines) FIX.3.0
107 SecurityDesc char Security description. FIX.3.0
54 Side ✔ char Side of order
Value SymbolicName Description Added Updated Deprecated
1 Buy Buy FIX.2.7
2 Sell Sell FIX.2.7
3 BuyMinus Buy minus FIX.2.7
4 SellPlus Sell plus FIX.2.7
5 SellShort Sell short FIX.2.7
6 SellShortExempt Sell short exempt FIX.2.7
FIX.2.7
38 OrderQty ✔ int Original OrderQty for CxlType=F or new OrderQty for CxlType=P. FIX.2.7
58 Text char Free format text string FIX.2.7
StandardTrailer ✔ FIX.2.7

OrderCancelReplaceRequest (35=G)

The order cancel/replace request is used to change the parameters of an existing order.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = G FIX.2.7
37 OrderID char Unique identifier of original order as assigned by broker FIX.2.7
109 ClientID char Used for firm identification in third-party transactions. FIX.3.0
76 ExecBroker char Used for firm identification in third-party transactions. FIX.2.7
41 OrigClOrdID ✔ char Unique identifier of original order as assigned by institution. FIX.2.7
11 ClOrdID ✔ char Unique identifier of replacement order as assigned by institution. Note that this identifier will be used in ClOrdID field of the Cancel Reject Message if the replacement request is rejected. FIX.2.7
66 ListID char Required for List Orders FIX.2.7
1 Account char Account mnemonic as agreed between broker and institution. FIX.2.7
63 SettlmntTyp char Absence of this field is interpreted as Regular.
Value SymbolicName Description Added Updated Deprecated
0 Regular Regular FIX.2.7
1 Cash Cash FIX.2.7
2 NextDay Next Day FIX.2.7
3 TPlus2 T+2 FIX.2.7
4 TPlus3 T+3 FIX.2.7
5 TPlus4 T+4 FIX.2.7
6 Future Future FIX.2.7
7 WhenAndIfIssued When Issued FIX.2.7
8 SellersOption Sellers Option FIX.2.7
9 TPlus5 T+ 5 FIX.3.0
FIX.2.7
64 FutSettDate date Required when SettlmntTyp = 6 (Future) or SettlmntTyp = 8 (Sellers Option) FIX.2.7
21 HandlInst ✔ char Must match original order
Value SymbolicName Description Added Updated Deprecated
1 AutomatedExecutionNoIntervention Automated execution order, private, no Broker intervention FIX.2.7
2 AutomatedExecutionInterventionOK Automated execution order, public, Broker intervention OK FIX.2.7
3 ManualOrder Manual order, best execution FIX.2.7
FIX.2.7
18 ExecInst char Can contain multiple instructions, space delimited. Replacement order must be created with new parameters (i.e. original order values will not be brought forward to replacement order unless redefined within this message).
Value SymbolicName Description Added Updated Deprecated
0 StayOnOfferSide Stay on offerside FIX.2.7
1 NotHeld Not held FIX.2.7
2 Work Work FIX.2.7
3 GoAlong Go along FIX.2.7
4 OverTheDay Over the day FIX.2.7
5 Held Held FIX.2.7
6 ParticipateDoNotInitiate Participate don't initiate FIX.2.7
7 StrictScale Strict scale FIX.2.7
8 TryToScale Try to scale FIX.2.7
9 StayOnBidSide Stay on bidside FIX.2.7
A NoCross No cross FIX.2.7
B OKToCross OK to cross FIX.2.7
C CallFirst Call first FIX.2.7
D PercentOfVolume Percent of volume FIX.2.7
E DoNotIncrease Do not increase - DNI FIX.2.7
F DoNotReduce Do not reduce - DNR FIX.2.7
G AllOrNone All or none - AON FIX.2.7
I InstitutionsOnly Institutions only FIX.3.0
L LastPeg Last peg (last sale) FIX.3.0
M MidPricePeg Mid-price peg (midprice of inside quote) FIX.3.0
N NonNegotiable Non-negotiable FIX.3.0
O OpeningPeg Opening peg FIX.3.0
P MarketPeg Market peg FIX.3.0
R PrimaryPeg Primary peg (primary market - buy at bid/sell at offer) FIX.3.0
S Suspend Suspend FIX.3.0
FIX.2.7
110 MinQty int Minimum quantity of an order to be executed. FIX.3.0
111 MaxFloor int Maximum number of shares within an order to be shown on the exchange floor at any given time. FIX.3.0
100 ExDestination char Execution destination as defined by institution when order is entered.
Value SymbolicName Description Added Updated Deprecated
0 None none FIX.2.7
4 POSIT POSIT FIX.2.7
FIX.3.0
55 Symbol ✔ char Must match original order FIX.2.7
65 SymbolSfx char Additional information about the security (e.g. preferred, warrants, etc.). Absence of this field indicates common.
Valid values:
As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory 		FIX.2.7
48 SecurityID char Must match original order FIX.2.7
22 IDSource char Must match original order
Value SymbolicName Description Added Updated Deprecated
1 CUSIP CUSIP FIX.2.7
2 SEDOL SEDOL FIX.2.7
3 QUIK QUIK FIX.2.7
4 ISINNumber ISIN number FIX.3.0
5 RICCode RIC code FIX.3.0
FIX.2.7
106 Issuer char Company name of security issuer (e.g. International Business Machines) FIX.3.0
107 SecurityDesc char Security description. FIX.3.0
54 Side ✔ char Must match original side, however, Buy and Buy Minus can be interchanged as well as Sell and Sell Plus
Value SymbolicName Description Added Updated Deprecated
1 Buy Buy FIX.2.7
2 Sell Sell FIX.2.7
3 BuyMinus Buy minus FIX.2.7
4 SellPlus Sell plus FIX.2.7
5 SellShort Sell short FIX.2.7
6 SellShortExempt Sell short exempt FIX.2.7
FIX.2.7
38 OrderQty ✔ int Number of shares ordered FIX.2.7
40 OrdType ✔ char Order type.
Value SymbolicName Description Added Updated Deprecated
1 Market Market FIX.2.7
2 Limit Limit FIX.2.7
3 Stop Stop FIX.2.7
4 StopLimit Stop limit FIX.2.7
5 MarketOnClose Market on close FIX.2.7
6 WithOrWithout With or without FIX.2.7
7 LimitOrBetter Limit or better FIX.2.7
8 LimitWithOrWithout Limit with or without FIX.2.7
9 OnBasis On basis FIX.2.7
A OnClose On close FIX.2.7
B LimitOnClose Limit on close FIX.2.7
C ForexMarket Forex FIX.4.0
D PreviouslyQuoted Previously quoted FIX.4.0
E PreviouslyIndicated Previously indicated FIX.4.0
P Pegged Pegged (requires ExecInst = L, R, M, P or O) FIX.3.0
FIX.2.7
44 Price float Required for limit OrdTypes FIX.2.7
99 StopPx float Required for stop OrdTypes FIX.2.7
15 Currency char Message without currency field is interpreted as US dollars. Must match original order. FIX.2.7
59 TimeInForce char Absence of this field indicates Day order
Value SymbolicName Description Added Updated Deprecated
0 Day Day FIX.2.7
1 GoodTillCancel Good Till Cancel (GTC) FIX.2.7
2 AtTheOpening At the Opening (OPG) FIX.2.7
3 ImmediateOrCancel Immediate or Cancel (OC) FIX.2.7
4 FillOrKill Fill or Kill (FOK) FIX.2.7
5 GoodTillCrossing Good Till Crossing (GTX) FIX.2.7
6 GoodTillDate Good Till Date FIX.4.0
FIX.2.7
126 ExpireTime time Required if TimeInForce = GTD FIX.4.0
12 Commission float Commission FIX.2.7
13 CommType char Commission type
Value SymbolicName Description Added Updated Deprecated
1 PerUnit per share FIX.2.7
2 Percent percentage FIX.2.7
3 Absolute absolute FIX.2.7
FIX.2.7
47 Rule80A char Must match original order
Value SymbolicName Description Added Updated Deprecated
A AgencySingleOrder Agency single order FIX.2.7
C ProprietaryNonAlgo Program Order, non-index arb, for Member firm/org FIX.2.7
D ProgramOrderMember Program Order, index arb, for Member firm/org FIX.2.7
I IndividualInvestor Individual Investor, single order FIX.2.7
J ProprietaryAlgo Program Order, index arb, for individual customer FIX.2.7
K AgencyAlgo Program Order, non-index arb, for individual customer FIX.2.7
M ProgramOrderOtherMember Program Order, index arb, for other member FIX.2.7
N AgentForOtherMember Program Order, non-index arb, for other member FIX.2.7
U AgencyIndexArb Program Order, index arb, for other agency FIX.2.7
W AllOtherOrdersAsAgentForOtherMember All other orders as agent for other member FIX.2.7
Y AgencyNonAlgo Program Order, non-index arb, for other agency FIX.2.7
FIX.2.7
121 ForexReq char Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade.
Value SymbolicName Description Added Updated Deprecated
N DoNotExecuteForexAfterSecurityTrade Do not execute Forex after security trade FIX.4.0
Y ExecuteForexAfterSecurityTrade Execute Forex after security trade FIX.4.0
FIX.4.0
120 SettlCurrency char Required if ForexReq = Y. FIX.4.0
58 Text char Free format text string FIX.2.7
StandardTrailer ✔ FIX.2.7

OrderStatusRequest (35=H)

The order status request message is used by the institution to generate an order status message back from the broker.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = H FIX.2.7
37 OrderID char Unique identifier for Order as assigned by broker. Uniqueness must be guaranteed within a single trading day. Firms which accept multi-day orders should consider embedding a date within the OrderID field to assure uniqueness across days. FIX.2.7
11 ClOrdID ✔ char Unique identifier for Order as assigned by institution. Uniqueness must be guaranteed within a single trading day. Firms which electronically submit multi-day orders should consider embedding a date within the ClOrderID field to assure uniqueness across days. FIX.2.7
109 ClientID char Used for firm identification in third-party transactions. FIX.3.0
76 ExecBroker char Used for firm identification in third-party transactions. FIX.2.7
55 Symbol ✔ char Ticker symbol FIX.2.7
65 SymbolSfx char Additional information about the security (e.g. preferred, warrants, etc.). Absence of this field indicates common.
Valid values:
As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory 		FIX.2.7
106 Issuer char Company name of security issuer (e.g. International Business Machines) FIX.3.0
107 SecurityDesc char Security description. FIX.3.0
54 Side ✔ char Side of order
Value SymbolicName Description Added Updated Deprecated
1 Buy Buy FIX.2.7
2 Sell Sell FIX.2.7
3 BuyMinus Buy minus FIX.2.7
4 SellPlus Sell plus FIX.2.7
5 SellShort Sell short FIX.2.7
6 SellShortExempt Sell short exempt FIX.2.7
FIX.2.7
StandardTrailer ✔ FIX.2.7

Allocation (35=J)

The allocation record is used to instruct a broker on how to allocate executed shares to sub-accounts. The allocation record can also be used as a confirmation message through which third parties can communicate execution and settlement instructions between trading partners.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = J FIX.2.7
70 AllocID ✔ int Unique identifier for allocation record. FIX.2.7
71 AllocTransType ✔ char Identifies allocation transaction type
Value SymbolicName Description Added Updated Deprecated
0 New New FIX.2.7
1 Replace Replace FIX.2.7
2 Cancel Cancel FIX.2.7
FIX.2.7
72 RefAllocID int Required for AllocTransType = R (Replace) or C (Cancel) FIX.2.7
73 NoOrders ✔ int Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one). FIX.2.7
⇒11 ClOrdID ✔ char Order ID assigned by client if order(s) were electronically delivered and executed. If order(s) were manually delivered this field should contain string "MANUAL". FIX.2.7
⇒37 OrderID char Unique identifier for Order as assigned by broker. Uniqueness must be guaranteed within a single trading day. Firms which accept multi-day orders should consider embedding a date within the OrderID field to assure uniqueness across days. FIX.2.7
⇒66 ListID char Required for List Orders. FIX.2.7
⇒105 WaveNo char Identifier to aid in the management of multiple lists derived from a single, master list. FIX.3.0
124 NoExecs int Indicates number of individual execution record groups to follow. Absence of this field indicates that no individual execution records are included. FIX.4.0
⇒17 ExecID int Unique identifier of execution message as assigned by broker (will be 0 (zero) for ExecTransType=3 (Status)).
Uniqueness must be guaranteed within a single trading day. Firms which accept multi-day orders should consider embedding a date within the ExecID field to assure uniqueness across days. 		FIX.2.7
⇒32 LastShares int Number of shares in individual execution. Required if NoExecs > 0 FIX.2.7
⇒31 LastPx float Price of individual execution. Required if NoExecs > 0 FIX.2.7
⇒30 LastMkt char Market of individual execution. FIX.2.7
54 Side ✔ char Side of order
Value SymbolicName Description Added Updated Deprecated
1 Buy Buy FIX.2.7
2 Sell Sell FIX.2.7
3 BuyMinus Buy minus FIX.2.7
4 SellPlus Sell plus FIX.2.7
5 SellShort Sell short FIX.2.7
6 SellShortExempt Sell short exempt FIX.2.7
FIX.2.7
55 Symbol ✔ char Ticker symbol FIX.2.7
65 SymbolSfx char Additional information about the security (e.g. preferred, warrants, etc.). Absence of this field indicates common.
Valid values:
As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory 		FIX.2.7
48 SecurityID char CUSIP or other alternate security identifier FIX.2.7
22 IDSource char Identifies class of alternative SecurityID
100+ are reserved for private security identifications
Value SymbolicName Description Added Updated Deprecated
1 CUSIP CUSIP FIX.2.7
2 SEDOL SEDOL FIX.2.7
3 QUIK QUIK FIX.2.7
4 ISINNumber ISIN number FIX.3.0
5 RICCode RIC code FIX.3.0
FIX.2.7
106 Issuer char Company name of security issuer (e.g. International Business Machines) FIX.3.0
107 SecurityDesc char Security description. FIX.3.0
53 Shares ✔ int Total number of shares allocated to all accounts FIX.2.7
6 AvgPx ✔ float Calculated average price of all fills on this order. FIX.2.7
15 Currency char Currency of AvgPx, absence of this field indicates US dollars FIX.2.7
74 AvgPrxPrecision int Absence of this field indicates that default precision arranged by the broker/institution is to be used FIX.2.7
75 TradeDate ✔ date Indicates date of trade referenced in this record in YYYYMMDD format. Absence of this field indicates current day (expressed in local time at place of trade). FIX.2.7
60 TransactTime time Date/time when allocation is generated FIX.2.7
63 SettlmntTyp char Absence of this field is interpreted as Regular
Value SymbolicName Description Added Updated Deprecated
0 Regular Regular FIX.2.7
1 Cash Cash FIX.2.7
2 NextDay Next Day FIX.2.7
3 TPlus2 T+2 FIX.2.7
4 TPlus3 T+3 FIX.2.7
5 TPlus4 T+4 FIX.2.7
6 Future Future FIX.2.7
7 WhenAndIfIssued When Issued FIX.2.7
8 SellersOption Sellers Option FIX.2.7
9 TPlus5 T+ 5 FIX.3.0
FIX.2.7
64 FutSettDate date Required with SettlmntTyp other than regular FIX.2.7
118 NetMoney float Expressed in same currency as AvgPx FIX.4.0
136 NoMiscFees int Required if any miscellaneous fees are reported. Indicates number of repeating entries FIX.4.0
⇒137 MiscFeeAmt float Required if NoMiscFees > 0 FIX.4.0
⇒138 MiscFeeCurr char Required if NoMiscFees > 0 FIX.4.0
⇒139 MiscFeeType char Required if NoMiscFees > 0
Value SymbolicName Description Added Updated Deprecated
1 Regulatory Regulatory (e.g. SEC) FIX.4.0
2 Tax Tax FIX.4.0
3 LocalCommission Local Commission FIX.4.0
4 ExchangeFees Exchange Fees FIX.4.0
5 Stamp Stamp FIX.4.0
6 Levy Levy FIX.4.0
7 Other Other FIX.4.0
FIX.4.0
119 SettlCurrAmt float Total amount due expressed in settlement currency (includes the effect of the forex transaction) FIX.4.0
120 SettlCurrency char Currency code of settlement denomination. FIX.4.0
77 OpenClose char For options only. FIX.2.7
58 Text char Free format text string FIX.2.7
78 NoAllocs ✔ int Indicates number of allocation groups to follow. FIX.2.7
⇒79 AllocAccount ✔ char Sub-account mnemonic FIX.2.7
⇒80 AllocShares ✔ int Number of shares to be allocated to specific sub-account FIX.2.7
⇒81 ProcessCode char Processing code for sub-account. Absence of this field in AllocAccount / AllocShares / ProcessCode instance indicates regular trade.
Value SymbolicName Description Added Updated Deprecated
0 Regular regular FIX.2.7
1 SoftDollar soft dollar FIX.2.7
2 StepIn step-in FIX.2.7
3 StepOut step-out FIX.2.7
4 SoftDollarStepIn soft-dollar step-in FIX.2.7
5 SoftDollarStepOut soft-dollar step-out FIX.2.7
6 PlanSponsor plan sponsor FIX.4.0
FIX.2.7
⇒76 ExecBroker char Required for step-in and step-out trades FIX.2.7
⇒109 ClientID char Used for firm identification in third-party transactions. FIX.3.0
⇒12 Commission float Commission FIX.2.7
⇒13 CommType char Commission type
Value SymbolicName Description Added Updated Deprecated
1 PerUnit per share FIX.2.7
2 Percent percentage FIX.2.7
3 Absolute absolute FIX.2.7
FIX.2.7
⇒85 NoDlvyInst int Repeating group within allocation group FIX.2.7
⇒92 BrokerOfCredit char Broker to receive trade credit FIX.2.7
⇒86 DlvyInst char Required if NoDlvyInst > 0 FIX.2.7
StandardTrailer ✔ FIX.2.7

ListCancelRequest (35=K)

The list cancel request message type is used by institutions wishing to cancel previously submitted lists either before or during execution.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = K FIX.2.7
66 ListID ✔ char Customer assigned listUnique identifier for list as assigned by institution, used to associate multiple individual orders. Uniqueness must be guaranteed within a single trading day. Firms which generate multi-day orders should consider embedding a date within the ListID field to assure uniqueness across days. FIX.2.7
105 WaveNo char Identifier to aid in the management of multiple lists derived from a single, master list. FIX.3.0
58 Text char Free format text string FIX.2.7
StandardTrailer ✔ FIX.2.7

ListExecute (35=L)

The list execute message type is used by institutions to instruct the broker to begin execution of a previously submitted list.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = L FIX.2.7
66 ListID ✔ char Must be unique, by customer, for the day FIX.2.7
105 WaveNo char Identifier to aid in the management of multiple lists derived from a single, master list. FIX.3.0
58 Text char Free format text string FIX.2.7
StandardTrailer ✔ FIX.2.7

ListStatusRequest (35=M)

The list status request message type is used by institutions to instruct the broker to generate status messages for a list.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = M FIX.2.7
66 ListID ✔ char Customer assigned listUnique identifier for list as assigned by institution, used to associate multiple individual orders. Uniqueness must be guaranteed within a single trading day. Firms which generate multi-day orders should consider embedding a date within the ListID field to assure uniqueness across days. FIX.2.7
105 WaveNo char Identifier to aid in the management of multiple lists derived from a single, master list. FIX.3.0
58 Text char Free format text string FIX.2.7
StandardTrailer ✔ FIX.2.7

ListStatus (35=N)

The list status message is issued as the response to a List Status Request message and indicates the current state of the orders within the list as they exists at the broker's site.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = N FIX.2.7
66 ListID ✔ char Customer assigned listUnique identifier for list as assigned by institution, used to associate multiple individual orders. Uniqueness must be guaranteed within a single trading day. Firms which generate multi-day orders should consider embedding a date within the ListID field to assure uniqueness across days. FIX.2.7
105 WaveNo char Identifier to aid in the management of multiple lists derived from a single, master list. FIX.3.0
82 NoRpts ✔ int Total number of messages required to status complete list. FIX.2.7
83 RptSeq ✔ int Sequence number of this report message. FIX.2.7
73 NoOrders ✔ int Number of orders statused in this message, i.e. number of repeating groups to follow. FIX.2.7
⇒11 ClOrdID ✔ char Unique identifier for Order as assigned by institution. Uniqueness must be guaranteed within a single trading day. Firms which electronically submit multi-day orders should consider embedding a date within the ClOrderID field to assure uniqueness across days. FIX.2.7
⇒14 CumQty ✔ int Total number of shares filled.
Valid values:
(0 - 1000000000) 		FIX.2.7
⇒84 CxlQty ✔ int Total number of shares canceled for this order. FIX.2.7
⇒6 AvgPx ✔ float Calculated average price of all fills on this order. FIX.2.7
StandardTrailer ✔ FIX.2.7

AllocationInstructionAck (35=P)

The allocation ACK record is used by the broker to acknowledge the receipt and status of an allocation record received from the institution.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = P FIX.2.7
109 ClientID char Used for firm identification in third-party transactions. FIX.3.0
76 ExecBroker char Used for firm identification in third-party transactions. FIX.2.7
70 AllocID ✔ int Unique identifier for allocation record. FIX.2.7
75 TradeDate ✔ date Indicates date of trade referenced in this record in YYYYMMDD format. Absence of this field indicates current day (expressed in local time at place of trade). FIX.2.7
60 TransactTime time Date/Time allocation Ack generated FIX.2.7
87 AllocStatus ✔ int Identifies status of allocation.
Value SymbolicName Description Added Updated Deprecated
0 Accepted accepted (successfully processed) FIX.2.7
1 BlockLevelReject rejected FIX.2.7
2 AccountLevelReject partial accept FIX.2.7
3 Received received (received, not yet processed) FIX.4.0
FIX.2.7
88 AllocRejCode int Required for AllocStatus = 1 (rejected)
Value SymbolicName Description Added Updated Deprecated
0 UnknownAccount unknown account(s) FIX.2.7
1 IncorrectQuantity incorrect quantity FIX.2.7
2 IncorrectAveragegPrice incorrect average price FIX.2.7
3 UnknownExecutingBrokerMnemonic unknown executing broker mnemonic FIX.2.7
4 CommissionDifference commission difference FIX.2.7
5 UnknownOrderID unknown OrderID FIX.2.7
6 UnknownListID unknown ListID FIX.2.7
7 OtherSeeText other FIX.2.7
FIX.2.7
58 Text char Can include explanation for AllocRejCode = 7 (other) FIX.2.7
StandardTrailer ✔ FIX.2.7

DontKnowTrade (35=Q)

The Don’t Know Trade (DK) message is used to notify a trading partner that an electronically received execution has been rejected. This message can be thought of as an execution reject message.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = Q FIX.4.0
37 OrderID char Broker Order Id as identified on problem execution FIX.4.0
17 ExecID int Execution Id of problem execution FIX.4.0
127 DKReason ✔ char Reason for execution rejection.
Value SymbolicName Description Added Updated Deprecated
A UnknownSymbol Unknown symbol FIX.4.0
B WrongSide Wrong side FIX.4.0
C QuantityExceedsOrder Quantity exceeds order FIX.4.0
D NoMatchingOrder No matching order FIX.4.0
E PriceExceedsLimit Price exceeds limit FIX.4.0
Z Other Other FIX.4.0
FIX.4.0
55 Symbol ✔ char Ticker symbol FIX.4.0
54 Side ✔ char Side of order
Value SymbolicName Description Added Updated Deprecated
1 Buy Buy FIX.2.7
2 Sell Sell FIX.2.7
3 BuyMinus Buy minus FIX.2.7
4 SellPlus Sell plus FIX.2.7
5 SellShort Sell short FIX.2.7
6 SellShortExempt Sell short exempt FIX.2.7
FIX.4.0
38 OrderQty ✔ int Number of shares ordered FIX.4.0
32 LastShares ✔ int Quantity of shares bought/sold on this fill. Field not required for ExecTransType = 3 (Status) FIX.4.0
31 LastPx ✔ float Price of last fill. Field not required for ExecTransType = 3 (Status) FIX.4.0
58 Text char Free format text string FIX.4.0
StandardTrailer ✔ FIX.4.0

QuoteRequest (35=R)

In some markets it is the practice to request quotes from brokers prior to placement of an order. The quote request message is used for this purpose.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = R FIX.4.0
131 QuoteReqID ✔ char Unique identifier for quote request FIX.4.0
55 Symbol ✔ char Ticker symbol FIX.4.0
65 SymbolSfx char Additional information about the security (e.g. preferred, warrants, etc.). Absence of this field indicates common.
Valid values:
As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory 		FIX.4.0
48 SecurityID char CUSIP or other alternate security identifier FIX.4.0
22 IDSource char Identifies class of alternative SecurityID
100+ are reserved for private security identifications
Value SymbolicName Description Added Updated Deprecated
1 CUSIP CUSIP FIX.2.7
2 SEDOL SEDOL FIX.2.7
3 QUIK QUIK FIX.2.7
4 ISINNumber ISIN number FIX.3.0
5 RICCode RIC code FIX.3.0
FIX.4.0
106 Issuer char Company name of security issuer (e.g. International Business Machines) FIX.4.0
107 SecurityDesc char Security description. FIX.4.0
140 PrevClosePx float Useful for verifying security identification FIX.4.0
54 Side char Side of order
Value SymbolicName Description Added Updated Deprecated
1 Buy Buy FIX.2.7
2 Sell Sell FIX.2.7
3 BuyMinus Buy minus FIX.2.7
4 SellPlus Sell plus FIX.2.7
5 SellShort Sell short FIX.2.7
6 SellShortExempt Sell short exempt FIX.2.7
FIX.4.0
38 OrderQty int Number of shares ordered FIX.4.0
StandardTrailer ✔ FIX.4.0

Quote (35=S)

The quote message is used as the response to a quote request message and can be used to publish unsolicited quotes.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = S FIX.4.0
131 QuoteReqID char Required when quote is in response to a Quote Request message FIX.4.0
117 QuoteID ✔ char Unique identifier for quote FIX.4.0
55 Symbol ✔ char Ticker symbol FIX.4.0
65 SymbolSfx char Additional information about the security (e.g. preferred, warrants, etc.). Absence of this field indicates common.
Valid values:
As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory 		FIX.4.0
48 SecurityID char CUSIP or other alternate security identifier FIX.4.0
22 IDSource char Identifies class of alternative SecurityID
100+ are reserved for private security identifications
Value SymbolicName Description Added Updated Deprecated
1 CUSIP CUSIP FIX.2.7
2 SEDOL SEDOL FIX.2.7
3 QUIK QUIK FIX.2.7
4 ISINNumber ISIN number FIX.3.0
5 RICCode RIC code FIX.3.0
FIX.4.0
106 Issuer char Company name of security issuer (e.g. International Business Machines) FIX.4.0
107 SecurityDesc char Security description. FIX.4.0
132 BidPx ✔ float Bid price/rate FIX.4.0
133 OfferPx float Offer price/rate FIX.4.0
134 BidSize int Quantity of bid FIX.4.0
135 OfferSize int Quantity of offer FIX.4.0
62 ValidUntilTime time Indicates expiration time of indication message (always expressed in GMT) FIX.4.0
StandardTrailer ✔ FIX.4.0

Components

StandardHeader

The standard FIX message header

Tag Name Reqd Type Description Added Updated Deprecated
8 BeginString ✔ char FIX.4.0 (Always unencrypted, must be first field in message) FIX.4.0
9 BodyLength ✔ int (Always unencrypted, must be second field in message) FIX.4.0
35 MsgType ✔ char (Always unencrypted, must be third field in message)
Value SymbolicName Description Added Updated Deprecated
0 Heartbeat Heartbeat FIX.2.7
1 TestRequest Test Request FIX.2.7
2 ResendRequest Resend Request FIX.2.7
3 Reject Reject FIX.2.7
4 SequenceReset Sequence Reset FIX.2.7
5 Logout Logout FIX.2.7
6 IOI Indication of Interest FIX.2.7
7 Advertisement Advertisement FIX.2.7
8 ExecutionReport Execution Report FIX.2.7
9 OrderCancelReject Order Cancel Reject FIX.2.7
A Logon Logon FIX.2.7
B News News FIX.2.7
C Email Email FIX.2.7
D NewOrderSingle Order - Single FIX.2.7
E NewOrderList Order - List FIX.2.7
F OrderCancelRequest Order Cancel Request FIX.2.7
G OrderCancelReplaceRequest Order Cancel/Replace Request FIX.2.7
H OrderStatusRequest Order Status Request FIX.2.7
J AllocationInstruction Allocation FIX.2.7
K ListCancelRequest List Cancel Request FIX.2.7
L ListExecute List Execute FIX.2.7
M ListStatusRequest List Status Request FIX.2.7
N ListStatus List Status FIX.2.7
P AllocationInstructionAck Allocation ACK FIX.2.7
Q DontKnowTrade Dont Know Trade (DK) FIX.4.0
R QuoteRequest Quote Request FIX.4.0
S Quote Quote FIX.4.0
FIX.4.0
49 SenderCompID ✔ char (Always unencrypted) FIX.4.0
56 TargetCompID ✔ char (Always unencrypted) FIX.4.0
115 OnBehalfOfCompID char Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.) FIX.4.0
128 DeliverToCompID char Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.) FIX.4.0
90 SecureDataLen Length Required to identify length of encrypted section of message. (Always unencrypted) FIX.4.0
91 SecureData data Required when message body is encrypted. Always immediately follows SecureDataLen field. FIX.4.0
34 MsgSeqNum ✔ int (Can be embedded within encrypted data section.) FIX.4.0
50 SenderSubID char (Can be embedded within encrypted data section.) FIX.4.0
57 TargetSubID char "ADMIN" reserved for administrative messages not intended for a specific user. (Can be embedded within encrypted data section.) FIX.4.0
116 OnBehalfOfSubID char Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.) FIX.4.0
129 DeliverToSubID char Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.) FIX.4.0
43 PossDupFlag char Always required for retransmissions, whether prompted by the sending system or as the result of a resend request. (Can be embedded within encrypted data section.)
Value SymbolicName Description Added Updated Deprecated
N OriginalTransmission Original transmission FIX.2.7
Y PossibleDuplicate Possible duplicate FIX.2.7
FIX.4.0
97 PossResend char Required when message may be duplicate of another message sent under a different sequence number. (Can be embedded within encrypted data section.) FIX.4.0
52 SendingTime ✔ time (Can be embedded within encrypted data section.) FIX.4.0
122 OrigSendingTime time Required for message resends. If data is not available set to same value as SendingTime (Can be embedded within encrypted data section.) FIX.4.0

StandardTrailer

The standard FIX message trailer

Tag Name Reqd Type Description Added Updated Deprecated
93 SignatureLength Length Required when trailer contains signature. Note: Not to be included within SecureData field FIX.4.0
89 Signature data Note: Not to be included within SecureData field FIX.4.0
10 CheckSum ✔ char (Always unencrypted, always last field in message) FIX.4.0