FIX.4.1 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. The length field should specify the number of bytes of the value of the data field (up to but not including the terminating SOH). Caution: the value of one of these fields may contain the delimiter (SOH) character. Note that the value specified for this field should be followed by the delimiter (SOH) character as all fields are terminated with an "SOH". FIX.2.7
MonthYear char char field representing month of a year in YYYYMM format. Valid values: YYYY = 0000-9999, MM = 01-12. FIX.4.1
DayOfMonth int int field representing a day during a particular monthy (values 1 to 31). FIX.4.1

Fields

Tag Name Type Description Added Updated Deprecated
1 Account char Account mnemonic as agreed between broker and institution. FIX.2.7
2 AdvId char Unique identifier of advertisement message.
(Prior to FIX 4.1 this field was of type int) 		FIX.2.7
3 AdvRefID char Reference identifier used with CANCEL and REPLACE transaction types.
(Prior to FIX 4.1 this field was of type int) 		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 ClOrdID field to assure uniqueness across days. FIX.2.7
12 Commission float Commission. Note if CommType is percentage, Commission of 5% should be represented as .05. 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. FIX.2.7
15 Currency char Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. 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 char 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 or the life of a multi-day order. Firms which accept multi-day orders should consider embedding a date within the ExecID field to assure uniqueness across days.
(Prior to FIX 4.1 this field was of type int) 		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 (cross is forbidden) FIX.2.7
B OKToCross OK to cross FIX.2.7
C CallFirst Call first FIX.2.7
D PercentOfVolume Percent of volume (indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage) 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
U CustomerDisplayInstruction Customer Display Instruction (Rule11Ac1-1/4) FIX.4.1
V Netting Netting (for Forex) FIX.4.1
FIX.2.7
19 ExecRefID char Reference identifier used with Cancel and Correct transaction types.
(Prior to FIX 4.1 this field was of type int) 		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
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
6 ISOCurrencyCode ISO Currency Code FIX.4.1
7 ISOCountryCode ISO Country Code FIX.4.1
FIX.2.7
23 IOIid char Unique identifier of IOI message.
(Prior to FIX 4.1 this field was of type int) 		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 char Reference identifier used with CANCEL and REPLACE, transaction types.
(Prior to FIX 4.1 this field was of type int) 		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 this (last) fill. Field not required for ExecTransType = 3 (Status) FIX.2.7
32 LastShares int Quantity of shares bought/sold on this (last) 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 (i.e. U1, U2, etc) 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
T SettlementInstructions Settlement Instructions FIX.4.1
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 - Market FIX.4.0
D PreviouslyQuoted Previously quoted FIX.4.0
E PreviouslyIndicated Previously indicated FIX.4.0
F ForexLimit Forex - Limit FIX.4.1
G ForexSwap Forex - Swap FIX.4.1
H ForexPreviouslyQuoted Forex - Previously Quoted FIX.4.1
P Pegged Pegged (requires ExecInst = L, R, M, P or O) FIX.3.0
FIX.2.7
41 OrigClOrdID char ClOrdID of the previous order (NOT the initial order of the day) as assigned by the institution, used to identify the previous 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 Note that the name of this field is changing to "OrderCapacity" as Rule80A is a very US market-specific term. Other world markets need to convey similar information, however, often a subset of the US values. . See the "Rule80A (aka OrderCapacity) Usage by Market" appendix for market-specific usage of this field.
Value SymbolicName Description Added Updated Deprecated
A AgencySingleOrder Agency single order FIX.2.7
B ShortExemptTransactionAType Short exempt transaction (refer to A type) FIX.4.1
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
E ShortExemptTransactionForPrincipal Registered Equity Market Maker trades FIX.4.1
F ShortExemptTransactionWType Short exempt transaction (refer to W type) FIX.4.1
H ShortExemptTransactionIType Short exempt transaction (refer to I type) FIX.4.1
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
L ShortExemptTransactionMemberAffliated Short exempt transaction for member competing market-maker affiliated with the firm clearing the trade (refer to P and O types) FIX.4.1
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
O ProprietaryTransactionAffiliated Competing dealer trades FIX.4.1
P Principal Principal FIX.4.1
R TransactionNonMember Competing dealer trades FIX.4.1
S SpecialistTrades Specialist trades FIX.4.1
T TransactionUnaffiliatedMember Competing dealer trades FIX.4.1
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
X ShortExemptTransactionMemberNotAffliated Short exempt transaction for member competing market-maker not affiliated with the firm clearing the trade (refer to W and T types) FIX.4.1
Y AgencyNonAlgo Program Order, non-index arb, for other agency FIX.2.7
Z ShortExemptTransactionNonMember Short exempt transaction for non-member competing market-maker (refer to A and R types) FIX.4.1
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
7 Undisclosed Undisclosed (valid for IOI message only) FIX.4.1
8 Cross Cross (orders where counterparty is an exchange, valid for all messages except IOIs) FIX.4.1
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
(Note: this field does not have a specified maximum length) 		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 Unique 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 char Unique identifier for allocation record.
(Prior to FIX 4.1 this field was of type int) 		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
3 Preliminary Preliminary (without MiscFees and NetMoney) FIX.4.1
4 Calculated Calculated (includes MiscFees and NetMoney) FIX.4.1
FIX.2.7
72 RefAllocID char Reference identifier to be used with Replace and Cancel AllocTransType records.
(Prior to FIX 4.1 this field was of type int) 		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.
Value SymbolicName Description Added Updated Deprecated
C Close Close FIX.4.1
O Open Open FIX.4.1
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
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.
Value SymbolicName Description Added Updated Deprecated
N OriginalTransmission Original transmission FIX.4.1
Y PossibleResend Possible resend FIX.4.1
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 (ECB 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 web site) FIX.4.0
6 PEM PEM/DES-MD5 (see app note on FIX web site) FIX.4.0
FIX.2.7
99 StopPx float Price per share FIX.2.7
100 ExDestination char Execution destination as defined by institution when order is entered. 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
5 UnknownOrder Unknown Order FIX.4.1
6 DuplicateOrder Duplicate Order FIX.4.1
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 At the Market (previously called 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
Y AtTheMidpoint At the Midpoint FIX.4.1
Z PreOpen Pre-open FIX.4.1
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 conjunction 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 (i.e. trader) 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
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 (i.e. trader) 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
8 Markup Markup FIX.4.1
FIX.4.0
140 PrevClosePx float Previous closing price of security. FIX.4.0
141 ResetSeqNumFlag char Indicates that the both sides of the FIX session should reset sequence numbers.
Value SymbolicName Description Added Updated Deprecated
N No No FIX.4.1
Y Yes Yes, reset sequence numbers FIX.4.1
FIX.4.1
142 SenderLocationID char Assigned value used to identify specific message originator’s location (i.e. geographic location and/or desk, trader) FIX.4.1
143 TargetLocationID char Assigned value used to identify specific message originator’s location (i.e. geographic location and/or desk, trader) FIX.4.1
144 OnBehalfOfLocationID char Assigned value used to identify specific message originator’s location (i.e. geographic location and/or desk, trader) if the message was delivered by a third party FIX.4.1
145 DeliverToLocationID char Assigned value used to identify specific message originator’s location (i.e. geographic location and/or desk, trader) if the message was delivered by a third party FIX.4.1
146 NoRelatedSym int Specifies the number of repeating symbols specified. FIX.4.1
147 Subject char The subject of an Email message FIX.4.1
148 Headline char The headline of a News message FIX.4.1
149 URLLink char A URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html) FIX.4.1
150 ExecType char Describes the specific ExecutionRpt (i.e. Pending Cancel) while OrdStatus will always identify the current order status (i.e. Partially Filled)
Value SymbolicName Description Added Updated Deprecated
0 New New FIX.4.1
1 PartialFill Partial fill FIX.4.1
2 Fill Fill FIX.4.1
3 DoneForDay Done for day FIX.4.1
4 Canceled Cancelled FIX.4.1
5 Replaced Replace FIX.4.1
6 PendingCancel Pending Cancel/Replace FIX.4.1
7 Stopped Stopped FIX.4.1
8 Rejected Rejected FIX.4.1
9 Suspended Suspended FIX.4.1
A PendingNew Pending New FIX.4.1
B Calculated Calculated FIX.4.1
C Expired Expired FIX.4.1
FIX.4.1
151 LeavesQty int Amount of shares open for further execution. If the OrdStatus is Canceled, DoneForTheDay, Expired, Calculated, or Rejected (in which case the order is no longer active) then LeavesQty could be 0, otherwise LeavesQty = OrderQty - CumQty. FIX.4.1
152 CashOrderQty float Specifies the approximate order quantity desired in total monetary units vs. as a number of shares. The broker would be responsible for converting and calculating a share quantity (OrderQty) based upon this amount to be used for the actual order and subsequent messages. FIX.4.1
153 AllocAvgPx float AvgPx for a specific AllocAccount FIX.4.1
154 AllocNetMoney float NetMoney for a specific AllocAccount FIX.4.1
155 SettlCurrFxRate float Foreign exchange rate used to compute SettlCurrAmount from Currency to SettlCurrency FIX.4.1
156 SettlCurrFxRateCalc char Specifies whether or not SettlCurrFxRate should be multiplied or divided. FIX.4.1
157 NumDaysInterest int Number of Days of Interest for convertible bonds and fixed income FIX.4.1
158 AccruedInterestRate float Accrued Interest Rate for convertible bonds and fixed income FIX.4.1
159 AccruedInterestAmt float Amount of Accrued Interest for convertible bonds and fixed income FIX.4.1
160 SettlInstMode char Indicates mode used for Settlement Instructions
Value SymbolicName Description Added Updated Deprecated
0 Default Default FIX.4.1
1 StandingInstructionsProvided Standing Instructions Provided FIX.4.1
2 SpecificAllocationAccountOverriding Specific Allocation Account Overriding FIX.4.1
3 SpecificAllocationAccountStanding Specific Allocation Account Standing FIX.4.1
FIX.4.1
161 AllocText char Free format text related to a specific AllocAccount. FIX.4.1
162 SettlInstID char Unique identifier for Settlement Instructions record. FIX.4.1
163 SettlInstTransType char Settlement Instructions message transaction type
Value SymbolicName Description Added Updated Deprecated
C Cancel Cancel FIX.4.1
N New New FIX.4.1
R Replace Replace FIX.4.1
FIX.4.1
164 EmailThreadID char Unique identifier for an email thread (new and chain of replies) FIX.4.1
165 SettlInstSource char Indicates source of Settlement Instructions
Value SymbolicName Description Added Updated Deprecated
1 BrokerCredit Brokers Instructions FIX.4.1
2 Institution Institutions Instructions FIX.4.1
FIX.4.1
166 SettlLocation char Identifies Settlement Depository or Country Code (ISITC spec)
Value SymbolicName Description Added Updated Deprecated
CED CEDEL CEDEL FIX.4.1
DTC DepositoryTrustCompany Depository Trust Company FIX.4.1
EUR EuroClear Euroclear FIX.4.1
FED FederalBookEntry Federal Book Entry FIX.4.1
ISO Country Code LocalMarketSettleLocation Local Market Settle Location FIX.4.1
PNY Physical Physical FIX.4.1
PTC ParticipantTrustCompany Participant Trust Company FIX.4.1
FIX.4.1
167 SecurityType char Indicates type of security (ISITC spec)
Value SymbolicName Description Added Updated Deprecated
BA BankersAcceptance Bankers Acceptance FIX.4.1
CD CertificateOfDeposit Certificate Of Deposit FIX.4.1
CMO CollateralizedMortgageObligation Collateralize Mortgage Obligation FIX.4.1
CORP CorporateBond Corporate Bond FIX.4.1
CP CommercialPaper Commercial Paper FIX.4.1
CPP CorporatePrivatePlacement Corporate Private Placement FIX.4.1
CS CommonStock Common Stock FIX.4.1
FHA FederalHousingAuthority Federal Housing Authority FIX.4.1
FHL FederalHomeLoan Federal Home Loan FIX.4.1
FN FederalNationalMortgageAssociation Federal National Mortgage Association FIX.4.1
FOR ForeignExchangeContract Foreign Exchange Contract FIX.4.1
FUT Future Future FIX.4.1
GN GovernmentNationalMortgageAssociation Government National Mortgage Association FIX.4.1
GOVT TreasuriesAgencyDebenture Treasuries + Agency Debenture FIX.4.1
MF MutualFund Mutual Fund FIX.4.1
MIO MortgageInterestOnly Mortgage Interest Only FIX.4.1
MPO MortgagePrincipalOnly Mortgage Principle Only FIX.4.1
MPP MortgagePrivatePlacement Mortgage Private Placement FIX.4.1
MPT MiscellaneousPassThrough Miscellaneous Pass-Thru FIX.4.1
MUNI MunicipalBond Municipal Bond FIX.4.1
NONE NoSecurityType No ISITC Security Type FIX.4.1
OPT Option Option FIX.4.1
PS PreferredStock Preferred Stock FIX.4.1
RP RepurchaseAgreement Repurchase Agreement FIX.4.1
RVRP ReverseRepurchaseAgreement Reverse Repurchase Agreement FIX.4.1
SL StudentLoanMarketingAssociation Student Loan Marketing Association FIX.4.1
TD TimeDeposit Time Deposit FIX.4.1
USTB USTreasuryBillOld US Treasury Bill FIX.4.1
WAR Warrant Warrant FIX.4.1
ZOO CatsTigersAndLions Cats, Tigers & Lions (a real code: US Treasury Receipts) FIX.4.1
FIX.4.1
168 EffectiveTime time Time the details within the message should take effect (always expressed in GMT) FIX.4.1
169 StandInstDbType int Identifies the Standing Instruction database used
Value SymbolicName Description Added Updated Deprecated
0 Other Other FIX.4.1
1 DTCSID DTC SID FIX.4.1
2 ThomsonALERT Thomson ALERT FIX.4.1
3 AGlobalCustodian A Global Custodian (StandInstDbName must be provided) FIX.4.1
FIX.4.1
170 StandInstDbName char Name of the Standing Instruction database represented with StandInstDbType (i.e. the Global Custodian’s name). FIX.4.1
171 StandInstDbID char Unique identifier used on the Standing Instructions database for the Standing Instructions to be referenced. FIX.4.1
172 SettlDeliveryType int Identifies type of settlement FIX.4.1
173 SettlDepositoryCode char Broker’s account code at the depository (i.e. CEDEL ID for CEDEL, FINS for DTC, or Euroclear ID for Euroclear) if SettlLocation is a depository FIX.4.1
174 SettlBrkrCode char BIC (Bank Identification Code—Swift managed) code of the broker involved (i.e. for multi-company brokerage firms) FIX.4.1
175 SettlInstCode char BIC (Bank Identification Code—Swift managed) code of the institution involved (i.e. for multi-company institution firms) FIX.4.1
176 SecuritySettlAgentName char Name of SettlInstSource's local agent bank if SettlLocation is not a depository FIX.4.1
177 SecuritySettlAgentCode char BIC (Bank Identification Code--Swift managed) code of the SettlInstSource's local agent bank if SettlLocation is not a depository FIX.4.1
178 SecuritySettlAgentAcctNum char SettlInstSource's account number at local agent bank if SettlLocation is not a depository FIX.4.1
179 SecuritySettlAgentAcctName char Name of SettlInstSource's account at local agent bank if SettlLocation is not a depository FIX.4.1
180 SecuritySettlAgentContactName char Name of contact at local agent bank for SettlInstSource's account if SettlLocation is not a depository FIX.4.1
181 SecuritySettlAgentContactPhone char Phone number for contact at local agent bank if SettlLocation is not a depository FIX.4.1
182 CashSettlAgentName char Name of SettlInstSource's local agent bank if SettlDeliveryType=Free FIX.4.1
183 CashSettlAgentCode char BIC (Bank Identification Code--Swift managed) code of the SettlInstSource's local agent bank if SettlDeliveryType=Free FIX.4.1
184 CashSettlAgentAcctNum char SettlInstSource's account number at local agent bank if SettlDeliveryType=Free FIX.4.1
185 CashSettlAgentAcctName char Name of SettlInstSource's account at local agent bank if SettlDeliveryType=Free FIX.4.1
186 CashSettlAgentContactName char Name of contact at local agent bank for SettlInstSource's account if SettlDeliveryType=Free FIX.4.1
187 CashSettlAgentContactPhone char Phone number for contact at local agent bank for SettlInstSource's account if SettlDeliveryType=Free FIX.4.1
188 BidSpotRate float Bid F/X spot rate. FIX.4.1
189 BidForwardPoints float Bid F/X forward points added to spot rate. May be a negative value. FIX.4.1
190 OfferSpotRate float Offer F/X spot rate. FIX.4.1
191 OfferForwardPoints float Offer F/X forward points added to spot rate. May be a negative value. FIX.4.1
192 OrderQty2 float OrderQty of the future part of a F/X swap order. FIX.4.1
193 FutSettDate2 date FutSettDate of the future part of a F/X swap order. FIX.4.1
194 LastSpotRate float F/X spot rate. FIX.4.1
195 LastForwardPoints float F/X forward points added to LastSpotRate. May be a negative value. FIX.4.1
196 AllocLinkID char Can be used to link two different Allocation messages (each with unique AllocID) together, i.e. for F/X "Netting" or "Swaps". Should be unique. FIX.4.1
197 AllocLinkType int Identifies the type of Allocation linkage when AllocLinkID is used.
Value SymbolicName Description Added Updated Deprecated
0 FXNetting F/X Netting FIX.4.1
1 FXSwap F/X Swap FIX.4.1
FIX.4.1
198 SecondaryOrderID char Assigned by the party which accepts the order. Can be used to provide the OrderID used by an exchange or executing system. FIX.4.1
199 NoIOIQualifiers int Number of repeating groups of IOIQualifiers. FIX.4.1
200 MaturityMonthYear MonthYear Month and Year of the maturity for SecurityType=FUT or SecurityType=OPT.
Format: YYYYMM
(i.e. 199903) 		FIX.4.1
201 PutOrCall int Indicates whether an Option is for a put or call.
Value SymbolicName Description Added Updated Deprecated
0 Put Put FIX.4.1
1 Call Call FIX.4.1
FIX.4.1
202 StrikePrice float Strike Price for an Option. FIX.4.1
203 CoveredOrUncovered int Used for options
Value SymbolicName Description Added Updated Deprecated
0 Covered Covered FIX.4.1
1 Uncovered Uncovered FIX.4.1
FIX.4.1
204 CustomerOrFirm int Used for options when delivering the order to an execution system/exchange to specify if the order is for a customer or the firm placing the order itself.
Value SymbolicName Description Added Updated Deprecated
0 Customer Customer FIX.4.1
1 Firm Firm FIX.4.1
FIX.4.1
205 MaturityDay DayOfMonth Day of month used in conjunction with MaturityMonthYear to specify the maturity date for SecurityType=FUT or SecurityType=OPT. FIX.4.1
206 OptAttribute char Can be used for SecurityType=OPT to identify a particular security. FIX.4.1
207 SecurityExchange char Market used to help identify a security. FIX.4.1
208 NotifyBrokerOfCredit char Indicates whether or not details should be communicated to BrokerOfCredit (i.e. step-in broker).
Value SymbolicName Description Added Updated Deprecated
N DetailsShouldNotBeCommunicated Details should not be communicated FIX.4.1
Y DetailsShouldBeCommunicated Details should be communicated FIX.4.1
FIX.4.1
209 AllocHandlInst int Indicates how the receiver (i.e. third party) of Allocation message should handle/process the account details.
Value SymbolicName Description Added Updated Deprecated
1 Match Match FIX.4.1
2 Forward Forward FIX.4.1
3 ForwardAndMatch Forward and Match FIX.4.1
FIX.4.1
210 MaxShow int Maximum number of shares within an order to be shown to other customers (i.e. sent via an IOI). FIX.4.1
211 PegDifference float Price difference for a pegged order. FIX.4.1

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.

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 passed through to the application level.

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.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = 5 FIX.2.7
58 Text char Free format text string
(Note: this field does not have a specified maximum length) 		FIX.2.7
StandardTrailer ✔ FIX.2.7

IOI (35=6)

Indication of interest messages 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 ✔ char Unique identifier of IOI message.
(Prior to FIX 4.1 this field was of type int) 		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 char 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
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
6 ISOCurrencyCode ISO Currency Code FIX.4.1
7 ISOCountryCode ISO Country Code FIX.4.1
FIX.2.7
167 SecurityType char Must be specified if a Future or Option. If a Future: Symbol, SecurityType, and MaturityMonthYear are required. If an Option: Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required.
Value SymbolicName Description Added Updated Deprecated
BA BankersAcceptance Bankers Acceptance FIX.4.1
CD CertificateOfDeposit Certificate Of Deposit FIX.4.1
CMO CollateralizedMortgageObligation Collateralize Mortgage Obligation FIX.4.1
CORP CorporateBond Corporate Bond FIX.4.1
CP CommercialPaper Commercial Paper FIX.4.1
CPP CorporatePrivatePlacement Corporate Private Placement FIX.4.1
CS CommonStock Common Stock FIX.4.1
FHA FederalHousingAuthority Federal Housing Authority FIX.4.1
FHL FederalHomeLoan Federal Home Loan FIX.4.1
FN FederalNationalMortgageAssociation Federal National Mortgage Association FIX.4.1
FOR ForeignExchangeContract Foreign Exchange Contract FIX.4.1
FUT Future Future FIX.4.1
GN GovernmentNationalMortgageAssociation Government National Mortgage Association FIX.4.1
GOVT TreasuriesAgencyDebenture Treasuries + Agency Debenture FIX.4.1
MF MutualFund Mutual Fund FIX.4.1
MIO MortgageInterestOnly Mortgage Interest Only FIX.4.1
MPO MortgagePrincipalOnly Mortgage Principle Only FIX.4.1
MPP MortgagePrivatePlacement Mortgage Private Placement FIX.4.1
MPT MiscellaneousPassThrough Miscellaneous Pass-Thru FIX.4.1
MUNI MunicipalBond Municipal Bond FIX.4.1
NONE NoSecurityType No ISITC Security Type FIX.4.1
OPT Option Option FIX.4.1
PS PreferredStock Preferred Stock FIX.4.1
RP RepurchaseAgreement Repurchase Agreement FIX.4.1
RVRP ReverseRepurchaseAgreement Reverse Repurchase Agreement FIX.4.1
SL StudentLoanMarketingAssociation Student Loan Marketing Association FIX.4.1
TD TimeDeposit Time Deposit FIX.4.1
USTB USTreasuryBillOld US Treasury Bill FIX.4.1
WAR Warrant Warrant FIX.4.1
ZOO CatsTigersAndLions Cats, Tigers & Lions (a real code: US Treasury Receipts) FIX.4.1
FIX.4.1
200 MaturityMonthYear MonthYear For Options or Futures to specify the month and year of maturity. FIX.4.1
205 MaturityDay DayOfMonth For Options or Futures and can be used in conjunction with MaturityMonthYear to specify a particular maturity date. FIX.4.1
201 PutOrCall int For Options.
Value SymbolicName Description Added Updated Deprecated
0 Put Put FIX.4.1
1 Call Call FIX.4.1
FIX.4.1
202 StrikePrice float For Options. FIX.4.1
206 OptAttribute char For Options. FIX.4.1
207 SecurityExchange char Can be used to identify the security. FIX.4.1
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 7 = Undisclosed (for IOIs)
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
7 Undisclosed Undisclosed (valid for IOI message only) FIX.4.1
8 Cross Cross (orders where counterparty is an exchange, valid for all messages except IOIs) FIX.4.1
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 Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See Appendix A for information on obtaining valid values. 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
199 NoIOIQualifiers int Required if any IOIQualifiers are specified. Indicates the number of repeating IOIQualifiers. FIX.4.1
⇒104 IOIQualifier char Required if NoIOIQualifiers > 0
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 At the Market (previously called 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
Y AtTheMidpoint At the Midpoint FIX.4.1
Z PreOpen Pre-open FIX.4.1
FIX.3.0
58 Text char Free format text string
(Note: this field does not have a specified maximum length) 		FIX.2.7
60 TransactTime time Time of execution/order creation (expressed in GMT) FIX.4.1
149 URLLink char A URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html) FIX.4.1
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 ✔ char Unique identifier of advertisement message.
(Prior to FIX 4.1 this field was of type int) 		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 char 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
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
6 ISOCurrencyCode ISO Currency Code FIX.4.1
7 ISOCountryCode ISO Country Code FIX.4.1
FIX.2.7
167 SecurityType char Must be specified if a Future or Option. If a Future: Symbol, SecurityType, and MaturityMonthYear are required. If an Option: Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required.
Value SymbolicName Description Added Updated Deprecated
BA BankersAcceptance Bankers Acceptance FIX.4.1
CD CertificateOfDeposit Certificate Of Deposit FIX.4.1
CMO CollateralizedMortgageObligation Collateralize Mortgage Obligation FIX.4.1
CORP CorporateBond Corporate Bond FIX.4.1
CP CommercialPaper Commercial Paper FIX.4.1
CPP CorporatePrivatePlacement Corporate Private Placement FIX.4.1
CS CommonStock Common Stock FIX.4.1
FHA FederalHousingAuthority Federal Housing Authority FIX.4.1
FHL FederalHomeLoan Federal Home Loan FIX.4.1
FN FederalNationalMortgageAssociation Federal National Mortgage Association FIX.4.1
FOR ForeignExchangeContract Foreign Exchange Contract FIX.4.1
FUT Future Future FIX.4.1
GN GovernmentNationalMortgageAssociation Government National Mortgage Association FIX.4.1
GOVT TreasuriesAgencyDebenture Treasuries + Agency Debenture FIX.4.1
MF MutualFund Mutual Fund FIX.4.1
MIO MortgageInterestOnly Mortgage Interest Only FIX.4.1
MPO MortgagePrincipalOnly Mortgage Principle Only FIX.4.1
MPP MortgagePrivatePlacement Mortgage Private Placement FIX.4.1
MPT MiscellaneousPassThrough Miscellaneous Pass-Thru FIX.4.1
MUNI MunicipalBond Municipal Bond FIX.4.1
NONE NoSecurityType No ISITC Security Type FIX.4.1
OPT Option Option FIX.4.1
PS PreferredStock Preferred Stock FIX.4.1
RP RepurchaseAgreement Repurchase Agreement FIX.4.1
RVRP ReverseRepurchaseAgreement Reverse Repurchase Agreement FIX.4.1
SL StudentLoanMarketingAssociation Student Loan Marketing Association FIX.4.1
TD TimeDeposit Time Deposit FIX.4.1
USTB USTreasuryBillOld US Treasury Bill FIX.4.1
WAR Warrant Warrant FIX.4.1
ZOO CatsTigersAndLions Cats, Tigers & Lions (a real code: US Treasury Receipts) FIX.4.1
FIX.4.1
200 MaturityMonthYear MonthYear For Options or Futures to specify the month and year of maturity. FIX.4.1
205 MaturityDay DayOfMonth For Options or Futures and can be used in conjunction with MaturityMonthYear to specify a particular maturity date. FIX.4.1
201 PutOrCall int For Options.
Value SymbolicName Description Added Updated Deprecated
0 Put Put FIX.4.1
1 Call Call FIX.4.1
FIX.4.1
202 StrikePrice float For Options. FIX.4.1
206 OptAttribute char For Options. FIX.4.1
207 SecurityExchange char Can be used to identify the security. FIX.4.1
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 Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See Appendix A for information on obtaining valid values. 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.4.1
60 TransactTime time Time of execution/order creation (expressed in GMT) FIX.2.7
58 Text char Free format text string
(Note: this field does not have a specified maximum length) 		FIX.2.7
149 URLLink char A URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html) FIX.4.1
30 LastMkt char Market of execution for last fill
Valid values:
See Appendix C 		FIX.4.1
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 on working orders
5. Reject orders
6. Report post-trade fees calculations associated with a trade

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = 8 FIX.2.7
37 OrderID ✔ char OrderID is required to be unique for each chain of orders. FIX.2.7
198 SecondaryOrderID char Can be used to provide order id used by exchange or executing system. FIX.4.1
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
41 OrigClOrdID char Conditionally required for PendingCancel, Replaced, Canceled ExecType values. ClOrdID of the previous order (NOT the initial order of the day) when canceling or replacing an order. FIX.4.1
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 ✔ char 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 or the life of a multi-day order. Firms which accept multi-day orders should consider embedding a date within the ExecID field to assure uniqueness across days.
(Prior to FIX 4.1 this field was of type int) 		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 char Required for Cancel and Correct ExecTransType messages FIX.2.7
150 ExecType ✔ char Describes the type of execution report. Same possible values as OrdStatus.
Value SymbolicName Description Added Updated Deprecated
0 New New FIX.4.1
1 PartialFill Partial fill FIX.4.1
2 Fill Fill FIX.4.1
3 DoneForDay Done for day FIX.4.1
4 Canceled Cancelled FIX.4.1
5 Replaced Replace FIX.4.1
6 PendingCancel Pending Cancel/Replace FIX.4.1
7 Stopped Stopped FIX.4.1
8 Rejected Rejected FIX.4.1
9 Suspended Suspended FIX.4.1
A PendingNew Pending New FIX.4.1
B Calculated Calculated FIX.4.1
C Expired Expired FIX.4.1
FIX.4.1
39 OrdStatus ✔ char Describes the current state of a CHAIN of orders, same scope as OrderQty, CumQty, LeavesQty, and AvgPx
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 ExecType = 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
5 UnknownOrder Unknown Order FIX.4.1
6 DuplicateOrder Duplicate Order FIX.4.1
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
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
6 ISOCurrencyCode ISO Currency Code FIX.4.1
7 ISOCountryCode ISO Country Code FIX.4.1
FIX.2.7
167 SecurityType char Must be specified if a Future or Option. If a Future: Symbol, SecurityType, and MaturityMonthYear are required. If an Option: Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required.
Value SymbolicName Description Added Updated Deprecated
BA BankersAcceptance Bankers Acceptance FIX.4.1
CD CertificateOfDeposit Certificate Of Deposit FIX.4.1
CMO CollateralizedMortgageObligation Collateralize Mortgage Obligation FIX.4.1
CORP CorporateBond Corporate Bond FIX.4.1
CP CommercialPaper Commercial Paper FIX.4.1
CPP CorporatePrivatePlacement Corporate Private Placement FIX.4.1
CS CommonStock Common Stock FIX.4.1
FHA FederalHousingAuthority Federal Housing Authority FIX.4.1
FHL FederalHomeLoan Federal Home Loan FIX.4.1
FN FederalNationalMortgageAssociation Federal National Mortgage Association FIX.4.1
FOR ForeignExchangeContract Foreign Exchange Contract FIX.4.1
FUT Future Future FIX.4.1
GN GovernmentNationalMortgageAssociation Government National Mortgage Association FIX.4.1
GOVT TreasuriesAgencyDebenture Treasuries + Agency Debenture FIX.4.1
MF MutualFund Mutual Fund FIX.4.1
MIO MortgageInterestOnly Mortgage Interest Only FIX.4.1
MPO MortgagePrincipalOnly Mortgage Principle Only FIX.4.1
MPP MortgagePrivatePlacement Mortgage Private Placement FIX.4.1
MPT MiscellaneousPassThrough Miscellaneous Pass-Thru FIX.4.1
MUNI MunicipalBond Municipal Bond FIX.4.1
NONE NoSecurityType No ISITC Security Type FIX.4.1
OPT Option Option FIX.4.1
PS PreferredStock Preferred Stock FIX.4.1
RP RepurchaseAgreement Repurchase Agreement FIX.4.1
RVRP ReverseRepurchaseAgreement Reverse Repurchase Agreement FIX.4.1
SL StudentLoanMarketingAssociation Student Loan Marketing Association FIX.4.1
TD TimeDeposit Time Deposit FIX.4.1
USTB USTreasuryBillOld US Treasury Bill FIX.4.1
WAR Warrant Warrant FIX.4.1
ZOO CatsTigersAndLions Cats, Tigers & Lions (a real code: US Treasury Receipts) FIX.4.1
FIX.4.1
200 MaturityMonthYear MonthYear For Options or Futures to specify the month and year of maturity. FIX.4.1
205 MaturityDay DayOfMonth For Options or Futures and can be used in conjunction with MaturityMonthYear to specify a particular maturity date. FIX.4.1
201 PutOrCall int For Options.
Value SymbolicName Description Added Updated Deprecated
0 Put Put FIX.4.1
1 Call Call FIX.4.1
FIX.4.1
202 StrikePrice float For Options. FIX.4.1
206 OptAttribute char For Options. FIX.4.1
207 SecurityExchange char Can be used to identify the security. FIX.4.1
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
7 Undisclosed Undisclosed (valid for IOI message only) FIX.4.1
8 Cross Cross (orders where counterparty is an exchange, valid for all messages except IOIs) FIX.4.1
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 - Market FIX.4.0
D PreviouslyQuoted Previously quoted FIX.4.0
E PreviouslyIndicated Previously indicated FIX.4.0
F ForexLimit Forex - Limit FIX.4.1
G ForexSwap Forex - Swap FIX.4.1
H ForexPreviouslyQuoted Forex - Previously Quoted FIX.4.1
P Pegged Pegged (requires ExecInst = L, R, M, P or O) FIX.3.0
FIX.2.7
44 Price float Required if specified on the order FIX.2.7
99 StopPx float Required if specified on the order FIX.2.7
211 PegDifference float Required if specified on the order FIX.4.1
15 Currency char Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See Appendix A for information on obtaining valid values. 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 (cross is forbidden) FIX.2.7
B OKToCross OK to cross FIX.2.7
C CallFirst Call first FIX.2.7
D PercentOfVolume Percent of volume (indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage) 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
U CustomerDisplayInstruction Customer Display Instruction (Rule11Ac1-1/4) FIX.4.1
V Netting Netting (for Forex) FIX.4.1
FIX.2.7
47 Rule80A char Note that the name of this field is changing to "OrderCapacity" as Rule80A is a very US market-specific term. Other world markets need to convey similar information, however, often a subset of the US values. . See the "Rule80A (aka OrderCapacity) Usage by Market" appendix for market-specific usage of this field.
Value SymbolicName Description Added Updated Deprecated
A AgencySingleOrder Agency single order FIX.2.7
B ShortExemptTransactionAType Short exempt transaction (refer to A type) FIX.4.1
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
E ShortExemptTransactionForPrincipal Registered Equity Market Maker trades FIX.4.1
F ShortExemptTransactionWType Short exempt transaction (refer to W type) FIX.4.1
H ShortExemptTransactionIType Short exempt transaction (refer to I type) FIX.4.1
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
L ShortExemptTransactionMemberAffliated Short exempt transaction for member competing market-maker affiliated with the firm clearing the trade (refer to P and O types) FIX.4.1
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
O ProprietaryTransactionAffiliated Competing dealer trades FIX.4.1
P Principal Principal FIX.4.1
R TransactionNonMember Competing dealer trades FIX.4.1
S SpecialistTrades Specialist trades FIX.4.1
T TransactionUnaffiliatedMember Competing dealer trades FIX.4.1
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
X ShortExemptTransactionMemberNotAffliated Short exempt transaction for member competing market-maker not affiliated with the firm clearing the trade (refer to W and T types) FIX.4.1
Y AgencyNonAlgo Program Order, non-index arb, for other agency FIX.2.7
Z ShortExemptTransactionNonMember Short exempt transaction for non-member competing market-maker (refer to A and R types) FIX.4.1
FIX.2.7
32 LastShares ✔ int Quantity of shares bought/sold on this (last) fill. Not required ExecTransType = 3 (Status). FIX.2.7
31 LastPx ✔ float Price of this (last) fill. Not required for ExecTransType = 3 (Status), Should represent the "all-in" (LastSpotRate + LastForwardPoints) rate for F/X orders. FIX.2.7
194 LastSpotRate float Applicable for F/X orders FIX.4.1
195 LastForwardPoints float Applicable for F/X orders FIX.4.1
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
151 LeavesQty ✔ int Amount of shares open for further execution. If the OrdStatus is Canceled, DoneForTheDay, Expired, Calculated, or Rejected (in which case the order is no longer active) then LeavesQty could be 0, otherwise LeavesQty = OrderQty - CumQty. FIX.4.1
14 CumQty ✔ int Currently executed shares for chain of orders. 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. Note if CommType is percentage, Commission of 5% should be represented as .05. 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
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
155 SettlCurrFxRate float Foreign exchange rate used to compute SettlCurrAmount from Currency to SettlCurrency FIX.4.1
156 SettlCurrFxRateCalc char Specifies whether the SettlCurrFxRate should be multiplied or divided FIX.4.1
58 Text char Free format text string
(Note: this field does not have a specified maximum length) 		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
198 SecondaryOrderID char Can be used to provide order id used by exchange or executing system. FIX.4.1
11 ClOrdID ✔ char Unique order id assigned by institution to the cancel request or to the replacement order. FIX.2.7
41 OrigClOrdID ✔ char ClOrdID which could not be canceled/replaced. ClOrdID of the previous order (NOT the initial order of the day) when canceling or replacing an order. FIX.4.1
39 OrdStatus ✔ char OrdStatus value after this cancel reject is applied.
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.4.1
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
(Note: this field does not have a specified maximum length) 		FIX.2.7
StandardTrailer ✔ FIX.2.7

Logon (35=A)

The logon message authenticates a user establishing a connection to a remote system.

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 (ECB 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 web site) FIX.4.0
6 PEM PEM/DES-MD5 (see app note on FIX web site) 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
141 ResetSeqNumFlag char Indicates both sides of a FIX session should reset sequence numbers
Value SymbolicName Description Added Updated Deprecated
N No No FIX.4.1
Y Yes Yes, reset sequence numbers FIX.4.1
FIX.4.1
StandardTrailer ✔ FIX.2.7

News (35=B)

The news message is 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
148 Headline ✔ char Specifies the headline text FIX.4.1
146 NoRelatedSym int Specifies the number of repeating symbols specified FIX.4.1
⇒46 RelatdSym char Can be repeated multiple times if message is related to multiple symbols. FIX.2.7
⇒65 SymbolSfx char Can be repeated multiple times if message is related to multiple symbols. FIX.4.1
⇒48 SecurityID char Can be repeated multiple times if message is related to multiple symbols. FIX.4.1
⇒22 IDSource char Can be repeated multiple times if message is related to multiple symbols.
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
6 ISOCurrencyCode ISO Currency Code FIX.4.1
7 ISOCountryCode ISO Country Code FIX.4.1
FIX.4.1
⇒167 SecurityType char Must be specified if a Future or Option. If a Future: RelatedSym, SecurityType, and MaturityMonthYear are required. If an Option: RelatedSym, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required.
Value SymbolicName Description Added Updated Deprecated
BA BankersAcceptance Bankers Acceptance FIX.4.1
CD CertificateOfDeposit Certificate Of Deposit FIX.4.1
CMO CollateralizedMortgageObligation Collateralize Mortgage Obligation FIX.4.1
CORP CorporateBond Corporate Bond FIX.4.1
CP CommercialPaper Commercial Paper FIX.4.1
CPP CorporatePrivatePlacement Corporate Private Placement FIX.4.1
CS CommonStock Common Stock FIX.4.1
FHA FederalHousingAuthority Federal Housing Authority FIX.4.1
FHL FederalHomeLoan Federal Home Loan FIX.4.1
FN FederalNationalMortgageAssociation Federal National Mortgage Association FIX.4.1
FOR ForeignExchangeContract Foreign Exchange Contract FIX.4.1
FUT Future Future FIX.4.1
GN GovernmentNationalMortgageAssociation Government National Mortgage Association FIX.4.1
GOVT TreasuriesAgencyDebenture Treasuries + Agency Debenture FIX.4.1
MF MutualFund Mutual Fund FIX.4.1
MIO MortgageInterestOnly Mortgage Interest Only FIX.4.1
MPO MortgagePrincipalOnly Mortgage Principle Only FIX.4.1
MPP MortgagePrivatePlacement Mortgage Private Placement FIX.4.1
MPT MiscellaneousPassThrough Miscellaneous Pass-Thru FIX.4.1
MUNI MunicipalBond Municipal Bond FIX.4.1
NONE NoSecurityType No ISITC Security Type FIX.4.1
OPT Option Option FIX.4.1
PS PreferredStock Preferred Stock FIX.4.1
RP RepurchaseAgreement Repurchase Agreement FIX.4.1
RVRP ReverseRepurchaseAgreement Reverse Repurchase Agreement FIX.4.1
SL StudentLoanMarketingAssociation Student Loan Marketing Association FIX.4.1
TD TimeDeposit Time Deposit FIX.4.1
USTB USTreasuryBillOld US Treasury Bill FIX.4.1
WAR Warrant Warrant FIX.4.1
ZOO CatsTigersAndLions Cats, Tigers & Lions (a real code: US Treasury Receipts) FIX.4.1
FIX.4.1
⇒200 MaturityMonthYear MonthYear For Options or Futures to specify the month and year of maturity. FIX.4.1
⇒205 MaturityDay DayOfMonth For Options or Futures and can be used in conjunction with MaturityMonthYear to specify a particular maturity date. FIX.4.1
⇒201 PutOrCall int For Options.
Value SymbolicName Description Added Updated Deprecated
0 Put Put FIX.4.1
1 Call Call FIX.4.1
FIX.4.1
⇒202 StrikePrice float For Options. FIX.4.1
⇒206 OptAttribute char For Options. FIX.4.1
⇒207 SecurityExchange char Can be used to identify the security. FIX.4.1
⇒106 Issuer char Can be repeated multiple times if message is related to multiple symbols. FIX.4.1
⇒107 SecurityDesc char Can be repeated multiple times if message is related to multiple symbols. FIX.4.1
33 LinesOfText ✔ int Specifies the number of repeating lines of text specified FIX.4.1
⇒58 Text ✔ char Repeating field, number of instances defined in LinesOfText FIX.2.7
149 URLLink char A URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html) FIX.4.1
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)

The email message is similar to the format and purpose of to the News message, however, it is intended for private use between two parties.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = C FIX.2.7
164 EmailThreadID ✔ char Unique identifier for the email message thread FIX.4.1
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
147 Subject ✔ char Specifies the Subject text FIX.4.1
146 NoRelatedSym int Specifies the number of repeating symbols specified FIX.4.1
⇒46 RelatdSym char Can be repeated multiple times if message is related to multiple symbols. FIX.2.7
⇒65 SymbolSfx char Can be repeated multiple times if message is related to multiple symbols. FIX.4.1
⇒48 SecurityID char Can be repeated multiple times if message is related to multiple symbols. FIX.4.1
⇒22 IDSource char Can be repeated multiple times if message is related to multiple symbols.
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
6 ISOCurrencyCode ISO Currency Code FIX.4.1
7 ISOCountryCode ISO Country Code FIX.4.1
FIX.4.1
⇒167 SecurityType char Must be specified if a Future or Option. If a Future: RelatedSym, SecurityType, and MaturityMonthYear are required. If an Option: RelatedSym, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required.
Value SymbolicName Description Added Updated Deprecated
BA BankersAcceptance Bankers Acceptance FIX.4.1
CD CertificateOfDeposit Certificate Of Deposit FIX.4.1
CMO CollateralizedMortgageObligation Collateralize Mortgage Obligation FIX.4.1
CORP CorporateBond Corporate Bond FIX.4.1
CP CommercialPaper Commercial Paper FIX.4.1
CPP CorporatePrivatePlacement Corporate Private Placement FIX.4.1
CS CommonStock Common Stock FIX.4.1
FHA FederalHousingAuthority Federal Housing Authority FIX.4.1
FHL FederalHomeLoan Federal Home Loan FIX.4.1
FN FederalNationalMortgageAssociation Federal National Mortgage Association FIX.4.1
FOR ForeignExchangeContract Foreign Exchange Contract FIX.4.1
FUT Future Future FIX.4.1
GN GovernmentNationalMortgageAssociation Government National Mortgage Association FIX.4.1
GOVT TreasuriesAgencyDebenture Treasuries + Agency Debenture FIX.4.1
MF MutualFund Mutual Fund FIX.4.1
MIO MortgageInterestOnly Mortgage Interest Only FIX.4.1
MPO MortgagePrincipalOnly Mortgage Principle Only FIX.4.1
MPP MortgagePrivatePlacement Mortgage Private Placement FIX.4.1
MPT MiscellaneousPassThrough Miscellaneous Pass-Thru FIX.4.1
MUNI MunicipalBond Municipal Bond FIX.4.1
NONE NoSecurityType No ISITC Security Type FIX.4.1
OPT Option Option FIX.4.1
PS PreferredStock Preferred Stock FIX.4.1
RP RepurchaseAgreement Repurchase Agreement FIX.4.1
RVRP ReverseRepurchaseAgreement Reverse Repurchase Agreement FIX.4.1
SL StudentLoanMarketingAssociation Student Loan Marketing Association FIX.4.1
TD TimeDeposit Time Deposit FIX.4.1
USTB USTreasuryBillOld US Treasury Bill FIX.4.1
WAR Warrant Warrant FIX.4.1
ZOO CatsTigersAndLions Cats, Tigers & Lions (a real code: US Treasury Receipts) FIX.4.1
FIX.4.1
⇒200 MaturityMonthYear MonthYear For Options or Futures to specify the month and year of maturity. FIX.4.1
⇒205 MaturityDay DayOfMonth For Options or Futures and can be used in conjunction with MaturityMonthYear to specify a particular maturity date. FIX.4.1
⇒201 PutOrCall int For Options.
Value SymbolicName Description Added Updated Deprecated
0 Put Put FIX.4.1
1 Call Call FIX.4.1
FIX.4.1
⇒202 StrikePrice float For Options. FIX.4.1
⇒206 OptAttribute char For Options. FIX.4.1
⇒207 SecurityExchange char Can be used to identify the security. FIX.4.1
⇒106 Issuer char Can be repeated multiple times if message is related to multiple symbols. FIX.4.1
⇒107 SecurityDesc char Can be repeated multiple times if message is related to multiple symbols. FIX.4.1
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 ClOrdID field to assure uniqueness across days. FIX.2.7
33 LinesOfText ✔ int Specifies the number of repeating lines of text specified FIX.4.1
⇒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 of the order as assigned by institution. 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 (cross is forbidden) FIX.2.7
B OKToCross OK to cross FIX.2.7
C CallFirst Call first FIX.2.7
D PercentOfVolume Percent of volume (indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage) 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
U CustomerDisplayInstruction Customer Display Instruction (Rule11Ac1-1/4) FIX.4.1
V Netting Netting (for Forex) FIX.4.1
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. 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
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
6 ISOCurrencyCode ISO Currency Code FIX.4.1
7 ISOCountryCode ISO Country Code FIX.4.1
FIX.2.7
167 SecurityType char Must be specified if a Future or Option. If a Future: Symbol, SecurityType, and MaturityMonthYear are required. If an Option: Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required.
Value SymbolicName Description Added Updated Deprecated
BA BankersAcceptance Bankers Acceptance FIX.4.1
CD CertificateOfDeposit Certificate Of Deposit FIX.4.1
CMO CollateralizedMortgageObligation Collateralize Mortgage Obligation FIX.4.1
CORP CorporateBond Corporate Bond FIX.4.1
CP CommercialPaper Commercial Paper FIX.4.1
CPP CorporatePrivatePlacement Corporate Private Placement FIX.4.1
CS CommonStock Common Stock FIX.4.1
FHA FederalHousingAuthority Federal Housing Authority FIX.4.1
FHL FederalHomeLoan Federal Home Loan FIX.4.1
FN FederalNationalMortgageAssociation Federal National Mortgage Association FIX.4.1
FOR ForeignExchangeContract Foreign Exchange Contract FIX.4.1
FUT Future Future FIX.4.1
GN GovernmentNationalMortgageAssociation Government National Mortgage Association FIX.4.1
GOVT TreasuriesAgencyDebenture Treasuries + Agency Debenture FIX.4.1
MF MutualFund Mutual Fund FIX.4.1
MIO MortgageInterestOnly Mortgage Interest Only FIX.4.1
MPO MortgagePrincipalOnly Mortgage Principle Only FIX.4.1
MPP MortgagePrivatePlacement Mortgage Private Placement FIX.4.1
MPT MiscellaneousPassThrough Miscellaneous Pass-Thru FIX.4.1
MUNI MunicipalBond Municipal Bond FIX.4.1
NONE NoSecurityType No ISITC Security Type FIX.4.1
OPT Option Option FIX.4.1
PS PreferredStock Preferred Stock FIX.4.1
RP RepurchaseAgreement Repurchase Agreement FIX.4.1
RVRP ReverseRepurchaseAgreement Reverse Repurchase Agreement FIX.4.1
SL StudentLoanMarketingAssociation Student Loan Marketing Association FIX.4.1
TD TimeDeposit Time Deposit FIX.4.1
USTB USTreasuryBillOld US Treasury Bill FIX.4.1
WAR Warrant Warrant FIX.4.1
ZOO CatsTigersAndLions Cats, Tigers & Lions (a real code: US Treasury Receipts) FIX.4.1
FIX.4.1
200 MaturityMonthYear MonthYear For Options or Futures to specify the month and year of maturity. FIX.4.1
205 MaturityDay DayOfMonth For Options or Futures and can be used in conjunction with MaturityMonthYear to specify a particular maturity date. FIX.4.1
201 PutOrCall int For Options.
Value SymbolicName Description Added Updated Deprecated
0 Put Put FIX.4.1
1 Call Call FIX.4.1
FIX.4.1
202 StrikePrice float For Options. FIX.4.1
206 OptAttribute char For Options. FIX.4.1
207 SecurityExchange char Can be used to identify the security. FIX.4.1
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
7 Undisclosed Undisclosed (valid for IOI message only) FIX.4.1
8 Cross Cross (orders where counterparty is an exchange, valid for all messages except IOIs) FIX.4.1
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 Either CashOrderQty or OrderQty is required. FIX.2.7
152 CashOrderQty float Either CashOrderQty or OrderQty is required. Specifies the approximate "dollar quantity" for the order. Broker is responsible for converting and calculating OrderQty in shares for subsequent messages. FIX.4.1
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 - Market FIX.4.0
D PreviouslyQuoted Previously quoted FIX.4.0
E PreviouslyIndicated Previously indicated FIX.4.0
F ForexLimit Forex - Limit FIX.4.1
G ForexSwap Forex - Swap FIX.4.1
H ForexPreviouslyQuoted Forex - Previously Quoted FIX.4.1
P Pegged Pegged (requires ExecInst = L, R, M, P or O) FIX.3.0
FIX.2.7
44 Price float Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc. FIX.2.7
99 StopPx float Required for OrdType = "Stop" or OrdType = "Stop limit". FIX.2.7
15 Currency char Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See Appendix A for information on obtaining valid values. FIX.2.7
23 IOIid char 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. Note if CommType is percentage, Commission of 5% should be represented as .05. 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 Note that the name of this field is changing to "OrderCapacity" as Rule80A is a very US market-specific term. Other world markets need to convey similar information, however, often a subset of the US values. . See the "Rule80A (aka OrderCapacity) Usage by Market" appendix for market-specific usage of this field.
Value SymbolicName Description Added Updated Deprecated
A AgencySingleOrder Agency single order FIX.2.7
B ShortExemptTransactionAType Short exempt transaction (refer to A type) FIX.4.1
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
E ShortExemptTransactionForPrincipal Registered Equity Market Maker trades FIX.4.1
F ShortExemptTransactionWType Short exempt transaction (refer to W type) FIX.4.1
H ShortExemptTransactionIType Short exempt transaction (refer to I type) FIX.4.1
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
L ShortExemptTransactionMemberAffliated Short exempt transaction for member competing market-maker affiliated with the firm clearing the trade (refer to P and O types) FIX.4.1
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
O ProprietaryTransactionAffiliated Competing dealer trades FIX.4.1
P Principal Principal FIX.4.1
R TransactionNonMember Competing dealer trades FIX.4.1
S SpecialistTrades Specialist trades FIX.4.1
T TransactionUnaffiliatedMember Competing dealer trades FIX.4.1
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
X ShortExemptTransactionMemberNotAffliated Short exempt transaction for member competing market-maker not affiliated with the firm clearing the trade (refer to W and T types) FIX.4.1
Y AgencyNonAlgo Program Order, non-index arb, for other agency FIX.2.7
Z ShortExemptTransactionNonMember Short exempt transaction for non-member competing market-maker (refer to A and R types) FIX.4.1
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
(Note: this field does not have a specified maximum length) 		FIX.2.7
193 FutSettDate2 date Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. FIX.4.1
192 OrderQty2 float Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. FIX.4.1
77 OpenClose char For options
Value SymbolicName Description Added Updated Deprecated
C Close Close FIX.4.1
O Open Open FIX.4.1
FIX.4.1
203 CoveredOrUncovered int For options
Value SymbolicName Description Added Updated Deprecated
0 Covered Covered FIX.4.1
1 Uncovered Uncovered FIX.4.1
FIX.4.1
204 CustomerOrFirm int For options when delivering the order to execution system/exchange.
Value SymbolicName Description Added Updated Deprecated
0 Customer Customer FIX.4.1
1 Firm Firm FIX.4.1
FIX.4.1
210 MaxShow int Maximum number of shares within an order to be shown to other customers (i.e. sent via an IOI). FIX.4.1
211 PegDifference float Price difference for a pegged order. FIX.4.1
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 of the order as assigned by institution. 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 (cross is forbidden) FIX.2.7
B OKToCross OK to cross FIX.2.7
C CallFirst Call first FIX.2.7
D PercentOfVolume Percent of volume (indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage) 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
U CustomerDisplayInstruction Customer Display Instruction (Rule11Ac1-1/4) FIX.4.1
V Netting Netting (for Forex) FIX.4.1
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. 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
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
6 ISOCurrencyCode ISO Currency Code FIX.4.1
7 ISOCountryCode ISO Country Code FIX.4.1
FIX.2.7
167 SecurityType char Must be specified if a Future or Option. If a Future: Symbol, SecurityType, and MaturityMonthYear are required. If an Option: Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required.
Value SymbolicName Description Added Updated Deprecated
BA BankersAcceptance Bankers Acceptance FIX.4.1
CD CertificateOfDeposit Certificate Of Deposit FIX.4.1
CMO CollateralizedMortgageObligation Collateralize Mortgage Obligation FIX.4.1
CORP CorporateBond Corporate Bond FIX.4.1
CP CommercialPaper Commercial Paper FIX.4.1
CPP CorporatePrivatePlacement Corporate Private Placement FIX.4.1
CS CommonStock Common Stock FIX.4.1
FHA FederalHousingAuthority Federal Housing Authority FIX.4.1
FHL FederalHomeLoan Federal Home Loan FIX.4.1
FN FederalNationalMortgageAssociation Federal National Mortgage Association FIX.4.1
FOR ForeignExchangeContract Foreign Exchange Contract FIX.4.1
FUT Future Future FIX.4.1
GN GovernmentNationalMortgageAssociation Government National Mortgage Association FIX.4.1
GOVT TreasuriesAgencyDebenture Treasuries + Agency Debenture FIX.4.1
MF MutualFund Mutual Fund FIX.4.1
MIO MortgageInterestOnly Mortgage Interest Only FIX.4.1
MPO MortgagePrincipalOnly Mortgage Principle Only FIX.4.1
MPP MortgagePrivatePlacement Mortgage Private Placement FIX.4.1
MPT MiscellaneousPassThrough Miscellaneous Pass-Thru FIX.4.1
MUNI MunicipalBond Municipal Bond FIX.4.1
NONE NoSecurityType No ISITC Security Type FIX.4.1
OPT Option Option FIX.4.1
PS PreferredStock Preferred Stock FIX.4.1
RP RepurchaseAgreement Repurchase Agreement FIX.4.1
RVRP ReverseRepurchaseAgreement Reverse Repurchase Agreement FIX.4.1
SL StudentLoanMarketingAssociation Student Loan Marketing Association FIX.4.1
TD TimeDeposit Time Deposit FIX.4.1
USTB USTreasuryBillOld US Treasury Bill FIX.4.1
WAR Warrant Warrant FIX.4.1
ZOO CatsTigersAndLions Cats, Tigers & Lions (a real code: US Treasury Receipts) FIX.4.1
FIX.4.1
200 MaturityMonthYear MonthYear For Options or Futures to specify the month and year of maturity. FIX.4.1
205 MaturityDay DayOfMonth For Options or Futures and can be used in conjunction with MaturityMonthYear to specify a particular maturity date. FIX.4.1
201 PutOrCall int For Options.
Value SymbolicName Description Added Updated Deprecated
0 Put Put FIX.4.1
1 Call Call FIX.4.1
FIX.4.1
202 StrikePrice float For Options. FIX.4.1
206 OptAttribute char For Options. FIX.4.1
207 SecurityExchange char Can be used to identify the security. FIX.4.1
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
7 Undisclosed Undisclosed (valid for IOI message only) FIX.4.1
8 Cross Cross (orders where counterparty is an exchange, valid for all messages except IOIs) FIX.4.1
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 - Market FIX.4.0
D PreviouslyQuoted Previously quoted FIX.4.0
E PreviouslyIndicated Previously indicated FIX.4.0
F ForexLimit Forex - Limit FIX.4.1
G ForexSwap Forex - Swap FIX.4.1
H ForexPreviouslyQuoted Forex - Previously Quoted FIX.4.1
P Pegged Pegged (requires ExecInst = L, R, M, P or O) FIX.3.0
FIX.2.7
44 Price float Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc. FIX.2.7
99 StopPx float Required for OrdType = "Stop" or OrdType = "Stop limit". FIX.2.7
211 PegDifference float Price difference for a pegged order. FIX.4.1
15 Currency char Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See Appendix A for information on obtaining valid values. 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. Note if CommType is percentage, Commission of 5% should be represented as .05. 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 Note that the name of this field is changing to "OrderCapacity" as Rule80A is a very US market-specific term. Other world markets need to convey similar information, however, often a subset of the US values. . See the "Rule80A (aka OrderCapacity) Usage by Market" appendix for market-specific usage of this field.
Value SymbolicName Description Added Updated Deprecated
A AgencySingleOrder Agency single order FIX.2.7
B ShortExemptTransactionAType Short exempt transaction (refer to A type) FIX.4.1
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
E ShortExemptTransactionForPrincipal Registered Equity Market Maker trades FIX.4.1
F ShortExemptTransactionWType Short exempt transaction (refer to W type) FIX.4.1
H ShortExemptTransactionIType Short exempt transaction (refer to I type) FIX.4.1
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
L ShortExemptTransactionMemberAffliated Short exempt transaction for member competing market-maker affiliated with the firm clearing the trade (refer to P and O types) FIX.4.1
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
O ProprietaryTransactionAffiliated Competing dealer trades FIX.4.1
P Principal Principal FIX.4.1
R TransactionNonMember Competing dealer trades FIX.4.1
S SpecialistTrades Specialist trades FIX.4.1
T TransactionUnaffiliatedMember Competing dealer trades FIX.4.1
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
X ShortExemptTransactionMemberNotAffliated Short exempt transaction for member competing market-maker not affiliated with the firm clearing the trade (refer to W and T types) FIX.4.1
Y AgencyNonAlgo Program Order, non-index arb, for other agency FIX.2.7
Z ShortExemptTransactionNonMember Short exempt transaction for non-member competing market-maker (refer to A and R types) FIX.4.1
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
(Note: this field does not have a specified maximum length) 		FIX.2.7
193 FutSettDate2 date Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. FIX.4.1
192 OrderQty2 float Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. FIX.4.1
77 OpenClose char For options
Value SymbolicName Description Added Updated Deprecated
C Close Close FIX.4.1
O Open Open FIX.4.1
FIX.4.1
203 CoveredOrUncovered int For options
Value SymbolicName Description Added Updated Deprecated
0 Covered Covered FIX.4.1
1 Uncovered Uncovered FIX.4.1
FIX.4.1
204 CustomerOrFirm int For options when delivering the order to execution system/exchange.
Value SymbolicName Description Added Updated Deprecated
0 Customer Customer FIX.4.1
1 Firm Firm FIX.4.1
FIX.4.1
210 MaxShow int Maximum number of shares within an order to be shown to other customers (i.e. sent via an IOI). FIX.4.1
StandardTrailer ✔ FIX.2.7

OrderCancelRequest (35=F)

The order cancel request message requests the cancellation of all 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 ClOrdID of the previous order (NOT the initial order of the day) when canceling or replacing an order. FIX.2.7
37 OrderID char Unique identifier of most recent order as assigned by broker. 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
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
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
6 ISOCurrencyCode ISO Currency Code FIX.4.1
7 ISOCountryCode ISO Country Code FIX.4.1
FIX.2.7
167 SecurityType char Must be specified if a Future or Option. If a Future: Symbol, SecurityType, and MaturityMonthYear are required. If an Option: Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required.
Value SymbolicName Description Added Updated Deprecated
BA BankersAcceptance Bankers Acceptance FIX.4.1
CD CertificateOfDeposit Certificate Of Deposit FIX.4.1
CMO CollateralizedMortgageObligation Collateralize Mortgage Obligation FIX.4.1
CORP CorporateBond Corporate Bond FIX.4.1
CP CommercialPaper Commercial Paper FIX.4.1
CPP CorporatePrivatePlacement Corporate Private Placement FIX.4.1
CS CommonStock Common Stock FIX.4.1
FHA FederalHousingAuthority Federal Housing Authority FIX.4.1
FHL FederalHomeLoan Federal Home Loan FIX.4.1
FN FederalNationalMortgageAssociation Federal National Mortgage Association FIX.4.1
FOR ForeignExchangeContract Foreign Exchange Contract FIX.4.1
FUT Future Future FIX.4.1
GN GovernmentNationalMortgageAssociation Government National Mortgage Association FIX.4.1
GOVT TreasuriesAgencyDebenture Treasuries + Agency Debenture FIX.4.1
MF MutualFund Mutual Fund FIX.4.1
MIO MortgageInterestOnly Mortgage Interest Only FIX.4.1
MPO MortgagePrincipalOnly Mortgage Principle Only FIX.4.1
MPP MortgagePrivatePlacement Mortgage Private Placement FIX.4.1
MPT MiscellaneousPassThrough Miscellaneous Pass-Thru FIX.4.1
MUNI MunicipalBond Municipal Bond FIX.4.1
NONE NoSecurityType No ISITC Security Type FIX.4.1
OPT Option Option FIX.4.1
PS PreferredStock Preferred Stock FIX.4.1
RP RepurchaseAgreement Repurchase Agreement FIX.4.1
RVRP ReverseRepurchaseAgreement Reverse Repurchase Agreement FIX.4.1
SL StudentLoanMarketingAssociation Student Loan Marketing Association FIX.4.1
TD TimeDeposit Time Deposit FIX.4.1
USTB USTreasuryBillOld US Treasury Bill FIX.4.1
WAR Warrant Warrant FIX.4.1
ZOO CatsTigersAndLions Cats, Tigers & Lions (a real code: US Treasury Receipts) FIX.4.1
FIX.4.1
200 MaturityMonthYear MonthYear For Options or Futures to specify the month and year of maturity. FIX.4.1
205 MaturityDay DayOfMonth For Options or Futures and can be used in conjunction with MaturityMonthYear to specify a particular maturity date. FIX.4.1
201 PutOrCall int For Options.
Value SymbolicName Description Added Updated Deprecated
0 Put Put FIX.4.1
1 Call Call FIX.4.1
FIX.4.1
202 StrikePrice float For Options. FIX.4.1
206 OptAttribute char For Options. FIX.4.1
207 SecurityExchange char Can be used to identify the security. FIX.4.1
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
7 Undisclosed Undisclosed (valid for IOI message only) FIX.4.1
8 Cross Cross (orders where counterparty is an exchange, valid for all messages except IOIs) FIX.4.1
FIX.2.7
38 OrderQty int Either CashOrderQty or OrderQty is required. OrderQty = CumQty + LeavesQty (see exceptions above) FIX.2.7
152 CashOrderQty float Either CashOrderQty or OrderQty is required. Specifies the approximate "dollar quantity" for the order. Broker is responsible for converting and calculating OrderQty in shares for subsequent messages. FIX.4.1
58 Text char Free format text string
(Note: this field does not have a specified maximum length) 		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 most recent 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 ClOrdID of the previous order (NOT the initial order of the day) when canceling or replacing an order. 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 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. 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 (cross is forbidden) FIX.2.7
B OKToCross OK to cross FIX.2.7
C CallFirst Call first FIX.2.7
D PercentOfVolume Percent of volume (indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage) 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
U CustomerDisplayInstruction Customer Display Instruction (Rule11Ac1-1/4) FIX.4.1
V Netting Netting (for Forex) FIX.4.1
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. 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
6 ISOCurrencyCode ISO Currency Code FIX.4.1
7 ISOCountryCode ISO Country Code FIX.4.1
FIX.2.7
167 SecurityType char Must be specified if a Future or Option. If a Future: Symbol, SecurityType, and MaturityMonthYear are required. If an Option: Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required.
Value SymbolicName Description Added Updated Deprecated
BA BankersAcceptance Bankers Acceptance FIX.4.1
CD CertificateOfDeposit Certificate Of Deposit FIX.4.1
CMO CollateralizedMortgageObligation Collateralize Mortgage Obligation FIX.4.1
CORP CorporateBond Corporate Bond FIX.4.1
CP CommercialPaper Commercial Paper FIX.4.1
CPP CorporatePrivatePlacement Corporate Private Placement FIX.4.1
CS CommonStock Common Stock FIX.4.1
FHA FederalHousingAuthority Federal Housing Authority FIX.4.1
FHL FederalHomeLoan Federal Home Loan FIX.4.1
FN FederalNationalMortgageAssociation Federal National Mortgage Association FIX.4.1
FOR ForeignExchangeContract Foreign Exchange Contract FIX.4.1
FUT Future Future FIX.4.1
GN GovernmentNationalMortgageAssociation Government National Mortgage Association FIX.4.1
GOVT TreasuriesAgencyDebenture Treasuries + Agency Debenture FIX.4.1
MF MutualFund Mutual Fund FIX.4.1
MIO MortgageInterestOnly Mortgage Interest Only FIX.4.1
MPO MortgagePrincipalOnly Mortgage Principle Only FIX.4.1
MPP MortgagePrivatePlacement Mortgage Private Placement FIX.4.1
MPT MiscellaneousPassThrough Miscellaneous Pass-Thru FIX.4.1
MUNI MunicipalBond Municipal Bond FIX.4.1
NONE NoSecurityType No ISITC Security Type FIX.4.1
OPT Option Option FIX.4.1
PS PreferredStock Preferred Stock FIX.4.1
RP RepurchaseAgreement Repurchase Agreement FIX.4.1
RVRP ReverseRepurchaseAgreement Reverse Repurchase Agreement FIX.4.1
SL StudentLoanMarketingAssociation Student Loan Marketing Association FIX.4.1
TD TimeDeposit Time Deposit FIX.4.1
USTB USTreasuryBillOld US Treasury Bill FIX.4.1
WAR Warrant Warrant FIX.4.1
ZOO CatsTigersAndLions Cats, Tigers & Lions (a real code: US Treasury Receipts) FIX.4.1
FIX.4.1
200 MaturityMonthYear MonthYear For Options or Futures to specify the month and year of maturity. FIX.4.1
205 MaturityDay DayOfMonth For Options or Futures and can be used in conjunction with MaturityMonthYear to specify a particular maturity date. FIX.4.1
201 PutOrCall int For Options.
Value SymbolicName Description Added Updated Deprecated
0 Put Put FIX.4.1
1 Call Call FIX.4.1
FIX.4.1
202 StrikePrice float For Options. FIX.4.1
206 OptAttribute char For Options. FIX.4.1
207 SecurityExchange char Can be used to identify the security. FIX.4.1
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
7 Undisclosed Undisclosed (valid for IOI message only) FIX.4.1
8 Cross Cross (orders where counterparty is an exchange, valid for all messages except IOIs) FIX.4.1
FIX.2.7
38 OrderQty int Either CashOrderQty or OrderQty is required. Should be the "Total Intended Order Quantity" (including the amount already executed for this chain of orders) FIX.2.7
152 CashOrderQty float Either CashOrderQty or OrderQty is required. Specifies the approximate "dollar quantity" for the order. Broker is responsible for converting and calculating OrderQty in shares for subsequent messages. FIX.4.1
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 - Market FIX.4.0
D PreviouslyQuoted Previously quoted FIX.4.0
E PreviouslyIndicated Previously indicated FIX.4.0
F ForexLimit Forex - Limit FIX.4.1
G ForexSwap Forex - Swap FIX.4.1
H ForexPreviouslyQuoted Forex - Previously Quoted FIX.4.1
P Pegged Pegged (requires ExecInst = L, R, M, P or O) FIX.3.0
FIX.2.7
44 Price float Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc. FIX.2.7
99 StopPx float Required for OrdType = "Stop" or OrdType = "Stop limit". FIX.2.7
211 PegDifference float Price difference for a pegged order. FIX.4.1
15 Currency char 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. Note if CommType is percentage, Commission of 5% should be represented as .05. 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
B ShortExemptTransactionAType Short exempt transaction (refer to A type) FIX.4.1
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
E ShortExemptTransactionForPrincipal Registered Equity Market Maker trades FIX.4.1
F ShortExemptTransactionWType Short exempt transaction (refer to W type) FIX.4.1
H ShortExemptTransactionIType Short exempt transaction (refer to I type) FIX.4.1
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
L ShortExemptTransactionMemberAffliated Short exempt transaction for member competing market-maker affiliated with the firm clearing the trade (refer to P and O types) FIX.4.1
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
O ProprietaryTransactionAffiliated Competing dealer trades FIX.4.1
P Principal Principal FIX.4.1
R TransactionNonMember Competing dealer trades FIX.4.1
S SpecialistTrades Specialist trades FIX.4.1
T TransactionUnaffiliatedMember Competing dealer trades FIX.4.1
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
X ShortExemptTransactionMemberNotAffliated Short exempt transaction for member competing market-maker not affiliated with the firm clearing the trade (refer to W and T types) FIX.4.1
Y AgencyNonAlgo Program Order, non-index arb, for other agency FIX.2.7
Z ShortExemptTransactionNonMember Short exempt transaction for non-member competing market-maker (refer to A and R types) FIX.4.1
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
(Note: this field does not have a specified maximum length) 		FIX.2.7
193 FutSettDate2 date Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. FIX.4.1
192 OrderQty2 float Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. FIX.4.1
77 OpenClose char For options
Value SymbolicName Description Added Updated Deprecated
C Close Close FIX.4.1
O Open Open FIX.4.1
FIX.4.1
203 CoveredOrUncovered int For options
Value SymbolicName Description Added Updated Deprecated
0 Covered Covered FIX.4.1
1 Uncovered Uncovered FIX.4.1
FIX.4.1
204 CustomerOrFirm int For options when delivering the order to execution system/exchange.
Value SymbolicName Description Added Updated Deprecated
0 Customer Customer FIX.4.1
1 Firm Firm FIX.4.1
FIX.4.1
210 MaxShow int Maximum number of shares within an order to be shown to other customers (i.e. sent via an IOI). FIX.4.1
114 LocateReqd char Indicates whether the broker is to locate the stock in conjunction 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.4.1
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 ClOrdID 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
48 SecurityID char CUSIP or other alternate security identifier FIX.4.1
22 IDSource char Identifies class of alternative SecurityID
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
6 ISOCurrencyCode ISO Currency Code FIX.4.1
7 ISOCountryCode ISO Country Code FIX.4.1
FIX.4.1
167 SecurityType char Must be specified if a Future or Option. If a Future: Symbol, SecurityType, and MaturityMonthYear are required. If an Option: Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required.
Value SymbolicName Description Added Updated Deprecated
BA BankersAcceptance Bankers Acceptance FIX.4.1
CD CertificateOfDeposit Certificate Of Deposit FIX.4.1
CMO CollateralizedMortgageObligation Collateralize Mortgage Obligation FIX.4.1
CORP CorporateBond Corporate Bond FIX.4.1
CP CommercialPaper Commercial Paper FIX.4.1
CPP CorporatePrivatePlacement Corporate Private Placement FIX.4.1
CS CommonStock Common Stock FIX.4.1
FHA FederalHousingAuthority Federal Housing Authority FIX.4.1
FHL FederalHomeLoan Federal Home Loan FIX.4.1
FN FederalNationalMortgageAssociation Federal National Mortgage Association FIX.4.1
FOR ForeignExchangeContract Foreign Exchange Contract FIX.4.1
FUT Future Future FIX.4.1
GN GovernmentNationalMortgageAssociation Government National Mortgage Association FIX.4.1
GOVT TreasuriesAgencyDebenture Treasuries + Agency Debenture FIX.4.1
MF MutualFund Mutual Fund FIX.4.1
MIO MortgageInterestOnly Mortgage Interest Only FIX.4.1
MPO MortgagePrincipalOnly Mortgage Principle Only FIX.4.1
MPP MortgagePrivatePlacement Mortgage Private Placement FIX.4.1
MPT MiscellaneousPassThrough Miscellaneous Pass-Thru FIX.4.1
MUNI MunicipalBond Municipal Bond FIX.4.1
NONE NoSecurityType No ISITC Security Type FIX.4.1
OPT Option Option FIX.4.1
PS PreferredStock Preferred Stock FIX.4.1
RP RepurchaseAgreement Repurchase Agreement FIX.4.1
RVRP ReverseRepurchaseAgreement Reverse Repurchase Agreement FIX.4.1
SL StudentLoanMarketingAssociation Student Loan Marketing Association FIX.4.1
TD TimeDeposit Time Deposit FIX.4.1
USTB USTreasuryBillOld US Treasury Bill FIX.4.1
WAR Warrant Warrant FIX.4.1
ZOO CatsTigersAndLions Cats, Tigers & Lions (a real code: US Treasury Receipts) FIX.4.1
FIX.4.1
200 MaturityMonthYear MonthYear For Options or Futures to specify the month and year of maturity. FIX.4.1
205 MaturityDay DayOfMonth For Options or Futures and can be used in conjunction with MaturityMonthYear to specify a particular maturity date. FIX.4.1
201 PutOrCall int For Options.
Value SymbolicName Description Added Updated Deprecated
0 Put Put FIX.4.1
1 Call Call FIX.4.1
FIX.4.1
202 StrikePrice float For Options. FIX.4.1
206 OptAttribute char For Options. FIX.4.1
207 SecurityExchange char Can be used to identify the security. FIX.4.1
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
7 Undisclosed Undisclosed (valid for IOI message only) FIX.4.1
8 Cross Cross (orders where counterparty is an exchange, valid for all messages except IOIs) FIX.4.1
FIX.2.7
StandardTrailer ✔ FIX.2.7

Allocation (35=J)

The allocation record instructs a broker on how to allocate executed shares to sub-accounts.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = J FIX.2.7
70 AllocID ✔ char Unique identifier for allocation record.
(Prior to FIX 4.1 this field was of type int) 		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
3 Preliminary Preliminary (without MiscFees and NetMoney) FIX.4.1
4 Calculated Calculated (includes MiscFees and NetMoney) FIX.4.1
FIX.2.7
72 RefAllocID char Required for AllocTransType = Calculated, Replace, or Cancel FIX.2.7
196 AllocLinkID char Can be used to link two different Allocation messages (each with unique AllocID) together, i.e. for F/X "Netting" or "Swaps" FIX.4.1
197 AllocLinkType int Can be used to link two different Allocation messages and identifies the type of link. Required if AllocLinkID is specified.
Value SymbolicName Description Added Updated Deprecated
0 FXNetting F/X Netting FIX.4.1
1 FXSwap F/X Swap FIX.4.1
FIX.4.1
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.4.0
⇒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.4.0
⇒198 SecondaryOrderID char Can be used to provide order id used by exchange or executing system. FIX.4.1
⇒66 ListID char Required for List Orders. FIX.4.0
⇒105 WaveNo char Identifier to aid in the management of multiple lists derived from a single, master list. FIX.4.0
124 NoExecs int Indicates number of individual execution record groups to follow. Absence of this field indicates that no individual execution records are included. Primarily used to support step-outs. FIX.4.0
⇒32 LastShares int Number of shares in individual execution. Required if NoExecs > 0 FIX.4.0
⇒17 ExecID char 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 or the life of a multi-day order. Firms which accept multi-day orders should consider embedding a date within the ExecID field to assure uniqueness across days.
(Prior to FIX 4.1 this field was of type int) 		FIX.4.0
⇒31 LastPx float Price of individual execution. Required if NoExecs > 0 FIX.4.0
⇒29 LastCapacity char Can be specified by broker for AllocTransTyp=Calculated
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.4.1
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
7 Undisclosed Undisclosed (valid for IOI message only) FIX.4.1
8 Cross Cross (orders where counterparty is an exchange, valid for all messages except IOIs) FIX.4.1
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
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
6 ISOCurrencyCode ISO Currency Code FIX.4.1
7 ISOCountryCode ISO Country Code FIX.4.1
FIX.2.7
167 SecurityType char Must be specified if a Future or Option. If a Future: Symbol, SecurityType, and MaturityMonthYear are required. If an Option: Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required.
Value SymbolicName Description Added Updated Deprecated
BA BankersAcceptance Bankers Acceptance FIX.4.1
CD CertificateOfDeposit Certificate Of Deposit FIX.4.1
CMO CollateralizedMortgageObligation Collateralize Mortgage Obligation FIX.4.1
CORP CorporateBond Corporate Bond FIX.4.1
CP CommercialPaper Commercial Paper FIX.4.1
CPP CorporatePrivatePlacement Corporate Private Placement FIX.4.1
CS CommonStock Common Stock FIX.4.1
FHA FederalHousingAuthority Federal Housing Authority FIX.4.1
FHL FederalHomeLoan Federal Home Loan FIX.4.1
FN FederalNationalMortgageAssociation Federal National Mortgage Association FIX.4.1
FOR ForeignExchangeContract Foreign Exchange Contract FIX.4.1
FUT Future Future FIX.4.1
GN GovernmentNationalMortgageAssociation Government National Mortgage Association FIX.4.1
GOVT TreasuriesAgencyDebenture Treasuries + Agency Debenture FIX.4.1
MF MutualFund Mutual Fund FIX.4.1
MIO MortgageInterestOnly Mortgage Interest Only FIX.4.1
MPO MortgagePrincipalOnly Mortgage Principle Only FIX.4.1
MPP MortgagePrivatePlacement Mortgage Private Placement FIX.4.1
MPT MiscellaneousPassThrough Miscellaneous Pass-Thru FIX.4.1
MUNI MunicipalBond Municipal Bond FIX.4.1
NONE NoSecurityType No ISITC Security Type FIX.4.1
OPT Option Option FIX.4.1
PS PreferredStock Preferred Stock FIX.4.1
RP RepurchaseAgreement Repurchase Agreement FIX.4.1
RVRP ReverseRepurchaseAgreement Reverse Repurchase Agreement FIX.4.1
SL StudentLoanMarketingAssociation Student Loan Marketing Association FIX.4.1
TD TimeDeposit Time Deposit FIX.4.1
USTB USTreasuryBillOld US Treasury Bill FIX.4.1
WAR Warrant Warrant FIX.4.1
ZOO CatsTigersAndLions Cats, Tigers & Lions (a real code: US Treasury Receipts) FIX.4.1
FIX.4.1
200 MaturityMonthYear MonthYear For Options or Futures to specify the month and year of maturity. FIX.4.1
205 MaturityDay DayOfMonth For Options or Futures and can be used in conjunction with MaturityMonthYear to specify a particular maturity date. FIX.4.1
201 PutOrCall int For Options.
Value SymbolicName Description Added Updated Deprecated
0 Put Put FIX.4.1
1 Call Call FIX.4.1
FIX.4.1
202 StrikePrice float For Options. FIX.4.1
206 OptAttribute char For Options. FIX.4.1
207 SecurityExchange char Can be used to identify the security. FIX.4.1
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
30 LastMkt char Market of the executions. FIX.4.0
6 AvgPx ✔ float For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). FIX.2.7
15 Currency char Currency of AvgPx. Should be the currency of the local market or exchange where the trade was conducted. 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. Sum of AllocNetMoney. FIX.4.0
77 OpenClose char For options only.
Value SymbolicName Description Added Updated Deprecated
C Close Close FIX.4.1
O Open Open FIX.4.1
FIX.2.7
58 Text char Free format text string
(Note: this field does not have a specified maximum length) 		FIX.2.7
157 NumDaysInterest int Applicable for Convertible Bonds and fixed income FIX.4.1
158 AccruedInterestRate float Applicable for Convertible Bonds and fixed income FIX.4.1
78 NoAllocs int Indicates number of allocation groups to follow. FIX.2.7
⇒79 AllocAccount char May be the same value as BrokerOfCredit if ProcessCode is step-out or soft-dollar step-out and Institution does not wish to disclose individual account breakdowns to the ExecBroker FIX.4.0
⇒80 AllocShares ✔ int Number of shares to be allocated to specific sub-account FIX.4.0
⇒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.4.0
⇒92 BrokerOfCredit char Required if ProcessCode is step-out or soft-dollar step-out FIX.4.0
⇒208 NotifyBrokerOfCredit char Indicates whether or not details should be communicated to BrokerOfCredit (i.e. step-in broker).
Value SymbolicName Description Added Updated Deprecated
N DetailsShouldNotBeCommunicated Details should not be communicated FIX.4.1
Y DetailsShouldBeCommunicated Details should be communicated FIX.4.1
FIX.4.1
⇒209 AllocHandlInst int Indicates how the receiver (i.e. third party) of Allocation message should handle/process the account details.
Value SymbolicName Description Added Updated Deprecated
1 Match Match FIX.4.1
2 Forward Forward FIX.4.1
3 ForwardAndMatch Forward and Match FIX.4.1
FIX.4.1
⇒161 AllocText char Free format text field related to this AllocAccount FIX.4.1
⇒76 ExecBroker char Required for step-in and step-out trades FIX.4.0
⇒109 ClientID char Used for firm identification in third-party transactions. FIX.4.0
⇒12 Commission float Commission. Note if CommType is percentage, Commission of 5% should be represented as .05. FIX.4.0
⇒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.4.0
⇒153 AllocAvgPx float AvgPx for this AllocAccount. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points) for this allocation. FIX.4.1
⇒154 AllocNetMoney float NetMoney for this AllocAccount ((AllocShares * AllocAvgPx) - Commission - sum of MiscFeeAmt - AccruedInterestAmt) if a Sell ((AllocShares * AllocAvgPx) + Commission + sum of MiscFeeAmt + AccruedInterestAmt) if a Buy FIX.4.1
⇒119 SettlCurrAmt float AllocNetMoney in SettlCurrency for this AllocAccount if SettlCurrency is different from "overall" Currency FIX.4.0
⇒120 SettlCurrency char SettlCurrency for this AllocAccount if different from "overall" Currency. Required if SettlCurrAmount is specified. FIX.4.0
⇒155 SettlCurrFxRate float Foreign exchange rate used to compute SettlCurrAmount from Currency to SettlCurrency FIX.4.1
⇒156 SettlCurrFxRateCalc char Specifies whether the SettlCurrFxRate should be multiplied or divided FIX.4.1
⇒159 AccruedInterestAmt float Applicable for Convertible Bonds and fixed income FIX.4.1
⇒160 SettlInstMode char Type of Settlement Instructions which will be provided via Settlement Instructions message (1=Standing Instructions, 2=Specific Allocation Account Overriding, 3=Specific Allocation Account Standing)
Value SymbolicName Description Added Updated Deprecated
0 Default Default FIX.4.1
1 StandingInstructionsProvided Standing Instructions Provided FIX.4.1
2 SpecificAllocationAccountOverriding Specific Allocation Account Overriding FIX.4.1
3 SpecificAllocationAccountStanding Specific Allocation Account Standing FIX.4.1
FIX.4.1
⇒136 NoMiscFees int Required if any miscellaneous fees are reported. Indicates number of repeating entries. Repeating group within Alloc repeating group. 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 (can only occur once within a MiscFee group)
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
8 Markup Markup FIX.4.1
FIX.4.0
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 Unique 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
(Note: this field does not have a specified maximum length) 		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
(Note: this field does not have a specified maximum length) 		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 Unique 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
(Note: this field does not have a specified maximum length) 		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 Unique 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 ClOrdID field to assure uniqueness across days. FIX.4.0
⇒14 CumQty ✔ int Total number of shares filled. FIX.4.0
⇒151 LeavesQty ✔ int Amount of shares open for further execution. LeavesQty = OrderQty - CumQty. FIX.4.1
⇒84 CxlQty ✔ int Total number of shares canceled for this order. FIX.4.0
⇒6 AvgPx ✔ float Calculated average price of all fills on this order. FIX.4.0
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 ✔ char Unique identifier for allocation record.
(Prior to FIX 4.1 this field was of type int) 		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 AllocationACK 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 notifies a trading partner that an electronically received execution has been rejected.

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 char 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
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.4.1
48 SecurityID char CUSIP or other alternate security identifier FIX.4.1
22 IDSource char Identifies class of alternative SecurityID
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
6 ISOCurrencyCode ISO Currency Code FIX.4.1
7 ISOCountryCode ISO Country Code FIX.4.1
FIX.4.1
167 SecurityType char Must be specified if a Future or Option. If a Future: Symbol, SecurityType, and MaturityMonthYear are required. If an Option: Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required.
Value SymbolicName Description Added Updated Deprecated
BA BankersAcceptance Bankers Acceptance FIX.4.1
CD CertificateOfDeposit Certificate Of Deposit FIX.4.1
CMO CollateralizedMortgageObligation Collateralize Mortgage Obligation FIX.4.1
CORP CorporateBond Corporate Bond FIX.4.1
CP CommercialPaper Commercial Paper FIX.4.1
CPP CorporatePrivatePlacement Corporate Private Placement FIX.4.1
CS CommonStock Common Stock FIX.4.1
FHA FederalHousingAuthority Federal Housing Authority FIX.4.1
FHL FederalHomeLoan Federal Home Loan FIX.4.1
FN FederalNationalMortgageAssociation Federal National Mortgage Association FIX.4.1
FOR ForeignExchangeContract Foreign Exchange Contract FIX.4.1
FUT Future Future FIX.4.1
GN GovernmentNationalMortgageAssociation Government National Mortgage Association FIX.4.1
GOVT TreasuriesAgencyDebenture Treasuries + Agency Debenture FIX.4.1
MF MutualFund Mutual Fund FIX.4.1
MIO MortgageInterestOnly Mortgage Interest Only FIX.4.1
MPO MortgagePrincipalOnly Mortgage Principle Only FIX.4.1
MPP MortgagePrivatePlacement Mortgage Private Placement FIX.4.1
MPT MiscellaneousPassThrough Miscellaneous Pass-Thru FIX.4.1
MUNI MunicipalBond Municipal Bond FIX.4.1
NONE NoSecurityType No ISITC Security Type FIX.4.1
OPT Option Option FIX.4.1
PS PreferredStock Preferred Stock FIX.4.1
RP RepurchaseAgreement Repurchase Agreement FIX.4.1
RVRP ReverseRepurchaseAgreement Reverse Repurchase Agreement FIX.4.1
SL StudentLoanMarketingAssociation Student Loan Marketing Association FIX.4.1
TD TimeDeposit Time Deposit FIX.4.1
USTB USTreasuryBillOld US Treasury Bill FIX.4.1
WAR Warrant Warrant FIX.4.1
ZOO CatsTigersAndLions Cats, Tigers & Lions (a real code: US Treasury Receipts) FIX.4.1
FIX.4.1
200 MaturityMonthYear MonthYear For Options or Futures to specify the month and year of maturity. FIX.4.1
205 MaturityDay DayOfMonth For Options or Futures and can be used in conjunction with MaturityMonthYear to specify a particular maturity date. FIX.4.1
201 PutOrCall int For Options.
Value SymbolicName Description Added Updated Deprecated
0 Put Put FIX.4.1
1 Call Call FIX.4.1
FIX.4.1
202 StrikePrice float For Options. FIX.4.1
206 OptAttribute char For Options. FIX.4.1
207 SecurityExchange char Can be used to identify the security. FIX.4.1
106 Issuer char Company name of security issuer (e.g. International Business Machines) FIX.4.1
107 SecurityDesc char Security description. FIX.4.1
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
7 Undisclosed Undisclosed (valid for IOI message only) FIX.4.1
8 Cross Cross (orders where counterparty is an exchange, valid for all messages except IOIs) FIX.4.1
FIX.4.0
38 OrderQty int Either CashOrderQty or OrderQty is required. FIX.4.0
152 CashOrderQty float Either CashOrderQty or OrderQty is required. Specifies the approximate "dollar quantity" for the order. Broker is responsible for converting and calculating OrderQty in shares for subsequent messages. FIX.4.1
32 LastShares int Required if specified on the ExecutionRpt FIX.4.0
31 LastPx float Required if specified on the ExecutionRpt FIX.4.0
58 Text char Free format text string
(Note: this field does not have a specified maximum length) 		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
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
6 ISOCurrencyCode ISO Currency Code FIX.4.1
7 ISOCountryCode ISO Country Code FIX.4.1
FIX.4.0
167 SecurityType char Must be specified if a Future or Option. If a Future: Symbol, SecurityType, and MaturityMonthYear are required. If an Option: Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required.
Value SymbolicName Description Added Updated Deprecated
BA BankersAcceptance Bankers Acceptance FIX.4.1
CD CertificateOfDeposit Certificate Of Deposit FIX.4.1
CMO CollateralizedMortgageObligation Collateralize Mortgage Obligation FIX.4.1
CORP CorporateBond Corporate Bond FIX.4.1
CP CommercialPaper Commercial Paper FIX.4.1
CPP CorporatePrivatePlacement Corporate Private Placement FIX.4.1
CS CommonStock Common Stock FIX.4.1
FHA FederalHousingAuthority Federal Housing Authority FIX.4.1
FHL FederalHomeLoan Federal Home Loan FIX.4.1
FN FederalNationalMortgageAssociation Federal National Mortgage Association FIX.4.1
FOR ForeignExchangeContract Foreign Exchange Contract FIX.4.1
FUT Future Future FIX.4.1
GN GovernmentNationalMortgageAssociation Government National Mortgage Association FIX.4.1
GOVT TreasuriesAgencyDebenture Treasuries + Agency Debenture FIX.4.1
MF MutualFund Mutual Fund FIX.4.1
MIO MortgageInterestOnly Mortgage Interest Only FIX.4.1
MPO MortgagePrincipalOnly Mortgage Principle Only FIX.4.1
MPP MortgagePrivatePlacement Mortgage Private Placement FIX.4.1
MPT MiscellaneousPassThrough Miscellaneous Pass-Thru FIX.4.1
MUNI MunicipalBond Municipal Bond FIX.4.1
NONE NoSecurityType No ISITC Security Type FIX.4.1
OPT Option Option FIX.4.1
PS PreferredStock Preferred Stock FIX.4.1
RP RepurchaseAgreement Repurchase Agreement FIX.4.1
RVRP ReverseRepurchaseAgreement Reverse Repurchase Agreement FIX.4.1
SL StudentLoanMarketingAssociation Student Loan Marketing Association FIX.4.1
TD TimeDeposit Time Deposit FIX.4.1
USTB USTreasuryBillOld US Treasury Bill FIX.4.1
WAR Warrant Warrant FIX.4.1
ZOO CatsTigersAndLions Cats, Tigers & Lions (a real code: US Treasury Receipts) FIX.4.1
FIX.4.1
200 MaturityMonthYear MonthYear For Options or Futures to specify the month and year of maturity. FIX.4.1
205 MaturityDay DayOfMonth For Options or Futures and can be used in conjunction with MaturityMonthYear to specify a particular maturity date. FIX.4.1
201 PutOrCall int For Options.
Value SymbolicName Description Added Updated Deprecated
0 Put Put FIX.4.1
1 Call Call FIX.4.1
FIX.4.1
202 StrikePrice float For Options. FIX.4.1
206 OptAttribute char For Options. FIX.4.1
207 SecurityExchange char Can be used to identify the security. FIX.4.1
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 If OrdType = "Forex - Swap", should be the side of the future portion of a F/X swap
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
7 Undisclosed Undisclosed (valid for IOI message only) FIX.4.1
8 Cross Cross (orders where counterparty is an exchange, valid for all messages except IOIs) FIX.4.1
FIX.4.0
38 OrderQty int Number of shares ordered FIX.4.0
64 FutSettDate date Can be used with forex quotes to specify the desired "value date" FIX.4.1
40 OrdType char Can be used to specify the type of order the quote request is for
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 - Market FIX.4.0
D PreviouslyQuoted Previously quoted FIX.4.0
E PreviouslyIndicated Previously indicated FIX.4.0
F ForexLimit Forex - Limit FIX.4.1
G ForexSwap Forex - Swap FIX.4.1
H ForexPreviouslyQuoted Forex - Previously Quoted FIX.4.1
P Pegged Pegged (requires ExecInst = L, R, M, P or O) FIX.3.0
FIX.4.1
193 FutSettDate2 date Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. FIX.4.1
192 OrderQty2 float Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. FIX.4.1
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
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
6 ISOCurrencyCode ISO Currency Code FIX.4.1
7 ISOCountryCode ISO Country Code FIX.4.1
FIX.4.0
167 SecurityType char Must be specified if a Future or Option. If a Future: Symbol, SecurityType, and MaturityMonthYear are required. If an Option: Symbol, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required.
Value SymbolicName Description Added Updated Deprecated
BA BankersAcceptance Bankers Acceptance FIX.4.1
CD CertificateOfDeposit Certificate Of Deposit FIX.4.1
CMO CollateralizedMortgageObligation Collateralize Mortgage Obligation FIX.4.1
CORP CorporateBond Corporate Bond FIX.4.1
CP CommercialPaper Commercial Paper FIX.4.1
CPP CorporatePrivatePlacement Corporate Private Placement FIX.4.1
CS CommonStock Common Stock FIX.4.1
FHA FederalHousingAuthority Federal Housing Authority FIX.4.1
FHL FederalHomeLoan Federal Home Loan FIX.4.1
FN FederalNationalMortgageAssociation Federal National Mortgage Association FIX.4.1
FOR ForeignExchangeContract Foreign Exchange Contract FIX.4.1
FUT Future Future FIX.4.1
GN GovernmentNationalMortgageAssociation Government National Mortgage Association FIX.4.1
GOVT TreasuriesAgencyDebenture Treasuries + Agency Debenture FIX.4.1
MF MutualFund Mutual Fund FIX.4.1
MIO MortgageInterestOnly Mortgage Interest Only FIX.4.1
MPO MortgagePrincipalOnly Mortgage Principle Only FIX.4.1
MPP MortgagePrivatePlacement Mortgage Private Placement FIX.4.1
MPT MiscellaneousPassThrough Miscellaneous Pass-Thru FIX.4.1
MUNI MunicipalBond Municipal Bond FIX.4.1
NONE NoSecurityType No ISITC Security Type FIX.4.1
OPT Option Option FIX.4.1
PS PreferredStock Preferred Stock FIX.4.1
RP RepurchaseAgreement Repurchase Agreement FIX.4.1
RVRP ReverseRepurchaseAgreement Reverse Repurchase Agreement FIX.4.1
SL StudentLoanMarketingAssociation Student Loan Marketing Association FIX.4.1
TD TimeDeposit Time Deposit FIX.4.1
USTB USTreasuryBillOld US Treasury Bill FIX.4.1
WAR Warrant Warrant FIX.4.1
ZOO CatsTigersAndLions Cats, Tigers & Lions (a real code: US Treasury Receipts) FIX.4.1
FIX.4.1
200 MaturityMonthYear MonthYear For Options or Futures to specify the month and year of maturity. FIX.4.1
205 MaturityDay DayOfMonth For Options or Futures and can be used in conjunction with MaturityMonthYear to specify a particular maturity date. FIX.4.1
201 PutOrCall int For Options.
Value SymbolicName Description Added Updated Deprecated
0 Put Put FIX.4.1
1 Call Call FIX.4.1
FIX.4.1
202 StrikePrice float For Options. FIX.4.1
206 OptAttribute char For Options. FIX.4.1
207 SecurityExchange char Can be used to identify the security. FIX.4.1
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 If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. FIX.4.0
133 OfferPx float If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. 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
188 BidSpotRate float May be applicable for F/X quotes FIX.4.1
190 OfferSpotRate float May be applicable for F/X quotes FIX.4.1
189 BidForwardPoints float May be applicable for F/X quotes FIX.4.1
191 OfferForwardPoints float May be applicable for F/X quotes FIX.4.1
60 TransactTime time Time of execution/order creation (expressed in GMT) FIX.4.1
64 FutSettDate date Can be used with forex quotes to specify a specific "value date" FIX.4.1
40 OrdType char Can be used to specify the type of order the quote is for
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 - Market FIX.4.0
D PreviouslyQuoted Previously quoted FIX.4.0
E PreviouslyIndicated Previously indicated FIX.4.0
F ForexLimit Forex - Limit FIX.4.1
G ForexSwap Forex - Swap FIX.4.1
H ForexPreviouslyQuoted Forex - Previously Quoted FIX.4.1
P Pegged Pegged (requires ExecInst = L, R, M, P or O) FIX.3.0
FIX.4.1
193 FutSettDate2 date Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. FIX.4.1
192 OrderQty2 float Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. FIX.4.1
StandardTrailer ✔ FIX.4.0

SettlementInstructions (35=T)

The Settlement Instructions message provides either the broker’s or the institution’s instructions for trade settlement.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = T FIX.4.1
162 SettlInstID ✔ char Unique message ID regardless of SettlInstMode FIX.4.1
163 SettlInstTransType ✔ char New, Replace, or Cancel
Value SymbolicName Description Added Updated Deprecated
C Cancel Cancel FIX.4.1
N New New FIX.4.1
R Replace Replace FIX.4.1
FIX.4.1
160 SettlInstMode ✔ char 1=Standing Instructions, 2=Specific Allocation Account Overriding, 3=Specific Allocation Account Standing
Value SymbolicName Description Added Updated Deprecated
0 Default Default FIX.4.1
1 StandingInstructionsProvided Standing Instructions Provided FIX.4.1
2 SpecificAllocationAccountOverriding Specific Allocation Account Overriding FIX.4.1
3 SpecificAllocationAccountStanding Specific Allocation Account Standing FIX.4.1
FIX.4.1
165 SettlInstSource ✔ char 1=Broker’s Settlement Instructions, 2=Institution’s Settlement Instructions
Value SymbolicName Description Added Updated Deprecated
1 BrokerCredit Brokers Instructions FIX.4.1
2 Institution Institutions Instructions FIX.4.1
FIX.4.1
79 AllocAccount ✔ char Required for SettlInstMode=1, 2, or 3 FIX.4.1
166 SettlLocation char Required for SettlInstMode=2 or 3, may be required for SettlInstMode=1 (i.e. may not be required if StandInstDbType and StandInstDbID are used)
Value SymbolicName Description Added Updated Deprecated
CED CEDEL CEDEL FIX.4.1
DTC DepositoryTrustCompany Depository Trust Company FIX.4.1
EUR EuroClear Euroclear FIX.4.1
FED FederalBookEntry Federal Book Entry FIX.4.1
ISO Country Code LocalMarketSettleLocation Local Market Settle Location FIX.4.1
PNY Physical Physical FIX.4.1
PTC ParticipantTrustCompany Participant Trust Company FIX.4.1
FIX.4.1
75 TradeDate date Required for SettlInstMode=2 or 3 FIX.4.1
70 AllocID char Required for SettlInstMode=2 or 3 FIX.4.1
30 LastMkt char Required for SettlInstMode=2 or 3, May be required for SettlInstMode=1 FIX.4.1
54 Side char Required for SettlInstMode=2 or 3, May be required for SettlInstMode=1
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
7 Undisclosed Undisclosed (valid for IOI message only) FIX.4.1
8 Cross Cross (orders where counterparty is an exchange, valid for all messages except IOIs) FIX.4.1
FIX.4.1
167 SecurityType char May be required for SettlInstMode=1
Value SymbolicName Description Added Updated Deprecated
BA BankersAcceptance Bankers Acceptance FIX.4.1
CD CertificateOfDeposit Certificate Of Deposit FIX.4.1
CMO CollateralizedMortgageObligation Collateralize Mortgage Obligation FIX.4.1
CORP CorporateBond Corporate Bond FIX.4.1
CP CommercialPaper Commercial Paper FIX.4.1
CPP CorporatePrivatePlacement Corporate Private Placement FIX.4.1
CS CommonStock Common Stock FIX.4.1
FHA FederalHousingAuthority Federal Housing Authority FIX.4.1
FHL FederalHomeLoan Federal Home Loan FIX.4.1
FN FederalNationalMortgageAssociation Federal National Mortgage Association FIX.4.1
FOR ForeignExchangeContract Foreign Exchange Contract FIX.4.1
FUT Future Future FIX.4.1
GN GovernmentNationalMortgageAssociation Government National Mortgage Association FIX.4.1
GOVT TreasuriesAgencyDebenture Treasuries + Agency Debenture FIX.4.1
MF MutualFund Mutual Fund FIX.4.1
MIO MortgageInterestOnly Mortgage Interest Only FIX.4.1
MPO MortgagePrincipalOnly Mortgage Principle Only FIX.4.1
MPP MortgagePrivatePlacement Mortgage Private Placement FIX.4.1
MPT MiscellaneousPassThrough Miscellaneous Pass-Thru FIX.4.1
MUNI MunicipalBond Municipal Bond FIX.4.1
NONE NoSecurityType No ISITC Security Type FIX.4.1
OPT Option Option FIX.4.1
PS PreferredStock Preferred Stock FIX.4.1
RP RepurchaseAgreement Repurchase Agreement FIX.4.1
RVRP ReverseRepurchaseAgreement Reverse Repurchase Agreement FIX.4.1
SL StudentLoanMarketingAssociation Student Loan Marketing Association FIX.4.1
TD TimeDeposit Time Deposit FIX.4.1
USTB USTreasuryBillOld US Treasury Bill FIX.4.1
WAR Warrant Warrant FIX.4.1
ZOO CatsTigersAndLions Cats, Tigers & Lions (a real code: US Treasury Receipts) FIX.4.1
FIX.4.1
168 EffectiveTime time May be required for SettlInstMode=1 (timestamp when it goes in to effect) FIX.4.1
60 TransactTime ✔ time Date/Time Settlement Instructions were generated FIX.4.1
109 ClientID char Used for firm identification in third-party transactions. FIX.4.1
76 ExecBroker char Used for firm identification in third-party transactions. FIX.4.1
169 StandInstDbType int 1=DTC SID, 2=Thomson ALERT, 3=Global Custodian’s, etc.
Value SymbolicName Description Added Updated Deprecated
0 Other Other FIX.4.1
1 DTCSID DTC SID FIX.4.1
2 ThomsonALERT Thomson ALERT FIX.4.1
3 AGlobalCustodian A Global Custodian (StandInstDbName must be provided) FIX.4.1
FIX.4.1
170 StandInstDbName char Name of StandInstDbType (i.e. DTC, Global Custodian’s name) FIX.4.1
171 StandInstDbID char Identifier used within the StandInstDbType FIX.4.1
172 SettlDeliveryType int Identifies type of settlement FIX.4.1
173 SettlDepositoryCode char Applicable when SettlLocation is a depository FIX.4.1
174 SettlBrkrCode char BIC (Bank Identification Code—Swift managed) code of the broker involved (i.e. for multi-company brokerage firms) FIX.4.1
175 SettlInstCode char BIC (Bank Identification Code—Swift managed) code of the institution involved (i.e. for multi-company institution firms) FIX.4.1
176 SecuritySettlAgentName char Applicable when settlement is being performed at a country vs. a depository FIX.4.1
177 SecuritySettlAgentCode char Applicable when settlement is being performed at a country vs. a depository FIX.4.1
178 SecuritySettlAgentAcctNum char Applicable when settlement is being performed at a country vs. a depository FIX.4.1
179 SecuritySettlAgentAcctName char Applicable when settlement is being performed at a country vs. a depository FIX.4.1
180 SecuritySettlAgentContactName char Applicable when settlement is being performed at a country vs. a depository FIX.4.1
181 SecuritySettlAgentContactPhone char Applicable when settlement is being performed at a country vs. a depository FIX.4.1
182 CashSettlAgentName char Applicable when SettlDeliveryType=Free FIX.4.1
183 CashSettlAgentCode char Applicable when SettlDeliveryType=Free FIX.4.1
184 CashSettlAgentAcctNum char Applicable when SettlDeliveryType=Free FIX.4.1
185 CashSettlAgentAcctName char Applicable when SettlDeliveryType=Free FIX.4.1
186 CashSettlAgentContactName char Applicable when SettlDeliveryType=Free FIX.4.1
187 CashSettlAgentContactPhone char Applicable when SettlDeliveryType=Free FIX.4.1
StandardTrailer ✔ FIX.4.1

Components

StandardHeader

The standard FIX message header

Tag Name Reqd Type Description Added Updated Deprecated
8 BeginString ✔ char FIX.4.1 (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
T SettlementInstructions Settlement Instructions FIX.4.1
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
142 SenderLocationID char Trading partner LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.) FIX.4.1
57 TargetSubID char "ADMIN" reserved for administrative messages not intended for a specific user. (Can be embedded within encrypted data section.) FIX.4.0
143 TargetLocationID char Trading partner LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.) FIX.4.1
116 OnBehalfOfSubID char Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.) FIX.4.0
144 OnBehalfOfLocationID char Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.) FIX.4.1
129 DeliverToSubID char Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.) FIX.4.0
145 DeliverToLocationID char Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.) FIX.4.1
43 PossDupFlag char Always required for retransmitted messages, 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.)
Value SymbolicName Description Added Updated Deprecated
N OriginalTransmission Original transmission FIX.4.1
Y PossibleResend Possible resend FIX.4.1
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