FIX.4.2 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. The number of decimal places used should be a factor of business/market needs and mutual agreement between counterparties. FIX.2.7
Qty float float field (see definition of "float" above) capable of storing either a whole number (no decimal places) of "shares" or a decimal value containing decimal places for non-share quantity asset classes. FIX.4.2
Price float float field (see definition of "float" above) representing a price. Note the number of decimal places may vary. FIX.4.2
PriceOffset float float field (see definition of "float" above) representing a price offset, which can be mathematically added to a "Price". Note the number of decimal places may vary and some fields such as LastForwardPoints may be negative. FIX.4.2
Amt float float field typically representing a Price times a Qty FIX.4.2
char Single character value, can include any alphanumeric character or punctuation except the delimiter. All char fields are case sensitive FIX.2.7
Boolean char char field containing one of two values:
'Y' = True/Yes
'N' = False/No		 FIX.4.2
String Alpha-numeric free format strings, can include any character or punctuation except the delimiter. All String fields are case sensitive. FIX.4.2
MultipleStringValue String String field containing one or more space delimited multiple character values. FIX.4.2
Currency String String field (see definition of "String" above) representing a currency type (see Appendix A-Valid Currency Codes). FIX.4.2
Exchange String String field (see definition of "String" above) representing a market or exchange. (see Appendix C-Reuters Exchange Mnemonics). FIX.4.2
UTCTimestamp String Time/date combination represented in UTC (Universal Time Coordinated, also known as "GMT") in either YYYYMMDD-HH:MM:SS (whole seconds) or YYYYMMDD-HH:MM:SS.sss (milliseconds) format, colons, dash, and period required.
Valid values:
* YYYY = 0000-9999, MM = 01-12, DD = 01-31, HH = 00-23, MM = 00-59, SS = 00-59 (without milliseconds).
* YYYY = 0000-9999, MM = 01-12, DD = 01-31, HH = 00-23, MM = 00-59, SS = 00-59. sss=000-999 (indicating milliseconds).		 FIX.4.2
UTCTimeOnly String Time-only represented in UTC (Universal Time Coordinated, also known as "GMT") in either HH:MM:SS (whole seconds) or HH:MM:SS.sss (milliseconds) format, colons, and period required.
Valid values:
* HH = 00-23, MM = 00-59, SS = 00-59. (without milliseconds)
* HH = 00-23, MM = 00-59, SS = 00-59. sss=000-999 (indicating milliseconds).		 FIX.4.2
LocalMktDate String Date of Local Market (vs. UTC) in YYYYMMDD format. Valid values: YYYY = 0000-9999, MM = 01-12, DD = 01-31. FIX.4.2
UTCDate String Date represented in UTC (Universal Time Coordinated, also known as "GMT") in YYYYMMDD format. Valid values: YYYY = 0000-9999, MM = 01-12, DD = 01-31. FIX.4.2
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 String 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 String Account mnemonic as agreed between broker and institution. FIX.2.7
2 AdvId String Unique identifier of advertisement message.
(Prior to FIX 4.1 this field was of type int) 		FIX.2.7
3 AdvRefID String 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 String 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 Price Calculated average price of all fills on this order. FIX.2.7
7 BeginSeqNo int Message sequence number of first message in range to be resent FIX.2.7
8 BeginString String 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 String Three byte, simple checksum (see Appendix B: CheckSum Calculation for description). ALWAYS LAST FIELD IN MESSAGE; i.e. serves, with the trailing , as the end-of-message delimiter. Always defined as three characters. (Always unencrypted) FIX.2.7
11 ClOrdID String Unique identifier for Order as assigned by institution (identified by SenderCompID or OnBehalfOfCompID as appropriate). Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods,should ensure uniqueness across days, for example by embedding a date within the ClOrdID field. FIX.2.7
12 Commission Amt 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 Qty Total number of shares filled.
(Prior to FIX 4.2 this field was of type int) 		FIX.2.7
15 Currency Currency 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: Valid Currency Codes for information on obtaining valid values. FIX.2.7
16 EndSeqNo int Message sequence number of last message in range to be resent. If request is for a single message BeginSeqNo = EndSeqNo. If request is for all messages subsequent to a particular message, EndSeqNo = "0" (representing infinity). FIX.2.7
17 ExecID String 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 MultipleValueString 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
T FixedPegToLocalBestBidOrOfferAtTimeOfOrder Fixed Peg to Local best bid or offer at time of order FIX.4.4EP35
U CustomerDisplayInstruction Customer Display Instruction (Rule11Ac1-1/4) FIX.4.1
V Netting Netting (for Forex) FIX.4.1
W PegToVWAP Peg to VWAP FIX.4.2
FIX.2.7
19 ExecRefID String 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 String 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
8 ExchangeSymbol Exchange Symbol FIX.4.2
9 ConsolidatedTapeAssociation Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format) FIX.4.2
FIX.2.7
23 IOIid String Unique identifier of IOI message.
(Prior to FIX 4.1 this field was of type int) 		FIX.2.7
24 IOIOthSvc char None FIX.2.7 FIX.4.2
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 String 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 String 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 Exchange Market of execution for last fill FIX.2.7
31 LastPx Price Price of this (last) fill. Field not required for ExecTransType = 3 (Status) FIX.2.7
32 LastShares Qty Quantity of shares bought/sold on this (last) fill. Field not required for ExecTransType = 3 (Status)
(Prior to FIX 4.2 this field was of type int) 		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 String 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 QuoteStatusRequest Quote Status Request FIX.4.2
A Logon Logon FIX.2.7
B News News FIX.2.7
b MassQuoteAcknowledgement Quote Acknowledgement FIX.4.2
C Email Email FIX.2.7
c SecurityDefinitionRequest Security Definition Request FIX.4.2
D NewOrderSingle Order Single FIX.2.7
d SecurityDefinition Security Definition FIX.4.2
E NewOrderList Order List FIX.2.7
e SecurityStatusRequest Security Status Request FIX.4.2
f SecurityStatus Security Status FIX.4.2
F OrderCancelRequest Order Cancel Request FIX.2.7
G OrderCancelReplaceRequest Order Cancel/Replace Request FIX.2.7
g TradingSessionStatusRequest Trading Session Status Request FIX.4.2
H OrderStatusRequest Order Status Request FIX.2.7
h TradingSessionStatus Trading Session Status FIX.4.2
i MassQuote Mass Quote FIX.4.2
j BusinessMessageReject Business Message Reject FIX.4.2
J AllocationInstruction Allocation FIX.2.7
K ListCancelRequest List Cancel Request FIX.2.7
k BidRequest Bid Request FIX.4.2
l BidResponse Bid Response (lowercase L) FIX.4.2
L ListExecute List Execute FIX.2.7
m ListStrikePrice List Strike Price FIX.4.2
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
V MarketDataRequest Market Data Request FIX.4.2
W MarketDataSnapshotFullRefresh Market Data-Snapshot/Full Refresh FIX.4.2
X MarketDataIncrementalRefresh Market Data-Incremental Refresh FIX.4.2
Y MarketDataRequestReject Market Data Request Reject FIX.4.2
Z QuoteCancel Quote Cancel FIX.4.2
FIX.2.7
36 NewSeqNo int New sequence number FIX.2.7
37 OrderID String 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 Qty Number of shares ordered. This represents the number of shares for equities or based on normal convention the number of contracts for options, futures, convertible bonds, etc.
(Prior to FIX 4.2 this field was of type int) 		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 (e.g. result of Order Cancel Request) 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
D AcceptedForBidding Accepted for bidding FIX.4.2
E PendingReplace Pending Replace (e.g. result of Order Cancel/Replace Request) FIX.4.2
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
I Funari Funari (Limit Day Order with unexecuted portion handled as Market On Close. e.g. Japan) FIX.4.2
P Pegged Pegged FIX.3.0
FIX.2.7
41 OrigClOrdID String 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 UTCTimestamp Time of message origination (always expressed in UTC (Universal Time Coordinated, also known as "GMT")) FIX.2.7
43 PossDupFlag Boolean 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 Price Price per share FIX.2.7
45 RefSeqNum int Reference message sequence number FIX.2.7
46 RelatdSym String 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 String CUSIP or other alternate security identifier FIX.2.7
49 SenderCompID String Assigned value used to identify firm sending message. FIX.2.7
50 SenderSubID String Assigned value used to identify specific message originator (desk, trader, etc.) FIX.2.7
51 SendingDate LocalMktDate No longer used. Included here for reference to prior versions. FIX.2.7 FIX.4.0
52 SendingTime UTCTimestamp Time of message transmission (always expressed in UTC (Universal Time Coordinated, also known as "GMT") FIX.2.7
53 Shares Qty Number of shares
(Prior to FIX 4.2 this field was of type int) 		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 and List Order messages only) FIX.4.1
8 Cross Cross (orders where counterparty is an exchange, valid for all messages except IOIs) FIX.4.1
9 CrossShort Cross short FIX.4.2
FIX.2.7
55 Symbol String Ticker symbol FIX.2.7
56 TargetCompID String Assigned value used to identify receiving firm. FIX.2.7
57 TargetSubID String 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 String 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 (IOC) 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 UTCTimestamp Time of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as "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 UTCTimestamp Indicates expiration time of indication message (always expressed in UTC (Universal Time Coordinated, also known as "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 LocalMktDate Specific date of trade settlement (SettlementDate) 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 String Additional information about the security (e.g. preferred, warrants, etc.). Note also see SecurityType.
Valid values:
As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory 		FIX.2.7
66 ListID String 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 TotNoOrders int Total number of list order entries across all messages. Should be the sum of all NoOrders in each message that has repeating list order entries related to the same ListID. Used to support fragmentation.
(Prior to FIX 4.2 this field was named "ListNoOrds") 		FIX.2.7
69 ListExecInst String Free format text message containing list handling and execution instructions. FIX.2.7
70 AllocID String Unique identifier for allocation message.
(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
5 CalculatedWithoutPreliminary Calculated without Preliminary (sent unsolicited by broker, includes MiscFees and NetMoney) FIX.4.2
FIX.2.7
72 RefAllocID String Reference identifier to be used with Replace, Cancel, and Calculated AllocTransType messages.
(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 LocalMktDate Indicates date of trade referenced in this message in YYYYMMDD format. Absence of this field indicates current day (expressed in local time at place of trade). FIX.2.7
76 ExecBroker String Identifies executing / give-up broker. Standard NASD market-maker mnemonic is preferred. FIX.2.7
77 OpenClose char Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together.
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 repeating AllocAccount/AllocPrice entries. FIX.2.7
79 AllocAccount String Sub-account mnemonic FIX.2.7
80 AllocShares Qty Number of shares to be allocated to specific sub-account
(Prior to FIX 4.2 this field was of type int) 		FIX.2.7
81 ProcessCode char Processing code for sub-account. Absence of this field in AllocAccount / AllocPrice/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 Qty Total number of shares canceled for this order.
(Prior to FIX 4.2 this field was of type int) 		FIX.2.7
85 NoDlvyInst int Number of delivery instruction fields to follow
No longer used. Included here for reference to prior versions. 		FIX.2.7 FIX.4.1
86 DlvyInst String Free format text field to indicate delivery instructions
No longer used. Included here for reference to prior versions. 		FIX.2.7 FIX.4.1
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 String 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 Boolean 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 Price Price per share FIX.2.7
100 ExDestination Exchange Execution destination as defined by institution when order is entered.
Valid values:
See Appendix C 		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
2 BrokerCredit Broker Option FIX.4.2
3 OrderAlreadyInPendingStatus Order already in Pending Cancel or Pending Replace status FIX.4.2
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 (e.g. dupe ClOrdID) FIX.4.1
7 DuplicateOfAVerballyCommunicatedOrder Duplicate of a verbally communicated order FIX.4.2
8 StaleOrder Stale Order FIX.4.2
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
R ReadyToTrade Ready to trade FIX.4.2
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 String Identifier to aid in the management of multiple lists derived from a single, master list. FIX.3.0
106 Issuer String Company name of security issuer (e.g. International Business Machines) FIX.3.0
107 SecurityDesc String Security description. FIX.3.0
108 HeartBtInt int Heartbeat interval (seconds) FIX.3.0
109 ClientID String Firm identifier used in third party-transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID). FIX.3.0
110 MinQty Qty Minimum quantity of an order to be executed.
(Prior to FIX 4.2 this field was of type int) 		FIX.3.0
111 MaxFloor Qty Maximum number of shares within an order to be shown on the exchange floor at any given time.
(Prior to FIX 4.2 this field was of type int) 		FIX.3.0
112 TestReqID String Identifier included in Test Request message to be returned in resulting Heartbeat FIX.3.0
113 ReportToExch Boolean 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 Boolean 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 String 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 String 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 String Unique identifier for quote FIX.4.0
118 NetMoney Amt 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 Amt Total amount due expressed in settlement currency (includes the effect of the forex transaction) FIX.4.0
120 SettlCurrency Currency Currency code of settlement denomination. FIX.4.0
121 ForexReq Boolean 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 UTCTimestamp Original time of message transmission (always expressed in UTC (Universal Time Coordinated, also known as "GMT") when transmitting orders as the result of a resend request. FIX.4.0
123 GapFillFlag Boolean 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 repeating group entries to follow. FIX.4.0
125 CxlType char No longer used. Included here for reference to prior versions. FIX.4.0 FIX.4.1
126 ExpireTime UTCTimestamp Time/Date of order expiration (always expressed in UTC (Universal Time Coordinated, also known as "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 String 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 String 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 Boolean 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 String Unique identifier for quote request FIX.4.0
132 BidPx Price Bid price/rate FIX.4.0
133 OfferPx Price Offer price/rate FIX.4.0
134 BidSize Qty Quantity of bid
(Prior to FIX 4.2 this field was of type int) 		FIX.4.0
135 OfferSize Qty Quantity of offer
(Prior to FIX 4.2 this field was of type int) 		FIX.4.0
136 NoMiscFees int Number of repeating groups of miscellaneous fees FIX.4.0
137 MiscFeeAmt Amt Miscellaneous fee value FIX.4.0
138 MiscFeeCurr Currency 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
9 ConsumptionTax Consumption Tax FIX.4.2
FIX.4.0
140 PrevClosePx Price Previous closing price of security. FIX.4.0
141 ResetSeqNumFlag Boolean 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 String Assigned value used to identify specific message originator’s location (i.e. geographic location and/or desk, trader) FIX.4.1
143 TargetLocationID String Assigned value used to identify specific message destination’s location (i.e. geographic location and/or desk, trader) FIX.4.1
144 OnBehalfOfLocationID String 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 String Assigned value used to identify specific message recipient’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 String The subject of an Email message FIX.4.1
148 Headline String The headline of a News message FIX.4.1
149 URLLink String 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 Canceled FIX.4.1
5 Replaced Replace FIX.4.1
6 PendingCancel Pending Cancel (e.g. result of Order Cancel Request) 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
D Restated Restated (ExecutionRpt sent unsolicited by sellside, with ExecRestatementReason set) FIX.4.2
E PendingReplace Pending Replace (e.g. result of Order Cancel/Replace Request) FIX.4.2
FIX.4.1
151 LeavesQty Qty 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.
(Prior to FIX 4.2 this field was of type int) 		FIX.4.1
152 CashOrderQty Qty 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 Price AvgPx for a specific AllocAccount FIX.4.1
154 AllocNetMoney Amt NetMoney for a specific AllocAccount FIX.4.1
155 SettlCurrFxRate float Foreign exchange rate used to compute SettlCurrAmt 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 Amt 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 String Free format text related to a specific AllocAccount. FIX.4.1
162 SettlInstID String Unique identifier for Settlement Instructions message. 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 String 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 String 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 String Indicates type of security (ISITC spec)
Value SymbolicName Description Added Updated Deprecated
? Wildcard Wildcard entry (used on Security Definition Request message) FIX.4.2
BA BankersAcceptance Bankers Acceptance FIX.4.1
CB ConvertibleBond Convertible Bond (Note not part of ISITC spec) FIX.4.2
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
IET IOETTEMortgage Mortgage IOETTE FIX.4.2
MF MutualFund Mutual Fund FIX.4.1
MIO MortgageInterestOnly Mortgage Interest Only FIX.4.1
MPO MortgagePrincipalOnly Mortgage Principal 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 UTCTimestamp Time the details within the message should take effect (always expressed in UTC (Universal Time Coordinated, also known as "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 String Name of the Standing Instruction database represented with StandInstDbType (i.e. the Global Custodian’s name). FIX.4.1
171 StandInstDbID String 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 String 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 String BIC (Bank Identification Code—Swift managed) code of the broker involved (i.e. for multi-company brokerage firms) FIX.4.1
175 SettlInstCode String BIC (Bank Identification Code—Swift managed) code of the institution involved (i.e. for multi-company institution firms) FIX.4.1
176 SecuritySettlAgentName String Name of SettlInstSource's local agent bank if SettlLocation is not a depository FIX.4.1
177 SecuritySettlAgentCode String 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 String SettlInstSource's account number at local agent bank if SettlLocation is not a depository FIX.4.1
179 SecuritySettlAgentAcctName String Name of SettlInstSource's account at local agent bank if SettlLocation is not a depository FIX.4.1
180 SecuritySettlAgentContactName String Name of contact at local agent bank for SettlInstSource's account if SettlLocation is not a depository FIX.4.1
181 SecuritySettlAgentContactPhone String Phone number for contact at local agent bank if SettlLocation is not a depository FIX.4.1
182 CashSettlAgentName String Name of SettlInstSource's local agent bank if SettlDeliveryType=Free FIX.4.1
183 CashSettlAgentCode String BIC (Bank Identification Code--Swift managed) code of the SettlInstSource's local agent bank if SettlDeliveryType=Free FIX.4.1
184 CashSettlAgentAcctNum String SettlInstSource's account number at local agent bank if SettlDeliveryType=Free FIX.4.1
185 CashSettlAgentAcctName String Name of SettlInstSource's account at local agent bank if SettlDeliveryType=Free FIX.4.1
186 CashSettlAgentContactName String Name of contact at local agent bank for SettlInstSource's account if SettlDeliveryType=Free FIX.4.1
187 CashSettlAgentContactPhone String Phone number for contact at local agent bank for SettlInstSource's account if SettlDeliveryType=Free FIX.4.1
188 BidSpotRate Price Bid F/X spot rate.y vary and not limited to four) FIX.4.1
189 BidForwardPoints PriceOffset Bid F/X forward points added to spot rate. May be a negative value. FIX.4.1
190 OfferSpotRate Price Offer F/X spot rate. FIX.4.1
191 OfferForwardPoints PriceOffset Offer F/X forward points added to spot rate. May be a negative value. FIX.4.1
192 OrderQty2 Qty OrderQty of the future part of a F/X swap order. FIX.4.1
193 FutSettDate2 LocalMktDate FutSettDate of the future part of a F/X swap order. FIX.4.1
194 LastSpotRate Price F/X spot rate. FIX.4.1
195 LastForwardPoints PriceOffset F/X forward points added to LastSpotRate. May be a negative value. FIX.4.1
196 AllocLinkID String 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 String 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. Required if MaturityDay is specified.
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 Price 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 Exchange Market used to help identify a security. FIX.4.1
208 NotifyBrokerOfCredit Boolean 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 Qty Maximum number of shares within an order to be shown to other customers (i.e. sent via an IOI).
(Prior to FIX 4.2 this field was of type int) 		FIX.4.1
211 PegDifference PriceOffset Amount (signed) added to the price of the peg for a pegged order. FIX.4.1
212 XmlDataLen Length Length of the XmlData data block. FIX.4.2
213 XmlData data Actual XML data stream (e.g. FIXML). See approriate XML reference (e.g. FIXML). Note: may contain embedded SOH characters. FIX.4.2
214 SettlInstRefID String Reference identifier for the SettlInstID with Cancel and Replace SettlInstTransType transaction types. FIX.4.2
215 NoRoutingIDs int Number of repeating groups of RoutingID and RoutingType values.
See Appendix L – Pre-Trade Message Targeting/Routing 		FIX.4.2
216 RoutingType int Indicates the type of RoutingID specified.
Value SymbolicName Description Added Updated Deprecated
1 TargetFirm Target Firm FIX.4.2
2 TargetList Target List FIX.4.2
3 BlockFirm Block Firm FIX.4.2
4 BlockList Block List FIX.4.2
FIX.4.2
217 RoutingID String Assigned value used to identify a specific routing destination. FIX.4.2
218 SpreadToBenchmark PriceOffset For Fixed Income. Basis points relative to a benchmark. To be expressed as "count of basis points" (vs. an absolute value). E.g. High Grade Corporate Bonds may express price as basis points relative to benchmark (the Benchmark field). Note: Basis points can be negative. FIX.4.2
219 Benchmark char For Fixed Income. Identifies the benchmark (e.g. used in conjunction with the SpreadToBenchmark field).
Value SymbolicName Description Added Updated Deprecated
1 CURVE CURVE FIX.4.2
2 FiveYR 5-YR FIX.4.2
3 OLD5 OLD-5 FIX.4.2
4 TenYR 10-YR FIX.4.2
5 OLD10 OLD-10 FIX.4.2
6 ThirtyYR 30-YR FIX.4.2
7 OLD30 OLD-30 FIX.4.2
8 ThreeMOLIBOR 3-MO-LIBOR FIX.4.2
9 SixMOLIBOR 6-MO-LIBOR FIX.4.2
FIX.4.2
223 CouponRate float For Fixed Income. Coupon rate of the bond. Will be zero for step-up bonds. FIX.4.2
231 ContractMultiplier float Specifies the ratio or multiply factor to convert from contracts to shares (e.g. 1.0, 100, 1000, etc). Applicable For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount. FIX.4.2
262 MDReqID String Unique identifier for Market Data Request FIX.4.2
263 SubscriptionRequestType char Subscription Request Type
Value SymbolicName Description Added Updated Deprecated
0 Snapshot Snapshot FIX.4.2
1 SnapshotAndUpdates Snapshot + Updates (Subscribe) FIX.4.2
2 DisablePreviousSnapshot Disable previous Snapshot + Update Request (Unsubscribe) FIX.4.2
FIX.4.2
264 MarketDepth int Depth of market for Book Snapshot FIX.4.2
265 MDUpdateType int Specifies the type of Market Data update.
Value SymbolicName Description Added Updated Deprecated
0 FullRefresh Full Refresh FIX.4.2
1 IncrementalRefresh Incremental Refresh FIX.4.2
FIX.4.2
266 AggregatedBook Boolean Specifies whether or not book entries should be aggregated.
Value SymbolicName Description Added Updated Deprecated
N BookEntriesShouldNotBeAggregated Multiple entries per side per price allowed FIX.4.4EP34
Y BookEntriesToBeAggregated one book entry per side per price FIX.4.4EP34
FIX.4.2
267 NoMDEntryTypes int Number of MDEntryType fields requested. FIX.4.2
268 NoMDEntries int Number of entries in Market Data message. FIX.4.2
269 MDEntryType char Type Market Data entry.
Value SymbolicName Description Added Updated Deprecated
0 Bid Bid FIX.4.2
1 Offer Offer FIX.4.2
2 Trade Trade FIX.4.2
3 IndexValue Index Value FIX.4.2
4 OpeningPrice Opening Price FIX.4.2
5 ClosingPrice Closing Price FIX.4.2
6 SettlementPrice Settlement Price FIX.4.2
7 TradingSessionHighPrice Trading Session High Price FIX.4.2
8 TradingSessionLowPrice Trading Session Low Price FIX.4.2
9 TradingSessionVWAPPrice Trading Session VWAP Price FIX.4.2
FIX.4.2
270 MDEntryPx Price Price of the Market Data Entry. FIX.4.2
271 MDEntrySize Qty Number of shares represented by the Market Data Entry. FIX.4.2
272 MDEntryDate UTCDate Date of Market Data Entry. FIX.4.2
273 MDEntryTime UTCTimeOnly Time of Market Data Entry. FIX.4.2
274 TickDirection char Direction of the "tick".
Value SymbolicName Description Added Updated Deprecated
0 PlusTick Plus Tick FIX.4.2
1 ZeroPlusTick Zero-Plus Tick FIX.4.2
2 MinusTick Minus Tick FIX.4.2
3 ZeroMinusTick Zero-Minus Tick FIX.4.2
FIX.4.2
275 MDMkt Exchange Market posting quote / trade.
Valid values:
See Appendix C 		FIX.4.2
276 QuoteCondition MultipleValueString Space-delimited list of conditions describing a quote.
Value SymbolicName Description Added Updated Deprecated
A Open Open / Active FIX.4.2
B Closed Closed / Inactive FIX.4.2
C ExchangeBest Exchange Best FIX.4.2
D ConsolidatedBest Consolidated Best FIX.4.2
E Locked Locked FIX.4.2
F Crossed Crossed FIX.4.2
G Depth Depth FIX.4.2
H FastTrading Fast Trading FIX.4.2
I NonFirm Non-Firm FIX.4.2
FIX.4.2
277 TradeCondition MultipleValueString Space-delimited list of conditions describing a trade
Value SymbolicName Description Added Updated Deprecated
A Cash Cash (only) Market FIX.4.2
B AveragePriceTrade Average Price Trade FIX.4.2
C CashTrade Cash Trade (same day clearing) FIX.4.2
D NextDay Next Day (only) Market FIX.4.2
E Opening Opening / Reopening Trade Detail FIX.4.2
F IntradayTradeDetail Intraday Trade Detail FIX.4.2
G Rule127Trade Rule 127 Trade (NYSE) FIX.4.2
H Rule155Trade Rule 155 Trade (Amex) FIX.4.2
I SoldLast Sold Last (late reporting) FIX.4.2
J NextDayTrade Next Day Trade (next day clearing) FIX.4.2
K Opened Opened (late report of opened trade) FIX.4.2
L Seller Seller FIX.4.2
M Sold Sold (out of sequence) FIX.4.2
N StoppedStock Stopped Stock (guarantee of price but does not execute the order) FIX.4.2
FIX.4.2
278 MDEntryID String Unique Market Data Entry identifier. FIX.4.2
279 MDUpdateAction char Type of Market Data update action.
Value SymbolicName Description Added Updated Deprecated
0 New New FIX.4.2
1 Change Change FIX.4.2
2 Delete Delete FIX.4.2
FIX.4.2
280 MDEntryRefID String Refers to a previous MDEntryID. FIX.4.2
281 MDReqRejReason char Reason for the rejection of a Market Data request.
Value SymbolicName Description Added Updated Deprecated
0 UnknownSymbol Unknown symbol FIX.4.2
1 DuplicateMDReqID Duplicate MDReqID FIX.4.2
2 InsufficientBandwidth Insufficient Bandwidth FIX.4.2
3 InsufficientPermissions Insufficient Permissions FIX.4.2
4 UnsupportedSubscriptionRequestType Unsupported SubscriptionRequestType FIX.4.2
5 UnsupportedMarketDepth Unsupported MarketDepth FIX.4.2
6 UnsupportedMDUpdateType Unsupported MDUpdateType FIX.4.2
7 UnsupportedAggregatedBook Unsupported AggregatedBook FIX.4.2
8 UnsupportedMDEntryType Unsupported MDEntryType FIX.4.2
FIX.4.2
282 MDEntryOriginator String Originator of a Market Data Entry FIX.4.2
283 LocationID String Identification of a Market Maker’s location FIX.4.2
284 DeskID String Identification of a Market Maker’s desk FIX.4.2
285 DeleteReason char Reason for deletion.
Value SymbolicName Description Added Updated Deprecated
0 Cancellation Cancelation / Trade Bust FIX.4.2
1 Error Error FIX.4.2
FIX.4.2
286 OpenCloseSettleFlag char Flag that identifies a price.
Value SymbolicName Description Added Updated Deprecated
0 DailyOpen Daily Open / Close / Settlement price FIX.4.2
1 SessionOpen Session Open / Close / Settlement price FIX.4.2
2 DeliverySettlementEntry Delivery Settlement price FIX.4.2
FIX.4.2
287 SellerDays int Specifies the number of days that may elapse before delivery of the security FIX.4.2
288 MDEntryBuyer String Buying party in a trade FIX.4.2
289 MDEntrySeller String Selling party in a trade FIX.4.2
290 MDEntryPositionNo int Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with 1. FIX.4.2
291 FinancialStatus char Identifies a firm’s financial status.
Value SymbolicName Description Added Updated Deprecated
1 Bankrupt Bankrupt FIX.4.2
FIX.4.2
292 CorporateAction char Identifies the type of Corporate Action.
Value SymbolicName Description Added Updated Deprecated
A ExDividend Ex-Dividend FIX.4.2
B ExDistribution Ex-Distribution FIX.4.2
C ExRights Ex-Rights FIX.4.2
D New New FIX.4.2
E ExInterest Ex-Interest FIX.4.2
FIX.4.2
293 DefBidSize Qty Default Bid Size. FIX.4.2
294 DefOfferSize Qty Default Offer Size. FIX.4.2
295 NoQuoteEntries int The number of quote entries for a QuoteSet. FIX.4.2
296 NoQuoteSets int The number of sets of quotes in the message. FIX.4.2
297 QuoteAckStatus int Identifies the status of the quote acknowledgement.
Value SymbolicName Description Added Updated Deprecated
0 Accepted Accepted FIX.4.2
1 CancelForSymbol Canceled for Symbol(s) FIX.4.2
2 CanceledForSecurityType Canceled for Security Type(s) FIX.4.2
3 CanceledForUnderlying Canceled for Underlying FIX.4.2
4 CanceledAll Canceled All FIX.4.2
5 Rejected Rejected FIX.4.2
FIX.4.2
298 QuoteCancelType int Identifies the type of quote cancel.
Value SymbolicName Description Added Updated Deprecated
1 CancelForOneOrMoreSecurities Cancel for Symbol(s) FIX.4.2
2 CancelForSecurityType Cancel for Security Type(s) FIX.4.2
3 CancelForUnderlyingSecurity Cancel for Underlying Symbol FIX.4.2
4 CancelAllQuotes Cancel for All Quotes FIX.4.2
FIX.4.2
299 QuoteEntryID String Uniquely identifies the quote as part of a QuoteSet. FIX.4.2
300 QuoteRejectReason int Reason Quote was rejected:
Value SymbolicName Description Added Updated Deprecated
1 UnknownSymbol Unknown symbol (Security) FIX.4.2
2 Exchange Exchange (Security) closed FIX.4.2
3 QuoteRequestExceedsLimit Quote Request exceeds limit FIX.4.2
4 TooLateToEnter Too late to enter FIX.4.2
5 UnknownQuote Unknown Quote FIX.4.2
6 DuplicateQuote Duplicate Quote FIX.4.2
7 InvalidBid Invalid bid/ask spread FIX.4.2
8 InvalidPrice Invalid price FIX.4.2
9 NotAuthorizedToQuoteSecurity Not authorized to quote security FIX.4.2
FIX.4.2
301 QuoteResponseLevel int Level of Response requested from receiver of quote messages.
Value SymbolicName Description Added Updated Deprecated
0 NoAcknowledgement No Acknowledgement (Default) FIX.4.2
1 AcknowledgeOnlyNegativeOrErroneousQuotes Acknowledge only negative or erroneous quotes FIX.4.2
2 AcknowledgeEachQuoteMessage Acknowledge each quote messages FIX.4.2
FIX.4.2
302 QuoteSetID String Unique id for the Quote Set. FIX.4.2
303 QuoteRequestType int Indicates the type of Quote Request being generated
Value SymbolicName Description Added Updated Deprecated
1 Manual Manual FIX.4.2
2 Automatic Automatic FIX.4.2
FIX.4.2
304 TotQuoteEntries int Total number of quotes for the quote set across all messages. Should be the sum of all NoQuoteEntries in each message that has repeating quotes that are part of the same quote set. FIX.4.2
305 UnderlyingIDSource String Underlying security’s IDSource. FIX.4.2
306 UnderlyingIssuer String Underlying security’s Issuer.
See Issuer field for description 		FIX.4.2
307 UnderlyingSecurityDesc String Underlying security’s SecurityDesc.
See SecurityDesc field for description 		FIX.4.2
308 UnderlyingSecurityExchange Exchange Underlying security’s SecurityExchange. Can be used to identify the underlying security. FIX.4.2
309 UnderlyingSecurityID String Underlying security’s SecurityID.
See SecurityID field for description 		FIX.4.2
310 UnderlyingSecurityType String Underlying security’s SecurityType. FIX.4.2
311 UnderlyingSymbol String Underlying security’s Symbol.
See Symbol field for description 		FIX.4.2
312 UnderlyingSymbolSfx String Underlying security’s SymbolSfx.
See SymbolSfx field for description 		FIX.4.2
313 UnderlyingMaturityMonthYear MonthYear Underlying security’s MaturityMonthYear. Required if UnderlyingMaturityDay is specified.
See MaturityMonthYear field for description 		FIX.4.2
314 UnderlyingMaturityDay DayOfMonth Underlying security’s MaturityDay.
See MaturityDay field for description 		FIX.4.2
315 UnderlyingPutOrCall int Underlying security’s PutOrCall.
See PutOrCall field for description 		FIX.4.2
316 UnderlyingStrikePrice Price Underlying security’s StrikePrice.
See StrikePrice field for description 		FIX.4.2
317 UnderlyingOptAttribute char Underlying security’s OptAttribute.
See OptAttribute field for description 		FIX.4.2
318 UnderlyingCurrency Currency Underlying security’s Currency.
See Currency field for description and valid values 		FIX.4.2
319 RatioQty Qty Quantity of a particular leg in the security. FIX.4.2
320 SecurityReqID String Unique ID of a Security Definition Request. FIX.4.2
321 SecurityRequestType int Type of Security Definition Request.
Value SymbolicName Description Added Updated Deprecated
0 RequestSecurityIdentityAndSpecifications Request Security identity and specifications FIX.4.2
1 RequestSecurityIdentityForSpecifications Request Security identity for the specifications provided (Name of the security is not supplied) FIX.4.2
2 RequestListSecurityTypes Request List Security Types FIX.4.2
3 RequestListSecurities Request List Securities (Can be qualified with Symbol, SecurityType, TradingSessionID, SecurityExchange is provided then only list Securities for the specific type) FIX.4.2
FIX.4.2
322 SecurityResponseID String Unique ID of a Security Definition message. FIX.4.2
323 SecurityResponseType int Type of Security Definition message response.
Value SymbolicName Description Added Updated Deprecated
1 AcceptAsIs Accept security proposal as is FIX.4.2
2 AcceptWithRevisions Accept security proposal with revisions as indicated in the message FIX.4.2
3 ListOfSecurityTypesReturnedPerRequest List of security types returned per request FIX.4.2
4 ListOfSecuritiesReturnedPerRequest List of securities returned per request FIX.4.2
5 RejectSecurityProposal Reject security proposal FIX.4.2
6 CannotMatchSelectionCriteria Can not match selection criteria FIX.4.2
FIX.4.2
324 SecurityStatusReqID String Unique ID of a Security Status Request message. FIX.4.2
325 UnsolicitedIndicator Boolean Indicates whether or not message is being sent as a result of a subscription request or not.
Value SymbolicName Description Added Updated Deprecated
N MessageIsBeingSentAsAResultOfAPriorRequest Message is being sent as a result of a prior request FIX.4.2
Y MessageIsBeingSentUnsolicited Message is being sent unsolicited FIX.4.2
FIX.4.2
326 SecurityTradingStatus int Identifies the trading status applicable to the transaction.
Value SymbolicName Description Added Updated Deprecated
1 OpeningDelay Opening Delay FIX.4.2
10 MarketOnCloseImbalanceSell Market On Close Imbalance Sell FIX.4.2
12 NoMarketImbalance No Market Imbalance FIX.4.2
13 NoMarketOnCloseImbalance No Market On Close Imbalance FIX.4.2
14 ITSPreOpening ITS Pre-Opening FIX.4.2
15 NewPriceIndication New Price Indication FIX.4.2
16 TradeDisseminationTime Trade Dissemination Time FIX.4.2
17 ReadyToTrade Ready to trade (start of session) FIX.4.2
18 NotAvailableForTrading Not Available for trading (end of session) FIX.4.2
19 NotTradedOnThisMarket Not Traded on this Market FIX.4.2
2 TradingHalt Trading Halt FIX.4.2
20 UnknownOrInvalid Unknown or Invalid FIX.4.2
3 Resume Resume FIX.4.2
4 NoOpen No Open/No Resume FIX.4.2
5 PriceIndication Price Indication FIX.4.2
6 TradingRangeIndication Trading Range Indication FIX.4.2
7 MarketImbalanceBuy Market Imbalance Buy FIX.4.2
8 MarketImbalanceSell Market Imbalance Sell FIX.4.2
9 MarketOnCloseImbalanceBuy Market On Close Imbalance Buy FIX.4.2
FIX.4.2
327 HaltReason char Denotes the reason for the Opening Delay or Trading Halt.
Value SymbolicName Description Added Updated Deprecated
D NewsDissemination News Dissemination FIX.4.2
E OrderInflux Order Influx FIX.4.2
I OrderImbalance Order Imbalance FIX.4.2
M AdditionalInformation Additional Information FIX.4.2
P NewsPending News Pending FIX.4.2
X EquipmentChangeover Equipment Changeover FIX.4.2
FIX.4.2
328 InViewOfCommon Boolean Indicates whether or not the halt was due to Common Stock trading being halted.
Value SymbolicName Description Added Updated Deprecated
N HaltWasNotRelatedToAHaltOfTheCommonStock Halt was not related to a halt of the common stock FIX.4.2
Y HaltWasDueToCommonStockBeingHalted Halt was due to common stock being halted FIX.4.2
FIX.4.2
329 DueToRelated Boolean Indicates whether or not the halt was due to the Related Security being halted.
Value SymbolicName Description Added Updated Deprecated
N NotRelatedToSecurityHalt Halt was not related to a halt of the related security FIX.4.2
Y RelatedToSecurityHalt Halt was due to related security being halted FIX.4.2
FIX.4.2
330 BuyVolume Qty Number of shares bought. FIX.4.2
331 SellVolume Qty Number of shares sold. FIX.4.2
332 HighPx Price Represents an indication of the high end of the price range for a security prior to the open or reopen FIX.4.2
333 LowPx Price Represents an indication of the low end of the price range for a security prior to the open or reopen FIX.4.2
334 Adjustment int Identifies the type of adjustment.
Value SymbolicName Description Added Updated Deprecated
1 Cancel Cancel FIX.4.2
2 Error Error FIX.4.2
3 Correction Correction FIX.4.2
FIX.4.2
335 TradSesReqID String Unique ID of a Trading Session Status message. FIX.4.2
336 TradingSessionID String Identifier for Trading Session
Can be used to represent a specific market trading session (e.g. "PRE-OPEN", "CROSS_2", "AFTER-HOURS", "TOSTNET1", "TOSTNET2", etc).
Values should be bi-laterally agreed to between counterparties. 		FIX.4.2
337 ContraTrader String Identifies the trader (e.g. "badge number") of the ContraBroker. FIX.4.2
338 TradSesMethod int Method of trading
Value SymbolicName Description Added Updated Deprecated
1 Electronic Electronic FIX.4.2
2 OpenOutcry Open Outcry FIX.4.2
3 TwoParty Two Party FIX.4.2
FIX.4.2
339 TradSesMode int Trading Session Mode
Value SymbolicName Description Added Updated Deprecated
1 Testing Testing FIX.4.2
2 Simulated Simulated FIX.4.2
3 Production Production FIX.4.2
FIX.4.2
340 TradSesStatus int State of the trading session.
Value SymbolicName Description Added Updated Deprecated
1 Halted Halted FIX.4.2
2 Open Open FIX.4.2
3 Closed Closed FIX.4.2
4 PreOpen Pre-Open FIX.4.2
5 PreClose Pre-Close FIX.4.2
FIX.4.2
341 TradSesStartTime UTCTimestamp Starting time of the trading session FIX.4.2
342 TradSesOpenTime UTCTimestamp Time of the opening of the trading session FIX.4.2
343 TradSesPreCloseTime UTCTimestamp Time of the pre-closed of the trading session FIX.4.2
344 TradSesCloseTime UTCTimestamp Closing time of the trading session FIX.4.2
345 TradSesEndTime UTCTimestamp End time of the trading session FIX.4.2
346 NumberOfOrders int Number of orders in the market. FIX.4.2
347 MessageEncoding String Type of message encoding (non-ASCII (non-English) characters) used in a message’s "Encoded" fields.
Value SymbolicName Description Added Updated Deprecated
EUC-JP EUCJP (for using EUC) FIX.4.2
ISO-2022-JP ISO2022JP (for using JIS) FIX.4.2
Shift_JIS ShiftJIS (for using SJIS) FIX.4.2
UTF-8 UTF8 (for using Unicode) FIX.4.2
FIX.4.2
348 EncodedIssuerLen Length Byte length of encoded (non-ASCII characters) EncodedIssuer field. FIX.4.2
349 EncodedIssuer data Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. If used, the ASCII (English) representation should also be specified in the Issuer field. FIX.4.2
350 EncodedSecurityDescLen Length Byte length of encoded (non-ASCII characters) EncodedSecurityDesc field. FIX.4.2
351 EncodedSecurityDesc data Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. If used, the ASCII (English) representation should also be specified in the SecurityDesc field. FIX.4.2
352 EncodedListExecInstLen Length Byte length of encoded (non-ASCII characters) EncodedListExecInst field. FIX.4.2
353 EncodedListExecInst data Encoded (non-ASCII characters) representation of the ListExecInst field in the encoded format specified via the MessageEncoding field. If used, the ASCII (English) representation should also be specified in the ListExecInst field. FIX.4.2
354 EncodedTextLen Length Byte length of encoded (non-ASCII characters) EncodedText field. FIX.4.2
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. If used, the ASCII (English) representation should also be specified in the Text field. FIX.4.2
356 EncodedSubjectLen Length Byte length of encoded (non-ASCII characters) EncodedSubject field. FIX.4.2
357 EncodedSubject data Encoded (non-ASCII characters) representation of the Subject field in the encoded format specified via the MessageEncoding field. If used, the ASCII (English) representation should also be specified in the Subject field. FIX.4.2
358 EncodedHeadlineLen Length Byte length of encoded (non-ASCII characters) EncodedHeadline field. FIX.4.2
359 EncodedHeadline data Encoded (non-ASCII characters) representation of the Headline field in the encoded format specified via the MessageEncoding field. If used, the ASCII (English) representation should also be specified in the Headline field. FIX.4.2
360 EncodedAllocTextLen Length Byte length of encoded (non-ASCII characters) EncodedAllocText field. FIX.4.2
361 EncodedAllocText data Encoded (non-ASCII characters) representation of the AllocText field in the encoded format specified via the MessageEncoding field. If used, the ASCII (English) representation should also be specified in the AllocText field. FIX.4.2
362 EncodedUnderlyingIssuerLen Length Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer field. FIX.4.2
363 EncodedUnderlyingIssuer data Encoded (non-ASCII characters) representation of the UnderlyingIssuer field in the encoded format specified via the MessageEncoding field. If used, the ASCII (English) representation should also be specified in the UnderlyingIssuer field. FIX.4.2
364 EncodedUnderlyingSecurityDescLen Length Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc field. FIX.4.2
365 EncodedUnderlyingSecurityDesc data Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc field in the encoded format specified via the MessageEncoding field. If used, the ASCII (English) representation should also be specified in the UnderlyingSecurityeDesc field. FIX.4.2
366 AllocPrice Price Executed price for an AllocAccount entry used when using "executed price" vs. "average price" allocations (e.g. Japan). FIX.4.2
367 QuoteSetValidUntilTime UTCTimestamp Indicates expiration time of this particular QuoteSet (always expressed in UTC (Universal Time Coordinated, also known as "GMT") FIX.4.2
368 QuoteEntryRejectReason int Reason Quote Entry was rejected:
Value SymbolicName Description Added Updated Deprecated
1 UnknownSymbol Unknown symbol (Security) FIX.4.2
2 Exchange Exchange (Security) closed FIX.4.2
3 QuoteExceedsLimit Quote exceeds limit FIX.4.2
4 TooLateToEnter Too late to enter FIX.4.2
5 UnknownQuote Unknown Quote FIX.4.2
6 DuplicateQuote Duplicate Quote FIX.4.2
7 InvalidBidAskSpread Invalid bid/ask spread FIX.4.2
8 InvalidPrice Invalid price FIX.4.2
9 NotAuthorizedToQuoteSecurity Not authorized to quote security FIX.4.2
FIX.4.2
369 LastMsgSeqNumProcessed int The last MsgSeqNum value received and processed. Can be specified on every message sent. Useful for detecting a backlog with a counterparty. FIX.4.2
370 OnBehalfOfSendingTime UTCTimestamp Used when a message is sent via a "hub" or "service bureau". If A sends to Q (the hub) who then sends to B via a separate FIX session, then when Q sends to B the value of this field should represent the SendingTime on the message A sent to Q. (always expressed in UTC (Universal Time Coordinated, also known as "GMT") FIX.4.2
371 RefTagID int The tag number of the FIX field being referenced. FIX.4.2
372 RefMsgType String The MsgType of the FIX message being referenced. FIX.4.2
373 SessionRejectReason int Code to identify reason for a session-level Reject message.
Value SymbolicName Description Added Updated Deprecated
0 InvalidTagNumber Invalid tag number FIX.4.2
1 RequiredTagMissing Required tag missing FIX.4.2
10 SendingTimeAccuracyProblem SendingTime accuracy problem FIX.4.2
11 InvalidMsgType Invalid MsgType FIX.4.2
2 TagNotDefinedForThisMessageType Tag not defined for this message type FIX.4.2
3 UndefinedTag Undefined Tag FIX.4.2
4 TagSpecifiedWithoutAValue Tag specified without a value FIX.4.2
5 ValueIsIncorrect Value is incorrect (out of range) for this tag FIX.4.2
6 IncorrectDataFormatForValue Incorrect data format for value FIX.4.2
7 DecryptionProblem Decryption problem FIX.4.2
8 SignatureProblem Signature problem FIX.4.2
9 CompIDProblem CompID problem FIX.4.2
FIX.4.2
374 BidRequestTransType char Identifies the Bid Request message type.
Value SymbolicName Description Added Updated Deprecated
C Cancel Cancel FIX.4.2
N New New FIX.4.2
FIX.4.2
375 ContraBroker String Identifies contra broker. Standard NASD market-maker mnemonic is preferred. FIX.4.2
376 ComplianceID String ID used to represent this transaction for compliance purposes (e.g. OATS reporting). FIX.4.2
377 SolicitedFlag Boolean Indicates whether or not the order was solicited.
Value SymbolicName Description Added Updated Deprecated
N WasNotSolicited Was not solicited FIX.4.2
Y WasSolicited Was solcitied FIX.4.2
FIX.4.2
378 ExecRestatementReason int Code to identify reason for an ExecutionRpt message sent with ExecType=Restated or used when communicating an unsolicited cancel.
Value SymbolicName Description Added Updated Deprecated
0 GTCorporateAction GT Corporate action FIX.4.2
1 GTRenewal GT renewal / restatement (no corporate action) FIX.4.2
2 VerbalChange Verbal change FIX.4.2
3 RepricingOfOrder Repricing of order FIX.4.2
4 BrokerOption Broker option FIX.4.2
5 PartialDeclineOfOrderQty Partial decline of OrderQty (e.g. exchange-initiated partial cancel) FIX.4.2
FIX.4.2
379 BusinessRejectRefID String The value of the business-level "ID" field on the message being referenced. FIX.4.2
380 BusinessRejectReason int Code to identify reason for a Business Message Reject message.
Value SymbolicName Description Added Updated Deprecated
0 Other Other FIX.4.2
1 UnknownID Unkown ID FIX.4.2
2 UnknownSecurity Unknown Security FIX.4.2
3 UnsupportedMessageType Unsupported Message Type FIX.4.2
4 ApplicationNotAvailable Application not available FIX.4.2
5 ConditionallyRequiredFieldMissing Conditionally Required Field Missing FIX.4.2
FIX.4.2
381 GrossTradeAmt Amt Total amount traded (e.g. CumQty * AvgPx) expressed in units of currency. FIX.4.2
382 NoContraBrokers int The number of ContraBroker entries. FIX.4.2
383 MaxMessageSize int Maximum number of bytes supported for a single message. FIX.4.2
384 NoMsgTypes int Number of MsgTypes in repeating group. FIX.4.2
385 MsgDirection char Specifies the direction of the messsage.
Value SymbolicName Description Added Updated Deprecated
R Receive Receive FIX.4.2
S Send Send FIX.4.2
FIX.4.2
386 NoTradingSessions int Number of TradingSessionIDs in repeating group. FIX.4.2
387 TotalVolumeTraded Qty Total volume (quantity) traded. FIX.4.2
388 DiscretionInst char Code to identify the price a DiscretionOffset is related to and should be mathematically added to.
Value SymbolicName Description Added Updated Deprecated
0 RelatedToDisplayedPrice Related to displayed price FIX.4.2
1 RelatedToMarketPrice Related to market price FIX.4.2
2 RelatedToPrimaryPrice Related to primary price FIX.4.2
3 RelatedToLocalPrimaryPrice Related to local primary price FIX.4.2
4 RelatedToMidpointPrice Related to midpoint price FIX.4.2
5 RelatedToLastTradePrice Related to last trade price FIX.4.2
FIX.4.2
389 DiscretionOffset PriceOffset Amount (signed) added to the "related to" price specified via DiscretionInst. FIX.4.2
390 BidID String Unique identifier for Bid Response as assigned by broker. Uniqueness must be guaranteed within a single trading day. FIX.4.2
391 ClientBidID String Unique identifier for a Bid Request as assigned by institution. Uniqueness must be guaranteed within a single trading day. FIX.4.2
392 ListName String Descriptive name for list order. FIX.4.2
393 TotalNumSecurities int Total number of securities. FIX.4.2
394 BidType int Code to identify the type of Bid Request. FIX.4.2
395 NumTickets int Total number of tickets. FIX.4.2
396 SideValue1 Amt Amounts in currency FIX.4.2
397 SideValue2 Amt Amounts in currency FIX.4.2
398 NoBidDescriptors int Number of BidDescriptor entries. FIX.4.2
399 BidDescriptorType int Code to identify the type of BidDescriptor. FIX.4.2
400 BidDescriptor String BidDescriptor value. Usage depends upon BidDescriptorType. FIX.4.2
401 SideValueInd int Code to identify which "SideValue" the value refers to. SideValue1 and SideValue2 are used as opposed to Buy or Sell so that the basket can be quoted either way as Buy or Sell. FIX.4.2
402 LiquidityPctLow float Liquidity indicator or lower limit if TotalNumSecurities > 1. Represented as a percentage. FIX.4.2
403 LiquidityPctHigh float Upper liquidity indicator if TotalNumSecurities > 1. Represented as a percentage. FIX.4.2
404 LiquidityValue Amt Value between LiquidityPctLow and LiquidityPctHigh in Currency FIX.4.2
405 EFPTrackingError float Eg Used in EFP trades 12% (EFP – Exchange for Physical ). Represented as a percentage. FIX.4.2
406 FairValue Amt Used in EFP trades FIX.4.2
407 OutsideIndexPct float Used in EFP trades. Represented as a percentage. FIX.4.2
408 ValueOfFutures Amt Used in EFP trades FIX.4.2
409 LiquidityIndType int Code to identify the type of liquidity indicator.
Value SymbolicName Description Added Updated Deprecated
1 FiveDayMovingAverage 5 day moving average FIX.4.2
2 TwentyDayMovingAverage 20 day moving average FIX.4.2
3 NormalMarketSize Normal Market Size FIX.4.2
4 Other Other FIX.4.2
FIX.4.2
410 WtAverageLiquidity float Overall weighted average liquidity expressed as a % of average daily volume. Represented as a percentage. FIX.4.2
411 ExchangeForPhysical Boolean Indicates whether or not to exchange for phsyical.
Value SymbolicName Description Added Updated Deprecated
N False False FIX.4.2
Y True True FIX.4.2
FIX.4.2
412 OutMainCntryUIndex Amt Value of stocks in Currency FIX.4.2
413 CrossPercent float Percentage of program that crosses in Currency. Represented as a percentage. FIX.4.2
414 ProgRptReqs int Code to identify the desired frequency of progress reports.
Value SymbolicName Description Added Updated Deprecated
1 BuySideRequests BuySide explicitly requests status using StatusRequest (Default) The sell-side firm can however, send a DONE status List Status Response in an unsolicited fashion FIX.4.2
2 SellSideSends SellSide periodically sends status using ListStatus. Period optionally specified in ProgressPeriod FIX.4.2
3 RealTimeExecutionReports Real-time execution reports (to be discouraged) FIX.4.2
FIX.4.2
415 ProgPeriodInterval int Time in minutes between each ListStatus report sent by SellSide. Zero means don’t send status. FIX.4.2
416 IncTaxInd int Code to represent whether value is net (inclusive of tax) or gross.
Value SymbolicName Description Added Updated Deprecated
1 Net Net FIX.4.2
2 Gross Gross FIX.4.2
FIX.4.2
417 NumBidders int Indicates the total number of bidders on the list FIX.4.2
418 TradeType char Code to represent the type of trade.
Value SymbolicName Description Added Updated Deprecated
A Agency Agency FIX.4.2
G VWAPGuarantee VWAP Guarantee FIX.4.2
J GuaranteedClose Guaranteed Close FIX.4.2
R RiskTrade Risk Trade FIX.4.2
FIX.4.2
419 BasisPxType char Code to represent the basis price type.
Value SymbolicName Description Added Updated Deprecated
2 ClosingPriceAtMorningSession Closing Price at morning session FIX.4.2
3 ClosingPrice Closing Price FIX.4.2
4 CurrentPrice Current price FIX.4.2
5 SQ SQ FIX.4.2
6 VWAPThroughADay VWAP through a day FIX.4.2
7 VWAPThroughAMorningSession VWAP through a morning session FIX.4.2
8 VWAPThroughAnAfternoonSession VWAP through an afternoon session FIX.4.2
9 VWAPThroughADayExcept VWAP through a day except YORI FIX.4.2
A VWAPThroughAMorningSessionExcept VWAP through a morning session except YORI FIX.4.2
B VWAPThroughAnAfternoonSessionExcept VWAP through an afternoon session except YORI FIX.4.2
C Strike Strike FIX.4.2
D Open Open FIX.4.2
Z Others Others FIX.4.2
FIX.4.2
420 NoBidComponents int Indicates the number of list entries. FIX.4.2
421 Country String ISO Country Code in field FIX.4.2
422 TotNoStrikes int Total number of strike price entries across all messages. Should be the sum of all NoStrikes in each message that has repeating strike price entries related to the same ListID. Used to support fragmentation. FIX.4.2
423 PriceType int Code to represent the price type.
Value SymbolicName Description Added Updated Deprecated
1 Percentage Percentage FIX.4.2
2 PerUnit per share (e.g. cents per share) FIX.4.2
3 FixedAmount Fixed Amount (absolute value) FIX.4.2
FIX.4.2
424 DayOrderQty Qty For GT orders, the OrderQty less all shares (adjusted for stock splits) that traded on previous days. DayOrderQty = OrderQty – (CumQty - DayCumQty) FIX.4.2
425 DayCumQty Qty The number of shares on a GT order that have traded today. FIX.4.2
426 DayAvgPx Price The average price of shares on a GT order that have traded today. FIX.4.2
427 GTBookingInst int Code to identify whether to book out executions on a part-filled GT order on the day of execution or to accumulate.
Value SymbolicName Description Added Updated Deprecated
0 BookOutAllTradesOnDayOfExecution book out all trades on day of execution FIX.4.2
1 AccumulateUntilFilledOrExpired accumulate executions until order is filled or expires FIX.4.2
2 AccumulateUntilVerballlyNotifiedOtherwise accumulate until verbally notified otherwise FIX.4.2
FIX.4.2
428 NoStrikes int Number of list strike price entries. FIX.4.2
429 ListStatusType int Code to represent the price type. FIX.4.2
430 NetGrossInd int Code to represent whether value is net (inclusive of tax) or gross.
Value SymbolicName Description Added Updated Deprecated
1 Net Net FIX.4.2
2 Gross Gross FIX.4.2
FIX.4.2
431 ListOrderStatus int Code to represent the status of a list order. FIX.4.2
432 ExpireDate LocalMktDate Date of order expiration (last day the order can trade), always expressed in terms of the local market date. The time at which the order expires is determined by the local market’s business practices FIX.4.2
433 ListExecInstType char Identifies the type of ListExecInst.
Value SymbolicName Description Added Updated Deprecated
1 Immediate Immediate FIX.4.2
2 WaitForInstruction Wait for Execute Instruction (e.g. a List Execute message or phone call before proceeding with execution of the list) FIX.4.2
FIX.4.2
434 CxlRejResponseTo char Identifies the type of request that a Cancel Reject is in response to.
Value SymbolicName Description Added Updated Deprecated
1 OrderCancelRequest Order Cancel Request FIX.4.2
2 OrderCancel Order Cancel/Replace Request FIX.4.2
FIX.4.2
435 UnderlyingCouponRate float Underlying security’s CouponRate.
See CouponRate field for description 		FIX.4.2
436 UnderlyingContractMultiplier float Underlying security’s ContractMultiplier.
See ContractMultiplier field for description 		FIX.4.2
437 ContraTradeQty Qty Quantity traded with the ContraBroker. FIX.4.2
438 ContraTradeTime UTCTimestamp Identifes the time of the trade with the ContraBroker. (always expressed in UTC (Universal Time Coordinated, also known as "GMT") FIX.4.2
439 ClearingFirm String Firm that will clear the trade. Used if different from the executing firm. FIX.4.2
440 ClearingAccount String Supplemental accounting information forwared to clearing house/firm. FIX.4.2
441 LiquidityNumSecurities int Number of Securites between LiquidityPctLow and LiquidityPctHigh in Currency. FIX.4.2
442 MultiLegReportingType char Used to indicate what an Execution Report represents (e.g. used with multi-leg securiteis, such as option strategies, spreads, etc.).
Value SymbolicName Description Added Updated Deprecated
1 SingleSecurity Single Security (default if not specified) FIX.4.2
2 IndividualLegOfAMultiLegSecurity Individual leg of a multi-leg security FIX.4.2
3 MultiLegSecurity Multi-leg security FIX.4.2
FIX.4.2
443 StrikeTime UTCTimestamp The time at which current market prices are used to determine the value of a basket. FIX.4.2
444 ListStatusText String Free format text string related to List Status. FIX.4.2
445 EncodedListStatusTextLen Length Byte length of encoded (non-ASCII characters) EncodedListStatusText field. FIX.4.2
446 EncodedListStatusText data Encoded (non-ASCII characters) representation of the ListStatusText field in the encoded format specified via the MessageEncoding field. If used, the ASCII (English) representation should also be specified in the ListStatusText field. FIX.4.2

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 String 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 ✔ String 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 message in range to be resent FIX.2.7
16 EndSeqNo ✔ int Message sequence number of last message in range to be resent. If request is for a single message BeginSeqNo = EndSeqNo. If request is for all messages subsequent to a particular message, EndSeqNo = "0" (representing infinity). FIX.2.7
StandardTrailer ✔ FIX.2.7

Reject (35=3)

The reject message should be issued when a message is received but cannot be properly processed due to a session-level rule violation.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = 3 FIX.2.7
45 RefSeqNum ✔ int MsgSeqNum of rejected message FIX.2.7
371 RefTagID int The tag number of the FIX field being referenced. FIX.4.2
372 RefMsgType String The MsgType of the FIX message being referenced. FIX.4.2
373 SessionRejectReason int Code to identify reason for a session-level Reject message.
Value SymbolicName Description Added Updated Deprecated
0 InvalidTagNumber Invalid tag number FIX.4.2
1 RequiredTagMissing Required tag missing FIX.4.2
10 SendingTimeAccuracyProblem SendingTime accuracy problem FIX.4.2
11 InvalidMsgType Invalid MsgType FIX.4.2
2 TagNotDefinedForThisMessageType Tag not defined for this message type FIX.4.2
3 UndefinedTag Undefined Tag FIX.4.2
4 TagSpecifiedWithoutAValue Tag specified without a value FIX.4.2
5 ValueIsIncorrect Value is incorrect (out of range) for this tag FIX.4.2
6 IncorrectDataFormatForValue Incorrect data format for value FIX.4.2
7 DecryptionProblem Decryption problem FIX.4.2
8 SignatureProblem Signature problem FIX.4.2
9 CompIDProblem CompID problem FIX.4.2
FIX.4.2
58 Text String Where possible, message to explain reason for rejection FIX.2.7
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.2
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.2
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 Boolean 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 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 String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.2.7
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.2
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.2
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 ✔ String 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 String Required for Cancel and Replace IOITransType messages FIX.2.7
55 Symbol ✔ String Ticker symbol FIX.2.7
65 SymbolSfx String Additional information about the security (e.g. preferred, warrants, etc.). Note also see SecurityType.
Valid values:
As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory 		FIX.2.7
48 SecurityID String CUSIP or other alternate security identifier FIX.2.7
22 IDSource String 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
8 ExchangeSymbol Exchange Symbol FIX.4.2
9 ConsolidatedTapeAssociation Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format) FIX.4.2
FIX.2.7
167 SecurityType String 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
? Wildcard Wildcard entry (used on Security Definition Request message) FIX.4.2
BA BankersAcceptance Bankers Acceptance FIX.4.1
CB ConvertibleBond Convertible Bond (Note not part of ISITC spec) FIX.4.2
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
IET IOETTEMortgage Mortgage IOETTE FIX.4.2
MF MutualFund Mutual Fund FIX.4.1
MIO MortgageInterestOnly Mortgage Interest Only FIX.4.1
MPO MortgagePrincipalOnly Mortgage Principal 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 Specifiesthe month and year of maturity. Required if MaturityDay is specified. FIX.4.1
205 MaturityDay DayOfMonth 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 Price For Options. FIX.4.1
206 OptAttribute char For Options. FIX.4.1
231 ContractMultiplier float For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount. FIX.4.2
223 CouponRate float For Fixed Income. FIX.4.2
207 SecurityExchange Exchange Can be used to identify the security. FIX.4.1
106 Issuer String Company name of security issuer (e.g. International Business Machines) FIX.3.0
348 EncodedIssuerLen Length Must be set if EncodedIssuer field is specified and must immediately precede it. FIX.4.2
349 EncodedIssuer data Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. FIX.4.2
107 SecurityDesc String Security description. FIX.3.0
350 EncodedSecurityDescLen Length Must be set if EncodedSecurityDesc field is specified and must immediately precede it. FIX.4.2
351 EncodedSecurityDesc data Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. FIX.4.2
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 and List Order messages only) FIX.4.1
8 Cross Cross (orders where counterparty is an exchange, valid for all messages except IOIs) FIX.4.1
9 CrossShort Cross short FIX.4.2
FIX.2.7
27 IOIShares ✔ String 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 Price Price per share FIX.2.7
15 Currency Currency 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: Valid Currency Codes for information on obtaining valid values. FIX.2.7
62 ValidUntilTime UTCTimestamp Indicates expiration time of indication message (always expressed in UTC (Universal Time Coordinated, also known as "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
130 IOINaturalFlag Boolean 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
R ReadyToTrade Ready to trade FIX.4.2
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 String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.2.7
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.2
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.2
60 TransactTime UTCTimestamp Time of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as "GMT") FIX.4.1
149 URLLink String A URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html) FIX.4.1
215 NoRoutingIDs int Required if any RoutingType and RoutingIDs are specified. Indicates the number within repeating group. FIX.4.2
⇒216 RoutingType int Indicates type of RoutingID. Required if NoRoutingIDs is > 0.
Value SymbolicName Description Added Updated Deprecated
1 TargetFirm Target Firm FIX.4.2
2 TargetList Target List FIX.4.2
3 BlockFirm Block Firm FIX.4.2
4 BlockList Block List FIX.4.2
FIX.4.2
⇒217 RoutingID String Identifies routing destination. Required if NoRoutingIDs is > 0. FIX.4.2
218 SpreadToBenchmark PriceOffset For Fixed Income FIX.4.2
219 Benchmark char For Fixed Income
Value SymbolicName Description Added Updated Deprecated
1 CURVE CURVE FIX.4.2
2 FiveYR 5-YR FIX.4.2
3 OLD5 OLD-5 FIX.4.2
4 TenYR 10-YR FIX.4.2
5 OLD10 OLD-10 FIX.4.2
6 ThirtyYR 30-YR FIX.4.2
7 OLD30 OLD-30 FIX.4.2
8 ThreeMOLIBOR 3-MO-LIBOR FIX.4.2
9 SixMOLIBOR 6-MO-LIBOR FIX.4.2
FIX.4.2
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 ✔ String Unique identifier of advertisement message.
(Prior to FIX 4.1 this field was of type int) 		FIX.2.7
5 AdvTransType ✔ String 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 String Required for Cancel and Replace AdvTransType messages FIX.2.7
55 Symbol ✔ String Ticker symbol FIX.2.7
65 SymbolSfx String Additional information about the security (e.g. preferred, warrants, etc.). Note also see SecurityType.
Valid values:
As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory 		FIX.2.7
48 SecurityID String CUSIP or other alternate security identifier FIX.2.7
22 IDSource String 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
8 ExchangeSymbol Exchange Symbol FIX.4.2
9 ConsolidatedTapeAssociation Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format) FIX.4.2
FIX.2.7
167 SecurityType String 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
? Wildcard Wildcard entry (used on Security Definition Request message) FIX.4.2
BA BankersAcceptance Bankers Acceptance FIX.4.1
CB ConvertibleBond Convertible Bond (Note not part of ISITC spec) FIX.4.2
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
IET IOETTEMortgage Mortgage IOETTE FIX.4.2
MF MutualFund Mutual Fund FIX.4.1
MIO MortgageInterestOnly Mortgage Interest Only FIX.4.1
MPO MortgagePrincipalOnly Mortgage Principal 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 Specifiesthe month and year of maturity. Required if MaturityDay is specified. FIX.4.1
205 MaturityDay DayOfMonth 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 Price For Options. FIX.4.1
206 OptAttribute char For Options. FIX.4.1
231 ContractMultiplier float For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount. FIX.4.2
223 CouponRate float For Fixed Income. FIX.4.2
207 SecurityExchange Exchange Can be used to identify the security. FIX.4.1
106 Issuer String Company name of security issuer (e.g. International Business Machines) FIX.3.0
348 EncodedIssuerLen Length Must be set if EncodedIssuer field is specified and must immediately precede it. FIX.4.2
349 EncodedIssuer data Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. FIX.4.2
107 SecurityDesc String Security description. FIX.3.0
350 EncodedSecurityDescLen Length Must be set if EncodedSecurityDesc field is specified and must immediately precede it. FIX.4.2
351 EncodedSecurityDesc data Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. FIX.4.2
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 ✔ Qty Number of shares
(Prior to FIX 4.2 this field was of type int) 		FIX.2.7
44 Price Price Price per share FIX.2.7
15 Currency Currency 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: Valid Currency Codes for information on obtaining valid values. FIX.2.7
75 TradeDate LocalMktDate Indicates date of trade referenced in this message in YYYYMMDD format. Absence of this field indicates current day (expressed in local time at place of trade). FIX.4.1
60 TransactTime UTCTimestamp Time of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as "GMT") FIX.2.7
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.2.7
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.2
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.2
149 URLLink String A URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html) FIX.4.1
30 LastMkt Exchange Market of execution for last fill FIX.4.1
336 TradingSessionID String Identifier for Trading Session
Can be used to represent a specific market trading session (e.g. "PRE-OPEN", "CROSS_2", "AFTER-HOURS", "TOSTNET1", "TOSTNET2", etc).
Values should be bi-laterally agreed to between counterparties. 		FIX.4.2
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 ✔ String OrderID is required to be unique for each chain of orders. FIX.2.7
198 SecondaryOrderID String Can be used to provide order id used by exchange or executing system. FIX.4.1
11 ClOrdID String 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 String Conditionally required for response to an electronic Cancel or Cancel/Replace request (ExecType=PendingCancel, Replaced, or Canceled). ClOrdID of the previous order (NOT the initial order of the day) when canceling or replacing an order. FIX.4.1
109 ClientID String Used for firm identification in third-party transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID). FIX.3.0
76 ExecBroker String Used for firm identification in third-party transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID). FIX.2.7
382 NoContraBrokers int Number of ContraBrokers repeating group instances. FIX.4.2
⇒375 ContraBroker String First field in repeating group. Required if NoContraBrokers > 0. FIX.4.2
⇒337 ContraTrader String Identifies the trader (e.g. "badge number") of the ContraBroker. FIX.4.2
⇒437 ContraTradeQty Qty Quantity traded with the ContraBroker. FIX.4.2
⇒438 ContraTradeTime UTCTimestamp Identifes the time of the trade with the ContraBroker. (always expressed in UTC (Universal Time Coordinated, also known as "GMT") FIX.4.2
66 ListID String Required for executions against orders which were submitted as part of a list. FIX.2.7
17 ExecID ✔ String Must be unique for each Execution Report message 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 String 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 Canceled FIX.4.1
5 Replaced Replace FIX.4.1
6 PendingCancel Pending Cancel (e.g. result of Order Cancel Request) 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
D Restated Restated (ExecutionRpt sent unsolicited by sellside, with ExecRestatementReason set) FIX.4.2
E PendingReplace Pending Replace (e.g. result of Order Cancel/Replace Request) FIX.4.2
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 (e.g. result of Order Cancel Request) 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
D AcceptedForBidding Accepted for bidding FIX.4.2
E PendingReplace Pending Replace (e.g. result of Order Cancel/Replace Request) FIX.4.2
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 (e.g. dupe ClOrdID) FIX.4.1
7 DuplicateOfAVerballyCommunicatedOrder Duplicate of a verbally communicated order FIX.4.2
8 StaleOrder Stale Order FIX.4.2
FIX.2.7
378 ExecRestatementReason int Required for ExecType = D (Restated).
Value SymbolicName Description Added Updated Deprecated
0 GTCorporateAction GT Corporate action FIX.4.2
1 GTRenewal GT renewal / restatement (no corporate action) FIX.4.2
2 VerbalChange Verbal change FIX.4.2
3 RepricingOfOrder Repricing of order FIX.4.2
4 BrokerOption Broker option FIX.4.2
5 PartialDeclineOfOrderQty Partial decline of OrderQty (e.g. exchange-initiated partial cancel) FIX.4.2
FIX.4.2
1 Account String 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 LocalMktDate Required when SettlmntTyp = 6 (Future) or SettlmntTyp = 8 (Sellers Option) FIX.2.7
55 Symbol ✔ String Ticker symbol FIX.2.7
65 SymbolSfx String Additional information about the security (e.g. preferred, warrants, etc.). Note also see SecurityType.
Valid values:
As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory 		FIX.2.7
48 SecurityID String CUSIP or other alternate security identifier FIX.2.7
22 IDSource String 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
8 ExchangeSymbol Exchange Symbol FIX.4.2
9 ConsolidatedTapeAssociation Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format) FIX.4.2
FIX.2.7
167 SecurityType String 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
? Wildcard Wildcard entry (used on Security Definition Request message) FIX.4.2
BA BankersAcceptance Bankers Acceptance FIX.4.1
CB ConvertibleBond Convertible Bond (Note not part of ISITC spec) FIX.4.2
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
IET IOETTEMortgage Mortgage IOETTE FIX.4.2
MF MutualFund Mutual Fund FIX.4.1
MIO MortgageInterestOnly Mortgage Interest Only FIX.4.1
MPO MortgagePrincipalOnly Mortgage Principal 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 Specifiesthe month and year of maturity. Required if MaturityDay is specified. FIX.4.1
205 MaturityDay DayOfMonth 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 Price For Options. FIX.4.1
206 OptAttribute char For Options. FIX.4.1
231 ContractMultiplier float For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount. FIX.4.2
223 CouponRate float For Fixed Income. FIX.4.2
207 SecurityExchange Exchange Can be used to identify the security. FIX.4.1
106 Issuer String Company name of security issuer (e.g. International Business Machines) FIX.3.0
348 EncodedIssuerLen Length Must be set if EncodedIssuer field is specified and must immediately precede it. FIX.4.2
349 EncodedIssuer data Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. FIX.4.2
107 SecurityDesc String Security description. FIX.3.0
350 EncodedSecurityDescLen Length Must be set if EncodedSecurityDesc field is specified and must immediately precede it. FIX.4.2
351 EncodedSecurityDesc data Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. FIX.4.2
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 and List Order messages only) FIX.4.1
8 Cross Cross (orders where counterparty is an exchange, valid for all messages except IOIs) FIX.4.1
9 CrossShort Cross short FIX.4.2
FIX.2.7
38 OrderQty Qty Either CashOrderQty or OrderQty is required. Not required for a rejected cash order or an order ack for a cash order. FIX.2.7
152 CashOrderQty Qty Either CashOrderQty or OrderQty is required. Specifies the approximate "monetary quantity" conveyed on the order. Broker is responsible for converting and calculating OrderQty in shares for subsequent messages involving fills. FIX.4.2
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
I Funari Funari (Limit Day Order with unexecuted portion handled as Market On Close. e.g. Japan) FIX.4.2
P Pegged Pegged FIX.3.0
FIX.2.7
44 Price Price Required if specified on the order FIX.2.7
99 StopPx Price Required if specified on the order FIX.2.7
211 PegDifference PriceOffset Required if specified on the order FIX.4.1
388 DiscretionInst char Code to identify the price a DiscretionOffset is related to and should be mathematically added to. Required if DiscretionOffset is specified.
Value SymbolicName Description Added Updated Deprecated
0 RelatedToDisplayedPrice Related to displayed price FIX.4.2
1 RelatedToMarketPrice Related to market price FIX.4.2
2 RelatedToPrimaryPrice Related to primary price FIX.4.2
3 RelatedToLocalPrimaryPrice Related to local primary price FIX.4.2
4 RelatedToMidpointPrice Related to midpoint price FIX.4.2
5 RelatedToLastTradePrice Related to last trade price FIX.4.2
FIX.4.2
389 DiscretionOffset PriceOffset Amount (signed) added to the "related to" price specified via DiscretionInst. FIX.4.2
15 Currency Currency 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: Valid Currency Codes for information on obtaining valid values. FIX.2.7
376 ComplianceID String ID used to represent this transaction for compliance purposes (e.g. OATS reporting). FIX.4.2
377 SolicitedFlag Boolean Indicates whether or not the order was solicited.
Value SymbolicName Description Added Updated Deprecated
N WasNotSolicited Was not solicited FIX.4.2
Y WasSolicited Was solcitied FIX.4.2
FIX.4.2
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 (IOC) 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
168 EffectiveTime UTCTimestamp Time specified on the order at which the order should be considered valid FIX.4.2
432 ExpireDate LocalMktDate Conditionally required if TimeInForce = GTD and ExpireTime is not specified. FIX.4.2
126 ExpireTime UTCTimestamp Conditionally required if TimeInForce = GTD and ExpireDate is not specified. FIX.4.0
18 ExecInst MultipleValueString 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
T FixedPegToLocalBestBidOrOfferAtTimeOfOrder Fixed Peg to Local best bid or offer at time of order FIX.4.4EP35
U CustomerDisplayInstruction Customer Display Instruction (Rule11Ac1-1/4) FIX.4.1
V Netting Netting (for Forex) FIX.4.1
W PegToVWAP Peg to VWAP FIX.4.2
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 Qty Quantity of shares bought/sold on this (last) fill. Not required ExecTransType = 3 (Status). When required, should be "0" for non-fills ("fill" defined as ExecTransType=New and ExecType=Partial Fill or Fill) unless noted below. If ExecType=Stopped, represents the quantity stopped/guaranteed/protected for. FIX.2.7
31 LastPx Price Price of this (last) fill. Not required for ExecTransType = 3 (Status), Should represent the "all-in" (LastSpotRate + LastForwardPoints) rate for F/X orders. ). When required, should be "0" for non-fills ("fill" defined as ExecTransType=New and ExecType=Partial Fill or Fill) unless noted below. If ExecType=Stopped, represents the price stopped/guaranteed/protected at. FIX.2.7
194 LastSpotRate Price Applicable for F/X orders FIX.4.1
195 LastForwardPoints PriceOffset Applicable for F/X orders FIX.4.1
30 LastMkt Exchange Market of execution for last fill FIX.2.7
336 TradingSessionID String Identifier for Trading Session
Can be used to represent a specific market trading session (e.g. "PRE-OPEN", "CROSS_2", "AFTER-HOURS", "TOSTNET1", "TOSTNET2", etc).
Values should be bi-laterally agreed to between counterparties. 		FIX.4.2
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 ✔ Qty 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 ✔ Qty Currently executed shares for chain of orders. FIX.2.7
6 AvgPx ✔ Price Calculated average price of all fills on this order. FIX.2.7
424 DayOrderQty Qty For GT orders on days following the day of the first trade. FIX.4.2
425 DayCumQty Qty For GT orders on days following the day of the first trade. FIX.4.2
426 DayAvgPx Price For GT orders on days following the day of the first trade. FIX.4.2
427 GTBookingInst int States whether executions are booked out or accumulated on a partially filled GT order
Value SymbolicName Description Added Updated Deprecated
0 BookOutAllTradesOnDayOfExecution book out all trades on day of execution FIX.4.2
1 AccumulateUntilFilledOrExpired accumulate executions until order is filled or expires FIX.4.2
2 AccumulateUntilVerballlyNotifiedOtherwise accumulate until verbally notified otherwise FIX.4.2
FIX.4.2
75 TradeDate LocalMktDate Used when reporting other than current day trades. FIX.2.7
60 TransactTime UTCTimestamp Time the transaction represented by this ExecutionReport occurred FIX.2.7
113 ReportToExch Boolean 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 Amt On a fill/partial fill messages, it represents value for that fill/partial fill, on ExecType=Calculated, it represents cumulative value for the order. Monetary commission values are expressed in the currency reflected by the Currency field. 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
381 GrossTradeAmt Amt Total amount traded (e.g. CumQty * AvgPx) expressed in units of currency. FIX.4.2
119 SettlCurrAmt Amt Used to report results of forex accommodation trade FIX.4.0
120 SettlCurrency Currency Used to report results of forex accommodation trade FIX.4.0
155 SettlCurrFxRate float Foreign exchange rate used to compute SettlCurrAmt from Currency to SettlCurrency FIX.4.1
156 SettlCurrFxRateCalc char Specifies whether the SettlCurrFxRate should be multiplied or divided FIX.4.1
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.4.2
110 MinQty Qty Minimum quantity of an order to be executed.
(Prior to FIX 4.2 this field was of type int) 		FIX.4.2
111 MaxFloor Qty Maximum number of shares within an order to be shown on the exchange floor at any given time.
(Prior to FIX 4.2 this field was of type int) 		FIX.4.2
77 OpenClose char For options
Value SymbolicName Description Added Updated Deprecated
C Close Close FIX.4.1
O Open Open FIX.4.1
FIX.4.2
210 MaxShow Qty Maximum number of shares within an order to be shown to other customers (i.e. sent via an IOI).
(Prior to FIX 4.2 this field was of type int) 		FIX.4.2
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.2.7
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.2
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.2
193 FutSettDate2 LocalMktDate Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. FIX.4.2
192 OrderQty2 Qty Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. FIX.4.2
439 ClearingFirm String Firm that will clear the trade. Used if different from the executing firm. FIX.4.2
440 ClearingAccount String Supplemental accounting information forwared to clearing house/firm. FIX.4.2
442 MultiLegReportingType char Default is a single security if not specified.
Value SymbolicName Description Added Updated Deprecated
1 SingleSecurity Single Security (default if not specified) FIX.4.2
2 IndividualLegOfAMultiLegSecurity Individual leg of a multi-leg security FIX.4.2
3 MultiLegSecurity Multi-leg security FIX.4.2
FIX.4.2
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 ✔ String If CxlRejReason="Unknown order", specify "NONE". FIX.2.7
198 SecondaryOrderID String Can be used to provide order id used by exchange or executing system. FIX.4.1
11 ClOrdID ✔ String Unique order id assigned by institution to the cancel request or to the replacement order. FIX.2.7
41 OrigClOrdID ✔ String 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 (e.g. result of Order Cancel Request) 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
D AcceptedForBidding Accepted for bidding FIX.4.2
E PendingReplace Pending Replace (e.g. result of Order Cancel/Replace Request) FIX.4.2
FIX.4.1
109 ClientID String Used for firm identification in third-party transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID). FIX.3.0
76 ExecBroker String Used for firm identification in third-party transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID). FIX.2.7
66 ListID String Required for rejects against orders which were submitted as part of a list. FIX.2.7
1 Account String Account mnemonic as agreed between broker and institution. FIX.4.2
60 TransactTime UTCTimestamp Time of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as "GMT") FIX.4.2
434 CxlRejResponseTo ✔ char Identifies the type of request that a Cancel Reject is in response to.
Value SymbolicName Description Added Updated Deprecated
1 OrderCancelRequest Order Cancel Request FIX.4.2
2 OrderCancel Order Cancel/Replace Request FIX.4.2
FIX.4.2
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
2 BrokerCredit Broker Option FIX.4.2
3 OrderAlreadyInPendingStatus Order already in Pending Cancel or Pending Replace status FIX.4.2
FIX.2.7
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.2.7
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.2
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.2
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 Note same value used by both sides 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 Boolean 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
383 MaxMessageSize int Can be used to specify the maximum number of bytes supported for messages received FIX.4.2
384 NoMsgTypes int Specifies the number of repeating MsgTypes specified FIX.4.2
⇒372 RefMsgType String Specifies a specific, supported MsgType. Required if NoMsgTypes is > 0. Should be specified from the point of view of the sender of the Logon message FIX.4.2
⇒385 MsgDirection char Indicates direction (send vs. receive) of a supported MsgType. Required if NoMsgTypes is > 0. Should be specified from the point of view of the sender of the Logon message
Value SymbolicName Description Added Updated Deprecated
R Receive Receive FIX.4.2
S Send Send FIX.4.2
FIX.4.2
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 UTCTimestamp Time of message origination (always expressed in UTC (Universal Time Coordinated, also known as "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 ✔ String Specifies the headline text FIX.4.1
358 EncodedHeadlineLen Length Must be set if EncodedHeadline field is specified and must immediately precede it. FIX.4.2
359 EncodedHeadline data Encoded (non-ASCII characters) representation of the Headline field in the encoded format specified via the MessageEncoding field. FIX.4.2
215 NoRoutingIDs int Required if any RoutingType and RoutingIDs are specified. Indicates the number within repeating group. FIX.4.2
⇒216 RoutingType int Indicates type of RoutingID. Required if NoRoutingIDs is > 0.
Value SymbolicName Description Added Updated Deprecated
1 TargetFirm Target Firm FIX.4.2
2 TargetList Target List FIX.4.2
3 BlockFirm Block Firm FIX.4.2
4 BlockList Block List FIX.4.2
FIX.4.2
⇒217 RoutingID String Identifies routing destination. Required if NoRoutingIDs is > 0. FIX.4.2
146 NoRelatedSym int Specifies the number of repeating symbols specified FIX.4.1
⇒46 RelatdSym String Can be repeated multiple times if message is related to multiple symbols. FIX.2.7
⇒65 SymbolSfx String Can be repeated multiple times if message is related to multiple symbols. FIX.4.1
⇒48 SecurityID String Can be repeated multiple times if message is related to multiple symbols. FIX.4.1
⇒22 IDSource String 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
8 ExchangeSymbol Exchange Symbol FIX.4.2
9 ConsolidatedTapeAssociation Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format) FIX.4.2
FIX.4.1
⇒167 SecurityType String Must be specified if a Future or Option. If a Future: RelatdSym, SecurityType, and MaturityMonthYear are required. If an Option: RelatdSym, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required.
Value SymbolicName Description Added Updated Deprecated
? Wildcard Wildcard entry (used on Security Definition Request message) FIX.4.2
BA BankersAcceptance Bankers Acceptance FIX.4.1
CB ConvertibleBond Convertible Bond (Note not part of ISITC spec) FIX.4.2
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
IET IOETTEMortgage Mortgage IOETTE FIX.4.2
MF MutualFund Mutual Fund FIX.4.1
MIO MortgageInterestOnly Mortgage Interest Only FIX.4.1
MPO MortgagePrincipalOnly Mortgage Principal 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 Specifiesthe month and year of maturity. Required if MaturityDay is specified. FIX.4.1
⇒205 MaturityDay DayOfMonth 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 Price For Options. FIX.4.1
⇒206 OptAttribute char For Options. FIX.4.1
⇒231 ContractMultiplier float For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount. FIX.4.2
⇒223 CouponRate float For Fixed Income. FIX.4.2
⇒207 SecurityExchange Exchange Can be used to identify the security. FIX.4.1
⇒106 Issuer String Can be repeated multiple times if message is related to multiple symbols. FIX.4.1
⇒348 EncodedIssuerLen Length Must be set if EncodedIssuer field is specified and must immediately precede it. FIX.4.2
⇒349 EncodedIssuer data Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. FIX.4.2
⇒107 SecurityDesc String Can be repeated multiple times if message is related to multiple symbols. FIX.4.1
⇒350 EncodedSecurityDescLen Length Must be set if EncodedSecurityDesc field is specified and must immediately precede it. FIX.4.2
⇒351 EncodedSecurityDesc data Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. FIX.4.2
33 LinesOfText ✔ int Specifies the number of repeating lines of text specified FIX.4.1
⇒58 Text ✔ String Repeating field, number of instances defined in LinesOfText FIX.2.7
⇒354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.2
⇒355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.2
149 URLLink String 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 ✔ String 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 UTCTimestamp Time of message origination (always expressed in UTC (Universal Time Coordinated, also known as "GMT")) FIX.2.7
147 Subject ✔ String Specifies the Subject text FIX.4.1
356 EncodedSubjectLen Length Must be set if EncodedSubject field is specified and must immediately precede it. FIX.4.2
357 EncodedSubject data Encoded (non-ASCII characters) representation of the Subject field in the encoded format specified via the MessageEncoding field. FIX.4.2
215 NoRoutingIDs int Required if any RoutingType and RoutingIDs are specified. Indicates the number within repeating group. FIX.4.2
⇒216 RoutingType int Indicates type of RoutingID. Required if NoRoutingIDs is > 0.
Value SymbolicName Description Added Updated Deprecated
1 TargetFirm Target Firm FIX.4.2
2 TargetList Target List FIX.4.2
3 BlockFirm Block Firm FIX.4.2
4 BlockList Block List FIX.4.2
FIX.4.2
⇒217 RoutingID String Identifies routing destination. Required if NoRoutingIDs is > 0. FIX.4.2
146 NoRelatedSym int Specifies the number of repeating symbols specified FIX.4.1
⇒46 RelatdSym String Can be repeated multiple times if message is related to multiple symbols. FIX.2.7
⇒65 SymbolSfx String Can be repeated multiple times if message is related to multiple symbols. FIX.4.1
⇒48 SecurityID String Can be repeated multiple times if message is related to multiple symbols. FIX.4.1
⇒22 IDSource String 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
8 ExchangeSymbol Exchange Symbol FIX.4.2
9 ConsolidatedTapeAssociation Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format) FIX.4.2
FIX.4.1
⇒167 SecurityType String Must be specified if a Future or Option. If a Future: RelatdSym, SecurityType, and MaturityMonthYear are required. If an Option: RelatdSym, SecurityType, MaturityMonthYear, PutOrCall, and StrikePrice are required.
Value SymbolicName Description Added Updated Deprecated
? Wildcard Wildcard entry (used on Security Definition Request message) FIX.4.2
BA BankersAcceptance Bankers Acceptance FIX.4.1
CB ConvertibleBond Convertible Bond (Note not part of ISITC spec) FIX.4.2
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
IET IOETTEMortgage Mortgage IOETTE FIX.4.2
MF MutualFund Mutual Fund FIX.4.1
MIO MortgageInterestOnly Mortgage Interest Only FIX.4.1
MPO MortgagePrincipalOnly Mortgage Principal 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 Specifiesthe month and year of maturity. Required if MaturityDay is specified. FIX.4.1
⇒205 MaturityDay DayOfMonth 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 Price For Options. FIX.4.1
⇒206 OptAttribute char For Options. FIX.4.1
⇒231 ContractMultiplier float For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount. FIX.4.2
⇒223 CouponRate float For Fixed Income. FIX.4.2
⇒207 SecurityExchange Exchange Can be used to identify the security. FIX.4.1
⇒106 Issuer String Can be repeated multiple times if message is related to multiple symbols. FIX.4.1
⇒348 EncodedIssuerLen Length Must be set if EncodedIssuer field is specified and must immediately precede it. FIX.4.2
⇒349 EncodedIssuer data Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. FIX.4.2
⇒107 SecurityDesc String Can be repeated multiple times if message is related to multiple symbols. FIX.4.1
⇒350 EncodedSecurityDescLen Length Must be set if EncodedSecurityDesc field is specified and must immediately precede it. FIX.4.2
⇒351 EncodedSecurityDesc data Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. FIX.4.2
37 OrderID String 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 String Unique identifier for Order as assigned by institution (identified by SenderCompID or OnBehalfOfCompID as appropriate). Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods,should ensure uniqueness across days, for example by embedding a date within the ClOrdID field. FIX.2.7
33 LinesOfText ✔ int Specifies the number of repeating lines of text specified FIX.4.1
⇒58 Text ✔ String Repeating field, number of instances defined in LinesOfText FIX.2.7
⇒354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.2
⇒355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.2
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 ✔ String Unique identifier of the order as assigned by institution. FIX.2.7
109 ClientID String Used for firm identification in third-party transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID). FIX.3.0
76 ExecBroker String Used for firm identification in third-party transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID). FIX.2.7
1 Account String Account mnemonic as agreed between broker and institution. FIX.2.7
78 NoAllocs int Number of repeating groups for pre-trade allocation FIX.4.2
⇒79 AllocAccount String Required if NoAllocs > 0. Must be first field in repeating group. FIX.4.2
⇒80 AllocShares Qty Number of shares to be allocated to specific sub-account
(Prior to FIX 4.2 this field was of type int) 		FIX.4.2
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 LocalMktDate 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 MultipleValueString Can contain multiple instructions, space delimited. If OrdType=P, exactly one of the following values (ExecInst = L, R, M, P, O, T, or W) must be specified.
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
T FixedPegToLocalBestBidOrOfferAtTimeOfOrder Fixed Peg to Local best bid or offer at time of order FIX.4.4EP35
U CustomerDisplayInstruction Customer Display Instruction (Rule11Ac1-1/4) FIX.4.1
V Netting Netting (for Forex) FIX.4.1
W PegToVWAP Peg to VWAP FIX.4.2
FIX.2.7
110 MinQty Qty Minimum quantity of an order to be executed.
(Prior to FIX 4.2 this field was of type int) 		FIX.2.7
111 MaxFloor Qty Maximum number of shares within an order to be shown on the exchange floor at any given time.
(Prior to FIX 4.2 this field was of type int) 		FIX.2.7
100 ExDestination Exchange Execution destination as defined by institution when order is entered.
Valid values:
See Appendix C 		FIX.2.7
386 NoTradingSessions int Specifies the number of repeating TradingSessionIDs FIX.4.2
⇒336 TradingSessionID String Required if NoTradingSessions is > 0. FIX.4.2
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 ✔ String Ticker symbol FIX.2.7
65 SymbolSfx String Additional information about the security (e.g. preferred, warrants, etc.). Note also see SecurityType.
Valid values:
As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory 		FIX.2.7
48 SecurityID String CUSIP or other alternate security identifier FIX.2.7
22 IDSource String 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
8 ExchangeSymbol Exchange Symbol FIX.4.2
9 ConsolidatedTapeAssociation Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format) FIX.4.2
FIX.2.7
167 SecurityType String 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
? Wildcard Wildcard entry (used on Security Definition Request message) FIX.4.2
BA BankersAcceptance Bankers Acceptance FIX.4.1
CB ConvertibleBond Convertible Bond (Note not part of ISITC spec) FIX.4.2
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
IET IOETTEMortgage Mortgage IOETTE FIX.4.2
MF MutualFund Mutual Fund FIX.4.1
MIO MortgageInterestOnly Mortgage Interest Only FIX.4.1
MPO MortgagePrincipalOnly Mortgage Principal 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 Specifiesthe month and year of maturity. Required if MaturityDay is specified. FIX.4.1
205 MaturityDay DayOfMonth 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 Price For Options. FIX.4.1
206 OptAttribute char For Options. FIX.4.1
231 ContractMultiplier float For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount. FIX.4.2
223 CouponRate float For Fixed Income. FIX.4.2
207 SecurityExchange Exchange Can be used to identify the security. FIX.4.1
106 Issuer String Company name of security issuer (e.g. International Business Machines) FIX.3.0
348 EncodedIssuerLen Length Must be set if EncodedIssuer field is specified and must immediately precede it. FIX.4.2
349 EncodedIssuer data Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. FIX.4.2
107 SecurityDesc String Security description. FIX.3.0
350 EncodedSecurityDescLen Length Must be set if EncodedSecurityDesc field is specified and must immediately precede it. FIX.4.2
351 EncodedSecurityDesc data Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. FIX.4.2
140 PrevClosePx Price 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 and List Order messages only) FIX.4.1
8 Cross Cross (orders where counterparty is an exchange, valid for all messages except IOIs) FIX.4.1
9 CrossShort Cross short FIX.4.2
FIX.2.7
114 LocateReqd Boolean 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
60 TransactTime ✔ UTCTimestamp Time this order request was initiated/released by the trader or trading system. FIX.4.2
38 OrderQty Qty Either CashOrderQty or OrderQty is required. Note that either, but not both, CashOrderQty or OrderQty should be specified. FIX.2.7
152 CashOrderQty Qty Either CashOrderQty or OrderQty is required. Note that either, but not both, CashOrderQty or OrderQty should be specified. Specifies the approximate "monetary 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
I Funari Funari (Limit Day Order with unexecuted portion handled as Market On Close. e.g. Japan) FIX.4.2
P Pegged Pegged FIX.3.0
FIX.2.7
44 Price Price 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 Price Required for OrdType = "Stop" or OrdType = "Stop limit". FIX.2.7
15 Currency Currency 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: Valid Currency Codes for information on obtaining valid values. FIX.2.7
376 ComplianceID String ID used to represent this transaction for compliance purposes (e.g. OATS reporting). FIX.4.2
377 SolicitedFlag Boolean Indicates whether or not the order was solicited.
Value SymbolicName Description Added Updated Deprecated
N WasNotSolicited Was not solicited FIX.4.2
Y WasSolicited Was solcitied FIX.4.2
FIX.4.2
23 IOIid String Required for Previously Indicated Orders (OrdType=E) FIX.2.7
117 QuoteID String 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 (IOC) 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
168 EffectiveTime UTCTimestamp Can specify the time at which the order should be considered valid FIX.4.2
432 ExpireDate LocalMktDate Conditionally required if TimeInForce = GTD and ExpireTime is not specified. FIX.4.2
126 ExpireTime UTCTimestamp Conditionally required if TimeInForce = GTD and ExpireDate is not specified. FIX.4.0
427 GTBookingInst int States whether executions are booked out or accumulated on a partially filled GT order
Value SymbolicName Description Added Updated Deprecated
0 BookOutAllTradesOnDayOfExecution book out all trades on day of execution FIX.4.2
1 AccumulateUntilFilledOrExpired accumulate executions until order is filled or expires FIX.4.2
2 AccumulateUntilVerballlyNotifiedOtherwise accumulate until verbally notified otherwise FIX.4.2
FIX.4.2
12 Commission Amt 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 Boolean 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 Currency Required if ForexReq = Y. FIX.4.0
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.2.7
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.2
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.2
193 FutSettDate2 LocalMktDate 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 Qty 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 Qty Maximum number of shares within an order to be shown to other customers (i.e. sent via an IOI).
(Prior to FIX 4.2 this field was of type int) 		FIX.4.1
211 PegDifference PriceOffset Amount (signed) added to the price of the peg FIX.4.1
388 DiscretionInst char Code to identify the price a DiscretionOffset is related to and should be mathematically added to. Required if DiscretionOffset is specified.
Value SymbolicName Description Added Updated Deprecated
0 RelatedToDisplayedPrice Related to displayed price FIX.4.2
1 RelatedToMarketPrice Related to market price FIX.4.2
2 RelatedToPrimaryPrice Related to primary price FIX.4.2
3 RelatedToLocalPrimaryPrice Related to local primary price FIX.4.2
4 RelatedToMidpointPrice Related to midpoint price FIX.4.2
5 RelatedToLastTradePrice Related to last trade price FIX.4.2
FIX.4.2
389 DiscretionOffset PriceOffset Amount (signed) added to the "related to" price specified via DiscretionInst. FIX.4.2
439 ClearingFirm String Firm that will clear the trade. Used if different from the executing firm. FIX.4.2
440 ClearingAccount String Supplemental accounting information forwared to clearing house/firm. FIX.4.2
StandardTrailer ✔ FIX.2.7

OrderList (35=E)

The NewOrderList Message can be used in one of two ways depending on which market conventions are being followed.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = E FIX.2.7
66 ListID ✔ String Must be unique, by customer, for the day FIX.2.7
390 BidID String Should refer to an earlier program if bidding took place. FIX.4.2
391 ClientBidID String Unique identifier for a Bid Request as assigned by institution. Uniqueness must be guaranteed within a single trading day. FIX.4.2
414 ProgRptReqs int Code to identify the desired frequency of progress reports.
Value SymbolicName Description Added Updated Deprecated
1 BuySideRequests BuySide explicitly requests status using StatusRequest (Default) The sell-side firm can however, send a DONE status List Status Response in an unsolicited fashion FIX.4.2
2 SellSideSends SellSide periodically sends status using ListStatus. Period optionally specified in ProgressPeriod FIX.4.2
3 RealTimeExecutionReports Real-time execution reports (to be discouraged) FIX.4.2
FIX.4.2
394 BidType ✔ int e.g. Non Disclosed Model, Disclosed Model, No Bidding Process FIX.4.2
415 ProgPeriodInterval int Time in minutes between each ListStatus report sent by SellSide. Zero means don’t send status. FIX.4.2
433 ListExecInstType char Controls when execution should be begin.
Value SymbolicName Description Added Updated Deprecated
1 Immediate Immediate FIX.4.2
2 WaitForInstruction Wait for Execute Instruction (e.g. a List Execute message or phone call before proceeding with execution of the list) FIX.4.2
FIX.4.2
69 ListExecInst String Free-form text. FIX.2.7
352 EncodedListExecInstLen Length Must be set if EncodedListExecInst field is specified and must immediately precede it. FIX.4.2
353 EncodedListExecInst data Encoded (non-ASCII characters) representation of the ListExecInst field in the encoded format specified via the MessageEncoding field. FIX.4.2
68 TotNoOrders ✔ int Used to support fragmentation. Sum of NoOrders across all messages with the same ListID. FIX.2.7
73 NoOrders ✔ int Number of orders in this message (number of repeating groups to follow) FIX.4.2
⇒11 ClOrdID ✔ String Must be the first field in the repeating group. FIX.2.7
⇒67 ListSeqNo ✔ int Order number within the list FIX.2.7
⇒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.4.2
⇒109 ClientID String Firm identifier used in third party-transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID). FIX.3.0
⇒76 ExecBroker String Identifies executing / give-up broker. Standard NASD market-maker mnemonic is preferred. FIX.2.7
⇒1 Account String Account mnemonic as agreed between broker and institution. FIX.2.7
⇒78 NoAllocs int Indicates number of pre-trade allocation accounts to follow FIX.4.2
⇒⇒79 AllocAccount String Required if NoAllocs > 0. Must be the first field in the repeating group. FIX.4.2
⇒⇒80 AllocShares Qty Number of shares to be allocated to specific sub-account
(Prior to FIX 4.2 this field was of type int) 		FIX.4.2
⇒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 LocalMktDate Specific date of trade settlement (SettlementDate) in YYYYMMDD format. Required when SettlmntTyp = 6 (Future) or SettlmntTyp = 8 (Sellers Option). (expressed in local time at place of settlement) 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 MultipleValueString Can contain multiple instructions, space delimited. If OrdType=P, exactly one of the following values (ExecInst = L, R, M, P, O, T, or W) must be specified.
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
T FixedPegToLocalBestBidOrOfferAtTimeOfOrder Fixed Peg to Local best bid or offer at time of order FIX.4.4EP35
U CustomerDisplayInstruction Customer Display Instruction (Rule11Ac1-1/4) FIX.4.1
V Netting Netting (for Forex) FIX.4.1
W PegToVWAP Peg to VWAP FIX.4.2
FIX.2.7
⇒110 MinQty Qty Minimum quantity of an order to be executed.
(Prior to FIX 4.2 this field was of type int) 		FIX.3.0
⇒111 MaxFloor Qty Maximum number of shares within an order to be shown on the exchange floor at any given time.
(Prior to FIX 4.2 this field was of type int) 		FIX.3.0
⇒100 ExDestination Exchange Execution destination as defined by institution when order is entered.
Valid values:
See Appendix C 		FIX.3.0
⇒386 NoTradingSessions int Number of TradingSessionIDs in repeating group. FIX.4.2
⇒⇒336 TradingSessionID String First field in repeating group. Required if NoTradingSessions > 0. FIX.4.2
⇒81 ProcessCode char Processing code for sub-account. Absence of this field in AllocAccount / AllocPrice/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 ✔ String Ticker symbol FIX.2.7
⇒65 SymbolSfx String Can be repeated multiple times if message is related to multiple symbols. FIX.2.7
⇒48 SecurityID String Can be repeated multiple times if message is related to multiple symbols. FIX.2.7
⇒22 IDSource String 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
8 ExchangeSymbol Exchange Symbol FIX.4.2
9 ConsolidatedTapeAssociation Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format) FIX.4.2
FIX.2.7
⇒167 SecurityType String 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
? Wildcard Wildcard entry (used on Security Definition Request message) FIX.4.2
BA BankersAcceptance Bankers Acceptance FIX.4.1
CB ConvertibleBond Convertible Bond (Note not part of ISITC spec) FIX.4.2
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
IET IOETTEMortgage Mortgage IOETTE FIX.4.2
MF MutualFund Mutual Fund FIX.4.1
MIO MortgageInterestOnly Mortgage Interest Only FIX.4.1
MPO MortgagePrincipalOnly Mortgage Principal 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 Specifiesthe month and year of maturity. Required if MaturityDay is specified. FIX.4.1
⇒205 MaturityDay DayOfMonth 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 Price For Options. FIX.4.1
⇒206 OptAttribute char For Options. FIX.4.1
⇒231 ContractMultiplier float For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount. FIX.4.2
⇒223 CouponRate float For Fixed Income. FIX.4.2
⇒207 SecurityExchange Exchange Can be used to identify the security. FIX.4.1
⇒106 Issuer String Can be repeated multiple times if message is related to multiple symbols. FIX.3.0
⇒348 EncodedIssuerLen Length Must be set if EncodedIssuer field is specified and must immediately precede it. FIX.4.2
⇒349 EncodedIssuer data Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. FIX.4.2
⇒107 SecurityDesc String Can be repeated multiple times if message is related to multiple symbols. FIX.3.0
⇒350 EncodedSecurityDescLen Length Must be set if EncodedSecurityDesc field is specified and must immediately precede it. FIX.4.2
⇒351 EncodedSecurityDesc data Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. FIX.4.2
⇒140 PrevClosePx Price Useful for verifying security identification FIX.4.0
⇒54 Side ✔ char Note: to indicate the side of SideValue1 or SideValue2, specify Side=Undisclosed and SideValueInd=either the SideValue1 or SideValue2 indicator.
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 and List Order messages only) FIX.4.1
8 Cross Cross (orders where counterparty is an exchange, valid for all messages except IOIs) FIX.4.1
9 CrossShort Cross short FIX.4.2
FIX.2.7
⇒401 SideValueInd int Refers to the SideValue1 or SideValue2. These are used as opposed to Buy or Sell so that the basket can be quoted either way as Buy or Sell. FIX.4.2
⇒114 LocateReqd Boolean 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
⇒60 TransactTime UTCTimestamp Time of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as "GMT") FIX.4.2
⇒38 OrderQty Qty Either CashOrderQty or OrderQty is required. Note that either, but not both, CashOrderQty or OrderQty should be specified. FIX.2.7
⇒152 CashOrderQty Qty Either CashOrderQty or OrderQty is required. Note that either, but not both, CashOrderQty or OrderQty should be specified. Specifies the approximate "monetary quantity" for the order. Broker is responsible for converting and calculating OrderQty in shares for subsequent messages. FIX.4.2
⇒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
I Funari Funari (Limit Day Order with unexecuted portion handled as Market On Close. e.g. Japan) FIX.4.2
P Pegged Pegged FIX.3.0
FIX.2.7
⇒44 Price Price Price per share FIX.2.7
⇒99 StopPx Price Price per share FIX.2.7
⇒15 Currency Currency 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: Valid Currency Codes for information on obtaining valid values. FIX.2.7
⇒376 ComplianceID String ID used to represent this transaction for compliance purposes (e.g. OATS reporting). FIX.4.2
⇒377 SolicitedFlag Boolean Indicates whether or not the order was solicited.
Value SymbolicName Description Added Updated Deprecated
N WasNotSolicited Was not solicited FIX.4.2
Y WasSolicited Was solcitied FIX.4.2
FIX.4.2
⇒23 IOIid String Required for Previously Indicated Orders (OrdType=E) FIX.4.2
⇒117 QuoteID String Required for Previously Quoted Orders (OrdType=D) FIX.4.2
⇒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 (IOC) 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
⇒168 EffectiveTime UTCTimestamp Time the details within the message should take effect (always expressed in UTC (Universal Time Coordinated, also known as "GMT") FIX.4.2
⇒432 ExpireDate LocalMktDate Conditionally required if TimeInForce = GTD and ExpireTime is not specified. FIX.4.2
⇒126 ExpireTime UTCTimestamp Conditionally required if TimeInForce = GTD and ExpireDate is not specified. FIX.4.0
⇒427 GTBookingInst int States whether executions are booked out or accumulated on a partially filled GT order
Value SymbolicName Description Added Updated Deprecated
0 BookOutAllTradesOnDayOfExecution book out all trades on day of execution FIX.4.2
1 AccumulateUntilFilledOrExpired accumulate executions until order is filled or expires FIX.4.2
2 AccumulateUntilVerballlyNotifiedOtherwise accumulate until verbally notified otherwise FIX.4.2
FIX.4.2
⇒12 Commission Amt 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 Boolean 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
⇒120 SettlCurrency Currency Currency code of settlement denomination. FIX.4.0
⇒58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.2.7
⇒354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.2
⇒355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.2
⇒193 FutSettDate2 LocalMktDate 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 Qty 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 Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together.
Value SymbolicName Description Added Updated Deprecated
C Close Close FIX.4.1
O Open Open FIX.4.1
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
⇒210 MaxShow Qty Maximum number of shares within an order to be shown to other customers (i.e. sent via an IOI).
(Prior to FIX 4.2 this field was of type int) 		FIX.4.1
⇒211 PegDifference PriceOffset Amount (signed) added to the price of the peg for a pegged order. FIX.4.1
⇒388 DiscretionInst char Code to identify the price a DiscretionOffset is related to and should be mathematically added to. Required if DiscretionOffset is specified.
Value SymbolicName Description Added Updated Deprecated
0 RelatedToDisplayedPrice Related to displayed price FIX.4.2
1 RelatedToMarketPrice Related to market price FIX.4.2
2 RelatedToPrimaryPrice Related to primary price FIX.4.2
3 RelatedToLocalPrimaryPrice Related to local primary price FIX.4.2
4 RelatedToMidpointPrice Related to midpoint price FIX.4.2
5 RelatedToLastTradePrice Related to last trade price FIX.4.2
FIX.4.2
⇒389 DiscretionOffset PriceOffset Amount (signed) added to the "related to" price specified via DiscretionInst. FIX.4.2
⇒439 ClearingFirm String Firm that will clear the trade. Used if different from the executing firm. FIX.4.2
⇒440 ClearingAccount String Supplemental accounting information forwared to clearing house/firm. FIX.4.2
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 ✔ String ClOrdID of the previous order (NOT the initial order of the day) when canceling or replacing an order. FIX.2.7
37 OrderID String Unique identifier of most recent order as assigned by broker. FIX.2.7
11 ClOrdID ✔ String Unique ID of cancel request as assigned by the institution. FIX.2.7
66 ListID String Required for List Orders FIX.2.7
1 Account String Account mnemonic as agreed between broker and institution. FIX.4.2
109 ClientID String Used for firm identification in third-party transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID). FIX.3.0
76 ExecBroker String Used for firm identification in third-party transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID). FIX.2.7
55 Symbol ✔ String Ticker symbol FIX.2.7
65 SymbolSfx String Additional information about the security (e.g. preferred, warrants, etc.). Note also see SecurityType.
Valid values:
As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory 		FIX.2.7
48 SecurityID String CUSIP or other alternate security identifier FIX.2.7
22 IDSource String 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
8 ExchangeSymbol Exchange Symbol FIX.4.2
9 ConsolidatedTapeAssociation Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format) FIX.4.2
FIX.2.7
167 SecurityType String 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
? Wildcard Wildcard entry (used on Security Definition Request message) FIX.4.2
BA BankersAcceptance Bankers Acceptance FIX.4.1
CB ConvertibleBond Convertible Bond (Note not part of ISITC spec) FIX.4.2
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
IET IOETTEMortgage Mortgage IOETTE FIX.4.2
MF MutualFund Mutual Fund FIX.4.1
MIO MortgageInterestOnly Mortgage Interest Only FIX.4.1
MPO MortgagePrincipalOnly Mortgage Principal 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 Specifiesthe month and year of maturity. Required if MaturityDay is specified. FIX.4.1
205 MaturityDay DayOfMonth 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 Price For Options. FIX.4.1
206 OptAttribute char For Options. FIX.4.1
231 ContractMultiplier float For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount. FIX.4.2
223 CouponRate float For Fixed Income. FIX.4.2
207 SecurityExchange Exchange Can be used to identify the security. FIX.4.1
106 Issuer String Company name of security issuer (e.g. International Business Machines) FIX.3.0
348 EncodedIssuerLen Length Must be set if EncodedIssuer field is specified and must immediately precede it. FIX.4.2
349 EncodedIssuer data Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. FIX.4.2
107 SecurityDesc String Security description. FIX.3.0
350 EncodedSecurityDescLen Length Must be set if EncodedSecurityDesc field is specified and must immediately precede it. FIX.4.2
351 EncodedSecurityDesc data Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. FIX.4.2
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 and List Order messages only) FIX.4.1
8 Cross Cross (orders where counterparty is an exchange, valid for all messages except IOIs) FIX.4.1
9 CrossShort Cross short FIX.4.2
FIX.2.7
60 TransactTime ✔ UTCTimestamp Time this order request was initiated/released by the trader or trading system. FIX.4.2
38 OrderQty Qty Either CashOrderQty or OrderQty is required. OrderQty = CumQty + LeavesQty (see exceptions above) FIX.2.7
152 CashOrderQty Qty Either CashOrderQty or OrderQty is required. Specifies the approximate "monetary quantity" for the order. Broker is responsible for converting and calculating OrderQty in shares for subsequent messages. FIX.4.1
376 ComplianceID String ID used to represent this transaction for compliance purposes (e.g. OATS reporting). FIX.4.2
377 SolicitedFlag Boolean Indicates whether or not the order was solicited.
Value SymbolicName Description Added Updated Deprecated
N WasNotSolicited Was not solicited FIX.4.2
Y WasSolicited Was solcitied FIX.4.2
FIX.4.2
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.2.7
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.2
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.2
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 String Unique identifier of most recent order as assigned by broker. FIX.2.7
109 ClientID String Used for firm identification in third-party transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID). FIX.3.0
76 ExecBroker String Used for firm identification in third-party transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID). FIX.2.7
41 OrigClOrdID ✔ String ClOrdID of the previous order (NOT the initial order of the day) when canceling or replacing an order. FIX.2.7
11 ClOrdID ✔ String 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 String Required for List Orders FIX.2.7
1 Account String Account mnemonic as agreed between broker and institution. FIX.2.7
78 NoAllocs int Number of repeating groups for pre-trade allocation FIX.4.2
⇒79 AllocAccount String Required if NoAllocs > 0. Must be first field in repeating group. FIX.4.2
⇒80 AllocShares Qty Number of shares to be allocated to specific sub-account
(Prior to FIX 4.2 this field was of type int) 		FIX.4.2
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 LocalMktDate 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 MultipleValueString 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
T FixedPegToLocalBestBidOrOfferAtTimeOfOrder Fixed Peg to Local best bid or offer at time of order FIX.4.4EP35
U CustomerDisplayInstruction Customer Display Instruction (Rule11Ac1-1/4) FIX.4.1
V Netting Netting (for Forex) FIX.4.1
W PegToVWAP Peg to VWAP FIX.4.2
FIX.2.7
110 MinQty Qty Minimum quantity of an order to be executed.
(Prior to FIX 4.2 this field was of type int) 		FIX.3.0
111 MaxFloor Qty Maximum number of shares within an order to be shown on the exchange floor at any given time.
(Prior to FIX 4.2 this field was of type int) 		FIX.3.0
100 ExDestination Exchange Execution destination as defined by institution when order is entered.
Valid values:
See Appendix C 		FIX.3.0
386 NoTradingSessions int Specifies the number of repeating TradingSessionIDs FIX.4.2
⇒336 TradingSessionID String Required if NoTradingSessions is > 0. FIX.4.2
55 Symbol ✔ String Must match original order FIX.2.7
65 SymbolSfx String Additional information about the security (e.g. preferred, warrants, etc.). Note also see SecurityType.
Valid values:
As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory 		FIX.2.7
48 SecurityID String Must match original order FIX.2.7
22 IDSource String 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
8 ExchangeSymbol Exchange Symbol FIX.4.2
9 ConsolidatedTapeAssociation Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format) FIX.4.2
FIX.2.7
167 SecurityType String 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
? Wildcard Wildcard entry (used on Security Definition Request message) FIX.4.2
BA BankersAcceptance Bankers Acceptance FIX.4.1
CB ConvertibleBond Convertible Bond (Note not part of ISITC spec) FIX.4.2
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
IET IOETTEMortgage Mortgage IOETTE FIX.4.2
MF MutualFund Mutual Fund FIX.4.1
MIO MortgageInterestOnly Mortgage Interest Only FIX.4.1
MPO MortgagePrincipalOnly Mortgage Principal 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 Specifiesthe month and year of maturity. Required if MaturityDay is specified. FIX.4.1
205 MaturityDay DayOfMonth 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 Price For Options. FIX.4.1
206 OptAttribute char For Options. FIX.4.1
231 ContractMultiplier float For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount. FIX.4.2
223 CouponRate float For Fixed Income. FIX.4.2
207 SecurityExchange Exchange Can be used to identify the security. FIX.4.1
106 Issuer String Company name of security issuer (e.g. International Business Machines) FIX.3.0
348 EncodedIssuerLen Length Must be set if EncodedIssuer field is specified and must immediately precede it. FIX.4.2
349 EncodedIssuer data Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. FIX.4.2
107 SecurityDesc String Security description. FIX.3.0
350 EncodedSecurityDescLen Length Must be set if EncodedSecurityDesc field is specified and must immediately precede it. FIX.4.2
351 EncodedSecurityDesc data Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. FIX.4.2
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 and List Order messages only) FIX.4.1
8 Cross Cross (orders where counterparty is an exchange, valid for all messages except IOIs) FIX.4.1
9 CrossShort Cross short FIX.4.2
FIX.2.7
60 TransactTime ✔ UTCTimestamp Time this order request was initiated/released by the trader or trading system. FIX.4.2
38 OrderQty Qty Either CashOrderQty or OrderQty is required. Note that either, but not both, CashOrderQty or OrderQty should be specified. Should be the "Total Intended Order Quantity" (including the amount already executed for this chain of orders) FIX.2.7
152 CashOrderQty Qty Either CashOrderQty or OrderQty is required. Note that either, but not both, CashOrderQty or OrderQty should be specified. Specifies the approximate "monetary 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
I Funari Funari (Limit Day Order with unexecuted portion handled as Market On Close. e.g. Japan) FIX.4.2
P Pegged Pegged FIX.3.0
FIX.2.7
44 Price Price 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 Price Required for OrdType = "Stop" or OrdType = "Stop limit". FIX.2.7
211 PegDifference PriceOffset Amount (signed) added to the price of the peg FIX.4.1
388 DiscretionInst char Code to identify the price a DiscretionOffset is related to and should be mathematically added to. Required if DiscretionOffset is specified.
Value SymbolicName Description Added Updated Deprecated
0 RelatedToDisplayedPrice Related to displayed price FIX.4.2
1 RelatedToMarketPrice Related to market price FIX.4.2
2 RelatedToPrimaryPrice Related to primary price FIX.4.2
3 RelatedToLocalPrimaryPrice Related to local primary price FIX.4.2
4 RelatedToMidpointPrice Related to midpoint price FIX.4.2
5 RelatedToLastTradePrice Related to last trade price FIX.4.2
FIX.4.2
389 DiscretionOffset PriceOffset Amount (signed) added to the "related to" price specified via DiscretionInst. FIX.4.2
376 ComplianceID String ID used to represent this transaction for compliance purposes (e.g. OATS reporting). FIX.4.2
377 SolicitedFlag Boolean Indicates whether or not the order was solicited.
Value SymbolicName Description Added Updated Deprecated
N WasNotSolicited Was not solicited FIX.4.2
Y WasSolicited Was solcitied FIX.4.2
FIX.4.2
15 Currency Currency 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 (IOC) 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
168 EffectiveTime UTCTimestamp Can specify the time at which the order should be considered valid FIX.4.2
432 ExpireDate LocalMktDate Conditionally required if TimeInForce = GTD and ExpireTime is not specified. FIX.4.2
126 ExpireTime UTCTimestamp Conditionally required if TimeInForce = GTD and ExpireDate is not specified. FIX.4.0
427 GTBookingInst int States whether executions are booked out or accumulated on a partially filled GT order
Value SymbolicName Description Added Updated Deprecated
0 BookOutAllTradesOnDayOfExecution book out all trades on day of execution FIX.4.2
1 AccumulateUntilFilledOrExpired accumulate executions until order is filled or expires FIX.4.2
2 AccumulateUntilVerballlyNotifiedOtherwise accumulate until verbally notified otherwise FIX.4.2
FIX.4.2
12 Commission Amt 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 Boolean 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 Currency Required if ForexReq = Y. FIX.4.0
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.2.7
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.2
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.2
193 FutSettDate2 LocalMktDate 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 Qty 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 Qty Maximum number of shares within an order to be shown to other customers (i.e. sent via an IOI).
(Prior to FIX 4.2 this field was of type int) 		FIX.4.1
114 LocateReqd Boolean 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
439 ClearingFirm String Firm that will clear the trade. Used if different from the executing firm. FIX.4.2
440 ClearingAccount String Supplemental accounting information forwared to clearing house/firm. FIX.4.2
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 String 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 ✔ String Unique identifier for Order as assigned by institution (identified by SenderCompID or OnBehalfOfCompID as appropriate). Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods,should ensure uniqueness across days, for example by embedding a date within the ClOrdID field. FIX.2.7
109 ClientID String Used for firm identification in third-party transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID). FIX.3.0
1 Account String Account mnemonic as agreed between broker and institution. FIX.4.2
76 ExecBroker String Used for firm identification in third-party transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID). FIX.2.7
55 Symbol ✔ String Ticker symbol FIX.2.7
65 SymbolSfx String Additional information about the security (e.g. preferred, warrants, etc.). Note also see SecurityType.
Valid values:
As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory 		FIX.2.7
48 SecurityID String CUSIP or other alternate security identifier FIX.4.1
22 IDSource String 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
8 ExchangeSymbol Exchange Symbol FIX.4.2
9 ConsolidatedTapeAssociation Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format) FIX.4.2
FIX.4.1
167 SecurityType String 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
? Wildcard Wildcard entry (used on Security Definition Request message) FIX.4.2
BA BankersAcceptance Bankers Acceptance FIX.4.1
CB ConvertibleBond Convertible Bond (Note not part of ISITC spec) FIX.4.2
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
IET IOETTEMortgage Mortgage IOETTE FIX.4.2
MF MutualFund Mutual Fund FIX.4.1
MIO MortgageInterestOnly Mortgage Interest Only FIX.4.1
MPO MortgagePrincipalOnly Mortgage Principal 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 Specifiesthe month and year of maturity. Required if MaturityDay is specified. FIX.4.1
205 MaturityDay DayOfMonth 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 Price For Options. FIX.4.1
206 OptAttribute char For Options. FIX.4.1
231 ContractMultiplier float For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount. FIX.4.2
223 CouponRate float For Fixed Income. FIX.4.2
207 SecurityExchange Exchange Can be used to identify the security. FIX.4.1
106 Issuer String Company name of security issuer (e.g. International Business Machines) FIX.3.0
348 EncodedIssuerLen Length Must be set if EncodedIssuer field is specified and must immediately precede it. FIX.4.2
349 EncodedIssuer data Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. FIX.4.2
107 SecurityDesc String Security description. FIX.3.0
350 EncodedSecurityDescLen Length Must be set if EncodedSecurityDesc field is specified and must immediately precede it. FIX.4.2
351 EncodedSecurityDesc data Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. FIX.4.2
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 and List Order messages only) FIX.4.1
8 Cross Cross (orders where counterparty is an exchange, valid for all messages except IOIs) FIX.4.1
9 CrossShort Cross short FIX.4.2
FIX.2.7
StandardTrailer ✔ FIX.2.7

Allocation (35=J)

The Allocation message provides the ability to specify how an order or set of orders should be subdivided amongst one or more accounts.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = J FIX.2.7
70 AllocID ✔ String Unique identifier for allocation message.
(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
5 CalculatedWithoutPreliminary Calculated without Preliminary (sent unsolicited by broker, includes MiscFees and NetMoney) FIX.4.2
FIX.2.7
72 RefAllocID String Required for AllocTransType = Calculated, Replace, or Cancel FIX.2.7
196 AllocLinkID String 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 String 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 String 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 String Can be used to provide order id used by exchange or executing system. FIX.4.1
⇒66 ListID String Required for List Orders. FIX.4.0
⇒105 WaveNo String 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 repeating group entries to follow. Absence of this field indicates that no individual execution entries are included. Primarily used to support step-outs. FIX.4.0
⇒32 LastShares Qty Number of shares in individual execution. Required if NoExecs > 0 FIX.4.0
⇒17 ExecID String 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 Price 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 and List Order messages only) FIX.4.1
8 Cross Cross (orders where counterparty is an exchange, valid for all messages except IOIs) FIX.4.1
9 CrossShort Cross short FIX.4.2
FIX.2.7
55 Symbol ✔ String Ticker symbol FIX.2.7
65 SymbolSfx String Additional information about the security (e.g. preferred, warrants, etc.). Note also see SecurityType.
Valid values:
As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory 		FIX.2.7
48 SecurityID String CUSIP or other alternate security identifier FIX.2.7
22 IDSource String 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
8 ExchangeSymbol Exchange Symbol FIX.4.2
9 ConsolidatedTapeAssociation Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format) FIX.4.2
FIX.2.7
167 SecurityType String 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
? Wildcard Wildcard entry (used on Security Definition Request message) FIX.4.2
BA BankersAcceptance Bankers Acceptance FIX.4.1
CB ConvertibleBond Convertible Bond (Note not part of ISITC spec) FIX.4.2
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
IET IOETTEMortgage Mortgage IOETTE FIX.4.2
MF MutualFund Mutual Fund FIX.4.1
MIO MortgageInterestOnly Mortgage Interest Only FIX.4.1
MPO MortgagePrincipalOnly Mortgage Principal 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 Specifiesthe month and year of maturity. Required if MaturityDay is specified. FIX.4.1
205 MaturityDay DayOfMonth 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 Price For Options. FIX.4.1
206 OptAttribute char For Options. FIX.4.1
231 ContractMultiplier float For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount. FIX.4.2
223 CouponRate float For Fixed Income. FIX.4.2
207 SecurityExchange Exchange Can be used to identify the security. FIX.4.1
106 Issuer String Company name of security issuer (e.g. International Business Machines) FIX.3.0
348 EncodedIssuerLen Length Must be set if EncodedIssuer field is specified and must immediately precede it. FIX.4.2
349 EncodedIssuer data Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. FIX.4.2
107 SecurityDesc String Security description. FIX.3.0
350 EncodedSecurityDescLen Length Must be set if EncodedSecurityDesc field is specified and must immediately precede it. FIX.4.2
351 EncodedSecurityDesc data Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. FIX.4.2
53 Shares ✔ Qty Total number of shares allocated to all accounts FIX.2.7
30 LastMkt Exchange Market of the executions. FIX.4.0
336 TradingSessionID String Identifier for Trading Session
Can be used to represent a specific market trading session (e.g. "PRE-OPEN", "CROSS_2", "AFTER-HOURS", "TOSTNET1", "TOSTNET2", etc).
Values should be bi-laterally agreed to between counterparties. 		FIX.4.2
6 AvgPx ✔ Price For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). FIX.2.7
15 Currency Currency 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 ✔ LocalMktDate Indicates date of trade referenced in this message in YYYYMMDD format. Absence of this field indicates current day (expressed in local time at place of trade). FIX.2.7
60 TransactTime UTCTimestamp 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 LocalMktDate "Settlement Date". Required with SettlmntTyp other than regular FIX.2.7
381 GrossTradeAmt Amt Expressed in same currency as AvgPx. Sum of (AllocShares * AllocAvgPx or AllocPrice). FIX.4.2
118 NetMoney Amt Expressed in same currency as AvgPx. Sum of AllocNetMoney. FIX.4.0
77 OpenClose char Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together.
Value SymbolicName Description Added Updated Deprecated
C Close Close FIX.4.1
O Open Open FIX.4.1
FIX.2.7
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.2.7
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.2
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.2
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 String 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. Required if NoAllocs > 0. Must be first field in repeating group. FIX.4.0
⇒366 AllocPrice Price Used when performing "executed price" vs. "average price" allocations (e.g. Japan). AllocAccount plus AllocPrice form a unique Allocs entry. Used in lieu of AllocAvgPx. FIX.4.2
⇒80 AllocShares ✔ Qty Number of shares to be allocated to specific sub-account
(Prior to FIX 4.2 this field was of type int) 		FIX.4.0
⇒81 ProcessCode char Processing code for sub-account. Absence of this field in AllocAccount / AllocPrice/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 String Required if ProcessCode is step-out or soft-dollar step-out FIX.4.0
⇒208 NotifyBrokerOfCredit Boolean 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 String Free format text field related to this AllocAccount FIX.4.1
⇒360 EncodedAllocTextLen Length Must be set if EncodedAllocText field is specified and must immediately precede it. FIX.4.2
⇒361 EncodedAllocText data Encoded (non-ASCII characters) representation of the AllocText field in the encoded format specified via the MessageEncoding field. FIX.4.2
⇒76 ExecBroker String Required for step-in and step-out trades FIX.4.0
⇒109 ClientID String Used for firm identification in third-party transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID). FIX.4.0
⇒12 Commission Amt 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 Price 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 Amt 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 Amt AllocNetMoney in SettlCurrency for this AllocAccount if SettlCurrency is different from "overall" Currency FIX.4.0
⇒120 SettlCurrency Currency SettlCurrency for this AllocAccount if different from "overall" Currency. Required if SettlCurrAmt is specified. FIX.4.0
⇒155 SettlCurrFxRate float Foreign exchange rate used to compute SettlCurrAmt from Currency to SettlCurrency FIX.4.1
⇒156 SettlCurrFxRateCalc char Specifies whether the SettlCurrFxRate should be multiplied or divided FIX.4.1
⇒159 AccruedInterestAmt Amt 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 (0=Default, 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. ** Nested Repeating Group follows ** FIX.4.0
⇒⇒137 MiscFeeAmt Amt Required if NoMiscFees > 0 FIX.4.0
⇒⇒138 MiscFeeCurr Currency Required if NoMiscFees > 0 FIX.4.0
⇒⇒139 MiscFeeType char Required if NoMiscFees > 0
Value SymbolicName Description Added Updated Deprecated
1 Regulatory Regulatory (e.g. SEC) FIX.4.0
2 Tax Tax FIX.4.0
3 LocalCommission Local Commission FIX.4.0
4 ExchangeFees Exchange Fees FIX.4.0
5 Stamp Stamp FIX.4.0
6 Levy Levy FIX.4.0
7 Other Other FIX.4.0
8 Markup Markup FIX.4.1
9 ConsumptionTax Consumption Tax FIX.4.2
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 ✔ String 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
60 TransactTime ✔ UTCTimestamp Time this order request was initiated/released by the trader or trading system. FIX.4.2
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.2.7
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.2
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.2
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 ✔ String Must be unique, by customer, for the day FIX.2.7
391 ClientBidID String Used with BidType=Disclosed to provide the sell side the ability to determine the direction of the trade to execute. FIX.4.2
390 BidID String Unique identifier for Bid Response as assigned by broker. Uniqueness must be guaranteed within a single trading day. FIX.4.2
60 TransactTime ✔ UTCTimestamp Time this order request was initiated/released by the trader or trading system. FIX.4.2
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.2.7
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.2
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.2
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 ✔ String 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
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.2.7
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.2
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.2
StandardTrailer ✔ FIX.2.7

ListStatus (35=N)

The list status message is issued as the response to a List Status Request message sent in an unsolicited fashion by the sell-side.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = N FIX.2.7
66 ListID ✔ String 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
429 ListStatusType ✔ int Code to represent the price type. FIX.4.2
82 NoRpts ✔ int Total number of messages required to status complete list. FIX.2.7
431 ListOrderStatus ✔ int Code to represent the status of a list order. FIX.4.2
83 RptSeq ✔ int Sequence number of this report message. FIX.2.7
444 ListStatusText String Free format text string related to List Status. FIX.4.2
445 EncodedListStatusTextLen Length Must be set if EncodedListStatusText field is specified and must immediately precede it. FIX.4.2
446 EncodedListStatusText data Encoded (non-ASCII characters) representation of the ListStatusText field in the encoded format specified via the MessageEncoding field. FIX.4.2
60 TransactTime UTCTimestamp Time of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as "GMT") FIX.4.2
68 TotNoOrders ✔ int Used to support fragmentation. Sum of NoOrders across all messages with the same ListID. FIX.4.2
73 NoOrders ✔ int Number of orders statused in this message, i.e. number of repeating groups to follow. FIX.2.7
⇒11 ClOrdID ✔ String Unique identifier for Order as assigned by institution (identified by SenderCompID or OnBehalfOfCompID as appropriate). Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods,should ensure uniqueness across days, for example by embedding a date within the ClOrdID field. FIX.4.0
⇒14 CumQty ✔ Qty Total number of shares filled.
(Prior to FIX 4.2 this field was of type int) 		FIX.4.0
⇒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 (e.g. result of Order Cancel Request) 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
D AcceptedForBidding Accepted for bidding FIX.4.2
E PendingReplace Pending Replace (e.g. result of Order Cancel/Replace Request) FIX.4.2
FIX.4.2
⇒151 LeavesQty ✔ Qty Amount of shares open for further execution. LeavesQty = OrderQty - CumQty. FIX.4.1
⇒84 CxlQty ✔ Qty Total number of shares canceled for this order.
(Prior to FIX 4.2 this field was of type int) 		FIX.4.0
⇒6 AvgPx ✔ Price Calculated average price of all fills on this order. FIX.4.0
⇒103 OrdRejReason int Used if the order is 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 (e.g. dupe ClOrdID) FIX.4.1
7 DuplicateOfAVerballyCommunicatedOrder Duplicate of a verbally communicated order FIX.4.2
8 StaleOrder Stale Order FIX.4.2
FIX.4.2
⇒58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.2
⇒354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.2
⇒355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.2
StandardTrailer ✔ FIX.2.7

AllocationInstructionAck (35=P)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = P FIX.2.7
109 ClientID String Used for firm identification in third-party transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID). FIX.3.0
76 ExecBroker String Used for firm identification in third-party transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID). FIX.2.7
70 AllocID ✔ String Unique identifier for allocation message.
(Prior to FIX 4.1 this field was of type int) 		FIX.2.7
75 TradeDate ✔ LocalMktDate Indicates date of trade referenced in this message in YYYYMMDD format. Absence of this field indicates current day (expressed in local time at place of trade). FIX.2.7
60 TransactTime UTCTimestamp 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 String Can include explanation for AllocRejCode = 7 (other) FIX.2.7
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.2
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.2
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 ✔ String Broker Order ID as identified on problem execution FIX.4.0
17 ExecID ✔ String 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 ✔ String Ticker symbol FIX.4.0
65 SymbolSfx String Additional information about the security (e.g. preferred, warrants, etc.). Note also see SecurityType.
Valid values:
As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory 		FIX.4.1
48 SecurityID String CUSIP or other alternate security identifier FIX.4.1
22 IDSource String 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
8 ExchangeSymbol Exchange Symbol FIX.4.2
9 ConsolidatedTapeAssociation Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format) FIX.4.2
FIX.4.1
167 SecurityType String 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
? Wildcard Wildcard entry (used on Security Definition Request message) FIX.4.2
BA BankersAcceptance Bankers Acceptance FIX.4.1
CB ConvertibleBond Convertible Bond (Note not part of ISITC spec) FIX.4.2
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
IET IOETTEMortgage Mortgage IOETTE FIX.4.2
MF MutualFund Mutual Fund FIX.4.1
MIO MortgageInterestOnly Mortgage Interest Only FIX.4.1
MPO MortgagePrincipalOnly Mortgage Principal 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 Specifiesthe month and year of maturity. Required if MaturityDay is specified. FIX.4.1
205 MaturityDay DayOfMonth 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 Price For Options. FIX.4.1
206 OptAttribute char For Options. FIX.4.1
231 ContractMultiplier float For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount. FIX.4.2
223 CouponRate float For Fixed Income. FIX.4.2
207 SecurityExchange Exchange Can be used to identify the security. FIX.4.1
106 Issuer String Company name of security issuer (e.g. International Business Machines) FIX.4.1
348 EncodedIssuerLen Length Must be set if EncodedIssuer field is specified and must immediately precede it. FIX.4.2
349 EncodedIssuer data Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. FIX.4.2
107 SecurityDesc String Security description. FIX.4.1
350 EncodedSecurityDescLen Length Must be set if EncodedSecurityDesc field is specified and must immediately precede it. FIX.4.2
351 EncodedSecurityDesc data Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. FIX.4.2
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 and List Order messages only) FIX.4.1
8 Cross Cross (orders where counterparty is an exchange, valid for all messages except IOIs) FIX.4.1
9 CrossShort Cross short FIX.4.2
FIX.4.0
38 OrderQty Qty Either CashOrderQty or OrderQty is required. FIX.4.0
152 CashOrderQty Qty Either CashOrderQty or OrderQty is required. Specifies the approximate "monetary quantity" for the order. Broker is responsible for converting and calculating OrderQty in shares for subsequent messages. FIX.4.1
32 LastShares Qty Required if specified on the ExecutionRpt FIX.4.0
31 LastPx Price Required if specified on the ExecutionRpt FIX.4.0
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.0
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.2
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.2
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 ✔ String Unique identifier for quote request FIX.4.0
146 NoRelatedSym ✔ int Number of related symbols in Request FIX.4.2
⇒55 Symbol ✔ String Must be the first field in the repeating group. FIX.4.0
⇒65 SymbolSfx String Can be repeated multiple times if message is related to multiple symbols. FIX.4.0
⇒48 SecurityID String Can be repeated multiple times if message is related to multiple symbols. FIX.4.0
⇒22 IDSource String 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
8 ExchangeSymbol Exchange Symbol FIX.4.2
9 ConsolidatedTapeAssociation Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format) FIX.4.2
FIX.4.0
⇒167 SecurityType String 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
? Wildcard Wildcard entry (used on Security Definition Request message) FIX.4.2
BA BankersAcceptance Bankers Acceptance FIX.4.1
CB ConvertibleBond Convertible Bond (Note not part of ISITC spec) FIX.4.2
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
IET IOETTEMortgage Mortgage IOETTE FIX.4.2
MF MutualFund Mutual Fund FIX.4.1
MIO MortgageInterestOnly Mortgage Interest Only FIX.4.1
MPO MortgagePrincipalOnly Mortgage Principal 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 Specifiesthe month and year of maturity. Required if MaturityDay is specified. FIX.4.1
⇒205 MaturityDay DayOfMonth 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 Price For Options. FIX.4.1
⇒206 OptAttribute char For Options. FIX.4.1
⇒231 ContractMultiplier float For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount. FIX.4.2
⇒223 CouponRate float For Fixed Income. FIX.4.2
⇒207 SecurityExchange Exchange Can be used to identify the security. FIX.4.1
⇒106 Issuer String Can be repeated multiple times if message is related to multiple symbols. FIX.4.0
⇒348 EncodedIssuerLen Length Must be set if EncodedIssuer field is specified and must immediately precede it. FIX.4.2
⇒349 EncodedIssuer data Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. FIX.4.2
⇒107 SecurityDesc String Can be repeated multiple times if message is related to multiple symbols. FIX.4.0
⇒350 EncodedSecurityDescLen Length Must be set if EncodedSecurityDesc field is specified and must immediately precede it. FIX.4.2
⇒351 EncodedSecurityDesc data Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. FIX.4.2
⇒140 PrevClosePx Price Useful for verifying security identification FIX.4.0
⇒303 QuoteRequestType int Indicates the type of Quote Request (e.g. Manual vs. Automatic) being generated.
Value SymbolicName Description Added Updated Deprecated
1 Manual Manual FIX.4.2
2 Automatic Automatic FIX.4.2
FIX.4.2
⇒336 TradingSessionID String Identifier for Trading Session
Can be used to represent a specific market trading session (e.g. "PRE-OPEN", "CROSS_2", "AFTER-HOURS", "TOSTNET1", "TOSTNET2", etc).
Values should be bi-laterally agreed to between counterparties. 		FIX.4.2
⇒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 and List Order messages only) FIX.4.1
8 Cross Cross (orders where counterparty is an exchange, valid for all messages except IOIs) FIX.4.1
9 CrossShort Cross short FIX.4.2
FIX.4.0
⇒38 OrderQty Qty Number of shares ordered. This represents the number of shares for equities or based on normal convention the number of contracts for options, futures, convertible bonds, etc.
(Prior to FIX 4.2 this field was of type int) 		FIX.4.0
⇒64 FutSettDate LocalMktDate 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
I Funari Funari (Limit Day Order with unexecuted portion handled as Market On Close. e.g. Japan) FIX.4.2
P Pegged Pegged FIX.3.0
FIX.4.1
⇒193 FutSettDate2 LocalMktDate 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 Qty Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. FIX.4.1
⇒126 ExpireTime UTCTimestamp The time when Quote Request will expire. FIX.4.2
⇒60 TransactTime UTCTimestamp Time transaction was entered FIX.4.2
⇒15 Currency Currency Can be used to specify the currency of the quoted price. FIX.4.2
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 String Required when quote is in response to a Quote Request message FIX.4.0
117 QuoteID ✔ String Unique identifier for quote FIX.4.0
301 QuoteResponseLevel int Level of Response requested from receiver of quote messages.
Value SymbolicName Description Added Updated Deprecated
0 NoAcknowledgement No Acknowledgement (Default) FIX.4.2
1 AcknowledgeOnlyNegativeOrErroneousQuotes Acknowledge only negative or erroneous quotes FIX.4.2
2 AcknowledgeEachQuoteMessage Acknowledge each quote messages FIX.4.2
FIX.4.2
336 TradingSessionID String Identifier for Trading Session
Can be used to represent a specific market trading session (e.g. "PRE-OPEN", "CROSS_2", "AFTER-HOURS", "TOSTNET1", "TOSTNET2", etc).
Values should be bi-laterally agreed to between counterparties. 		FIX.4.2
55 Symbol ✔ String Ticker symbol FIX.4.0
65 SymbolSfx String Additional information about the security (e.g. preferred, warrants, etc.). Note also see SecurityType.
Valid values:
As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory 		FIX.4.0
48 SecurityID String CUSIP or other alternate security identifier FIX.4.0
22 IDSource String 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
8 ExchangeSymbol Exchange Symbol FIX.4.2
9 ConsolidatedTapeAssociation Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format) FIX.4.2
FIX.4.0
167 SecurityType String 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
? Wildcard Wildcard entry (used on Security Definition Request message) FIX.4.2
BA BankersAcceptance Bankers Acceptance FIX.4.1
CB ConvertibleBond Convertible Bond (Note not part of ISITC spec) FIX.4.2
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
IET IOETTEMortgage Mortgage IOETTE FIX.4.2
MF MutualFund Mutual Fund FIX.4.1
MIO MortgageInterestOnly Mortgage Interest Only FIX.4.1
MPO MortgagePrincipalOnly Mortgage Principal 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 Specifiesthe month and year of maturity. Required if MaturityDay is specified. FIX.4.1
205 MaturityDay DayOfMonth 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 Price For Options. FIX.4.1
206 OptAttribute char For Options. FIX.4.1
231 ContractMultiplier float For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount. FIX.4.2
223 CouponRate float For Fixed Income. FIX.4.2
207 SecurityExchange Exchange Can be used to identify the security. FIX.4.1
106 Issuer String Company name of security issuer (e.g. International Business Machines) FIX.4.0
348 EncodedIssuerLen Length Must be set if EncodedIssuer field is specified and must immediately precede it. FIX.4.2
349 EncodedIssuer data Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. FIX.4.2
107 SecurityDesc String Security description. FIX.4.0
350 EncodedSecurityDescLen Length Must be set if EncodedSecurityDesc field is specified and must immediately precede it. FIX.4.2
351 EncodedSecurityDesc data Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. FIX.4.2
132 BidPx Price 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 Price 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 Qty Quantity of bid
(Prior to FIX 4.2 this field was of type int) 		FIX.4.0
135 OfferSize Qty Quantity of offer
(Prior to FIX 4.2 this field was of type int) 		FIX.4.0
62 ValidUntilTime UTCTimestamp Indicates expiration time of indication message (always expressed in UTC (Universal Time Coordinated, also known as "GMT") FIX.4.0
188 BidSpotRate Price May be applicable for F/X quotes FIX.4.1
190 OfferSpotRate Price May be applicable for F/X quotes FIX.4.1
189 BidForwardPoints PriceOffset May be applicable for F/X quotes FIX.4.1
191 OfferForwardPoints PriceOffset May be applicable for F/X quotes FIX.4.1
60 TransactTime UTCTimestamp Time of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as "GMT") FIX.4.1
64 FutSettDate LocalMktDate 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
I Funari Funari (Limit Day Order with unexecuted portion handled as Market On Close. e.g. Japan) FIX.4.2
P Pegged Pegged FIX.3.0
FIX.4.1
193 FutSettDate2 LocalMktDate 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 Qty Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. FIX.4.1
15 Currency Currency Can be used to specify the currency of the quoted price. FIX.4.2
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 ✔ String 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
214 SettlInstRefID ✔ String Required for Cancel and Replace SettlInstTransType messages FIX.4.2
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 ✔ String Required for SettlInstMode=1, 2, or 3 FIX.4.1
166 SettlLocation String 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 LocalMktDate Required for SettlInstMode=2 or 3 FIX.4.1
70 AllocID String Required for SettlInstMode=2 or 3 FIX.4.1
30 LastMkt Exchange Required for SettlInstMode=2 or 3, May be required for SettlInstMode=1 FIX.4.1
336 TradingSessionID String Identifier for Trading Session
Can be used to represent a specific market trading session (e.g. "PRE-OPEN", "CROSS_2", "AFTER-HOURS", "TOSTNET1", "TOSTNET2", etc).
Values should be bi-laterally agreed to between counterparties. 		FIX.4.2
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 and List Order messages only) FIX.4.1
8 Cross Cross (orders where counterparty is an exchange, valid for all messages except IOIs) FIX.4.1
9 CrossShort Cross short FIX.4.2
FIX.4.1
167 SecurityType String May be required for SettlInstMode=1
Value SymbolicName Description Added Updated Deprecated
? Wildcard Wildcard entry (used on Security Definition Request message) FIX.4.2
BA BankersAcceptance Bankers Acceptance FIX.4.1
CB ConvertibleBond Convertible Bond (Note not part of ISITC spec) FIX.4.2
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
IET IOETTEMortgage Mortgage IOETTE FIX.4.2
MF MutualFund Mutual Fund FIX.4.1
MIO MortgageInterestOnly Mortgage Interest Only FIX.4.1
MPO MortgagePrincipalOnly Mortgage Principal 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 UTCTimestamp May be required for SettlInstMode=1 (timestamp when it goes in to effect) FIX.4.1
60 TransactTime ✔ UTCTimestamp Date/Time Settlement Instructions were generated FIX.4.1
109 ClientID String Used for firm identification in third-party transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID). FIX.4.1
76 ExecBroker String Used for firm identification in third-party transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID). 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 String Name of StandInstDbType (i.e. DTC, Global Custodian’s name) FIX.4.1
171 StandInstDbID String Identifier used within the StandInstDbType FIX.4.1
172 SettlDeliveryType int Identifies type of settlement FIX.4.1
173 SettlDepositoryCode String Applicable when SettlLocation is a depository FIX.4.1
174 SettlBrkrCode String BIC (Bank Identification Code—Swift managed) code of the broker involved (i.e. for multi-company brokerage firms) FIX.4.1
175 SettlInstCode String BIC (Bank Identification Code—Swift managed) code of the institution involved (i.e. for multi-company institution firms) FIX.4.1
176 SecuritySettlAgentName String Applicable when settlement is being performed at a country vs. a depository FIX.4.1
177 SecuritySettlAgentCode String Applicable when settlement is being performed at a country vs. a depository FIX.4.1
178 SecuritySettlAgentAcctNum String Applicable when settlement is being performed at a country vs. a depository FIX.4.1
179 SecuritySettlAgentAcctName String Applicable when settlement is being performed at a country vs. a depository FIX.4.1
180 SecuritySettlAgentContactName String Applicable when settlement is being performed at a country vs. a depository FIX.4.1
181 SecuritySettlAgentContactPhone String Applicable when settlement is being performed at a country vs. a depository FIX.4.1
182 CashSettlAgentName String Applicable when SettlDeliveryType=Free FIX.4.1
183 CashSettlAgentCode String Applicable when SettlDeliveryType=Free FIX.4.1
184 CashSettlAgentAcctNum String Applicable when SettlDeliveryType=Free FIX.4.1
185 CashSettlAgentAcctName String Applicable when SettlDeliveryType=Free FIX.4.1
186 CashSettlAgentContactName String Applicable when SettlDeliveryType=Free FIX.4.1
187 CashSettlAgentContactPhone String Applicable when SettlDeliveryType=Free FIX.4.1
StandardTrailer ✔ FIX.4.1

MarketDataRequest (35=V)

Some systems allow the transmission of real-time quote, order, trade and/or other price information on a subscription basis.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = V FIX.4.2
262 MDReqID ✔ String Must be unique, or the ID of previous Market Data Request to disable if SubscriptionRequestType = Disable previous Snapshot + Updates Request (2). FIX.4.2
263 SubscriptionRequestType ✔ char SubcriptionRequestType indicates to the other party what type of response is expected. A snapshot request only asks for current information. A subscribe request asks for updates as the status changes. Unsubscribe will cancel any future update messages from the counter party.
Value SymbolicName Description Added Updated Deprecated
0 Snapshot Snapshot FIX.4.2
1 SnapshotAndUpdates Snapshot + Updates (Subscribe) FIX.4.2
2 DisablePreviousSnapshot Disable previous Snapshot + Update Request (Unsubscribe) FIX.4.2
FIX.4.2
264 MarketDepth ✔ int Depth of market for Book Snapshot FIX.4.2
265 MDUpdateType int Required if SubscriptionRequestType = Snapshot + Updates (1).
Value SymbolicName Description Added Updated Deprecated
0 FullRefresh Full Refresh FIX.4.2
1 IncrementalRefresh Incremental Refresh FIX.4.2
FIX.4.2
266 AggregatedBook Boolean Specifies whether or not book entries should be aggregated.
Value SymbolicName Description Added Updated Deprecated
N BookEntriesShouldNotBeAggregated Multiple entries per side per price allowed FIX.4.4EP34
Y BookEntriesToBeAggregated one book entry per side per price FIX.4.4EP34
FIX.4.2
267 NoMDEntryTypes ✔ int Number of MDEntryType fields requested. FIX.4.2
⇒269 MDEntryType ✔ char Must be the first field in this repeating group. This is a list of all the types of Market Data Entries that the firm requesting the Market Data is interested in receiving.
Value SymbolicName Description Added Updated Deprecated
0 Bid Bid FIX.4.2
1 Offer Offer FIX.4.2
2 Trade Trade FIX.4.2
3 IndexValue Index Value FIX.4.2
4 OpeningPrice Opening Price FIX.4.2
5 ClosingPrice Closing Price FIX.4.2
6 SettlementPrice Settlement Price FIX.4.2
7 TradingSessionHighPrice Trading Session High Price FIX.4.2
8 TradingSessionLowPrice Trading Session Low Price FIX.4.2
9 TradingSessionVWAPPrice Trading Session VWAP Price FIX.4.2
FIX.4.2
146 NoRelatedSym ✔ int Number of symbols requested. FIX.4.2
⇒55 Symbol ✔ String Must be the first field in the repeating group. FIX.4.2
⇒65 SymbolSfx String Can be repeated multiple times if message is related to multiple symbols. FIX.4.2
⇒48 SecurityID String Can be repeated multiple times if message is related to multiple symbols. FIX.4.2
⇒22 IDSource String 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
8 ExchangeSymbol Exchange Symbol FIX.4.2
9 ConsolidatedTapeAssociation Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format) FIX.4.2
FIX.4.2
⇒167 SecurityType String 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
? Wildcard Wildcard entry (used on Security Definition Request message) FIX.4.2
BA BankersAcceptance Bankers Acceptance FIX.4.1
CB ConvertibleBond Convertible Bond (Note not part of ISITC spec) FIX.4.2
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
IET IOETTEMortgage Mortgage IOETTE FIX.4.2
MF MutualFund Mutual Fund FIX.4.1
MIO MortgageInterestOnly Mortgage Interest Only FIX.4.1
MPO MortgagePrincipalOnly Mortgage Principal 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.4.2
⇒200 MaturityMonthYear MonthYear Specifiesthe month and year of maturity. Required if MaturityDay is specified. FIX.4.2
⇒205 MaturityDay DayOfMonth Can be used in conjunction with MaturityMonthYear to specify a particular maturity date. FIX.4.2
⇒201 PutOrCall int For Options.
Value SymbolicName Description Added Updated Deprecated
0 Put Put FIX.4.1
1 Call Call FIX.4.1
FIX.4.2
⇒202 StrikePrice Price For Options. FIX.4.2
⇒206 OptAttribute char For Options. FIX.4.2
⇒231 ContractMultiplier float For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount. FIX.4.2
⇒223 CouponRate float For Fixed Income. FIX.4.2
⇒207 SecurityExchange Exchange Can be used to identify the security. FIX.4.2
⇒106 Issuer String Can be repeated multiple times if message is related to multiple symbols. FIX.4.2
⇒348 EncodedIssuerLen Length Must be set if EncodedIssuer field is specified and must immediately precede it. FIX.4.2
⇒349 EncodedIssuer data Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. FIX.4.2
⇒107 SecurityDesc String Can be repeated multiple times if message is related to multiple symbols. FIX.4.2
⇒350 EncodedSecurityDescLen Length Must be set if EncodedSecurityDesc field is specified and must immediately precede it. FIX.4.2
⇒351 EncodedSecurityDesc data Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. FIX.4.2
⇒336 TradingSessionID String Identifier for Trading Session
Can be used to represent a specific market trading session (e.g. "PRE-OPEN", "CROSS_2", "AFTER-HOURS", "TOSTNET1", "TOSTNET2", etc).
Values should be bi-laterally agreed to between counterparties. 		FIX.4.2
StandardTrailer ✔ FIX.4.2

MarketDataSnapshotFullRefresh (35=W)

The Market Data messages are used as the response to a Market Data Request message.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = W FIX.4.2
262 MDReqID String Conditionally required if this message is in response to a Market Data Request. FIX.4.2
55 Symbol ✔ String Ticker symbol FIX.4.2
65 SymbolSfx String Additional information about the security (e.g. preferred, warrants, etc.). Note also see SecurityType.
Valid values:
As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory 		FIX.4.2
48 SecurityID String CUSIP or other alternate security identifier FIX.4.2
22 IDSource String 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
8 ExchangeSymbol Exchange Symbol FIX.4.2
9 ConsolidatedTapeAssociation Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format) FIX.4.2
FIX.4.2
167 SecurityType String 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
? Wildcard Wildcard entry (used on Security Definition Request message) FIX.4.2
BA BankersAcceptance Bankers Acceptance FIX.4.1
CB ConvertibleBond Convertible Bond (Note not part of ISITC spec) FIX.4.2
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
IET IOETTEMortgage Mortgage IOETTE FIX.4.2
MF MutualFund Mutual Fund FIX.4.1
MIO MortgageInterestOnly Mortgage Interest Only FIX.4.1
MPO MortgagePrincipalOnly Mortgage Principal 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.4.2
200 MaturityMonthYear MonthYear Specifiesthe month and year of maturity. Required if MaturityDay is specified. FIX.4.2
205 MaturityDay DayOfMonth Can be used in conjunction with MaturityMonthYear to specify a particular maturity date. FIX.4.2
201 PutOrCall int For Options.
Value SymbolicName Description Added Updated Deprecated
0 Put Put FIX.4.1
1 Call Call FIX.4.1
FIX.4.2
202 StrikePrice Price For Options. FIX.4.2
206 OptAttribute char For Options. FIX.4.2
231 ContractMultiplier float For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount. FIX.4.2
223 CouponRate float For Fixed Income. FIX.4.2
207 SecurityExchange Exchange Can be used to identify the security. FIX.4.2
106 Issuer String Company name of security issuer (e.g. International Business Machines) FIX.4.2
348 EncodedIssuerLen Length Must be set if EncodedIssuer field is specified and must immediately precede it. FIX.4.2
349 EncodedIssuer data Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. FIX.4.2
107 SecurityDesc String Security description. FIX.4.2
350 EncodedSecurityDescLen Length Must be set if EncodedSecurityDesc field is specified and must immediately precede it. FIX.4.2
351 EncodedSecurityDesc data Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. FIX.4.2
291 FinancialStatus char Identifies a firm’s financial status.
Value SymbolicName Description Added Updated Deprecated
1 Bankrupt Bankrupt FIX.4.2
FIX.4.2
292 CorporateAction char Identifies the type of Corporate Action.
Value SymbolicName Description Added Updated Deprecated
A ExDividend Ex-Dividend FIX.4.2
B ExDistribution Ex-Distribution FIX.4.2
C ExRights Ex-Rights FIX.4.2
D New New FIX.4.2
E ExInterest Ex-Interest FIX.4.2
FIX.4.2
387 TotalVolumeTraded Qty Total volume traded in this trading session for this security. FIX.4.2
268 NoMDEntries ✔ int Number of entries following. FIX.4.2
⇒269 MDEntryType ✔ char Must be the first field in this repeating group.
Value SymbolicName Description Added Updated Deprecated
0 Bid Bid FIX.4.2
1 Offer Offer FIX.4.2
2 Trade Trade FIX.4.2
3 IndexValue Index Value FIX.4.2
4 OpeningPrice Opening Price FIX.4.2
5 ClosingPrice Closing Price FIX.4.2
6 SettlementPrice Settlement Price FIX.4.2
7 TradingSessionHighPrice Trading Session High Price FIX.4.2
8 TradingSessionLowPrice Trading Session Low Price FIX.4.2
9 TradingSessionVWAPPrice Trading Session VWAP Price FIX.4.2
FIX.4.2
⇒270 MDEntryPx ✔ Price Price of the Market Data Entry. FIX.4.2
⇒15 Currency Currency Can be used to specify the currency of the quoted price. FIX.4.2
⇒271 MDEntrySize Qty Conditionally required if MDEntryType = Bid(0), Offer(1), or Trade(2) FIX.4.2
⇒272 MDEntryDate UTCDate Date of Market Data Entry. FIX.4.2
⇒273 MDEntryTime UTCTimeOnly Time of Market Data Entry. FIX.4.2
⇒274 TickDirection char Direction of the "tick".
Value SymbolicName Description Added Updated Deprecated
0 PlusTick Plus Tick FIX.4.2
1 ZeroPlusTick Zero-Plus Tick FIX.4.2
2 MinusTick Minus Tick FIX.4.2
3 ZeroMinusTick Zero-Minus Tick FIX.4.2
FIX.4.2
⇒275 MDMkt Exchange Market posting quote / trade. Valid values: See Appendix C FIX.4.2
⇒336 TradingSessionID String Identifier for Trading Session
Can be used to represent a specific market trading session (e.g. "PRE-OPEN", "CROSS_2", "AFTER-HOURS", "TOSTNET1", "TOSTNET2", etc).
Values should be bi-laterally agreed to between counterparties. 		FIX.4.2
⇒276 QuoteCondition MultipleValueString Space-delimited list of conditions describing a quote.
Value SymbolicName Description Added Updated Deprecated
A Open Open / Active FIX.4.2
B Closed Closed / Inactive FIX.4.2
C ExchangeBest Exchange Best FIX.4.2
D ConsolidatedBest Consolidated Best FIX.4.2
E Locked Locked FIX.4.2
F Crossed Crossed FIX.4.2
G Depth Depth FIX.4.2
H FastTrading Fast Trading FIX.4.2
I NonFirm Non-Firm FIX.4.2
FIX.4.2
⇒277 TradeCondition MultipleValueString Space-delimited list of conditions describing a trade
Value SymbolicName Description Added Updated Deprecated
A Cash Cash (only) Market FIX.4.2
B AveragePriceTrade Average Price Trade FIX.4.2
C CashTrade Cash Trade (same day clearing) FIX.4.2
D NextDay Next Day (only) Market FIX.4.2
E Opening Opening / Reopening Trade Detail FIX.4.2
F IntradayTradeDetail Intraday Trade Detail FIX.4.2
G Rule127Trade Rule 127 Trade (NYSE) FIX.4.2
H Rule155Trade Rule 155 Trade (Amex) FIX.4.2
I SoldLast Sold Last (late reporting) FIX.4.2
J NextDayTrade Next Day Trade (next day clearing) FIX.4.2
K Opened Opened (late report of opened trade) FIX.4.2
L Seller Seller FIX.4.2
M Sold Sold (out of sequence) FIX.4.2
N StoppedStock Stopped Stock (guarantee of price but does not execute the order) FIX.4.2
FIX.4.2
⇒282 MDEntryOriginator String Originator of a Market Data Entry FIX.4.2
⇒283 LocationID String Identification of a Market Maker’s location FIX.4.2
⇒284 DeskID String Identification of a Market Maker’s desk FIX.4.2
⇒286 OpenCloseSettleFlag char Used if MDEntryType = Opening Price(4), Closing Price(5), or Settlement Price(6).
Value SymbolicName Description Added Updated Deprecated
0 DailyOpen Daily Open / Close / Settlement price FIX.4.2
1 SessionOpen Session Open / Close / Settlement price FIX.4.2
2 DeliverySettlementEntry Delivery Settlement price FIX.4.2
FIX.4.2
⇒59 TimeInForce char For optional use when this Bid or Offer represents an 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 (IOC) 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.4.2
⇒432 ExpireDate LocalMktDate For optional use when this Bid or Offer represents an order. ExpireDate and ExpireTime cannot both be specified in one Market Data Entry. FIX.4.2
⇒126 ExpireTime UTCTimestamp For optional use when this Bid or Offer represents an order. ExpireDate and ExpireTime cannot both be specified in one Market Data Entry. FIX.4.2
⇒110 MinQty Qty For optional use when this Bid or Offer represents an order FIX.4.2
⇒18 ExecInst MultipleValueString 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
T FixedPegToLocalBestBidOrOfferAtTimeOfOrder Fixed Peg to Local best bid or offer at time of order FIX.4.4EP35
U CustomerDisplayInstruction Customer Display Instruction (Rule11Ac1-1/4) FIX.4.1
V Netting Netting (for Forex) FIX.4.1
W PegToVWAP Peg to VWAP FIX.4.2
FIX.4.2
⇒287 SellerDays int Specifies the number of days that may elapse before delivery of the security FIX.4.2
⇒37 OrderID String For optional use when this Bid, Offer, or Trade represents an order FIX.4.2
⇒299 QuoteEntryID String For optional use when this Bid, Offer, or Trade represents a quote FIX.4.2
⇒288 MDEntryBuyer String For optional use in reporting Trades FIX.4.2
⇒289 MDEntrySeller String For optional use in reporting Trades FIX.4.2
⇒346 NumberOfOrders int In an Aggregated Book, used to show how many individual orders make up an MDEntry FIX.4.2
⇒290 MDEntryPositionNo int Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with 1 FIX.4.2
⇒58 Text String Text to describe the Market Data Entry. Part of repeating group. FIX.4.2
⇒354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.2
⇒355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.2
StandardTrailer ✔ FIX.4.2

MarketDataIncrementalRefresh (35=X)

The second Market Data message format is used for incremental updates.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = X FIX.4.2
262 MDReqID String Conditionally required if this message is in response to a Market Data Request. FIX.4.2
268 NoMDEntries ✔ int Number of entries following. FIX.4.2
⇒279 MDUpdateAction ✔ char Must be first field in this repeating group.
Value SymbolicName Description Added Updated Deprecated
0 New New FIX.4.2
1 Change Change FIX.4.2
2 Delete Delete FIX.4.2
FIX.4.2
⇒285 DeleteReason char If MDUpdateAction = Delete(2), can be used to specify a reason for the deletion.
Value SymbolicName Description Added Updated Deprecated
0 Cancellation Cancelation / Trade Bust FIX.4.2
1 Error Error FIX.4.2
FIX.4.2
⇒269 MDEntryType char Conditionally required if MDUpdateAction = New(0). Cannot be changed.
Value SymbolicName Description Added Updated Deprecated
0 Bid Bid FIX.4.2
1 Offer Offer FIX.4.2
2 Trade Trade FIX.4.2
3 IndexValue Index Value FIX.4.2
4 OpeningPrice Opening Price FIX.4.2
5 ClosingPrice Closing Price FIX.4.2
6 SettlementPrice Settlement Price FIX.4.2
7 TradingSessionHighPrice Trading Session High Price FIX.4.2
8 TradingSessionLowPrice Trading Session Low Price FIX.4.2
9 TradingSessionVWAPPrice Trading Session VWAP Price FIX.4.2
FIX.4.2
⇒278 MDEntryID String If specified, must be unique among currently active entries if MDUpdateAction = New (0), must be the same as a previous MDEntryID if MDUpdateAction = Delete (2), and must be the same as a previous MDEntryID if MDUpdateAction = Change (1) and MDEntryRefID is not specified, or must be unique among currently active entries if MDUpdateAction = Change(1) and MDEntryRefID is specified.. FIX.4.2
⇒280 MDEntryRefID String If MDUpdateAction = New(0), for the first Market Data Entry in a message, either this field or a Symbol must be specified. If MDUpdateAction = Change(1), this must refer to a previous MDEntryID. FIX.4.2
⇒55 Symbol String Either Symbol or MDEntryRefID must be specified if MDUpdateAction = New(0) for the first Market Data Entry in a message. For subsequent Market Data Entries where MDUpdateAction = New(0), the default is the instrument used in the previous Market Data Entry if neither Symbol nor MDEntryRefID are specified, or in the case of options and futures, the previous instrument with changes specified in MaturityMonthYear, MaturityDay, PutOrCall, StrikePrice, OptAttribute, and SecurityExchange. May not be changed. FIX.4.2
⇒65 SymbolSfx String May not be changed. FIX.4.2
⇒48 SecurityID String May not be changed. FIX.4.2
⇒22 IDSource String May not be changed.
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
8 ExchangeSymbol Exchange Symbol FIX.4.2
9 ConsolidatedTapeAssociation Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format) FIX.4.2
FIX.4.2
⇒167 SecurityType String 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. May not be changed.
Value SymbolicName Description Added Updated Deprecated
? Wildcard Wildcard entry (used on Security Definition Request message) FIX.4.2
BA BankersAcceptance Bankers Acceptance FIX.4.1
CB ConvertibleBond Convertible Bond (Note not part of ISITC spec) FIX.4.2
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
IET IOETTEMortgage Mortgage IOETTE FIX.4.2
MF MutualFund Mutual Fund FIX.4.1
MIO MortgageInterestOnly Mortgage Interest Only FIX.4.1
MPO MortgagePrincipalOnly Mortgage Principal 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.4.2
⇒200 MaturityMonthYear MonthYear Specifiesthe month and year of maturity. Required if MaturityDay is specified. May not be changed. FIX.4.2
⇒205 MaturityDay DayOfMonth Can be used in conjunction with MaturityMonthYear to specify a particular maturity date. May not be changed. FIX.4.2
⇒201 PutOrCall int For Options. May not be changed.
Value SymbolicName Description Added Updated Deprecated
0 Put Put FIX.4.1
1 Call Call FIX.4.1
FIX.4.2
⇒202 StrikePrice Price For Options. May not be changed. FIX.4.2
⇒206 OptAttribute char For Options. May not be changed. FIX.4.2
⇒231 ContractMultiplier float For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount. FIX.4.2
⇒223 CouponRate float For Fixed Income. FIX.4.2
⇒207 SecurityExchange Exchange Can be used to identify the security. May not be changed. FIX.4.2
⇒106 Issuer String May not be changed. FIX.4.2
⇒348 EncodedIssuerLen Length Must be set if EncodedIssuer field is specified and must immediately precede it. FIX.4.2
⇒349 EncodedIssuer data Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. FIX.4.2
⇒107 SecurityDesc String May not be changed. FIX.4.2
⇒350 EncodedSecurityDescLen Length Must be set if EncodedSecurityDesc field is specified and must immediately precede it. FIX.4.2
⇒351 EncodedSecurityDesc data Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. FIX.4.2
⇒291 FinancialStatus char Identifies a firm’s financial status.
Value SymbolicName Description Added Updated Deprecated
1 Bankrupt Bankrupt FIX.4.2
FIX.4.2
⇒292 CorporateAction char Identifies the type of Corporate Action.
Value SymbolicName Description Added Updated Deprecated
A ExDividend Ex-Dividend FIX.4.2
B ExDistribution Ex-Distribution FIX.4.2
C ExRights Ex-Rights FIX.4.2
D New New FIX.4.2
E ExInterest Ex-Interest FIX.4.2
FIX.4.2
⇒270 MDEntryPx Price Conditionally required when MDUpdateAction = New(0). FIX.4.2
⇒15 Currency Currency Can be used to specify the currency of the quoted price. FIX.4.2
⇒271 MDEntrySize Qty Conditionally required when MDUpdateAction = New(0) andMDEntryType = Bid(0), Offer(1), or Trade(2). FIX.4.2
⇒272 MDEntryDate UTCDate Date of Market Data Entry. FIX.4.2
⇒273 MDEntryTime UTCTimeOnly Time of Market Data Entry. FIX.4.2
⇒274 TickDirection char Direction of the "tick".
Value SymbolicName Description Added Updated Deprecated
0 PlusTick Plus Tick FIX.4.2
1 ZeroPlusTick Zero-Plus Tick FIX.4.2
2 MinusTick Minus Tick FIX.4.2
3 ZeroMinusTick Zero-Minus Tick FIX.4.2
FIX.4.2
⇒275 MDMkt Exchange Market posting quote / trade. Valid values: See Appendix C FIX.4.2
⇒336 TradingSessionID String Identifier for Trading Session
Can be used to represent a specific market trading session (e.g. "PRE-OPEN", "CROSS_2", "AFTER-HOURS", "TOSTNET1", "TOSTNET2", etc).
Values should be bi-laterally agreed to between counterparties. 		FIX.4.2
⇒276 QuoteCondition MultipleValueString Space-delimited list of conditions describing a quote.
Value SymbolicName Description Added Updated Deprecated
A Open Open / Active FIX.4.2
B Closed Closed / Inactive FIX.4.2
C ExchangeBest Exchange Best FIX.4.2
D ConsolidatedBest Consolidated Best FIX.4.2
E Locked Locked FIX.4.2
F Crossed Crossed FIX.4.2
G Depth Depth FIX.4.2
H FastTrading Fast Trading FIX.4.2
I NonFirm Non-Firm FIX.4.2
FIX.4.2
⇒277 TradeCondition MultipleValueString Space-delimited list of conditions describing a trade
Value SymbolicName Description Added Updated Deprecated
A Cash Cash (only) Market FIX.4.2
B AveragePriceTrade Average Price Trade FIX.4.2
C CashTrade Cash Trade (same day clearing) FIX.4.2
D NextDay Next Day (only) Market FIX.4.2
E Opening Opening / Reopening Trade Detail FIX.4.2
F IntradayTradeDetail Intraday Trade Detail FIX.4.2
G Rule127Trade Rule 127 Trade (NYSE) FIX.4.2
H Rule155Trade Rule 155 Trade (Amex) FIX.4.2
I SoldLast Sold Last (late reporting) FIX.4.2
J NextDayTrade Next Day Trade (next day clearing) FIX.4.2
K Opened Opened (late report of opened trade) FIX.4.2
L Seller Seller FIX.4.2
M Sold Sold (out of sequence) FIX.4.2
N StoppedStock Stopped Stock (guarantee of price but does not execute the order) FIX.4.2
FIX.4.2
⇒282 MDEntryOriginator String Originator of a Market Data Entry FIX.4.2
⇒283 LocationID String Identification of a Market Maker’s location FIX.4.2
⇒284 DeskID String Identification of a Market Maker’s desk FIX.4.2
⇒286 OpenCloseSettleFlag char Used if MDEntryType = Opening Price(4), Closing Price(5), or Settlement Price(6).
Value SymbolicName Description Added Updated Deprecated
0 DailyOpen Daily Open / Close / Settlement price FIX.4.2
1 SessionOpen Session Open / Close / Settlement price FIX.4.2
2 DeliverySettlementEntry Delivery Settlement price FIX.4.2
FIX.4.2
⇒59 TimeInForce char For optional use when this Bid or Offer represents an 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 (IOC) 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.4.2
⇒432 ExpireDate LocalMktDate For optional use when this Bid or Offer represents an order. ExpireDate and ExpireTime cannot both be specified in one Market Data Entry. FIX.4.2
⇒126 ExpireTime UTCTimestamp For optional use when this Bid or Offer represents an order. ExpireDate and ExpireTime cannot both be specified in one Market Data Entry. FIX.4.2
⇒110 MinQty Qty For optional use when this Bid or Offer represents an order FIX.4.2
⇒18 ExecInst MultipleValueString 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
T FixedPegToLocalBestBidOrOfferAtTimeOfOrder Fixed Peg to Local best bid or offer at time of order FIX.4.4EP35
U CustomerDisplayInstruction Customer Display Instruction (Rule11Ac1-1/4) FIX.4.1
V Netting Netting (for Forex) FIX.4.1
W PegToVWAP Peg to VWAP FIX.4.2
FIX.4.2
⇒287 SellerDays int Specifies the number of days that may elapse before delivery of the security FIX.4.2
⇒37 OrderID String For optional use when this Bid, Offer, or Trade represents an order FIX.4.2
⇒299 QuoteEntryID String For optional use when this Bid, Offer, or Trade represents a quote FIX.4.2
⇒288 MDEntryBuyer String For optional use in reporting Trades FIX.4.2
⇒289 MDEntrySeller String For optional use in reporting Trades FIX.4.2
⇒346 NumberOfOrders int In an Aggregated Book, used to show how many individual orders make up an MDEntry FIX.4.2
⇒290 MDEntryPositionNo int Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with 1 FIX.4.2
⇒387 TotalVolumeTraded Qty Total volume traded in this trading session for this security. FIX.4.2
⇒58 Text String Text to describe the Market Data Entry. Part of repeating group. FIX.4.2
⇒354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.2
⇒355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.2
StandardTrailer ✔ FIX.4.2

MarketDataRequestReject (35=Y)

The Market Data Request Reject is used when the broker cannot honor the Market Data Request, due to business or technical reasons.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = Y FIX.4.2
262 MDReqID ✔ String Must refer to the MDReqID of the request. FIX.4.2
281 MDReqRejReason char Reason for the rejection of a Market Data request.
Value SymbolicName Description Added Updated Deprecated
0 UnknownSymbol Unknown symbol FIX.4.2
1 DuplicateMDReqID Duplicate MDReqID FIX.4.2
2 InsufficientBandwidth Insufficient Bandwidth FIX.4.2
3 InsufficientPermissions Insufficient Permissions FIX.4.2
4 UnsupportedSubscriptionRequestType Unsupported SubscriptionRequestType FIX.4.2
5 UnsupportedMarketDepth Unsupported MarketDepth FIX.4.2
6 UnsupportedMDUpdateType Unsupported MDUpdateType FIX.4.2
7 UnsupportedAggregatedBook Unsupported AggregatedBook FIX.4.2
8 UnsupportedMDEntryType Unsupported MDEntryType FIX.4.2
FIX.4.2
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.2
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.2
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.2
StandardTrailer ✔ FIX.4.2

QuoteCancel (35=Z)

The Quote Cancel message is used by an originator of quotes to cancel quotes.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = Z FIX.4.2
131 QuoteReqID String Required when quote is in response to a Quote Request message FIX.4.2
117 QuoteID ✔ String Unique identifier for quote FIX.4.2
298 QuoteCancelType ✔ int Identifies the type of Quote Cancel request.
Value SymbolicName Description Added Updated Deprecated
1 CancelForOneOrMoreSecurities Cancel for Symbol(s) FIX.4.2
2 CancelForSecurityType Cancel for Security Type(s) FIX.4.2
3 CancelForUnderlyingSecurity Cancel for Underlying Symbol FIX.4.2
4 CancelAllQuotes Cancel for All Quotes FIX.4.2
FIX.4.2
301 QuoteResponseLevel int Level of Response requested from receiver of quote messages.
Value SymbolicName Description Added Updated Deprecated
0 NoAcknowledgement No Acknowledgement (Default) FIX.4.2
1 AcknowledgeOnlyNegativeOrErroneousQuotes Acknowledge only negative or erroneous quotes FIX.4.2
2 AcknowledgeEachQuoteMessage Acknowledge each quote messages FIX.4.2
FIX.4.2
336 TradingSessionID String Identifier for Trading Session
Can be used to represent a specific market trading session (e.g. "PRE-OPEN", "CROSS_2", "AFTER-HOURS", "TOSTNET1", "TOSTNET2", etc).
Values should be bi-laterally agreed to between counterparties. 		FIX.4.2
295 NoQuoteEntries ✔ int The number of securities whose quotes are to be canceled FIX.4.2
⇒55 Symbol ✔ String Must be the first field in the repeating group. FIX.4.2
⇒65 SymbolSfx String Can be repeated multiple times if message is related to multiple symbols. FIX.4.2
⇒48 SecurityID String Can be repeated multiple times if message is related to multiple symbols. FIX.4.2
⇒22 IDSource String 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
8 ExchangeSymbol Exchange Symbol FIX.4.2
9 ConsolidatedTapeAssociation Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format) FIX.4.2
FIX.4.2
⇒167 SecurityType String 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
? Wildcard Wildcard entry (used on Security Definition Request message) FIX.4.2
BA BankersAcceptance Bankers Acceptance FIX.4.1
CB ConvertibleBond Convertible Bond (Note not part of ISITC spec) FIX.4.2
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
IET IOETTEMortgage Mortgage IOETTE FIX.4.2
MF MutualFund Mutual Fund FIX.4.1
MIO MortgageInterestOnly Mortgage Interest Only FIX.4.1
MPO MortgagePrincipalOnly Mortgage Principal 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.4.2
⇒200 MaturityMonthYear MonthYear Specifiesthe month and year of maturity. Required if MaturityDay is specified. FIX.4.2
⇒205 MaturityDay DayOfMonth Can be used in conjunction with MaturityMonthYear to specify a particular maturity date. FIX.4.2
⇒201 PutOrCall int For Options.
Value SymbolicName Description Added Updated Deprecated
0 Put Put FIX.4.1
1 Call Call FIX.4.1
FIX.4.2
⇒202 StrikePrice Price For Options. FIX.4.2
⇒206 OptAttribute char For Options. FIX.4.2
⇒231 ContractMultiplier float For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount. FIX.4.2
⇒223 CouponRate float For Fixed Income. FIX.4.2
⇒207 SecurityExchange Exchange Can be used to identify the security. FIX.4.2
⇒106 Issuer String Can be repeated multiple times if message is related to multiple symbols. FIX.4.2
⇒348 EncodedIssuerLen Length Must be set if EncodedIssuer field is specified and must immediately precede it. FIX.4.2
⇒349 EncodedIssuer data Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. FIX.4.2
⇒107 SecurityDesc String Can be repeated multiple times if message is related to multiple symbols. FIX.4.2
⇒350 EncodedSecurityDescLen Length Must be set if EncodedSecurityDesc field is specified and must immediately precede it. FIX.4.2
⇒351 EncodedSecurityDesc data Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. FIX.4.2
⇒311 UnderlyingSymbol String The symbol of the underlying security of options that should be canceled. FIX.4.2
StandardTrailer ✔ FIX.4.2

QuoteStatusRequest (35=a)

The quote status request message is used by the institution to generate an execution report that contains the quote status message back from the counterparty.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = a (lowercase) FIX.4.2
117 QuoteID String Unique identifier for quote FIX.4.2
55 Symbol ✔ String Ticker symbol FIX.4.2
65 SymbolSfx String Additional information about the security (e.g. preferred, warrants, etc.). Note also see SecurityType.
Valid values:
As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory 		FIX.4.2
48 SecurityID String CUSIP or other alternate security identifier FIX.4.2
22 IDSource String 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
8 ExchangeSymbol Exchange Symbol FIX.4.2
9 ConsolidatedTapeAssociation Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format) FIX.4.2
FIX.4.2
167 SecurityType String 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
? Wildcard Wildcard entry (used on Security Definition Request message) FIX.4.2
BA BankersAcceptance Bankers Acceptance FIX.4.1
CB ConvertibleBond Convertible Bond (Note not part of ISITC spec) FIX.4.2
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
IET IOETTEMortgage Mortgage IOETTE FIX.4.2
MF MutualFund Mutual Fund FIX.4.1
MIO MortgageInterestOnly Mortgage Interest Only FIX.4.1
MPO MortgagePrincipalOnly Mortgage Principal 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.4.2
200 MaturityMonthYear MonthYear Specifiesthe month and year of maturity. Required if MaturityDay is specified. FIX.4.2
205 MaturityDay DayOfMonth Can be used in conjunction with MaturityMonthYear to specify a particular maturity date. FIX.4.2
201 PutOrCall int For Options.
Value SymbolicName Description Added Updated Deprecated
0 Put Put FIX.4.1
1 Call Call FIX.4.1
FIX.4.2
202 StrikePrice Price For Options. FIX.4.2
206 OptAttribute char For Options. FIX.4.2
231 ContractMultiplier float For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount. FIX.4.2
223 CouponRate float For Fixed Income. FIX.4.2
207 SecurityExchange Exchange Can be used to identify the security. FIX.4.2
106 Issuer String Company name of security issuer (e.g. International Business Machines) FIX.4.2
348 EncodedIssuerLen Length Must be set if EncodedIssuer field is specified and must immediately precede it. FIX.4.2
349 EncodedIssuer data Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. FIX.4.2
107 SecurityDesc String Security description. FIX.4.2
350 EncodedSecurityDescLen Length Must be set if EncodedSecurityDesc field is specified and must immediately precede it. FIX.4.2
351 EncodedSecurityDesc data Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. FIX.4.2
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 and List Order messages only) FIX.4.1
8 Cross Cross (orders where counterparty is an exchange, valid for all messages except IOIs) FIX.4.1
9 CrossShort Cross short FIX.4.2
FIX.4.2
336 TradingSessionID String Identifier for Trading Session
Can be used to represent a specific market trading session (e.g. "PRE-OPEN", "CROSS_2", "AFTER-HOURS", "TOSTNET1", "TOSTNET2", etc).
Values should be bi-laterally agreed to between counterparties. 		FIX.4.2
StandardTrailer ✔ FIX.4.2

QuoteAcknowledgement (35=b)

An optional response to Quote, Mass Quote, Quote Cancel, and Quote Request message is the Quote Acknowledgement message.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = b (lowercase) FIX.4.2
131 QuoteReqID String Required when acknowledgment is in response to a Quote Request message FIX.4.2
117 QuoteID String Required when acknowledgment is in response to a Quote message FIX.4.2
297 QuoteAckStatus ✔ int Status of the quote acknowledgement.
Value SymbolicName Description Added Updated Deprecated
0 Accepted Accepted FIX.4.2
1 CancelForSymbol Canceled for Symbol(s) FIX.4.2
2 CanceledForSecurityType Canceled for Security Type(s) FIX.4.2
3 CanceledForUnderlying Canceled for Underlying FIX.4.2
4 CanceledAll Canceled All FIX.4.2
5 Rejected Rejected FIX.4.2
FIX.4.2
300 QuoteRejectReason int Reason Quote was rejected.
Value SymbolicName Description Added Updated Deprecated
1 UnknownSymbol Unknown symbol (Security) FIX.4.2
2 Exchange Exchange (Security) closed FIX.4.2
3 QuoteRequestExceedsLimit Quote Request exceeds limit FIX.4.2
4 TooLateToEnter Too late to enter FIX.4.2
5 UnknownQuote Unknown Quote FIX.4.2
6 DuplicateQuote Duplicate Quote FIX.4.2
7 InvalidBid Invalid bid/ask spread FIX.4.2
8 InvalidPrice Invalid price FIX.4.2
9 NotAuthorizedToQuoteSecurity Not authorized to quote security FIX.4.2
FIX.4.2
301 QuoteResponseLevel int Level of Response requested from receiver of quote messages. Is echoed back to the counterparty.
Value SymbolicName Description Added Updated Deprecated
0 NoAcknowledgement No Acknowledgement (Default) FIX.4.2
1 AcknowledgeOnlyNegativeOrErroneousQuotes Acknowledge only negative or erroneous quotes FIX.4.2
2 AcknowledgeEachQuoteMessage Acknowledge each quote messages FIX.4.2
FIX.4.2
336 TradingSessionID String Identifier for Trading Session
Can be used to represent a specific market trading session (e.g. "PRE-OPEN", "CROSS_2", "AFTER-HOURS", "TOSTNET1", "TOSTNET2", etc).
Values should be bi-laterally agreed to between counterparties. 		FIX.4.2
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.2
296 NoQuoteSets int The number of sets of quotes in the message FIX.4.2
⇒302 QuoteSetID String First field in repeating group. Required if NoQuoteSets > 0 FIX.4.2
⇒311 UnderlyingSymbol String Required if NoQuoteSets > 0 FIX.4.2
⇒312 UnderlyingSymbolSfx String Underlying security’s SymbolSfx.
See SymbolSfx field for description 		FIX.4.2
⇒309 UnderlyingSecurityID String Underlying security’s SecurityID.
See SecurityID field for description 		FIX.4.2
⇒305 UnderlyingIDSource String Underlying security’s IDSource. FIX.4.2
⇒310 UnderlyingSecurityType String Underlying security’s SecurityType. FIX.4.2
⇒313 UnderlyingMaturityMonthYear MonthYear Required if UnderlyingMaturityDay is specified. FIX.4.2
⇒314 UnderlyingMaturityDay DayOfMonth Underlying security’s MaturityDay.
See MaturityDay field for description 		FIX.4.2
⇒315 UnderlyingPutOrCall int Underlying security’s PutOrCall.
See PutOrCall field for description 		FIX.4.2
⇒316 UnderlyingStrikePrice Price Underlying security’s StrikePrice.
See StrikePrice field for description 		FIX.4.2
⇒317 UnderlyingOptAttribute char Underlying security’s OptAttribute.
See OptAttribute field for description 		FIX.4.2
⇒436 UnderlyingContractMultiplier float For Fixed Income, Convertible Bonds, Derivatives, etc. FIX.4.2
⇒435 UnderlyingCouponRate float For Fixed Income. FIX.4.2
⇒308 UnderlyingSecurityExchange Exchange Underlying security’s SecurityExchange. Can be used to identify the underlying security. FIX.4.2
⇒306 UnderlyingIssuer String Underlying security’s Issuer.
See Issuer field for description 		FIX.4.2
⇒362 EncodedUnderlyingIssuerLen Length Must be set if EncodedUnderlyingIssuer field is specified and must immediately precede it. FIX.4.2
⇒363 EncodedUnderlyingIssuer data Encoded (non-ASCII characters) representation of the UnderlyingIssuer field in the encoded format specified via the MessageEncoding field. FIX.4.2
⇒307 UnderlyingSecurityDesc String Underlying security’s SecurityDesc.
See SecurityDesc field for description 		FIX.4.2
⇒364 EncodedUnderlyingSecurityDescLen Length Must be set if EncodedUnderlyingSecurityDesc field is specified and must immediately precede it. FIX.4.2
⇒365 EncodedUnderlyingSecurityDesc data Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc field in the encoded format specified via the MessageEncoding field. FIX.4.2
⇒304 TotQuoteEntries int Total number of quotes for the quote set across all messages. Should be the sum of all NoQuoteEntries in each message that has repeating quotes that are part of the same quote set. Required if NoQuoteEntries > 0 FIX.4.2
⇒295 NoQuoteEntries int The number of quotes for this Symbol (QuoteSet) that follow in this message. FIX.4.2
⇒⇒299 QuoteEntryID String Uniquely identifies the quote as part of a QuoteSet. First field in repeating group. Required if NoQuoteEntries > 0. FIX.4.2
⇒⇒55 Symbol String Ticker symbol FIX.4.2
⇒⇒65 SymbolSfx String Additional information about the security (e.g. preferred, warrants, etc.). Note also see SecurityType.
Valid values:
As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory 		FIX.4.2
⇒⇒48 SecurityID String CUSIP or other alternate security identifier FIX.4.2
⇒⇒22 IDSource String 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
8 ExchangeSymbol Exchange Symbol FIX.4.2
9 ConsolidatedTapeAssociation Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format) FIX.4.2
FIX.4.2
⇒⇒167 SecurityType String 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
? Wildcard Wildcard entry (used on Security Definition Request message) FIX.4.2
BA BankersAcceptance Bankers Acceptance FIX.4.1
CB ConvertibleBond Convertible Bond (Note not part of ISITC spec) FIX.4.2
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
IET IOETTEMortgage Mortgage IOETTE FIX.4.2
MF MutualFund Mutual Fund FIX.4.1
MIO MortgageInterestOnly Mortgage Interest Only FIX.4.1
MPO MortgagePrincipalOnly Mortgage Principal 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.4.2
⇒⇒200 MaturityMonthYear MonthYear Specifiesthe month and year of maturity. Required if MaturityDay is specified. FIX.4.2
⇒⇒205 MaturityDay DayOfMonth Can be used in conjunction with MaturityMonthYear to specify a particular maturity date. FIX.4.2
⇒⇒201 PutOrCall int For Options.
Value SymbolicName Description Added Updated Deprecated
0 Put Put FIX.4.1
1 Call Call FIX.4.1
FIX.4.2
⇒⇒202 StrikePrice Price For Options. FIX.4.2
⇒⇒206 OptAttribute char For Options. FIX.4.2
⇒⇒231 ContractMultiplier float For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount. FIX.4.2
⇒⇒223 CouponRate float For Fixed Income. FIX.4.2
⇒⇒207 SecurityExchange Exchange Can be used to identify the security. FIX.4.2
⇒⇒106 Issuer String Company name of security issuer (e.g. International Business Machines) FIX.4.2
⇒⇒348 EncodedIssuerLen Length Must be set if EncodedIssuer field is specified and must immediately precede it. FIX.4.2
⇒⇒349 EncodedIssuer data Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. FIX.4.2
⇒⇒107 SecurityDesc String Security description. FIX.4.2
⇒⇒350 EncodedSecurityDescLen Length Must be set if EncodedSecurityDesc field is specified and must immediately precede it. FIX.4.2
⇒⇒351 EncodedSecurityDesc data Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. FIX.4.2
⇒⇒368 QuoteEntryRejectReason int Reason Quote Entry was rejected.
Value SymbolicName Description Added Updated Deprecated
1 UnknownSymbol Unknown symbol (Security) FIX.4.2
2 Exchange Exchange (Security) closed FIX.4.2
3 QuoteExceedsLimit Quote exceeds limit FIX.4.2
4 TooLateToEnter Too late to enter FIX.4.2
5 UnknownQuote Unknown Quote FIX.4.2
6 DuplicateQuote Duplicate Quote FIX.4.2
7 InvalidBidAskSpread Invalid bid/ask spread FIX.4.2
8 InvalidPrice Invalid price FIX.4.2
9 NotAuthorizedToQuoteSecurity Not authorized to quote security FIX.4.2
FIX.4.2
StandardTrailer ✔ FIX.4.2

SecurityDefinitionRequest (35=c)

The Security Definition Request message is used for the following:
1. Request a specific Security to be traded with the second party. The request security can be defined as a complex security made up of one or more underlying securities.
2. Request a list of the Security Types that can be traded with the second party.
3. Request a list of Securities that can be traded with the second party. This request can optionally be qualified with Symbol, TradingSessionID, SecurityExchange, and Security Type.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = c (lowercase) FIX.4.2
320 SecurityReqID ✔ String Unique ID of a Security Definition Request. FIX.4.2
321 SecurityRequestType ✔ int Type of Security Definition Request.
Value SymbolicName Description Added Updated Deprecated
0 RequestSecurityIdentityAndSpecifications Request Security identity and specifications FIX.4.2
1 RequestSecurityIdentityForSpecifications Request Security identity for the specifications provided (Name of the security is not supplied) FIX.4.2
2 RequestListSecurityTypes Request List Security Types FIX.4.2
3 RequestListSecurities Request List Securities (Can be qualified with Symbol, SecurityType, TradingSessionID, SecurityExchange is provided then only list Securities for the specific type) FIX.4.2
FIX.4.2
55 Symbol String Symbol of the requested Security FIX.4.2
65 SymbolSfx String Suffix of the Requested Security FIX.4.2
48 SecurityID String Security ID of the requested Security FIX.4.2
22 IDSource String Source of the Security ID
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
8 ExchangeSymbol Exchange Symbol FIX.4.2
9 ConsolidatedTapeAssociation Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format) FIX.4.2
FIX.4.2
167 SecurityType String 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
? Wildcard Wildcard entry (used on Security Definition Request message) FIX.4.2
BA BankersAcceptance Bankers Acceptance FIX.4.1
CB ConvertibleBond Convertible Bond (Note not part of ISITC spec) FIX.4.2
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
IET IOETTEMortgage Mortgage IOETTE FIX.4.2
MF MutualFund Mutual Fund FIX.4.1
MIO MortgageInterestOnly Mortgage Interest Only FIX.4.1
MPO MortgagePrincipalOnly Mortgage Principal 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.4.2
200 MaturityMonthYear MonthYear Specifiesthe month and year of maturity. Required if MaturityDay is specified. FIX.4.2
205 MaturityDay DayOfMonth Can be used in conjunction with MaturityMonthYear to specify a particular maturity date. FIX.4.2
201 PutOrCall int For Options.
Value SymbolicName Description Added Updated Deprecated
0 Put Put FIX.4.1
1 Call Call FIX.4.1
FIX.4.2
202 StrikePrice Price For Options. FIX.4.2
206 OptAttribute char For Options. FIX.4.2
231 ContractMultiplier float For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount. FIX.4.2
223 CouponRate float For Fixed Income. FIX.4.2
207 SecurityExchange Exchange Market used to help identify a security. FIX.4.2
106 Issuer String Company name of security issuer (e.g. International Business Machines) FIX.4.2
348 EncodedIssuerLen Length Must be set if EncodedIssuer field is specified and must immediately precede it. FIX.4.2
349 EncodedIssuer data Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. FIX.4.2
107 SecurityDesc String Security description. FIX.4.2
350 EncodedSecurityDescLen Length Must be set if EncodedSecurityDesc field is specified and must immediately precede it. FIX.4.2
351 EncodedSecurityDesc data Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. FIX.4.2
15 Currency Currency 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: Valid Currency Codes for information on obtaining valid values. FIX.4.2
58 Text String Comment, instructions, or other identifying information. FIX.4.2
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.2
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.2
336 TradingSessionID String Optional Trading Session Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable. FIX.4.2
146 NoRelatedSym int Number of legs that make up the Security FIX.4.2
⇒311 UnderlyingSymbol String The UnderlyingSymbol must be specified as the first field in the repeating group. Required if NoRelatedSym > 0. FIX.4.2
⇒312 UnderlyingSymbolSfx String Underlying security’s SymbolSfx.
See SymbolSfx field for description 		FIX.4.2
⇒309 UnderlyingSecurityID String Underlying security’s SecurityID.
See SecurityID field for description 		FIX.4.2
⇒305 UnderlyingIDSource String Underlying security’s IDSource. FIX.4.2
⇒310 UnderlyingSecurityType String Must be specified if a Future or Option. If a Future: UnderlyingSymbol, UnderlyingSecurityType, and UnderlyingMaturityMonthYear are required. If an Option: UnderlyingSymbol, UnderlyingSecurityType, UnderlyingMaturityMonthYear, UnderlyingPutOrCall, and UnderlyingStrikePrice are required. FIX.4.2
⇒313 UnderlyingMaturityMonthYear MonthYear Specifiesthe month and year of maturity. Required if UnderlyingMaturityDay is specified. FIX.4.2
⇒314 UnderlyingMaturityDay DayOfMonth Can be used in conjunction with UnderlyingMaturityMonthYear to specify a particular maturity date. FIX.4.2
⇒315 UnderlyingPutOrCall int For Options. FIX.4.2
⇒316 UnderlyingStrikePrice Price For Options. FIX.4.2
⇒317 UnderlyingOptAttribute char For Options. FIX.4.2
⇒436 UnderlyingContractMultiplier float For Fixed Income, Convertible Bonds, Derivatives, etc. FIX.4.2
⇒435 UnderlyingCouponRate float For Fixed Income. FIX.4.2
⇒308 UnderlyingSecurityExchange Exchange Can be used to identify the security. FIX.4.2
⇒306 UnderlyingIssuer String Underlying security’s Issuer.
See Issuer field for description 		FIX.4.2
⇒362 EncodedUnderlyingIssuerLen Length Must be set if EncodedUnderlyingIssuer field is specified and must immediately precede it. FIX.4.2
⇒363 EncodedUnderlyingIssuer data Encoded (non-ASCII characters) representation of the UnderlyingIssuer field in the encoded format specified via the MessageEncoding field. FIX.4.2
⇒307 UnderlyingSecurityDesc String Underlying security’s SecurityDesc.
See SecurityDesc field for description 		FIX.4.2
⇒364 EncodedUnderlyingSecurityDescLen Length Must be set if EncodedUnderlyingSecurityDesc field is specified and must immediately precede it. FIX.4.2
⇒365 EncodedUnderlyingSecurityDesc data Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc field in the encoded format specified via the MessageEncoding field. FIX.4.2
⇒319 RatioQty Qty Quantity of particular leg in the Security FIX.4.2
⇒54 Side char Indicates if this leg of the security is to be Bought or Sold as part of this complex security.
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 and List Order messages only) FIX.4.1
8 Cross Cross (orders where counterparty is an exchange, valid for all messages except IOIs) FIX.4.1
9 CrossShort Cross short FIX.4.2
FIX.4.2
⇒318 UnderlyingCurrency Currency Underlying security’s Currency.
See Currency field for description and valid values 		FIX.4.2
StandardTrailer ✔ FIX.4.2

SecurityDefinition (35=d)

The Security Definition message is used for the following:
1. Accept the security defined in a Security Definition message.
2. Accept the security defined in a Security Definition message with changes to the definition and/or identity of the security.
3. Reject the security requested in a Security Definition message
4. Return a list of Security Types
5. Return a list of Securities

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = d (lowercase) FIX.4.2
320 SecurityReqID ✔ String Unique ID of a Security Definition Request. FIX.4.2
322 SecurityResponseID ✔ String Identifier for the Security Definition message FIX.4.2
323 SecurityResponseType int Type of Security Definition message response.
Value SymbolicName Description Added Updated Deprecated
1 AcceptAsIs Accept security proposal as is FIX.4.2
2 AcceptWithRevisions Accept security proposal with revisions as indicated in the message FIX.4.2
3 ListOfSecurityTypesReturnedPerRequest List of security types returned per request FIX.4.2
4 ListOfSecuritiesReturnedPerRequest List of securities returned per request FIX.4.2
5 RejectSecurityProposal Reject security proposal FIX.4.2
6 CannotMatchSelectionCriteria Can not match selection criteria FIX.4.2
FIX.4.2
393 TotalNumSecurities ✔ int Total number of securities. FIX.4.2
55 Symbol String Symbol of the requested Security FIX.4.2
65 SymbolSfx String Suffix of the Requested Security FIX.4.2
48 SecurityID String Security ID of the requested Security FIX.4.2
22 IDSource String Source of the Security ID
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
8 ExchangeSymbol Exchange Symbol FIX.4.2
9 ConsolidatedTapeAssociation Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format) FIX.4.2
FIX.4.2
167 SecurityType String 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. Set to "?" if Security Definition Request is looking for the Security Types
Value SymbolicName Description Added Updated Deprecated
? Wildcard Wildcard entry (used on Security Definition Request message) FIX.4.2
BA BankersAcceptance Bankers Acceptance FIX.4.1
CB ConvertibleBond Convertible Bond (Note not part of ISITC spec) FIX.4.2
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
IET IOETTEMortgage Mortgage IOETTE FIX.4.2
MF MutualFund Mutual Fund FIX.4.1
MIO MortgageInterestOnly Mortgage Interest Only FIX.4.1
MPO MortgagePrincipalOnly Mortgage Principal 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.4.2
200 MaturityMonthYear MonthYear Specifiesthe month and year of maturity. Required if MaturityDay is specified. FIX.4.2
205 MaturityDay DayOfMonth Can be used in conjunction with MaturityMonthYear to specify a particular maturity date. FIX.4.2
201 PutOrCall int For Options.
Value SymbolicName Description Added Updated Deprecated
0 Put Put FIX.4.1
1 Call Call FIX.4.1
FIX.4.2
202 StrikePrice Price For Options. FIX.4.2
206 OptAttribute char For Options. FIX.4.2
231 ContractMultiplier float For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount. FIX.4.2
223 CouponRate float For Fixed Income. FIX.4.2
207 SecurityExchange Exchange Market used to help identify a security. FIX.4.2
106 Issuer String Company name of security issuer (e.g. International Business Machines) FIX.4.2
348 EncodedIssuerLen Length Must be set if EncodedIssuer field is specified and must immediately precede it. FIX.4.2
349 EncodedIssuer data Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. FIX.4.2
107 SecurityDesc String Security description. FIX.4.2
350 EncodedSecurityDescLen Length Must be set if EncodedSecurityDesc field is specified and must immediately precede it. FIX.4.2
351 EncodedSecurityDesc data Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. FIX.4.2
15 Currency Currency 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: Valid Currency Codes for information on obtaining valid values. FIX.4.2
336 TradingSessionID String Identifier for Trading Session
Can be used to represent a specific market trading session (e.g. "PRE-OPEN", "CROSS_2", "AFTER-HOURS", "TOSTNET1", "TOSTNET2", etc).
Values should be bi-laterally agreed to between counterparties. 		FIX.4.2
58 Text String Comment, instructions, or other identifying information. FIX.4.2
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.2
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.2
146 NoRelatedSym int Number of legs that make up the Security FIX.4.2
⇒311 UnderlyingSymbol String Must be specified as the first field in the repeating group. Required if NoRelatedSym > 0. FIX.4.2
⇒312 UnderlyingSymbolSfx String Underlying security’s SymbolSfx.
See SymbolSfx field for description 		FIX.4.2
⇒309 UnderlyingSecurityID String Underlying security’s SecurityID.
See SecurityID field for description 		FIX.4.2
⇒305 UnderlyingIDSource String Underlying security’s IDSource. FIX.4.2
⇒310 UnderlyingSecurityType String Must be specified if a Future or Option. If a Future: UnderlyingSymbol, UnderlyingSecurityType, and UnderlyingMaturityMonthYear are required. If an Option: UnderlyingSymbol, UnderlyingSecurityType, UnderlyingMaturityMonthYear, PutOrCall, and UnderlyingStrikePrice are required. FIX.4.2
⇒313 UnderlyingMaturityMonthYear MonthYear Specifiesthe month and year of maturity. Required if UnderlyingMaturityDay is specified. FIX.4.2
⇒314 UnderlyingMaturityDay DayOfMonth Can be used in conjunction with UnderlyingMaturityMonthYear to specify a particular maturity date. FIX.4.2
⇒315 UnderlyingPutOrCall int For Options. FIX.4.2
⇒316 UnderlyingStrikePrice Price For Options. FIX.4.2
⇒317 UnderlyingOptAttribute char For Options. FIX.4.2
⇒436 UnderlyingContractMultiplier float For Fixed Income, Convertible Bonds, Derivatives, etc. FIX.4.2
⇒435 UnderlyingCouponRate float For Fixed Income. FIX.4.2
⇒308 UnderlyingSecurityExchange Exchange Can be used to identify the security. FIX.4.2
⇒306 UnderlyingIssuer String Underlying security’s Issuer.
See Issuer field for description 		FIX.4.2
⇒362 EncodedUnderlyingIssuerLen Length Must be set if EncodedUnderlyingIssuer field is specified and must immediately precede it. FIX.4.2
⇒363 EncodedUnderlyingIssuer data Encoded (non-ASCII characters) representation of the UnderlyingIssuer field in the encoded format specified via the MessageEncoding field. FIX.4.2
⇒307 UnderlyingSecurityDesc String Underlying security’s SecurityDesc.
See SecurityDesc field for description 		FIX.4.2
⇒364 EncodedUnderlyingSecurityDescLen Length Must be set if EncodedUnderlyingSecurityDesc field is specified and must immediately precede it. FIX.4.2
⇒365 EncodedUnderlyingSecurityDesc data Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc field in the encoded format specified via the MessageEncoding field. FIX.4.2
⇒319 RatioQty Qty Quantity of particular leg in the Security FIX.4.2
⇒54 Side char Indicates if this leg of the security is to be Bought or Sold as part of this complex security.
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 and List Order messages only) FIX.4.1
8 Cross Cross (orders where counterparty is an exchange, valid for all messages except IOIs) FIX.4.1
9 CrossShort Cross short FIX.4.2
FIX.4.2
⇒318 UnderlyingCurrency Currency Underlying security’s Currency.
See Currency field for description and valid values 		FIX.4.2
StandardTrailer ✔ FIX.4.2

SecurityStatusRequest (35=e)

The Security Status Request message provides for the ability to request the status of a security.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = e (lowercase) FIX.4.2
324 SecurityStatusReqID ✔ String Must be unique, or the ID of previous Security Status Request to disable if SubscriptionRequestType = Disable previous Snapshot + Updates Request (2). FIX.4.2
55 Symbol ✔ String Ticker symbol FIX.4.2
65 SymbolSfx String Additional information about the security (e.g. preferred, warrants, etc.). Note also see SecurityType.
Valid values:
As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory 		FIX.4.2
48 SecurityID String CUSIP or other alternate security identifier FIX.4.2
22 IDSource String 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
8 ExchangeSymbol Exchange Symbol FIX.4.2
9 ConsolidatedTapeAssociation Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format) FIX.4.2
FIX.4.2
167 SecurityType String 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
? Wildcard Wildcard entry (used on Security Definition Request message) FIX.4.2
BA BankersAcceptance Bankers Acceptance FIX.4.1
CB ConvertibleBond Convertible Bond (Note not part of ISITC spec) FIX.4.2
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
IET IOETTEMortgage Mortgage IOETTE FIX.4.2
MF MutualFund Mutual Fund FIX.4.1
MIO MortgageInterestOnly Mortgage Interest Only FIX.4.1
MPO MortgagePrincipalOnly Mortgage Principal 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.4.2
200 MaturityMonthYear MonthYear Specifiesthe month and year of maturity. Required if MaturityDay is specified. FIX.4.2
205 MaturityDay DayOfMonth Can be used in conjunction with MaturityMonthYear to specify a particular maturity date. FIX.4.2
201 PutOrCall int For Options.
Value SymbolicName Description Added Updated Deprecated
0 Put Put FIX.4.1
1 Call Call FIX.4.1
FIX.4.2
202 StrikePrice Price For Options. FIX.4.2
206 OptAttribute char For Options. FIX.4.2
231 ContractMultiplier float For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount. FIX.4.2
223 CouponRate float For Fixed Income. FIX.4.2
207 SecurityExchange Exchange Can be used to identify the security. FIX.4.2
106 Issuer String Company name of security issuer (e.g. International Business Machines) FIX.4.2
348 EncodedIssuerLen Length Must be set if EncodedIssuer field is specified and must immediately precede it. FIX.4.2
349 EncodedIssuer data Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. FIX.4.2
107 SecurityDesc String Security description. FIX.4.2
350 EncodedSecurityDescLen Length Must be set if EncodedSecurityDesc field is specified and must immediately precede it. FIX.4.2
351 EncodedSecurityDesc data Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. FIX.4.2
15 Currency Currency 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: Valid Currency Codes for information on obtaining valid values. FIX.4.2
263 SubscriptionRequestType ✔ char SubcriptionRequestType indicates to the other party what type of response is expected. A snapshot request only asks for current information. A subscribe request asks for updates as the status changes. Unsubscribe will cancel any future update messages from the counter party.)
Value SymbolicName Description Added Updated Deprecated
0 Snapshot Snapshot FIX.4.2
1 SnapshotAndUpdates Snapshot + Updates (Subscribe) FIX.4.2
2 DisablePreviousSnapshot Disable previous Snapshot + Update Request (Unsubscribe) FIX.4.2
FIX.4.2
336 TradingSessionID String Identifier for Trading Session
Can be used to represent a specific market trading session (e.g. "PRE-OPEN", "CROSS_2", "AFTER-HOURS", "TOSTNET1", "TOSTNET2", etc).
Values should be bi-laterally agreed to between counterparties. 		FIX.4.2
StandardTrailer ✔ FIX.4.2

SecurityStatus (35=f)

None

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = f (lowercase) FIX.4.2
324 SecurityStatusReqID String Unique ID of a Security Status Request message. FIX.4.2
55 Symbol ✔ String Ticker symbol FIX.4.2
65 SymbolSfx String Additional information about the security (e.g. preferred, warrants, etc.). Note also see SecurityType.
Valid values:
As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory 		FIX.4.2
48 SecurityID String CUSIP or other alternate security identifier FIX.4.2
22 IDSource String 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
8 ExchangeSymbol Exchange Symbol FIX.4.2
9 ConsolidatedTapeAssociation Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format) FIX.4.2
FIX.4.2
167 SecurityType String 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
? Wildcard Wildcard entry (used on Security Definition Request message) FIX.4.2
BA BankersAcceptance Bankers Acceptance FIX.4.1
CB ConvertibleBond Convertible Bond (Note not part of ISITC spec) FIX.4.2
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
IET IOETTEMortgage Mortgage IOETTE FIX.4.2
MF MutualFund Mutual Fund FIX.4.1
MIO MortgageInterestOnly Mortgage Interest Only FIX.4.1
MPO MortgagePrincipalOnly Mortgage Principal 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.4.2
200 MaturityMonthYear MonthYear Specifiesthe month and year of maturity. Required if MaturityDay is specified. FIX.4.2
205 MaturityDay DayOfMonth Can be used in conjunction with MaturityMonthYear to specify a particular maturity date. FIX.4.2
201 PutOrCall int For Options.
Value SymbolicName Description Added Updated Deprecated
0 Put Put FIX.4.1
1 Call Call FIX.4.1
FIX.4.2
202 StrikePrice Price For Options. FIX.4.2
206 OptAttribute char For Options. FIX.4.2
231 ContractMultiplier float For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount. FIX.4.2
223 CouponRate float For Fixed Income. FIX.4.2
207 SecurityExchange Exchange Can be used to identify the security. FIX.4.2
106 Issuer String Company name of security issuer (e.g. International Business Machines) FIX.4.2
348 EncodedIssuerLen Length Must be set if EncodedIssuer field is specified and must immediately precede it. FIX.4.2
349 EncodedIssuer data Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. FIX.4.2
107 SecurityDesc String Security description. FIX.4.2
350 EncodedSecurityDescLen Length Must be set if EncodedSecurityDesc field is specified and must immediately precede it. FIX.4.2
351 EncodedSecurityDesc data Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. FIX.4.2
15 Currency Currency 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: Valid Currency Codes for information on obtaining valid values. FIX.4.2
336 TradingSessionID String Identifier for Trading Session
Can be used to represent a specific market trading session (e.g. "PRE-OPEN", "CROSS_2", "AFTER-HOURS", "TOSTNET1", "TOSTNET2", etc).
Values should be bi-laterally agreed to between counterparties. 		FIX.4.2
325 UnsolicitedIndicator Boolean Set to ‘Y’ if message is sent as a result of a subscription request not a snapshot request
Value SymbolicName Description Added Updated Deprecated
N MessageIsBeingSentAsAResultOfAPriorRequest Message is being sent as a result of a prior request FIX.4.2
Y MessageIsBeingSentUnsolicited Message is being sent unsolicited FIX.4.2
FIX.4.2
326 SecurityTradingStatus int Identifies the trading status applicable to the transaction.
Value SymbolicName Description Added Updated Deprecated
1 OpeningDelay Opening Delay FIX.4.2
10 MarketOnCloseImbalanceSell Market On Close Imbalance Sell FIX.4.2
12 NoMarketImbalance No Market Imbalance FIX.4.2
13 NoMarketOnCloseImbalance No Market On Close Imbalance FIX.4.2
14 ITSPreOpening ITS Pre-Opening FIX.4.2
15 NewPriceIndication New Price Indication FIX.4.2
16 TradeDisseminationTime Trade Dissemination Time FIX.4.2
17 ReadyToTrade Ready to trade (start of session) FIX.4.2
18 NotAvailableForTrading Not Available for trading (end of session) FIX.4.2
19 NotTradedOnThisMarket Not Traded on this Market FIX.4.2
2 TradingHalt Trading Halt FIX.4.2
20 UnknownOrInvalid Unknown or Invalid FIX.4.2
3 Resume Resume FIX.4.2
4 NoOpen No Open/No Resume FIX.4.2
5 PriceIndication Price Indication FIX.4.2
6 TradingRangeIndication Trading Range Indication FIX.4.2
7 MarketImbalanceBuy Market Imbalance Buy FIX.4.2
8 MarketImbalanceSell Market Imbalance Sell FIX.4.2
9 MarketOnCloseImbalanceBuy Market On Close Imbalance Buy FIX.4.2
FIX.4.2
291 FinancialStatus char Identifies a firm’s financial status.
Value SymbolicName Description Added Updated Deprecated
1 Bankrupt Bankrupt FIX.4.2
FIX.4.2
292 CorporateAction char Identifies the type of Corporate Action.
Value SymbolicName Description Added Updated Deprecated
A ExDividend Ex-Dividend FIX.4.2
B ExDistribution Ex-Distribution FIX.4.2
C ExRights Ex-Rights FIX.4.2
D New New FIX.4.2
E ExInterest Ex-Interest FIX.4.2
FIX.4.2
327 HaltReason char Denotes the reason for the Opening Delay or Trading Halt.
Value SymbolicName Description Added Updated Deprecated
D NewsDissemination News Dissemination FIX.4.2
E OrderInflux Order Influx FIX.4.2
I OrderImbalance Order Imbalance FIX.4.2
M AdditionalInformation Additional Information FIX.4.2
P NewsPending News Pending FIX.4.2
X EquipmentChangeover Equipment Changeover FIX.4.2
FIX.4.2
328 InViewOfCommon Boolean Indicates whether or not the halt was due to Common Stock trading being halted.
Value SymbolicName Description Added Updated Deprecated
N HaltWasNotRelatedToAHaltOfTheCommonStock Halt was not related to a halt of the common stock FIX.4.2
Y HaltWasDueToCommonStockBeingHalted Halt was due to common stock being halted FIX.4.2
FIX.4.2
329 DueToRelated Boolean Indicates whether or not the halt was due to the Related Security being halted.
Value SymbolicName Description Added Updated Deprecated
N NotRelatedToSecurityHalt Halt was not related to a halt of the related security FIX.4.2
Y RelatedToSecurityHalt Halt was due to related security being halted FIX.4.2
FIX.4.2
330 BuyVolume Qty Number of shares bought. FIX.4.2
331 SellVolume Qty Number of shares sold. FIX.4.2
332 HighPx Price Represents an indication of the high end of the price range for a security prior to the open or reopen FIX.4.2
333 LowPx Price Represents an indication of the low end of the price range for a security prior to the open or reopen FIX.4.2
31 LastPx Price Represents the last price for that security either on a Consolidated or an individual participant basis at the time it is disseminated. FIX.4.2
60 TransactTime UTCTimestamp Trade Dissemination Time FIX.4.2
334 Adjustment int Identifies the type of adjustment.
Value SymbolicName Description Added Updated Deprecated
1 Cancel Cancel FIX.4.2
2 Error Error FIX.4.2
3 Correction Correction FIX.4.2
FIX.4.2
StandardTrailer ✔ FIX.4.2

TradingSessionStatusRequest (35=g)

The Trading Session Status Request is used to request information on the status of a market.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = g (lowercase) FIX.4.2
335 TradSesReqID ✔ String Must be unique, or the ID of previous Market Data Request to disable if SubscriptionRequestType = Disable previous Snapshot + Updates Request (2). FIX.4.2
336 TradingSessionID String Trading Session for which status is being requested FIX.4.2
338 TradSesMethod int Method of trading
Value SymbolicName Description Added Updated Deprecated
1 Electronic Electronic FIX.4.2
2 OpenOutcry Open Outcry FIX.4.2
3 TwoParty Two Party FIX.4.2
FIX.4.2
339 TradSesMode int Trading Session Mode
Value SymbolicName Description Added Updated Deprecated
1 Testing Testing FIX.4.2
2 Simulated Simulated FIX.4.2
3 Production Production FIX.4.2
FIX.4.2
263 SubscriptionRequestType ✔ char Subscription Request Type
Value SymbolicName Description Added Updated Deprecated
0 Snapshot Snapshot FIX.4.2
1 SnapshotAndUpdates Snapshot + Updates (Subscribe) FIX.4.2
2 DisablePreviousSnapshot Disable previous Snapshot + Update Request (Unsubscribe) FIX.4.2
FIX.4.2
StandardTrailer ✔ FIX.4.2

TradingSessionStatus (35=h)

The Trading Session Status provides information on the status of a market.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = h (lowercase) FIX.4.2
335 TradSesReqID String Provided for a response to a specific Trading Session Status Request message (snapshot). FIX.4.2
336 TradingSessionID ✔ String Identifier for Trading Session FIX.4.2
338 TradSesMethod int Method of trading:
Value SymbolicName Description Added Updated Deprecated
1 Electronic Electronic FIX.4.2
2 OpenOutcry Open Outcry FIX.4.2
3 TwoParty Two Party FIX.4.2
FIX.4.2
339 TradSesMode int Trading Session Mode
Value SymbolicName Description Added Updated Deprecated
1 Testing Testing FIX.4.2
2 Simulated Simulated FIX.4.2
3 Production Production FIX.4.2
FIX.4.2
325 UnsolicitedIndicator Boolean ‘Y’ if message is sent unsolicited as a result of a previous subscription request.
Value SymbolicName Description Added Updated Deprecated
N MessageIsBeingSentAsAResultOfAPriorRequest Message is being sent as a result of a prior request FIX.4.2
Y MessageIsBeingSentUnsolicited Message is being sent unsolicited FIX.4.2
FIX.4.2
340 TradSesStatus ✔ int State of the trading session
Value SymbolicName Description Added Updated Deprecated
1 Halted Halted FIX.4.2
2 Open Open FIX.4.2
3 Closed Closed FIX.4.2
4 PreOpen Pre-Open FIX.4.2
5 PreClose Pre-Close FIX.4.2
FIX.4.2
341 TradSesStartTime UTCTimestamp Starting time of the trading session FIX.4.2
342 TradSesOpenTime UTCTimestamp Time of the opening of the trading session FIX.4.2
343 TradSesPreCloseTime UTCTimestamp Time of the pre-close of the trading session FIX.4.2
344 TradSesCloseTime UTCTimestamp Closing time of the trading session FIX.4.2
345 TradSesEndTime UTCTimestamp End time of the trading session FIX.4.2
387 TotalVolumeTraded Qty Total volume (quantity) traded. FIX.4.2
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.2
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.2
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.2
StandardTrailer ✔ FIX.4.2

MassQuote (35=i)

The Mass Quote message can contain quotes for multiple securities to support applications that allow for the mass quoting of an option series.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = i (lowercase) FIX.4.2
131 QuoteReqID String Required when quote is in response to a Quote Request message FIX.4.2
117 QuoteID ✔ String Unique identifier for quote FIX.4.2
301 QuoteResponseLevel int Level of Response requested from receiver of quote messages.
Value SymbolicName Description Added Updated Deprecated
0 NoAcknowledgement No Acknowledgement (Default) FIX.4.2
1 AcknowledgeOnlyNegativeOrErroneousQuotes Acknowledge only negative or erroneous quotes FIX.4.2
2 AcknowledgeEachQuoteMessage Acknowledge each quote messages FIX.4.2
FIX.4.2
293 DefBidSize Qty Default Bid Size for quote contained within this quote message – if not explicitly provided. FIX.4.2
294 DefOfferSize Qty Default Offer Size for quotes contained within this quote message – if not explicitly provided. FIX.4.2
296 NoQuoteSets ✔ int The number of sets of quotes in the message FIX.4.2
⇒302 QuoteSetID ✔ String Sequential number for the Quote Set. For a given QuoteID – assumed to start at 1. Must be the first field in the repeating group. FIX.4.2
⇒311 UnderlyingSymbol ✔ String Underlying security’s Symbol.
See Symbol field for description 		FIX.4.2
⇒312 UnderlyingSymbolSfx String Underlying security’s SymbolSfx.
See SymbolSfx field for description 		FIX.4.2
⇒309 UnderlyingSecurityID String Underlying security’s SecurityID.
See SecurityID field for description 		FIX.4.2
⇒305 UnderlyingIDSource String Underlying security’s IDSource. FIX.4.2
⇒310 UnderlyingSecurityType String Underlying security’s SecurityType. FIX.4.2
⇒313 UnderlyingMaturityMonthYear MonthYear Required if UnderlyingMaturityDay is specified. FIX.4.2
⇒314 UnderlyingMaturityDay DayOfMonth Underlying security’s MaturityDay.
See MaturityDay field for description 		FIX.4.2
⇒315 UnderlyingPutOrCall int Underlying security’s PutOrCall.
See PutOrCall field for description 		FIX.4.2
⇒316 UnderlyingStrikePrice Price Underlying security’s StrikePrice.
See StrikePrice field for description 		FIX.4.2
⇒317 UnderlyingOptAttribute char Underlying security’s OptAttribute.
See OptAttribute field for description 		FIX.4.2
⇒436 UnderlyingContractMultiplier float For Fixed Income, Convertible Bonds, Derivatives, etc. FIX.4.2
⇒435 UnderlyingCouponRate float For Fixed Income. FIX.4.2
⇒308 UnderlyingSecurityExchange Exchange Underlying security’s SecurityExchange. Can be used to identify the underlying security. FIX.4.2
⇒306 UnderlyingIssuer String Underlying security’s Issuer.
See Issuer field for description 		FIX.4.2
⇒362 EncodedUnderlyingIssuerLen Length Must be set if EncodedUnderlyingIssuer field is specified and must immediately precede it. FIX.4.2
⇒363 EncodedUnderlyingIssuer data Encoded (non-ASCII characters) representation of the UnderlyingIssuer field in the encoded format specified via the MessageEncoding field. FIX.4.2
⇒307 UnderlyingSecurityDesc String Underlying security’s SecurityDesc.
See SecurityDesc field for description 		FIX.4.2
⇒364 EncodedUnderlyingSecurityDescLen Length Must be set if EncodedUnderlyingSecurityDesc field is specified and must immediately precede it. FIX.4.2
⇒365 EncodedUnderlyingSecurityDesc data Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc field in the encoded format specified via the MessageEncoding field. FIX.4.2
⇒367 QuoteSetValidUntilTime UTCTimestamp Indicates expiration time of this particular QuoteSet (always expressed in UTC (Universal Time Coordinated, also known as "GMT") FIX.4.2
⇒304 TotQuoteEntries ✔ int Total number of quotes for the quote set across all messages. Should be the sum of all NoQuoteEntries in each message that has repeating quotes that are part of the same quote set. FIX.4.2
⇒295 NoQuoteEntries ✔ int The number of quotes for this Symbol (QuoteSet) that follow in this message. ** Nested Repeating Group follows ** FIX.4.2
⇒⇒299 QuoteEntryID ✔ String Uniquely identifies the quote as part of a QuoteSet. Must be used if NoQuoteEntries is used FIX.4.2
⇒⇒55 Symbol String Ticker symbol FIX.4.2
⇒⇒65 SymbolSfx String Additional information about the security (e.g. preferred, warrants, etc.). Note also see SecurityType.
Valid values:
As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory 		FIX.4.2
⇒⇒48 SecurityID String CUSIP or other alternate security identifier FIX.4.2
⇒⇒22 IDSource String 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
8 ExchangeSymbol Exchange Symbol FIX.4.2
9 ConsolidatedTapeAssociation Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format) FIX.4.2
FIX.4.2
⇒⇒167 SecurityType String 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
? Wildcard Wildcard entry (used on Security Definition Request message) FIX.4.2
BA BankersAcceptance Bankers Acceptance FIX.4.1
CB ConvertibleBond Convertible Bond (Note not part of ISITC spec) FIX.4.2
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
IET IOETTEMortgage Mortgage IOETTE FIX.4.2
MF MutualFund Mutual Fund FIX.4.1
MIO MortgageInterestOnly Mortgage Interest Only FIX.4.1
MPO MortgagePrincipalOnly Mortgage Principal 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.4.2
⇒⇒200 MaturityMonthYear MonthYear Specifiesthe month and year of maturity. Required if MaturityDay is specified. FIX.4.2
⇒⇒205 MaturityDay DayOfMonth Can be used in conjunction with MaturityMonthYear to specify a particular maturity date. FIX.4.2
⇒⇒201 PutOrCall int For Options.
Value SymbolicName Description Added Updated Deprecated
0 Put Put FIX.4.1
1 Call Call FIX.4.1
FIX.4.2
⇒⇒202 StrikePrice Price For Options. FIX.4.2
⇒⇒206 OptAttribute char For Options. FIX.4.2
⇒⇒231 ContractMultiplier float For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount. FIX.4.2
⇒⇒223 CouponRate float For Fixed Income. FIX.4.2
⇒⇒207 SecurityExchange Exchange Can be used to identify the security. FIX.4.2
⇒⇒106 Issuer String Company name of security issuer (e.g. International Business Machines) FIX.4.2
⇒⇒348 EncodedIssuerLen Length Must be set if EncodedIssuer field is specified and must immediately precede it. FIX.4.2
⇒⇒349 EncodedIssuer data Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. FIX.4.2
⇒⇒107 SecurityDesc String Security description. FIX.4.2
⇒⇒350 EncodedSecurityDescLen Length Must be set if EncodedSecurityDesc field is specified and must immediately precede it. FIX.4.2
⇒⇒351 EncodedSecurityDesc data Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. FIX.4.2
⇒⇒132 BidPx Price 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.4.2
⇒⇒133 OfferPx Price 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.4.2
⇒⇒134 BidSize Qty Quantity of bid
(Prior to FIX 4.2 this field was of type int) 		FIX.4.2
⇒⇒135 OfferSize Qty Quantity of offer
(Prior to FIX 4.2 this field was of type int) 		FIX.4.2
⇒⇒62 ValidUntilTime UTCTimestamp Indicates expiration time of indication message (always expressed in UTC (Universal Time Coordinated, also known as "GMT") FIX.4.2
⇒⇒188 BidSpotRate Price May be applicable for F/X quotes FIX.4.2
⇒⇒190 OfferSpotRate Price May be applicable for F/X quotes FIX.4.2
⇒⇒189 BidForwardPoints PriceOffset May be applicable for F/X quotes FIX.4.2
⇒⇒191 OfferForwardPoints PriceOffset May be applicable for F/X quotes FIX.4.2
⇒⇒60 TransactTime UTCTimestamp Time of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as "GMT") FIX.4.2
⇒⇒336 TradingSessionID String Identifier for Trading Session
Can be used to represent a specific market trading session (e.g. "PRE-OPEN", "CROSS_2", "AFTER-HOURS", "TOSTNET1", "TOSTNET2", etc).
Values should be bi-laterally agreed to between counterparties. 		FIX.4.2
⇒⇒64 FutSettDate LocalMktDate Can be used with forex quotes to specify a specific "value date" FIX.4.2
⇒⇒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
I Funari Funari (Limit Day Order with unexecuted portion handled as Market On Close. e.g. Japan) FIX.4.2
P Pegged Pegged FIX.3.0
FIX.4.2
⇒⇒193 FutSettDate2 LocalMktDate Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. FIX.4.2
⇒⇒192 OrderQty2 Qty Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. FIX.4.2
⇒⇒15 Currency Currency Can be used to specify the currency of the quoted price. FIX.4.2
StandardTrailer ✔ FIX.4.2

BusinessMessageReject (35=j)

The Business Message Reject message can reject an application-level message which fulfills session-level rules and cannot be rejected via any other means.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = j (lowercase) FIX.4.2
45 RefSeqNum int MsgSeqNum of rejected message FIX.4.2
372 RefMsgType ✔ String The MsgType of the FIX message being referenced. FIX.4.2
379 BusinessRejectRefID String The value of the business-level "ID" field on the message being referenced. Required unless the corresponding ID field (see list above) was not specified. FIX.4.2
380 BusinessRejectReason ✔ int Code to identify reason for a Business Message Reject message.
Value SymbolicName Description Added Updated Deprecated
0 Other Other FIX.4.2
1 UnknownID Unkown ID FIX.4.2
2 UnknownSecurity Unknown Security FIX.4.2
3 UnsupportedMessageType Unsupported Message Type FIX.4.2
4 ApplicationNotAvailable Application not available FIX.4.2
5 ConditionallyRequiredFieldMissing Conditionally Required Field Missing FIX.4.2
FIX.4.2
58 Text String Where possible, message to explain reason for rejection FIX.4.2
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.2
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.2
StandardTrailer ✔ FIX.4.2

BidRequest (35=k)

The BidRequest Message can be used in one of two ways depending on which market conventions are being followed.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = k (lowercase) FIX.4.2
390 BidID String Required to relate the bid response FIX.4.2
391 ClientBidID ✔ String Unique identifier for a Bid Request as assigned by institution. Uniqueness must be guaranteed within a single trading day. FIX.4.2
374 BidRequestTransType ✔ char Identifies the Bid Request message transaction type
Value SymbolicName Description Added Updated Deprecated
C Cancel Cancel FIX.4.2
N New New FIX.4.2
FIX.4.2
392 ListName String Descriptive name for list order. FIX.4.2
393 TotalNumSecurities ✔ int Total number of securities. FIX.4.2
394 BidType ✔ int e.g. "Non Disclosed", "Disclosed", No Bidding Process FIX.4.2
395 NumTickets int Total number of tickets/allocations assuming fully executed FIX.4.2
15 Currency Currency Used to represent the currency of monetary amounts. FIX.4.2
396 SideValue1 Amt Expressed in Currency FIX.4.2
397 SideValue2 Amt Expressed in Currency FIX.4.2
398 NoBidDescriptors int Used if BidType="Non Disclosed" FIX.4.2
⇒399 BidDescriptorType int Required if NoBidDescriptors > 0. Must be first field in repeating group. FIX.4.2
⇒400 BidDescriptor String BidDescriptor value. Usage depends upon BidDescriptorType. FIX.4.2
⇒401 SideValueInd int Refers to the SideValue1 or SideValue2. These are used as opposed to Buy or Sell so that the basket can be quoted either way as Buy or Sell. FIX.4.2
⇒404 LiquidityValue Amt Value between LiquidityPctLow and LiquidityPctHigh in Currency FIX.4.2
⇒441 LiquidityNumSecurities int Number of Securites between LiquidityPctLow and LiquidityPctHigh in Currency FIX.4.2
⇒402 LiquidityPctLow float Liquidity indicator or lower limit if LiquidityNumSecurities > 1 FIX.4.2
⇒403 LiquidityPctHigh float Upper liquidity indicator if LiquidityNumSecurities > 1 FIX.4.2
⇒405 EFPTrackingError float Eg Used in EFP (Exchange For Physical) trades 12% FIX.4.2
⇒406 FairValue Amt Used in EFP trades FIX.4.2
⇒407 OutsideIndexPct float Used in EFP trades FIX.4.2
⇒408 ValueOfFutures Amt Used in EFP trades FIX.4.2
420 NoBidComponents int Used if BidType="Disclosed" FIX.4.2
⇒66 ListID String Required if NoBidComponents > 0. Must be first field in repeating group. FIX.4.2
⇒54 Side char When used in request for a "Disclosed" bid indicates that bid is required on assumption that SideValue1 is Buy or Sell. SideValue2 can be derived by inference.
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 and List Order messages only) FIX.4.1
8 Cross Cross (orders where counterparty is an exchange, valid for all messages except IOIs) FIX.4.1
9 CrossShort Cross short FIX.4.2
FIX.4.2
⇒336 TradingSessionID String Indicates off-exchange type activities for Detail. FIX.4.2
⇒430 NetGrossInd int Indicates Net or Gross for selling Detail.
Value SymbolicName Description Added Updated Deprecated
1 Net Net FIX.4.2
2 Gross Gross FIX.4.2
FIX.4.2
⇒63 SettlmntTyp char Indicates order settlement period for Detail.
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.4.2
⇒64 FutSettDate LocalMktDate Specific date of trade settlement (SettlementDate) in YYYYMMDD format. Required when SettlmntTyp = 6 (Future) or SettlmntTyp = 8 (Sellers Option). (expressed in local time at place of settlement) FIX.4.2
⇒1 Account String Account mnemonic as agreed between broker and institution. FIX.4.2
409 LiquidityIndType int Code to identify the type of liquidity indicator.
Value SymbolicName Description Added Updated Deprecated
1 FiveDayMovingAverage 5 day moving average FIX.4.2
2 TwentyDayMovingAverage 20 day moving average FIX.4.2
3 NormalMarketSize Normal Market Size FIX.4.2
4 Other Other FIX.4.2
FIX.4.2
410 WtAverageLiquidity float Overall weighted average liquidity expressed as a % of average daily volume FIX.4.2
411 ExchangeForPhysical Boolean Indicates whether or not to exchange for phsyical.
Value SymbolicName Description Added Updated Deprecated
N False False FIX.4.2
Y True True FIX.4.2
FIX.4.2
412 OutMainCntryUIndex Amt % value of stocks outside main country in Currency FIX.4.2
413 CrossPercent float % of program that crosses in Currency FIX.4.2
414 ProgRptReqs int Code to identify the desired frequency of progress reports.
Value SymbolicName Description Added Updated Deprecated
1 BuySideRequests BuySide explicitly requests status using StatusRequest (Default) The sell-side firm can however, send a DONE status List Status Response in an unsolicited fashion FIX.4.2
2 SellSideSends SellSide periodically sends status using ListStatus. Period optionally specified in ProgressPeriod FIX.4.2
3 RealTimeExecutionReports Real-time execution reports (to be discouraged) FIX.4.2
FIX.4.2
415 ProgPeriodInterval int Time in minutes between each ListStatus report sent by SellSide. Zero means don’t send status. FIX.4.2
416 IncTaxInd int Net/Gross
Value SymbolicName Description Added Updated Deprecated
1 Net Net FIX.4.2
2 Gross Gross FIX.4.2
FIX.4.2
121 ForexReq Boolean Is foreign exchange required
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.4.2
417 NumBidders int Indicates the total number of bidders on the list FIX.4.2
75 TradeDate LocalMktDate Indicates date of trade referenced in this message in YYYYMMDD format. Absence of this field indicates current day (expressed in local time at place of trade). FIX.4.2
418 TradeType ✔ char Code to represent the type of trade.
Value SymbolicName Description Added Updated Deprecated
A Agency Agency FIX.4.2
G VWAPGuarantee VWAP Guarantee FIX.4.2
J GuaranteedClose Guaranteed Close FIX.4.2
R RiskTrade Risk Trade FIX.4.2
FIX.4.2
419 BasisPxType ✔ char Code to represent the basis price type.
Value SymbolicName Description Added Updated Deprecated
2 ClosingPriceAtMorningSession Closing Price at morning session FIX.4.2
3 ClosingPrice Closing Price FIX.4.2
4 CurrentPrice Current price FIX.4.2
5 SQ SQ FIX.4.2
6 VWAPThroughADay VWAP through a day FIX.4.2
7 VWAPThroughAMorningSession VWAP through a morning session FIX.4.2
8 VWAPThroughAnAfternoonSession VWAP through an afternoon session FIX.4.2
9 VWAPThroughADayExcept VWAP through a day except YORI FIX.4.2
A VWAPThroughAMorningSessionExcept VWAP through a morning session except YORI FIX.4.2
B VWAPThroughAnAfternoonSessionExcept VWAP through an afternoon session except YORI FIX.4.2
C Strike Strike FIX.4.2
D Open Open FIX.4.2
Z Others Others FIX.4.2
FIX.4.2
443 StrikeTime UTCTimestamp Used when BasisPxType = "C" FIX.4.2
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.2
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.2
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.2
StandardTrailer ✔ FIX.4.2

BidResponse (35=l)

The Bid Response message can be used in one of two ways depending on which market conventions are being followed.
In the "Non disclosed" convention the Bid Response message can be used to supply a bid based on the sector, country, index and liquidity information contained within the corresponding bid request message. See "Program/Basket/List Trading" for an example.
In the "Disclosed" convention the Bid Response message can be used to supply bids based on the List Order Detail messages sent in advance of the corresponding Bid Request message.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = l (lowercase L) FIX.4.2
390 BidID String Unique identifier for Bid Response as assigned by broker. Uniqueness must be guaranteed within a single trading day. FIX.4.2
391 ClientBidID String Unique identifier for a Bid Request as assigned by institution. Uniqueness must be guaranteed within a single trading day. FIX.4.2
420 NoBidComponents ✔ int Number of bid repeating groups FIX.4.2
⇒12 Commission ✔ Amt First element of price. Required if NoBidComponents > 0. FIX.4.2
⇒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.4.2
⇒66 ListID String 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.4.2
⇒421 Country String ISO Country Code FIX.4.2
⇒54 Side char When used in response to a "Disclosed" request indicates whether SideValue1 is Buy or Sell. SideValue2 can be derived by inference.
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 and List Order messages only) FIX.4.1
8 Cross Cross (orders where counterparty is an exchange, valid for all messages except IOIs) FIX.4.1
9 CrossShort Cross short FIX.4.2
FIX.4.2
⇒44 Price Price Second element of price FIX.4.2
⇒423 PriceType int Code to represent the price type.
Value SymbolicName Description Added Updated Deprecated
1 Percentage Percentage FIX.4.2
2 PerUnit per share (e.g. cents per share) FIX.4.2
3 FixedAmount Fixed Amount (absolute value) FIX.4.2
FIX.4.2
⇒406 FairValue Amt The difference between the value of a future and the value of the underlying equities after allowing for the discounted cash flows associated with the underlying stocks (E.g. Dividends etc). FIX.4.2
⇒430 NetGrossInd int Net/Gross
Value SymbolicName Description Added Updated Deprecated
1 Net Net FIX.4.2
2 Gross Gross FIX.4.2
FIX.4.2
⇒63 SettlmntTyp char Indicates order settlement period for Detail.
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.4.2
⇒64 FutSettDate LocalMktDate Specific date of trade settlement (SettlementDate) in YYYYMMDD format. Required when SettlmntTyp = 6 (Future) or SettlmntTyp = 8 (Sellers Option). (expressed in local time at place of settlement) FIX.4.2
⇒336 TradingSessionID String Identifier for Trading Session
Can be used to represent a specific market trading session (e.g. "PRE-OPEN", "CROSS_2", "AFTER-HOURS", "TOSTNET1", "TOSTNET2", etc).
Values should be bi-laterally agreed to between counterparties. 		FIX.4.2
⇒58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.2
⇒354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.2
⇒355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.2
StandardTrailer ✔ FIX.4.2

ListStrikePrice (35=m)

The strike price message is used to exchange strike price information for principal trades. It can also be used to exchange reference prices for agency trades.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = m (lowercase) FIX.4.2
66 ListID ✔ String 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.4.2
422 TotNoStrikes ✔ int Used to support fragmentation. Sum of NoStrikes across all messages with the same ListID. FIX.4.2
428 NoStrikes ✔ int Number of strike price entries FIX.4.2
⇒55 Symbol ✔ String Required if NoStrikes > 0. Must be first field in repeating group. FIX.4.2
⇒65 SymbolSfx String Additional information about the security (e.g. preferred, warrants, etc.). Note also see SecurityType.
Valid values:
As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory 		FIX.4.2
⇒48 SecurityID String CUSIP or other alternate security identifier FIX.4.2
⇒22 IDSource String 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
8 ExchangeSymbol Exchange Symbol FIX.4.2
9 ConsolidatedTapeAssociation Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format) FIX.4.2
FIX.4.2
⇒167 SecurityType String 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
? Wildcard Wildcard entry (used on Security Definition Request message) FIX.4.2
BA BankersAcceptance Bankers Acceptance FIX.4.1
CB ConvertibleBond Convertible Bond (Note not part of ISITC spec) FIX.4.2
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
IET IOETTEMortgage Mortgage IOETTE FIX.4.2
MF MutualFund Mutual Fund FIX.4.1
MIO MortgageInterestOnly Mortgage Interest Only FIX.4.1
MPO MortgagePrincipalOnly Mortgage Principal 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.4.2
⇒200 MaturityMonthYear MonthYear Specifiesthe month and year of maturity. Required if MaturityDay is specified. FIX.4.2
⇒205 MaturityDay DayOfMonth Can be used in conjunction with MaturityMonthYear to specify a particular maturity date. FIX.4.2
⇒201 PutOrCall int For Options.
Value SymbolicName Description Added Updated Deprecated
0 Put Put FIX.4.1
1 Call Call FIX.4.1
FIX.4.2
⇒202 StrikePrice Price For Options. FIX.4.2
⇒206 OptAttribute char For Options. FIX.4.2
⇒231 ContractMultiplier float For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount. FIX.4.2
⇒223 CouponRate float For Fixed Income. FIX.4.2
⇒207 SecurityExchange Exchange Can be used to identify the security. FIX.4.2
⇒106 Issuer String Company name of security issuer (e.g. International Business Machines) FIX.4.2
⇒348 EncodedIssuerLen Length Must be set if EncodedIssuer field is specified and must immediately precede it. FIX.4.2
⇒349 EncodedIssuer data Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. FIX.4.2
⇒107 SecurityDesc String Security description. FIX.4.2
⇒350 EncodedSecurityDescLen Length Must be set if EncodedSecurityDesc field is specified and must immediately precede it. FIX.4.2
⇒351 EncodedSecurityDesc data Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. FIX.4.2
⇒140 PrevClosePx Price Useful for verifying security identification FIX.4.2
⇒11 ClOrdID String Can use client order identifier or the symbol and side to uniquely identify the stock in the list. FIX.4.2
⇒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 and List Order messages only) FIX.4.1
8 Cross Cross (orders where counterparty is an exchange, valid for all messages except IOIs) FIX.4.1
9 CrossShort Cross short FIX.4.2
FIX.4.2
⇒44 Price ✔ Price Price per share FIX.4.2
⇒15 Currency Currency 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: Valid Currency Codes for information on obtaining valid values. FIX.4.2
⇒58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.2
⇒354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.2
⇒355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.2
StandardTrailer ✔ FIX.4.2

Components

StandardHeader

The standard FIX message header

Tag Name Reqd Type Description Added Updated Deprecated
8 BeginString ✔ String FIX.4.2 (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 ✔ String (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 QuoteStatusRequest Quote Status Request FIX.4.2
A Logon Logon FIX.2.7
B News News FIX.2.7
b MassQuoteAcknowledgement Quote Acknowledgement FIX.4.2
C Email Email FIX.2.7
c SecurityDefinitionRequest Security Definition Request FIX.4.2
D NewOrderSingle Order Single FIX.2.7
d SecurityDefinition Security Definition FIX.4.2
E NewOrderList Order List FIX.2.7
e SecurityStatusRequest Security Status Request FIX.4.2
f SecurityStatus Security Status FIX.4.2
F OrderCancelRequest Order Cancel Request FIX.2.7
G OrderCancelReplaceRequest Order Cancel/Replace Request FIX.2.7
g TradingSessionStatusRequest Trading Session Status Request FIX.4.2
H OrderStatusRequest Order Status Request FIX.2.7
h TradingSessionStatus Trading Session Status FIX.4.2
i MassQuote Mass Quote FIX.4.2
j BusinessMessageReject Business Message Reject FIX.4.2
J AllocationInstruction Allocation FIX.2.7
K ListCancelRequest List Cancel Request FIX.2.7
k BidRequest Bid Request FIX.4.2
l BidResponse Bid Response (lowercase L) FIX.4.2
L ListExecute List Execute FIX.2.7
m ListStrikePrice List Strike Price FIX.4.2
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
V MarketDataRequest Market Data Request FIX.4.2
W MarketDataSnapshotFullRefresh Market Data-Snapshot/Full Refresh FIX.4.2
X MarketDataIncrementalRefresh Market Data-Incremental Refresh FIX.4.2
Y MarketDataRequestReject Market Data Request Reject FIX.4.2
Z QuoteCancel Quote Cancel FIX.4.2
FIX.4.0
49 SenderCompID ✔ String (Always unencrypted) FIX.4.0
56 TargetCompID ✔ String (Always unencrypted) FIX.4.0
115 OnBehalfOfCompID String Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.) FIX.4.0
128 DeliverToCompID String 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 String (Can be embedded within encrypted data section.) FIX.4.0
142 SenderLocationID String Sender's LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.) FIX.4.1
57 TargetSubID String "ADMIN" reserved for administrative messages not intended for a specific user. (Can be embedded within encrypted data section.) FIX.4.0
143 TargetLocationID String Trading partner LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.) FIX.4.1
116 OnBehalfOfSubID String Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.) FIX.4.0
144 OnBehalfOfLocationID String 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 String Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.) FIX.4.0
145 DeliverToLocationID String 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 Boolean 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 Boolean 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 ✔ UTCTimestamp (Can be embedded within encrypted data section.) FIX.4.0
122 OrigSendingTime UTCTimestamp Required for message resent as a result of a ResendRequest. If data is not available set to same value as SendingTime (Can be embedded within encrypted data section.) FIX.4.0
212 XmlDataLen Length Required when specifying XmlData to identify the length of a XmlData message block. (Can be embedded within encrypted data section.) FIX.4.2
213 XmlData data Can contain a XML formatted message block (e.g. FIXML). Always immediately follows XmlDataLen field. (Can be embedded within encrypted data section.) See Appendix M – FIXML Support FIX.4.2
347 MessageEncoding String Type of message encoding (non-ASCII characters) used in a message’s "Encoded" fields. Required if any "Encoding" fields are used.
Value SymbolicName Description Added Updated Deprecated
EUC-JP EUCJP (for using EUC) FIX.4.2
ISO-2022-JP ISO2022JP (for using JIS) FIX.4.2
Shift_JIS ShiftJIS (for using SJIS) FIX.4.2
UTF-8 UTF8 (for using Unicode) FIX.4.2
FIX.4.2
369 LastMsgSeqNumProcessed int The last MsgSeqNum value received and processed. Can be specified on every message sent. Useful for detecting a backlog with a counterparty. FIX.4.2
370 OnBehalfOfSendingTime UTCTimestamp Used when a message is sent via a "hub" or "service bureau". If A sends to Q (the hub) who then sends to B via a separate FIX session, then when Q sends to B the value of this field should represent the SendingTime on the message A sent to Q. (always expressed in UTC (Universal Time Coordinated, also known as "GMT") FIX.4.2

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 ✔ String (Always unencrypted, always last field in message) FIX.4.0