FIX.4.3 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
Length int int field representing the length in bytes. Value must be positive. FIX.4.3
NumInGroup int int field representing the number of entries in a repeating group. Value must be positive. FIX.4.3
TagNum int int field representing a field's tag number when using FIX "Tag=Value" syntax. Value must be positive and may not contain leading zeros. FIX.4.3
SeqNum int int field representing a message sequence number. Value must be positive. FIX.4.3
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. Note that float values may contain leading zeros (e.g. "00023.23" = "23.23") and may contain or omit trailing zeros after the decimal point (e.g. "23.0" = "23.0000" = "23"). FIX.2.7
Qty float float field capable of storing either a whole number (no decimal places) of "shares" (securities denominated in whole units) or a decimal value containing decimal places for non-share quantity asset classes (securities denominated in fractional units). FIX.4.2
Price float float field representing a price. Note the number of decimal places may vary. FIX.4.2
PriceOffset float float field 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
Percentage float float field representing a percentage (e.g. 0.05 represents 5% and 0.9525 represents 95.25%). Note the number of decimal places may vary. FIX.4.3
char Single character value, can include any alphanumeric character or punctuation except the delimiter. All char fields are case sensitive (i.e. m != M). FIX.2.7
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 values FIX.4.2
Country String String field representing a country using ISO 3166 Country code (2 character) values (see Appendix 6-B). FIX.4.3
Currency String String field representing a currency type using ISO 4217 Currency code (3 character) values (see Appendix 6-A). FIX.4.2
Exchange String string field representing a market or exchange using ISO 10383 Market Identifier Code (MIC) values (see Appendix 6-C). FIX.4.2
MonthYear String String field representing month of a year in YYYYMM format. Valid values: YYYY = 0000-9999, MM = 01-12. FIX.4.1
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 = 00-60 (60 only if UTC leap second) (without milliseconds).
* YYYY = 0000-9999, MM = 01-12, DD = 01-31, HH = 00-23, MM = 00-59, SS = 00-60 (60 only if UTC leap second), 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 = 00-60 (60 only if UTC leap second), SS = 00-59. (without milliseconds)
* HH = 00-23, MM = 00-59, SS = 00-60 (60 only if UTC leap second), 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 String 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

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
X Cross Cross FIX.2.7
T Trade Trade FIX.2.7
FIX.2.7
5 AdvTransType String Identifies advertisement message transaction type
Value SymbolicName Description Added Updated Deprecated
N New New FIX.2.7
C Cancel Cancel 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
6 PointsPerBondOrContract per bond FIX.4.3
1 PerUnit per share FIX.2.7
2 Percent percentage FIX.2.7
3 Absolute absolute FIX.2.7
5 PercentageWaivedEnhancedUnits (for CIV buy orders) percentage waived enhanced units FIX.4.3
4 PercentageWaivedCashDiscount (for CIV buy orders) percentage waived cash discount FIX.4.3
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
Y TryToStop TryToStop FIX.4.3
M MidPricePeg MidPrcPeg FIX.3.0
P MarketPeg MarkPeg FIX.3.0
Q CancelOnSystemFailure CancelOnSysFail FIX.4.3
R PrimaryPeg PrimPeg FIX.3.0
S Suspend Suspend FIX.3.0
U CustomerDisplayInstruction CustDispInst FIX.4.1
V Netting Netting FIX.4.1
W PegToVWAP PegVWAP FIX.4.2
X TradeAlong TradeAlong FIX.4.3
D PercentOfVolume PercVol FIX.2.7
0 StayOnOfferSide StayOffer FIX.2.7
2 Work Work FIX.2.7
4 OverTheDay OverDay FIX.2.7
5 Held Held FIX.2.7
6 ParticipateDoNotInitiate PartNotInit FIX.2.7
7 StrictScale StrictScale FIX.2.7
8 TryToScale TryToScale FIX.2.7
9 StayOnBidSide StayBid FIX.2.7
A NoCross NoCross FIX.2.7
O OpeningPeg OpenPeg FIX.3.0
C CallFirst CallFirst FIX.2.7
N NonNegotiable NonNego FIX.3.0
E DoNotIncrease DNI FIX.2.7
F DoNotReduce DNR FIX.2.7
G AllOrNone AON FIX.2.7
H ReinstateOnSystemFailure RestateOnSysFail FIX.4.3
I InstitutionsOnly InstitOnly FIX.3.0
J ReinstateOnTradingHalt RestateOnTradingHalt FIX.4.3
K CancelOnTradingHalt CancelOnTradingHalt FIX.4.3
L LastPeg LastPeg FIX.3.0
3 GoAlong GoAlong FIX.2.7
B OKToCross OkCross FIX.2.7
1 NotHeld NotHeld FIX.2.7
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
1 Cancel Cancel FIX.2.7
0 New New FIX.2.7
3 Status Status FIX.2.7
2 Correct Correct 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
E Sicovam Sicovam FIX.4.3
2 SEDOL SEDOL FIX.2.7
1 CUSIP CUSIP FIX.2.7
3 QUIK QUIK FIX.2.7
F Belgian Belgian FIX.4.3
D Valoren Valoren FIX.4.3
C Dutch Dutch FIX.4.3
B Wertpapier Wertpapier FIX.4.3
A BloombergSymbol Bloomberg Symbol FIX.4.3
9 ConsolidatedTapeAssociation Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format) FIX.4.2
8 ExchangeSymbol Exchange Symbol FIX.4.2
7 ISOCountryCode ISO Country Code FIX.4.1
6 ISOCurrencyCode ISO Currency Code FIX.4.1
5 RICCode RIC code FIX.3.0
4 ISINNumber ISIN number FIX.3.0
G Common Common (Clearstream and Euroclear) FIX.4.3
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
M Medium Medium FIX.2.7
H High High FIX.2.7
L Low Low 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
4 Principal Principal FIX.2.7
3 CrossAsPrincipal Cross as principal FIX.2.7
1 Agent Agent FIX.2.7
2 CrossAsAgent Cross as agent 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
AA DerivativeSecurityList Derivative Security List FIX.4.3
AB NewOrderMultileg New Order - Multileg FIX.4.3
AC MultilegOrderCancelReplace Multileg Order Cancel/Replace (a.k.a. Multileg Order Modification Request) FIX.4.3
AD TradeCaptureReportRequest Trade Capture Report Request FIX.4.3
AE TradeCaptureReport Trade Capture Report FIX.4.3
AF OrderMassStatusRequest Order Mass Status Request FIX.4.3
AG QuoteRequestReject Quote Request Reject FIX.4.3
AH RFQRequest RFQ Request FIX.4.3
AI QuoteStatusReport Quote Status Report FIX.4.3
b MassQuoteAcknowledgement Mass Quote Acknowledgement FIX.4.2
B News News FIX.2.7
c SecurityDefinitionRequest Security Definition Request FIX.4.2
C Email Email FIX.2.7
d SecurityDefinition Security Definition FIX.4.2
D NewOrderSingle Order Single FIX.2.7
e SecurityStatusRequest Security Status Request FIX.4.2
E NewOrderList Order List FIX.2.7
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 TradingSessionStatus Trading Session Status FIX.4.2
H OrderStatusRequest Order Status Request FIX.2.7
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
n XMLNonFIX XML message (e.g. non-FIX MsgType) FIX.4.3
o RegistrationInstructions Registration Instructions FIX.4.3
P AllocationInstructionAck Allocation ACK FIX.2.7
p RegistrationInstructionsResponse Registration Instructions Response FIX.4.3
q OrderMassCancelRequest Order Mass Cancel Request FIX.4.3
Q DontKnowTrade Dont Know Trade (DK) FIX.4.0
r OrderMassCancelReport Order Mass Cancel Report FIX.4.3
R QuoteRequest Quote Request FIX.4.0
s NewOrderCross New Order - Cross FIX.4.3
S Quote Quote FIX.4.0
t CrossOrderCancelReplaceRequest Cross Order Cancel/Replace Request (a.k.a. Cross Order Modification Request) FIX.4.3
T SettlementInstructions Settlement Instructions FIX.4.1
u CrossOrderCancelRequest Cross Order Cancel Request FIX.4.3
v SecurityTypeRequest Security Type Request FIX.4.3
V MarketDataRequest Market Data Request FIX.4.2
w SecurityTypes Security Types FIX.4.3
W MarketDataSnapshotFullRefresh Market Data-Snapshot/Full Refresh FIX.4.2
x SecurityListRequest Security List Request FIX.4.3
X MarketDataIncrementalRefresh Market Data-Incremental Refresh FIX.4.2
y SecurityList Security List FIX.4.3
Y MarketDataRequestReject Market Data Request Reject FIX.4.2
z DerivativeSecurityListRequest Derivative Security List Request FIX.4.3
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
5 Replaced Replaced (Removed/Replaced) FIX.4.4EP35
2 Filled Filled FIX.2.7
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
3 DoneForDay Done for day FIX.2.7
4 Canceled Canceled FIX.2.7
FIX.2.7
40 OrdType char Order type.
Value SymbolicName Description Added Updated Deprecated
D PreviouslyQuoted Previously quoted FIX.4.0
2 Limit Limit FIX.2.7
3 Stop Stop FIX.2.7
4 StopLimit Stop limit FIX.2.7
5 MarketOnClose Market on close (Deprecated) 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 (Deprecated) FIX.2.7
1 Market Market FIX.2.7
C ForexMarket Forex - Market (Deprecated) FIX.4.0
F ForexLimit Forex - Limit (Deprecated) FIX.4.1
E PreviouslyIndicated Previously indicated FIX.4.0
G ForexSwap Forex - Swap FIX.4.1
I Funari Funari (Limit Day Order with unexecuted portion handled as Market On Close. e.g. Japan) FIX.4.2
J MarketIfTouched Market If Touched (MIT) FIX.4.3
K MarketWithLeftOverAsLimit Market with Leftover as Limit (market order then unexecuted quantity becomes limit order at last price) FIX.4.3
L PreviousFundValuationPoint Previous Fund Valuation Point (Historic pricing) (for CIV) FIX.4.3
M NextFundValuationPoint Next Fund Valuation Point (Forward pricing) (for CIV) FIX.4.3
P Pegged Pegged FIX.3.0
B LimitOnClose Limit on close (Deprecated) FIX.2.7
H ForexPreviouslyQuoted Forex - Previously Quoted (Deprecated) FIX.4.1
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
N AgentForOtherMember Program Order, non-index arb, for other member FIX.2.7
B ShortExemptTransactionAType Short exempt transaction (refer to A type) FIX.4.1
D ProgramOrderMember Program Order, index arb, for Member firm/org FIX.2.7
E ShortExemptTransactionForPrincipal Short Exempt Transaction for Principal (was incorrectly identified in the FIX spec as 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
M ProgramOrderOtherMember Program Order, index arb, for other member FIX.2.7
A AgencySingleOrder Agency single order FIX.2.7
O ProprietaryTransactionAffiliated Proprietary transactions for competing market-maker that is affiliated with the clearing member (was incorrectly identified in the FIX spec as Competing dealer trades) FIX.4.1
P Principal Principal FIX.4.1
R TransactionNonMember Transactions for the account of a non-member competing market maker (was incorrectly identified in the FIX spec as Competing dealer trades) FIX.4.1
S SpecialistTrades Specialist trades FIX.4.1
T TransactionUnaffiliatedMember Transactions for the account of an unaffiliated members competing market maker (was incorrectly identified in the FIX spec as 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
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
C ProprietaryNonAlgo Program Order, non-index arb, for Member firm/org FIX.2.7
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
6 SellShortExempt Sell short exempt FIX.2.7
B AsDefined As Defined (for use with multileg instruments) FIX.4.3
C Opposite Opposite (for use with multileg instruments) FIX.4.3
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
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
A CrossShortExempt Cross short exempt FIX.4.3
5 SellShort Sell short FIX.2.7
7 Undisclosed Undisclosed (valid for IOI and List Order messages only) FIX.4.1
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
7 AtTheClose At the Close FIX.4.3
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
1 Flash Flash FIX.2.7
2 Background Background FIX.2.7
0 Normal Normal 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
5 TPlus4 T+4 FIX.2.7
A T1 T+1 FIX.4.3
6 Future Future FIX.2.7
3 TPlus2 T+2 FIX.2.7
2 NextDay Next Day FIX.2.7
8 SellersOption Sellers Option FIX.2.7
1 Cash Cash FIX.2.7
7 WhenAndIfIssued When And If Issued FIX.2.7
0 Regular Regular FIX.2.7
9 TPlus5 T+ 5 FIX.3.0
4 TPlus3 T+3 FIX.2.7
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
5 CalculatedWithoutPreliminary Calculated without Preliminary (sent unsolicited by broker, includes MiscFees and NetMoney) (Removed/Replaced) FIX.4.2
4 Calculated Calculated (includes MiscFees and NetMoney) (Removed/Replaced) FIX.4.1
3 Preliminary Preliminary (without MiscFees and NetMoney) (Removed/Replaced) FIX.4.1
2 Cancel Cancel FIX.2.7
1 Replace Replace FIX.2.7
0 New New FIX.2.7
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
F FIFO FIFO FIX.4.3
R Rolled Rolled FIX.4.3
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
6 PlanSponsor plan sponsor FIX.4.0
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
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
1 BlockLevelReject rejected FIX.2.7
2 AccountLevelReject partial accept FIX.2.7
3 Received received (received, not yet processed) FIX.4.0
0 Accepted accepted (successfully processed) FIX.2.7
FIX.2.7
88 AllocRejCode int Identifies reason for rejection.
Value SymbolicName Description Added Updated Deprecated
0 UnknownAccount unknown account(s) FIX.2.7
6 UnknownListID unknown ListID FIX.2.7
3 UnknownExecutingBrokerMnemonic unknown executing broker mnemonic FIX.2.7
5 UnknownOrderID unknown OrderID FIX.2.7
7 OtherSeeText other FIX.2.7
4 CommissionDifference commission difference FIX.2.7
1 IncorrectQuantity incorrect quantity FIX.2.7
2 IncorrectAveragegPrice incorrect average price 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
2 DES DES (ECB mode) FIX.2.7
6 PEM PEM/DES-MD5 (see app note on FIX web site) FIX.4.0
5 PGPDESMD5 PGP/DES-MD5 (see app note on FIX web site) FIX.4.0
3 PKCSDES PKCS/DES (proprietary) FIX.2.7
0 None None / other FIX.2.7
1 PKCS PKCS (proprietary) FIX.2.7
4 PGPDES PGP/DES (defunct) FIX.3.0
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
1 UnknownOrder Unknown order FIX.2.7
0 TooLateToCancel Too late to cancel FIX.2.7
6 DuplicateClOrdID Duplicate ClOrdID received FIX.4.3
5 OrigOrdModTime OrigOrdModTime did not match last TransactTime of order FIX.4.3
4 UnableToProcessOrderMassCancelRequest Unable to process Order Mass Cancel Request FIX.4.3
3 OrderAlreadyInPendingStatus Order already in Pending Cancel or Pending Replace status FIX.4.2
2 BrokerCredit Broker / Exchange Option FIX.4.2
FIX.2.7
103 OrdRejReason int Code to identify reason for order rejection.
Value SymbolicName Description Added Updated Deprecated
2 ExchangeClosed Exchange closed FIX.2.7
1 UnknownSymbol Unknown symbol 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
7 DuplicateOfAVerballyCommunicatedOrder Duplicate of a verbally communicated order FIX.4.2
9 TradeAlongRequired Trade Along required FIX.4.3
10 InvalidInvestorID Invalid Investor ID FIX.4.3
6 DuplicateOrder Duplicate Order (e.g. dupe ClOrdID) FIX.4.1
11 UnsupportedOrderCharacteristic Unsupported order characteristic FIX.4.3
12 SurveillenceOption Surveillence Option FIX.4.3
0 BrokerCredit Broker / Exchange option FIX.2.7
8 StaleOrder Stale Order FIX.4.2
FIX.2.7
104 IOIQualifier char Code to qualify IOI use.
Value SymbolicName Description Added Updated Deprecated
O AtTheOpen At the open FIX.3.0
X CrossingOpportunity Crossing opportunity FIX.3.0
W Indication Indication - Working away FIX.3.0
V Versus Versus FIX.3.0
T ThroughTheDay Through the day FIX.3.0
S PortfolioShown Portfolio shown FIX.3.0
R ReadyToTrade Ready to trade FIX.4.2
A AllOrNone All or none FIX.3.0
P TakingAPosition Taking a position FIX.3.0
M MoreBehind More behind FIX.3.0
L Limit Limit FIX.3.0
I InTouchWith In touch with FIX.3.0
D VWAP VWAP (Volume Weighted Avg Price) FIX.4.3
C AtTheClose At the close (around/not held to close) FIX.3.0
B MarketOnClose Market On Close (MOC) (held to close) FIX.4.3
Q AtTheMarket At the Market (previously called Current Quote) 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
Y ReceiverReports Indicates that party receiving message must report trade FIX.3.0
N SenderReports Indicates that party sending message will 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
Y Yes Indicates the broker is responsible for locating the stock FIX.4.0
N No Indicates the broker is not required to locate 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
Y ExecuteForexAfterSecurityTrade Execute Forex after security trade FIX.4.0
N DoNotExecuteForexAfterSecurityTrade Do not 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
Y GapFillMessage Gap Fill message, MsgSeqNum field valid FIX.4.0
N SequenceReset Sequence Reset, ignore MsgSeqNum 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
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
A UnknownSymbol Unknown symbol 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
Y Natural Natural FIX.4.0
N NotNatural Not 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
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
1 Regulatory Regulatory (e.g. SEC) FIX.4.0
2 Tax Tax FIX.4.0
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
Y Yes Yes, reset sequence numbers FIX.4.1
N No No 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
6 PendingCancel Pending Cancel (e.g. result of Order Cancel Request) FIX.4.1
0 New New FIX.4.1
1 PartialFill Partial fill (Replaced) FIX.4.1
2 Fill Fill (Replaced) FIX.4.1
4 Canceled Canceled FIX.4.1
5 Replaced Replace 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
F Trade Trade (partial fill or fill) FIX.4.3
G TradeCorrect Trade Correct (formerly an ExecTransType) FIX.4.3
H TradeCancel Trade Cancel (formerly an ExecTransType) FIX.4.3
I OrderStatus Order Status (formerly an ExecTransType) FIX.4.3
3 DoneForDay Done for day FIX.4.1
7 Stopped Stopped FIX.4.1
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.
Value SymbolicName Description Added Updated Deprecated
D Divide Divide FIX.4.4EP38
M Multiply Multiply FIX.4.4EP38
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
4 SpecificOrderForASingleAccount Specific Order for a single account (for CIV) FIX.4.3
3 SpecificAllocationAccountStanding Specific Allocation Account Standing FIX.4.1
1 StandingInstructionsProvided Standing Instructions Provided FIX.4.1
2 SpecificAllocationAccountOverriding Specific Allocation Account Overriding 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
N New New FIX.4.1
R Replace Replace FIX.4.1
C Cancel Cancel 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
2 Institution Institutions Instructions FIX.4.1
3 Investor Investor (e.g. CIV use) FIX.4.3
1 BrokerCredit Brokers Instructions FIX.4.1
FIX.4.1
166 SettlLocation String Identifies Settlement Depository or Country Code (ISITC spec)
Value SymbolicName Description Added Updated Deprecated
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
EUR EuroClear Euroclear FIX.4.1
DTC DepositoryTrustCompany Depository Trust Company FIX.4.1
CED CEDEL CEDEL 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
CP CommercialPaper Commercial Paper FIX.4.1
VRDN VariableRateDemandNote Variable Rate Demand Note FIX.4.3
PZFJ PlazosFijos Plazos Fijos FIX.4.3
PN PromissoryNote Promissory Note FIX.4.3
ONITE Overnight Overnight FIX.4.3
MTN MediumTermNotes Medium Term Notes FIX.4.3
TECP TaxExemptCommercialPaper Tax Exempt Commercial Paper FIX.4.3
AMENDED Amended Amended & Restated FIX.4.3
BRIDGE BridgeLoan Bridge Loan FIX.4.3
LOFC LetterOfCredit Letter of Credit FIX.4.3
SWING SwingLineFacility Swing Line Facility FIX.4.3
DINP DebtorInPossession Debtor in Possession FIX.4.3
DEFLTED Defaulted Defaulted FIX.4.3
WITHDRN Withdrawn Withdrawn FIX.4.3
LQN LiquidityNote Liquidity Note FIX.4.3
MATURED Matured Matured FIX.4.3
DN DepositNotes Deposit Notes FIX.4.3
RETIRED Retired Retired FIX.4.3
BA BankersAcceptance Bankers Acceptance FIX.4.1
BN BankNotes Bank Notes FIX.4.3
BOX BillOfExchanges Bill of Exchanges FIX.4.3
CD CertificateOfDeposit Certificate of Deposit FIX.4.1
CL CallLoans Call Loans FIX.4.3
REPLACD Replaced Replaced FIX.4.3
MT MandatoryTender Mandatory Tender FIX.4.3
RVLVTRM Revolver Revolver/Term Loan FIX.4.3
MPP MortgagePrivatePlacement Mortgage Private Placement FIX.4.1
STN ShortTermLoanNote Short Term Loan Note FIX.4.3
MPT MiscellaneousPassThrough Miscellaneous Pass-through FIX.4.1
TBA ToBeAnnounced To be Announced FIX.4.3
AN OtherAnticipationNotes Other Anticipation Notes BAN, GAN, etc. FIX.4.3
MIO MortgageInterestOnly Mortgage Interest Only FIX.4.1
COFP CertificateOfParticipation Certificate of Participation FIX.4.3
MBS MortgageBackedSecurities Mortgage-backed Securities FIX.4.3
REV RevenueBonds Revenue Bonds FIX.4.3
SPCLA SpecialAssessment Special Assessment FIX.4.3
SPCLO SpecialObligation Special Obligation FIX.4.3
SPCLT SpecialTax Special Tax FIX.4.3
TAN TaxAnticipationNote Tax Anticipation Note FIX.4.3
TAXA TaxAllocation Tax Allocation FIX.4.3
COFO CertificateOfObligation Certificate of Obligation FIX.4.3
TD TimeDeposit Time Deposit FIX.4.1
GO GeneralObligationBonds General Obligation Bonds FIX.4.3
? Wildcard Wildcard entry (used on Security Definition Request message) FIX.4.2
WAR Warrant Warrant FIX.4.1
MF MutualFund Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle) FIX.4.1
MLEG MultilegInstrument Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.) FIX.4.3
TRAN TaxRevenueAnticipationNote Tax & Revenue Anticipation Note FIX.4.3
MPO MortgagePrincipalOnly Mortgage Principal Only FIX.4.1
RP RepurchaseAgreement Repurchase Agreement FIX.4.1
NONE NoSecurityType No Security Type FIX.4.1
XCN ExtendedCommNote Extended Comm Note FIX.4.3
POOL AgencyPools Agency Pools FIX.4.3
ABS AssetBackedSecurities Asset-backed Securities FIX.4.3
CMBS Corp Corp. Mortgage-backed Securities FIX.4.3
CMO CollateralizedMortgageObligation Collateralized Mortgage Obligation FIX.4.1
IET IOETTEMortgage IOETTE Mortgage FIX.4.2
RVRP ReverseRepurchaseAgreement Reverse Repurchase Agreement FIX.4.1
FOR ForeignExchangeContract Foreign Exchange Contract FIX.4.1
RAN RevenueAnticipationNote Revenue Anticipation Note FIX.4.3
RVLV RevolverLoan Revolver Loan FIX.4.3
FAC FederalAgencyCoupon Federal Agency Coupon FIX.4.3
FADN FederalAgencyDiscountNote Federal Agency Discount Note FIX.4.3
PEF PrivateExportFunding Private Export Funding FIX.4.3
CORP CorporateBond Corporate Bond FIX.4.1
CPP CorporatePrivatePlacement Corporate Private Placement FIX.4.1
CB ConvertibleBond Convertible Bond FIX.4.2
DUAL DualCurrency Dual Currency FIX.4.3
XLINKD IndexedLinked Indexed Linked FIX.4.3
YANK YankeeCorporateBond Yankee Corporate Bond FIX.4.3
CS CommonStock Common Stock FIX.4.1
PS PreferredStock Preferred Stock FIX.4.1
BRADY BradyBond Brady Bond FIX.4.3
TBOND USTreasuryBond US Treasury Bond FIX.4.3
TINT InterestStripFromAnyBondOrNote Interest strip from any bond or note FIX.4.3
TIPS TreasuryInflationProtectedSecurities Treasury Inflation Protected Securities FIX.4.3
TCAL PrincipalStripOfACallableBondOrNote Principal strip of a callable bond or note FIX.4.3
TPRN PrincipalStripFromANonCallableBondOrNote Principal strip from a non-callable bond or note FIX.4.3
UST USTreasuryNoteOld US Treasury Note/Bond FIX.4.3
USTB USTreasuryBillOld US Treasury Bill FIX.4.1
TERM TermLoan Term Loan FIX.4.3
STRUCT StructuredNotes Structured Notes FIX.4.3
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
3 AGlobalCustodian A Global Custodian (StandInstDbName must be provided) FIX.4.1
2 ThomsonALERT Thomson ALERT 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
Value SymbolicName Description Added Updated Deprecated
1 Free Free FIX.4.4EP35
0 Versus Versus Payment FIX.4.4EP35
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
1 Uncovered Uncovered FIX.4.1
0 Covered Covered 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
3 ForwardAndMatch Forward and Match FIX.4.1
2 Forward Forward FIX.4.1
1 Match 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
5 OLD10 OLD-10 FIX.4.2
1 CURVE CURVE FIX.4.2
2 FiveYR 5-YR FIX.4.2
4 TenYR 10-YR 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
3 OLD5 OLD-5 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
1 SnapshotAndUpdates Snapshot + Updates (Subscribe) FIX.4.2
2 DisablePreviousSnapshot Disable previous Snapshot + Update Request (Unsubscribe) FIX.4.2
0 Snapshot Snapshot 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
Y BookEntriesToBeAggregated one book entry per side per price FIX.4.4EP34
N BookEntriesShouldNotBeAggregated Multiple entries per side per price allowed 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
7 TradingSessionHighPrice Trading Session High Price FIX.4.2
1 Offer Offer FIX.4.2
A Imbalance Imbalance FIX.4.3
9 TradingSessionVWAPPrice Trading Session VWAP Price FIX.4.2
8 TradingSessionLowPrice Trading Session Low Price FIX.4.2
5 ClosingPrice Closing Price FIX.4.2
4 OpeningPrice Opening Price FIX.4.2
0 Bid Bid FIX.4.2
2 Trade Trade FIX.4.2
3 IndexValue Index Value FIX.4.2
6 SettlementPrice Settlement 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
E Locked Locked FIX.4.2
I NonFirm Non-Firm FIX.4.2
H FastTrading Fast Trading FIX.4.2
F Crossed Crossed FIX.4.2
D ConsolidatedBest Consolidated Best FIX.4.2
C ExchangeBest Exchange Best FIX.4.2
B Closed Closed / Inactive FIX.4.2
A Open Open / Active FIX.4.2
G Depth Depth FIX.4.2
FIX.4.2
277 TradeCondition MultipleValueString Space-delimited list of conditions describing a trade
Value SymbolicName Description Added Updated Deprecated
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
B AveragePriceTrade Average Price Trade FIX.4.2
M Sold Sold (out of sequence) FIX.4.2
H Rule155Trade Rule 155 Trade (Amex) FIX.4.2
N StoppedStock Stopped Stock (guarantee of price but does not execute the order) FIX.4.2
P ImbalanceMoreBuyers Imbalance More Buyers (Cannot be used in combination with Q) FIX.4.3
Q ImbalanceMoreSellers Imbalance More Sellers (Cannot be used in combination with P) FIX.4.3
R OpeningPrice Opening Price FIX.4.3
I SoldLast Sold Last (late reporting) FIX.4.2
A Cash Cash (only) Market FIX.4.2
C CashTrade Cash Trade (same day clearing) 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
D NextDay Next Day (only) Market 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
7 UnsupportedAggregatedBook Unsupported AggregatedBook FIX.4.2
1 DuplicateMDReqID Duplicate MDReqID FIX.4.2
C UnsupportedMDImplicitDelete Unsupported MDImplicitDelete FIX.4.3
B UnsupportedOpenCloseSettleFlag Unsupported OpenCloseSettleFlag FIX.4.3
A UnsupportedScope Unsupported Scope FIX.4.3
9 UnsupportedTradingSessionID Unsupported TradingSessionID FIX.4.3
8 UnsupportedMDEntryType Unsupported MDEntryType FIX.4.2
6 UnsupportedMDUpdateType Unsupported MDUpdateType FIX.4.2
5 UnsupportedMarketDepth Unsupported MarketDepth FIX.4.2
4 UnsupportedSubscriptionRequestType Unsupported SubscriptionRequestType FIX.4.2
2 InsufficientBandwidth Insufficient Bandwidth FIX.4.2
0 UnknownSymbol Unknown symbol FIX.4.2
3 InsufficientPermissions Insufficient Permissions 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
1 SessionOpen Session Open / Close / Settlement price FIX.4.2
2 DeliverySettlementEntry Delivery Settlement price FIX.4.2
3 ExpectedEntry Expected price FIX.4.3
4 EntryFromPreviousBusinessDay Price from previous business day FIX.4.3
0 DailyOpen Daily Open / Close / 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
2 PendingDelisting Pending delisting FIX.4.3
FIX.4.2
292 CorporateAction char Identifies the type of Corporate Action.
Value SymbolicName Description Added Updated Deprecated
B ExDistribution Ex-Distribution FIX.4.2
E ExInterest Ex-Interest FIX.4.2
C ExRights Ex-Rights FIX.4.2
A ExDividend Ex-Dividend FIX.4.2
D New New 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
6 RemovedFromMarket Removed from Market FIX.4.3
1 CancelForSymbol Canceled for Symbol(s) FIX.4.2
10 Pending Pending FIX.4.3
9 QuoteNotFound Quote Not Found FIX.4.3
8 Query Query FIX.4.3
7 Expired Expired FIX.4.3
5 Rejected Rejected FIX.4.2
4 CanceledAll Canceled All FIX.4.2
3 CanceledForUnderlying Canceled for Underlying FIX.4.2
2 CanceledForSecurityType Canceled for Security Type(s) FIX.4.2
0 Accepted Accepted FIX.4.2
FIX.4.2
298 QuoteCancelType int Identifies the type of quote cancel.
Value SymbolicName Description Added Updated Deprecated
4 CancelAllQuotes Cancel All Quotes FIX.4.2
2 CancelForSecurityType Cancel for Security Type(s) FIX.4.2
1 CancelForOneOrMoreSecurities Cancel for Symbol(s) FIX.4.2
3 CancelForUnderlyingSecurity Cancel for Underlying Symbol 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
9 NotAuthorizedToQuoteSecurity Not authorized to quote security FIX.4.2
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
FIX.4.2
301 QuoteResponseLevel int Level of Response requested from receiver of quote messages.
Value SymbolicName Description Added Updated Deprecated
1 AcknowledgeOnlyNegativeOrErroneousQuotes Acknowledge only negative or erroneous quotes FIX.4.2
0 NoAcknowledgement No Acknowledgement (Default) 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
2 Automatic Automatic FIX.4.2
1 Manual Manual 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. If 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
5 RejectSecurityProposal Reject security proposal FIX.4.2
1 AcceptAsIs Accept security proposal as is FIX.4.2
6 CannotMatchSelectionCriteria Can not match selection criteria FIX.4.2
2 AcceptWithRevisions Accept security proposal with revisions as indicated in the message FIX.4.2
4 ListOfSecuritiesReturnedPerRequest List of securities returned per request FIX.4.2
3 ListOfSecurityTypesReturnedPerRequest List of security types returned per request 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
Y MessageIsBeingSentUnsolicited Message is being sent unsolicited FIX.4.2
N MessageIsBeingSentAsAResultOfAPriorRequest Message is being sent as a result of a prior request FIX.4.2
FIX.4.2
326 SecurityTradingStatus int Identifies the trading status applicable to the transaction.
Value SymbolicName Description Added Updated Deprecated
20 UnknownOrInvalid Unknown or Invalid 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
19 NotTradedOnThisMarket Not Traded on this Market FIX.4.2
22 OpeningRotation Opening Rotation FIX.4.3
21 PreOpen Pre-Open FIX.4.3
12 NoMarketImbalance No Market Imbalance FIX.4.2
18 NotAvailableForTrading Not Available for trading (end of session) FIX.4.2
10 MarketOnCloseImbalanceSell Market On Close Imbalance Sell FIX.4.2
9 MarketOnCloseImbalanceBuy Market On Close Imbalance Buy FIX.4.2
8 MarketImbalanceSell Market Imbalance Sell FIX.4.2
7 MarketImbalanceBuy Market Imbalance Buy FIX.4.2
6 TradingRangeIndication Trading Range Indication FIX.4.2
5 PriceIndication Price Indication FIX.4.2
4 NoOpen No Open/No Resume FIX.4.2
3 Resume Resume FIX.4.2
1 OpeningDelay Opening Delay FIX.4.2
2 TradingHalt Trading Halt FIX.4.2
23 FastMarket Fast Market FIX.4.3
FIX.4.2
327 HaltReason char Denotes the reason for the Opening Delay or Trading Halt.
Value SymbolicName Description Added Updated Deprecated
X EquipmentChangeover Equipment Changeover FIX.4.2
M AdditionalInformation Additional Information FIX.4.2
E OrderInflux Order Influx FIX.4.2
P NewsPending News Pending FIX.4.2
I OrderImbalance Order Imbalance FIX.4.2
D NewsDissemination News Dissemination 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
Y HaltWasDueToCommonStockBeingHalted Halt was due to common stock being halted FIX.4.2
N HaltWasNotRelatedToAHaltOfTheCommonStock Halt was not related to a halt of the common stock 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
Y RelatedToSecurityHalt Halt was due to related security being halted FIX.4.2
N NotRelatedToSecurityHalt Halt was not related to a halt of the related security 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
3 TwoParty Two Party FIX.4.2
1 Electronic Electronic FIX.4.2
2 OpenOutcry Open Outcry FIX.4.2
FIX.4.2
339 TradSesMode int Trading Session Mode
Value SymbolicName Description Added Updated Deprecated
3 Production Production FIX.4.2
1 Testing Testing FIX.4.2
2 Simulated Simulated FIX.4.2
FIX.4.2
340 TradSesStatus int State of the trading session.
Value SymbolicName Description Added Updated Deprecated
5 PreClose Pre-Close FIX.4.2
6 RequestRejected Request Rejected FIX.4.3
4 PreOpen Pre-Open FIX.4.2
3 Closed Closed FIX.4.2
2 Open Open FIX.4.2
1 Halted Halted FIX.4.2
0 Unknown Unknown FIX.4.3
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
UTF-8 UTF8 (for using Unicode) FIX.4.2
ISO-2022-JP ISO2022JP (for using JIS) FIX.4.2
EUC-JP EUCJP (for using EUC) FIX.4.2
Shift_JIS ShiftJIS (for using SJIS) 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: 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
12 XMLValidationError XML Validation error FIX.4.3
17 Non Non data value includes field delimiter (SOH character) FIX.4.3
16 IncorrectNumInGroupCountForRepeatingGroup Incorrect NumInGroup count for repeating group FIX.4.3
15 RepeatingGroupFieldsOutOfOrder Repeating group fields out of order FIX.4.3
14 TagSpecifiedOutOfRequiredOrder Tag specified out of required order FIX.4.3
11 InvalidMsgType Invalid MsgType FIX.4.2
0 InvalidTagNumber Invalid tag number FIX.4.2
9 CompIDProblem CompID problem FIX.4.2
8 SignatureProblem Signature problem FIX.4.2
7 DecryptionProblem Decryption problem FIX.4.2
6 IncorrectDataFormatForValue Incorrect data format for value FIX.4.2
5 ValueIsIncorrect Value is incorrect (out of range) for this tag FIX.4.2
4 TagSpecifiedWithoutAValue Tag specified without a value FIX.4.2
3 UndefinedTag Undefined Tag FIX.4.2
10 SendingTimeAccuracyProblem SendingTime accuracy problem FIX.4.2
13 TagAppearsMoreThanOnce Tag appears more than once FIX.4.3
2 TagNotDefinedForThisMessageType Tag not defined for this message type FIX.4.2
1 RequiredTagMissing Required tag missing FIX.4.2
FIX.4.2
374 BidRequestTransType char Identifies the Bid Request message type.
Value SymbolicName Description Added Updated Deprecated
N New New FIX.4.2
C Cancel Cancel 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
7 CancelOnSystemFailure Cancel on System Failure FIX.4.3
0 GTCorporateAction GT Corporate action FIX.4.2
8 Market Market (Exchange) Option FIX.4.3
6 CancelOnTradingHalt Cancel on Trading Halt FIX.4.3
5 PartialDeclineOfOrderQty Partial decline of OrderQty (e.g. exchange-initiated partial cancel) FIX.4.2
4 BrokerOption Broker option FIX.4.2
3 RepricingOfOrder Repricing of order FIX.4.2
1 GTRenewal GT renewal / restatement (no corporate action) FIX.4.2
2 VerbalChange Verbal change 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
3 UnsupportedMessageType Unsupported Message Type FIX.4.2
7 DeliverToFirmNotAvailableAtThisTime DeliverTo firm not available at this time FIX.4.3
4 ApplicationNotAvailable Application not available FIX.4.2
6 NotAuthorized Not authorized FIX.4.3
0 Other Other FIX.4.2
5 ConditionallyRequiredFieldMissing Conditionally Required Field Missing FIX.4.2
1 UnknownID Unkown ID FIX.4.2
2 UnknownSecurity Unknown Security 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
S Send Send FIX.4.2
R Receive Receive 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.
Value SymbolicName Description Added Updated Deprecated
1 NonDisclosed Non Disclosed Style (e.g. US/European) FIX.4.3
2 Disclosed Disclosed Style (e.g. Japanese) FIX.4.3
3 NoBiddingProcess No Bidding Process FIX.4.3
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.
Value SymbolicName Description Added Updated Deprecated
3 Index Index FIX.4.3
2 Country Country FIX.4.3
1 Sector Sector FIX.4.3
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.
Value SymbolicName Description Added Updated Deprecated
1 SideValue1 SideValue1 FIX.4.3
2 SideValue2 SideValue 2 FIX.4.3
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
3 NormalMarketSize Normal Market Size FIX.4.2
4 Other Other FIX.4.2
2 TwentyDayMovingAverage 20 day moving average FIX.4.2
1 FiveDayMovingAverage 5day moving average 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
3 RealTimeExecutionReports Real-time execution reports (to be discouraged) FIX.4.2
2 SellSideSends SellSide periodically sends status using ListStatus. Period optionally specified in ProgressPeriod FIX.4.2
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
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
2 Gross Gross FIX.4.2
1 Net Net 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
G VWAPGuarantee VWAP Guarantee FIX.4.2
A Agency Agency 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
8 VWAPThroughAnAfternoonSession VWAP through an afternoon session FIX.4.2
D Open Open FIX.4.2
Z Others Others FIX.4.2
C Strike Strike FIX.4.2
B VWAPThroughAnAfternoonSessionExcept VWAP through an afternoon session except YORI (an opening auction) FIX.4.2
9 VWAPThroughADayExcept VWAP through a day except YORI (an opening auction) FIX.4.2
7 VWAPThroughAMorningSession VWAP through a morning session FIX.4.2
6 VWAPThroughADay VWAP through a day FIX.4.2
5 SQ SQ FIX.4.2
4 CurrentPrice Current price FIX.4.2
3 ClosingPrice Closing Price FIX.4.2
2 ClosingPriceAtMorningSession Closing Price at morning session FIX.4.2
A VWAPThroughAMorningSessionExcept VWAP through a morning session except YORI (an opening auction) 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
3 FixedAmount Fixed Amount (absolute value) FIX.4.2
1 Percentage Percentage FIX.4.2
4 Discount discount - percentage points below par FIX.4.3
6 Spread basis points relative to benchmark FIX.4.3
7 TEDPrice TED price (see "Volume 1 - Glossary") FIX.4.3
8 TEDYield TED yield (see "Volume 1 - Glossary") FIX.4.3
5 Premium premium - percentage points over par FIX.4.3
2 PerUnit per share (e.g. cents per share) 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
2 AccumulateUntilVerballlyNotifiedOtherwise accumulate until verbally notified otherwise FIX.4.2
1 AccumulateUntilFilledOrExpired accumulate executions until order is filled or expires 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.
Value SymbolicName Description Added Updated Deprecated
6 Alert Alert FIX.4.3
4 ExecStarted ExecStarted FIX.4.3
3 Timed Timed FIX.4.3
2 Response Response FIX.4.3
1 Ack Ack FIX.4.3
5 AllDone AllDone FIX.4.3
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.
Value SymbolicName Description Added Updated Deprecated
4 Cancelling Canceling FIX.4.3
3 Executing Executing FIX.4.3
7 Reject Reject FIX.4.3
6 AllDone All Done FIX.4.3
5 Alert Alert FIX.4.3
2 ReceivedForExecution ReceivedForExecution FIX.4.3
1 InBiddingProcess InBiddingProcess FIX.4.3
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
5 BuyDrivenCashWithdraw Exchange/switch CIV order Buy driven, cash withdraw (i.e. additional cash will not be provided to fulfil the order) FIX.4.3
4 BuyDrivenCashTopUp Exchange/switch CIV order Buy driven, cash top-up (i.e. additional cash will be provided to fulfil the order) FIX.4.3
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
1 Immediate Immediate FIX.4.2
3 SellDriven Exchange/switch CIV order Sell driven FIX.4.3
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
2 OrderCancel Order Cancel/Replace Request FIX.4.2
1 OrderCancelRequest Order Cancel 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
12 XMLValidationError XML Validation error FIX.4.3
17 Non Non data value includes field delimiter (SOH character) FIX.4.3
16 IncorrectNumInGroupCountForRepeatingGroup Incorrect NumInGroup count for repeating group FIX.4.3
15 RepeatingGroupFieldsOutOfOrder Repeating group fields out of order FIX.4.3
14 TagSpecifiedOutOfRequiredOrder Tag specified out of required order FIX.4.3
11 InvalidMsgType Invalid MsgType FIX.4.2
0 InvalidTagNumber Invalid tag number FIX.4.2
9 CompIDProblem CompID problem FIX.4.2
8 SignatureProblem Signature problem FIX.4.2
7 DecryptionProblem Decryption problem FIX.4.2
6 IncorrectDataFormatForValue Incorrect data format for value FIX.4.2
5 ValueIsIncorrect Value is incorrect (out of range) for this tag FIX.4.2
4 TagSpecifiedWithoutAValue Tag specified without a value FIX.4.2
3 UndefinedTag Undefined Tag FIX.4.2
10 SendingTimeAccuracyProblem SendingTime accuracy problem FIX.4.2
13 TagAppearsMoreThanOnce Tag appears more than once FIX.4.3
2 TagNotDefinedForThisMessageType Tag not defined for this message type FIX.4.2
1 RequiredTagMissing Required tag missing 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
Y GapFillMessage Gap Fill message, MsgSeqNum field valid FIX.4.0
N SequenceReset Sequence Reset, ignore MsgSeqNum 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 are used to market merchandise which the broker is buying or selling in either a proprietary or agency capacity.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = 6 FIX.2.7
23 IOIid ✔ 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
Instrument ✔ Insert here the set of "Instrument" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
54 Side ✔ char Side of Indication Valid values: 1 = Buy 2 = Sell 7 = Undisclosed (for IOIs)
Value SymbolicName Description Added Updated Deprecated
6 SellShortExempt Sell short exempt FIX.2.7
B AsDefined As Defined (for use with multileg instruments) FIX.4.3
C Opposite Opposite (for use with multileg instruments) FIX.4.3
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
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
A CrossShortExempt Cross short exempt FIX.4.3
5 SellShort Sell short FIX.2.7
7 Undisclosed Undisclosed (valid for IOI and List Order messages only) FIX.4.1
FIX.2.7
465 FIX.4.3
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
423 PriceType int Code to represent the price type.
Value SymbolicName Description Added Updated Deprecated
3 FixedAmount Fixed Amount (absolute value) FIX.4.2
1 Percentage Percentage FIX.4.2
4 Discount discount - percentage points below par FIX.4.3
6 Spread basis points relative to benchmark FIX.4.3
7 TEDPrice TED price (see "Volume 1 - Glossary") FIX.4.3
8 TEDYield TED yield (see "Volume 1 - Glossary") FIX.4.3
5 Premium premium - percentage points over par FIX.4.3
2 PerUnit per share (e.g. cents per share) FIX.4.2
FIX.4.3
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
M Medium Medium FIX.2.7
H High High FIX.2.7
L Low Low 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
Y Natural Natural FIX.4.0
N NotNatural Not 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
O AtTheOpen At the open FIX.3.0
X CrossingOpportunity Crossing opportunity FIX.3.0
W Indication Indication - Working away FIX.3.0
V Versus Versus FIX.3.0
T ThroughTheDay Through the day FIX.3.0
S PortfolioShown Portfolio shown FIX.3.0
R ReadyToTrade Ready to trade FIX.4.2
A AllOrNone All or none FIX.3.0
P TakingAPosition Taking a position FIX.3.0
M MoreBehind More behind FIX.3.0
L Limit Limit FIX.3.0
I InTouchWith In touch with FIX.3.0
D VWAP VWAP (Volume Weighted Avg Price) FIX.4.3
C AtTheClose At the close (around/not held to close) FIX.3.0
B MarketOnClose Market On Close (MOC) (held to close) FIX.4.3
Q AtTheMarket At the Market (previously called Current Quote) 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
SpreadOrBenchmarkCurveData Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
219 Benchmark char (deprecated) For Fixed Income
Value SymbolicName Description Added Updated Deprecated
5 OLD10 OLD-10 FIX.4.2
1 CURVE CURVE FIX.4.2
2 FiveYR 5-YR FIX.4.2
4 TenYR 10-YR 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
3 OLD5 OLD-5 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
N New New FIX.2.7
C Cancel Cancel 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
Instrument ✔ Insert here the set of "Instrument" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
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
X Cross Cross FIX.2.7
T Trade Trade 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
625 FIX.4.3
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. Relay fill information on tradeable or restricted tradeable quotes
6. Reject orders
7. 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
526 FIX.4.3
527 FIX.4.3
11 ClOrdID String Required for executions against electronically submitted orders which were assigned an ID by the institution or intermediary. Not required for orders manually entered by the broker or fund manager (for CIV orders). FIX.2.7
41 OrigClOrdID String Conditionally required for response to an electronic Cancel or Cancel/Replace request (ExecType=PendingCancel, Replace, or Canceled). ClOrdID of the previous accepted order (NOT the initial order of the day) when canceling or replacing an order. FIX.4.1
583 FIX.4.3
Parties Insert here the set of "Parties" (firm identification) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
229 FIX.4.3
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
⇒655 FIX.4.3
66 ListID String Required for executions against orders which were submitted as part of a list. FIX.2.7
548 CrossID for the replacement order FIX.4.3
551 Must match original cross order. Same order chaining mechanism as ClOrdID/OrigClOrdID with single order Cancel/Replace. FIX.4.3
549 FIX.4.3
17 ExecID ✔ String Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) forExecType=I (Order Status)). FIX.2.7
19 ExecRefID String Required for Trade Cancel and Trade Correct ExecType messages FIX.2.7
150 ExecType ✔ char Describes the purpose of the execution report.
Value SymbolicName Description Added Updated Deprecated
6 PendingCancel Pending Cancel (e.g. result of Order Cancel Request) FIX.4.1
0 New New FIX.4.1
1 PartialFill Partial fill (Replaced) FIX.4.1
2 Fill Fill (Replaced) FIX.4.1
4 Canceled Canceled FIX.4.1
5 Replaced Replace 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
F Trade Trade (partial fill or fill) FIX.4.3
G TradeCorrect Trade Correct (formerly an ExecTransType) FIX.4.3
H TradeCancel Trade Cancel (formerly an ExecTransType) FIX.4.3
I OrderStatus Order Status (formerly an ExecTransType) FIX.4.3
3 DoneForDay Done for day FIX.4.1
7 Stopped Stopped FIX.4.1
FIX.4.1
39 OrdStatus ✔ char Describes the current state of a CHAIN of orders, same scope as OrderQty, CumQty, LeavesQty, and AvgPx
Value SymbolicName Description Added Updated Deprecated
0 New New FIX.2.7
1 PartiallyFilled Partially filled FIX.2.7
5 Replaced Replaced (Removed/Replaced) FIX.4.4EP35
2 Filled Filled FIX.2.7
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
3 DoneForDay Done for day FIX.2.7
4 Canceled Canceled FIX.2.7
FIX.2.7
636 For optional use with OrdStatus = 0 (New) FIX.4.3
103 OrdRejReason int For optional use with ExecType = 8 (Rejected)
Value SymbolicName Description Added Updated Deprecated
2 ExchangeClosed Exchange closed FIX.2.7
1 UnknownSymbol Unknown symbol 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
7 DuplicateOfAVerballyCommunicatedOrder Duplicate of a verbally communicated order FIX.4.2
9 TradeAlongRequired Trade Along required FIX.4.3
10 InvalidInvestorID Invalid Investor ID FIX.4.3
6 DuplicateOrder Duplicate Order (e.g. dupe ClOrdID) FIX.4.1
11 UnsupportedOrderCharacteristic Unsupported order characteristic FIX.4.3
12 SurveillenceOption Surveillence Option FIX.4.3
0 BrokerCredit Broker / Exchange option FIX.2.7
8 StaleOrder Stale Order FIX.4.2
FIX.2.7
378 ExecRestatementReason int Required for ExecType = D (Restated).
Value SymbolicName Description Added Updated Deprecated
7 CancelOnSystemFailure Cancel on System Failure FIX.4.3
0 GTCorporateAction GT Corporate action FIX.4.2
8 Market Market (Exchange) Option FIX.4.3
6 CancelOnTradingHalt Cancel on Trading Halt FIX.4.3
5 PartialDeclineOfOrderQty Partial decline of OrderQty (e.g. exchange-initiated partial cancel) FIX.4.2
4 BrokerOption Broker option FIX.4.2
3 RepricingOfOrder Repricing of order FIX.4.2
1 GTRenewal GT renewal / restatement (no corporate action) FIX.4.2
2 VerbalChange Verbal change FIX.4.2
FIX.4.2
1 Account String Required for executions against electronically submitted orders which were assigned an account by the institution or intermediary FIX.2.7
581 Specifies type of account FIX.4.3
589 FIX.4.3
590 FIX.4.3
591 FIX.4.3
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
5 TPlus4 T+4 FIX.2.7
A T1 T+1 FIX.4.3
6 Future Future FIX.2.7
3 TPlus2 T+2 FIX.2.7
2 NextDay Next Day FIX.2.7
8 SellersOption Sellers Option FIX.2.7
1 Cash Cash FIX.2.7
7 WhenAndIfIssued When And If Issued FIX.2.7
0 Regular Regular FIX.2.7
9 TPlus5 T+ 5 FIX.3.0
4 TPlus3 T+3 FIX.2.7
FIX.2.7
64 FutSettDate LocalMktDate Takes precedence over SettlmntTyp value and conditionally required/omitted for specific SettlmntTyp values. FIX.2.7
544 FIX.4.3
635 FIX.4.3
Instrument ✔ Insert here the set of "Instrument" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
54 Side ✔ char Side of order
Value SymbolicName Description Added Updated Deprecated
6 SellShortExempt Sell short exempt FIX.2.7
B AsDefined As Defined (for use with multileg instruments) FIX.4.3
C Opposite Opposite (for use with multileg instruments) FIX.4.3
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
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
A CrossShortExempt Cross short exempt FIX.4.3
5 SellShort Sell short FIX.2.7
7 Undisclosed Undisclosed (valid for IOI and List Order messages only) FIX.4.1
FIX.2.7
Stipulations Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
465 FIX.4.3
OrderQtyData ✔ Insert here the set of "OrderQtyData" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
Note: OrderQty field is required unless rejecting or an order ack for a CashOrderQty or PercentOrder.		 FIX.4.3
40 OrdType char Order type.
Value SymbolicName Description Added Updated Deprecated
D PreviouslyQuoted Previously quoted FIX.4.0
2 Limit Limit FIX.2.7
3 Stop Stop FIX.2.7
4 StopLimit Stop limit FIX.2.7
5 MarketOnClose Market on close (Deprecated) 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 (Deprecated) FIX.2.7
1 Market Market FIX.2.7
C ForexMarket Forex - Market (Deprecated) FIX.4.0
F ForexLimit Forex - Limit (Deprecated) FIX.4.1
E PreviouslyIndicated Previously indicated FIX.4.0
G ForexSwap Forex - Swap FIX.4.1
I Funari Funari (Limit Day Order with unexecuted portion handled as Market On Close. e.g. Japan) FIX.4.2
J MarketIfTouched Market If Touched (MIT) FIX.4.3
K MarketWithLeftOverAsLimit Market with Leftover as Limit (market order then unexecuted quantity becomes limit order at last price) FIX.4.3
L PreviousFundValuationPoint Previous Fund Valuation Point (Historic pricing) (for CIV) FIX.4.3
M NextFundValuationPoint Next Fund Valuation Point (Forward pricing) (for CIV) FIX.4.3
P Pegged Pegged FIX.3.0
B LimitOnClose Limit on close (Deprecated) FIX.2.7
H ForexPreviouslyQuoted Forex - Previously Quoted (Deprecated) FIX.4.1
FIX.2.7
423 PriceType int Code to represent the price type.
Value SymbolicName Description Added Updated Deprecated
3 FixedAmount Fixed Amount (absolute value) FIX.4.2
1 Percentage Percentage FIX.4.2
4 Discount discount - percentage points below par FIX.4.3
6 Spread basis points relative to benchmark FIX.4.3
7 TEDPrice TED price (see "Volume 1 - Glossary") FIX.4.3
8 TEDYield TED yield (see "Volume 1 - Glossary") FIX.4.3
5 Premium premium - percentage points over par FIX.4.3
2 PerUnit per share (e.g. cents per share) FIX.4.2
FIX.4.3
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
7 AtTheClose At the Close FIX.4.3
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
Y TryToStop TryToStop FIX.4.3
M MidPricePeg MidPrcPeg FIX.3.0
P MarketPeg MarkPeg FIX.3.0
Q CancelOnSystemFailure CancelOnSysFail FIX.4.3
R PrimaryPeg PrimPeg FIX.3.0
S Suspend Suspend FIX.3.0
U CustomerDisplayInstruction CustDispInst FIX.4.1
V Netting Netting FIX.4.1
W PegToVWAP PegVWAP FIX.4.2
X TradeAlong TradeAlong FIX.4.3
D PercentOfVolume PercVol FIX.2.7
0 StayOnOfferSide StayOffer FIX.2.7
2 Work Work FIX.2.7
4 OverTheDay OverDay FIX.2.7
5 Held Held FIX.2.7
6 ParticipateDoNotInitiate PartNotInit FIX.2.7
7 StrictScale StrictScale FIX.2.7
8 TryToScale TryToScale FIX.2.7
9 StayOnBidSide StayBid FIX.2.7
A NoCross NoCross FIX.2.7
O OpeningPeg OpenPeg FIX.3.0
C CallFirst CallFirst FIX.2.7
N NonNegotiable NonNego FIX.3.0
E DoNotIncrease DNI FIX.2.7
F DoNotReduce DNR FIX.2.7
G AllOrNone AON FIX.2.7
H ReinstateOnSystemFailure RestateOnSysFail FIX.4.3
I InstitutionsOnly InstitOnly FIX.3.0
J ReinstateOnTradingHalt RestateOnTradingHalt FIX.4.3
K CancelOnTradingHalt CancelOnTradingHalt FIX.4.3
L LastPeg LastPeg FIX.3.0
3 GoAlong GoAlong FIX.2.7
B OKToCross OkCross FIX.2.7
1 NotHeld NotHeld FIX.2.7
FIX.2.7
528 FIX.4.3
529 FIX.4.3
582 FIX.4.3
47 Rule80A char (deprecated)
Value SymbolicName Description Added Updated Deprecated
N AgentForOtherMember Program Order, non-index arb, for other member FIX.2.7
B ShortExemptTransactionAType Short exempt transaction (refer to A type) FIX.4.1
D ProgramOrderMember Program Order, index arb, for Member firm/org FIX.2.7
E ShortExemptTransactionForPrincipal Short Exempt Transaction for Principal (was incorrectly identified in the FIX spec as 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
M ProgramOrderOtherMember Program Order, index arb, for other member FIX.2.7
A AgencySingleOrder Agency single order FIX.2.7
O ProprietaryTransactionAffiliated Proprietary transactions for competing market-maker that is affiliated with the clearing member (was incorrectly identified in the FIX spec as Competing dealer trades) FIX.4.1
P Principal Principal FIX.4.1
R TransactionNonMember Transactions for the account of a non-member competing market maker (was incorrectly identified in the FIX spec as Competing dealer trades) FIX.4.1
S SpecialistTrades Specialist trades FIX.4.1
T TransactionUnaffiliatedMember Transactions for the account of an unaffiliated members competing market maker (was incorrectly identified in the FIX spec as 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
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
C ProprietaryNonAlgo Program Order, non-index arb, for Member firm/org FIX.2.7
FIX.2.7
32 LastShares Qty Quantity (e.g. shares) bought/sold on this (last) fill. Required if ExecType = Trade or Trade Correct. If ExecType=Stopped, represents the quantity stopped/guaranteed/protected for. FIX.2.7
652 FIX.4.3
31 LastPx Price Price of this (last) fill. Required if ExecType = Trade or Trade Correct. Should represent the "all-in" (LastSpotRate + LastForwardPoints) rate for F/X orders. ). If ExecType=Stopped, represents the price stopped/guaranteed/protected at. FIX.2.7
651 FIX.4.3
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
625 FIX.4.3
29 LastCapacity char Broker capacity in order execution
Value SymbolicName Description Added Updated Deprecated
4 Principal Principal FIX.2.7
3 CrossAsPrincipal Cross as principal FIX.2.7
1 Agent Agent FIX.2.7
2 CrossAsAgent Cross as agent FIX.2.7
FIX.2.7
151 LeavesQty ✔ Qty Quantity 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 quantity 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
2 AccumulateUntilVerballlyNotifiedOtherwise accumulate until verbally notified otherwise FIX.4.2
1 AccumulateUntilFilledOrExpired accumulate executions until order is filled or expires 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
Y ReceiverReports Indicates that party receiving message must report trade FIX.3.0
N SenderReports Indicates that party sending message will report trade FIX.3.0
FIX.3.0
CommissionData Insert here the set of "CommissionData" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
Note: 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.4.3
SpreadOrBenchmarkCurveData Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
YieldData Insert here the set of "YieldData" (yield-related) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
381 GrossTradeAmt Amt Total amount traded (e.g. CumQty * AvgPx) expressed in units of currency. FIX.4.2
157 NumDaysInterest int Number of Days of Interest for convertible bonds and fixed income FIX.4.3
230 FIX.4.3
158 AccruedInterestRate float Accrued Interest Rate for convertible bonds and fixed income FIX.4.3
159 AccruedInterestAmt Amt Amount of Accrued Interest for convertible bonds and fixed income FIX.4.3
258 FIX.4.3
259 FIX.4.3
260 FIX.4.3
238 FIX.4.3
237 FIX.4.3
118 NetMoney Amt Note: On a fill/partial fill messages, it represents value for that fill/partial fill, on ExecType=Calculated, it represents cumulative value for the order. Value expressed in the currency reflected by the Currency field. FIX.4.0
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
Value SymbolicName Description Added Updated Deprecated
D Divide Divide FIX.4.4EP38
M Multiply Multiply FIX.4.4EP38
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 use in derivatives omnibus accounting
Value SymbolicName Description Added Updated Deprecated
F FIFO FIFO FIX.4.3
R Rolled Rolled FIX.4.3
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
641 Can be used with OrdType = "Forex - Swap" to specify the forward points (added to LastSpotRate) for the future portion of a F/X swap. FIX.4.3
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
480 For CIV - Optional FIX.4.3
481 For CIV - Optional FIX.4.3
513 Reference to Registration Instructions message for this Order. FIX.4.3
494 Supplementary registration information for this Order FIX.4.3
483 For CIV - Optional FIX.4.3
515 For CIV - Optional FIX.4.3
484 For CIV - Optional FIX.4.3
485 For CIV - Optional FIX.4.3
638 FIX.4.3
639 FIX.4.3
518 Number of contract details in this message (number of repeating groups to follow) FIX.4.3
⇒519 Must be first field in the repeating group. FIX.4.3
⇒520 FIX.4.3
⇒521 FIX.4.3
555 Number of legs FIX.4.3
⇒InstrumentLeg Must be provided if Number of legs > 0 FIX.4.3
⇒564 Provide if the PositionEffect for the leg is different from that specified for the overall multileg security FIX.4.3
⇒565 Provide if the CoveredOrUncovered for the leg is different from that specified for the overall multileg security. FIX.4.3
⇒NestedParties Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
Used for NestedPartyRole=Leg Clearing Firm/Account, Leg Account/Account Type		 FIX.4.3
⇒654 Used to identify a specific leg. FIX.4.3
⇒566 Provide only if a Price is required for a specific leg. Used for anchoring the overall multileg security price to a specific leg Price. FIX.4.3
⇒587 FIX.4.3
⇒588 Takes precedence over LegSettlmntTyp value and conditionally required/omitted for specific LegSettlmntTyp values. FIX.4.3
⇒637 Used to report the execution price assigned to the leg of the multileg instrument FIX.4.3
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
526 FIX.4.3
11 ClOrdID ✔ String Unique order id assigned by institution or by the intermediary with closest association with the investor. to the cancel request or to the replacement order. FIX.2.7
583 FIX.4.3
41 OrigClOrdID ✔ String ClOrdID which could not be canceled/replaced. ClOrdID of the previous accepted 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
5 Replaced Replaced (Removed/Replaced) FIX.4.4EP35
2 Filled Filled FIX.2.7
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
3 DoneForDay Done for day FIX.2.7
4 Canceled Canceled FIX.2.7
FIX.4.1
636 For optional use with OrdStatus = 0 (New) FIX.4.3
586 FIX.4.3
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
581 FIX.4.3
229 FIX.4.3
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
2 OrderCancel Order Cancel/Replace Request FIX.4.2
1 OrderCancelRequest Order Cancel Request FIX.4.2
FIX.4.2
102 CxlRejReason int Code to identify reason for cancel rejection.
Value SymbolicName Description Added Updated Deprecated
1 UnknownOrder Unknown order FIX.2.7
0 TooLateToCancel Too late to cancel FIX.2.7
6 DuplicateClOrdID Duplicate ClOrdID received FIX.4.3
5 OrigOrdModTime OrigOrdModTime did not match last TransactTime of order FIX.4.3
4 UnableToProcessOrderMassCancelRequest Unable to process Order Mass Cancel Request FIX.4.3
3 OrderAlreadyInPendingStatus Order already in Pending Cancel or Pending Replace status FIX.4.2
2 BrokerCredit Broker / Exchange Option 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
2 DES DES (ECB mode) FIX.2.7
6 PEM PEM/DES-MD5 (see app note on FIX web site) FIX.4.0
5 PGPDESMD5 PGP/DES-MD5 (see app note on FIX web site) FIX.4.0
3 PKCSDES PKCS/DES (proprietary) FIX.2.7
0 None None / other FIX.2.7
1 PKCS PKCS (proprietary) FIX.2.7
4 PGPDES PGP/DES (defunct) FIX.3.0
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
Y Yes Yes, reset sequence numbers FIX.4.1
N No No 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 RefMsgTypes 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
S Send Send FIX.4.2
R Receive Receive FIX.4.2
FIX.4.2
464 Can be used to specify that this FIX session will be sending and receiving "test" vs. "production" messages. FIX.4.3
553 FIX.4.3
554 Note: minimal security exists without transport-level encryption. FIX.4.3
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
1 Flash Flash FIX.2.7
2 Background Background FIX.2.7
0 Normal Normal 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 (instruments) specified FIX.4.1
⇒Instrument Insert here the set of "Instrument" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
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 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 (instruments) specified FIX.4.1
⇒Instrument Insert here the set of "Instrument" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
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

NewOrderSingle (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 or by the intermediary (CIV term, not a hub/service bureau) with closest association with the investor. FIX.2.7
526 FIX.4.3
583 FIX.4.3
Parties Insert here the set of "Parties" (firm identification) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
229 FIX.4.3
1 Account String Account mnemonic as agreed between broker and institution. FIX.2.7
581 Type of account associated with the order (Origin) FIX.4.3
589 FIX.4.3
590 FIX.4.3
591 FIX.4.3
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
⇒467 FIX.4.3
⇒NestedParties Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
Used for NestedPartyRole=Clearing Firm		 FIX.4.3
⇒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
5 TPlus4 T+4 FIX.2.7
A T1 T+1 FIX.4.3
6 Future Future FIX.2.7
3 TPlus2 T+2 FIX.2.7
2 NextDay Next Day FIX.2.7
8 SellersOption Sellers Option FIX.2.7
1 Cash Cash FIX.2.7
7 WhenAndIfIssued When And If Issued FIX.2.7
0 Regular Regular FIX.2.7
9 TPlus5 T+ 5 FIX.3.0
4 TPlus3 T+3 FIX.2.7
FIX.2.7
64 FutSettDate LocalMktDate Takes precedence over SettlmntTyp value and conditionally required/omitted for specific SettlmntTyp values. FIX.2.7
544 FIX.4.3
635 FIX.4.3
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
Y TryToStop TryToStop FIX.4.3
M MidPricePeg MidPrcPeg FIX.3.0
P MarketPeg MarkPeg FIX.3.0
Q CancelOnSystemFailure CancelOnSysFail FIX.4.3
R PrimaryPeg PrimPeg FIX.3.0
S Suspend Suspend FIX.3.0
U CustomerDisplayInstruction CustDispInst FIX.4.1
V Netting Netting FIX.4.1
W PegToVWAP PegVWAP FIX.4.2
X TradeAlong TradeAlong FIX.4.3
D PercentOfVolume PercVol FIX.2.7
0 StayOnOfferSide StayOffer FIX.2.7
2 Work Work FIX.2.7
4 OverTheDay OverDay FIX.2.7
5 Held Held FIX.2.7
6 ParticipateDoNotInitiate PartNotInit FIX.2.7
7 StrictScale StrictScale FIX.2.7
8 TryToScale TryToScale FIX.2.7
9 StayOnBidSide StayBid FIX.2.7
A NoCross NoCross FIX.2.7
O OpeningPeg OpenPeg FIX.3.0
C CallFirst CallFirst FIX.2.7
N NonNegotiable NonNego FIX.3.0
E DoNotIncrease DNI FIX.2.7
F DoNotReduce DNR FIX.2.7
G AllOrNone AON FIX.2.7
H ReinstateOnSystemFailure RestateOnSysFail FIX.4.3
I InstitutionsOnly InstitOnly FIX.3.0
J ReinstateOnTradingHalt RestateOnTradingHalt FIX.4.3
K CancelOnTradingHalt CancelOnTradingHalt FIX.4.3
L LastPeg LastPeg FIX.3.0
3 GoAlong GoAlong FIX.2.7
B OKToCross OkCross FIX.2.7
1 NotHeld NotHeld FIX.2.7
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
⇒625 FIX.4.3
81 ProcessCode char Used to identify soft trades at order entry.
Value SymbolicName Description Added Updated Deprecated
6 PlanSponsor plan sponsor FIX.4.0
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
FIX.2.7
Instrument ✔ Insert here the set of "Instrument" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
140 PrevClosePx Price Useful for verifying security identification FIX.4.0
54 Side ✔ char Side of order
Value SymbolicName Description Added Updated Deprecated
6 SellShortExempt Sell short exempt FIX.2.7
B AsDefined As Defined (for use with multileg instruments) FIX.4.3
C Opposite Opposite (for use with multileg instruments) FIX.4.3
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
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
A CrossShortExempt Cross short exempt FIX.4.3
5 SellShort Sell short FIX.2.7
7 Undisclosed Undisclosed (valid for IOI and List Order messages only) FIX.4.1
FIX.2.7
114 LocateReqd Boolean Required for short sell orders
Value SymbolicName Description Added Updated Deprecated
Y Yes Indicates the broker is responsible for locating the stock FIX.4.0
N No Indicates the broker is not required to locate FIX.4.0
FIX.4.0
60 TransactTime ✔ UTCTimestamp Time this order request was initiated/released by the trader, trading system, or intermediary. FIX.4.2
Stipulations Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
465 FIX.4.3
OrderQtyData ✔ Insert here the set of "OrderQtyData" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
40 OrdType ✔ char Order type.
Value SymbolicName Description Added Updated Deprecated
D PreviouslyQuoted Previously quoted FIX.4.0
2 Limit Limit FIX.2.7
3 Stop Stop FIX.2.7
4 StopLimit Stop limit FIX.2.7
5 MarketOnClose Market on close (Deprecated) 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 (Deprecated) FIX.2.7
1 Market Market FIX.2.7
C ForexMarket Forex - Market (Deprecated) FIX.4.0
F ForexLimit Forex - Limit (Deprecated) FIX.4.1
E PreviouslyIndicated Previously indicated FIX.4.0
G ForexSwap Forex - Swap FIX.4.1
I Funari Funari (Limit Day Order with unexecuted portion handled as Market On Close. e.g. Japan) FIX.4.2
J MarketIfTouched Market If Touched (MIT) FIX.4.3
K MarketWithLeftOverAsLimit Market with Leftover as Limit (market order then unexecuted quantity becomes limit order at last price) FIX.4.3
L PreviousFundValuationPoint Previous Fund Valuation Point (Historic pricing) (for CIV) FIX.4.3
M NextFundValuationPoint Next Fund Valuation Point (Forward pricing) (for CIV) FIX.4.3
P Pegged Pegged FIX.3.0
B LimitOnClose Limit on close (Deprecated) FIX.2.7
H ForexPreviouslyQuoted Forex - Previously Quoted (Deprecated) FIX.4.1
FIX.2.7
423 PriceType int Code to represent the price type.
Value SymbolicName Description Added Updated Deprecated
3 FixedAmount Fixed Amount (absolute value) FIX.4.2
1 Percentage Percentage FIX.4.2
4 Discount discount - percentage points below par FIX.4.3
6 Spread basis points relative to benchmark FIX.4.3
7 TEDPrice TED price (see "Volume 1 - Glossary") FIX.4.3
8 TEDYield TED yield (see "Volume 1 - Glossary") FIX.4.3
5 Premium premium - percentage points over par FIX.4.3
2 PerUnit per share (e.g. cents per share) FIX.4.2
FIX.4.3
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
SpreadOrBenchmarkCurveData Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
YieldData Insert here the set of "YieldData" (yield-related) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
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
7 AtTheClose At the Close FIX.4.3
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
2 AccumulateUntilVerballlyNotifiedOtherwise accumulate until verbally notified otherwise FIX.4.2
1 AccumulateUntilFilledOrExpired accumulate executions until order is filled or expires FIX.4.2
FIX.4.2
CommissionData Insert here the set of "CommissionData" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
528 FIX.4.3
529 FIX.4.3
582 FIX.4.3
47 Rule80A char (deprecated)
Value SymbolicName Description Added Updated Deprecated
N AgentForOtherMember Program Order, non-index arb, for other member FIX.2.7
B ShortExemptTransactionAType Short exempt transaction (refer to A type) FIX.4.1
D ProgramOrderMember Program Order, index arb, for Member firm/org FIX.2.7
E ShortExemptTransactionForPrincipal Short Exempt Transaction for Principal (was incorrectly identified in the FIX spec as 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
M ProgramOrderOtherMember Program Order, index arb, for other member FIX.2.7
A AgencySingleOrder Agency single order FIX.2.7
O ProprietaryTransactionAffiliated Proprietary transactions for competing market-maker that is affiliated with the clearing member (was incorrectly identified in the FIX spec as Competing dealer trades) FIX.4.1
P Principal Principal FIX.4.1
R TransactionNonMember Transactions for the account of a non-member competing market maker (was incorrectly identified in the FIX spec as Competing dealer trades) FIX.4.1
S SpecialistTrades Specialist trades FIX.4.1
T TransactionUnaffiliatedMember Transactions for the account of an unaffiliated members competing market maker (was incorrectly identified in the FIX spec as 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
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
C ProprietaryNonAlgo Program Order, non-index arb, for Member firm/org FIX.2.7
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
Y ExecuteForexAfterSecurityTrade Execute Forex after security trade FIX.4.0
N DoNotExecuteForexAfterSecurityTrade Do not 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
640 Can be used with OrdType = "Forex - Swap" to specify the price for the future portion of a F/X swap which is also a limit order. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). FIX.4.3
77 OpenClose char For use in derivatives omnibus accounting
Value SymbolicName Description Added Updated Deprecated
F FIFO FIFO FIX.4.3
R Rolled Rolled FIX.4.3
C Close Close FIX.4.1
O Open Open FIX.4.1
FIX.4.1
203 CoveredOrUncovered int For use with derivatives, such as options
Value SymbolicName Description Added Updated Deprecated
1 Uncovered Uncovered FIX.4.1
0 Covered Covered 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
480 For CIV - Optional FIX.4.3
481 For CIV - Optional FIX.4.3
513 Reference to Registration Instructions message for this Order. FIX.4.3
494 Supplementary registration information for this Order FIX.4.3
158 AccruedInterestRate float Can be specified on the order for Fixed Income Municipals FIX.4.3
159 AccruedInterestAmt Amt Can be specified on the order for Fixed Income Municipals FIX.4.3
118 NetMoney Amt Can be specified on the order for Fixed Income Municipals FIX.4.3
StandardTrailer ✔ FIX.2.7

NewOrderList (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
3 RealTimeExecutionReports Real-time execution reports (to be discouraged) FIX.4.2
2 SellSideSends SellSide periodically sends status using ListStatus. Period optionally specified in ProgressPeriod FIX.4.2
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
FIX.4.2
394 BidType ✔ int e.g. Non Disclosed Model, Disclosed Model, No Bidding Process
Value SymbolicName Description Added Updated Deprecated
1 NonDisclosed Non Disclosed Style (e.g. US/European) FIX.4.3
2 Disclosed Disclosed Style (e.g. Japanese) FIX.4.3
3 NoBiddingProcess No Bidding Process FIX.4.3
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
480 For CIV - Optional FIX.4.3
481 For CIV - Optional FIX.4.3
513 Reference to Registration Instructions message applicable to all Orders in this List. FIX.4.3
433 ListExecInstType char Controls when execution should begin For CIV Orders indicates order of execution..
Value SymbolicName Description Added Updated Deprecated
5 BuyDrivenCashWithdraw Exchange/switch CIV order Buy driven, cash withdraw (i.e. additional cash will not be provided to fulfil the order) FIX.4.3
4 BuyDrivenCashTopUp Exchange/switch CIV order Buy driven, cash top-up (i.e. additional cash will be provided to fulfil the order) FIX.4.3
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
1 Immediate Immediate FIX.4.2
3 SellDriven Exchange/switch CIV order Sell driven FIX.4.3
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
⇒526 FIX.4.3
⇒67 ListSeqNo ✔ int Order number within the list FIX.2.7
⇒583 FIX.4.3
⇒160 SettlInstMode char Indicates mode used for Settlement Instructions
Value SymbolicName Description Added Updated Deprecated
0 Default Default FIX.4.1
4 SpecificOrderForASingleAccount Specific Order for a single account (for CIV) FIX.4.3
3 SpecificAllocationAccountStanding Specific Allocation Account Standing FIX.4.1
1 StandingInstructionsProvided Standing Instructions Provided FIX.4.1
2 SpecificAllocationAccountOverriding Specific Allocation Account Overriding FIX.4.1
FIX.4.2
⇒Parties Insert here the set of "Parties" (firm identification) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
⇒229 FIX.4.3
⇒1 Account String Account mnemonic as agreed between broker and institution. FIX.2.7
⇒581 FIX.4.3
⇒589 FIX.4.3
⇒590 FIX.4.3
⇒591 FIX.4.3
⇒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
⇒⇒467 FIX.4.3
⇒⇒NestedParties Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
⇒⇒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
5 TPlus4 T+4 FIX.2.7
A T1 T+1 FIX.4.3
6 Future Future FIX.2.7
3 TPlus2 T+2 FIX.2.7
2 NextDay Next Day FIX.2.7
8 SellersOption Sellers Option FIX.2.7
1 Cash Cash FIX.2.7
7 WhenAndIfIssued When And If Issued FIX.2.7
0 Regular Regular FIX.2.7
9 TPlus5 T+ 5 FIX.3.0
4 TPlus3 T+3 FIX.2.7
FIX.2.7
⇒64 FutSettDate LocalMktDate Takes precedence over SettlmntTyp value and conditionally required/omitted for specific SettlmntTyp values. FIX.2.7
⇒544 FIX.4.3
⇒635 FIX.4.3
⇒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
Y TryToStop TryToStop FIX.4.3
M MidPricePeg MidPrcPeg FIX.3.0
P MarketPeg MarkPeg FIX.3.0
Q CancelOnSystemFailure CancelOnSysFail FIX.4.3
R PrimaryPeg PrimPeg FIX.3.0
S Suspend Suspend FIX.3.0
U CustomerDisplayInstruction CustDispInst FIX.4.1
V Netting Netting FIX.4.1
W PegToVWAP PegVWAP FIX.4.2
X TradeAlong TradeAlong FIX.4.3
D PercentOfVolume PercVol FIX.2.7
0 StayOnOfferSide StayOffer FIX.2.7
2 Work Work FIX.2.7
4 OverTheDay OverDay FIX.2.7
5 Held Held FIX.2.7
6 ParticipateDoNotInitiate PartNotInit FIX.2.7
7 StrictScale StrictScale FIX.2.7
8 TryToScale TryToScale FIX.2.7
9 StayOnBidSide StayBid FIX.2.7
A NoCross NoCross FIX.2.7
O OpeningPeg OpenPeg FIX.3.0
C CallFirst CallFirst FIX.2.7
N NonNegotiable NonNego FIX.3.0
E DoNotIncrease DNI FIX.2.7
F DoNotReduce DNR FIX.2.7
G AllOrNone AON FIX.2.7
H ReinstateOnSystemFailure RestateOnSysFail FIX.4.3
I InstitutionsOnly InstitOnly FIX.3.0
J ReinstateOnTradingHalt RestateOnTradingHalt FIX.4.3
K CancelOnTradingHalt CancelOnTradingHalt FIX.4.3
L LastPeg LastPeg FIX.3.0
3 GoAlong GoAlong FIX.2.7
B OKToCross OkCross FIX.2.7
1 NotHeld NotHeld FIX.2.7
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
⇒⇒625 FIX.4.3
⇒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
6 PlanSponsor plan sponsor FIX.4.0
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
FIX.2.7
⇒Instrument ✔ Insert here the set of "Instrument" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
⇒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
6 SellShortExempt Sell short exempt FIX.2.7
B AsDefined As Defined (for use with multileg instruments) FIX.4.3
C Opposite Opposite (for use with multileg instruments) FIX.4.3
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
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
A CrossShortExempt Cross short exempt FIX.4.3
5 SellShort Sell short FIX.2.7
7 Undisclosed Undisclosed (valid for IOI and List Order messages only) FIX.4.1
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.
Value SymbolicName Description Added Updated Deprecated
1 SideValue1 SideValue1 FIX.4.3
2 SideValue2 SideValue 2 FIX.4.3
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
Y Yes Indicates the broker is responsible for locating the stock FIX.4.0
N No Indicates the broker is not required to locate 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
⇒Stipulations Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
⇒465 FIX.4.3
⇒OrderQtyData ✔ Insert here the set of "OrderQtyData" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
⇒40 OrdType char Order type.
Value SymbolicName Description Added Updated Deprecated
D PreviouslyQuoted Previously quoted FIX.4.0
2 Limit Limit FIX.2.7
3 Stop Stop FIX.2.7
4 StopLimit Stop limit FIX.2.7
5 MarketOnClose Market on close (Deprecated) 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 (Deprecated) FIX.2.7
1 Market Market FIX.2.7
C ForexMarket Forex - Market (Deprecated) FIX.4.0
F ForexLimit Forex - Limit (Deprecated) FIX.4.1
E PreviouslyIndicated Previously indicated FIX.4.0
G ForexSwap Forex - Swap FIX.4.1
I Funari Funari (Limit Day Order with unexecuted portion handled as Market On Close. e.g. Japan) FIX.4.2
J MarketIfTouched Market If Touched (MIT) FIX.4.3
K MarketWithLeftOverAsLimit Market with Leftover as Limit (market order then unexecuted quantity becomes limit order at last price) FIX.4.3
L PreviousFundValuationPoint Previous Fund Valuation Point (Historic pricing) (for CIV) FIX.4.3
M NextFundValuationPoint Next Fund Valuation Point (Forward pricing) (for CIV) FIX.4.3
P Pegged Pegged FIX.3.0
B LimitOnClose Limit on close (Deprecated) FIX.2.7
H ForexPreviouslyQuoted Forex - Previously Quoted (Deprecated) FIX.4.1
FIX.2.7
⇒423 PriceType int Code to represent the price type.
Value SymbolicName Description Added Updated Deprecated
3 FixedAmount Fixed Amount (absolute value) FIX.4.2
1 Percentage Percentage FIX.4.2
4 Discount discount - percentage points below par FIX.4.3
6 Spread basis points relative to benchmark FIX.4.3
7 TEDPrice TED price (see "Volume 1 - Glossary") FIX.4.3
8 TEDYield TED yield (see "Volume 1 - Glossary") FIX.4.3
5 Premium premium - percentage points over par FIX.4.3
2 PerUnit per share (e.g. cents per share) FIX.4.2
FIX.4.3
⇒44 Price Price Price per share FIX.2.7
⇒99 StopPx Price Price per share FIX.2.7
⇒SpreadOrBenchmarkCurveData Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
⇒YieldData Insert here the set of "YieldData" (yield-related) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
⇒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
7 AtTheClose At the Close FIX.4.3
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
2 AccumulateUntilVerballlyNotifiedOtherwise accumulate until verbally notified otherwise FIX.4.2
1 AccumulateUntilFilledOrExpired accumulate executions until order is filled or expires FIX.4.2
FIX.4.2
⇒CommissionData Insert here the set of "CommissionData" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
⇒528 FIX.4.3
⇒529 FIX.4.3
⇒582 FIX.4.3
⇒47 Rule80A char (deprecated)
Value SymbolicName Description Added Updated Deprecated
N AgentForOtherMember Program Order, non-index arb, for other member FIX.2.7
B ShortExemptTransactionAType Short exempt transaction (refer to A type) FIX.4.1
D ProgramOrderMember Program Order, index arb, for Member firm/org FIX.2.7
E ShortExemptTransactionForPrincipal Short Exempt Transaction for Principal (was incorrectly identified in the FIX spec as 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
M ProgramOrderOtherMember Program Order, index arb, for other member FIX.2.7
A AgencySingleOrder Agency single order FIX.2.7
O ProprietaryTransactionAffiliated Proprietary transactions for competing market-maker that is affiliated with the clearing member (was incorrectly identified in the FIX spec as Competing dealer trades) FIX.4.1
P Principal Principal FIX.4.1
R TransactionNonMember Transactions for the account of a non-member competing market maker (was incorrectly identified in the FIX spec as Competing dealer trades) FIX.4.1
S SpecialistTrades Specialist trades FIX.4.1
T TransactionUnaffiliatedMember Transactions for the account of an unaffiliated members competing market maker (was incorrectly identified in the FIX spec as 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
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
C ProprietaryNonAlgo Program Order, non-index arb, for Member firm/org FIX.2.7
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
Y ExecuteForexAfterSecurityTrade Execute Forex after security trade FIX.4.0
N DoNotExecuteForexAfterSecurityTrade Do not 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
⇒640 Can be used with OrdType = "Forex - Swap" to specify the price for the future portion of a F/X swap which is also a limit order. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). FIX.4.3
⇒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
F FIFO FIFO FIX.4.3
R Rolled Rolled FIX.4.3
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
1 Uncovered Uncovered FIX.4.1
0 Covered Covered 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
⇒494 Supplementary registration information for this Order within the List FIX.4.3
⇒158 AccruedInterestRate float Can be specified on the order for Fixed Income Municipals FIX.4.3
⇒159 AccruedInterestAmt Amt Can be specified on the order for Fixed Income Municipals FIX.4.3
⇒118 NetMoney Amt Can be specified on the order for Fixed Income Municipals FIX.4.3
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 non-rejected 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 sell-side (broker, exchange, ECN). FIX.2.7
11 ClOrdID ✔ String Unique ID of cancel request as assigned by the institution. FIX.2.7
526 FIX.4.3
583 FIX.4.3
66 ListID String Required for List Orders FIX.2.7
586 FIX.4.3
1 Account String Account mnemonic as agreed between broker and institution. FIX.4.2
581 FIX.4.3
Parties Insert here the set of "Parties" (firm identification) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
Instrument ✔ Insert here the set of "Instrument" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
54 Side ✔ char Side of order
Value SymbolicName Description Added Updated Deprecated
6 SellShortExempt Sell short exempt FIX.2.7
B AsDefined As Defined (for use with multileg instruments) FIX.4.3
C Opposite Opposite (for use with multileg instruments) FIX.4.3
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
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
A CrossShortExempt Cross short exempt FIX.4.3
5 SellShort Sell short FIX.2.7
7 Undisclosed Undisclosed (valid for IOI and List Order messages only) FIX.4.1
FIX.2.7
60 TransactTime ✔ UTCTimestamp Time this order request was initiated/released by the trader or trading system. FIX.4.2
OrderQtyData ✔ Insert here the set of "OrderQtyData" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
Note: OrderQty = CumQty + LeavesQty (see exceptions above)		 FIX.4.3
376 ComplianceID String ID used to represent this transaction for compliance purposes (e.g. OATS reporting). 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 sell-side (broker, exchange, ECN). FIX.2.7
Parties Insert here the set of "Parties" (firm identification) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
229 FIX.4.3
41 OrigClOrdID ✔ String ClOrdID of the previous non rejected 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 or by the intermediary with closest association with the investor.. Note that this identifier will be used in ClOrdID field of the Cancel Reject message if the replacement request is rejected. FIX.2.7
526 FIX.4.3
583 FIX.4.3
66 ListID String Required for List Orders FIX.2.7
586 TransactTime of the last state change that occurred to the original order FIX.4.3
1 Account String Account mnemonic as agreed between broker and institution. FIX.2.7
581 FIX.4.3
589 FIX.4.3
590 FIX.4.3
591 FIX.4.3
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
⇒467 FIX.4.3
⇒NestedParties Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
Used for NestedPartyRole=Clearing Firm		 FIX.4.3
⇒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
5 TPlus4 T+4 FIX.2.7
A T1 T+1 FIX.4.3
6 Future Future FIX.2.7
3 TPlus2 T+2 FIX.2.7
2 NextDay Next Day FIX.2.7
8 SellersOption Sellers Option FIX.2.7
1 Cash Cash FIX.2.7
7 WhenAndIfIssued When And If Issued FIX.2.7
0 Regular Regular FIX.2.7
9 TPlus5 T+ 5 FIX.3.0
4 TPlus3 T+3 FIX.2.7
FIX.2.7
64 FutSettDate LocalMktDate Takes precedence over SettlmntTyp value and conditionally required/omitted for specific SettlmntTyp values. FIX.2.7
544 FIX.4.3
635 FIX.4.3
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
Y TryToStop TryToStop FIX.4.3
M MidPricePeg MidPrcPeg FIX.3.0
P MarketPeg MarkPeg FIX.3.0
Q CancelOnSystemFailure CancelOnSysFail FIX.4.3
R PrimaryPeg PrimPeg FIX.3.0
S Suspend Suspend FIX.3.0
U CustomerDisplayInstruction CustDispInst FIX.4.1
V Netting Netting FIX.4.1
W PegToVWAP PegVWAP FIX.4.2
X TradeAlong TradeAlong FIX.4.3
D PercentOfVolume PercVol FIX.2.7
0 StayOnOfferSide StayOffer FIX.2.7
2 Work Work FIX.2.7
4 OverTheDay OverDay FIX.2.7
5 Held Held FIX.2.7
6 ParticipateDoNotInitiate PartNotInit FIX.2.7
7 StrictScale StrictScale FIX.2.7
8 TryToScale TryToScale FIX.2.7
9 StayOnBidSide StayBid FIX.2.7
A NoCross NoCross FIX.2.7
O OpeningPeg OpenPeg FIX.3.0
C CallFirst CallFirst FIX.2.7
N NonNegotiable NonNego FIX.3.0
E DoNotIncrease DNI FIX.2.7
F DoNotReduce DNR FIX.2.7
G AllOrNone AON FIX.2.7
H ReinstateOnSystemFailure RestateOnSysFail FIX.4.3
I InstitutionsOnly InstitOnly FIX.3.0
J ReinstateOnTradingHalt RestateOnTradingHalt FIX.4.3
K CancelOnTradingHalt CancelOnTradingHalt FIX.4.3
L LastPeg LastPeg FIX.3.0
3 GoAlong GoAlong FIX.2.7
B OKToCross OkCross FIX.2.7
1 NotHeld NotHeld FIX.2.7
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
⇒625 FIX.4.3
Instrument ✔ Insert here the set of "Instrument" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
Must match original order		 FIX.4.3
54 Side ✔ char Should match original order's side, however, if bilaterally agreed to the following groups could potentially be interchanged: Buy and Buy Minus Sell, Sell Plus, Sell Short, and Sell Short Exempt Cross, Cross Short, and Cross Short Exempt
Value SymbolicName Description Added Updated Deprecated
6 SellShortExempt Sell short exempt FIX.2.7
B AsDefined As Defined (for use with multileg instruments) FIX.4.3
C Opposite Opposite (for use with multileg instruments) FIX.4.3
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
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
A CrossShortExempt Cross short exempt FIX.4.3
5 SellShort Sell short FIX.2.7
7 Undisclosed Undisclosed (valid for IOI and List Order messages only) FIX.4.1
FIX.2.7
60 TransactTime ✔ UTCTimestamp Time this order request was initiated/released by the trader or trading system. FIX.4.2
465 FIX.4.3
OrderQtyData ✔ Insert here the set of "OrderQtyData" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
Note: OrderQty value should be the "Total Intended Order Quantity" (including the amount already executed for this chain of orders)		 FIX.4.3
40 OrdType ✔ char Order type.
Value SymbolicName Description Added Updated Deprecated
D PreviouslyQuoted Previously quoted FIX.4.0
2 Limit Limit FIX.2.7
3 Stop Stop FIX.2.7
4 StopLimit Stop limit FIX.2.7
5 MarketOnClose Market on close (Deprecated) 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 (Deprecated) FIX.2.7
1 Market Market FIX.2.7
C ForexMarket Forex - Market (Deprecated) FIX.4.0
F ForexLimit Forex - Limit (Deprecated) FIX.4.1
E PreviouslyIndicated Previously indicated FIX.4.0
G ForexSwap Forex - Swap FIX.4.1
I Funari Funari (Limit Day Order with unexecuted portion handled as Market On Close. e.g. Japan) FIX.4.2
J MarketIfTouched Market If Touched (MIT) FIX.4.3
K MarketWithLeftOverAsLimit Market with Leftover as Limit (market order then unexecuted quantity becomes limit order at last price) FIX.4.3
L PreviousFundValuationPoint Previous Fund Valuation Point (Historic pricing) (for CIV) FIX.4.3
M NextFundValuationPoint Next Fund Valuation Point (Forward pricing) (for CIV) FIX.4.3
P Pegged Pegged FIX.3.0
B LimitOnClose Limit on close (Deprecated) FIX.2.7
H ForexPreviouslyQuoted Forex - Previously Quoted (Deprecated) FIX.4.1
FIX.2.7
423 PriceType int Code to represent the price type.
Value SymbolicName Description Added Updated Deprecated
3 FixedAmount Fixed Amount (absolute value) FIX.4.2
1 Percentage Percentage FIX.4.2
4 Discount discount - percentage points below par FIX.4.3
6 Spread basis points relative to benchmark FIX.4.3
7 TEDPrice TED price (see "Volume 1 - Glossary") FIX.4.3
8 TEDYield TED yield (see "Volume 1 - Glossary") FIX.4.3
5 Premium premium - percentage points over par FIX.4.3
2 PerUnit per share (e.g. cents per share) FIX.4.2
FIX.4.3
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
SpreadOrBenchmarkCurveData Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
YieldData Insert here the set of "YieldData" (yield-related) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
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
7 AtTheClose At the Close FIX.4.3
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
2 AccumulateUntilVerballlyNotifiedOtherwise accumulate until verbally notified otherwise FIX.4.2
1 AccumulateUntilFilledOrExpired accumulate executions until order is filled or expires FIX.4.2
FIX.4.2
CommissionData Insert here the set of "CommissionData" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
528 FIX.4.3
529 FIX.4.3
582 FIX.4.3
47 Rule80A char (deprecated) Must match original order
Value SymbolicName Description Added Updated Deprecated
N AgentForOtherMember Program Order, non-index arb, for other member FIX.2.7
B ShortExemptTransactionAType Short exempt transaction (refer to A type) FIX.4.1
D ProgramOrderMember Program Order, index arb, for Member firm/org FIX.2.7
E ShortExemptTransactionForPrincipal Short Exempt Transaction for Principal (was incorrectly identified in the FIX spec as 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
M ProgramOrderOtherMember Program Order, index arb, for other member FIX.2.7
A AgencySingleOrder Agency single order FIX.2.7
O ProprietaryTransactionAffiliated Proprietary transactions for competing market-maker that is affiliated with the clearing member (was incorrectly identified in the FIX spec as Competing dealer trades) FIX.4.1
P Principal Principal FIX.4.1
R TransactionNonMember Transactions for the account of a non-member competing market maker (was incorrectly identified in the FIX spec as Competing dealer trades) FIX.4.1
S SpecialistTrades Specialist trades FIX.4.1
T TransactionUnaffiliatedMember Transactions for the account of an unaffiliated members competing market maker (was incorrectly identified in the FIX spec as 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
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
C ProprietaryNonAlgo Program Order, non-index arb, for Member firm/org FIX.2.7
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
Y ExecuteForexAfterSecurityTrade Execute Forex after security trade FIX.4.0
N DoNotExecuteForexAfterSecurityTrade Do not 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
640 Can be used with OrdType = "Forex - Swap" to specify the price for the future portion of a F/X swap. FIX.4.3
77 OpenClose char For use in derivatives omnibus accounting
Value SymbolicName Description Added Updated Deprecated
F FIFO FIFO FIX.4.3
R Rolled Rolled FIX.4.3
C Close Close FIX.4.1
O Open Open FIX.4.1
FIX.4.1
203 CoveredOrUncovered int For use with derivatives, such as options
Value SymbolicName Description Added Updated Deprecated
1 Uncovered Uncovered FIX.4.1
0 Covered Covered 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
Y Yes Indicates the broker is responsible for locating the stock FIX.4.0
N No Indicates the broker is not required to locate FIX.4.0
FIX.4.1
480 For CIV - Optional FIX.4.3
481 For CIV - Optional FIX.4.3
513 Reference to Registration Instructions message for this Order. FIX.4.3
494 Supplementary registration information for this Order FIX.4.3
158 AccruedInterestRate float Can be specified on the order for Fixed Income Municipals FIX.4.3
159 AccruedInterestAmt Amt Can be specified on the order for Fixed Income Municipals FIX.4.3
118 NetMoney Amt Can be specified on the order for Fixed Income Municipals FIX.4.3
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 The ClOrdID of the order whose status is being requested. FIX.2.7
526 FIX.4.3
583 FIX.4.3
Parties Insert here the set of "Parties" (firm identification) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
1 Account String Account mnemonic as agreed between broker and institution. FIX.4.2
Instrument ✔ Insert here the set of "Instrument" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
54 Side ✔ char Side of order
Value SymbolicName Description Added Updated Deprecated
6 SellShortExempt Sell short exempt FIX.2.7
B AsDefined As Defined (for use with multileg instruments) FIX.4.3
C Opposite Opposite (for use with multileg instruments) FIX.4.3
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
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
A CrossShortExempt Cross short exempt FIX.4.3
5 SellShort Sell short FIX.2.7
7 Undisclosed Undisclosed (valid for IOI and List Order messages only) FIX.4.1
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 i.e. New, Cancel, Replace
Value SymbolicName Description Added Updated Deprecated
5 CalculatedWithoutPreliminary Calculated without Preliminary (sent unsolicited by broker, includes MiscFees and NetMoney) (Removed/Replaced) FIX.4.2
4 Calculated Calculated (includes MiscFees and NetMoney) (Removed/Replaced) FIX.4.1
3 Preliminary Preliminary (without MiscFees and NetMoney) (Removed/Replaced) FIX.4.1
2 Cancel Cancel FIX.2.7
1 Replace Replace FIX.2.7
0 New New FIX.2.7
FIX.2.7
626 ✔ Specifies the purpose or type of Allocation message FIX.4.3
72 RefAllocID String Required for AllocTransType = Replace or Cancel Required for AllocType = "Sellside Calculated Using Preliminary" 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
466 Can be used with AllocType="Buyside Ready-To-Book - Single Order" or "Buyside Ready-To-Book - Combined Set of Orders" FIX.4.3
73 NoOrders int Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one). Not required for AllocTransType=Cancel 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". Not required for AllocTransType=Cancel 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
⇒526 FIX.4.3
⇒66 ListID String Required for List Orders. 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 Amount of quantity (e.g. 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
⇒527 FIX.4.3
⇒31 LastPx Price Price of individual execution. Required if NoExecs > 0 FIX.4.0
⇒29 LastCapacity char Can be specified by broker for AllocType="Sellside Calculated Without Preliminary" and "Sellside Calculated Using Preliminary"
Value SymbolicName Description Added Updated Deprecated
4 Principal Principal FIX.2.7
3 CrossAsPrincipal Cross as principal FIX.2.7
1 Agent Agent FIX.2.7
2 CrossAsAgent Cross as agent FIX.2.7
FIX.4.1
54 Side ✔ char Side of order
Value SymbolicName Description Added Updated Deprecated
6 SellShortExempt Sell short exempt FIX.2.7
B AsDefined As Defined (for use with multileg instruments) FIX.4.3
C Opposite Opposite (for use with multileg instruments) FIX.4.3
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
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
A CrossShortExempt Cross short exempt FIX.4.3
5 SellShort Sell short FIX.2.7
7 Undisclosed Undisclosed (valid for IOI and List Order messages only) FIX.4.1
FIX.2.7
Instrument ✔ Insert here the set of "Instrument" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
53 Shares ✔ Qty Total quantity (e.g. number of shares) allocated to all accounts, or that is Ready-To-Book FIX.2.7
30 LastMkt Exchange Market of the executions. FIX.4.0
229 FIX.4.3
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
625 FIX.4.3
423 PriceType int Code to represent the price type.
Value SymbolicName Description Added Updated Deprecated
3 FixedAmount Fixed Amount (absolute value) FIX.4.2
1 Percentage Percentage FIX.4.2
4 Discount discount - percentage points below par FIX.4.3
6 Spread basis points relative to benchmark FIX.4.3
7 TEDPrice TED price (see "Volume 1 - Glossary") FIX.4.3
8 TEDYield TED yield (see "Volume 1 - Glossary") FIX.4.3
5 Premium premium - percentage points over par FIX.4.3
2 PerUnit per share (e.g. cents per share) FIX.4.2
FIX.4.3
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
Parties Insert here the set of "Parties" (firm identification) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
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 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
5 TPlus4 T+4 FIX.2.7
A T1 T+1 FIX.4.3
6 Future Future FIX.2.7
3 TPlus2 T+2 FIX.2.7
2 NextDay Next Day FIX.2.7
8 SellersOption Sellers Option FIX.2.7
1 Cash Cash FIX.2.7
7 WhenAndIfIssued When And If Issued FIX.2.7
0 Regular Regular FIX.2.7
9 TPlus5 T+ 5 FIX.3.0
4 TPlus3 T+3 FIX.2.7
FIX.2.7
64 FutSettDate LocalMktDate Takes precedence over SettlmntTyp value and conditionally required/omitted for specific SettlmntTyp values. FIX.2.7
381 GrossTradeAmt Amt Expressed in same currency as AvgPx. Sum of (AllocQty * AllocAvgPx or AllocPrice). FIX.4.2
238 FIX.4.3
237 FIX.4.3
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
F FIFO FIFO FIX.4.3
R Rolled Rolled FIX.4.3
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
540 Sum of AccruedInterestAmt within repeating group. FIX.4.3
650 FIX.4.3
78 NoAllocs int Indicates number of allocation groups to follow. Not required for AllocTransType=Cancel Not required for AllocType="Buyside Ready-To-Book - Single Order" or "Buyside Ready-To-Book - Combined Set of Orders". 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. Not required for AllocTransType=Cancel Not required for AllocType="Buyside Ready-To-Book - Single Order" or "Buyside Ready-To-Book - Combined Set of Orders". 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 Not required for AllocTransType=Cancel Not required for AllocType="Buyside Ready-To-Book - Single Order" or "Buyside Ready-To-Book - Combined Set of Orders". FIX.4.0
⇒467 FIX.4.3
⇒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
6 PlanSponsor plan sponsor FIX.4.0
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
FIX.4.0
⇒NestedParties Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
Used for NestedPartyRole=BrokerOfCredit, ExecBroker, ClientID, etc.		 FIX.4.3
⇒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
3 ForwardAndMatch Forward and Match FIX.4.1
2 Forward Forward FIX.4.1
1 Match 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
⇒CommissionData Insert here the set of "CommissionData" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
⇒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 ((AllocQty * AllocAvgPx) - Commission - sum of MiscFeeAmt + AccruedInterestAmt) if a Sell ((AllocQty * 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
Value SymbolicName Description Added Updated Deprecated
D Divide Divide FIX.4.4EP38
M Multiply Multiply FIX.4.4EP38
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, 4= Specific Order)
Value SymbolicName Description Added Updated Deprecated
0 Default Default FIX.4.1
4 SpecificOrderForASingleAccount Specific Order for a single account (for CIV) FIX.4.3
3 SpecificAllocationAccountStanding Specific Allocation Account Standing FIX.4.1
1 StandingInstructionsProvided Standing Instructions Provided FIX.4.1
2 SpecificAllocationAccountOverriding Specific Allocation Account Overriding 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
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
1 Regulatory Regulatory (e.g. SEC) FIX.4.0
2 Tax Tax FIX.4.0
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
229 FIX.4.3
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.
Value SymbolicName Description Added Updated Deprecated
6 Alert Alert FIX.4.3
4 ExecStarted ExecStarted FIX.4.3
3 Timed Timed FIX.4.3
2 Response Response FIX.4.3
1 Ack Ack FIX.4.3
5 AllDone AllDone FIX.4.3
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.
Value SymbolicName Description Added Updated Deprecated
4 Cancelling Canceling FIX.4.3
3 Executing Executing FIX.4.3
7 Reject Reject FIX.4.3
6 AllDone All Done FIX.4.3
5 Alert Alert FIX.4.3
2 ReceivedForExecution ReceivedForExecution FIX.4.3
1 InBiddingProcess InBiddingProcess FIX.4.3
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
⇒526 FIX.4.3
⇒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
5 Replaced Replaced (Removed/Replaced) FIX.4.4EP35
2 Filled Filled FIX.2.7
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
3 DoneForDay Done for day FIX.2.7
4 Canceled Canceled FIX.2.7
FIX.4.2
⇒636 For optional use with OrdStatus = 0 (New) FIX.4.3
⇒151 LeavesQty ✔ Qty Quantity 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
2 ExchangeClosed Exchange closed FIX.2.7
1 UnknownSymbol Unknown symbol 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
7 DuplicateOfAVerballyCommunicatedOrder Duplicate of a verbally communicated order FIX.4.2
9 TradeAlongRequired Trade Along required FIX.4.3
10 InvalidInvestorID Invalid Investor ID FIX.4.3
6 DuplicateOrder Duplicate Order (e.g. dupe ClOrdID) FIX.4.1
11 UnsupportedOrderCharacteristic Unsupported order characteristic FIX.4.3
12 SurveillenceOption Surveillence Option FIX.4.3
0 BrokerCredit Broker / Exchange option FIX.2.7
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

AllocationAck (35=P)

The Allocation ACK message is used to acknowledge the receipt and status of an Allocation message.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = P FIX.2.7
Parties Insert here the set of "Parties" (firm identification) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
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
1 BlockLevelReject rejected FIX.2.7
2 AccountLevelReject partial accept FIX.2.7
3 Received received (received, not yet processed) FIX.4.0
0 Accepted accepted (successfully processed) FIX.2.7
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
6 UnknownListID unknown ListID FIX.2.7
3 UnknownExecutingBrokerMnemonic unknown executing broker mnemonic FIX.2.7
5 UnknownOrderID unknown OrderID FIX.2.7
7 OtherSeeText other FIX.2.7
4 CommissionDifference commission difference FIX.2.7
1 IncorrectQuantity incorrect quantity FIX.2.7
2 IncorrectAveragegPrice incorrect average price 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
650 FIX.4.3
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. This message can be thought of as an execution reject message.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = Q FIX.4.0
37 OrderID ✔ 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
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
A UnknownSymbol Unknown symbol FIX.4.0
FIX.4.0
Instrument ✔ Insert here the set of "Instrument" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
54 Side ✔ char Side of order
Value SymbolicName Description Added Updated Deprecated
6 SellShortExempt Sell short exempt FIX.2.7
B AsDefined As Defined (for use with multileg instruments) FIX.4.3
C Opposite Opposite (for use with multileg instruments) FIX.4.3
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
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
A CrossShortExempt Cross short exempt FIX.4.3
5 SellShort Sell short FIX.2.7
7 Undisclosed Undisclosed (valid for IOI and List Order messages only) FIX.4.1
FIX.4.0
OrderQtyData ✔ Insert here the set of "OrderQtyData" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
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. This message is commonly referred to as an Request For Quote (RFQ)

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
644 For tradeable quote model – used to indicate to which RFQ Request this Quote Request is in response. FIX.4.3
146 NoRelatedSym ✔ int Number of related symbols (instruments) in Request FIX.4.2
⇒Instrument ✔ Insert here the set of "Instrument" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
⇒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
2 Automatic Automatic FIX.4.2
1 Manual Manual FIX.4.2
FIX.4.2
⇒537 Type of quote being requested from counterparty or market (e.g. Indicative, Firm, or Restricted Tradeable) FIX.4.3
⇒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
⇒625 FIX.4.3
⇒229 FIX.4.3
⇒Stipulations Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
⇒54 Side char If OrdType = "Forex - Swap", should be the side of the future portion of a F/X swap. The absence of a side implies that a two-sided quote is being requested.
Value SymbolicName Description Added Updated Deprecated
6 SellShortExempt Sell short exempt FIX.2.7
B AsDefined As Defined (for use with multileg instruments) FIX.4.3
C Opposite Opposite (for use with multileg instruments) FIX.4.3
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
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
A CrossShortExempt Cross short exempt FIX.4.3
5 SellShort Sell short FIX.2.7
7 Undisclosed Undisclosed (valid for IOI and List Order messages only) FIX.4.1
FIX.4.0
⇒465 FIX.4.3
⇒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
⇒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.4.3
⇒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
5 TPlus4 T+4 FIX.2.7
A T1 T+1 FIX.4.3
6 Future Future FIX.2.7
3 TPlus2 T+2 FIX.2.7
2 NextDay Next Day FIX.2.7
8 SellersOption Sellers Option FIX.2.7
1 Cash Cash FIX.2.7
7 WhenAndIfIssued When And If Issued FIX.2.7
0 Regular Regular FIX.2.7
9 TPlus5 T+ 5 FIX.3.0
4 TPlus3 T+3 FIX.2.7
FIX.4.3
⇒64 FutSettDate LocalMktDate Can be used (e.g. 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
D PreviouslyQuoted Previously quoted FIX.4.0
2 Limit Limit FIX.2.7
3 Stop Stop FIX.2.7
4 StopLimit Stop limit FIX.2.7
5 MarketOnClose Market on close (Deprecated) 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 (Deprecated) FIX.2.7
1 Market Market FIX.2.7
C ForexMarket Forex - Market (Deprecated) FIX.4.0
F ForexLimit Forex - Limit (Deprecated) FIX.4.1
E PreviouslyIndicated Previously indicated FIX.4.0
G ForexSwap Forex - Swap FIX.4.1
I Funari Funari (Limit Day Order with unexecuted portion handled as Market On Close. e.g. Japan) FIX.4.2
J MarketIfTouched Market If Touched (MIT) FIX.4.3
K MarketWithLeftOverAsLimit Market with Leftover as Limit (market order then unexecuted quantity becomes limit order at last price) FIX.4.3
L PreviousFundValuationPoint Previous Fund Valuation Point (Historic pricing) (for CIV) FIX.4.3
M NextFundValuationPoint Next Fund Valuation Point (Forward pricing) (for CIV) FIX.4.3
P Pegged Pegged FIX.3.0
B LimitOnClose Limit on close (Deprecated) FIX.2.7
H ForexPreviouslyQuoted Forex - Previously Quoted (Deprecated) FIX.4.1
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 desired currency of the quoted price. May differ from the ‘normal’ trading currency of the instrument being quote requested. FIX.4.2
⇒SpreadOrBenchmarkCurveData Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
⇒423 PriceType int Code to represent the price type.
Value SymbolicName Description Added Updated Deprecated
3 FixedAmount Fixed Amount (absolute value) FIX.4.2
1 Percentage Percentage FIX.4.2
4 Discount discount - percentage points below par FIX.4.3
6 Spread basis points relative to benchmark FIX.4.3
7 TEDPrice TED price (see "Volume 1 - Glossary") FIX.4.3
8 TEDYield TED yield (see "Volume 1 - Glossary") FIX.4.3
5 Premium premium - percentage points over par FIX.4.3
2 PerUnit per share (e.g. cents per share) FIX.4.2
FIX.4.3
⇒44 Price Price Quoted or target price FIX.4.3
⇒640 Can be used with OrdType = "Forex - Swap" to specify the Quoted or target price for the future portion of a F/X swap. FIX.4.3
⇒YieldData Insert here the set of "YieldData" (yield-related) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.3
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.3
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.3
StandardTrailer ✔ FIX.4.0

Quote (35=S)

The quote message is used as the response to a Quote Request message in both indicative, tradeable, and restricted tradeable quoting markets.

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
537 Quote Type
If not specified, the default is an indicative quote		 FIX.4.3
301 QuoteResponseLevel int Level of Response requested from receiver of quote messages.
Value SymbolicName Description Added Updated Deprecated
1 AcknowledgeOnlyNegativeOrErroneousQuotes Acknowledge only negative or erroneous quotes FIX.4.2
0 NoAcknowledgement No Acknowledgement (Default) FIX.4.2
2 AcknowledgeEachQuoteMessage Acknowledge each quote messages FIX.4.2
FIX.4.2
Parties Insert here the set of "Parties" (firm identification) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
1 Account String Account mnemonic as agreed between broker and institution. FIX.4.3
581 Type of account associated with the order (Origin) FIX.4.3
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
625 FIX.4.3
Instrument ✔ Insert here the set of "Instrument" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
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
645 Can be used by markets that require showing the current best bid and offer FIX.4.3
646 Can be used by markets that require showing the current best bid and offer FIX.4.3
647 Specifies the minimum bid size. Used for markets that use a minimum and maximum bid size. FIX.4.3
134 BidSize Qty Specifies the bid size. If MinBidSize is specified, BidSize is interpreted to contain the maximum bid size. FIX.4.0
648 Specifies the minimum offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size. FIX.4.3
135 OfferSize Qty Specified the offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size. FIX.4.0
62 ValidUntilTime UTCTimestamp The time when the quote will expire 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
631 FIX.4.3
632 FIX.4.3
633 FIX.4.3
634 FIX.4.3
60 TransactTime UTCTimestamp Time of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as "GMT") FIX.4.1
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
5 TPlus4 T+4 FIX.2.7
A T1 T+1 FIX.4.3
6 Future Future FIX.2.7
3 TPlus2 T+2 FIX.2.7
2 NextDay Next Day FIX.2.7
8 SellersOption Sellers Option FIX.2.7
1 Cash Cash FIX.2.7
7 WhenAndIfIssued When And If Issued FIX.2.7
0 Regular Regular FIX.2.7
9 TPlus5 T+ 5 FIX.3.0
4 TPlus3 T+3 FIX.2.7
FIX.4.3
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
D PreviouslyQuoted Previously quoted FIX.4.0
2 Limit Limit FIX.2.7
3 Stop Stop FIX.2.7
4 StopLimit Stop limit FIX.2.7
5 MarketOnClose Market on close (Deprecated) 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 (Deprecated) FIX.2.7
1 Market Market FIX.2.7
C ForexMarket Forex - Market (Deprecated) FIX.4.0
F ForexLimit Forex - Limit (Deprecated) FIX.4.1
E PreviouslyIndicated Previously indicated FIX.4.0
G ForexSwap Forex - Swap FIX.4.1
I Funari Funari (Limit Day Order with unexecuted portion handled as Market On Close. e.g. Japan) FIX.4.2
J MarketIfTouched Market If Touched (MIT) FIX.4.3
K MarketWithLeftOverAsLimit Market with Leftover as Limit (market order then unexecuted quantity becomes limit order at last price) FIX.4.3
L PreviousFundValuationPoint Previous Fund Valuation Point (Historic pricing) (for CIV) FIX.4.3
M NextFundValuationPoint Next Fund Valuation Point (Forward pricing) (for CIV) FIX.4.3
P Pegged Pegged FIX.3.0
B LimitOnClose Limit on close (Deprecated) FIX.2.7
H ForexPreviouslyQuoted Forex - Previously Quoted (Deprecated) FIX.4.1
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
642 Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value FIX.4.3
643 Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value FIX.4.3
15 Currency Currency Can be used to specify the currency of the quoted prices. May differ from the ‘normal’ trading currency of the instrument being quoted FIX.4.2
656 Can be used when the quote is provided in a currency other than the instrument’s ‘normal’ trading currency. Applies to all bid prices contained in this quote message FIX.4.3
657 Can be used when the quote is provided in a currency other than the instrument’s ‘normal’ trading currency. Applies to all offer prices contained in this quote message FIX.4.3
156 SettlCurrFxRateCalc char Can be used when the quote is provided in a currency other than the instruments trading currency.
Value SymbolicName Description Added Updated Deprecated
D Divide Divide FIX.4.4EP38
M Multiply Multiply FIX.4.4EP38
FIX.4.3
12 Commission Amt Can be used to show the counterparty the commission associated with the transaction. FIX.4.3
13 CommType char Can be used to show the counterparty the commission associated with the transaction.
Value SymbolicName Description Added Updated Deprecated
6 PointsPerBondOrContract per bond FIX.4.3
1 PerUnit per share FIX.2.7
2 Percent percentage FIX.2.7
3 Absolute absolute FIX.2.7
5 PercentageWaivedEnhancedUnits (for CIV buy orders) percentage waived enhanced units FIX.4.3
4 PercentageWaivedCashDiscount (for CIV buy orders) percentage waived cash discount FIX.4.3
FIX.4.3
582 For Futures Exchanges FIX.4.3
100 ExDestination Exchange Used when routing quotes to multiple markets FIX.4.3
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.3
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.3
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.3
StandardTrailer ✔ FIX.4.0

SettlementInstructions (35=T)

The Settlement Instructions message provides the broker’s, the institution’s, or the intermediary’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
N New New FIX.4.1
R Replace Replace FIX.4.1
C Cancel Cancel 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 , 4=Specific Order
Value SymbolicName Description Added Updated Deprecated
0 Default Default FIX.4.1
4 SpecificOrderForASingleAccount Specific Order for a single account (for CIV) FIX.4.3
3 SpecificAllocationAccountStanding Specific Allocation Account Standing FIX.4.1
1 StandingInstructionsProvided Standing Instructions Provided FIX.4.1
2 SpecificAllocationAccountOverriding Specific Allocation Account Overriding FIX.4.1
FIX.4.1
165 SettlInstSource ✔ char 1=Broker’s Settlement Instructions, 2=Institution’s Settlement Instructions , 3=Investor
Value SymbolicName Description Added Updated Deprecated
2 Institution Institutions Instructions FIX.4.1
3 Investor Investor (e.g. CIV use) FIX.4.3
1 BrokerCredit Brokers Instructions FIX.4.1
FIX.4.1
79 AllocAccount ✔ String Required for SettlInstMode=1, 2, or 3 FIX.4.1
467 FIX.4.3
11 ClOrdID String Required for SettlInstMode=4. FIX.4.3
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
625 FIX.4.3
54 Side char Required for SettlInstMode=2 or 3, May be required for SettlInstMode=1
Value SymbolicName Description Added Updated Deprecated
6 SellShortExempt Sell short exempt FIX.2.7
B AsDefined As Defined (for use with multileg instruments) FIX.4.3
C Opposite Opposite (for use with multileg instruments) FIX.4.3
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
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
A CrossShortExempt Cross short exempt FIX.4.3
5 SellShort Sell short FIX.2.7
7 Undisclosed Undisclosed (valid for IOI and List Order messages only) FIX.4.1
FIX.4.1
167 SecurityType String May be required for SettlInstMode=1
Value SymbolicName Description Added Updated Deprecated
CP CommercialPaper Commercial Paper FIX.4.1
VRDN VariableRateDemandNote Variable Rate Demand Note FIX.4.3
PZFJ PlazosFijos Plazos Fijos FIX.4.3
PN PromissoryNote Promissory Note FIX.4.3
ONITE Overnight Overnight FIX.4.3
MTN MediumTermNotes Medium Term Notes FIX.4.3
TECP TaxExemptCommercialPaper Tax Exempt Commercial Paper FIX.4.3
AMENDED Amended Amended & Restated FIX.4.3
BRIDGE BridgeLoan Bridge Loan FIX.4.3
LOFC LetterOfCredit Letter of Credit FIX.4.3
SWING SwingLineFacility Swing Line Facility FIX.4.3
DINP DebtorInPossession Debtor in Possession FIX.4.3
DEFLTED Defaulted Defaulted FIX.4.3
WITHDRN Withdrawn Withdrawn FIX.4.3
LQN LiquidityNote Liquidity Note FIX.4.3
MATURED Matured Matured FIX.4.3
DN DepositNotes Deposit Notes FIX.4.3
RETIRED Retired Retired FIX.4.3
BA BankersAcceptance Bankers Acceptance FIX.4.1
BN BankNotes Bank Notes FIX.4.3
BOX BillOfExchanges Bill of Exchanges FIX.4.3
CD CertificateOfDeposit Certificate of Deposit FIX.4.1
CL CallLoans Call Loans FIX.4.3
REPLACD Replaced Replaced FIX.4.3
MT MandatoryTender Mandatory Tender FIX.4.3
RVLVTRM Revolver Revolver/Term Loan FIX.4.3
MPP MortgagePrivatePlacement Mortgage Private Placement FIX.4.1
STN ShortTermLoanNote Short Term Loan Note FIX.4.3
MPT MiscellaneousPassThrough Miscellaneous Pass-through FIX.4.1
TBA ToBeAnnounced To be Announced FIX.4.3
AN OtherAnticipationNotes Other Anticipation Notes BAN, GAN, etc. FIX.4.3
MIO MortgageInterestOnly Mortgage Interest Only FIX.4.1
COFP CertificateOfParticipation Certificate of Participation FIX.4.3
MBS MortgageBackedSecurities Mortgage-backed Securities FIX.4.3
REV RevenueBonds Revenue Bonds FIX.4.3
SPCLA SpecialAssessment Special Assessment FIX.4.3
SPCLO SpecialObligation Special Obligation FIX.4.3
SPCLT SpecialTax Special Tax FIX.4.3
TAN TaxAnticipationNote Tax Anticipation Note FIX.4.3
TAXA TaxAllocation Tax Allocation FIX.4.3
COFO CertificateOfObligation Certificate of Obligation FIX.4.3
TD TimeDeposit Time Deposit FIX.4.1
GO GeneralObligationBonds General Obligation Bonds FIX.4.3
? Wildcard Wildcard entry (used on Security Definition Request message) FIX.4.2
WAR Warrant Warrant FIX.4.1
MF MutualFund Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle) FIX.4.1
MLEG MultilegInstrument Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.) FIX.4.3
TRAN TaxRevenueAnticipationNote Tax & Revenue Anticipation Note FIX.4.3
MPO MortgagePrincipalOnly Mortgage Principal Only FIX.4.1
RP RepurchaseAgreement Repurchase Agreement FIX.4.1
NONE NoSecurityType No Security Type FIX.4.1
XCN ExtendedCommNote Extended Comm Note FIX.4.3
POOL AgencyPools Agency Pools FIX.4.3
ABS AssetBackedSecurities Asset-backed Securities FIX.4.3
CMBS Corp Corp. Mortgage-backed Securities FIX.4.3
CMO CollateralizedMortgageObligation Collateralized Mortgage Obligation FIX.4.1
IET IOETTEMortgage IOETTE Mortgage FIX.4.2
RVRP ReverseRepurchaseAgreement Reverse Repurchase Agreement FIX.4.1
FOR ForeignExchangeContract Foreign Exchange Contract FIX.4.1
RAN RevenueAnticipationNote Revenue Anticipation Note FIX.4.3
RVLV RevolverLoan Revolver Loan FIX.4.3
FAC FederalAgencyCoupon Federal Agency Coupon FIX.4.3
FADN FederalAgencyDiscountNote Federal Agency Discount Note FIX.4.3
PEF PrivateExportFunding Private Export Funding FIX.4.3
CORP CorporateBond Corporate Bond FIX.4.1
CPP CorporatePrivatePlacement Corporate Private Placement FIX.4.1
CB ConvertibleBond Convertible Bond FIX.4.2
DUAL DualCurrency Dual Currency FIX.4.3
XLINKD IndexedLinked Indexed Linked FIX.4.3
YANK YankeeCorporateBond Yankee Corporate Bond FIX.4.3
CS CommonStock Common Stock FIX.4.1
PS PreferredStock Preferred Stock FIX.4.1
BRADY BradyBond Brady Bond FIX.4.3
TBOND USTreasuryBond US Treasury Bond FIX.4.3
TINT InterestStripFromAnyBondOrNote Interest strip from any bond or note FIX.4.3
TIPS TreasuryInflationProtectedSecurities Treasury Inflation Protected Securities FIX.4.3
TCAL PrincipalStripOfACallableBondOrNote Principal strip of a callable bond or note FIX.4.3
TPRN PrincipalStripFromANonCallableBondOrNote Principal strip from a non-callable bond or note FIX.4.3
UST USTreasuryNoteOld US Treasury Note/Bond FIX.4.3
USTB USTreasuryBillOld US Treasury Bill FIX.4.1
TERM TermLoan Term Loan FIX.4.3
STRUCT StructuredNotes Structured Notes FIX.4.3
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
Parties Insert here the set of "Parties" (firm identification) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
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
3 AGlobalCustodian A Global Custodian (StandInstDbName must be provided) FIX.4.1
2 ThomsonALERT Thomson ALERT 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
Value SymbolicName Description Added Updated Deprecated
1 Free Free FIX.4.4EP35
0 Versus Versus Payment FIX.4.4EP35
FIX.4.1
173 SettlDepositoryCode String Applicable when PartyRole="Settlement Location" and PartyID value 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. For CIV - applicable when settlement is between fund manager and intermediary, investor etc. FIX.4.1
183 CashSettlAgentCode String Applicable when SettlDeliveryType=Free. For CIV - applicable when settlement is between fund manager and intermediary, investor etc. FIX.4.1
184 CashSettlAgentAcctNum String Applicable when SettlDeliveryType=Free. For CIV - applicable when settlement is between fund manager and intermediary, investor etc. FIX.4.1
185 CashSettlAgentAcctName String Applicable when SettlDeliveryType=Free. For CIV - applicable when settlement is between fund manager and intermediary, investor etc. FIX.4.1
186 CashSettlAgentContactName String Applicable when SettlDeliveryType=Free. For CIV - applicable when settlement is between fund manager and intermediary, investor etc. FIX.4.1
187 CashSettlAgentContactPhone String Applicable when SettlDeliveryType=Free. For CIV - applicable when settlement is between fund manager and intermediary, investor etc. FIX.4.1
492 FIX.4.3
476 FIX.4.3
488 FIX.4.3
489 FIX.4.3
503 FIX.4.3
490 FIX.4.3
491 FIX.4.3
504 FIX.4.3
505 FIX.4.3
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. A Market Data Request is a general request for market data on specific securities or forex quotes.

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
1 SnapshotAndUpdates Snapshot + Updates (Subscribe) FIX.4.2
2 DisablePreviousSnapshot Disable previous Snapshot + Update Request (Unsubscribe) FIX.4.2
0 Snapshot Snapshot 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
Y BookEntriesToBeAggregated one book entry per side per price FIX.4.4EP34
N BookEntriesShouldNotBeAggregated Multiple entries per side per price allowed FIX.4.4EP34
FIX.4.2
286 OpenCloseSettleFlag char Can be used to clarify a request if MDEntryType = Opening Price(4), Closing Price(5), or Settlement Price(6).
Value SymbolicName Description Added Updated Deprecated
1 SessionOpen Session Open / Close / Settlement price FIX.4.2
2 DeliverySettlementEntry Delivery Settlement price FIX.4.2
3 ExpectedEntry Expected price FIX.4.3
4 EntryFromPreviousBusinessDay Price from previous business day FIX.4.3
0 DailyOpen Daily Open / Close / Settlement price FIX.4.2
FIX.4.3
546 Defines the scope(s) of the request FIX.4.3
547 Can be used when MarketDepth >= 2 and MDUpdateType = Incremental Refresh(1). FIX.4.3
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
7 TradingSessionHighPrice Trading Session High Price FIX.4.2
1 Offer Offer FIX.4.2
A Imbalance Imbalance FIX.4.3
9 TradingSessionVWAPPrice Trading Session VWAP Price FIX.4.2
8 TradingSessionLowPrice Trading Session Low Price FIX.4.2
5 ClosingPrice Closing Price FIX.4.2
4 OpeningPrice Opening Price FIX.4.2
0 Bid Bid FIX.4.2
2 Trade Trade FIX.4.2
3 IndexValue Index Value FIX.4.2
6 SettlementPrice Settlement Price FIX.4.2
FIX.4.2
146 NoRelatedSym ✔ int Number of symbols (instruments) requested. FIX.4.2
⇒Instrument ✔ Insert here the set of "Instrument" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
386 NoTradingSessions int Number of trading sessions for which the request is valid. FIX.4.3
⇒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
⇒625 FIX.4.3
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
Instrument ✔ Insert here the set of "Instrument" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
291 FinancialStatus char Identifies a firm’s financial status.
Value SymbolicName Description Added Updated Deprecated
1 Bankrupt Bankrupt FIX.4.2
2 PendingDelisting Pending delisting FIX.4.3
FIX.4.2
292 CorporateAction char Identifies the type of Corporate Action.
Value SymbolicName Description Added Updated Deprecated
B ExDistribution Ex-Distribution FIX.4.2
E ExInterest Ex-Interest FIX.4.2
C ExRights Ex-Rights FIX.4.2
A ExDividend Ex-Dividend FIX.4.2
D New New FIX.4.2
FIX.4.2
387 TotalVolumeTraded Qty Total volume traded in this trading session for this security. FIX.4.2
449 FIX.4.3
450 FIX.4.3
451 FIX.4.3
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
7 TradingSessionHighPrice Trading Session High Price FIX.4.2
1 Offer Offer FIX.4.2
A Imbalance Imbalance FIX.4.3
9 TradingSessionVWAPPrice Trading Session VWAP Price FIX.4.2
8 TradingSessionLowPrice Trading Session Low Price FIX.4.2
5 ClosingPrice Closing Price FIX.4.2
4 OpeningPrice Opening Price FIX.4.2
0 Bid Bid FIX.4.2
2 Trade Trade FIX.4.2
3 IndexValue Index Value FIX.4.2
6 SettlementPrice Settlement Price FIX.4.2
FIX.4.2
⇒270 MDEntryPx Price Conditionally required if MDEntryType is not Imbalance(A) 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 6-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
⇒625 FIX.4.3
⇒276 QuoteCondition MultipleValueString Space-delimited list of conditions describing a quote.
Value SymbolicName Description Added Updated Deprecated
E Locked Locked FIX.4.2
I NonFirm Non-Firm FIX.4.2
H FastTrading Fast Trading FIX.4.2
F Crossed Crossed FIX.4.2
D ConsolidatedBest Consolidated Best FIX.4.2
C ExchangeBest Exchange Best FIX.4.2
B Closed Closed / Inactive FIX.4.2
A Open Open / Active FIX.4.2
G Depth Depth FIX.4.2
FIX.4.2
⇒277 TradeCondition MultipleValueString Space-delimited list of conditions describing a trade
Value SymbolicName Description Added Updated Deprecated
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
B AveragePriceTrade Average Price Trade FIX.4.2
M Sold Sold (out of sequence) FIX.4.2
H Rule155Trade Rule 155 Trade (Amex) FIX.4.2
N StoppedStock Stopped Stock (guarantee of price but does not execute the order) FIX.4.2
P ImbalanceMoreBuyers Imbalance More Buyers (Cannot be used in combination with Q) FIX.4.3
Q ImbalanceMoreSellers Imbalance More Sellers (Cannot be used in combination with P) FIX.4.3
R OpeningPrice Opening Price FIX.4.3
I SoldLast Sold Last (late reporting) FIX.4.2
A Cash Cash (only) Market FIX.4.2
C CashTrade Cash Trade (same day clearing) 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
D NextDay Next Day (only) Market 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
1 SessionOpen Session Open / Close / Settlement price FIX.4.2
2 DeliverySettlementEntry Delivery Settlement price FIX.4.2
3 ExpectedEntry Expected price FIX.4.3
4 EntryFromPreviousBusinessDay Price from previous business day FIX.4.3
0 DailyOpen Daily Open / Close / 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
7 AtTheClose At the Close FIX.4.3
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
Y TryToStop TryToStop FIX.4.3
M MidPricePeg MidPrcPeg FIX.3.0
P MarketPeg MarkPeg FIX.3.0
Q CancelOnSystemFailure CancelOnSysFail FIX.4.3
R PrimaryPeg PrimPeg FIX.3.0
S Suspend Suspend FIX.3.0
U CustomerDisplayInstruction CustDispInst FIX.4.1
V Netting Netting FIX.4.1
W PegToVWAP PegVWAP FIX.4.2
X TradeAlong TradeAlong FIX.4.3
D PercentOfVolume PercVol FIX.2.7
0 StayOnOfferSide StayOffer FIX.2.7
2 Work Work FIX.2.7
4 OverTheDay OverDay FIX.2.7
5 Held Held FIX.2.7
6 ParticipateDoNotInitiate PartNotInit FIX.2.7
7 StrictScale StrictScale FIX.2.7
8 TryToScale TryToScale FIX.2.7
9 StayOnBidSide StayBid FIX.2.7
A NoCross NoCross FIX.2.7
O OpeningPeg OpenPeg FIX.3.0
C CallFirst CallFirst FIX.2.7
N NonNegotiable NonNego FIX.3.0
E DoNotIncrease DNI FIX.2.7
F DoNotReduce DNR FIX.2.7
G AllOrNone AON FIX.2.7
H ReinstateOnSystemFailure RestateOnSysFail FIX.4.3
I InstitutionsOnly InstitOnly FIX.3.0
J ReinstateOnTradingHalt RestateOnTradingHalt FIX.4.3
K CancelOnTradingHalt CancelOnTradingHalt FIX.4.3
L LastPeg LastPeg FIX.3.0
3 GoAlong GoAlong FIX.2.7
B OKToCross OkCross FIX.2.7
1 NotHeld NotHeld FIX.2.7
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
⇒546 FIX.4.3
⇒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
7 TradingSessionHighPrice Trading Session High Price FIX.4.2
1 Offer Offer FIX.4.2
A Imbalance Imbalance FIX.4.3
9 TradingSessionVWAPPrice Trading Session VWAP Price FIX.4.2
8 TradingSessionLowPrice Trading Session Low Price FIX.4.2
5 ClosingPrice Closing Price FIX.4.2
4 OpeningPrice Opening Price FIX.4.2
0 Bid Bid FIX.4.2
2 Trade Trade FIX.4.2
3 IndexValue Index Value FIX.4.2
6 SettlementPrice Settlement 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
⇒Instrument Insert here the set of "Instrument" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
Either Symbol (the instrument component block) 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, StrikePrice, OptAttribute, and SecurityExchange. May not be changed.		 FIX.4.3
⇒291 FinancialStatus char Identifies a firm’s financial status.
Value SymbolicName Description Added Updated Deprecated
1 Bankrupt Bankrupt FIX.4.2
2 PendingDelisting Pending delisting FIX.4.3
FIX.4.2
⇒292 CorporateAction char Identifies the type of Corporate Action.
Value SymbolicName Description Added Updated Deprecated
B ExDistribution Ex-Distribution FIX.4.2
E ExInterest Ex-Interest FIX.4.2
C ExRights Ex-Rights FIX.4.2
A ExDividend Ex-Dividend FIX.4.2
D New New FIX.4.2
FIX.4.2
⇒270 MDEntryPx Price Conditionally required when MDUpdateAction = New(0) and MDEntryType is not Imbalance(A). 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 6-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
⇒625 FIX.4.3
⇒276 QuoteCondition MultipleValueString Space-delimited list of conditions describing a quote.
Value SymbolicName Description Added Updated Deprecated
E Locked Locked FIX.4.2
I NonFirm Non-Firm FIX.4.2
H FastTrading Fast Trading FIX.4.2
F Crossed Crossed FIX.4.2
D ConsolidatedBest Consolidated Best FIX.4.2
C ExchangeBest Exchange Best FIX.4.2
B Closed Closed / Inactive FIX.4.2
A Open Open / Active FIX.4.2
G Depth Depth FIX.4.2
FIX.4.2
⇒277 TradeCondition MultipleValueString Space-delimited list of conditions describing a trade
Value SymbolicName Description Added Updated Deprecated
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
B AveragePriceTrade Average Price Trade FIX.4.2
M Sold Sold (out of sequence) FIX.4.2
H Rule155Trade Rule 155 Trade (Amex) FIX.4.2
N StoppedStock Stopped Stock (guarantee of price but does not execute the order) FIX.4.2
P ImbalanceMoreBuyers Imbalance More Buyers (Cannot be used in combination with Q) FIX.4.3
Q ImbalanceMoreSellers Imbalance More Sellers (Cannot be used in combination with P) FIX.4.3
R OpeningPrice Opening Price FIX.4.3
I SoldLast Sold Last (late reporting) FIX.4.2
A Cash Cash (only) Market FIX.4.2
C CashTrade Cash Trade (same day clearing) 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
D NextDay Next Day (only) Market 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
1 SessionOpen Session Open / Close / Settlement price FIX.4.2
2 DeliverySettlementEntry Delivery Settlement price FIX.4.2
3 ExpectedEntry Expected price FIX.4.3
4 EntryFromPreviousBusinessDay Price from previous business day FIX.4.3
0 DailyOpen Daily Open / Close / 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
7 AtTheClose At the Close FIX.4.3
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
Y TryToStop TryToStop FIX.4.3
M MidPricePeg MidPrcPeg FIX.3.0
P MarketPeg MarkPeg FIX.3.0
Q CancelOnSystemFailure CancelOnSysFail FIX.4.3
R PrimaryPeg PrimPeg FIX.3.0
S Suspend Suspend FIX.3.0
U CustomerDisplayInstruction CustDispInst FIX.4.1
V Netting Netting FIX.4.1
W PegToVWAP PegVWAP FIX.4.2
X TradeAlong TradeAlong FIX.4.3
D PercentOfVolume PercVol FIX.2.7
0 StayOnOfferSide StayOffer FIX.2.7
2 Work Work FIX.2.7
4 OverTheDay OverDay FIX.2.7
5 Held Held FIX.2.7
6 ParticipateDoNotInitiate PartNotInit FIX.2.7
7 StrictScale StrictScale FIX.2.7
8 TryToScale TryToScale FIX.2.7
9 StayOnBidSide StayBid FIX.2.7
A NoCross NoCross FIX.2.7
O OpeningPeg OpenPeg FIX.3.0
C CallFirst CallFirst FIX.2.7
N NonNegotiable NonNego FIX.3.0
E DoNotIncrease DNI FIX.2.7
F DoNotReduce DNR FIX.2.7
G AllOrNone AON FIX.2.7
H ReinstateOnSystemFailure RestateOnSysFail FIX.4.3
I InstitutionsOnly InstitOnly FIX.3.0
J ReinstateOnTradingHalt RestateOnTradingHalt FIX.4.3
K CancelOnTradingHalt CancelOnTradingHalt FIX.4.3
L LastPeg LastPeg FIX.3.0
3 GoAlong GoAlong FIX.2.7
B OKToCross OkCross FIX.2.7
1 NotHeld NotHeld FIX.2.7
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
⇒546 FIX.4.3
⇒387 TotalVolumeTraded Qty Total volume traded in this trading session for this security. FIX.4.2
⇒449 FIX.4.3
⇒450 FIX.4.3
⇒451 FIX.4.3
⇒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
7 UnsupportedAggregatedBook Unsupported AggregatedBook FIX.4.2
1 DuplicateMDReqID Duplicate MDReqID FIX.4.2
C UnsupportedMDImplicitDelete Unsupported MDImplicitDelete FIX.4.3
B UnsupportedOpenCloseSettleFlag Unsupported OpenCloseSettleFlag FIX.4.3
A UnsupportedScope Unsupported Scope FIX.4.3
9 UnsupportedTradingSessionID Unsupported TradingSessionID FIX.4.3
8 UnsupportedMDEntryType Unsupported MDEntryType FIX.4.2
6 UnsupportedMDUpdateType Unsupported MDUpdateType FIX.4.2
5 UnsupportedMarketDepth Unsupported MarketDepth FIX.4.2
4 UnsupportedSubscriptionRequestType Unsupported SubscriptionRequestType FIX.4.2
2 InsufficientBandwidth Insufficient Bandwidth FIX.4.2
0 UnknownSymbol Unknown symbol FIX.4.2
3 InsufficientPermissions Insufficient Permissions 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
4 CancelAllQuotes Cancel All Quotes FIX.4.2
2 CancelForSecurityType Cancel for Security Type(s) FIX.4.2
1 CancelForOneOrMoreSecurities Cancel for Symbol(s) FIX.4.2
3 CancelForUnderlyingSecurity Cancel for Underlying Symbol FIX.4.2
FIX.4.2
301 QuoteResponseLevel int Level of Response requested from receiver of quote messages.
Value SymbolicName Description Added Updated Deprecated
1 AcknowledgeOnlyNegativeOrErroneousQuotes Acknowledge only negative or erroneous quotes FIX.4.2
0 NoAcknowledgement No Acknowledgement (Default) FIX.4.2
2 AcknowledgeEachQuoteMessage Acknowledge each quote messages FIX.4.2
FIX.4.2
Parties Insert here the set of "Parties" (firm identification) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
1 Account String Account mnemonic as agreed between broker and institution. FIX.4.3
581 Type of account associated with the order (Origin) FIX.4.3
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
625 FIX.4.3
295 NoQuoteEntries int The number of securities (instruments) whose quotes are to be canceled Not required when cancelling all quotes. FIX.4.2
⇒Instrument Insert here the set of "Instrument" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
StandardTrailer ✔ FIX.4.2

QuoteStatusRequest (35=a)

The quote status request message is used for the following purposes in markets that employ tradeable or restricted tradeable quotes:
* For the issuer of a quote in a market to query the status of that quote (using the QuoteID to specify the target quote).
* To subscribe and unsubscribe for Quote Status Report messages for one or more securities.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = a (lowercase) FIX.4.2
649 FIX.4.3
117 QuoteID String Unique identifier for quote FIX.4.2
Instrument ✔ Insert here the set of "Instrument" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
Parties Insert here the set of "Parties" (firm identification) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
1 Account String Account mnemonic as agreed between broker and institution. FIX.4.3
581 Type of account associated with the order (Origin) FIX.4.3
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
625 FIX.4.3
263 SubscriptionRequestType char Used to subscribe for Quote Status Report messages
Value SymbolicName Description Added Updated Deprecated
1 SnapshotAndUpdates Snapshot + Updates (Subscribe) FIX.4.2
2 DisablePreviousSnapshot Disable previous Snapshot + Update Request (Unsubscribe) FIX.4.2
0 Snapshot Snapshot FIX.4.2
FIX.4.3
StandardTrailer ✔ FIX.4.2

MassQuoteAcknowledgement (35=b)

Mass Quote Acknowledgement is used as the application level response to a Mass Quote 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 mass quote acknowledgement.
Value SymbolicName Description Added Updated Deprecated
6 RemovedFromMarket Removed from Market FIX.4.3
1 CancelForSymbol Canceled for Symbol(s) FIX.4.2
10 Pending Pending FIX.4.3
9 QuoteNotFound Quote Not Found FIX.4.3
8 Query Query FIX.4.3
7 Expired Expired FIX.4.3
5 Rejected Rejected FIX.4.2
4 CanceledAll Canceled All FIX.4.2
3 CanceledForUnderlying Canceled for Underlying FIX.4.2
2 CanceledForSecurityType Canceled for Security Type(s) FIX.4.2
0 Accepted Accepted FIX.4.2
FIX.4.2
300 QuoteRejectReason int Reason Quote was rejected.
Value SymbolicName Description Added Updated Deprecated
9 NotAuthorizedToQuoteSecurity Not authorized to quote security FIX.4.2
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
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
1 AcknowledgeOnlyNegativeOrErroneousQuotes Acknowledge only negative or erroneous quotes FIX.4.2
0 NoAcknowledgement No Acknowledgement (Default) FIX.4.2
2 AcknowledgeEachQuoteMessage Acknowledge each quote messages FIX.4.2
FIX.4.2
537 Type of Quote FIX.4.3
Parties Insert here the set of "Parties" (firm identification) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
1 Account String Account mnemonic as agreed between broker and institution. FIX.4.3
581 Type of account associated with the order (Origin) FIX.4.3
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
⇒UnderlyingInstrument Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
Required if NoQuoteSets > 0		 FIX.4.3
⇒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
⇒⇒Instrument Insert here the set of "Instrument" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
⇒⇒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.4.3
⇒⇒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.4.3
⇒⇒134 BidSize Qty Quantity of bid
(Prior to FIX 4.2 this field was of type int) 		FIX.4.3
⇒⇒135 OfferSize Qty Quantity of offer
(Prior to FIX 4.2 this field was of type int) 		FIX.4.3
⇒⇒62 ValidUntilTime UTCTimestamp Indicates expiration time of indication message (always expressed in UTC (Universal Time Coordinated, also known as "GMT") FIX.4.3
⇒⇒188 BidSpotRate Price May be applicable for F/X quotes FIX.4.3
⇒⇒190 OfferSpotRate Price May be applicable for F/X quotes FIX.4.3
⇒⇒189 BidForwardPoints PriceOffset May be applicable for F/X quotes FIX.4.3
⇒⇒191 OfferForwardPoints PriceOffset May be applicable for F/X quotes FIX.4.3
⇒⇒631 FIX.4.3
⇒⇒632 FIX.4.3
⇒⇒633 FIX.4.3
⇒⇒634 FIX.4.3
⇒⇒60 TransactTime UTCTimestamp Time of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as "GMT") FIX.4.3
⇒⇒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
⇒⇒625 FIX.4.3
⇒⇒64 FutSettDate LocalMktDate Can be used with forex quotes to specify a specific "value date" FIX.4.3
⇒⇒40 OrdType char Can be used to specify the type of order the quote is for
Value SymbolicName Description Added Updated Deprecated
D PreviouslyQuoted Previously quoted FIX.4.0
2 Limit Limit FIX.2.7
3 Stop Stop FIX.2.7
4 StopLimit Stop limit FIX.2.7
5 MarketOnClose Market on close (Deprecated) 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 (Deprecated) FIX.2.7
1 Market Market FIX.2.7
C ForexMarket Forex - Market (Deprecated) FIX.4.0
F ForexLimit Forex - Limit (Deprecated) FIX.4.1
E PreviouslyIndicated Previously indicated FIX.4.0
G ForexSwap Forex - Swap FIX.4.1
I Funari Funari (Limit Day Order with unexecuted portion handled as Market On Close. e.g. Japan) FIX.4.2
J MarketIfTouched Market If Touched (MIT) FIX.4.3
K MarketWithLeftOverAsLimit Market with Leftover as Limit (market order then unexecuted quantity becomes limit order at last price) FIX.4.3
L PreviousFundValuationPoint Previous Fund Valuation Point (Historic pricing) (for CIV) FIX.4.3
M NextFundValuationPoint Next Fund Valuation Point (Forward pricing) (for CIV) FIX.4.3
P Pegged Pegged FIX.3.0
B LimitOnClose Limit on close (Deprecated) FIX.2.7
H ForexPreviouslyQuoted Forex - Previously Quoted (Deprecated) FIX.4.1
FIX.4.3
⇒⇒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.4.3
⇒⇒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.4.3
⇒⇒642 Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value FIX.4.3
⇒⇒643 Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value FIX.4.3
⇒⇒15 Currency Currency Can be used to specify the currency of the quoted price. FIX.4.3
⇒⇒368 QuoteEntryRejectReason int Reason Quote Entry was rejected. 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 multileg security made up of one or more instrument legs.

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. If provided then only list Securities for the specific type) FIX.4.2
FIX.4.2
Instrument Insert here the set of "Instrument" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
of the requested Security		 FIX.4.3
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
625 FIX.4.3
555 Number of legs that make up the Security FIX.4.3
⇒InstrumentLeg Insert here the set of "InstrumentLeg" (leg-specific symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
Required if NoLegs > 0.		 FIX.4.3
⇒556 FIX.4.3
263 SubscriptionRequestType char Subscribe or unsubscribe for security status to security specified in request.
Value SymbolicName Description Added Updated Deprecated
1 SnapshotAndUpdates Snapshot + Updates (Subscribe) FIX.4.2
2 DisablePreviousSnapshot Disable previous Snapshot + Update Request (Unsubscribe) FIX.4.2
0 Snapshot Snapshot FIX.4.2
FIX.4.3
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

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 Response to the Security Definition Request
Value SymbolicName Description Added Updated Deprecated
5 RejectSecurityProposal Reject security proposal FIX.4.2
1 AcceptAsIs Accept security proposal as is FIX.4.2
6 CannotMatchSelectionCriteria Can not match selection criteria FIX.4.2
2 AcceptWithRevisions Accept security proposal with revisions as indicated in the message FIX.4.2
4 ListOfSecuritiesReturnedPerRequest List of securities returned per request FIX.4.2
3 ListOfSecurityTypesReturnedPerRequest List of security types returned per request FIX.4.2
FIX.4.2
Instrument Insert here the set of "Instrument" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
of the requested Security		 FIX.4.3
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
625 FIX.4.3
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
555 Number of legs that make up the Security FIX.4.3
⇒InstrumentLeg Insert here the set of "InstrumentLeg" (leg-specific symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
⇒556 FIX.4.3
561 FIX.4.3
562 FIX.4.3
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
Instrument ✔ Insert here the set of "Instrument" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
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
1 SnapshotAndUpdates Snapshot + Updates (Subscribe) FIX.4.2
2 DisablePreviousSnapshot Disable previous Snapshot + Update Request (Unsubscribe) FIX.4.2
0 Snapshot Snapshot 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
625 FIX.4.3
StandardTrailer ✔ FIX.4.2

SecurityStatus (35=f)

The Security Status message provides for the ability to report changes in status to a security.

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
Instrument ✔ Insert here the set of "Instrument" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
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
625 FIX.4.3
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
Y MessageIsBeingSentUnsolicited Message is being sent unsolicited FIX.4.2
N MessageIsBeingSentAsAResultOfAPriorRequest Message is being sent as a result of a prior request FIX.4.2
FIX.4.2
326 SecurityTradingStatus int Identifies the trading status applicable to the transaction.
Value SymbolicName Description Added Updated Deprecated
20 UnknownOrInvalid Unknown or Invalid 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
19 NotTradedOnThisMarket Not Traded on this Market FIX.4.2
22 OpeningRotation Opening Rotation FIX.4.3
21 PreOpen Pre-Open FIX.4.3
12 NoMarketImbalance No Market Imbalance FIX.4.2
18 NotAvailableForTrading Not Available for trading (end of session) FIX.4.2
10 MarketOnCloseImbalanceSell Market On Close Imbalance Sell FIX.4.2
9 MarketOnCloseImbalanceBuy Market On Close Imbalance Buy FIX.4.2
8 MarketImbalanceSell Market Imbalance Sell FIX.4.2
7 MarketImbalanceBuy Market Imbalance Buy FIX.4.2
6 TradingRangeIndication Trading Range Indication FIX.4.2
5 PriceIndication Price Indication FIX.4.2
4 NoOpen No Open/No Resume FIX.4.2
3 Resume Resume FIX.4.2
1 OpeningDelay Opening Delay FIX.4.2
2 TradingHalt Trading Halt FIX.4.2
23 FastMarket Fast Market FIX.4.3
FIX.4.2
291 FinancialStatus char Identifies a firm’s financial status.
Value SymbolicName Description Added Updated Deprecated
1 Bankrupt Bankrupt FIX.4.2
2 PendingDelisting Pending delisting FIX.4.3
FIX.4.2
292 CorporateAction char Identifies the type of Corporate Action.
Value SymbolicName Description Added Updated Deprecated
B ExDistribution Ex-Distribution FIX.4.2
E ExInterest Ex-Interest FIX.4.2
C ExRights Ex-Rights FIX.4.2
A ExDividend Ex-Dividend FIX.4.2
D New New 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
X EquipmentChangeover Equipment Changeover FIX.4.2
M AdditionalInformation Additional Information FIX.4.2
E OrderInflux Order Influx FIX.4.2
P NewsPending News Pending FIX.4.2
I OrderImbalance Order Imbalance FIX.4.2
D NewsDissemination News Dissemination 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
Y HaltWasDueToCommonStockBeingHalted Halt was due to common stock being halted FIX.4.2
N HaltWasNotRelatedToAHaltOfTheCommonStock Halt was not related to a halt of the common stock 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
Y RelatedToSecurityHalt Halt was due to related security being halted FIX.4.2
N NotRelatedToSecurityHalt Halt was not related to a halt of the related security 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
58 Text String Comment, instructions, or other identifying information. FIX.4.3
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.3
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.3
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 Trading Session Status 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
625 FIX.4.3
338 TradSesMethod int Method of trading
Value SymbolicName Description Added Updated Deprecated
3 TwoParty Two Party FIX.4.2
1 Electronic Electronic FIX.4.2
2 OpenOutcry Open Outcry FIX.4.2
FIX.4.2
339 TradSesMode int Trading Session Mode
Value SymbolicName Description Added Updated Deprecated
3 Production Production FIX.4.2
1 Testing Testing FIX.4.2
2 Simulated Simulated FIX.4.2
FIX.4.2
263 SubscriptionRequestType ✔ char Subscription Request Type
Value SymbolicName Description Added Updated Deprecated
1 SnapshotAndUpdates Snapshot + Updates (Subscribe) FIX.4.2
2 DisablePreviousSnapshot Disable previous Snapshot + Update Request (Unsubscribe) FIX.4.2
0 Snapshot Snapshot 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
625 FIX.4.3
338 TradSesMethod int Method of trading:
Value SymbolicName Description Added Updated Deprecated
3 TwoParty Two Party FIX.4.2
1 Electronic Electronic FIX.4.2
2 OpenOutcry Open Outcry FIX.4.2
FIX.4.2
339 TradSesMode int Trading Session Mode
Value SymbolicName Description Added Updated Deprecated
3 Production Production FIX.4.2
1 Testing Testing FIX.4.2
2 Simulated Simulated 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
Y MessageIsBeingSentUnsolicited Message is being sent unsolicited FIX.4.2
N MessageIsBeingSentAsAResultOfAPriorRequest Message is being sent as a result of a prior request FIX.4.2
FIX.4.2
340 TradSesStatus ✔ int State of the trading session
Value SymbolicName Description Added Updated Deprecated
5 PreClose Pre-Close FIX.4.2
6 RequestRejected Request Rejected FIX.4.3
4 PreOpen Pre-Open FIX.4.2
3 Closed Closed FIX.4.2
2 Open Open FIX.4.2
1 Halted Halted FIX.4.2
0 Unknown Unknown FIX.4.3
FIX.4.2
567 Use with TradSesStatus = "Request Rejected" FIX.4.3
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
537 Type of Quote
Default is Indicative if not specified		 FIX.4.3
301 QuoteResponseLevel int Level of Response requested from receiver of quote messages.
Value SymbolicName Description Added Updated Deprecated
1 AcknowledgeOnlyNegativeOrErroneousQuotes Acknowledge only negative or erroneous quotes FIX.4.2
0 NoAcknowledgement No Acknowledgement (Default) FIX.4.2
2 AcknowledgeEachQuoteMessage Acknowledge each quote messages FIX.4.2
FIX.4.2
Parties Insert here the set of "Parties" (firm identification) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
1 Account String Account mnemonic as agreed between broker and institution. FIX.4.3
581 Type of account associated with the order (Origin) FIX.4.3
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
⇒UnderlyingInstrument Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
⇒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 (instrument) (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
⇒⇒Instrument Insert here the set of "Instrument" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
⇒⇒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
⇒⇒631 FIX.4.3
⇒⇒632 FIX.4.3
⇒⇒633 FIX.4.3
⇒⇒634 FIX.4.3
⇒⇒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
⇒⇒625 FIX.4.3
⇒⇒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
D PreviouslyQuoted Previously quoted FIX.4.0
2 Limit Limit FIX.2.7
3 Stop Stop FIX.2.7
4 StopLimit Stop limit FIX.2.7
5 MarketOnClose Market on close (Deprecated) 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 (Deprecated) FIX.2.7
1 Market Market FIX.2.7
C ForexMarket Forex - Market (Deprecated) FIX.4.0
F ForexLimit Forex - Limit (Deprecated) FIX.4.1
E PreviouslyIndicated Previously indicated FIX.4.0
G ForexSwap Forex - Swap FIX.4.1
I Funari Funari (Limit Day Order with unexecuted portion handled as Market On Close. e.g. Japan) FIX.4.2
J MarketIfTouched Market If Touched (MIT) FIX.4.3
K MarketWithLeftOverAsLimit Market with Leftover as Limit (market order then unexecuted quantity becomes limit order at last price) FIX.4.3
L PreviousFundValuationPoint Previous Fund Valuation Point (Historic pricing) (for CIV) FIX.4.3
M NextFundValuationPoint Next Fund Valuation Point (Forward pricing) (for CIV) FIX.4.3
P Pegged Pegged FIX.3.0
B LimitOnClose Limit on close (Deprecated) FIX.2.7
H ForexPreviouslyQuoted Forex - Previously Quoted (Deprecated) FIX.4.1
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
⇒⇒642 Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value FIX.4.3
⇒⇒643 Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value FIX.4.3
⇒⇒15 Currency Currency Can be used to specify the currency of the quoted price. FIX.4.2
StandardTrailer ✔ FIX.4.2

BusinessMessageReject (35=j)

None

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
3 UnsupportedMessageType Unsupported Message Type FIX.4.2
7 DeliverToFirmNotAvailableAtThisTime DeliverTo firm not available at this time FIX.4.3
4 ApplicationNotAvailable Application not available FIX.4.2
6 NotAuthorized Not authorized FIX.4.3
0 Other Other FIX.4.2
5 ConditionallyRequiredFieldMissing Conditionally Required Field Missing FIX.4.2
1 UnknownID Unkown ID FIX.4.2
2 UnknownSecurity Unknown Security 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
N New New FIX.4.2
C Cancel Cancel 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
Value SymbolicName Description Added Updated Deprecated
1 NonDisclosed Non Disclosed Style (e.g. US/European) FIX.4.3
2 Disclosed Disclosed Style (e.g. Japanese) FIX.4.3
3 NoBiddingProcess No Bidding Process FIX.4.3
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.
Value SymbolicName Description Added Updated Deprecated
3 Index Index FIX.4.3
2 Country Country FIX.4.3
1 Sector Sector FIX.4.3
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.
Value SymbolicName Description Added Updated Deprecated
1 SideValue1 SideValue1 FIX.4.3
2 SideValue2 SideValue 2 FIX.4.3
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
6 SellShortExempt Sell short exempt FIX.2.7
B AsDefined As Defined (for use with multileg instruments) FIX.4.3
C Opposite Opposite (for use with multileg instruments) FIX.4.3
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
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
A CrossShortExempt Cross short exempt FIX.4.3
5 SellShort Sell short FIX.2.7
7 Undisclosed Undisclosed (valid for IOI and List Order messages only) FIX.4.1
FIX.4.2
⇒336 TradingSessionID String Indicates off-exchange type activities for Detail. FIX.4.2
⇒625 FIX.4.3
⇒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. 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
5 TPlus4 T+4 FIX.2.7
A T1 T+1 FIX.4.3
6 Future Future FIX.2.7
3 TPlus2 T+2 FIX.2.7
2 NextDay Next Day FIX.2.7
8 SellersOption Sellers Option FIX.2.7
1 Cash Cash FIX.2.7
7 WhenAndIfIssued When And If Issued FIX.2.7
0 Regular Regular FIX.2.7
9 TPlus5 T+ 5 FIX.3.0
4 TPlus3 T+3 FIX.2.7
FIX.4.2
⇒64 FutSettDate LocalMktDate Takes precedence over SettlmntTyp value and conditionally required/omitted for specific SettlmntTyp values. 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
3 NormalMarketSize Normal Market Size FIX.4.2
4 Other Other FIX.4.2
2 TwentyDayMovingAverage 20 day moving average FIX.4.2
1 FiveDayMovingAverage 5day moving average 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
3 RealTimeExecutionReports Real-time execution reports (to be discouraged) FIX.4.2
2 SellSideSends SellSide periodically sends status using ListStatus. Period optionally specified in ProgressPeriod FIX.4.2
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
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
2 Gross Gross FIX.4.2
1 Net Net FIX.4.2
FIX.4.2
121 ForexReq Boolean Is foreign exchange required
Value SymbolicName Description Added Updated Deprecated
Y ExecuteForexAfterSecurityTrade Execute Forex after security trade FIX.4.0
N DoNotExecuteForexAfterSecurityTrade Do not 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
G VWAPGuarantee VWAP Guarantee FIX.4.2
A Agency Agency 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
8 VWAPThroughAnAfternoonSession VWAP through an afternoon session FIX.4.2
D Open Open FIX.4.2
Z Others Others FIX.4.2
C Strike Strike FIX.4.2
B VWAPThroughAnAfternoonSessionExcept VWAP through an afternoon session except YORI (an opening auction) FIX.4.2
9 VWAPThroughADayExcept VWAP through a day except YORI (an opening auction) FIX.4.2
7 VWAPThroughAMorningSession VWAP through a morning session FIX.4.2
6 VWAPThroughADay VWAP through a day FIX.4.2
5 SQ SQ FIX.4.2
4 CurrentPrice Current price FIX.4.2
3 ClosingPrice Closing Price FIX.4.2
2 ClosingPriceAtMorningSession Closing Price at morning session FIX.4.2
A VWAPThroughAMorningSessionExcept VWAP through a morning session except YORI (an opening auction) 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
⇒CommissionData ✔ Insert here the set of "CommissionData" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
First element of price. Required if NoBidComponents > 0.		 FIX.4.3
⇒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
6 SellShortExempt Sell short exempt FIX.2.7
B AsDefined As Defined (for use with multileg instruments) FIX.4.3
C Opposite Opposite (for use with multileg instruments) FIX.4.3
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
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
A CrossShortExempt Cross short exempt FIX.4.3
5 SellShort Sell short FIX.2.7
7 Undisclosed Undisclosed (valid for IOI and List Order messages only) FIX.4.1
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
3 FixedAmount Fixed Amount (absolute value) FIX.4.2
1 Percentage Percentage FIX.4.2
4 Discount discount - percentage points below par FIX.4.3
6 Spread basis points relative to benchmark FIX.4.3
7 TEDPrice TED price (see "Volume 1 - Glossary") FIX.4.3
8 TEDYield TED yield (see "Volume 1 - Glossary") FIX.4.3
5 Premium premium - percentage points over par FIX.4.3
2 PerUnit per share (e.g. cents per share) 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. 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
5 TPlus4 T+4 FIX.2.7
A T1 T+1 FIX.4.3
6 Future Future FIX.2.7
3 TPlus2 T+2 FIX.2.7
2 NextDay Next Day FIX.2.7
8 SellersOption Sellers Option FIX.2.7
1 Cash Cash FIX.2.7
7 WhenAndIfIssued When And If Issued FIX.2.7
0 Regular Regular FIX.2.7
9 TPlus5 T+ 5 FIX.3.0
4 TPlus3 T+3 FIX.2.7
FIX.4.2
⇒64 FutSettDate LocalMktDate Takes precedence over SettlmntTyp value and conditionally required/omitted for specific SettlmntTyp 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
⇒625 FIX.4.3
⇒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.

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
⇒Instrument ✔ Insert here the set of "Instrument" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
Required if NoStrikes > 0. Must be first field in repeating group.		 FIX.4.3
⇒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
⇒526 FIX.4.3
⇒54 Side char Side of order
Value SymbolicName Description Added Updated Deprecated
6 SellShortExempt Sell short exempt FIX.2.7
B AsDefined As Defined (for use with multileg instruments) FIX.4.3
C Opposite Opposite (for use with multileg instruments) FIX.4.3
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
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
A CrossShortExempt Cross short exempt FIX.4.3
5 SellShort Sell short FIX.2.7
7 Undisclosed Undisclosed (valid for IOI and List Order messages only) FIX.4.1
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

XMLnonFIX (35=n)

None

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ FIX.4.3
StandardTrailer ✔ FIX.4.3

RegistrationInstructions (35=o)

The Registration Instructions message type may be used by institutions or retail intermediaries wishing to electronically submit registration information to a broker or fund manager (for CIV) for an order or for an allocation.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = o (lowercase O) FIX.4.3
513 ✔ FIX.4.3
514 ✔ FIX.4.3
508 ✔ Required for Cancel and Replace RegistTransType messages FIX.4.3
11 ClOrdID String Unique identifier of the order as assigned by institution or intermediary to which Registration relates FIX.4.3
Parties Insert here the set of "Parties" (firm identification) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
1 Account String Account mnemonic as agreed between broker and institution. FIX.4.3
493 FIX.4.3
495 FIX.4.3
517 FIX.4.3
473 Number of registration details in this message (number of repeating groups to follow) FIX.4.3
⇒509 Must be first field in the repeating group FIX.4.3
⇒511 FIX.4.3
⇒474 FIX.4.3
⇒482 FIX.4.3
⇒NestedParties Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
Used for NestedPartyRole=InvestorID		 FIX.4.3
⇒522 FIX.4.3
⇒486 FIX.4.3
⇒475 FIX.4.3
510 Number of Distribution instructions in this message (number of repeating groups to follow) FIX.4.3
⇒477 Must be first field in the repeating group if NoDistribInsts > 0. FIX.4.3
⇒512 FIX.4.3
⇒478 FIX.4.3
⇒498 FIX.4.3
⇒499 FIX.4.3
⇒500 FIX.4.3
⇒501 FIX.4.3
517 FIX.4.3
StandardTrailer ✔ FIX.4.3

RegistrationInstructionsResponse (35=p)

The Registration Instructions Response message type may be used by broker or fund manager (for CIV) in response to a Registration Instructions message submitted by an institution or retail intermediary for an order or for an allocation.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = p (lowercase P) FIX.4.3
513 ✔ Unique identifier of the original Registration Instructions details FIX.4.3
514 ✔ Identifies original Registration Instructions transaction type FIX.4.3
508 ✔ Required for Cancel and Replace RegistTransType messages FIX.4.3
11 ClOrdID String Unique identifier of the order as assigned by institution or intermediary. FIX.4.3
Parties Insert here the set of "Parties" (firm identification) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
1 Account String Account mnemonic as agreed between broker and institution. FIX.4.3
506 ✔ FIX.4.3
507 FIX.4.3
496 FIX.4.3
StandardTrailer ✔ FIX.4.3

OrderMassCancelRequest (35=q)

The order mass cancel request message requests the cancellation of all of the remaining quantity of a group of orders matching criteria specified within the request.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = q (lowercase Q) FIX.4.3
11 ClOrdID ✔ String Unique ID of Order Mass Cancel Request as assigned by the institution. FIX.4.3
526 FIX.4.3
530 ✔ Specifies the type of cancellation requested FIX.4.3
336 TradingSessionID String Trading Session in which orders are to be canceled FIX.4.3
625 FIX.4.3
Instrument Insert here the set of "Instrument" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
UnderlyingInstrument Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
54 Side char Optional qualifier used to indicate the side of the market for which orders are to be canceled. Absence of this field indicates that orders are to be canceled regardless of side.
Value SymbolicName Description Added Updated Deprecated
6 SellShortExempt Sell short exempt FIX.2.7
B AsDefined As Defined (for use with multileg instruments) FIX.4.3
C Opposite Opposite (for use with multileg instruments) FIX.4.3
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
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
A CrossShortExempt Cross short exempt FIX.4.3
5 SellShort Sell short FIX.2.7
7 Undisclosed Undisclosed (valid for IOI and List Order messages only) FIX.4.1
FIX.4.3
60 TransactTime ✔ UTCTimestamp Time this order request was initiated/released by the trader or trading system. FIX.4.3
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.3
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.3
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.3
StandardTrailer ✔ FIX.4.3

OrderMassCancelReport (35=r)

The Order Mass Cancel Report is used to acknowledge an Order Mass Cancel Request.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = r (lowercase R) FIX.4.3
11 ClOrdID String ClOrdID provided on the Order Mass Cancel Request. FIX.4.3
526 FIX.4.3
37 OrderID ✔ String Unique Identifier for the Order Mass Cancel Request assigned by the recipient of the Order Mass Cancel Request FIX.4.3
198 SecondaryOrderID String Secondary Order ID assigned by the recipient of the Order Mass Cancel Request FIX.4.3
530 ✔ Order Mass Cancel Request Type accepted by the system FIX.4.3
531 ✔ Indicates the action taken by the counterparty order handling system as a result of the Cancel Request
0 – Indicates Order Mass Cancel Request was rejected.		 FIX.4.3
532 Indicates why Order Mass Cancel Request was rejected
Required if MassCancelResponse = 0		 FIX.4.3
533 Optional field used to indicate the total number of orders affected by the Order Mass Cancel Request FIX.4.3
534 Optional field used to indicate the number of order identifiers for orders affected by the Order Mass Cancel Request. Must be followed with OrigClOrdID as the next field FIX.4.3
⇒41 OrigClOrdID String Required if NoAffectedOrders > 0 Indicates the client order id of an order affected by the Order Mass Cancel Request. FIX.4.3
⇒535 Contains the OrderID assigned by the counterparty of an affected order. Not required as part of the repeating group. FIX.4.3
⇒536 Contains the SecondaryOrderID assigned by the counterparty of an affected order. Not required as part of the repeating group FIX.4.3
336 TradingSessionID String Trading Session in which orders are to be canceled FIX.4.3
625 FIX.4.3
Instrument Insert here the set of "Instrument" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
UnderlyingInstrument Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
54 Side char Side of the market specified on the Order Mass Cancel Request
Value SymbolicName Description Added Updated Deprecated
6 SellShortExempt Sell short exempt FIX.2.7
B AsDefined As Defined (for use with multileg instruments) FIX.4.3
C Opposite Opposite (for use with multileg instruments) FIX.4.3
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
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
A CrossShortExempt Cross short exempt FIX.4.3
5 SellShort Sell short FIX.2.7
7 Undisclosed Undisclosed (valid for IOI and List Order messages only) FIX.4.1
FIX.4.3
60 TransactTime UTCTimestamp Time this report was initiated/released by the sells-side (broker, exchange, ECN) or sell-side executing system. FIX.4.3
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.3
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.3
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.3
StandardTrailer ✔ FIX.4.3

NewOrderCross (35=s)

Used to submit a cross order into a market.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = s (lowercase S) FIX.4.3
548 ✔ FIX.4.3
549 ✔ FIX.4.3
550 ✔ FIX.4.3
552 ✔ Must be 1 or 2
1 or 2 if CrossType=1
2 otherwise		 FIX.4.3
⇒54 Side ✔ char Side of order
Value SymbolicName Description Added Updated Deprecated
6 SellShortExempt Sell short exempt FIX.2.7
B AsDefined As Defined (for use with multileg instruments) FIX.4.3
C Opposite Opposite (for use with multileg instruments) FIX.4.3
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
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
A CrossShortExempt Cross short exempt FIX.4.3
5 SellShort Sell short FIX.2.7
7 Undisclosed Undisclosed (valid for IOI and List Order messages only) FIX.4.1
FIX.4.3
⇒11 ClOrdID ✔ String Unique identifier of the order as assigned by institution or by the intermediary with closest association with the investor. FIX.4.3
⇒526 FIX.4.3
⇒583 FIX.4.3
⇒Parties Insert here the set of "Parties" (firm identification) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
⇒229 FIX.4.3
⇒1 Account String Account mnemonic as agreed between broker and institution. FIX.4.3
⇒581 FIX.4.3
⇒589 FIX.4.3
⇒590 FIX.4.3
⇒591 FIX.4.3
⇒78 NoAllocs int Number of repeating groups for pre-trade allocation FIX.4.3
⇒⇒79 AllocAccount String Required if NoAllocs > 0. Must be first field in repeating group. FIX.4.3
⇒⇒467 FIX.4.3
⇒⇒NestedParties Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
Used for NestedPartyRole=Clearing Firm		 FIX.4.3
⇒⇒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.4.3
⇒465 FIX.4.3
⇒OrderQtyData ✔ Insert here the set of "OrderQtyData" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
⇒CommissionData Insert here the set of "CommissionData" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
⇒528 FIX.4.3
⇒529 FIX.4.3
⇒582 FIX.4.3
⇒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
Y ExecuteForexAfterSecurityTrade Execute Forex after security trade FIX.4.0
N DoNotExecuteForexAfterSecurityTrade Do not execute Forex after security trade FIX.4.0
FIX.4.3
⇒120 SettlCurrency Currency Required if ForexReq = Y. FIX.4.3
⇒58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.3
⇒354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.3
⇒355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.3
⇒77 OpenClose char For use in derivatives omnibus accounting
Value SymbolicName Description Added Updated Deprecated
F FIFO FIFO FIX.4.3
R Rolled Rolled FIX.4.3
C Close Close FIX.4.1
O Open Open FIX.4.1
FIX.4.3
⇒203 CoveredOrUncovered int For use with derivatives, such as options
Value SymbolicName Description Added Updated Deprecated
1 Uncovered Uncovered FIX.4.1
0 Covered Covered FIX.4.1
FIX.4.3
⇒544 FIX.4.3
⇒635 FIX.4.3
⇒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.4.3
⇒659 FIX.4.3
Instrument ✔ Insert here the set of "Instrument" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
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
5 TPlus4 T+4 FIX.2.7
A T1 T+1 FIX.4.3
6 Future Future FIX.2.7
3 TPlus2 T+2 FIX.2.7
2 NextDay Next Day FIX.2.7
8 SellersOption Sellers Option FIX.2.7
1 Cash Cash FIX.2.7
7 WhenAndIfIssued When And If Issued FIX.2.7
0 Regular Regular FIX.2.7
9 TPlus5 T+ 5 FIX.3.0
4 TPlus3 T+3 FIX.2.7
FIX.4.3
64 FutSettDate LocalMktDate Takes precedence over SettlmntTyp value and conditionally required/omitted for specific SettlmntTyp values. FIX.4.3
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.4.3
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
Y TryToStop TryToStop FIX.4.3
M MidPricePeg MidPrcPeg FIX.3.0
P MarketPeg MarkPeg FIX.3.0
Q CancelOnSystemFailure CancelOnSysFail FIX.4.3
R PrimaryPeg PrimPeg FIX.3.0
S Suspend Suspend FIX.3.0
U CustomerDisplayInstruction CustDispInst FIX.4.1
V Netting Netting FIX.4.1
W PegToVWAP PegVWAP FIX.4.2
X TradeAlong TradeAlong FIX.4.3
D PercentOfVolume PercVol FIX.2.7
0 StayOnOfferSide StayOffer FIX.2.7
2 Work Work FIX.2.7
4 OverTheDay OverDay FIX.2.7
5 Held Held FIX.2.7
6 ParticipateDoNotInitiate PartNotInit FIX.2.7
7 StrictScale StrictScale FIX.2.7
8 TryToScale TryToScale FIX.2.7
9 StayOnBidSide StayBid FIX.2.7
A NoCross NoCross FIX.2.7
O OpeningPeg OpenPeg FIX.3.0
C CallFirst CallFirst FIX.2.7
N NonNegotiable NonNego FIX.3.0
E DoNotIncrease DNI FIX.2.7
F DoNotReduce DNR FIX.2.7
G AllOrNone AON FIX.2.7
H ReinstateOnSystemFailure RestateOnSysFail FIX.4.3
I InstitutionsOnly InstitOnly FIX.3.0
J ReinstateOnTradingHalt RestateOnTradingHalt FIX.4.3
K CancelOnTradingHalt CancelOnTradingHalt FIX.4.3
L LastPeg LastPeg FIX.3.0
3 GoAlong GoAlong FIX.2.7
B OKToCross OkCross FIX.2.7
1 NotHeld NotHeld FIX.2.7
FIX.4.3
110 MinQty Qty Minimum quantity of an order to be executed.
(Prior to FIX 4.2 this field was of type int) 		FIX.4.3
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.4.3
100 ExDestination Exchange Execution destination as defined by institution when order is entered.
Valid values:
See Appendix C 		FIX.4.3
386 NoTradingSessions int Specifies the number of repeating TradingSessionIDs FIX.4.3
⇒336 TradingSessionID String Required if NoTradingSessions is > 0. FIX.4.3
⇒625 FIX.4.3
81 ProcessCode char Used to identify soft trades at order entry.
Value SymbolicName Description Added Updated Deprecated
6 PlanSponsor plan sponsor FIX.4.0
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
FIX.4.3
140 PrevClosePx Price Useful for verifying security identification FIX.4.3
114 LocateReqd Boolean Required for short sell orders
Value SymbolicName Description Added Updated Deprecated
Y Yes Indicates the broker is responsible for locating the stock FIX.4.0
N No Indicates the broker is not required to locate FIX.4.0
FIX.4.3
60 TransactTime ✔ UTCTimestamp Time this order request was initiated/released by the trader, trading system, or intermediary. FIX.4.3
Stipulations Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
40 OrdType ✔ char Order type.
Value SymbolicName Description Added Updated Deprecated
D PreviouslyQuoted Previously quoted FIX.4.0
2 Limit Limit FIX.2.7
3 Stop Stop FIX.2.7
4 StopLimit Stop limit FIX.2.7
5 MarketOnClose Market on close (Deprecated) 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 (Deprecated) FIX.2.7
1 Market Market FIX.2.7
C ForexMarket Forex - Market (Deprecated) FIX.4.0
F ForexLimit Forex - Limit (Deprecated) FIX.4.1
E PreviouslyIndicated Previously indicated FIX.4.0
G ForexSwap Forex - Swap FIX.4.1
I Funari Funari (Limit Day Order with unexecuted portion handled as Market On Close. e.g. Japan) FIX.4.2
J MarketIfTouched Market If Touched (MIT) FIX.4.3
K MarketWithLeftOverAsLimit Market with Leftover as Limit (market order then unexecuted quantity becomes limit order at last price) FIX.4.3
L PreviousFundValuationPoint Previous Fund Valuation Point (Historic pricing) (for CIV) FIX.4.3
M NextFundValuationPoint Next Fund Valuation Point (Forward pricing) (for CIV) FIX.4.3
P Pegged Pegged FIX.3.0
B LimitOnClose Limit on close (Deprecated) FIX.2.7
H ForexPreviouslyQuoted Forex - Previously Quoted (Deprecated) FIX.4.1
FIX.4.3
423 PriceType int Code to represent the price type.
Value SymbolicName Description Added Updated Deprecated
3 FixedAmount Fixed Amount (absolute value) FIX.4.2
1 Percentage Percentage FIX.4.2
4 Discount discount - percentage points below par FIX.4.3
6 Spread basis points relative to benchmark FIX.4.3
7 TEDPrice TED price (see "Volume 1 - Glossary") FIX.4.3
8 TEDYield TED yield (see "Volume 1 - Glossary") FIX.4.3
5 Premium premium - percentage points over par FIX.4.3
2 PerUnit per share (e.g. cents per share) FIX.4.2
FIX.4.3
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.4.3
99 StopPx Price Required for OrdType = "Stop" or OrdType = "Stop limit". FIX.4.3
SpreadOrBenchmarkCurveData Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
YieldData Insert here the set of "YieldData" (yield-related) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
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.4.3
376 ComplianceID String ID used to represent this transaction for compliance purposes (e.g. OATS reporting). FIX.4.3
23 IOIid String Required for Previously Indicated Orders (OrdType=E) FIX.4.3
117 QuoteID String Required for Previously Quoted Orders (OrdType=D) FIX.4.3
59 TimeInForce char Absence of this field indicates Day order
Value SymbolicName Description Added Updated Deprecated
7 AtTheClose At the Close FIX.4.3
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.4.3
168 EffectiveTime UTCTimestamp Can specify the time at which the order should be considered valid FIX.4.3
432 ExpireDate LocalMktDate Conditionally required if TimeInForce = GTD and ExpireTime is not specified. FIX.4.3
126 ExpireTime UTCTimestamp Conditionally required if TimeInForce = GTD and ExpireDate is not specified. FIX.4.3
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
2 AccumulateUntilVerballlyNotifiedOtherwise accumulate until verbally notified otherwise FIX.4.2
1 AccumulateUntilFilledOrExpired accumulate executions until order is filled or expires FIX.4.2
FIX.4.3
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.4.3
211 PegDifference PriceOffset Amount (signed) added to the price of the peg FIX.4.3
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.4.3
389 DiscretionOffset PriceOffset Amount (signed) added to the "related to" price specified via DiscretionInst. FIX.4.3
480 For CIV - Optional FIX.4.3
481 For CIV - Optional FIX.4.3
513 Reference to Registration Instructions message for this Order. FIX.4.3
494 Supplementary registration information for this Order FIX.4.3
158 AccruedInterestRate float Can be specified on the order for Fixed Income Municipals FIX.4.3
159 AccruedInterestAmt Amt Can be specified on the order for Fixed Income Municipals FIX.4.3
118 NetMoney Amt Can be specified on the order for Fixed Income Municipals FIX.4.3
StandardTrailer ✔ FIX.4.3

CrossOrderCancelReplaceRequest (35=t)

Used to modify a cross order previously submitted using the New Order - Cross message.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = t (lowercase T) FIX.4.3
37 OrderID String Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN). FIX.4.3
548 ✔ CrossID for the replacement order FIX.4.3
551 ✔ Must match the CrossID of the previous cross order. Same order chaining mechanism as ClOrdID/OrigClOrdID with single order Cancel/Replace. FIX.4.3
549 ✔ FIX.4.3
550 ✔ FIX.4.3
552 ✔ Must be 1 or 2 FIX.4.3
⇒54 Side ✔ char Side of order
Value SymbolicName Description Added Updated Deprecated
6 SellShortExempt Sell short exempt FIX.2.7
B AsDefined As Defined (for use with multileg instruments) FIX.4.3
C Opposite Opposite (for use with multileg instruments) FIX.4.3
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
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
A CrossShortExempt Cross short exempt FIX.4.3
5 SellShort Sell short FIX.2.7
7 Undisclosed Undisclosed (valid for IOI and List Order messages only) FIX.4.1
FIX.4.3
⇒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.4.3
⇒11 ClOrdID ✔ String Unique identifier of the order as assigned by institution or by the intermediary with closest association with the investor. FIX.4.3
⇒526 FIX.4.3
⇒583 FIX.4.3
⇒586 FIX.4.3
⇒Parties Insert here the set of "Parties" (firm identification) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
⇒229 FIX.4.3
⇒1 Account String Account mnemonic as agreed between broker and institution. FIX.4.3
⇒581 FIX.4.3
⇒589 FIX.4.3
⇒590 FIX.4.3
⇒591 FIX.4.3
⇒78 NoAllocs int Number of repeating groups for pre-trade allocation FIX.4.3
⇒⇒79 AllocAccount String Required if NoAllocs > 0. Must be first field in repeating group. FIX.4.3
⇒⇒467 FIX.4.3
⇒⇒NestedParties Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
Used for NestedPartyRole=Clearing Firm		 FIX.4.3
⇒⇒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.4.3
⇒465 FIX.4.3
⇒OrderQtyData ✔ Insert here the set of "OrderQtyData" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
⇒CommissionData Insert here the set of "CommissionData" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
⇒528 FIX.4.3
⇒529 FIX.4.3
⇒582 FIX.4.3
⇒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
Y ExecuteForexAfterSecurityTrade Execute Forex after security trade FIX.4.0
N DoNotExecuteForexAfterSecurityTrade Do not execute Forex after security trade FIX.4.0
FIX.4.3
⇒120 SettlCurrency Currency Required if ForexReq = Y. FIX.4.3
⇒58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.3
⇒354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.3
⇒355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.3
⇒77 OpenClose char For use in derivatives omnibus accounting
Value SymbolicName Description Added Updated Deprecated
F FIFO FIFO FIX.4.3
R Rolled Rolled FIX.4.3
C Close Close FIX.4.1
O Open Open FIX.4.1
FIX.4.3
⇒203 CoveredOrUncovered int For use with derivatives, such as options
Value SymbolicName Description Added Updated Deprecated
1 Uncovered Uncovered FIX.4.1
0 Covered Covered FIX.4.1
FIX.4.3
⇒544 FIX.4.3
⇒635 FIX.4.3
⇒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.4.3
⇒659 FIX.4.3
Instrument ✔ Insert here the set of "Instrument" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
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
5 TPlus4 T+4 FIX.2.7
A T1 T+1 FIX.4.3
6 Future Future FIX.2.7
3 TPlus2 T+2 FIX.2.7
2 NextDay Next Day FIX.2.7
8 SellersOption Sellers Option FIX.2.7
1 Cash Cash FIX.2.7
7 WhenAndIfIssued When And If Issued FIX.2.7
0 Regular Regular FIX.2.7
9 TPlus5 T+ 5 FIX.3.0
4 TPlus3 T+3 FIX.2.7
FIX.4.3
64 FutSettDate LocalMktDate Takes precedence over SettlmntTyp value and conditionally required/omitted for specific SettlmntTyp values. FIX.4.3
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.4.3
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
Y TryToStop TryToStop FIX.4.3
M MidPricePeg MidPrcPeg FIX.3.0
P MarketPeg MarkPeg FIX.3.0
Q CancelOnSystemFailure CancelOnSysFail FIX.4.3
R PrimaryPeg PrimPeg FIX.3.0
S Suspend Suspend FIX.3.0
U CustomerDisplayInstruction CustDispInst FIX.4.1
V Netting Netting FIX.4.1
W PegToVWAP PegVWAP FIX.4.2
X TradeAlong TradeAlong FIX.4.3
D PercentOfVolume PercVol FIX.2.7
0 StayOnOfferSide StayOffer FIX.2.7
2 Work Work FIX.2.7
4 OverTheDay OverDay FIX.2.7
5 Held Held FIX.2.7
6 ParticipateDoNotInitiate PartNotInit FIX.2.7
7 StrictScale StrictScale FIX.2.7
8 TryToScale TryToScale FIX.2.7
9 StayOnBidSide StayBid FIX.2.7
A NoCross NoCross FIX.2.7
O OpeningPeg OpenPeg FIX.3.0
C CallFirst CallFirst FIX.2.7
N NonNegotiable NonNego FIX.3.0
E DoNotIncrease DNI FIX.2.7
F DoNotReduce DNR FIX.2.7
G AllOrNone AON FIX.2.7
H ReinstateOnSystemFailure RestateOnSysFail FIX.4.3
I InstitutionsOnly InstitOnly FIX.3.0
J ReinstateOnTradingHalt RestateOnTradingHalt FIX.4.3
K CancelOnTradingHalt CancelOnTradingHalt FIX.4.3
L LastPeg LastPeg FIX.3.0
3 GoAlong GoAlong FIX.2.7
B OKToCross OkCross FIX.2.7
1 NotHeld NotHeld FIX.2.7
FIX.4.3
110 MinQty Qty Minimum quantity of an order to be executed.
(Prior to FIX 4.2 this field was of type int) 		FIX.4.3
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.4.3
100 ExDestination Exchange Execution destination as defined by institution when order is entered.
Valid values:
See Appendix C 		FIX.4.3
386 NoTradingSessions int Specifies the number of repeating TradingSessionIDs FIX.4.3
⇒336 TradingSessionID String Required if NoTradingSessions is > 0. FIX.4.3
⇒625 FIX.4.3
81 ProcessCode char Used to identify soft trades at order entry.
Value SymbolicName Description Added Updated Deprecated
6 PlanSponsor plan sponsor FIX.4.0
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
FIX.4.3
140 PrevClosePx Price Useful for verifying security identification FIX.4.3
114 LocateReqd Boolean Required for short sell orders
Value SymbolicName Description Added Updated Deprecated
Y Yes Indicates the broker is responsible for locating the stock FIX.4.0
N No Indicates the broker is not required to locate FIX.4.0
FIX.4.3
60 TransactTime ✔ UTCTimestamp Time this order request was initiated/released by the trader, trading system, or intermediary. FIX.4.3
Stipulations Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
40 OrdType ✔ char Order type.
Value SymbolicName Description Added Updated Deprecated
D PreviouslyQuoted Previously quoted FIX.4.0
2 Limit Limit FIX.2.7
3 Stop Stop FIX.2.7
4 StopLimit Stop limit FIX.2.7
5 MarketOnClose Market on close (Deprecated) 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 (Deprecated) FIX.2.7
1 Market Market FIX.2.7
C ForexMarket Forex - Market (Deprecated) FIX.4.0
F ForexLimit Forex - Limit (Deprecated) FIX.4.1
E PreviouslyIndicated Previously indicated FIX.4.0
G ForexSwap Forex - Swap FIX.4.1
I Funari Funari (Limit Day Order with unexecuted portion handled as Market On Close. e.g. Japan) FIX.4.2
J MarketIfTouched Market If Touched (MIT) FIX.4.3
K MarketWithLeftOverAsLimit Market with Leftover as Limit (market order then unexecuted quantity becomes limit order at last price) FIX.4.3
L PreviousFundValuationPoint Previous Fund Valuation Point (Historic pricing) (for CIV) FIX.4.3
M NextFundValuationPoint Next Fund Valuation Point (Forward pricing) (for CIV) FIX.4.3
P Pegged Pegged FIX.3.0
B LimitOnClose Limit on close (Deprecated) FIX.2.7
H ForexPreviouslyQuoted Forex - Previously Quoted (Deprecated) FIX.4.1
FIX.4.3
423 PriceType int Code to represent the price type.
Value SymbolicName Description Added Updated Deprecated
3 FixedAmount Fixed Amount (absolute value) FIX.4.2
1 Percentage Percentage FIX.4.2
4 Discount discount - percentage points below par FIX.4.3
6 Spread basis points relative to benchmark FIX.4.3
7 TEDPrice TED price (see "Volume 1 - Glossary") FIX.4.3
8 TEDYield TED yield (see "Volume 1 - Glossary") FIX.4.3
5 Premium premium - percentage points over par FIX.4.3
2 PerUnit per share (e.g. cents per share) FIX.4.2
FIX.4.3
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.4.3
99 StopPx Price Required for OrdType = "Stop" or OrdType = "Stop limit". FIX.4.3
SpreadOrBenchmarkCurveData Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
YieldData Insert here the set of "YieldData" (yield-related) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
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.4.3
376 ComplianceID String ID used to represent this transaction for compliance purposes (e.g. OATS reporting). FIX.4.3
23 IOIid String Required for Previously Indicated Orders (OrdType=E) FIX.4.3
117 QuoteID String Required for Previously Quoted Orders (OrdType=D) FIX.4.3
59 TimeInForce char Absence of this field indicates Day order
Value SymbolicName Description Added Updated Deprecated
7 AtTheClose At the Close FIX.4.3
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.4.3
168 EffectiveTime UTCTimestamp Can specify the time at which the order should be considered valid FIX.4.3
432 ExpireDate LocalMktDate Conditionally required if TimeInForce = GTD and ExpireTime is not specified. FIX.4.3
126 ExpireTime UTCTimestamp Conditionally required if TimeInForce = GTD and ExpireDate is not specified. FIX.4.3
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
2 AccumulateUntilVerballlyNotifiedOtherwise accumulate until verbally notified otherwise FIX.4.2
1 AccumulateUntilFilledOrExpired accumulate executions until order is filled or expires FIX.4.2
FIX.4.3
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.4.3
211 PegDifference PriceOffset Amount (signed) added to the price of the peg FIX.4.3
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.4.3
389 DiscretionOffset PriceOffset Amount (signed) added to the "related to" price specified via DiscretionInst. FIX.4.3
480 For CIV - Optional FIX.4.3
481 For CIV - Optional FIX.4.3
513 Reference to Registration Instructions message for this Order. FIX.4.3
494 Supplementary registration information for this Order FIX.4.3
158 AccruedInterestRate float Can be specified on the order for Fixed Income Municipals FIX.4.3
159 AccruedInterestAmt Amt Can be specified on the order for Fixed Income Municipals FIX.4.3
118 NetMoney Amt Can be specified on the order for Fixed Income Municipals FIX.4.3
StandardTrailer ✔ FIX.4.3

CrossOrderCancelRequest (35=u)

Used to fully cancel the remaining open quantity of a cross order.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = u (lowercase U) FIX.4.3
37 OrderID String Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN). FIX.4.3
548 ✔ CrossID for the replacement order FIX.4.3
551 ✔ Must match the CrossID of previous cross order. Same order chaining mechanism as ClOrdID/OrigClOrdID with single order Cancel/Replace. FIX.4.3
549 ✔ FIX.4.3
550 ✔ FIX.4.3
552 ✔ Must be 1 or 2 FIX.4.3
⇒54 Side ✔ char Side of order
Value SymbolicName Description Added Updated Deprecated
6 SellShortExempt Sell short exempt FIX.2.7
B AsDefined As Defined (for use with multileg instruments) FIX.4.3
C Opposite Opposite (for use with multileg instruments) FIX.4.3
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
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
A CrossShortExempt Cross short exempt FIX.4.3
5 SellShort Sell short FIX.2.7
7 Undisclosed Undisclosed (valid for IOI and List Order messages only) FIX.4.1
FIX.4.3
⇒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.4.3
⇒11 ClOrdID ✔ String Unique identifier of the order as assigned by institution or by the intermediary with closest association with the investor. FIX.4.3
⇒526 FIX.4.3
⇒583 FIX.4.3
⇒586 FIX.4.3
⇒Parties Insert here the set of "Parties" (firm identification) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
⇒229 FIX.4.3
⇒OrderQtyData ✔ Insert here the set of "OrderQtyData" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
⇒376 ComplianceID String ID used to represent this transaction for compliance purposes (e.g. OATS reporting). FIX.4.3
⇒58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.3
⇒354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.3
⇒355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.3
Instrument ✔ Insert here the set of "Instrument" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
60 TransactTime ✔ UTCTimestamp Time this order request was initiated/released by the trader, trading system, or intermediary. FIX.4.3
StandardTrailer ✔ FIX.4.3

SecurityTypeRequest (35=v)

The Security Type Request message is used to return a list of security types available from a counterparty or market.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = v (lowercase V) FIX.4.3
320 SecurityReqID ✔ String Unique ID of a Security Definition Request. FIX.4.3
58 Text String Comment, instructions, or other identifying information. FIX.4.3
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.3
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.3
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.4.3
625 FIX.4.3
StandardTrailer ✔ FIX.4.3

SecurityTypes (35=w)

The Security Type message is used to return a list of security types available from a counterparty or market.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = w (lowercase W) FIX.4.3
320 SecurityReqID ✔ String Unique ID of a Security Definition Request. FIX.4.3
322 SecurityResponseID ✔ String Identifier for the security response message FIX.4.3
323 SecurityResponseType ✔ int The result of the security request identified by SecurityReqID
Value SymbolicName Description Added Updated Deprecated
5 RejectSecurityProposal Reject security proposal FIX.4.2
1 AcceptAsIs Accept security proposal as is FIX.4.2
6 CannotMatchSelectionCriteria Can not match selection criteria FIX.4.2
2 AcceptWithRevisions Accept security proposal with revisions as indicated in the message FIX.4.2
4 ListOfSecuritiesReturnedPerRequest List of securities returned per request FIX.4.2
3 ListOfSecurityTypesReturnedPerRequest List of security types returned per request FIX.4.2
FIX.4.3
557 Indicates total number of security types in the event that multiple Security Type messages are used to return results FIX.4.3
558 FIX.4.3
⇒167 SecurityType String Required if NoSecurityTypes > 0
Value SymbolicName Description Added Updated Deprecated
CP CommercialPaper Commercial Paper FIX.4.1
VRDN VariableRateDemandNote Variable Rate Demand Note FIX.4.3
PZFJ PlazosFijos Plazos Fijos FIX.4.3
PN PromissoryNote Promissory Note FIX.4.3
ONITE Overnight Overnight FIX.4.3
MTN MediumTermNotes Medium Term Notes FIX.4.3
TECP TaxExemptCommercialPaper Tax Exempt Commercial Paper FIX.4.3
AMENDED Amended Amended & Restated FIX.4.3
BRIDGE BridgeLoan Bridge Loan FIX.4.3
LOFC LetterOfCredit Letter of Credit FIX.4.3
SWING SwingLineFacility Swing Line Facility FIX.4.3
DINP DebtorInPossession Debtor in Possession FIX.4.3
DEFLTED Defaulted Defaulted FIX.4.3
WITHDRN Withdrawn Withdrawn FIX.4.3
LQN LiquidityNote Liquidity Note FIX.4.3
MATURED Matured Matured FIX.4.3
DN DepositNotes Deposit Notes FIX.4.3
RETIRED Retired Retired FIX.4.3
BA BankersAcceptance Bankers Acceptance FIX.4.1
BN BankNotes Bank Notes FIX.4.3
BOX BillOfExchanges Bill of Exchanges FIX.4.3
CD CertificateOfDeposit Certificate of Deposit FIX.4.1
CL CallLoans Call Loans FIX.4.3
REPLACD Replaced Replaced FIX.4.3
MT MandatoryTender Mandatory Tender FIX.4.3
RVLVTRM Revolver Revolver/Term Loan FIX.4.3
MPP MortgagePrivatePlacement Mortgage Private Placement FIX.4.1
STN ShortTermLoanNote Short Term Loan Note FIX.4.3
MPT MiscellaneousPassThrough Miscellaneous Pass-through FIX.4.1
TBA ToBeAnnounced To be Announced FIX.4.3
AN OtherAnticipationNotes Other Anticipation Notes BAN, GAN, etc. FIX.4.3
MIO MortgageInterestOnly Mortgage Interest Only FIX.4.1
COFP CertificateOfParticipation Certificate of Participation FIX.4.3
MBS MortgageBackedSecurities Mortgage-backed Securities FIX.4.3
REV RevenueBonds Revenue Bonds FIX.4.3
SPCLA SpecialAssessment Special Assessment FIX.4.3
SPCLO SpecialObligation Special Obligation FIX.4.3
SPCLT SpecialTax Special Tax FIX.4.3
TAN TaxAnticipationNote Tax Anticipation Note FIX.4.3
TAXA TaxAllocation Tax Allocation FIX.4.3
COFO CertificateOfObligation Certificate of Obligation FIX.4.3
TD TimeDeposit Time Deposit FIX.4.1
GO GeneralObligationBonds General Obligation Bonds FIX.4.3
? Wildcard Wildcard entry (used on Security Definition Request message) FIX.4.2
WAR Warrant Warrant FIX.4.1
MF MutualFund Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle) FIX.4.1
MLEG MultilegInstrument Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.) FIX.4.3
TRAN TaxRevenueAnticipationNote Tax & Revenue Anticipation Note FIX.4.3
MPO MortgagePrincipalOnly Mortgage Principal Only FIX.4.1
RP RepurchaseAgreement Repurchase Agreement FIX.4.1
NONE NoSecurityType No Security Type FIX.4.1
XCN ExtendedCommNote Extended Comm Note FIX.4.3
POOL AgencyPools Agency Pools FIX.4.3
ABS AssetBackedSecurities Asset-backed Securities FIX.4.3
CMBS Corp Corp. Mortgage-backed Securities FIX.4.3
CMO CollateralizedMortgageObligation Collateralized Mortgage Obligation FIX.4.1
IET IOETTEMortgage IOETTE Mortgage FIX.4.2
RVRP ReverseRepurchaseAgreement Reverse Repurchase Agreement FIX.4.1
FOR ForeignExchangeContract Foreign Exchange Contract FIX.4.1
RAN RevenueAnticipationNote Revenue Anticipation Note FIX.4.3
RVLV RevolverLoan Revolver Loan FIX.4.3
FAC FederalAgencyCoupon Federal Agency Coupon FIX.4.3
FADN FederalAgencyDiscountNote Federal Agency Discount Note FIX.4.3
PEF PrivateExportFunding Private Export Funding FIX.4.3
CORP CorporateBond Corporate Bond FIX.4.1
CPP CorporatePrivatePlacement Corporate Private Placement FIX.4.1
CB ConvertibleBond Convertible Bond FIX.4.2
DUAL DualCurrency Dual Currency FIX.4.3
XLINKD IndexedLinked Indexed Linked FIX.4.3
YANK YankeeCorporateBond Yankee Corporate Bond FIX.4.3
CS CommonStock Common Stock FIX.4.1
PS PreferredStock Preferred Stock FIX.4.1
BRADY BradyBond Brady Bond FIX.4.3
TBOND USTreasuryBond US Treasury Bond FIX.4.3
TINT InterestStripFromAnyBondOrNote Interest strip from any bond or note FIX.4.3
TIPS TreasuryInflationProtectedSecurities Treasury Inflation Protected Securities FIX.4.3
TCAL PrincipalStripOfACallableBondOrNote Principal strip of a callable bond or note FIX.4.3
TPRN PrincipalStripFromANonCallableBondOrNote Principal strip from a non-callable bond or note FIX.4.3
UST USTreasuryNoteOld US Treasury Note/Bond FIX.4.3
USTB USTreasuryBillOld US Treasury Bill FIX.4.1
TERM TermLoan Term Loan FIX.4.3
STRUCT StructuredNotes Structured Notes FIX.4.3
FIX.4.3
⇒460 FIX.4.3
⇒461 FIX.4.3
58 Text String Comment, instructions, or other identifying information. FIX.4.3
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.3
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.3
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.4.3
625 FIX.4.3
263 SubscriptionRequestType char Subscribe or unsubscribe for security status to security specified in request.
Value SymbolicName Description Added Updated Deprecated
1 SnapshotAndUpdates Snapshot + Updates (Subscribe) FIX.4.2
2 DisablePreviousSnapshot Disable previous Snapshot + Update Request (Unsubscribe) FIX.4.2
0 Snapshot Snapshot FIX.4.2
FIX.4.3
StandardTrailer ✔ FIX.4.3

SecurityListRequest (35=x)

The Security List Request message is used to return a list of securities from the counterparty that match criteria provided on the request

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = x (lowercase X) FIX.4.3
320 SecurityReqID ✔ String Unique ID of a Security Definition Request. FIX.4.3
559 ✔ Type of Security List Request being made FIX.4.3
Instrument Insert here the set of "Instrument" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
of the requested Security		 FIX.4.3
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.4.3
58 Text String Comment, instructions, or other identifying information. FIX.4.3
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.3
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.3
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.4.3
625 FIX.4.3
263 SubscriptionRequestType char Subscribe or unsubscribe for security status to security specified in request.
Value SymbolicName Description Added Updated Deprecated
1 SnapshotAndUpdates Snapshot + Updates (Subscribe) FIX.4.2
2 DisablePreviousSnapshot Disable previous Snapshot + Update Request (Unsubscribe) FIX.4.2
0 Snapshot Snapshot FIX.4.2
FIX.4.3
StandardTrailer ✔ FIX.4.3

SecurityList (35=y)

The Security List message is used to return a list of securities that matches the criteria specified in a Security List Request.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = y (lowercase Y) FIX.4.3
320 SecurityReqID ✔ String Unique ID of a Security Definition Request. FIX.4.3
322 SecurityResponseID ✔ String Identifier for the Security List message FIX.4.3
560 ✔ Result of the Security Request identified by the SecurityReqID FIX.4.3
393 TotalNumSecurities int Used to indicate if the total number of securities being returned for this request. Used in the event that message fragmentation is required. FIX.4.3
146 NoRelatedSym int Specifies the number of repeating symbols (instruments) specified FIX.4.3
⇒Instrument Insert here the set of "Instrument" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
of the requested Security		 FIX.4.3
⇒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.4.3
⇒555 Number of legs that make up the Security FIX.4.3
⇒⇒InstrumentLeg Insert here the set of "Instrument Legs" (leg symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
Required if NoLegs > 0		 FIX.4.3
⇒⇒556 FIX.4.3
⇒561 FIX.4.3
⇒562 FIX.4.3
⇒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.4.3
⇒625 FIX.4.3
⇒58 Text String Comment, instructions, or other identifying information. FIX.4.3
⇒354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.3
⇒355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.3
StandardTrailer ✔ FIX.4.3

DerivativeSecurityListRequest (35=z)

The Derivative Security List Request message is used to return a list of securities from the counterparty that match criteria provided on the request

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = z (lowercase Z) FIX.4.3
320 SecurityReqID ✔ String Unique ID of a Security Definition Request. FIX.4.3
559 ✔ FIX.4.3
UnderlyingInstrument Specifies the underlying instrument FIX.4.3
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.4.3
58 Text String Comment, instructions, or other identifying information. FIX.4.3
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.3
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.3
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.4.3
625 FIX.4.3
263 SubscriptionRequestType char Subscribe or unsubscribe for security status to security specified in request.
Value SymbolicName Description Added Updated Deprecated
1 SnapshotAndUpdates Snapshot + Updates (Subscribe) FIX.4.2
2 DisablePreviousSnapshot Disable previous Snapshot + Update Request (Unsubscribe) FIX.4.2
0 Snapshot Snapshot FIX.4.2
FIX.4.3
StandardTrailer ✔ FIX.4.3

DerivativeSecurityList (35=AA)

The Derivative Security List message is used to return a list of securities that matches the criteria specified in a Derivative Security List Request.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = AA (2 A's) FIX.4.3
320 SecurityReqID ✔ String Unique ID of a Security Definition Request. FIX.4.3
322 SecurityResponseID ✔ String Identifier for the Derivative Security List message FIX.4.3
560 ✔ Result of the Security Request identified by SecurityReqID FIX.4.3
UnderlyingInstrument Underlying security for which derivatives are being returned FIX.4.3
393 TotalNumSecurities int Used to indicate if the total number of securities being returned for this request. Used in the event that message fragmentation is required. FIX.4.3
146 NoRelatedSym int Specifies the number of repeating symbols (instruments) specified FIX.4.3
⇒Instrument Insert here the set of "Instrument" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
of the requested Security		 FIX.4.3
⇒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.4.3
⇒555 Number of legs that make up the Security FIX.4.3
⇒⇒InstrumentLeg Insert here the set of "Instrument Legs" (leg symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
Required if NoLegs > 0		 FIX.4.3
⇒⇒556 FIX.4.3
⇒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.4.3
⇒625 FIX.4.3
⇒58 Text String Comment, instructions, or other identifying information. FIX.4.3
⇒354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.3
⇒355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.3
StandardTrailer ✔ FIX.4.3

NewOrderMultileg (35=AB)

The New Order - Multileg is provided to submit orders for securities that are made up of multiple securities, known as legs.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = AB FIX.4.3
11 ClOrdID ✔ String Unique identifier of the order as assigned by institution or by the intermediary with closest association with the investor. FIX.4.3
526 FIX.4.3
583 FIX.4.3
Parties Insert here the set of "Parties" (firm identification) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
1 Account String Account mnemonic as agreed between broker and institution. FIX.4.3
581 FIX.4.3
589 FIX.4.3
590 FIX.4.3
591 FIX.4.3
78 NoAllocs int Number of repeating groups for pre-trade allocation FIX.4.3
⇒79 AllocAccount String Required if NoAllocs > 0. Must be first field in repeating group. FIX.4.3
⇒467 FIX.4.3
⇒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.4.3
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
5 TPlus4 T+4 FIX.2.7
A T1 T+1 FIX.4.3
6 Future Future FIX.2.7
3 TPlus2 T+2 FIX.2.7
2 NextDay Next Day FIX.2.7
8 SellersOption Sellers Option FIX.2.7
1 Cash Cash FIX.2.7
7 WhenAndIfIssued When And If Issued FIX.2.7
0 Regular Regular FIX.2.7
9 TPlus5 T+ 5 FIX.3.0
4 TPlus3 T+3 FIX.2.7
FIX.4.3
64 FutSettDate LocalMktDate Takes precedence over SettlmntTyp value and conditionally required/omitted for specific SettlmntTyp values. FIX.4.3
544 FIX.4.3
635 FIX.4.3
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.4.3
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
Y TryToStop TryToStop FIX.4.3
M MidPricePeg MidPrcPeg FIX.3.0
P MarketPeg MarkPeg FIX.3.0
Q CancelOnSystemFailure CancelOnSysFail FIX.4.3
R PrimaryPeg PrimPeg FIX.3.0
S Suspend Suspend FIX.3.0
U CustomerDisplayInstruction CustDispInst FIX.4.1
V Netting Netting FIX.4.1
W PegToVWAP PegVWAP FIX.4.2
X TradeAlong TradeAlong FIX.4.3
D PercentOfVolume PercVol FIX.2.7
0 StayOnOfferSide StayOffer FIX.2.7
2 Work Work FIX.2.7
4 OverTheDay OverDay FIX.2.7
5 Held Held FIX.2.7
6 ParticipateDoNotInitiate PartNotInit FIX.2.7
7 StrictScale StrictScale FIX.2.7
8 TryToScale TryToScale FIX.2.7
9 StayOnBidSide StayBid FIX.2.7
A NoCross NoCross FIX.2.7
O OpeningPeg OpenPeg FIX.3.0
C CallFirst CallFirst FIX.2.7
N NonNegotiable NonNego FIX.3.0
E DoNotIncrease DNI FIX.2.7
F DoNotReduce DNR FIX.2.7
G AllOrNone AON FIX.2.7
H ReinstateOnSystemFailure RestateOnSysFail FIX.4.3
I InstitutionsOnly InstitOnly FIX.3.0
J ReinstateOnTradingHalt RestateOnTradingHalt FIX.4.3
K CancelOnTradingHalt CancelOnTradingHalt FIX.4.3
L LastPeg LastPeg FIX.3.0
3 GoAlong GoAlong FIX.2.7
B OKToCross OkCross FIX.2.7
1 NotHeld NotHeld FIX.2.7
FIX.4.3
110 MinQty Qty Minimum quantity of an order to be executed.
(Prior to FIX 4.2 this field was of type int) 		FIX.4.3
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.4.3
100 ExDestination Exchange Execution destination as defined by institution when order is entered.
Valid values:
See Appendix C 		FIX.4.3
386 NoTradingSessions int Specifies the number of repeating TradingSessionIDs FIX.4.3
⇒336 TradingSessionID String Required if NoTradingSessions is > 0. FIX.4.3
⇒625 FIX.4.3
81 ProcessCode char Used to identify soft trades at order entry.
Value SymbolicName Description Added Updated Deprecated
6 PlanSponsor plan sponsor FIX.4.0
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
FIX.4.3
54 Side ✔ char Additional enumeration that indicates this is an order for a multileg order and that the sides are specified in the Instrument Leg component block.
Value SymbolicName Description Added Updated Deprecated
6 SellShortExempt Sell short exempt FIX.2.7
B AsDefined As Defined (for use with multileg instruments) FIX.4.3
C Opposite Opposite (for use with multileg instruments) FIX.4.3
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
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
A CrossShortExempt Cross short exempt FIX.4.3
5 SellShort Sell short FIX.2.7
7 Undisclosed Undisclosed (valid for IOI and List Order messages only) FIX.4.1
FIX.4.3
Instrument ✔ Insert here the set of "Instrument" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
SecurityType[167] = "MLEG"
CFICode should be set to the type of multileg product, such as "O" – options, "F" – Future or Swap.		 FIX.4.3
140 PrevClosePx Price Useful for verifying security identification FIX.4.3
555 ✔ Number of legs
Can be zero (e.g. standardized multileg instrument such as an Option strategy) – must be provided even if zero		 FIX.4.3
⇒InstrumentLeg Must be provided if Number of legs > 0 FIX.4.3
⇒564 Provide if the PositionEffect for the leg is different from that specified for the overall multileg security FIX.4.3
⇒565 Provide if the CoveredOrUncovered for the leg is different from that specified for the overall multileg security. FIX.4.3
⇒NestedParties Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
Used for NestedPartyRole=Leg Clearing Firm/Account, Leg Account/Account Type		 FIX.4.3
⇒654 Used to identify a specific leg. FIX.4.3
⇒566 Provide only if a price is required for a specific leg. Used for anchoring the overall multileg security price to a specific leg price. FIX.4.3
⇒587 Refer to values for SettlmntTyp (63) FIX.4.3
⇒588 Refer to values for FutSettDate (64) FIX.4.3
114 LocateReqd Boolean Required for short sell orders
Value SymbolicName Description Added Updated Deprecated
Y Yes Indicates the broker is responsible for locating the stock FIX.4.0
N No Indicates the broker is not required to locate FIX.4.0
FIX.4.3
60 TransactTime ✔ UTCTimestamp Time this order request was initiated/released by the trader, trading system, or intermediary. FIX.4.3
465 FIX.4.3
OrderQtyData ✔ Insert here the set of "OrderQtyData" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
40 OrdType ✔ char Order type.
Value SymbolicName Description Added Updated Deprecated
D PreviouslyQuoted Previously quoted FIX.4.0
2 Limit Limit FIX.2.7
3 Stop Stop FIX.2.7
4 StopLimit Stop limit FIX.2.7
5 MarketOnClose Market on close (Deprecated) 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 (Deprecated) FIX.2.7
1 Market Market FIX.2.7
C ForexMarket Forex - Market (Deprecated) FIX.4.0
F ForexLimit Forex - Limit (Deprecated) FIX.4.1
E PreviouslyIndicated Previously indicated FIX.4.0
G ForexSwap Forex - Swap FIX.4.1
I Funari Funari (Limit Day Order with unexecuted portion handled as Market On Close. e.g. Japan) FIX.4.2
J MarketIfTouched Market If Touched (MIT) FIX.4.3
K MarketWithLeftOverAsLimit Market with Leftover as Limit (market order then unexecuted quantity becomes limit order at last price) FIX.4.3
L PreviousFundValuationPoint Previous Fund Valuation Point (Historic pricing) (for CIV) FIX.4.3
M NextFundValuationPoint Next Fund Valuation Point (Forward pricing) (for CIV) FIX.4.3
P Pegged Pegged FIX.3.0
B LimitOnClose Limit on close (Deprecated) FIX.2.7
H ForexPreviouslyQuoted Forex - Previously Quoted (Deprecated) FIX.4.1
FIX.4.3
423 PriceType int Code to represent the price type.
Value SymbolicName Description Added Updated Deprecated
3 FixedAmount Fixed Amount (absolute value) FIX.4.2
1 Percentage Percentage FIX.4.2
4 Discount discount - percentage points below par FIX.4.3
6 Spread basis points relative to benchmark FIX.4.3
7 TEDPrice TED price (see "Volume 1 - Glossary") FIX.4.3
8 TEDYield TED yield (see "Volume 1 - Glossary") FIX.4.3
5 Premium premium - percentage points over par FIX.4.3
2 PerUnit per share (e.g. cents per share) FIX.4.2
FIX.4.3
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.4.3
99 StopPx Price Required for OrdType = "Stop" or OrdType = "Stop limit". FIX.4.3
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.4.3
376 ComplianceID String ID used to represent this transaction for compliance purposes (e.g. OATS reporting). FIX.4.3
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.4.3
23 IOIid String Required for Previously Indicated Orders (OrdType=E) FIX.4.3
117 QuoteID String Required for Previously Quoted Orders (OrdType=D) FIX.4.3
59 TimeInForce char Absence of this field indicates Day order
Value SymbolicName Description Added Updated Deprecated
7 AtTheClose At the Close FIX.4.3
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.4.3
168 EffectiveTime UTCTimestamp Can specify the time at which the order should be considered valid FIX.4.3
432 ExpireDate LocalMktDate Conditionally required if TimeInForce = GTD and ExpireTime is not specified. FIX.4.3
126 ExpireTime UTCTimestamp Conditionally required if TimeInForce = GTD and ExpireDate is not specified. FIX.4.3
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
2 AccumulateUntilVerballlyNotifiedOtherwise accumulate until verbally notified otherwise FIX.4.2
1 AccumulateUntilFilledOrExpired accumulate executions until order is filled or expires FIX.4.2
FIX.4.3
CommissionData Insert here the set of "CommissionData" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
528 FIX.4.3
529 FIX.4.3
582 FIX.4.3
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
Y ExecuteForexAfterSecurityTrade Execute Forex after security trade FIX.4.0
N DoNotExecuteForexAfterSecurityTrade Do not execute Forex after security trade FIX.4.0
FIX.4.3
120 SettlCurrency Currency Required if ForexReq = Y. FIX.4.3
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.3
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.3
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.3
77 OpenClose char For use in derivatives omnibus accounting
Value SymbolicName Description Added Updated Deprecated
F FIFO FIFO FIX.4.3
R Rolled Rolled FIX.4.3
C Close Close FIX.4.1
O Open Open FIX.4.1
FIX.4.3
203 CoveredOrUncovered int For use with derivatives, such as options
Value SymbolicName Description Added Updated Deprecated
1 Uncovered Uncovered FIX.4.1
0 Covered Covered FIX.4.1
FIX.4.3
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.4.3
211 PegDifference PriceOffset Amount (signed) added to the price of the peg FIX.4.3
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.4.3
389 DiscretionOffset PriceOffset Amount (signed) added to the "related to" price specified via DiscretionInst. FIX.4.3
480 For CIV - Optional FIX.4.3
481 For CIV - Optional FIX.4.3
513 Reference to Registration Instructions message for this Order. FIX.4.3
494 Supplementary registration information for this Order FIX.4.3
563 Indicates the method of execution reporting requested by issuer of the order. FIX.4.3
118 NetMoney Amt Can be specified on the order for Fixed Income Municipals FIX.4.3
StandardTrailer ✔ FIX.4.3

MultilegOrderCancelReplaceRequest (35=AC)

Used to modify a multileg order previously submitted using the New Order - Multileg message.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = AC FIX.4.3
37 OrderID String Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN). FIX.4.3
41 OrigClOrdID ✔ String ClOrdID of the previous order (NOT the initial order of the day) when canceling or replacing an order. FIX.4.3
11 ClOrdID ✔ String Unique identifier of replacement order as assigned by institution or by the intermediary with closest association with the investor.. Note that this identifier will be used in ClOrdID field of the Cancel Reject message if the replacement request is rejected. FIX.4.3
526 FIX.4.3
583 FIX.4.3
586 FIX.4.3
Parties Insert here the set of "Parties" (firm identification) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
1 Account String Account mnemonic as agreed between broker and institution. FIX.4.3
581 FIX.4.3
589 FIX.4.3
590 FIX.4.3
591 FIX.4.3
78 NoAllocs int Number of repeating groups for pre-trade allocation FIX.4.3
⇒79 AllocAccount String Required if NoAllocs > 0. Must be first field in repeating group. FIX.4.3
⇒467 FIX.4.3
⇒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.4.3
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
5 TPlus4 T+4 FIX.2.7
A T1 T+1 FIX.4.3
6 Future Future FIX.2.7
3 TPlus2 T+2 FIX.2.7
2 NextDay Next Day FIX.2.7
8 SellersOption Sellers Option FIX.2.7
1 Cash Cash FIX.2.7
7 WhenAndIfIssued When And If Issued FIX.2.7
0 Regular Regular FIX.2.7
9 TPlus5 T+ 5 FIX.3.0
4 TPlus3 T+3 FIX.2.7
FIX.4.3
64 FutSettDate LocalMktDate Takes precedence over SettlmntTyp value and conditionally required/omitted for specific SettlmntTyp values. FIX.4.3
544 FIX.4.3
635 FIX.4.3
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.4.3
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
Y TryToStop TryToStop FIX.4.3
M MidPricePeg MidPrcPeg FIX.3.0
P MarketPeg MarkPeg FIX.3.0
Q CancelOnSystemFailure CancelOnSysFail FIX.4.3
R PrimaryPeg PrimPeg FIX.3.0
S Suspend Suspend FIX.3.0
U CustomerDisplayInstruction CustDispInst FIX.4.1
V Netting Netting FIX.4.1
W PegToVWAP PegVWAP FIX.4.2
X TradeAlong TradeAlong FIX.4.3
D PercentOfVolume PercVol FIX.2.7
0 StayOnOfferSide StayOffer FIX.2.7
2 Work Work FIX.2.7
4 OverTheDay OverDay FIX.2.7
5 Held Held FIX.2.7
6 ParticipateDoNotInitiate PartNotInit FIX.2.7
7 StrictScale StrictScale FIX.2.7
8 TryToScale TryToScale FIX.2.7
9 StayOnBidSide StayBid FIX.2.7
A NoCross NoCross FIX.2.7
O OpeningPeg OpenPeg FIX.3.0
C CallFirst CallFirst FIX.2.7
N NonNegotiable NonNego FIX.3.0
E DoNotIncrease DNI FIX.2.7
F DoNotReduce DNR FIX.2.7
G AllOrNone AON FIX.2.7
H ReinstateOnSystemFailure RestateOnSysFail FIX.4.3
I InstitutionsOnly InstitOnly FIX.3.0
J ReinstateOnTradingHalt RestateOnTradingHalt FIX.4.3
K CancelOnTradingHalt CancelOnTradingHalt FIX.4.3
L LastPeg LastPeg FIX.3.0
3 GoAlong GoAlong FIX.2.7
B OKToCross OkCross FIX.2.7
1 NotHeld NotHeld FIX.2.7
FIX.4.3
110 MinQty Qty Minimum quantity of an order to be executed.
(Prior to FIX 4.2 this field was of type int) 		FIX.4.3
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.4.3
100 ExDestination Exchange Execution destination as defined by institution when order is entered.
Valid values:
See Appendix C 		FIX.4.3
386 NoTradingSessions int Specifies the number of repeating TradingSessionIDs FIX.4.3
⇒336 TradingSessionID String Required if NoTradingSessions is > 0. FIX.4.3
⇒625 FIX.4.3
81 ProcessCode char Used to identify soft trades at order entry.
Value SymbolicName Description Added Updated Deprecated
6 PlanSponsor plan sponsor FIX.4.0
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
FIX.4.3
54 Side ✔ char Additional enumeration that indicates this is an order for a multileg order and that the sides are specified in the Instrument Leg component block.
Value SymbolicName Description Added Updated Deprecated
6 SellShortExempt Sell short exempt FIX.2.7
B AsDefined As Defined (for use with multileg instruments) FIX.4.3
C Opposite Opposite (for use with multileg instruments) FIX.4.3
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
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
A CrossShortExempt Cross short exempt FIX.4.3
5 SellShort Sell short FIX.2.7
7 Undisclosed Undisclosed (valid for IOI and List Order messages only) FIX.4.1
FIX.4.3
Instrument ✔ Insert here the set of "Instrument" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
SecurityType[167] = "MLEG"
CFICode should be set to the type of multileg product, such as "O" – options, "F" – Future or Swap.		 FIX.4.3
140 PrevClosePx Price Useful for verifying security identification FIX.4.3
555 ✔ Number of legs
Can be zero (e.g. standardized multileg instrument such as an Option strategy) – must be provided even if zero		 FIX.4.3
⇒InstrumentLeg Must be provided if Number of legs > 0 FIX.4.3
⇒564 Provide if the PositionEffect for the leg is different from that specified for the overall multileg security FIX.4.3
⇒565 Provide if the CoveredOrUncovered for the leg is different from that specified forthe overall multileg security. FIX.4.3
⇒NestedParties Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
Used for NestedPartyRole=Leg Clearing Firm/Account, Leg Account/Account Type		 FIX.4.3
⇒654 Used to identify a specific leg. FIX.4.3
⇒566 Provide only if a price is required for a specific leg. Used for anchoring the overall multileg security price to a specific leg price. FIX.4.3
⇒587 Refer to values for SettlmntTyp (63) FIX.4.3
⇒588 Refer to values for FutSettDate (64) FIX.4.3
114 LocateReqd Boolean Required for short sell orders
Value SymbolicName Description Added Updated Deprecated
Y Yes Indicates the broker is responsible for locating the stock FIX.4.0
N No Indicates the broker is not required to locate FIX.4.0
FIX.4.3
60 TransactTime ✔ UTCTimestamp Time this order request was initiated/released by the trader, trading system, or intermediary. FIX.4.3
465 FIX.4.3
OrderQtyData ✔ Insert here the set of "OrderQtyData" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
40 OrdType ✔ char Order type.
Value SymbolicName Description Added Updated Deprecated
D PreviouslyQuoted Previously quoted FIX.4.0
2 Limit Limit FIX.2.7
3 Stop Stop FIX.2.7
4 StopLimit Stop limit FIX.2.7
5 MarketOnClose Market on close (Deprecated) 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 (Deprecated) FIX.2.7
1 Market Market FIX.2.7
C ForexMarket Forex - Market (Deprecated) FIX.4.0
F ForexLimit Forex - Limit (Deprecated) FIX.4.1
E PreviouslyIndicated Previously indicated FIX.4.0
G ForexSwap Forex - Swap FIX.4.1
I Funari Funari (Limit Day Order with unexecuted portion handled as Market On Close. e.g. Japan) FIX.4.2
J MarketIfTouched Market If Touched (MIT) FIX.4.3
K MarketWithLeftOverAsLimit Market with Leftover as Limit (market order then unexecuted quantity becomes limit order at last price) FIX.4.3
L PreviousFundValuationPoint Previous Fund Valuation Point (Historic pricing) (for CIV) FIX.4.3
M NextFundValuationPoint Next Fund Valuation Point (Forward pricing) (for CIV) FIX.4.3
P Pegged Pegged FIX.3.0
B LimitOnClose Limit on close (Deprecated) FIX.2.7
H ForexPreviouslyQuoted Forex - Previously Quoted (Deprecated) FIX.4.1
FIX.4.3
423 PriceType int Code to represent the price type.
Value SymbolicName Description Added Updated Deprecated
3 FixedAmount Fixed Amount (absolute value) FIX.4.2
1 Percentage Percentage FIX.4.2
4 Discount discount - percentage points below par FIX.4.3
6 Spread basis points relative to benchmark FIX.4.3
7 TEDPrice TED price (see "Volume 1 - Glossary") FIX.4.3
8 TEDYield TED yield (see "Volume 1 - Glossary") FIX.4.3
5 Premium premium - percentage points over par FIX.4.3
2 PerUnit per share (e.g. cents per share) FIX.4.2
FIX.4.3
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.4.3
99 StopPx Price Required for OrdType = "Stop" or OrdType = "Stop limit". FIX.4.3
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.4.3
376 ComplianceID String ID used to represent this transaction for compliance purposes (e.g. OATS reporting). FIX.4.3
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.4.3
23 IOIid String Required for Previously Indicated Orders (OrdType=E) FIX.4.3
117 QuoteID String Required for Previously Quoted Orders (OrdType=D) FIX.4.3
59 TimeInForce char Absence of this field indicates Day order
Value SymbolicName Description Added Updated Deprecated
7 AtTheClose At the Close FIX.4.3
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.4.3
168 EffectiveTime UTCTimestamp Can specify the time at which the order should be considered valid FIX.4.3
432 ExpireDate LocalMktDate Conditionally required if TimeInForce = GTD and ExpireTime is not specified. FIX.4.3
126 ExpireTime UTCTimestamp Conditionally required if TimeInForce = GTD and ExpireDate is not specified. FIX.4.3
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
2 AccumulateUntilVerballlyNotifiedOtherwise accumulate until verbally notified otherwise FIX.4.2
1 AccumulateUntilFilledOrExpired accumulate executions until order is filled or expires FIX.4.2
FIX.4.3
CommissionData Insert here the set of "CommissionData" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
528 FIX.4.3
529 FIX.4.3
582 FIX.4.3
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
Y ExecuteForexAfterSecurityTrade Execute Forex after security trade FIX.4.0
N DoNotExecuteForexAfterSecurityTrade Do not execute Forex after security trade FIX.4.0
FIX.4.3
120 SettlCurrency Currency Required if ForexReq = Y. FIX.4.3
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.3
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.3
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.3
77 OpenClose char For use in derivatives omnibus accounting
Value SymbolicName Description Added Updated Deprecated
F FIFO FIFO FIX.4.3
R Rolled Rolled FIX.4.3
C Close Close FIX.4.1
O Open Open FIX.4.1
FIX.4.3
203 CoveredOrUncovered int For use with derivatives, such as options
Value SymbolicName Description Added Updated Deprecated
1 Uncovered Uncovered FIX.4.1
0 Covered Covered FIX.4.1
FIX.4.3
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.4.3
211 PegDifference PriceOffset Amount (signed) added to the price of the peg FIX.4.3
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.4.3
389 DiscretionOffset PriceOffset Amount (signed) added to the "related to" price specified via DiscretionInst. FIX.4.3
480 For CIV - Optional FIX.4.3
481 For CIV - Optional FIX.4.3
513 Reference to Registration Instructions message for this Order. FIX.4.3
494 Supplementary registration information for this Order FIX.4.3
563 Indicates the method of execution reporting requested by issuer of the order. FIX.4.3
118 NetMoney Amt Can be specified on the order for Fixed Income Municipals FIX.4.3
StandardTrailer ✔ FIX.4.3

TradeCaptureReportRequest (35=AD)

The Trade Capture Report can be used to:
• Request one or more trade capture reports based upon selection criteria provided on the trade capture report request
• Subscribe for trade capture reports based upon selection criteria provided on the trade capture report request.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = AD FIX.4.3
568 ✔ Identifier for the trade request FIX.4.3
569 ✔ FIX.4.3
263 SubscriptionRequestType char Used to subscribe / unsubscribe for trade capture reports If the field is absent, the value 0 will be the default
Value SymbolicName Description Added Updated Deprecated
1 SnapshotAndUpdates Snapshot + Updates (Subscribe) FIX.4.2
2 DisablePreviousSnapshot Disable previous Snapshot + Update Request (Unsubscribe) FIX.4.2
0 Snapshot Snapshot FIX.4.2
FIX.4.3
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.4.3
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.4.3
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.4.3
573 FIX.4.3
Parties Used to specify the parties for the trades to be returned (clearing firm, execution broker, trader id, etc.)
ExecutingBroker
ClearingFirm
ContraBroker
ContraClearingFirm
SettlementLocation - depository, CSD, or other settlement party
ExecutingTrader
InitiatingTrader
OrderOriginator		 FIX.4.3
Instrument Insert here the set of "Instrument" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
580 Number of date ranges provided (must be 1 or 2 if specified) FIX.4.3
⇒75 TradeDate LocalMktDate Used when reporting other than current day trades. Conditionally required if NoDates > 0 FIX.4.3
⇒60 TransactTime UTCTimestamp Time the transaction represented by this ExecutionReport occurred FIX.4.3
54 Side char Side of order
Value SymbolicName Description Added Updated Deprecated
6 SellShortExempt Sell short exempt FIX.2.7
B AsDefined As Defined (for use with multileg instruments) FIX.4.3
C Opposite Opposite (for use with multileg instruments) FIX.4.3
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
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
A CrossShortExempt Cross short exempt FIX.4.3
5 SellShort Sell short FIX.2.7
7 Undisclosed Undisclosed (valid for IOI and List Order messages only) FIX.4.1
FIX.4.3
58 Text String Used to match specific values within Text fields FIX.4.3
354 EncodedTextLen Length Byte length of encoded (non-ASCII characters) EncodedText field. FIX.4.3
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.4.3
578 FIX.4.3
579 FIX.4.3
StandardTrailer ✔ FIX.4.3

TradeCaptureReport (35=AE)

The Trade Capture Report message can be:
• Used to report trades between counterparties.
• Can be sent unsolicited between counterparties.
• Sent as a reply to a Trade Capture Report Request.
• Can be used to report unmatched and matched trades.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = AE FIX.4.3
571 ✔ Unique identifier for the Trade Capture Report FIX.4.3
487 Identifies Trade Report message transaction type. FIX.4.3
568 Request ID if the Trade Capture Report is in response to a Trade Capture Report Request FIX.4.3
150 ExecType ✔ char Type of Execution being reported: Uses subset of ExecType for Trade Capture Reports
Value SymbolicName Description Added Updated Deprecated
6 PendingCancel Pending Cancel (e.g. result of Order Cancel Request) FIX.4.1
0 New New FIX.4.1
1 PartialFill Partial fill (Replaced) FIX.4.1
2 Fill Fill (Replaced) FIX.4.1
4 Canceled Canceled FIX.4.1
5 Replaced Replace 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
F Trade Trade (partial fill or fill) FIX.4.3
G TradeCorrect Trade Correct (formerly an ExecTransType) FIX.4.3
H TradeCancel Trade Cancel (formerly an ExecTransType) FIX.4.3
I OrderStatus Order Status (formerly an ExecTransType) FIX.4.3
3 DoneForDay Done for day FIX.4.1
7 Stopped Stopped FIX.4.1
FIX.4.3
572 The TradeReportID that is being referenced for some action, such as correction or cancellation FIX.4.3
17 ExecID String Exchanged assigned Execution ID (Trade Identifier) FIX.4.3
527 FIX.4.3
378 ExecRestatementReason int Reason for restatement
Value SymbolicName Description Added Updated Deprecated
7 CancelOnSystemFailure Cancel on System Failure FIX.4.3
0 GTCorporateAction GT Corporate action FIX.4.2
8 Market Market (Exchange) Option FIX.4.3
6 CancelOnTradingHalt Cancel on Trading Halt FIX.4.3
5 PartialDeclineOfOrderQty Partial decline of OrderQty (e.g. exchange-initiated partial cancel) FIX.4.2
4 BrokerOption Broker option FIX.4.2
3 RepricingOfOrder Repricing of order FIX.4.2
1 GTRenewal GT renewal / restatement (no corporate action) FIX.4.2
2 VerbalChange Verbal change FIX.4.2
FIX.4.3
570 ✔ Indicates if the trade capture report was previously reported to the counterparty FIX.4.3
Instrument ✔ Insert here the set of "Instrument" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
OrderQtyData Insert here the set of "OrderQtyData" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
Note: OrderQty field is required unless rejecting or an order ack for a CashOrderQty or PercentOrder.		 FIX.4.3
32 LastShares ✔ Qty Quantity (e.g. shares) bought/sold on this (last) fill. Not required ExecType = Order Status When required, should be "0" for non-fills ("fill" defined as ExecType=Trade) unless noted below. If ExecType=Stopped, represents the quantity stopped/guaranteed/protected for. FIX.4.3
31 LastPx ✔ Price Price of this (last) fill. Not required for ExecType = Order Status Should represent the "all-in" (LastSpotRate + LastForwardPoints) rate for F/X orders. ). When required, should be "0" for non-fills ("fill" defined as ExecType=Trade New) unless noted below. If ExecType=Stopped, represents the price stopped/guaranteed/protected at. FIX.4.3
194 LastSpotRate Price Applicable for F/X orders FIX.4.3
195 LastForwardPoints PriceOffset Applicable for F/X orders FIX.4.3
30 LastMkt Exchange Market of execution for last fill FIX.4.3
75 TradeDate ✔ LocalMktDate Used when reporting other than current day trades. FIX.4.3
60 TransactTime ✔ UTCTimestamp Time the transaction represented by this ExecutionReport occurred FIX.4.3
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
5 TPlus4 T+4 FIX.2.7
A T1 T+1 FIX.4.3
6 Future Future FIX.2.7
3 TPlus2 T+2 FIX.2.7
2 NextDay Next Day FIX.2.7
8 SellersOption Sellers Option FIX.2.7
1 Cash Cash FIX.2.7
7 WhenAndIfIssued When And If Issued FIX.2.7
0 Regular Regular FIX.2.7
9 TPlus5 T+ 5 FIX.3.0
4 TPlus3 T+3 FIX.2.7
FIX.4.3
64 FutSettDate LocalMktDate Takes precedence over SettlmntTyp value and conditionally required/omitted for specific SettlmntTyp values. FIX.4.3
573 FIX.4.3
574 FIX.4.3
552 ✔ Number of sides FIX.4.3
⇒54 Side ✔ char Side of order
Value SymbolicName Description Added Updated Deprecated
6 SellShortExempt Sell short exempt FIX.2.7
B AsDefined As Defined (for use with multileg instruments) FIX.4.3
C Opposite Opposite (for use with multileg instruments) FIX.4.3
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
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
A CrossShortExempt Cross short exempt FIX.4.3
5 SellShort Sell short FIX.2.7
7 Undisclosed Undisclosed (valid for IOI and List Order messages only) FIX.4.1
FIX.4.3
⇒37 OrderID ✔ String OrderID is required to be unique for each chain of orders. FIX.4.3
⇒198 SecondaryOrderID String Can be used to provide order id used by exchange or executing system. FIX.4.3
⇒11 ClOrdID String Required for executions against electronically submitted orders which were assigned an ID by the institution or intermediary. Not required for orders manually entered by the broker or fund manager (for CIV orders). FIX.4.3
⇒Parties Insert here the set of "Parties" (firm identification) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
Range of values on report:		 FIX.4.3
⇒1 Account String Required for executions against electronically submitted orders which were assigned an account by the institution or intermediary FIX.4.3
⇒581 Specifies type of account FIX.4.3
⇒81 ProcessCode char Used to specify Step-out trades
Value SymbolicName Description Added Updated Deprecated
6 PlanSponsor plan sponsor FIX.4.0
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
FIX.4.3
⇒575 FIX.4.3
⇒576 FIX.4.3
⇒⇒577 FIX.4.3
⇒635 FIX.4.3
⇒578 FIX.4.3
⇒579 FIX.4.3
⇒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.4.3
⇒376 ComplianceID String ID used to represent this transaction for compliance purposes (e.g. OATS reporting). FIX.4.3
⇒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.4.3
⇒528 FIX.4.3
⇒529 FIX.4.3
⇒582 FIX.4.3
⇒483 A date and time stamp to indicate when this order was booked. For Equities, this is the time at which an order was received by an Exchange or Marketplace. For CIV, this is the time that a Fund Manager booked an order for execution at the next valuation point. FIX.4.3
⇒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.4.3
⇒625 FIX.4.3
⇒CommissionData Insert here the set of "CommissionData" fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"
Note: 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.4.3
⇒381 GrossTradeAmt Amt Total amount traded (e.g. CumQty * AvgPx) expressed in units of currency. FIX.4.3
⇒157 NumDaysInterest int Number of Days of Interest for convertible bonds and fixed income FIX.4.3
⇒230 FIX.4.3
⇒158 AccruedInterestRate float Accrued Interest Rate for convertible bonds and fixed income FIX.4.3
⇒159 AccruedInterestAmt Amt Amount of Accrued Interest for convertible bonds and fixed income FIX.4.3
⇒238 FIX.4.3
⇒237 FIX.4.3
⇒118 NetMoney Amt Note: On a fill/partial fill messages, it represents value for that fill/partial fill, on ExecType=Calculated, it represents cumulative value for the order. Value expressed in the currency reflected by the Currency field. FIX.4.3
⇒119 SettlCurrAmt Amt Used to report results of forex accommodation trade FIX.4.3
⇒120 SettlCurrency Currency Used to report results of forex accommodation trade FIX.4.3
⇒155 SettlCurrFxRate float Foreign exchange rate used to compute SettlCurrAmt from Currency to SettlCurrency FIX.4.3
⇒156 SettlCurrFxRateCalc char Specifies whether the SettlCurrFxRate should be multiplied or divided
Value SymbolicName Description Added Updated Deprecated
D Divide Divide FIX.4.4EP38
M Multiply Multiply FIX.4.4EP38
FIX.4.3
⇒77 OpenClose char For use in derivatives omnibus accounting
Value SymbolicName Description Added Updated Deprecated
F FIFO FIFO FIX.4.3
R Rolled Rolled FIX.4.3
C Close Close FIX.4.1
O Open Open FIX.4.1
FIX.4.3
⇒58 Text String May be used by the executing market to record any execution Details that are particular to that market FIX.4.3
⇒354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.3
⇒355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.3
⇒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.4.3
⇒518 Number of contract details in this message
** Nested Repeating Group follows **		 FIX.4.3
⇒⇒519 Must be first field in the repeating group. FIX.4.3
⇒⇒520 FIX.4.3
⇒⇒521 FIX.4.3
⇒136 NoMiscFees int Required if any miscellaneous fees are reported. Indicates number of repeating entries ** Nested Repeating Group follows ** FIX.4.3
⇒⇒137 MiscFeeAmt Amt Required if NoMiscFees > 0 FIX.4.3
⇒⇒138 MiscFeeCurr Currency Required if NoMiscFees > 0 FIX.4.3
⇒⇒139 MiscFeeType char Required if NoMiscFees > 0
Value SymbolicName Description Added Updated Deprecated
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
1 Regulatory Regulatory (e.g. SEC) FIX.4.0
2 Tax Tax FIX.4.0
FIX.4.3
StandardTrailer ✔ FIX.4.3

OrderMassStatusRequest (35=AF)

The order mass status request message requests the status for orders matching criteria specified within the request.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = AF FIX.4.3
584 ✔ Unique ID of mass status request as assigned by the institution. FIX.4.3
585 ✔ Specifies the scope of the mass status request FIX.4.3
Parties Insert here the set of "Parties" (firm identification) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
1 Account String Account FIX.4.3
336 TradingSessionID String Trading Session FIX.4.3
625 FIX.4.3
Instrument Insert here the set of "Instrument" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
UnderlyingInstrument Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
54 Side char Optional qualifier used to indicate the side of the market for which orders will be returned.
Value SymbolicName Description Added Updated Deprecated
6 SellShortExempt Sell short exempt FIX.2.7
B AsDefined As Defined (for use with multileg instruments) FIX.4.3
C Opposite Opposite (for use with multileg instruments) FIX.4.3
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
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
A CrossShortExempt Cross short exempt FIX.4.3
5 SellShort Sell short FIX.2.7
7 Undisclosed Undisclosed (valid for IOI and List Order messages only) FIX.4.1
FIX.4.3
StandardTrailer ✔ FIX.4.3

QuoteRequestReject (35=AG)

The Quote Request Reject message is used to reject Quote Request messages for all quoting models.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = AG FIX.4.3
131 QuoteReqID ✔ String Unique identifier for quote request FIX.4.3
644 For tradeable quote model – used to indicate to which RFQ Request this Quote Request is in response. FIX.4.3
658 ✔ Reason Quote was rejected FIX.4.3
146 NoRelatedSym ✔ int Number of related symbols (instruments) in Request FIX.4.3
⇒Instrument ✔ Insert here the set of "Instrument" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
⇒140 PrevClosePx Price Useful for verifying security identification FIX.4.3
⇒303 QuoteRequestType int Indicates the type of Quote Request (e.g. Manual vs. Automatic) being generated.
Value SymbolicName Description Added Updated Deprecated
2 Automatic Automatic FIX.4.2
1 Manual Manual FIX.4.2
FIX.4.3
⇒537 Type of quote being requested from counterparty or market (e.g. Indicative, Firm, or Restricted Tradeable) FIX.4.3
⇒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.4.3
⇒625 FIX.4.3
⇒229 FIX.4.3
⇒Stipulations Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
⇒54 Side char If OrdType = "Forex - Swap", should be the side of the future portion of a F/X swap. The absence of a side implies that a two-sided quote is being requested.
Value SymbolicName Description Added Updated Deprecated
6 SellShortExempt Sell short exempt FIX.2.7
B AsDefined As Defined (for use with multileg instruments) FIX.4.3
C Opposite Opposite (for use with multileg instruments) FIX.4.3
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
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
A CrossShortExempt Cross short exempt FIX.4.3
5 SellShort Sell short FIX.2.7
7 Undisclosed Undisclosed (valid for IOI and List Order messages only) FIX.4.1
FIX.4.3
⇒465 FIX.4.3
⇒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.4.3
⇒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.4.3
⇒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
5 TPlus4 T+4 FIX.2.7
A T1 T+1 FIX.4.3
6 Future Future FIX.2.7
3 TPlus2 T+2 FIX.2.7
2 NextDay Next Day FIX.2.7
8 SellersOption Sellers Option FIX.2.7
1 Cash Cash FIX.2.7
7 WhenAndIfIssued When And If Issued FIX.2.7
0 Regular Regular FIX.2.7
9 TPlus5 T+ 5 FIX.3.0
4 TPlus3 T+3 FIX.2.7
FIX.4.3
⇒64 FutSettDate LocalMktDate Can be used (e.g. with forex quotes) to specify the desired "value date" FIX.4.3
⇒40 OrdType char Can be used to specify the type of order the quote request is for
Value SymbolicName Description Added Updated Deprecated
D PreviouslyQuoted Previously quoted FIX.4.0
2 Limit Limit FIX.2.7
3 Stop Stop FIX.2.7
4 StopLimit Stop limit FIX.2.7
5 MarketOnClose Market on close (Deprecated) 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 (Deprecated) FIX.2.7
1 Market Market FIX.2.7
C ForexMarket Forex - Market (Deprecated) FIX.4.0
F ForexLimit Forex - Limit (Deprecated) FIX.4.1
E PreviouslyIndicated Previously indicated FIX.4.0
G ForexSwap Forex - Swap FIX.4.1
I Funari Funari (Limit Day Order with unexecuted portion handled as Market On Close. e.g. Japan) FIX.4.2
J MarketIfTouched Market If Touched (MIT) FIX.4.3
K MarketWithLeftOverAsLimit Market with Leftover as Limit (market order then unexecuted quantity becomes limit order at last price) FIX.4.3
L PreviousFundValuationPoint Previous Fund Valuation Point (Historic pricing) (for CIV) FIX.4.3
M NextFundValuationPoint Next Fund Valuation Point (Forward pricing) (for CIV) FIX.4.3
P Pegged Pegged FIX.3.0
B LimitOnClose Limit on close (Deprecated) FIX.2.7
H ForexPreviouslyQuoted Forex - Previously Quoted (Deprecated) FIX.4.1
FIX.4.3
⇒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.4.3
⇒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.4.3
⇒126 ExpireTime UTCTimestamp The time when Quote Request will expire. FIX.4.3
⇒60 TransactTime UTCTimestamp Time transaction was entered FIX.4.3
⇒15 Currency Currency Can be used to specify the desired currency of the quoted price. May differ from the ‘normal’ trading currency of the instrument being quote requested. FIX.4.3
⇒SpreadOrBenchmarkCurveData Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
⇒423 PriceType int Code to represent the price type.
Value SymbolicName Description Added Updated Deprecated
3 FixedAmount Fixed Amount (absolute value) FIX.4.2
1 Percentage Percentage FIX.4.2
4 Discount discount - percentage points below par FIX.4.3
6 Spread basis points relative to benchmark FIX.4.3
7 TEDPrice TED price (see "Volume 1 - Glossary") FIX.4.3
8 TEDYield TED yield (see "Volume 1 - Glossary") FIX.4.3
5 Premium premium - percentage points over par FIX.4.3
2 PerUnit per share (e.g. cents per share) FIX.4.2
FIX.4.3
⇒44 Price Price Quoted or target price FIX.4.3
⇒640 Can be used with OrdType = "Forex - Swap" to specify the Quoted or target price for the future portion of a F/X swap. FIX.4.3
⇒YieldData Insert here the set of "YieldData" (yield-related) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.3
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.3
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.3
StandardTrailer ✔ FIX.4.3

RFQRequest (35=AH)

In tradeable and restricted tradeable quoting markets – Quote Requests are issued by counterparties interested in ascertaining the market for an instrument.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = AH FIX.4.3
644 ✔ FIX.4.3
146 NoRelatedSym ✔ int Number of related symbols (instruments) in Request FIX.4.3
⇒Instrument ✔ Insert here the set of "Instrument" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
⇒140 PrevClosePx Price Useful for verifying security identification FIX.4.3
⇒303 QuoteRequestType int Indicates the type of Quote Request (e.g. Manual vs. Automatic) being generated.
Value SymbolicName Description Added Updated Deprecated
2 Automatic Automatic FIX.4.2
1 Manual Manual FIX.4.2
FIX.4.3
⇒537 Type of quote being requested from counterparty or market (e.g. Indicative, Firm, or Restricted Tradeable) FIX.4.3
⇒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.4.3
⇒625 FIX.4.3
263 SubscriptionRequestType char Used to subscribe for Quote Requests that are sent into a market
Value SymbolicName Description Added Updated Deprecated
1 SnapshotAndUpdates Snapshot + Updates (Subscribe) FIX.4.2
2 DisablePreviousSnapshot Disable previous Snapshot + Update Request (Unsubscribe) FIX.4.2
0 Snapshot Snapshot FIX.4.2
FIX.4.3
StandardTrailer ✔ FIX.4.3

QuoteStatusReport (35=AI)

The quote status report message is used:
• As the response to a Quote Status Request message
• As a response to a Quote Cancel message

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = AI FIX.4.3
649 FIX.4.3
131 QuoteReqID String Required when quote is in response to a Quote Request message FIX.4.3
117 QuoteID ✔ String Unique identifier for quote FIX.4.3
537 Quote Type
If not specified, the default is an indicative quote		 FIX.4.3
Parties Insert here the set of "Parties" (firm identification) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
1 Account String Account mnemonic as agreed between broker and institution. FIX.4.3
581 Type of account associated with the order (Origin) FIX.4.3
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.4.3
625 FIX.4.3
Instrument ✔ Insert here the set of "Instrument" (symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES" FIX.4.3
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.4.3
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.4.3
645 Can be used by markets that require showing the current best bid and offer FIX.4.3
646 Can be used by markets that require showing the current best bid and offer FIX.4.3
647 Specifies the minimum bid size. Used for markets that use a minimum and maximum bid size. FIX.4.3
134 BidSize Qty Specifies the bid size. If MinBidSize is specified, BidSize is interpreted to contain the maximum bid size. FIX.4.3
648 Specifies the minimum offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size. FIX.4.3
135 OfferSize Qty Specified the offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size. FIX.4.3
62 ValidUntilTime UTCTimestamp Indicates expiration time of indication message (always expressed in UTC (Universal Time Coordinated, also known as "GMT") FIX.4.3
188 BidSpotRate Price May be applicable for F/X quotes FIX.4.3
190 OfferSpotRate Price May be applicable for F/X quotes FIX.4.3
189 BidForwardPoints PriceOffset May be applicable for F/X quotes FIX.4.3
191 OfferForwardPoints PriceOffset May be applicable for F/X quotes FIX.4.3
631 FIX.4.3
632 FIX.4.3
633 FIX.4.3
634 FIX.4.3
60 TransactTime UTCTimestamp Time of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as "GMT") FIX.4.3
64 FutSettDate LocalMktDate Can be used with forex quotes to specify a specific "value date" FIX.4.3
40 OrdType char Can be used to specify the type of order the quote is for
Value SymbolicName Description Added Updated Deprecated
D PreviouslyQuoted Previously quoted FIX.4.0
2 Limit Limit FIX.2.7
3 Stop Stop FIX.2.7
4 StopLimit Stop limit FIX.2.7
5 MarketOnClose Market on close (Deprecated) 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 (Deprecated) FIX.2.7
1 Market Market FIX.2.7
C ForexMarket Forex - Market (Deprecated) FIX.4.0
F ForexLimit Forex - Limit (Deprecated) FIX.4.1
E PreviouslyIndicated Previously indicated FIX.4.0
G ForexSwap Forex - Swap FIX.4.1
I Funari Funari (Limit Day Order with unexecuted portion handled as Market On Close. e.g. Japan) FIX.4.2
J MarketIfTouched Market If Touched (MIT) FIX.4.3
K MarketWithLeftOverAsLimit Market with Leftover as Limit (market order then unexecuted quantity becomes limit order at last price) FIX.4.3
L PreviousFundValuationPoint Previous Fund Valuation Point (Historic pricing) (for CIV) FIX.4.3
M NextFundValuationPoint Next Fund Valuation Point (Forward pricing) (for CIV) FIX.4.3
P Pegged Pegged FIX.3.0
B LimitOnClose Limit on close (Deprecated) FIX.2.7
H ForexPreviouslyQuoted Forex - Previously Quoted (Deprecated) FIX.4.1
FIX.4.3
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.4.3
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.4.3
642 Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value FIX.4.3
643 Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value FIX.4.3
15 Currency Currency Can be used to specify the currency of the quoted prices. May differ from the ‘normal’ trading currency of the instrument being quoted FIX.4.3
656 Can be used when the quote is provided in a currency other than the instrument’s ‘normal’ trading currency. Applies to all bid prices contained in this message FIX.4.3
657 Can be used when the quote is provided in a currency other than the instrument’s ‘normal’ trading currency. Applies to all offer prices contained in this message FIX.4.3
156 SettlCurrFxRateCalc char Can be used when the quote is provided in a currency other than the instruments trading currency.
Value SymbolicName Description Added Updated Deprecated
D Divide Divide FIX.4.4EP38
M Multiply Multiply FIX.4.4EP38
FIX.4.3
12 Commission Amt Can be used to show the counterparty the commission associated with the transaction. FIX.4.3
13 CommType char Can be used to show the counterparty the commission associated with the transaction.
Value SymbolicName Description Added Updated Deprecated
6 PointsPerBondOrContract per bond FIX.4.3
1 PerUnit per share FIX.2.7
2 Percent percentage FIX.2.7
3 Absolute absolute FIX.2.7
5 PercentageWaivedEnhancedUnits (for CIV buy orders) percentage waived enhanced units FIX.4.3
4 PercentageWaivedCashDiscount (for CIV buy orders) percentage waived cash discount FIX.4.3
FIX.4.3
582 For Futures Exchanges FIX.4.3
100 ExDestination Exchange Used when routing quotes to multiple markets FIX.4.3
297 QuoteAckStatus int Quote Status
Value SymbolicName Description Added Updated Deprecated
6 RemovedFromMarket Removed from Market FIX.4.3
1 CancelForSymbol Canceled for Symbol(s) FIX.4.2
10 Pending Pending FIX.4.3
9 QuoteNotFound Quote Not Found FIX.4.3
8 Query Query FIX.4.3
7 Expired Expired FIX.4.3
5 Rejected Rejected FIX.4.2
4 CanceledAll Canceled All FIX.4.2
3 CanceledForUnderlying Canceled for Underlying FIX.4.2
2 CanceledForSecurityType Canceled for Security Type(s) FIX.4.2
0 Accepted Accepted FIX.4.2
FIX.4.3
StandardTrailer ✔ FIX.4.3

Components

CommissionData

The CommissionDate component block is used to carry commission information such as the type of commission and the rate.

Tag Name Reqd Type Description Added Updated Deprecated
12 Commission Amt Commission. Note if CommType is percentage, Commission of 5% should be represented as .05. FIX.4.3
13 CommType char Commission type
Value SymbolicName Description Added Updated Deprecated
6 PointsPerBondOrContract per bond FIX.4.3
1 PerUnit per share FIX.2.7
2 Percent percentage FIX.2.7
3 Absolute absolute FIX.2.7
5 PercentageWaivedEnhancedUnits (for CIV buy orders) percentage waived enhanced units FIX.4.3
4 PercentageWaivedCashDiscount (for CIV buy orders) percentage waived cash discount FIX.4.3
FIX.4.3
479 For CIV - Optional FIX.4.3
497 For CIV - Optional FIX.4.3

Instrument

The Instrument component block contains all the fields commonly used to describe a security or instrument. Typically the data elements in this component block are considered the static data of a security, data that may be commonly found in a security master database. The Instrument component block can be used to describe any asset type supported by FIX.

Tag Name Reqd Type Description Added Updated Deprecated
55 Symbol String Common, "human understood" representation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles) FIX.4.3
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.4.3
48 SecurityID String Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified. FIX.4.3
22 IDSource String Required if SecurityID is specified.
Value SymbolicName Description Added Updated Deprecated
E Sicovam Sicovam FIX.4.3
2 SEDOL SEDOL FIX.2.7
1 CUSIP CUSIP FIX.2.7
3 QUIK QUIK FIX.2.7
F Belgian Belgian FIX.4.3
D Valoren Valoren FIX.4.3
C Dutch Dutch FIX.4.3
B Wertpapier Wertpapier FIX.4.3
A BloombergSymbol Bloomberg Symbol FIX.4.3
9 ConsolidatedTapeAssociation Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format) FIX.4.2
8 ExchangeSymbol Exchange Symbol FIX.4.2
7 ISOCountryCode ISO Country Code FIX.4.1
6 ISOCurrencyCode ISO Currency Code FIX.4.1
5 RICCode RIC code FIX.3.0
4 ISINNumber ISIN number FIX.3.0
G Common Common (Clearstream and Euroclear) FIX.4.3
FIX.4.3
454 Number of alternate Security Identifiers FIX.4.3
⇒455 Security Alternate identifier for this security
First member of repeating group - must be specified if NoSecurityAltID > 0
The Security Alternative identifier block should not be populated unless SecurityID and SecurityIDSource are populated and should not duplicate the SecurityID and SecurityIDSource values contained in the SecurityID/SecurityIDSource tags. Use of SecurityAltID may be used if bilaterally agreed to assist in security identification, and does not imply an obligation on the receiver of the message to ensure validity or consistency with the SecurityID and SecurityIDSource fields which take precedence.		 FIX.4.3
⇒456 Source of SecurityAltID. Required if SecurityAltID is specified. FIX.4.3
460 Indicates the type of product the security is associated with (high-level category) FIX.4.3
461 Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. FIX.4.3
167 SecurityType String It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. Futures and Options should be specified using the CFICode[461] field instead of SecurityType[167] (Refer to Volume 7 – Recommendations and Guidelines for Futures and Options Markets.")
Value SymbolicName Description Added Updated Deprecated
CP CommercialPaper Commercial Paper FIX.4.1
VRDN VariableRateDemandNote Variable Rate Demand Note FIX.4.3
PZFJ PlazosFijos Plazos Fijos FIX.4.3
PN PromissoryNote Promissory Note FIX.4.3
ONITE Overnight Overnight FIX.4.3
MTN MediumTermNotes Medium Term Notes FIX.4.3
TECP TaxExemptCommercialPaper Tax Exempt Commercial Paper FIX.4.3
AMENDED Amended Amended & Restated FIX.4.3
BRIDGE BridgeLoan Bridge Loan FIX.4.3
LOFC LetterOfCredit Letter of Credit FIX.4.3
SWING SwingLineFacility Swing Line Facility FIX.4.3
DINP DebtorInPossession Debtor in Possession FIX.4.3
DEFLTED Defaulted Defaulted FIX.4.3
WITHDRN Withdrawn Withdrawn FIX.4.3
LQN LiquidityNote Liquidity Note FIX.4.3
MATURED Matured Matured FIX.4.3
DN DepositNotes Deposit Notes FIX.4.3
RETIRED Retired Retired FIX.4.3
BA BankersAcceptance Bankers Acceptance FIX.4.1
BN BankNotes Bank Notes FIX.4.3
BOX BillOfExchanges Bill of Exchanges FIX.4.3
CD CertificateOfDeposit Certificate of Deposit FIX.4.1
CL CallLoans Call Loans FIX.4.3
REPLACD Replaced Replaced FIX.4.3
MT MandatoryTender Mandatory Tender FIX.4.3
RVLVTRM Revolver Revolver/Term Loan FIX.4.3
MPP MortgagePrivatePlacement Mortgage Private Placement FIX.4.1
STN ShortTermLoanNote Short Term Loan Note FIX.4.3
MPT MiscellaneousPassThrough Miscellaneous Pass-through FIX.4.1
TBA ToBeAnnounced To be Announced FIX.4.3
AN OtherAnticipationNotes Other Anticipation Notes BAN, GAN, etc. FIX.4.3
MIO MortgageInterestOnly Mortgage Interest Only FIX.4.1
COFP CertificateOfParticipation Certificate of Participation FIX.4.3
MBS MortgageBackedSecurities Mortgage-backed Securities FIX.4.3
REV RevenueBonds Revenue Bonds FIX.4.3
SPCLA SpecialAssessment Special Assessment FIX.4.3
SPCLO SpecialObligation Special Obligation FIX.4.3
SPCLT SpecialTax Special Tax FIX.4.3
TAN TaxAnticipationNote Tax Anticipation Note FIX.4.3
TAXA TaxAllocation Tax Allocation FIX.4.3
COFO CertificateOfObligation Certificate of Obligation FIX.4.3
TD TimeDeposit Time Deposit FIX.4.1
GO GeneralObligationBonds General Obligation Bonds FIX.4.3
? Wildcard Wildcard entry (used on Security Definition Request message) FIX.4.2
WAR Warrant Warrant FIX.4.1
MF MutualFund Mutual Fund (i.e. any kind of open-ended Collective Investment Vehicle) FIX.4.1
MLEG MultilegInstrument Multi-leg instrument (e.g. options strategy or futures spread. CFICode can be used to identify if options-based, futures-based, etc.) FIX.4.3
TRAN TaxRevenueAnticipationNote Tax & Revenue Anticipation Note FIX.4.3
MPO MortgagePrincipalOnly Mortgage Principal Only FIX.4.1
RP RepurchaseAgreement Repurchase Agreement FIX.4.1
NONE NoSecurityType No Security Type FIX.4.1
XCN ExtendedCommNote Extended Comm Note FIX.4.3
POOL AgencyPools Agency Pools FIX.4.3
ABS AssetBackedSecurities Asset-backed Securities FIX.4.3
CMBS Corp Corp. Mortgage-backed Securities FIX.4.3
CMO CollateralizedMortgageObligation Collateralized Mortgage Obligation FIX.4.1
IET IOETTEMortgage IOETTE Mortgage FIX.4.2
RVRP ReverseRepurchaseAgreement Reverse Repurchase Agreement FIX.4.1
FOR ForeignExchangeContract Foreign Exchange Contract FIX.4.1
RAN RevenueAnticipationNote Revenue Anticipation Note FIX.4.3
RVLV RevolverLoan Revolver Loan FIX.4.3
FAC FederalAgencyCoupon Federal Agency Coupon FIX.4.3
FADN FederalAgencyDiscountNote Federal Agency Discount Note FIX.4.3
PEF PrivateExportFunding Private Export Funding FIX.4.3
CORP CorporateBond Corporate Bond FIX.4.1
CPP CorporatePrivatePlacement Corporate Private Placement FIX.4.1
CB ConvertibleBond Convertible Bond FIX.4.2
DUAL DualCurrency Dual Currency FIX.4.3
XLINKD IndexedLinked Indexed Linked FIX.4.3
YANK YankeeCorporateBond Yankee Corporate Bond FIX.4.3
CS CommonStock Common Stock FIX.4.1
PS PreferredStock Preferred Stock FIX.4.1
BRADY BradyBond Brady Bond FIX.4.3
TBOND USTreasuryBond US Treasury Bond FIX.4.3
TINT InterestStripFromAnyBondOrNote Interest strip from any bond or note FIX.4.3
TIPS TreasuryInflationProtectedSecurities Treasury Inflation Protected Securities FIX.4.3
TCAL PrincipalStripOfACallableBondOrNote Principal strip of a callable bond or note FIX.4.3
TPRN PrincipalStripFromANonCallableBondOrNote Principal strip from a non-callable bond or note FIX.4.3
UST USTreasuryNoteOld US Treasury Note/Bond FIX.4.3
USTB USTreasuryBillOld US Treasury Bill FIX.4.1
TERM TermLoan Term Loan FIX.4.3
STRUCT StructuredNotes Structured Notes FIX.4.3
FIX.4.3
200 MaturityMonthYear MonthYear Specifies the month and year of maturity. Applicable for standardized derivatives which are typically only referenced by month and year (e.g. S&P futures). Note MaturityDate (a full date) can also be specified. FIX.4.3
541 Specifies date of maturity (a full date). Note that standardized derivatives which are typically only referenced by month and year (e.g. S&P futures).may use MaturityMonthYear and/or this field.
When using MaturityMonthYear, it is recommended that markets and sell sides report the MaturityDate on all outbound messages as a means of data enrichment.		 FIX.4.3
224 Date interest is to be paid. Used in identifying Corporate Bond issues. FIX.4.3
225 Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date. FIX.4.3
239 Identifies the collateral used in the transaction. For Fixed Income, required for RP and RVRP security types. FIX.4.3
226 Number of business days before repurchase of a repo. FIX.4.3
227 Percent of par at which a Repo will be repaid. Represented as a percent, e.g. .9525 represents 95-1/4 percent of par. FIX.4.3
228 Fraction for deriving Current face from Original face for TIPS, ABS or MBS Fixed Income securities. Note the fraction may be greater than, equal to or less than 1. FIX.4.3
255 FIX.4.3
543 The location at which records of ownership are maintained for this instrument, and at which ownership changes must be recorded. Can be used in conjunction with ISIN to address ISIN uniqueness issues. FIX.4.3
470 ISO Country code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness. FIX.4.3
471 A two-character state or province abbreviation. FIX.4.3
472 The three-character IATA code for a locale (e.g. airport code for Municipal Bonds). FIX.4.3
240 Return of investor's principal in a security. Bond redemption can occur before maturity date. FIX.4.3
202 StrikePrice Price Used for derivatives, such as options and covered warrants FIX.4.3
206 OptAttribute char Used for derivatives, such as options and covered warrants to indicate a versioning of the contract when required due to corporate actions to the underlying. Should not be used to indicate type of option – use the CFICode[461] for this purpose. FIX.4.3
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.4.3
223 CouponRate float For Fixed Income. FIX.4.3
207 SecurityExchange Exchange Can be used to identify the security. FIX.4.3
106 Issuer String Company name of security issuer (e.g. International Business Machines) FIX.4.3
348 EncodedIssuerLen Length Must be set if EncodedIssuer field is specified and must immediately precede it. FIX.4.3
349 EncodedIssuer data Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. FIX.4.3
107 SecurityDesc String Security description. FIX.4.3
350 EncodedSecurityDescLen Length Must be set if EncodedSecurityDesc field is specified and must immediately precede it. FIX.4.3
351 EncodedSecurityDesc data Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. FIX.4.3

InstrumentLeg

The InstrumentLeg component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the InstrumentLeg component block it describes a security used in multileg-oriented messages.
Refer to the Instrument component block comments as this component block mirrors Instrument, except for the noted fields.
Several multileg-oriented messages specify an Instrument Leg component block. An instrument can have zero or more instrument legs. The fundamental business rule that applies to the multileg instrument is that the multileg instrument is defined as the combination of instrument legs. The multileg instrument must be able to be traded atomically – that all instrument legs are traded or none are traded.
The LegRatioQty[623] is used to define the quantity of the leg that makes up a single unit of the multleg instrument. An option butterfly strategy is made up of three option legs.

Tag Name Reqd Type Description Added Updated Deprecated
600 FIX.4.3
601 FIX.4.3
602 FIX.4.3
603 FIX.4.3
604 FIX.4.3
⇒605 FIX.4.3
⇒606 FIX.4.3
607 FIX.4.3
608 FIX.4.3
609 FIX.4.3
610 FIX.4.3
611 FIX.4.3
248 FIX.4.3
249 FIX.4.3
250 FIX.4.3
251 FIX.4.3
252 FIX.4.3
253 FIX.4.3
257 FIX.4.3
599 FIX.4.3
596 FIX.4.3
597 FIX.4.3
598 FIX.4.3
254 FIX.4.3
612 FIX.4.3
613 FIX.4.3
614 FIX.4.3
615 FIX.4.3
616 FIX.4.3
617 FIX.4.3
618 FIX.4.3
619 FIX.4.3
620 FIX.4.3
621 FIX.4.3
622 FIX.4.3
623 Specific to the (not in ) FIX.4.3
624 Specific to the (not in ) FIX.4.3

NestedParties

The NestedParties component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message.. Use of NestedParties under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax.

Tag Name Reqd Type Description Added Updated Deprecated
539 Repeating group below should contain unique combinations of NestedPartyID, NestedPartyIDSource, and NestedPartyRole FIX.4.3
⇒524 Used to identify source of NestedPartyID. Required if NestedPartyIDSource is specified. Required if NoNestedPartyIDs > 0. FIX.4.3
⇒525 Used to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0. FIX.4.3
⇒538 Identifies the type of NestedPartyID (e.g. Executing Broker). Required if NoNestedPartyIDs > 0. FIX.4.3
⇒545 Sub-identifier (e.g. Clearing Acct for NestedPartyID=Clearing Firm) if applicable FIX.4.3

OrderQtyData

The OrderQtyData component block contains the fields commonly used for indicating the amount or quantity of an order. Note that when this component block is marked as "required" in a message either one of these three fields must be used to identify the amount: OrderQty, CashOrderQty or OrderPercent (in the case of CIV).

Tag Name Reqd Type Description Added Updated Deprecated
38 OrderQty Qty One of CashOrderQty, OrderQty, or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified. FIX.4.3
152 CashOrderQty Qty One of CashOrderQty, OrderQty, or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified. Specifies the approximate "monetary quantity" for the order. Broker is responsible for converting and calculating OrderQty in tradeable units (e.g. shares) for subsequent messages. FIX.4.3
516 For CIV - Optional. One of CashOrderQty, OrderQty or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified. FIX.4.3
468 For CIV – Optional FIX.4.3
469 For CIV – Optional FIX.4.3

Parties

The Parties component block is used to identify and convey information on the entities both central and peripheral to the financial transaction represented by the FIX message containing the Parties Block. The Parties block allows many different types of entites to be expressed through use of the PartyRole field and identifies the source of the PartyID through the the PartyIDSource.

Tag Name Reqd Type Description Added Updated Deprecated
453 Repeating group below should contain unique combinations of PartyID, PartyIDSource, and PartyRole FIX.4.3
⇒448 Used to identify source of PartyID. Required if PartyIDSource is specified. Required if NoPartyIDs > 0. FIX.4.3
⇒447 Used to identify class source of PartyID value (e.g. BIC). Required if PartyID is specified. Required if NoPartyIDs > 0. FIX.4.3
⇒452 Identifies the type of PartyID (e.g. Executing Broker). Required if NoPartyIDs > 0. FIX.4.3
⇒523 Sub-identifier (e.g. Clearing Acct for PartyID=Clearing Firm) if applicable FIX.4.3

SpreadOrBenchmarkCurveData

The SpreadOrBenchmarkCurveData component block is primarily used for Fixed Income to convey spread to a benchmark security or curve.

Tag Name Reqd Type Description Added Updated Deprecated
218 SpreadToBenchmark PriceOffset For Fixed Income FIX.4.3
220 FIX.4.3
221 FIX.4.3
222 FIX.4.3

Stipulations

The Stipulations component block is used in Fixed Income to provide additional information on a given security. These additional information are usually not considered static data information.

Tag Name Reqd Type Description Added Updated Deprecated
232 FIX.4.3
⇒233 Required if NoStipulations >0 FIX.4.3
⇒234 FIX.4.3

UnderlyingInstrument

The UnderlyingInstrument component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the UnderlyingInstrument component block it describes an instrument which underlies the primary instrument Refer to the Instrument component block comments as this component block mirrors Instrument, except for the noted fields.

Tag Name Reqd Type Description Added Updated Deprecated
311 UnderlyingSymbol String Underlying security’s Symbol.
See Symbol field for description 		FIX.4.3
312 UnderlyingSymbolSfx String Underlying security’s SymbolSfx.
See SymbolSfx field for description 		FIX.4.3
309 UnderlyingSecurityID String Underlying security’s SecurityID.
See SecurityID field for description 		FIX.4.3
305 UnderlyingIDSource String Underlying security’s IDSource. FIX.4.3
457 FIX.4.3
⇒458 FIX.4.3
⇒459 FIX.4.3
462 FIX.4.3
463 FIX.4.3
310 UnderlyingSecurityType String Underlying security’s SecurityType. FIX.4.3
313 UnderlyingMaturityMonthYear MonthYear Underlying security’s MaturityMonthYear. Required if UnderlyingMaturityDay is specified.
See MaturityMonthYear field for description 		FIX.4.3
542 FIX.4.3
315 UnderlyingPutOrCall int Underlying security’s PutOrCall.
See PutOrCall field for description 		FIX.4.3
241 FIX.4.3
242 FIX.4.3
243 FIX.4.3
244 FIX.4.3
245 FIX.4.3
246 FIX.4.3
256 FIX.4.3
595 FIX.4.3
592 FIX.4.3
593 FIX.4.3
594 FIX.4.3
247 FIX.4.3
316 UnderlyingStrikePrice Price Underlying security’s StrikePrice.
See StrikePrice field for description 		FIX.4.3
317 UnderlyingOptAttribute char Underlying security’s OptAttribute.
See OptAttribute field for description 		FIX.4.3
436 UnderlyingContractMultiplier float Underlying security’s ContractMultiplier.
See ContractMultiplier field for description 		FIX.4.3
435 UnderlyingCouponRate float Underlying security’s CouponRate.
See CouponRate field for description 		FIX.4.3
308 UnderlyingSecurityExchange Exchange Underlying security’s SecurityExchange. Can be used to identify the underlying security. FIX.4.3
306 UnderlyingIssuer String Underlying security’s Issuer.
See Issuer field for description 		FIX.4.3
362 EncodedUnderlyingIssuerLen Length Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer field. FIX.4.3
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.4.3
307 UnderlyingSecurityDesc String Underlying security’s SecurityDesc.
See SecurityDesc field for description 		FIX.4.3
364 EncodedUnderlyingSecurityDescLen Length Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc field. FIX.4.3
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.4.3

YieldData

The YieldData component block conveys yield information for a given Fixed Income security.

Tag Name Reqd Type Description Added Updated Deprecated
235 FIX.4.3
236 FIX.4.3

StandardHeader

The standard FIX message header

Tag Name Reqd Type Description Added Updated Deprecated
8 BeginString ✔ String FIX.4.3 (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
AA DerivativeSecurityList Derivative Security List FIX.4.3
AB NewOrderMultileg New Order - Multileg FIX.4.3
AC MultilegOrderCancelReplace Multileg Order Cancel/Replace (a.k.a. Multileg Order Modification Request) FIX.4.3
AD TradeCaptureReportRequest Trade Capture Report Request FIX.4.3
AE TradeCaptureReport Trade Capture Report FIX.4.3
AF OrderMassStatusRequest Order Mass Status Request FIX.4.3
AG QuoteRequestReject Quote Request Reject FIX.4.3
AH RFQRequest RFQ Request FIX.4.3
AI QuoteStatusReport Quote Status Report FIX.4.3
b MassQuoteAcknowledgement Mass Quote Acknowledgement FIX.4.2
B News News FIX.2.7
c SecurityDefinitionRequest Security Definition Request FIX.4.2
C Email Email FIX.2.7
d SecurityDefinition Security Definition FIX.4.2
D NewOrderSingle Order Single FIX.2.7
e SecurityStatusRequest Security Status Request FIX.4.2
E NewOrderList Order List FIX.2.7
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 TradingSessionStatus Trading Session Status FIX.4.2
H OrderStatusRequest Order Status Request FIX.2.7
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
n XMLNonFIX XML message (e.g. non-FIX MsgType) FIX.4.3
o RegistrationInstructions Registration Instructions FIX.4.3
P AllocationInstructionAck Allocation ACK FIX.2.7
p RegistrationInstructionsResponse Registration Instructions Response FIX.4.3
q OrderMassCancelRequest Order Mass Cancel Request FIX.4.3
Q DontKnowTrade Dont Know Trade (DK) FIX.4.0
r OrderMassCancelReport Order Mass Cancel Report FIX.4.3
R QuoteRequest Quote Request FIX.4.0
s NewOrderCross New Order - Cross FIX.4.3
S Quote Quote FIX.4.0
t CrossOrderCancelReplaceRequest Cross Order Cancel/Replace Request (a.k.a. Cross Order Modification Request) FIX.4.3
T SettlementInstructions Settlement Instructions FIX.4.1
u CrossOrderCancelRequest Cross Order Cancel Request FIX.4.3
v SecurityTypeRequest Security Type Request FIX.4.3
V MarketDataRequest Market Data Request FIX.4.2
w SecurityTypes Security Types FIX.4.3
W MarketDataSnapshotFullRefresh Market Data-Snapshot/Full Refresh FIX.4.2
x SecurityListRequest Security List Request FIX.4.3
X MarketDataIncrementalRefresh Market Data-Incremental Refresh FIX.4.2
y SecurityList Security List FIX.4.3
Y MarketDataRequestReject Market Data Request Reject FIX.4.2
z DerivativeSecurityListRequest Derivative Security List Request FIX.4.3
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 Volume 1: "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
UTF-8 UTF8 (for using Unicode) FIX.4.2
ISO-2022-JP ISO2022JP (for using JIS) FIX.4.2
EUC-JP EUCJP (for using EUC) FIX.4.2
Shift_JIS ShiftJIS (for using SJIS) FIX.4.2
FIX.4.2
369 LastMsgSeqNumProcessed int The last MsgSeqNum value received by the FIX engine and processed by downstream application, such as trading system or order routing system. Can be specified on every message sent. Useful for detecting a backlog with a counterparty. FIX.4.2
370 OnBehalfOfSendingTime UTCTimestamp (deprecated) 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
627 Number of repeating groups of historical "hop" information. Only applicable if OnBehalfOfCompID is used, however, its use is optional. Note that some market regulations or counterparties may require tracking of message hops. FIX.4.3
⇒628 Third party firm which delivered a specific message either from the firm which originated the message or from another third party (if multiple "hops" are performed). It is recommended that this value be the SenderCompID (49) of the third party. FIX.4.3
⇒629 Time that HopCompID (628) sent the message. It is recommended that this value be the SendingTime (52) of the message sent by the third party. FIX.4.3
⇒630 Reference identifier assigned by HopCompID (628) associated with the message sent. It is recommended that this value be the MsgSeqNum (34) of the message sent by the third party. FIX.4.3

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