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 |
|
|
The Heartbeat monitors the status of the communication link and identifies when the last of a string of messages was not received.
The test request message forces a heartbeat from the opposing application.
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.
The reject message should be issued when a message is received but cannot be properly processed due to a session-level rule violation.
The sequence reset message is used by the sending application to reset the incoming sequence number on the opposing side.
The logout message initiates or confirms the termination of a FIX session.
Indication of interest messages are used to market merchandise which the broker is buying or selling in either a proprietary or agency capacity.
Advertisement messages are used to announce completed transactions.
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 |
|
|
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.
The logon message authenticates a user establishing a connection to a remote system.
The news message is a general free format message between the broker and institution.
The email message is similar to the format and purpose of the News message, however, it is intended for private use between two parties.
The new order message type is used by institutions wishing to electronically submit securities and forex orders to a broker for execution.
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 |
|
|
The order cancel request message requests the cancellation of all of the remaining quantity of an existing order.
The order cancel/replace request is used to change the parameters of an existing order.
The order status request message is used by the institution to generate an order status message back from the broker.
The Allocation message provides the ability to specify how an order or set of orders should be subdivided amongst one or more accounts.
The list cancel request message type is used by institutions wishing to cancel previously submitted lists either before or during execution.
The list execute message type is used by institutions to instruct the broker to begin execution of a previously submitted list.
The list status request message type is used by institutions to instruct the broker to generate status messages for a list.
The list status message is issued as the response to a List Status Request message sent in an unsolicited fashion by the sell-side.
The Allocation ACK message is used to acknowledge the receipt and status of an Allocation message.
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.
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)
The quote message is used as the response to a Quote Request message in both indicative, tradeable, and restricted tradeable quoting markets.
The Settlement Instructions message provides the broker’s, the institution’s, or the intermediary’s instructions for trade settlement.