FIX.5.0 reference

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

Table Of Contents

Datatypes

Name Base type Example Description Added
int Sequence of digits without commas or decimals and optional sign character (ASCII characters "-" and "0" - "9" ). The sign character utilizes one byte (i.e. positive int is "99999" while negative int is "-99999"). Note that int values may contain leading zeros (e.g. "00023" = "23").
Examples:
723 in field 21 would be mapped int as |21=723|.
-723 in field 12 would be mapped int as |12=-723|
The following data types are based on int.
 FIX.2.7
Length int int field representing the length in bytes. Value must be positive. FIX.4.3
TagNum int int field representing a field's tag number when using FIX "Tag=Value" syntax. Value must be positive and may not contain leading zeros. FIX.4.3
SeqNum int int field representing a message sequence number. Value must be positive. FIX.4.3
NumInGroup int int field representing the number of entries in a repeating group. Value must be positive. FIX.4.3
DayOfMonth int int field representing a day during a particular monthy (values 1 to 31). FIX.4.1
float Sequence of digits with optional decimal point and sign character (ASCII characters "-", "0" - "9" and "."); the absence of the decimal point within the string will be interpreted as the float representation of an integer value. All float fields must accommodate up to fifteen significant digits. The number of decimal places used should be a factor of business/market needs and mutual agreement between counterparties. Note that float values may contain leading zeros (e.g. "00023.23" = "23.23") and may contain or omit trailing zeros after the decimal point (e.g. "23.0" = "23.0000" = "23" = "23.").
Note that fields which are derived from float may contain negative values unless explicitly specified otherwise. The following data types are based on float.		 FIX.2.7
Qty float float field capable of storing either a whole number (no decimal places) of "shares" (securities denominated in whole units) or a decimal value containing decimal places for non-share quantity asset classes (securities denominated in fractional units). FIX.4.2
Price float Strk="47.50" float field representing a price. Note the number of decimal places may vary. For certain asset classes prices may be negative values. For example, prices for options strategies can be negative under certain market conditions. Refer to Volume 7: FIX Usage by Product for asset classes that support negative price values. FIX.4.2
PriceOffset float float field representing a price offset, which can be mathematically added to a "Price". Note the number of decimal places may vary and some fields such as LastForwardPoints may be negative. FIX.4.2
Amt float Amt="6847.00" float field typically representing a Price times a Qty FIX.4.2
Percentage float float field representing a percentage (e.g. 0.05 represents 5% and 0.9525 represents 95.25%). Note the number of decimal places may vary. FIX.4.3
char Single character value, can include any alphanumeric character or punctuation except the delimiter. All char fields are case sensitive (i.e. m != M).
The following fields are based on char.		 FIX.2.7
Boolean char char field containing one of two values:
'Y' = True/Yes
'N' = False/No		 FIX.4.2
String Alpha-numeric free format strings, can include any character or punctuation except the delimiter. All String fields are case sensitive (i.e. morstatt != Morstatt). FIX.4.2
MultipleCharValue String string field containing one or more space delimited single character values (e.g. |18=2 A F| ). FIX.4.4
MultipleStringValue String string field containing one or more space delimited multiple character values (e.g. |277=AV AN A| ). FIX.4.2
Country String string field representing a country using ISO 3166 Country code (2 character) values (see Appendix 6-B). FIX.4.4
Currency String StrkCcy="USD" string field representing a currency type using ISO 4217 Currency code (3 character) values (see Appendix 6-A). FIX.4.2
Exchange String string field representing a market or exchange using ISO 10383 Market Identifier Code (MIC) values (see"Appendix 6-C). FIX.4.2
MonthYear String 200=200303 string field representing month of a year. An optional day of the month can be appended or an optional week code.
Valid formats:
YYYYMM
YYYYMMDD
YYYYMMWW
Valid values:
YYYY = 0000-9999; MM = 01-12; DD = 01-31; WW = w1, w2, w3, w4, w5.		 FIX.4.1
UTCTimestamp String 60=20011217-09:30:47 string field representing Time/date combination represented in UTC (Universal Time Coordinated, also known as "GMT") in either YYYYMMDD-HH:MM:SS (whole seconds) or YYYYMMDD-HH:MM:SS.sss (milliseconds) format, colons, dash, and period required.
Valid values:
* YYYY = 0000-9999, MM = 01-12, DD = 01-31, HH = 00-23, MM = 00-59, SS = 00-60 (60 only if UTC leap second) (without milliseconds).
* YYYY = 0000-9999, MM = 01-12, DD = 01-31, HH = 00-23, MM = 00-59, SS = 00-60 (60 only if UTC leap second), sss=000-999 (indicating milliseconds).
Leap Seconds: Note that UTC includes corrections for leap seconds, which are inserted to account for slowing of the rotation of the earth. Leap second insertion is declared by the International Earth Rotation Service (IERS) and has, since 1972, only occurred on the night of Dec. 31 or Jun 30. The IERS considers March 31 and September 30 as secondary dates for leap second insertion, but has never utilized these dates. During a leap second insertion, a UTCTimestamp field may read "19981231-23:59:59", "19981231-23:59:60", "19990101-00:00:00". (see http://tycho.usno.navy.mil/leapsec.html)		 FIX.4.2
UTCTimeOnly String 273=13:20:00.000 string field representing Time-only represented in UTC (Universal Time Coordinated, also known as "GMT") in either HH:MM:SS (whole seconds) or HH:MM:SS.sss (milliseconds) format, colons, and period required. This special-purpose field is paired with UTCDateOnly to form a proper UTCTimestamp for bandwidth-sensitive messages.
Valid values:
HH = 00-23, MM = 00-60 (60 only if UTC leap second), SS = 00-59. (without milliseconds)
HH = 00-23, MM = 00-59, SS = 00-60 (60 only if UTC leap second), sss=000-999 (indicating milliseconds).		 FIX.4.2
UTCDateOnly String 272=20030910 string field representing Date represented in UTC (Universal Time Coordinated, also known as "GMT") in YYYYMMDD format. This special-purpose field is paired with UTCTimeOnly to form a proper UTCTimestamp for bandwidth-sensitive messages.
Valid values:
YYYY = 0000-9999, MM = 01-12, DD = 01-31.		 FIX.4.4
LocalMktDate String string field represening a Date of Local Market (as oppose to UTC) in YYYYMMDD format. This is the "normal" date field used by the FIX Protocol.
Valid values:
YYYY = 0000-9999, MM = 01-12, DD = 01-31.		 FIX.4.2
TZTimeOnly String 1079=07:39Z is 07:39 UTC string field representing the time represented based on ISO 8601. This is the time with a UTC offset to allow identification of local time and timezone of that time.
Format is HH:MM[:SS][Z | [ + | - hh[:mm]]] where HH = 00-23 hours, MM = 00-59 minutes, SS = 00-59 seconds, hh = 01-12 offset hours, mm = 00-59 offset minutes.		 FIX.4.4
TZTimestamp String 1132=20060901-07:39Z is 07:39 UTC on 1st of September 2006 string field representing a time/date combination representing local time with an offset to UTC to allow identification of local time and timezone offset of that time. The representation is based on ISO 8601.
Format is YYYYMMDD-HH:MM:SS[Z | [ + | - hh[:mm]]] where YYYY = 0000 to 9999, MM = 01-12, DD = 01-31 HH = 00-23 hours, MM = 00-59 minutes, SS = 00-59 seconds, hh = 01-12 offset hours, mm = 00-59 offset minutes
 FIX.4.4
data String string field containing raw data with no format or content restrictions. Data fields are always immediately preceded by a length field. The length field should specify the number of bytes of the value of the data field (up to but not including the terminating SOH).
Caution: the value of one of these fields may contain the delimiter (SOH) character. Note that the value specified for this field should be followed by the delimiter (SOH) character as all fields are terminated with an "SOH".		 FIX.2.7
Pattern Used to build on and provide some restrictions on what is allowed as valid values in fields that uses a base FIX data type and a pattern data type. The universe of allowable valid values for the field would then be the union of the base set of valid values and what is defined by the pattern data type. The pattern data type used by the field will retain its base FIX data type (e.g. String, int, char). FIX.4.4
Tenor Pattern used to allow the expression of FX standard tenors in addition to the base valid enumerations defined for the field that uses this pattern data type. This pattern data type is defined as follows:
Dx = tenor expression for "days", e.g. "D5", where "x" is any integer > 0
Mx = tenor expression for "months", e.g. "M3", where "x" is any integer > 0
Wx = tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0
Yx = tenor expression for "years", e.g. "Y1", where "x" is any integer > 0		 FIX.4.4
Reserved100Plus Pattern Values "100" and above are reserved for bilaterally agreed upon user defined enumerations. FIX.4.4
Reserved1000Plus Pattern Values "1000" and above are reserved for bilaterally agreed upon user defined enumerations. FIX.4.4
Reserved4000Plus Pattern Values "4000" and above are reserved for bilaterally agreed upon user defined enumerations. FIX.4.4

Fields

Tag Name Type Description Added Updated Deprecated
1 Account String Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager. FIX.2.7
2 AdvId String Unique identifier of advertisement message.
(Prior to FIX 4.1 this field was of type int) 		FIX.2.7
3 AdvRefID String Reference identifier used with CANCEL and REPLACE transaction types.
(Prior to FIX 4.1 this field was of type int) 		FIX.2.7
4 AdvSide char Broker's side of advertised trade
Value SymbolicName Description Added Updated Deprecated
B Buy Buy FIX.2.7
S Sell Sell FIX.2.7
T Trade Trade FIX.2.7
X Cross Cross FIX.2.7
FIX.2.7
5 AdvTransType String Identifies advertisement message transaction type
Value SymbolicName Description Added Updated Deprecated
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.
For Fixed Income trades AvgPx is always expressed as percent-of-par, regardless of the PriceType (423) of LastPx (31). I.e., AvgPx will contain an average of percent-of-par values (see LastParPx (669)) for issues traded in Yield, Spread or Discount. 		FIX.2.7
7 BeginSeqNo SeqNum 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)
Valid values:
FIXT.1.1
 FIX.2.7
9 BodyLength Length 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 Volume 2: "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 the buy-side (institution, broker, intermediary etc.) (identified by SenderCompID (49) or OnBehalfOfCompID (5) 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 (13) is percentage, Commission of 5% should be represented as .05. FIX.2.7
13 CommType char Commission type
Value SymbolicName Description Added Updated Deprecated
1 PerUnit Per Unit (implying shares, par, currency, etc.) FIX.2.7
2 Percent Percent FIX.2.7
3 Absolute Absolute (total monetary amount) FIX.2.7
4 PercentageWaivedCashDiscount Percentage waived - cash discount (for CIV buy orders) FIX.4.3
5 PercentageWaivedEnhancedUnits Percentage waived -= enhanced units (for CIV buy orders) FIX.4.3
6 PointsPerBondOrContract Points per bond or contract (supply ContractMultiplier (231) in the component block if the object security is denominated in a size other than the industry default - 1000 par for bonds) FIX.4.3
FIX.2.7
14 CumQty Qty Total quantity (e.g. 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 6-A: Valid Currency Codes" for information on obtaining valid values. FIX.2.7
16 EndSeqNo SeqNum Message sequence number of last message in range to be resent. If request is for a single message BeginSeqNo (7) = 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 sell-side (broker, exchange, ECN) (will be 0 (zero) for ExecType (50) =I (Order 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 MultipleCharValue 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. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** (see Volume : "Glossary" for value definitions)
Value SymbolicName Description Added Updated Deprecated
0 StayOnOfferSide Stay on offer side FIX.2.7
1 NotHeld Not held FIX.2.7
2 Work Work FIX.2.7
3 GoAlong Go along FIX.2.7
4 OverTheDay Over the day FIX.2.7
5 Held Held FIX.2.7
6 ParticipateDoNotInitiate Participate don't initiate FIX.2.7
7 StrictScale Strict scale FIX.2.7
8 TryToScale Try to scale FIX.2.7
9 StayOnBidSide Stay on bid side FIX.2.7
A NoCross No cross (cross is forbidden) FIX.2.7
B OKToCross OK to cross FIX.2.7
C CallFirst Call first FIX.2.7
D PercentOfVolume Percent of volume (indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage) FIX.2.7
E DoNotIncrease Do not increase - DNI FIX.2.7
F DoNotReduce Do not reduce - DNR FIX.2.7
G AllOrNone All or none - AON FIX.2.7
H ReinstateOnSystemFailure Reinstate on system failue (mutually exclusive with Q) FIX.4.3
I InstitutionsOnly Institutions only FIX.3.0
J ReinstateOnTradingHalt Reinstate on Trading Halt (mutually exclusive with K) FIX.4.3
K CancelOnTradingHalt Cancel on Trading Halt (mutually exclusive with J) FIX.4.3
L LastPeg Last peg (last sale) FIX.3.0 FIX.5.0
M MidPricePeg Mid-price peg (midprice of inside quote) FIX.3.0 FIX.5.0
N NonNegotiable Non-negotiable FIX.3.0
O OpeningPeg Opening peg FIX.3.0 FIX.5.0
P MarketPeg Market peg FIX.3.0 FIX.5.0
Q CancelOnSystemFailure Cancel on system failure (mutually exclusive with H) FIX.4.3
R PrimaryPeg Primary peg (primary market - buy at bid/sell at offer) FIX.3.0 FIX.5.0
S Suspend Suspend FIX.3.0
T FixedPegToLocalBestBidOrOfferAtTimeOfOrder Fixed Peg to Local best bid or offer at time of order FIX.4.4EP35
U CustomerDisplayInstruction Customer Display Instruction (Rule 11Ac1-1/4) FIX.4.1
V Netting Netting (for Forex) FIX.4.1
W PegToVWAP Peg to VWAP FIX.4.2 FIX.5.0
X TradeAlong Trade Along FIX.4.3
Y TryToStop Try To Stop FIX.4.3
Z CancelIfNotBest Cancel if not best FIX.4.4
a TrailingStopPeg Trailing Stop Peg FIX.4.4 FIX.5.0
b StrictLimit Strict Limit (No price improvement) FIX.4.4
c IgnorePriceValidityChecks Ignore Price Validity Checks FIX.4.4
d PegToLimitPrice Peg to Limit Price FIX.4.4 FIX.5.0
e WorkToTargetStrategy Work to Target Strategy FIX.4.4
f IntermarketSweep Intermarket Sweep FIX.4.4EP6
g ExternalRoutingAllowed External Routing Allowed FIX.4.4EP14
h ExternalRoutingNotAllowed External Routing Not Allowed FIX.4.4EP14
i ImbalanceOnly Imbalance Only FIX.4.4EP22
j SingleExecutionRequestedForBlockTrade Single execution requested for block trade FIX.4.4EP6
k BestExecution Best Execution FIX.4.4EP35
FIX.2.7
19 ExecRefID String Reference identifier used with Trade Cancel and Trade Correct execution types.
(Prior to FIX 4.1 this field was of type int) 		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 SecurityIDSource String Identifies class or source of the SecurityID (48) value. Required if SecurityID is specified.
100+ are reserved for private security identifications
Value SymbolicName Description Added Updated Deprecated
1 CUSIP CUSIP FIX.2.7
2 SEDOL SEDOL FIX.2.7
3 QUIK QUIK FIX.2.7
4 ISINNumber ISIN number FIX.3.0
5 RICCode RIC code FIX.3.0
6 ISOCurrencyCode ISO Currency Code FIX.4.1
7 ISOCountryCode ISO Country Code FIX.4.1
8 ExchangeSymbol Exchange Symbol FIX.4.2
9 ConsolidatedTapeAssociation Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format) FIX.4.2
A BloombergSymbol Bloomberg Symbol FIX.4.3
B Wertpapier Wertpapier FIX.4.3
C Dutch Dutch FIX.4.3
D Valoren Valoren FIX.4.3
E Sicovam Sicovam FIX.4.3
F Belgian Belgian FIX.4.3
G Common "Common" (Clearstream and Euroclear) FIX.4.3
H ClearingHouse Clearing House / Clearing Organization FIX.4.4
I ISDAFpMLSpecification ISDA/FpML Product Specification (XML in EncodedSecurityDesc) FIX.4.4
J OptionPriceReportingAuthority Option Price Reporting Authority FIX.4.4
K ISDAFpMLURL ISDA/FpML Product URL (URL in SecurityID) FIX.4.4EP15
L LetterOfCredit Letter of Credit FIX.4.4EP8
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
25 IOIQltyInd char Relative quality of indication
Value SymbolicName Description Added Updated Deprecated
H High High FIX.2.7
L Low Low FIX.2.7
M Medium Medium FIX.2.7
FIX.2.7
26 IOIRefID String Reference identifier used with CANCEL and REPLACE, transaction types.
(Prior to FIX 4.1 this field was of type int) 		FIX.2.7
27 IOIQty String Quantity (e.g. number of shares) in numeric form or relative size.
Value SymbolicName Description Added Updated Deprecated
S Small Small FIX.4.4EP25
M Medium Medium FIX.4.4EP25
L Large Large FIX.4.4EP25
U UndisclosedQuantity Undisclosed Quantity FIX.4.4EP25
FIX.2.7
28 IOITransType char Identifies IOI 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
29 LastCapacity char Broker capacity in order execution
Value SymbolicName Description Added Updated Deprecated
1 Agent Agent FIX.2.7
2 CrossAsAgent Cross as agent FIX.2.7
3 CrossAsPrincipal Cross as principal FIX.2.7
4 Principal Principal FIX.2.7
FIX.2.7
30 LastMkt Exchange Market of execution for last fill, or an indication of the market where an order was routed
Valid values:
See "Appendix 6-C" 		FIX.2.7
31 LastPx Price Price of this (last) fill. FIX.2.7
32 LastQty Qty Quantity (e.g. shares) bought/sold on this (last) fill.
(Prior to FIX 4.2 this field was of type int) 		FIX.2.7
33 NoLinesOfText NumInGroup Identifies number of lines of text body FIX.2.7
34 MsgSeqNum SeqNum 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. U, U2, etc) indicates that the message format is privately defined between the sender and receiver.
*** Note the use of lower case letters ***
Value SymbolicName Description Added Updated Deprecated
0 Heartbeat Heartbeat FIX.2.7
1 TestRequest Test Request FIX.2.7
2 ResendRequest Resend Request FIX.2.7
3 Reject Reject FIX.2.7
4 SequenceReset Sequence Reset FIX.2.7
5 Logout Logout FIX.2.7
6 IOI Indication of Interest FIX.2.7
7 Advertisement Advertisement FIX.2.7
8 ExecutionReport Execution Report FIX.2.7
9 OrderCancelReject Order Cancel Reject FIX.2.7
A Logon Logon FIX.2.7
B News News FIX.2.7
C Email Email FIX.2.7
D NewOrderSingle New Order - Single FIX.2.7
E NewOrderList New Order - List FIX.2.7
F OrderCancelRequest Order Cancel Request FIX.2.7
G OrderCancelReplaceRequest Order Cancel/Replace Request (a.k.a. Order Modification Request) FIX.2.7
H OrderStatusRequest Order Status Request FIX.2.7
J AllocationInstruction Allocation Instruction FIX.2.7
K ListCancelRequest List Cancel Request FIX.2.7
L ListExecute List Execute FIX.2.7
M ListStatusRequest List Status Request FIX.2.7
N ListStatus List Status FIX.2.7
P AllocationInstructionAck Allocation Instruction Ack FIX.2.7
Q DontKnowTrade Don't Know Trade (DK) FIX.4.0
R QuoteRequest Quote Request FIX.4.0
S Quote Quote FIX.4.0
T SettlementInstructions Settlement Instructions FIX.4.1
V MarketDataRequest Market Data Request FIX.4.2
W MarketDataSnapshotFullRefresh Market Data - Snapshot/Full Refresh FIX.4.2
X MarketDataIncrementalRefresh Market Data - Incremental Refresh FIX.4.2
Y MarketDataRequestReject Market Data Request Reject FIX.4.2
Z QuoteCancel Quote Cancel FIX.4.2
a QuoteStatusRequest Quote Status Request FIX.4.2
b MassQuoteAcknowledgement Mass Quote Acknowledgement FIX.4.2
c SecurityDefinitionRequest Security Definition Request FIX.4.2
d SecurityDefinition Security Definition FIX.4.2
e SecurityStatusRequest Security Status Request FIX.4.2
f SecurityStatus Security Status FIX.4.2
g TradingSessionStatusRequest Trading Session Status Request FIX.4.2
h TradingSessionStatus Trading Session Status FIX.4.2
i MassQuote Mass Quote FIX.4.2
j BusinessMessageReject Business Message Reject FIX.4.2
k BidRequest Bid Request FIX.4.2
l BidResponse Bid Response (lowercase L) FIX.4.2
m ListStrikePrice List Strike Price FIX.4.2
n XMLNonFIX XML message (e.g. non FIX Msg Type) FIX.4.3
o RegistrationInstructions Registration Instructions FIX.4.3
p RegistrationInstructionsResponse Registration Instructions Response FIX.4.3
q OrderMassCancelRequest Order Mass Cancel Request FIX.4.3
r OrderMassCancelReport Order Mass Cancel Report FIX.4.3
s NewOrderCross New Order - Cross FIX.4.3
t CrossOrderCancelReplaceRequest Cross Order Cancel/Replace Request (a.k.a. Cross Order Modification Request) FIX.4.3
u CrossOrderCancelRequest Cross Order Cancel Request FIX.4.3
v SecurityTypeRequest Security Type Request FIX.4.3
w SecurityTypes Security Types FIX.4.3
x SecurityListRequest Security List Request FIX.4.3
y SecurityList Security List FIX.4.3
z DerivativeSecurityListRequest Derivative Security List Request FIX.4.3
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
AJ QuoteResponse Quote Response FIX.4.4
AK Confirmation Confirmation FIX.4.4
AL PositionMaintenanceRequest Position Maintenance Request FIX.4.4
AM PositionMaintenanceReport Position Maintenance Report FIX.4.4
AN RequestForPositions Request For Positions FIX.4.4
AO RequestForPositionsAck Request For Positions Ack FIX.4.4
AP PositionReport Position Report FIX.4.4
AQ TradeCaptureReportRequestAck Trade Capture Report Request Ack FIX.4.4
AR TradeCaptureReportAck Trade Capture Report Ack FIX.4.4
AS AllocationReport Allocation Report (a.k.a. Allocation Claim) FIX.4.4
AT AllocationReportAck Allocation Report Ack (a.k.a. Allocation Claim Ack) FIX.4.4
AU ConfirmationAck Confirmation Ack (a.k.a. Affirmation) FIX.4.4
AV SettlementInstructionRequest Settlement Instruction Request FIX.4.4
AW AssignmentReport Assignment Report FIX.4.4
AX CollateralRequest Collateral Request FIX.4.4
AY CollateralAssignment Collateral Assignment FIX.4.4
AZ CollateralResponse Collateral Response FIX.4.4
BA CollateralReport Collateral Report FIX.4.4
BB CollateralInquiry Collateral Inquiry FIX.4.4
BC NetworkCounterpartySystemStatusRequest Network Counterparty System Status Request FIX.4.4
BD NetworkCounterpartySystemStatusResponse Network Counterparty System Status Response FIX.4.4
BE UserRequest User Request FIX.4.4
BF UserResponse User Response FIX.4.4
BG CollateralInquiryAck Collateral Inquiry Ack FIX.4.4
BH ConfirmationRequest Confirmation Request FIX.4.4
BI TradingSessionListRequest Trading Session List Request FIX.4.4EP25
BJ TradingSessionList Trading Session List FIX.4.4EP25
BK SecurityListUpdateReport Security List Update Report FIX.4.4EP25
BL AdjustedPositionReport Adjusted Position Report FIX.4.4EP25
BM AllocationInstructionAlert Allocation Instruction Alert FIX.4.4EP25
BN ExecutionAcknowledgement Execution Acknowledgement FIX.4.4EP25
BO ContraryIntentionReport Contrary Intention Report FIX.4.4EP25
BP SecurityDefinitionUpdateReport Security Definition Update Report FIX.4.4EP25
FIX.2.7
36 NewSeqNo SeqNum New sequence number FIX.2.7
37 OrderID String Unique identifier for Order as assigned by sell-side (broker, exchange, ECN). 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 Quantity ordered. This represents the number of shares for equities or par, face or nominal value for FI instruments.
(Prior to FIX 4.2 this field was of type int) 		FIX.2.7
39 OrdStatus char Identifies current status of order. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** (see Volume : "Glossary" for value definitions)
Value SymbolicName Description Added Updated Deprecated
0 New New FIX.2.7
1 PartiallyFilled Partially filled FIX.2.7
2 Filled Filled FIX.2.7
3 DoneForDay Done for day FIX.2.7
4 Canceled Canceled FIX.2.7
5 Replaced Replaced (No longer used) FIX.4.4EP35 FIX.4.3
6 PendingCancel Pending Cancel (i.e. 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 (i.e. result of Order Cancel/Replace Request) FIX.4.2
FIX.2.7
40 OrdType char Order type. *** SOME VALUES ARE NO LONGER USED - See "Deprecated (Phased-out) Features and Supported Approach" *** (see Volume : "Glossary" for value definitions)
Value SymbolicName Description Added Updated Deprecated
1 Market Market FIX.2.7
2 Limit Limit FIX.2.7
3 Stop Stop / Stop Loss FIX.2.7
4 StopLimit Stop Limit FIX.2.7
5 MarketOnClose Market On Close (No longer used) FIX.2.7 FIX.4.3
6 WithOrWithout With Or Without FIX.2.7
7 LimitOrBetter Limit Or Better FIX.2.7 FIX.4.4
8 LimitWithOrWithout Limit With Or Without FIX.2.7
9 OnBasis On Basis FIX.2.7
A OnClose On Close (No longer used) FIX.2.7 FIX.4.3
B LimitOnClose Limit On Close (No longer used) FIX.2.7 FIX.4.3
C ForexMarket Forex Market (No longer used) FIX.4.0 FIX.4.3
D PreviouslyQuoted Previously Quoted FIX.4.0
E PreviouslyIndicated Previously Indicated FIX.4.0
F ForexLimit Forex Limit (No longer used) FIX.4.1 FIX.4.3
G ForexSwap Forex Swap FIX.4.1
H ForexPreviouslyQuoted Forex Previously Quoted (No longer used) FIX.4.1 FIX.4.3
I Funari Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan) FIX.4.2
J MarketIfTouched Market If Touched (MIT) FIX.4.3
K MarketWithLeftOverAsLimit Market With Left Over as Limit (market order with unexecuted quantity becoming 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
Q CounterOrderSelection Counter-order selection FIX.4.4EP22
FIX.2.7
41 OrigClOrdID String ClOrdID (11) 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 unit of quantity (e.g. per share) FIX.2.7
45 RefSeqNum SeqNum Reference message sequence number FIX.2.7
48 SecurityID String Security identifier value of SecurityIDSource (22) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityIDSource. 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
52 SendingTime UTCTimestamp Time of message transmission (always expressed in UTC (Universal Time Coordinated, also known as "GMT") FIX.2.7
53 Quantity Qty Overall/total quantity (e.g. number of shares)
(Prior to FIX 4.2 this field was of type int) 		FIX.2.7
54 Side char Side of order (see Volume : "Glossary" for value definitions)
Value SymbolicName Description Added Updated Deprecated
1 Buy Buy FIX.2.7
2 Sell Sell FIX.2.7
3 BuyMinus Buy minus FIX.2.7
4 SellPlus Sell plus FIX.2.7
5 SellShort Sell short FIX.2.7
6 SellShortExempt Sell short exempt FIX.2.7
7 Undisclosed Undisclosed (valid for IOI and List Order messages only) FIX.4.1
8 Cross Cross (orders where counterparty is an exchange, valid for all messages except IOIs) FIX.4.1
9 CrossShort Cross short FIX.4.2
A CrossShortExempt Cross short exxmpt FIX.4.3
B AsDefined "As Defined" (for use with multileg instruments) FIX.4.3
C Opposite "Opposite" (for use with multileg instruments) FIX.4.3
D Subscribe Subscribe (e.g. CIV) FIX.4.4
E Redeem Redeem (e.g. CIV) FIX.4.4
F Lend Lend (FINANCING - identifies direction of collateral) FIX.4.4
G Borrow Borrow (FINANCING - identifies direction of collateral) FIX.4.4
FIX.2.7
55 Symbol String Ticker symbol. Common, "human understood" representation of the security. SecurityID (48) value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles)
Use "[N/A]" for products which do not have a 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. NOTE not applicable to CIV Orders. (see Volume : "Glossary" for value definitions)
Value SymbolicName Description Added Updated Deprecated
0 Day Day (or session) 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 (GTD) FIX.4.0
7 AtTheClose At the Close FIX.4.3
FIX.2.7
60 TransactTime UTCTimestamp Time of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as "GMT") FIX.2.7
61 Urgency char Urgency flag
Value SymbolicName Description Added Updated Deprecated
0 Normal Normal FIX.2.7
1 Flash Flash FIX.2.7
2 Background Background FIX.2.7
FIX.2.7
62 ValidUntilTime UTCTimestamp Indicates expiration time of indication message (always expressed in UTC (Universal Time Coordinated, also known as "GMT") FIX.2.7
63 SettlType String Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular)
Regular is defined as the default settlement period for the particular security on the exchange of execution.
In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue.
Additionally the following patterns may be uses as well as enum values
Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0
Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0
Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0
Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0
Noted that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days.
Value SymbolicName Description Added Updated Deprecated
0 Regular Regular / FX Spot settlement (T+1 or T+2 depending on currency) FIX.2.7
1 Cash Cash (TOD / T+0) FIX.2.7
2 NextDay Next Day (TOM / T+1) FIX.2.7
3 TPlus2 T+2 FIX.2.7
4 TPlus3 T+3 FIX.2.7
5 TPlus4 T+4 FIX.2.7
6 Future Future FIX.2.7
7 WhenAndIfIssued When And If Issued FIX.2.7
8 SellersOption Sellers Option FIX.2.7
9 TPlus5 T+5 FIX.3.0
B BrokenDate Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified FIX.4.4EP25
C FXSpotNextSettlement FX Spot Next settlement (Spot+1, aka next day) FIX.4.4EP21
FIX.2.7
64 SettlDate LocalMktDate Specific date of trade settlement (SettlementDate) in YYYYMMDD format.
If present, this field overrides SettlType (63). This field is required if the value of SettlType (63) is 6 (Future) or 8 (Sellers Option). This field must be omitted if the value of SettlType (63) is 7 (When and If Issued)
(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 (167).
As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory.
Value SymbolicName Description Added Updated Deprecated
CD EUCPWithLumpSumInterest EUCP with lump-sum interest rather than discount price FIX.4.4EP-1
WI WhenIssued "When Issued" for a security to be reissued under an old CUSIP or ISIN FIX.4.4EP-1
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 TotNoOrders (68), 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 (73) in each message that has repeating list order entries related to the same ListID (66). 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 *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" ***
Value SymbolicName Description Added Updated Deprecated
0 New New FIX.2.7
1 Replace Replace FIX.2.7
2 Cancel Cancel FIX.2.7
3 Preliminary Preliminary (without MiscFees and NetMoney) (Removed/Replaced) FIX.4.1 FIX.4.2
4 Calculated Calculated (includes MiscFees and NetMoney) (Removed/Replaced) FIX.4.1 FIX.4.2
5 CalculatedWithoutPreliminary Calculated without Preliminary (sent unsolicited by broker, includes MiscFees and NetMoney) (Removed/Replaced) FIX.4.2 FIX.4.2
6 Reversal Reversal FIX.4.4EP5
FIX.2.7
72 RefAllocID String Reference identifier to be used with AllocTransType (71) = Replace or Cancel.
(Prior to FIX 4.1 this field was of type int) 		FIX.2.7
73 NoOrders NumInGroup Indicates number of orders to be combined for average pricing and allocation. FIX.2.7
74 AvgPxPrecision 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
77 PositionEffect char Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together.
Value SymbolicName Description Added Updated Deprecated
C Close Close FIX.4.1
F FIFO FIFO FIX.4.3
O Open Open FIX.4.1
R Rolled Rolled FIX.4.3
FIX.2.7
78 NoAllocs NumInGroup Number of repeating AllocAccount (79)/AllocPrice (366) entries. FIX.2.7
79 AllocAccount String Sub-account mnemonic FIX.2.7
80 AllocQty Qty Quantity 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 (79) / AllocPrice (366) /AllocQty (80) / ProcessCode instance indicates regular trade.
Value SymbolicName Description Added Updated Deprecated
0 Regular Regular FIX.2.7
1 SoftDollar Soft Dollar FIX.2.7
2 StepIn Step-In FIX.2.7
3 StepOut Step-Out FIX.2.7
4 SoftDollarStepIn Soft-dollar Step-In FIX.2.7
5 SoftDollarStepOut Soft-dollar Step-Out FIX.2.7
6 PlanSponsor Plan Sponsor FIX.4.0
FIX.2.7
82 NoRpts int Total number of reports within series. FIX.2.7
83 RptSeq int Sequence number of message within report series. Used to carry reporting sequence number of the fill as represented on the Trade Report Side. FIX.2.7
84 CxlQty Qty Total quantity canceled for this order.
(Prior to FIX 4.2 this field was of type int) 		FIX.2.7
85 NoDlvyInst NumInGroup Number of delivery instruction fields in repeating group.
Note this field was removed in FIX 4.1 and reinstated in FIX 4.4. 		FIX.2.7
87 AllocStatus int Identifies status of allocation.
Value SymbolicName Description Added Updated Deprecated
0 Accepted accepted (successfully processed) FIX.2.7
1 BlockLevelReject block level reject FIX.2.7
2 AccountLevelReject account level reject FIX.2.7
3 Received received (received, not yet processed) FIX.4.0
4 Incomplete incomplete FIX.4.4
5 RejectedByIntermediary rejected by intermediary FIX.4.4
6 AllocationPending allocation pending FIX.4.4EP5
7 Reversed reversed FIX.4.4EP5
FIX.2.7
88 AllocRejCode int Identifies reason for rejection.
Value SymbolicName Description Added Updated Deprecated
0 UnknownAccount Unknown account(s) FIX.2.7
1 IncorrectQuantity Incorrect quantity FIX.2.7
2 IncorrectAveragegPrice Incorrect averageg price FIX.2.7
3 UnknownExecutingBrokerMnemonic Unknown executing broker mnemonic FIX.2.7
4 CommissionDifference Commission difference FIX.2.7
5 UnknownOrderID Unknown OrderID (37) FIX.2.7
6 UnknownListID Unknown ListID (66) FIX.2.7
7 OtherSeeText Other (further in Text (58)) FIX.2.7
8 IncorrectAllocatedQuantity Incorrect allocated quantity FIX.4.4
9 CalculationDifference Calculation difference FIX.4.4
10 UnknownOrStaleExecID Unknown or stale ExecID FIX.4.4
11 MismatchedData Mismatched data FIX.4.4
12 UnknownClOrdID Unknown ClOrdID FIX.4.4
13 WarehouseRequestRejected Warehouse request rejected FIX.4.4
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
93 SignatureLength Length Number of bytes in signature field. FIX.2.7
94 EmailType char Email message type.
Value SymbolicName Description Added Updated Deprecated
0 New New FIX.2.7
1 Reply Reply FIX.2.7
2 AdminReply Admin Reply FIX.2.7
FIX.2.7
95 RawDataLength Length Number of bytes in raw data field. FIX.2.7
96 RawData data Unformatted raw data, can include bitmaps, word processor documents, etc. FIX.2.7
97 PossResend Boolean Indicates that message may contain information that has been sent under another sequence number.
Value SymbolicName Description Added Updated Deprecated
N OriginalTransmission Original Transmission FIX.4.1
Y PossibleResend Possible Resend FIX.4.1
FIX.2.7
98 EncryptMethod int Method of encryption.
Value SymbolicName Description Added Updated Deprecated
0 None None / Other FIX.2.7
1 PKCS PKCS (Proprietary) FIX.2.7
2 DES DES (ECB Mode) FIX.2.7
3 PKCSDES PKCS / DES (Proprietary) FIX.2.7
4 PGPDES PGP / DES (Defunct) FIX.3.0
5 PGPDESMD5 PGP / DES-MD5 (See app note on FIX web site) FIX.4.0
6 PEM PEM / DES-MD5 (see app note on FIX web site) FIX.4.0
FIX.2.7
99 StopPx Price Price per unit of quantity (e.g. per share) FIX.2.7
100 ExDestination Exchange Execution destination as defined by institution when order is entered.
Valid values:
See "Appendix 6-C" 		FIX.2.7
102 CxlRejReason int Code to identify reason for cancel rejection.
Value SymbolicName Description Added Updated Deprecated
0 TooLateToCancel Too late to cancel FIX.2.7
1 UnknownOrder Unknown order FIX.2.7
2 BrokerCredit Broker / Exchange Option FIX.4.2
3 OrderAlreadyInPendingStatus Order already in Pending Cancel or Pending Replace status FIX.4.2
4 UnableToProcessOrderMassCancelRequest Unable to process Order Mass Cancel Request FIX.4.3
5 OrigOrdModTime OrigOrdModTime (586) did not match last TransactTime (60) of order FIX.4.3
6 DuplicateClOrdID Duplicate ClOrdID (11) received FIX.4.3
18 InvalidPriceIncrement Invalid price increment FIX.4.4EP6
99 Other Other FIX.4.4
FIX.2.7
103 OrdRejReason int Code to identify reason for order rejection. Note: Values 3, 4, and 5 will be used when rejecting an order due to pre-allocation information errors.
Value SymbolicName Description Added Updated Deprecated
0 BrokerCredit Broker / Exchange option FIX.2.7
1 UnknownSymbol Unknown symbol FIX.2.7
2 ExchangeClosed Exchange closed FIX.2.7
3 OrderExceedsLimit Order exceeds limit FIX.2.7
4 TooLateToEnter Too late to enter FIX.4.0
5 UnknownOrder Unknown order FIX.4.1
6 DuplicateOrder Duplicate Order (e.g. dupe ClOrdID) FIX.4.1
7 DuplicateOfAVerballyCommunicatedOrder Duplicate of a verbally communicated order FIX.4.2
8 StaleOrder Stale order FIX.4.2
9 TradeAlongRequired Trade along required FIX.4.3
10 InvalidInvestorID Invalid Investor ID FIX.4.3
11 UnsupportedOrderCharacteristic Unsupported order characteristic FIX.4.3
12 SurveillenceOption Surveillence Option FIX.4.3
13 IncorrectQuantity Incorrect quantity FIX.4.4
14 IncorrectAllocatedQuantity Incorrect allocated quantity FIX.4.4
15 UnknownAccount Unknown account(s) FIX.4.4
18 InvalidPriceIncrement Invalid price increment FIX.4.4EP6
99 Other Other FIX.4.4
FIX.2.7
104 IOIQualifier char Code to qualify IOI use. (see Volume : "Glossary" for value definitions)
Value SymbolicName Description Added Updated Deprecated
A AllOrNone All or None (AON) FIX.3.0
B MarketOnClose Market On Close (MOC) (held to close) FIX.4.3
C AtTheClose At the close (around/not held to close) FIX.3.0
D VWAP VWAP (Volume Weighted Average Price) FIX.4.3
I InTouchWith In touch with FIX.3.0
L Limit Limit FIX.3.0
M MoreBehind More Behind FIX.3.0
O AtTheOpen At the Open FIX.3.0
P TakingAPosition Taking a Position FIX.3.0
Q AtTheMarket At the Market (previously called Current Quote) FIX.3.0
R ReadyToTrade Ready to Trade FIX.4.2
S PortfolioShown Portfolio Shown FIX.3.0
T ThroughTheDay Through the Day FIX.3.0
V Versus Versus FIX.3.0
W Indication Indidcation - Working Away FIX.3.0
X CrossingOpportunity Crossing Opportunity FIX.3.0
Y AtTheMidpoint At the Midpoint FIX.4.1
Z PreOpen Pre-open FIX.4.1
FIX.3.0
106 Issuer String Name of security issuer (e.g. International Business Machines, GNMA).
see also Volume 7: "PRODUCT: FIXED INCOME - Euro Issuer Values" 		FIX.3.0
107 SecurityDesc String Security description. FIX.3.0
108 HeartBtInt int Heartbeat interval (seconds) 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 The quantity to be displayed . Required for reserve orders. On orders specifies the qty to be displayed, on execution reports the currently displayed quantity. FIX.3.0 FIX.5.0
112 TestReqID String Identifier included in Test Request message to be returned in resulting Heartbeat FIX.3.0
113 ReportToExch Boolean Identifies party of trade responsible for exchange reporting.
Value SymbolicName Description Added Updated Deprecated
N SenderReports Indicates the party sending message will report trade FIX.3.0
Y ReceiverReports Indicates the party receiving message must report trade FIX.3.0
FIX.3.0
114 LocateReqd Boolean Indicates whether the broker is to locate the stock in conjunction with a short sell order.
Value SymbolicName Description Added Updated Deprecated
N No Indicates the broker is not required to locate FIX.4.0
Y Yes Indicates the broker is responsible for locating the stock FIX.4.0
FIX.4.0
115 OnBehalfOfCompID String Assigned value used to identify firm originating message if the message was delivered by a third party i.e. the third party firm identifier would be delivered in the SenderCompID field and the firm originating the message in this field. FIX.4.0
116 OnBehalfOfSubID String Assigned value used to identify specific message originator (i.e. trader) if the message was delivered by a third party FIX.4.0
117 QuoteID String Unique identifier for quote FIX.4.0
118 NetMoney Amt Total amount due as the result of the transaction (e.g. for Buy order - principal + commission + fees) reported in currency of execution. FIX.4.0
119 SettlCurrAmt Amt Total amount due expressed in settlement currency (includes the effect of the forex transaction) FIX.4.0
120 SettlCurrency Currency Currency code of settlement denomination. FIX.4.0
121 ForexReq Boolean Indicates request for forex accommodation trade to be executed along with security transaction.
Value SymbolicName Description Added Updated Deprecated
N DoNotExecuteForexAfterSecurityTrade Do Not Execute Forex After Security Trade FIX.4.0
Y ExecuteForexAfterSecurityTrade Execute Forex After Security Trade FIX.4.0
FIX.4.0
122 OrigSendingTime UTCTimestamp Original time of message transmission (always expressed in UTC (Universal Time Coordinated, also known as "GMT") when transmitting orders as the result of a resend request. FIX.4.0
123 GapFillFlag Boolean Indicates that the Sequence Reset message is replacing administrative or application messages which will not be resent.
Value SymbolicName Description Added Updated Deprecated
N SequenceReset Sequence Reset, Ignore Msg Seq Num (N/A For FIXML - Not Used) FIX.4.0
Y GapFillMessage Gap Fill Message, Msg Seq Num Field Valid FIX.4.0
FIX.4.0
124 NoExecs NumInGroup No of execution repeating group entries to follow. FIX.4.0
126 ExpireTime UTCTimestamp Time/Date of order expiration (always expressed in UTC (Universal Time Coordinated, also known as "GMT")
The meaning of expiration is specific to the context where the field is used.
For orders, this is the expiration time of a Good Til Date TimeInForce.
For Quotes - this is the expiration of the quote.
Expiration time is provided across the quote message dialog to control the length of time of the overall quoting process.
For collateral requests, this is the time by which collateral must be assigned.
For collateral assignments, this is the time by which a response to the assignment is expected. 		FIX.4.0
127 DKReason char Reason for execution rejection.
Value SymbolicName Description Added Updated Deprecated
A UnknownSymbol Unknown Symbol FIX.4.0
B WrongSide Wrong Side FIX.4.0
C QuantityExceedsOrder Quantity Exceeds Order FIX.4.0
D NoMatchingOrder No Matching Order FIX.4.0
E PriceExceedsLimit Price Exceeds Limit FIX.4.0
F CalculationDifference Calculation Difference FIX.4.4
Z Other Other FIX.4.0
FIX.4.0
128 DeliverToCompID String Assigned value used to identify the firm targeted to receive the message if the message is delivered by a third party i.e. the third party firm identifier would be delivered in the TargetCompID (56) field and the ultimate receiver firm ID in this field. FIX.4.0
129 DeliverToSubID String Assigned value used to identify specific message recipient (i.e. trader) if the message is delivered by a third party FIX.4.0
130 IOINaturalFlag Boolean Indicates that IOI is the result of an existing agency order or a facilitation position resulting from an agency order, not from principal trading or order solicitation activity.
Value SymbolicName Description Added Updated Deprecated
N NotNatural Not Natural FIX.4.0
Y Natural Natural FIX.4.0
FIX.4.0
131 QuoteReqID String Unique identifier for quote request FIX.4.0
132 BidPx Price Bid price/rate FIX.4.0
133 OfferPx Price Offer price/rate FIX.4.0
134 BidSize Qty Quantity of bid
(Prior to FIX 4.2 this field was of type int) 		FIX.4.0
135 OfferSize Qty Quantity of offer
(Prior to FIX 4.2 this field was of type int) 		FIX.4.0
136 NoMiscFees NumInGroup 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 String Indicates type of miscellaneous fee.
Value SymbolicName Description Added Updated Deprecated
1 Regulatory Regulatory (e.g. SEC) FIX.4.0
2 Tax Tax FIX.4.0
3 LocalCommission Local Commission FIX.4.0
4 ExchangeFees Exchange Fees FIX.4.0
5 Stamp Stamp FIX.4.0
6 Levy Levy FIX.4.0
7 Other Other FIX.4.0
8 Markup Markup FIX.4.1
9 ConsumptionTax Consumption Tax FIX.4.2
10 PerTransaction Per transaction FIX.4.4
11 Conversion Conversion FIX.4.4
12 Agent Agent FIX.4.4
13 TransferFee Transfer Fee FIX.4.4EP25
14 SecurityLending Security Lending FIX.4.4EP25
FIX.4.0
140 PrevClosePx Price Previous closing price of security. FIX.4.0
141 ResetSeqNumFlag Boolean Indicates that the both sides of the FIX session should reset sequence numbers.
Value SymbolicName Description Added Updated Deprecated
N No No FIX.4.1
Y Yes Yes, reset sequence numbers FIX.4.1
FIX.4.1
142 SenderLocationID String Assigned value used to identify specific message originator’s location (i.e. geographic location and/or desk, trader) FIX.4.1
143 TargetLocationID String Assigned value used to identify specific message destination’s location (i.e. geographic location and/or desk, trader) FIX.4.1
144 OnBehalfOfLocationID String Assigned value used to identify specific message originator’s location (i.e. geographic location and/or desk, trader) if the message was delivered by a third party FIX.4.1
145 DeliverToLocationID String Assigned value used to identify specific message recipient’s location (i.e. geographic location and/or desk, trader) if the message was delivered by a third party FIX.4.1
146 NoRelatedSym NumInGroup 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 URI (Uniform Resource Identifier) or URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html)
See "Appendix 6-B FIX Fields Based Upon Other Standards" 		FIX.4.1
150 ExecType char Describes the specific ExecutionRpt (i.e. Pending Cancel) while OrdStatus (39) will always identify the current order status (i.e. Partially Filled) *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" ***
Value SymbolicName Description Added Updated Deprecated
0 New New FIX.4.1
3 DoneForDay Done for day FIX.4.1
4 Canceled Canceled FIX.4.1
5 Replaced Replaced FIX.4.1
6 PendingCancel Pending Cancel (e.g. result of Order Cancel Request) FIX.4.1
7 Stopped Stopped FIX.4.1
8 Rejected Rejected FIX.4.1
9 Suspended Suspended FIX.4.1
A PendingNew Pending New FIX.4.1
B Calculated Calculated FIX.4.1
C Expired Expired FIX.4.1
D Restated Restated (Execution Report sent unsolicited by sellside, with ExecRestatementReason (378) 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 FIX.4.3
H TradeCancel Trade Cancel FIX.4.3
I OrderStatus Order Status FIX.4.3
J TradeInAClearingHold Trade in a Clearing Hold FIX.4.4EP5
K TradeHasBeenReleasedToClearing Trade has been released to Clearing FIX.4.4EP5
L TriggeredOrActivatedBySystem Triggered or Activated by System FIX.4.4EP22
FIX.4.1
151 LeavesQty Qty Quantity open for further execution. If the OrdStatus (39) is Canceled, DoneForTheDay, Expired, Calculated, or Rejected (in which case the order is no longer active) then LeavesQty could be 0, otherwise LeavesQty = OrderQty (38) – CumQty (14).
(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 tradeable units (e.g. number of shares). The broker or fund manager (for CIV orders) would be responsible for converting and calculating a tradeable unit (e.g. share) quantity (OrderQty (38)) based upon this amount to be used for the actual order and subsequent messages. FIX.4.1
153 AllocAvgPx Price AvgPx (6) for a specific AllocAccount (79)
For Fixed Income this is always expressed as "percent of par" price type. 		FIX.4.1
154 AllocNetMoney Amt NetMoney (8) for a specific AllocAccount (79) FIX.4.1
155 SettlCurrFxRate float Foreign exchange rate used to compute SettlCurrAmt (9) from Currency (5) to SettlCurrency (20) FIX.4.1
156 SettlCurrFxRateCalc char Specifies whether or not SettlCurrFxRate (55) should be multiplied or divided.
Value SymbolicName Description Added Updated Deprecated
M Multiply Multiply FIX.4.4EP38
D Divide Divide FIX.4.4EP38
FIX.4.1
157 NumDaysInterest int Number of Days of Interest for convertible bonds and fixed income. Note value may be negative. FIX.4.1
158 AccruedInterestRate Percentage The amount the buyer compensates the seller for the portion of the next coupon interest payment the seller has earned but will not receive from the issuer because the issuer will send the next coupon payment to the buyer. Accrued Interest Rate is the annualized Accrued Interest amount divided by the purchase price of the bond. 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 message. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" ***
Value SymbolicName Description Added Updated Deprecated
0 Default Default (Replaced) FIX.4.1
1 StandingInstructionsProvided Standing Instructions Provided FIX.4.1
2 SpecificAllocationAccountOverriding Specific Allocation Account Overriding (Replaced) FIX.4.1
3 SpecificAllocationAccountStanding Specific Allocation Account Standing (Replaced) FIX.4.1
4 SpecificOrderForASingleAccount Specific Order for a single account (for CIV) FIX.4.3
5 RequestReject Request reject FIX.4.4
FIX.4.1
161 AllocText String Free format text related to a specific AllocAccount (79). FIX.4.1
162 SettlInstID String Unique identifier for Settlement Instruction. FIX.4.1
163 SettlInstTransType char Settlement Instructions message transaction type
Value SymbolicName Description Added Updated Deprecated
N New New FIX.4.1
C Cancel Cancel FIX.4.1
R Replace Replace FIX.4.1
T Restate Restate FIX.4.4
FIX.4.1
164 EmailThreadID String Unique identifier for an email thread (new and chain of replies) FIX.4.1
165 SettlInstSource char Indicates source of Settlement Instructions
Value SymbolicName Description Added Updated Deprecated
1 BrokerCredit Broker's Instructions FIX.4.1
2 Institution Institution's Instructions FIX.4.1
3 Investor Investor (e.g. CIV use) FIX.4.3
FIX.4.1
167 SecurityType String Indicates type of security. See also the Product (460) and CFICode (461) fields. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments.
Example values (grouped by Product field value) (Note: additional values may be used by mutual agreement of the counterparties):
* Identify the Issuer in the "Issuer" field(106)
*** REPLACED values - See "Replaced Features and Supported Approach" ***
NOTE: Additional values may be used by mutual agreement of the counterparties)
Value SymbolicName Description Added Updated Deprecated
FUT Future Future FIX.4.1
OPT Option Option FIX.4.1
UST USTreasuryNoteOld US Treasury Note (Deprecated Value Use TNOTE) FIX.4.3 FIX.4.4
USTB USTreasuryBillOld US Treasury Bill (Deprecated Value Use TBILL) FIX.4.1 FIX.4.4
EUSUPRA EuroSupranationalCoupons Euro Supranational Coupons * FIX.4.4
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
SUPRA USDSupranationalCoupons USD Supranational Coupons * FIX.4.4
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
EUCORP EuroCorporateBond Euro Corporate Bond FIX.4.4
XLINKD IndexedLinked Indexed Linked FIX.4.3
STRUCT StructuredNotes Structured Notes FIX.4.3
YANK YankeeCorporateBond Yankee Corporate Bond FIX.4.3
FOR ForeignExchangeContract Foreign Exchange Contract FIX.4.1
CS CommonStock Common Stock FIX.4.1
PS PreferredStock Preferred Stock FIX.4.1
REPO Repurchase Repurchase FIX.4.4
FORWARD Forward Forward FIX.4.4
BUYSELL BuySellback Buy Sellback FIX.4.4
SECLOAN SecuritiesLoan Securities Loan FIX.4.4
SECPLEDGE SecuritiesPledge Securities Pledge FIX.4.4
BRADY BradyBond Brady Bond FIX.4.3
EUSOV EuroSovereigns Euro Sovereigns * FIX.4.4
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
TNOTE USTreasuryNote US Treasury Note FIX.4.4
TBILL USTreasuryBill US Treasury Bill FIX.4.4
TERM TermLoan Term Loan FIX.4.3
RVLV RevolverLoan Revolver Loan FIX.4.3
RVLVTRM Revolver Revolver/Term Loan 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
REPLACD Replaced Replaced FIX.4.3
MATURED Matured Matured FIX.4.3
AMENDED Amended Amended & Restated 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
CP CommercialPaper Commercial Paper FIX.4.1
DN DepositNotes Deposit Notes FIX.4.3
EUCD EuroCertificateOfDeposit Euro Certificate Of Deposit FIX.4.4
EUCP EuroCommercialPaper Euro Commercial Paper FIX.4.4
LQN LiquidityNote Liquidity Note FIX.4.3
MTN MediumTermNotes Medium Term Notes FIX.4.3
ONITE Overnight Overnight FIX.4.3
PN PromissoryNote Promissory Note FIX.4.3
PZFJ PlazosFijos Plazos Fijos FIX.4.3
STN ShortTermLoanNote Short Term Loan Note FIX.4.3
TD TimeDeposit Time Deposit FIX.4.1
XCN ExtendedCommNote Extended Comm Note FIX.4.3
YCD YankeeCertificateOfDeposit Yankee Certificate Of Deposit FIX.4.4
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
MBS MortgageBackedSecurities Mortgage-backed Securities FIX.4.3
MIO MortgageInterestOnly Mortgage Interest Only FIX.4.1
MPO MortgagePrincipalOnly Mortgage Principal Only FIX.4.1
MPP MortgagePrivatePlacement Mortgage Private Placement FIX.4.1
MPT MiscellaneousPassThrough Miscellaneous Pass-through FIX.4.1
PFAND Pfandbriefe Pfandbriefe * FIX.4.4
TBA ToBeAnnounced To Be Announced FIX.4.3
AN OtherAnticipationNotes Other Anticipation Notes (BAN, GAN, etc.) FIX.4.3
COFO CertificateOfObligation Certificate Of Obligation FIX.4.3
COFP CertificateOfParticipation Certificate Of Participation FIX.4.3
GO GeneralObligationBonds General Obligation Bonds FIX.4.3
MT MandatoryTender Mandatory Tender FIX.4.3
RAN RevenueAnticipationNote Revenue Anticipation Note 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
TECP TaxExemptCommercialPaper Tax Exempt Commercial Paper FIX.4.3
TRAN TaxRevenueAnticipationNote Tax Revenue Anticipation Note FIX.4.3
VRDN VariableRateDemandNote Variable Rate Demand Note FIX.4.3
WAR Warrant Warrant FIX.4.1
MF MutualFund Mutual Fund FIX.4.1
MLEG MultilegInstrument Multileg Instrument FIX.4.3
NONE NoSecurityType No Security Type FIX.4.1
OOF OptionsOnFutures Options on Futures FIX.4.4EP19
OOP OptionsOnPhysical Options on Physical FIX.4.4EP19
WLD WildcardEntry Wildcard Entry (was "?" in 4.4, used on Security Definition Request message) FIX.4.4EP-1
CASH Cash Cash FIX.4.4EP28
FIX.4.1
168 EffectiveTime UTCTimestamp Time the details within the message should take effect (always expressed in UTC (Universal Time Coordinated, also known as "GMT") FIX.4.1
169 StandInstDbType int Identifies the Standing Instruction database used
Value SymbolicName Description Added Updated Deprecated
0 Other Other FIX.4.1
1 DTCSID DTC SID FIX.4.1
2 ThomsonALERT Thomson ALERT FIX.4.1
3 AGlobalCustodian A Global Custodian (StandInstDBName (70) must be provided) FIX.4.1
4 AccountNet AccountNet FIX.4.4
FIX.4.1
170 StandInstDbName String Name of the Standing Instruction database represented with StandInstDbType (169) (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
0 Versus "Versus. Payment": Deliver (if Sell) or Receive (if Buy) vs. (Against) Payment FIX.4.4EP35
1 Free "Free": Deliver (if Sell) or Receive (if Buy) Free FIX.4.4EP35
2 TriParty Tri-Party FIX.4.4EP35
3 HoldInCustody Hold In Custody FIX.4.4EP35
FIX.4.1
188 BidSpotRate Price Bid F/X spot rate. 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 (38) of the future part of a F/X swap order. FIX.4.1 FIX.5.0
193 SettlDate2 LocalMktDate SettDate (64) of the future part of a F/X swap order. FIX.4.1 FIX.5.0
194 LastSpotRate Price F/X spot rate. FIX.4.1
195 LastForwardPoints PriceOffset F/X forward points added to LastSpotRate (94). May be a negative value. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 FIX.4.1
196 AllocLinkID String Can be used to link two different Allocation messages (each with unique AllocID (70)) 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 (96) is used.
Value SymbolicName Description Added Updated Deprecated
0 FXNetting FX Netting FIX.4.1
1 FXSwap FX 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 (37) used by an exchange or executing system. FIX.4.1
199 NoIOIQualifiers NumInGroup Number of repeating groups of IOIQualifiers (04). FIX.4.1
200 MaturityMonthYear MonthYear Can be used with standardized derivatives vs. the MaturityDate (54) field. Month and Year of the maturity (used for standardized futures and options).
Format:
YYYYMM (i.e. 99903)
YYYYMMDD (20030323)
YYYYMMwN (200303w) for week
A specific date or can be appended to the MaturityMonthYear. For instance, if multiple standard products exist that mature in the same Year and Month, but actually mature at a different time, a value can be appended, such as "w" or "w2" to indicate week as opposed to week 2 expiration. Likewise, the date (0-3) can be appended to indicate a specific expiration (maturity date). 		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 derivative products, such as options
Value SymbolicName Description Added Updated Deprecated
0 Covered Covered FIX.4.1
1 Uncovered Uncovered FIX.4.1
FIX.4.1
206 OptAttribute char Can be used for SecurityType (167) =OPT to identify a particular security.
Valid values vary by SecurityExchange:
*** REPLACED values - See "Replaced Features and Supported Approach" ***
For Exchange: MONEP (Paris)
L = Long (a.k.a. "American")
S = Short (a.k.a. "European")
For Exchanges: DTB (Frankfurt), HKSE (Hong Kong), and SOFFEX (Zurich)
0-9 = single digit "version" number assigned by exchange following capital adjustments (0=current, 1=prior, 2=prior to , etc). 		FIX.4.1
207 SecurityExchange Exchange Market used to help identify a security.
Valid values:
See "Appendix 6-C" 		FIX.4.1
208 NotifyBrokerOfCredit Boolean Indicates whether or not details should be communicated to BrokerOfCredit (i.e. step-in broker).
Value SymbolicName Description Added Updated Deprecated
N DetailsShouldNotBeCommunicated Details should not be communicated FIX.4.1
Y DetailsShouldBeCommunicated Details should be communicated FIX.4.1
FIX.4.1
209 AllocHandlInst int Indicates how the receiver (i.e. third party) of Allocation message should handle/process the account details.
Value SymbolicName Description Added Updated Deprecated
1 Match Match FIX.4.1
2 Forward Forward FIX.4.1
3 ForwardAndMatch Forward and Match FIX.4.1
FIX.4.1
210 MaxShow Qty Maximum quantity (e.g. 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 FIX.5.0
211 PegOffsetValue float Amount (signed) added to the peg for a pegged order in the context of the PegOffsetType (836)
(Prior to FIX 4.4 this field was of type PriceOffset) 		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 (162) with Cancel and Replace SettlInstTransType (163) transaction types. FIX.4.2
215 NoRoutingIDs NumInGroup Number of repeating groups of RoutingID (217) and RoutingType (216) values.
See Volume 3: "Pre-Trade Message Targeting/Routing" 		FIX.4.2
216 RoutingType int Indicates the type of RoutingID (217) 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 Spread PriceOffset For Fixed Income. Either Swap Spread or Spread to Benchmark depending upon the order type.
Spread to Benchmark: 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 BenchmarkCurveName (22) field). Note: Basis points can be negative.
Swap Spread: Target spread for a swap. 		FIX.4.2
220 BenchmarkCurveCurrency Currency Identifies currency used for benchmark curve. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) 		FIX.4.2
221 BenchmarkCurveName String Name of benchmark curve.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
Value SymbolicName Description Added Updated Deprecated
EONIA EONIA EONIA FIX.4.4EP-1
EUREPO EUREPO EUREPO FIX.4.4EP-1
Euribor Euribor Euribor FIX.4.3
FutureSWAP FutureSWAP FutureSWAP FIX.4.3
LIBID LIBID LIBID FIX.4.3
LIBOR LIBOR LIBOR (London Inter-Bank Offer) FIX.4.3
MuniAAA MuniAAA MuniAAA FIX.4.3
OTHER OTHER OTHER FIX.4.3
Pfandbriefe Pfandbriefe Pfandbriefe FIX.4.3
SONIA SONIA SONIA FIX.4.4EP-1
SWAP SWAP SWAP FIX.4.3
Treasury Treasury Treasury FIX.4.3
FIX.4.2
222 BenchmarkCurvePoint String Point on benchmark curve. Free form values: e.g. "Y", "7Y", "INTERPOLATED".
Sample values:
M = combination of a number between 1-12 and a "M" for month
Y = combination of number between 1-100 and a "Y" for year}
10Y-OLD = see above, then add "-OLD" when appropriate
INTERPOLATED = the point is mathematically derived
2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon
See Fixed Income-specific documentation at http://www.fixprotocol.org for additional values.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) 		FIX.4.2
223 CouponRate Percentage The rate of interest that, when multiplied by the principal, par value, or face value of a bond, provides the currency amount of the periodic interest payment. The coupon is always cited, along with maturity, in any quotation of a bond's price. FIX.4.2
224 CouponPaymentDate LocalMktDate Date interest is to be paid. Used in identifying Corporate Bond issues.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate) 		FIX.4.2
225 IssueDate LocalMktDate The date on which a bond or stock offering is issued. It may or may not be the same as the effective date ("Dated Date") or the date on which interest begins to accrue ("Interest Accrual Date")
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate) 		FIX.4.2
226 RepurchaseTerm int Number of business days before repurchase of a repo. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) FIX.4.2 FIX.4.4
227 RepurchaseRate Percentage Percent of par at which a Repo will be repaid. Represented as a percent, e.g. .9525 represents 95-/4 percent of par. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) FIX.4.2 FIX.4.4
228 Factor float For Fixed Income: Amorization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than . In TIPS securities this is the Inflation index.
Qty * Factor * Price = Gross Trade Amount
For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract.
(Qty * Price) * Factor = Nominal Value
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) 		FIX.4.2
229 TradeOriginationDate LocalMktDate Used with Fixed Income for Muncipal New Issue Market. Agreement in principal between counter-parties prior to actual trade date.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate) 		FIX.4.2
230 ExDate LocalMktDate The date when a distribution of interest is deducted from a securities assets or set aside for payment to bondholders. On the ex-date, the securities price drops by the amount of the distribution (plus or minus any market activity).
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate) 		FIX.4.2
231 ContractMultiplier float Specifies the ratio or multiply factor to convert from "nominal" units (e.g. contracts) to total units (e.g. shares) (e.g. 1.0, 100, 1000, etc). Applicable For Fixed Income, Convertible Bonds, Derivatives, etc.
In general quantities for all calsses should be expressed in the basic unit of the instrument, e.g. shares for equities, norminal or par amount for bonds, currency for foreign exchange. When quantity is expressed in contracts, e.g. financing transactions and bond trade reporting, ContractMutliplier should contain the number of units in one contract and can be omitted if the multiplier is the default amount for the instrument, i.e. 1,000 par of bonds, 1,000,000 par for financing transactions. 		FIX.4.2
232 NoStipulations NumInGroup Number of stipulation entries
(Note tag # was reserved in FIX 4.1, added in FIX 4.3). 		FIX.4.2
233 StipulationType String For Fixed Income.
Type of Stipulation.
Other types may be used by mutual agreement of the counterparties.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
Value SymbolicName Description Added Updated Deprecated
AMT AlternativeMinimumTax Alternative Minimum Tax (Y/N) FIX.4.4
AUTOREINV AutoReinvestment Auto Reinvestment at or better FIX.4.4
BANKQUAL BankQualified Bank qualified (Y/N) FIX.4.4
BGNCON BargainConditions Bargain conditions (see StipulationValue (234) for values) FIX.4.4
COUPON CouponRange Coupon range FIX.4.4
CURRENCY ISOCurrencyCode ISO Currency Code FIX.4.4
CUSTOMDATE CustomStart Custom start/end date FIX.4.4
GEOG Geographics Geographics and % range (ex. 234=CA 0-80 [minimum of 80% California assets]) FIX.4.3
HAIRCUT ValuationDiscount Valuation Discount FIX.4.4
INSURED Insured Insured (Y/N) FIX.4.4
ISSUE IssueDate Year Or Year/Month of Issue (ex. 234=2002/09) FIX.4.3
ISSUER Issuer Issuer's ticker FIX.4.4
ISSUESIZE IssueSizeRange issue size range FIX.4.4
LOOKBACK LookbackDays Lookback Days FIX.4.4
LOT ExplicitLotIdentifier Explicit lot identifier FIX.4.4
LOTVAR LotVariance Lot Variance (value in percent maximum over- or under-allocation allowed) FIX.4.3
MAT MaturityYearAndMonth Maturity Year And Month FIX.4.3
MATURITY MaturityRange Maturity range FIX.4.4
MAXSUBS MaximumSubstitutions Maximum substitutions (Repo) FIX.4.4
MINDNOM MinimumDenomination Minimum denomination FIX.4.4
MININCR MinimumIncrement Minimum increment FIX.4.4
MINQTY MinimumQuantity Minimum quantity FIX.4.4
PAYFREQ PaymentFrequency Payment frequency, calendar FIX.4.4
PIECES NumberOfPieces Number Of Pieces FIX.4.3
PMAX PoolsMaximum Pools Maximum FIX.4.3
PPL PoolsPerLot Pools per Lot FIX.4.3
PPM PoolsPerMillion Pools per Million FIX.4.3
PPT PoolsPerTrade Pools per Trade FIX.4.3
PRICE PriceRange Price Range FIX.4.4
PRICEFREQ PricingFrequency Pricing frequency FIX.4.4
PROD ProductionYear Production Year FIX.4.3
PROTECT CallProtection Call protection FIX.4.4
PURPOSE Purpose Purpose FIX.4.4
PXSOURCE BenchmarkPriceSource Benchmark price source FIX.4.4
RATING RatingSourceAndRange Rating source and range FIX.4.4
REDEMPTION TypeOfRedemption Type Of Redemption - values are: NonCallable, Prefunded, EscrowedToMaturity, Putable, Convertible FIX.4.4
RESTRICTED Restricted Restricted (Y/N) FIX.4.4
SECTOR MarketSector Market Sector FIX.4.4
SECTYPE SecurityTypeIncludedOrExcluded Security Type included or excluded FIX.4.4
STRUCT Structure Structure FIX.4.4
SUBSFREQ SubstitutionsFrequency Substitutions frequency (Repo) FIX.4.4
SUBSLEFT SubstitutionsLeft Substitutions left (Repo) FIX.4.4
TEXT FreeformText Freeform Text FIX.4.4
TRDVAR TradeVariance Trade Variance (value in percent maximum over- or under-allocation allowed) FIX.4.3
WAC WeightedAverageCoupon Weighted Average Coupon - value in percent (exact or range) plus "Gross" or "Net" of servicing spread (the default) (ex. 234=6.5-Net [minimum of 6.5% net of servicing fee]) FIX.4.3
WAL WeightedAverageLifeCoupon Weighted Average Life Coupon - value in percent (exact or range) FIX.4.3
WALA WeightedAverageLoanAge Weighted Average Loan Age - value in months (exact or range) FIX.4.3
WAM WeightedAverageMaturity Weighted Average Maturity - value in months (exact or range) FIX.4.3
WHOLE WholePool Whole Pool (Y/N) FIX.4.4
YIELD YieldRange Yield Range FIX.4.4
ABS AbsolutePrepaymentSpeed Absolute Prepayment Speed FIX.4.3
CPP ConstantPrepaymentPenalty Constant Prepayment Penalty FIX.4.3
CPR ConstantPrepaymentRate Constant Prepayment Rate FIX.4.3
CPY ConstantPrepaymentYield Constant Prepayment Yield FIX.4.3
HEP FinalCPROfHomeEquityPrepaymentCurve final CPR of Home Equity Prepayment Curve FIX.4.3
MHP PercentOfManufacturedHousingPrepaymentCurve Percent of Manufactured Housing Prepayment Curve FIX.4.3
MPR MonthlyPrepaymentRate Monthly Prepayment Rate FIX.4.3
PPC PercentOfProspectusPrepaymentCurve Percent of Prospectus Prepayment Curve FIX.4.3
PSA PercentOfBMAPrepaymentCurve Percent of BMA Prepayment Curve FIX.4.3
SMM SingleMonthlyMortality Single Monthly Mortality FIX.4.3
FIX.4.2
234 StipulationValue String For Fixed Income. Value of stipulation.
The expression can be an absolute single value or a combination of values and logical operators:
< value
> value
<= value
>= value
value
value – value2
value OR value2
value AND value2
YES
NO
Bargain conditions recognized by the London Stock Exchange – to be used when StipulationType is "BGNCON".
CD = Special cum Dividend
XD = Special ex Dividend
CC = Special cum Coupon
XC = Special ex Coupon
CB = Special cum Bonus
XB = Special ex Bonus
CR = Special cum Rights
XR = Special ex Rights
CP = Special cum Capital Repayments
XP = Special ex Capital Repayments
CS = Cash Settlement
SP = Special Price
TR = Report for European Equity Market Securities in accordance with Chapter 8 of the Rules.
GD = Guaranteed Delivery
Values for StipulationType = "PXSOURCE":
BB GENERIC
BB FAIRVALUE
BROKERTEC
ESPEED
GOVPX
HILLIARD FARBER
ICAP
TRADEWEB
TULLETT LIBERTY
If a particular side of the market is wanted append /BID /OFFER or /MID.
plus appropriate combinations of the above and other expressions by mutual agreement of the counterparties.
Examples: ">=60", ".25", "ORANGE OR CONTRACOSTA", etc.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) 		FIX.4.2
235 YieldType String Type of yield. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)
Value SymbolicName Description Added Updated Deprecated
AFTERTAX AfterTaxYield After Tax Yield (Municipals) FIX.4.3
ANNUAL AnnualYield Annual Yield FIX.4.3
ATISSUE YieldAtIssue Yield At Issue (Municipals) FIX.4.3
AVGMATURITY YieldToAverageMaturity Yield To Avg Maturity FIX.4.3
BOOK BookYield Book Yield FIX.4.3
CALL YieldToNextCall Yield to Next Call FIX.4.3
CHANGE YieldChangeSinceClose Yield Change Since Close FIX.4.3
CLOSE ClosingYield Closing Yield FIX.4.3
COMPOUND CompoundYield Compound Yield FIX.4.3
CURRENT CurrentYield Current Yield FIX.4.3
GOVTEQUIV GvntEquivalentYield Gvnt Equivalent Yield FIX.4.3
GROSS TrueGrossYield True Gross Yield FIX.4.3
INFLATION YieldWithInflationAssumption Yield with Inflation Assumption FIX.4.3
INVERSEFLOATER InverseFloaterBondYield Inverse Floater Bond Yield FIX.4.3
LASTCLOSE MostRecentClosingYield Most Recent Closing Yield FIX.4.3
LASTMONTH ClosingYieldMostRecentMonth Closing Yield Most Recent Month FIX.4.3
LASTQUARTER ClosingYieldMostRecentQuarter Closing Yield Most Recent Quarter FIX.4.3
LASTYEAR ClosingYieldMostRecentYear Closing Yield Most Recent Year FIX.4.3
LONGAVGLIFE YieldToLongestAverageLife Yield to Longest Average Life FIX.4.3
MARK MarkToMarketYield Mark to Market Yield FIX.4.3
MATURITY YieldToMaturity Yield to Maturity FIX.4.3
NEXTREFUND YieldToNextRefund Yield to Next Refund (Sinking Fund Bonds) FIX.4.3
OPENAVG OpenAverageYield Open Average Yield FIX.4.3
PREVCLOSE PreviousCloseYield Previous Close Yield FIX.4.3
PROCEEDS ProceedsYield Proceeds Yield FIX.4.3
PUT YieldToNextPut Yield to Next Put FIX.4.3
SEMIANNUAL SemiAnnualYield Semi-annual Yield FIX.4.3
SHORTAVGLIFE YieldToShortestAverageLife Yield to Shortest Average Life FIX.4.3
SIMPLE SimpleYield Simple Yield FIX.4.3
TAXEQUIV TaxEquivalentYield Tax Equivalent Yield FIX.4.3
TENDER YieldToTenderDate Yield to Tender Date FIX.4.3
TRUE TrueYield True Yield FIX.4.3
VALUE1_32 YieldValueOf32nds Yield Value Of 1/32 FIX.4.4EP-1
WORST YieldToWorst Yield To Worst FIX.4.3
FIX.4.2
236 Yield Percentage Yield percentage.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) 		FIX.4.2
237 TotalTakedown Amt The price at which the securities are distributed to the different members of an underwriting group for the primary market in Municipals, total gross underwriter's spread.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) 		FIX.4.2
238 Concession Amt Provides the reduction in price for the secondary market in Muncipals.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) 		FIX.4.2
239 RepoCollateralSecurityType String Identifies the collateral used in the transaction.
Valid values: see SecurityType (167) field (Note tag # was reserved in FIX 4.1, added in FIX 4.3) 		FIX.4.3 FIX.4.4
240 RedemptionDate LocalMktDate Return of investor's principal in a security. Bond redemption can occur before maturity date.(Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) FIX.4.2 FIX.4.4
241 UnderlyingCouponPaymentDate LocalMktDate Underlying security’s CouponPaymentDate.
See CouponPaymentDate (224) field for description
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate) 		FIX.4.2
242 UnderlyingIssueDate LocalMktDate Underlying security’s IssueDate.
See IssueDate (225) field for description
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate) 		FIX.4.2
243 UnderlyingRepoCollateralSecurityType String Underlying security's RepoCollateralSecurityType. See RepoCollateralSecurityType (239) field for description.(Note tag # was reserved in FIX 4.1, added in FIX 4.3) FIX.4.3 FIX.4.4
244 UnderlyingRepurchaseTerm int Underlying security's RepurchaseTerm. See RepurchaseTerm (226) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) FIX.4.2 FIX.4.4
245 UnderlyingRepurchaseRate Percentage Underlying security's RepurchaseRate. See RepurchaseRate (227) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) FIX.4.2 FIX.4.4
246 UnderlyingFactor float Underlying security’s Factor.
See Factor (228) field for description
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) 		FIX.4.2
247 UnderlyingRedemptionDate LocalMktDate Underlying security's RedemptionDate. See RedemptionDate (240) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) FIX.4.2 FIX.4.4
248 LegCouponPaymentDate LocalMktDate Multileg instrument's individual leg security’s CouponPaymentDate.
See CouponPaymentDate (224) field for description
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate) 		FIX.4.2
249 LegIssueDate LocalMktDate Multileg instrument's individual leg security’s IssueDate.
See IssueDate (225) field for description
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate) 		FIX.4.2
250 LegRepoCollateralSecurityType String Multileg instrument's individual leg security's RepoCollateralSecurityType. See RepoCollateralSecurityType (239) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) FIX.4.3 FIX.4.4
251 LegRepurchaseTerm int Multileg instrument's individual leg security's RepurchaseTerm. See RepurchaseTerm (226) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) FIX.4.2 FIX.4.4
252 LegRepurchaseRate Percentage Multileg instrument's individual leg security's RepurchaseRate. See RepurchaseRate (227) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) FIX.4.2 FIX.4.4
253 LegFactor float Multileg instrument's individual leg security’s Factor.
See Factor (228) field for description
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) 		FIX.4.2
254 LegRedemptionDate LocalMktDate Multileg instrument's individual leg security's RedemptionDate. See RedemptionDate (240) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) FIX.4.2 FIX.4.4
255 CreditRating String An evaluation of a company's ability to repay obligations or its likelihood of not defaulting. These evaluation are provided by Credit Rating Agencies, i.e. S&P, Moody's.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) 		FIX.4.2
256 UnderlyingCreditRating String Underlying security’s CreditRating.
See CreditRating (255) field for description
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) 		FIX.4.2
257 LegCreditRating String Multileg instrument's individual leg security’s CreditRating.
See CreditRating (255) field for description
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) 		FIX.4.2
258 TradedFlatSwitch Boolean Driver and part of trade in the event that the Security Master file was wrong at the point of entry(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
Value SymbolicName Description Added Updated Deprecated
N NotTradedFlat Not Traded Flat FIX.4.3
Y TradedFlat Traded Flat FIX.4.3
FIX.4.2
259 BasisFeatureDate LocalMktDate BasisFeatureDate allows requesting firms within fixed income the ability to request an alternative yield-to-worst, -maturity, -extended or other call. This flows through the confirm process.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate) 		FIX.4.2
260 BasisFeaturePrice Price Price for BasisFeatureDate.
See BasisFeatureDate (259)
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) 		FIX.4.2
262 MDReqID String Unique identifier for Market Data Request FIX.4.2
263 SubscriptionRequestType char Subscription Request Type
Value SymbolicName Description Added Updated Deprecated
0 Snapshot Snapshot FIX.4.2
1 SnapshotAndUpdates Snapshot + Updates (Subscribe) FIX.4.2
2 DisablePreviousSnapshot Disable previous Snapshot + Update Request (Unsubscribe) FIX.4.2
FIX.4.2
264 MarketDepth int Depth of market for Book Snapshot FIX.4.2
265 MDUpdateType int Specifies the type of Market Data update.
Value SymbolicName Description Added Updated Deprecated
0 FullRefresh Full refersh FIX.4.2
1 IncrementalRefresh Incremental refres FIX.4.2
FIX.4.2
266 AggregatedBook Boolean Specifies whether or not book entries should be aggregated. (Not specified) = broker option
Value SymbolicName Description Added Updated Deprecated
Y BookEntriesToBeAggregated book entries to be aggregated FIX.4.4EP34
N BookEntriesShouldNotBeAggregated book entries should not be aggregated FIX.4.4EP34
FIX.4.2
267 NoMDEntryTypes NumInGroup Number of MDEntryType (269) fields requested. FIX.4.2
268 NoMDEntries NumInGroup Number of entries in Market Data message. FIX.4.2
269 MDEntryType char Type Market Data entry.
Value SymbolicName Description Added Updated Deprecated
0 Bid Bid FIX.4.2
1 Offer Offer FIX.4.2
2 Trade Trade FIX.4.2
3 IndexValue Index Value FIX.4.2
4 OpeningPrice Opening Price FIX.4.2
5 ClosingPrice Closing Price FIX.4.2
6 SettlementPrice Settlement Price FIX.4.2
7 TradingSessionHighPrice Trading Session High Price FIX.4.2
8 TradingSessionLowPrice Trading Session Low Price FIX.4.2
9 TradingSessionVWAPPrice Trading Session VWAP Price FIX.4.2
A Imbalance Imbalance FIX.4.3
B TradeVolume Trade Volume FIX.4.4
C OpenInterest Open Interest FIX.4.4
D CompositeUnderlyingPrice Composite Underlying Price FIX.4.4EP4
E SimulatedSellPrice Simulated Sell Price FIX.4.4EP7
F SimulatedBuyPrice Simulated Buy Price FIX.4.4EP7
G MarginRate Margin Rate FIX.4.4EP7
H MidPrice Mid Price FIX.4.4EP7
J EmptyBook Empty Book FIX.4.4EP7
K SettleHighPrice Settle High Price FIX.4.4EP7
L SettleLowPrice Settle Low Price FIX.4.4EP7
M PriorSettlePrice Prior Settle Price FIX.4.4EP7
N SessionHighBid Session High Bid FIX.4.4EP7
O SessionLowOffer Session Low Offer FIX.4.4EP7
P EarlyPrices Early Prices FIX.4.4EP8
Q AuctionClearingPrice Auction Clearing Price FIX.4.4EP26
FIX.4.2
270 MDEntryPx Price Price of the Market Data Entry. FIX.4.2
271 MDEntrySize Qty Quantity or volume represented by the Market Data Entry. FIX.4.2
272 MDEntryDate UTCDateOnly Date of Market Data Entry.
(prior to FIX 4.4 field was of type UTCDate) 		FIX.4.2
273 MDEntryTime UTCTimeOnly Time of Market Data Entry. FIX.4.2
274 TickDirection char Direction of the "tick".
Value SymbolicName Description Added Updated Deprecated
0 PlusTick Plus Tick FIX.4.2
1 ZeroPlusTick Zero-Plus Tick FIX.4.2
2 MinusTick Minus Tick FIX.4.2
3 ZeroMinusTick Zero-Minus Tick FIX.4.2
FIX.4.2
275 MDMkt Exchange Market posting quote / trade.
Valid values:
See "Appendix 6-C" 		FIX.4.2 FIX.5.0
276 QuoteCondition MultipleStringValue Space-delimited list of conditions describing a quote.
Value SymbolicName Description Added Updated Deprecated
A Open Open/Active FIX.4.2
B Closed Closed/Inactive FIX.4.2
C ExchangeBest Exchange Best FIX.4.2
D ConsolidatedBest Consolidated Best FIX.4.2
E Locked Locked FIX.4.2
F Crossed Crossed FIX.4.2
G Depth Depth FIX.4.2
H FastTrading Fast Trading FIX.4.2
I NonFirm Non-Firm FIX.4.2
L Manual Manual/Slow Quote FIX.4.4EP6
J OutrightPrice Outright Price FIX.4.4EP7
K ImpliedPrice Implied Price FIX.4.4EP7
M DepthOnOffer Depth on Offer FIX.4.4EP7
N DepthOnBid Depth on Bid FIX.4.4EP7
O Closing Closing FIX.4.4EP7
P NewsDissemination News Dissemination FIX.4.4EP7
Q TradingRange Trading Range FIX.4.4EP7
R OrderInflux Order Influx FIX.4.4EP7
S DueToRelated Due to Related FIX.4.4EP7
T NewsPending News Pending FIX.4.4EP7
U AdditionalInfo Additional Info FIX.4.4EP7
V AdditionalInfoDueToRelated Additional Info due to related FIX.4.4EP7
W Resume Resume FIX.4.4EP7
X ViewOfCommon View of Common FIX.4.4EP7
Y VolumeAlert Volume Alert FIX.4.4EP7
Z OrderImbalance Order Imbalance FIX.4.4EP7
a EquipmentChangeover Equipment Changeover FIX.4.4EP7
b NoOpen No Open / No Resume FIX.4.4EP7
c RegularETH Regular ETH FIX.4.4EP7
d AutomaticExecution Automatic Execution FIX.4.4EP7
e AutomaticExecutionETH Automatic Execution ETH FIX.4.4EP7
f FastMarketETH Fast Market ETH FIX.4.4EP-1
g InactiveETH Inactive ETH FIX.4.4EP7
h Rotation Rotation FIX.4.4EP7
i RotationETH Rotation ETH FIX.4.4EP7
j Halt Halt FIX.4.4EP7
k HaltETH Halt ETH FIX.4.4EP7
l DueToNewsDissemination Due to News Dissemination FIX.4.4EP7
m DueToNewsPending Due to News Pending FIX.4.4EP7
n TradingResume Trading Resume FIX.4.4EP7
o OutOfSequence Out of Sequence FIX.4.4EP7
p BidSpecialist Bid Specialist FIX.4.4EP7
q OfferSpecialist Offer Specialist FIX.4.4EP7
r BidOfferSpecialist Bid Offer Specialist FIX.4.4EP7
s EndOfDaySAM End of Day SAM FIX.4.4EP7
t ForbiddenSAM Forbidden SAM FIX.4.4EP7
u FrozenSAM Frozen SAM FIX.4.4EP7
v PreOpeningSAM PreOpening SAM FIX.4.4EP7
w OpeningSAM Opening SAM FIX.4.4EP7
x OpenSAM Open SAM FIX.4.4EP7
y SurveillanceSAM Surveillance SAM FIX.4.4EP7
z SuspendedSAM Suspended SAM FIX.4.4EP7
0 ReservedSAM Reserved SAM FIX.4.4EP7
1 NoActiveSAM No Active SAM FIX.4.4EP7
2 Restricted Restricted FIX.4.4EP7
FIX.4.2
277 TradeCondition MultipleStringValue Space-delimited list of conditions describing a trade
Value SymbolicName Description Added Updated Deprecated
A Cash Cash (only) Market FIX.4.2
B AveragePriceTrade Average Price Trade FIX.4.2
C CashTrade Cash Trade (same day clearing) FIX.4.2
D NextDay Next Day (only)Market FIX.4.2
E Opening Opening/Reopening Trade Detail FIX.4.2
F IntradayTradeDetail Intraday Trade Detail FIX.4.2
G Rule127Trade Rule 127 Trade (NYSE) FIX.4.2
H Rule155Trade Rule 155 Trade (AMEX) FIX.4.2
I SoldLast Sold Last (late reporting) FIX.4.2
J NextDayTrade Next Day Trade (next day clearing) FIX.4.2
K Opened Opened (late report of opened trade) FIX.4.2
L Seller Seller FIX.4.2
M Sold Sold (out of sequence) FIX.4.2
N StoppedStock Stopped Stock (guarantee of price but does not execute the order) FIX.4.2
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
S BargainCondition Bargain Condition (LSE) FIX.4.4EP7
T ConvertedPriceIndicator Converted Price Indicator FIX.4.4EP7
U ExchangeLast Exchange Last FIX.4.4EP7
V FinalPriceOfSession Final Price of Session FIX.4.4EP7
W ExPit Ex-pit FIX.4.4EP7
X Crossed Crossed FIX.4.4EP7
Y TradesResultingFromManual Trades resulting from manual/slow quote FIX.4.4EP6
Z TradesResultingFromIntermarketSweep Trades resulting from intermarket sweep FIX.4.4EP6
a VolumeOnly Volume Only FIX.4.4EP7
b DirectPlus Direct Plus FIX.4.4EP7
c Acquisition Acquisition FIX.4.4EP7
d Bunched Bunched FIX.4.4EP7
e Distribution Distribution FIX.4.4EP7
f BunchedSale Bunched Sale FIX.4.4EP7
g SplitTrade Split Trade FIX.4.4EP7
h CancelStopped Cancel Stopped FIX.4.4EP7
i CancelETH Cancel ETH FIX.4.4EP7
j CancelStoppedETH Cancel Stopped ETH FIX.4.4EP7
k OutOfSequenceETH Out of Sequence ETH FIX.4.4EP7
l CancelLastETH Cancel Last ETH FIX.4.4EP7
m SoldLastSaleETH Sold Last Sale ETH FIX.4.4EP7
n CancelLast Cancel Last FIX.4.4EP7
o SoldLastSale Sold Last Sale FIX.4.4EP7
p CancelOpen Cancel Open FIX.4.4EP7
q CancelOpenETH Cancel Open ETH FIX.4.4EP7
r OpenedSaleETH Opened Sale ETH FIX.4.4EP7
s CancelOnly Cancel Only FIX.4.4EP7
t CancelOnlyETH Cancel Only ETH FIX.4.4EP7
u LateOpenETH Late Open ETH FIX.4.4EP7
v AutoExecutionETH Auto Execution ETH FIX.4.4EP7
w Reopen Reopen FIX.4.4EP7
x ReopenETH Reopen ETH FIX.4.4EP7
y Adjusted Adjusted FIX.4.4EP7
z AdjustedETH Adjusted ETH FIX.4.4EP7
AA Spread Spread FIX.4.4EP7
AB SpreadETH Spread ETH FIX.4.4EP7
AC Straddle Straddle FIX.4.4EP7
AD StraddleETH Straddle ETH FIX.4.4EP7
AE Stopped Stopped FIX.4.4EP7
AF StoppedETH Stopped ETH FIX.4.4EP7
AG RegularETH Regular ETH FIX.4.4EP7
AH Combo Combo FIX.4.4EP7
AI ComboETH Combo ETH FIX.4.4EP7
AJ OfficialClosingPrice Official Closing Price FIX.4.4EP7
AK PriorReferencePrice Prior Reference Price FIX.4.4EP7
0 Cancel Cancel FIX.4.4EP7
AL StoppedSoldLast Stopped Sold Last FIX.4.4EP7
AM StoppedOutOfSequence Stopped Out of Sequence FIX.4.4EP7
AN OfficalClosingPrice Offical Closing Price FIX.4.4EP7
AO CrossedOld Crossed (duplicate enumeration - use 'X' instead) FIX.4.4EP7
AP FastMarket Fast Market FIX.4.4EP7
AQ AutomaticExecution Automatic Execution FIX.4.4EP7
AR FormT Form T FIX.4.4EP7
AS BasketIndex Basket Index FIX.4.4EP7
AT BurstBasket Burst Basket FIX.4.4EP7
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
3 DeleteThru Delete Thru FIX.4.4EP7
4 DeleteFrom Delete From FIX.4.4EP7
FIX.4.2
280 MDEntryRefID String Refers to a previous MDEntryID (278). FIX.4.2
281 MDReqRejReason char Reason for the rejection of a Market Data request.
Value SymbolicName Description Added Updated Deprecated
0 UnknownSymbol Unknown symbol FIX.4.2
1 DuplicateMDReqID Duplicate MDReqID FIX.4.2
2 InsufficientBandwidth Insufficient Bandwidth FIX.4.2
3 InsufficientPermissions Insufficient Permissions FIX.4.2
4 UnsupportedSubscriptionRequestType Unsupported SubscriptionRequestType FIX.4.2
5 UnsupportedMarketDepth Unsupported MarketDepth FIX.4.2
6 UnsupportedMDUpdateType Unsupported MDUpdateType FIX.4.2
7 UnsupportedAggregatedBook Unsupported AggregatedBook FIX.4.2
8 UnsupportedMDEntryType Unsupported MDEntryType FIX.4.2
9 UnsupportedTradingSessionID Unsupported TradingSessionID FIX.4.3
A UnsupportedScope Unsupported Scope FIX.4.3
B UnsupportedOpenCloseSettleFlag Unsupported OpenCloseSettleFlag FIX.4.3
C UnsupportedMDImplicitDelete Unsupported MDImplicitDelete FIX.4.3
D InsufficientCredit Insufficient credit FIX.4.4EP21
FIX.4.2
282 MDEntryOriginator String Originator of a Market Data Entry FIX.4.2 FIX.5.0
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 Cancellation / Trade Bust FIX.4.2
1 Error Error FIX.4.2
FIX.4.2
286 OpenCloseSettlFlag MultipleCharValue Flag that identifies a market data entry. (Prior to FIX 4.3 this field was of type char)
Value SymbolicName Description Added Updated Deprecated
0 DailyOpen Daily Open / Close / Settlement entry FIX.4.2
1 SessionOpen Session Open / Close / Settlement entry FIX.4.2
2 DeliverySettlementEntry Delivery Settlement entry FIX.4.2
3 ExpectedEntry Expected entry FIX.4.3
4 EntryFromPreviousBusinessDay Entry from previous business day FIX.4.3
5 TheoreticalPriceValue Theoretical Price value FIX.4.4
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 . FIX.4.2
291 FinancialStatus MultipleCharValue Identifies a firm's or a security's financial status
Value SymbolicName Description Added Updated Deprecated
1 Bankrupt Bankrupt FIX.4.2
2 PendingDelisting Pending delisting FIX.4.3
3 Restricted Restricted FIX.4.4EP12
FIX.4.2
292 CorporateAction MultipleCharValue Identifies the type of Corporate Action.
Value SymbolicName Description Added Updated Deprecated
A ExDividend Ex-Dividend FIX.4.2
B ExDistribution Ex-Distribution FIX.4.2
C ExRights Ex-Rights FIX.4.2
D New New FIX.4.2
E ExInterest Ex-Interest FIX.4.2
F CashDividend Cash Dividend FIX.4.4EP4
G StockDividend Stock Dividend FIX.4.4EP4
H NonIntegerStockSplit Non-Integer Stock Split FIX.4.4EP4
I ReverseStockSplit Reverse Stock Split FIX.4.4EP4
J StandardIntegerStockSplit Standard-Integer Stock Split FIX.4.4EP4
K PositionConsolidation Position Consolidation FIX.4.4EP4
L LiquidationReorganization Liquidation Reorganization FIX.4.4EP4
M MergerReorganization Merger Reorganization FIX.4.4EP4
N RightsOffering Rights Offering FIX.4.4EP4
O ShareholderMeeting Shareholder Meeting FIX.4.4EP4
P Spinoff Spinoff FIX.4.4EP4
Q TenderOffer Tender Offer FIX.4.4EP4
R Warrant Warrant FIX.4.4EP4
S SpecialAction Special Action FIX.4.4EP4
T SymbolConversion Symbol Conversion FIX.4.4EP4
U CUSIP CUSIP / Name Change FIX.4.4EP4
V LeapRollover Leap Rollover FIX.4.4EP8
FIX.4.2
293 DefBidSize Qty Default Bid Size. FIX.4.2
294 DefOfferSize Qty Default Offer Size. FIX.4.2
295 NoQuoteEntries NumInGroup The number of quote entries for a QuoteSet. FIX.4.2
296 NoQuoteSets NumInGroup The number of sets of quotes in the message. FIX.4.2
297 QuoteStatus int Identifies the status of the quote acknowledgement.
Value SymbolicName Description Added Updated Deprecated
0 Accepted Accepted FIX.4.2
1 CancelForSymbol Cancel for Symbol(s) FIX.4.2
2 CanceledForSecurityType Canceled for Security Type(s) FIX.4.2
3 CanceledForUnderlying Canceled for Underlying FIX.4.2
4 CanceledAll Canceled All FIX.4.2
5 Rejected Rejected FIX.4.2
6 RemovedFromMarket Removed from Market FIX.4.3
7 Expired Expired FIX.4.3
8 Query Query FIX.4.3
9 QuoteNotFound Quote Not Found FIX.4.3
10 Pending Pending FIX.4.3
11 Pass Pass FIX.4.4
12 LockedMarketWarning Locked Market Warning FIX.4.4
13 CrossMarketWarning Cross Market Warning FIX.4.4
14 CanceledDueToLockMarket Canceled Due To Lock Market FIX.4.4
15 CanceledDueToCrossMarket Canceled Due To Cross Market FIX.4.4
FIX.4.2
298 QuoteCancelType int Identifies the type of quote cancel.
Value SymbolicName Description Added Updated Deprecated
1 CancelForOneOrMoreSecurities Cancel for Symbol(s) FIX.4.2
2 CancelForSecurityType Cancel for Security Type(s) FIX.4.2
3 CancelForUnderlyingSecurity Cancel for Underlying Symbol FIX.4.2
4 CancelAllQuotes Cancel All Quotes FIX.4.2
5 CancelQuoteSpecifiedInQuoteID Cancel quote specified in QuoteID FIX.4.4EP21
FIX.4.2
299 QuoteEntryID String Uniquely identifies the quote as part of a QuoteSet. FIX.4.2
300 QuoteRejectReason int Reason Quote was rejected:
Value SymbolicName Description Added Updated Deprecated
1 UnknownSymbol Unknown Symbol (security) FIX.4.2
2 Exchange Exchange (Security) closed FIX.4.2
3 QuoteRequestExceedsLimit Quote Request exceeds limit FIX.4.2
4 TooLateToEnter Too late to enter FIX.4.2
5 UnknownQuote Unknown Quote FIX.4.2
6 DuplicateQuote Duplicate Quote FIX.4.2
7 InvalidBid Invalid bid/ask spread FIX.4.2
8 InvalidPrice Invalid price FIX.4.2
9 NotAuthorizedToQuoteSecurity Not authorized to quote security FIX.4.2
99 Other Other FIX.4.4
FIX.4.2
301 QuoteResponseLevel int Level of Response requested from receiver of quote messages.
Value SymbolicName Description Added Updated Deprecated
0 NoAcknowledgement No Acknowledgement (default) FIX.4.2
1 AcknowledgeOnlyNegativeOrErroneousQuotes Acknowledge only negative or erroneous quotes FIX.4.2
2 AcknowledgeEachQuoteMessage Acknowledge each quote messages FIX.4.2
FIX.4.2
302 QuoteSetID String Unique id for the Quote Set. FIX.4.2
303 QuoteRequestType int Indicates the type of Quote Request being generated
Value SymbolicName Description Added Updated Deprecated
1 Manual Manual FIX.4.2
2 Automatic Automatic FIX.4.2
FIX.4.2
304 TotNoQuoteEntries int Total number of quotes for the quote set across all messages. Should be the sum of all NoQuoteEntries (295) in each message that has repeating quotes that are part of the same quote set.
(Prior to FIX 4.4 this field was named TotQuoteEntries) 		FIX.4.2
305 UnderlyingSecurityIDSource String Underlying security’s SecurityIDSource.
Valid values: see SecurityIDSource (22) field 		FIX.4.2
306 UnderlyingIssuer String Underlying security’s Issuer.
See Issuer (06) field for description 		FIX.4.2
307 UnderlyingSecurityDesc String Underlying security’s SecurityDesc.
See SecurityDesc (07) field for description 		FIX.4.2
308 UnderlyingSecurityExchange Exchange Underlying security’s SecurityExchange. Can be used to identify the underlying security.
Valid values: see SecurityExchange (207) 		FIX.4.2
309 UnderlyingSecurityID String Underlying security’s SecurityID.
See SecurityID (48) field for description 		FIX.4.2
310 UnderlyingSecurityType String Underlying security’s SecurityType.
Valid values: see SecurityType (167) field
(see below for details concerning this fields use in conjunction with SecurityType=REPO)
The following applies when used in conjunction with SecurityType=REPO
Represents the general or specific type of security that underlies a financing agreement
Valid values for SecurityType=REPO:
If bonds of a particular issuer or country are wanted in an Order or are in the basket of an Execution and the SecurityType is not granular enough, include the UnderlyingIssuer (306), UnderlyingCountryOfIssue (592), UnderlyingProgram, UnderlyingRegType and/or < UnderlyingStipulations > block e.g.: 		FIX.4.2
311 UnderlyingSymbol String Underlying security’s Symbol.
See Symbol (55) field for description 		FIX.4.2
312 UnderlyingSymbolSfx String Underlying security’s SymbolSfx.
See SymbolSfx (65) field for description 		FIX.4.2
313 UnderlyingMaturityMonthYear MonthYear Underlying security’s MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate (542) field.
See MaturityMonthYear (200) 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 (202) field for description 		FIX.4.2
317 UnderlyingOptAttribute char Underlying security’s OptAttribute.
See OptAttribute (206) field for description 		FIX.4.2
318 UnderlyingCurrency Currency Underlying security’s Currency.
See Currency (5) field for description and valid values 		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
1 AcceptAsIs Accept security proposal as-is FIX.4.2
2 AcceptWithRevisions Accept security proposal with revisions as indicated in the message FIX.4.2
3 ListOfSecurityTypesReturnedPerRequest List of security types returned per request FIX.4.2
4 ListOfSecuritiesReturnedPerRequest List of securities returned per request FIX.4.2
5 RejectSecurityProposal Reject security proposal FIX.4.2
6 CannotMatchSelectionCriteria Cannot match selection criteria FIX.4.2
FIX.4.2
324 SecurityStatusReqID String Unique ID of a Security Status Request message. FIX.4.2
325 UnsolicitedIndicator Boolean Indicates whether or not message is being sent as a result of a subscription request or not.
Value SymbolicName Description Added Updated Deprecated
N MessageIsBeingSentAsAResultOfAPriorRequest Message is being sent as a result of a prior request FIX.4.2
Y MessageIsBeingSentUnsolicited Message is being secnt unsolicited FIX.4.2
FIX.4.2
326 SecurityTradingStatus int Identifies the trading status applicable to the transaction.
Value SymbolicName Description Added Updated Deprecated
1 OpeningDelay Opening delay FIX.4.2
2 TradingHalt Trading halt FIX.4.2
3 Resume Resume FIX.4.2
4 NoOpen No Open / No Resume FIX.4.2
5 PriceIndication Price indication FIX.4.2
6 TradingRangeIndication Trading Range Indication FIX.4.2
7 MarketImbalanceBuy Market Imbalance Buy FIX.4.2
8 MarketImbalanceSell Market Imbalance Sell FIX.4.2
9 MarketOnCloseImbalanceBuy Market on Close Imbalance Buy FIX.4.2
10 MarketOnCloseImbalanceSell Market on Close Imbalance Sell FIX.4.2
12 NoMarketImbalance No Market Imbalance FIX.4.2
13 NoMarketOnCloseImbalance No Market on Close Imbalance FIX.4.2
14 ITSPreOpening ITS Pre-opening FIX.4.2
15 NewPriceIndication New Price Indication FIX.4.2
16 TradeDisseminationTime Trade Dissemination Time FIX.4.2
17 ReadyToTrade Ready to trade (start of session) FIX.4.2
18 NotAvailableForTrading Not available for trading (end of session) FIX.4.2
19 NotTradedOnThisMarket Not traded on this market FIX.4.2
20 UnknownOrInvalid Unknown or Invalid FIX.4.2
21 PreOpen Pre-open FIX.4.3
22 OpeningRotation Opening Rotation FIX.4.3
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
D NewsDissemination News Dissemination FIX.4.2
E OrderInflux Order Influx FIX.4.2
I OrderImbalance Order Imbalance FIX.4.2
M AdditionalInformation Additional Information FIX.4.2
P NewPending New Pending FIX.4.2
X EquipmentChangeover Equipment Changeover FIX.4.2
FIX.4.2
328 InViewOfCommon Boolean Indicates whether or not the halt was due to Common Stock trading being halted.
Value SymbolicName Description Added Updated Deprecated
N HaltWasNotRelatedToAHaltOfTheCommonStock Halt was not related to a halt of the common stock FIX.4.2
Y HaltWasDueToCommonStockBeingHalted Half was due to common stock being halted FIX.4.2
FIX.4.2
329 DueToRelated Boolean Indicates whether or not the halt was due to the Related Security being halted.
Value SymbolicName Description Added Updated Deprecated
N NotRelatedToSecurityHalt Halt was not related to a halt of the related security FIX.4.2
Y RelatedToSecurityHalt Halt was due to related security being halted FIX.4.2
FIX.4.2
330 BuyVolume Qty Quantity bought. FIX.4.2
331 SellVolume Qty Quantity 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", "TOSTNET", "TOSTNET2", etc).
To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID.
Values should be bi-laterally agreed to between counterparties.
Firms may register Trading Session values on the FIX website (presently a document maintained within "ECN and Exchanges" working group section). 		FIX.4.2
337 ContraTrader String Identifies the trader (e.g. "badge number") of the ContraBroker. FIX.4.2
338 TradSesMethod int Method of trading
Value SymbolicName Description Added Updated Deprecated
1 Electronic Electronic FIX.4.2
2 OpenOutcry Open Outcry FIX.4.2
3 TwoParty Two Party FIX.4.2
FIX.4.2
339 TradSesMode int Trading Session Mode
Value SymbolicName Description Added Updated Deprecated
1 Testing Testing FIX.4.2
2 Simulated Simulated FIX.4.2
3 Production Production FIX.4.2
FIX.4.2
340 TradSesStatus int State of the trading session.
Value SymbolicName Description Added Updated Deprecated
0 Unknown Unknown FIX.4.3
1 Halted Halted FIX.4.2
2 Open Open FIX.4.2
3 Closed Closed FIX.4.2
4 PreOpen Pre-Open FIX.4.2
5 PreClose Pre-Close FIX.4.2
6 RequestRejected Request Rejected 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. FIX.4.2
348 EncodedIssuerLen Length Byte length of encoded (non-ASCII characters) EncodedIssuer (349) field. FIX.4.2
349 EncodedIssuer data Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding (347) 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 (351) field. FIX.4.2
351 EncodedSecurityDesc data Encoded (non-ASCII characters) representation of the SecurityDesc (107) field in the encoded format specified via the MessageEncoding (347) 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 (353) field. FIX.4.2
353 EncodedListExecInst data Encoded (non-ASCII characters) representation of the ListExecInst (69) field in the encoded format specified via the MessageEncoding (347) 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 (355) field. FIX.4.2
355 EncodedText data Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) 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 (357) field. FIX.4.2
357 EncodedSubject data Encoded (non-ASCII characters) representation of the Subject (147) field in the encoded format specified via the MessageEncoding (347) 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 (359) field. FIX.4.2
359 EncodedHeadline data Encoded (non-ASCII characters) representation of the Headline (148) field in the encoded format specified via the MessageEncoding (347) 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 (361) field. FIX.4.2
361 EncodedAllocText data Encoded (non-ASCII characters) representation of the AllocText (161) field in the encoded format specified via the MessageEncoding (347) 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 (363) field. FIX.4.2
363 EncodedUnderlyingIssuer data Encoded (non-ASCII characters) representation of the UnderlyingIssuer (306) field in the encoded format specified via the MessageEncoding (347) 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 (365) field. FIX.4.2
365 EncodedUnderlyingSecurityDesc data Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc (307) field in the encoded format specified via the MessageEncoding (347) 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 (79) 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 SeqNum The last MsgSeqNum (34) value received by the FIX engine and processed by downstream application, such as trading engine or order routing system. Can be specified on every message sent. Useful for detecting a backlog with a counterparty. FIX.4.2
371 RefTagID int The tag number of the FIX field being referenced. FIX.4.2
372 RefMsgType String The MsgType (35) of the FIX message being referenced. FIX.4.2
373 SessionRejectReason int Code to identify reason for a session-level Reject message.
Value SymbolicName Description Added Updated Deprecated
0 InvalidTagNumber Invalid Tag Number FIX.4.2
1 RequiredTagMissing Required Tag Missing FIX.4.2
2 TagNotDefinedForThisMessageType Tag not defined for this message type FIX.4.2
3 UndefinedTag Undefined tag FIX.4.2
4 TagSpecifiedWithoutAValue Tag specified without a value FIX.4.2
5 ValueIsIncorrect Value is incorrect (out of range) for this tag FIX.4.2
6 IncorrectDataFormatForValue Incorrect data format for value FIX.4.2
7 DecryptionProblem Decryption problem FIX.4.2
8 SignatureProblem Signature problem FIX.4.2
9 CompIDProblem CompID problem FIX.4.2
10 SendingTimeAccuracyProblem SendingTime Accuracy Problem FIX.4.2
11 InvalidMsgType Invalid MsgType FIX.4.2
12 XMLValidationError XML Validation Error FIX.4.3
13 TagAppearsMoreThanOnce Tag appears more than once FIX.4.3
14 TagSpecifiedOutOfRequiredOrder Tag specified out of required order FIX.4.3
15 RepeatingGroupFieldsOutOfOrder Repeating group fields out of order FIX.4.3
16 IncorrectNumInGroupCountForRepeatingGroup Incorrect NumInGroup count for repeating group FIX.4.3
17 Non Non "Data" value includes field delimiter ( character) FIX.4.3
99 Other Other FIX.4.4
FIX.4.2
374 BidRequestTransType char Identifies the Bid Request message type.
Value SymbolicName Description Added Updated Deprecated
C Cancel Cancel FIX.4.2
N New New FIX.4.2
FIX.4.2
375 ContraBroker String Identifies contra broker. Standard NASD market-maker mnemonic is preferred. FIX.4.2
376 ComplianceID String ID used to represent this transaction for compliance purposes (e.g. OATS reporting). FIX.4.2
377 SolicitedFlag Boolean Indicates whether or not the order was solicited.
Value SymbolicName Description Added Updated Deprecated
N WasNotSolicited Was not solicited FIX.4.2
Y WasSolicited Was solicited FIX.4.2
FIX.4.2
378 ExecRestatementReason int Code to identify reason for an ExecutionRpt message sent with ExecType=Restated or used when communicating an unsolicited cancel.
Value SymbolicName Description Added Updated Deprecated
0 GTCorporateAction GT corporate action FIX.4.2
1 GTRenewal GT renewal / restatement (no corporate action) FIX.4.2
2 VerbalChange Verbal change FIX.4.2
3 RepricingOfOrder Repricing of order FIX.4.2
4 BrokerOption Broker option FIX.4.2
5 PartialDeclineOfOrderQty Partial decline of OrderQty (e.g. exchange initiated partial cancel) FIX.4.2
6 CancelOnTradingHalt Cancel on Trading Halt FIX.4.3
7 CancelOnSystemFailure Cancel on System Failure FIX.4.3
8 Market Market (Exchange) option FIX.4.3
9 Canceled Canceled, not best FIX.4.4
10 WarehouseRecap Warehouse Recap FIX.4.4
11 PegRefresh Peg Refresh FIX.4.4EP22
99 Other Other FIX.4.4
FIX.4.2
379 BusinessRejectRefID String The value of the business-level "ID" field on the message being referenced. FIX.4.2
380 BusinessRejectReason int Code to identify reason for a Business Message Reject message.
Value SymbolicName Description Added Updated Deprecated
0 Other Other FIX.4.2
1 UnknownID Unknown ID FIX.4.2
2 UnknownSecurity Unknown Security FIX.4.2
3 UnsupportedMessageType Unknown Message Type FIX.4.2
4 ApplicationNotAvailable Application not available FIX.4.2
5 ConditionallyRequiredFieldMissing Conditionally required field missing FIX.4.2
6 NotAuthorized Not Authorized FIX.4.3
7 DeliverToFirmNotAvailableAtThisTime DeliverTo firm not available at this time FIX.4.3
18 InvalidPriceIncrement Invalid price increment FIX.4.4EP6
FIX.4.2
381 GrossTradeAmt Amt Total amount traded (e.g. CumQty (14) * AvgPx (6)) expressed in units of currency. For FX Futures this is used to express the notional value of a fill when LastQty and other quantity fields are express in terms of contract size. FIX.4.2
382 NoContraBrokers NumInGroup The number of ContraBroker (375) entries. FIX.4.2
383 MaxMessageSize Length Maximum number of bytes supported for a single message. FIX.4.2
384 NoMsgTypes NumInGroup Number of MsgTypes (35) in repeating group. FIX.4.2
385 MsgDirection char Specifies the direction of the messsage.
Value SymbolicName Description Added Updated Deprecated
R Receive Receive FIX.4.2
S Send Send FIX.4.2
FIX.4.2
386 NoTradingSessions NumInGroup Number of TradingSessionIDs (336) 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 DiscretionOffsetValue (389) 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
6 RelatedToVWAP Related to VWAP FIX.4.4
7 AveragePriceGuarantee Average Price Guarantee FIX.4.4EP22
FIX.4.2
389 DiscretionOffsetValue float Amount (signed) added to the "related to" price specified via DiscretionInst (388), in the context of DiscretionOffsetType (842)
(Prior to FIX 4.4 this field was of type PriceOffset) 		FIX.4.2
390 BidID String Unique identifier for Bid Response as assigned by sell-side (broker, exchange, ECN). 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 TotNoRelatedSym int Total number of securities.
(Prior to FIX 4.4 this field was named TotalNumSecurities) 		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" sytle (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 NumInGroup Number of BidDescriptor (400) entries. FIX.4.2
399 BidDescriptorType int Code to identify the type of BidDescriptor (400).
Value SymbolicName Description Added Updated Deprecated
1 Sector Sector FIX.4.3
2 Country Country FIX.4.3
3 Index Index FIX.4.3
FIX.4.2
400 BidDescriptor String BidDescriptor value. Usage depends upon BidDescriptorTyp (399).
If BidDescriptorType = 1
Industrials etc - Free text
If BidDescriptorType = 2
"FR" etc - ISO Country Codes
If BidDescriptorType = 3
FT00, FT250, STOX - Free text 		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 Side Value 1 FIX.4.3
2 SideValue2 Side Value 2 FIX.4.3
FIX.4.2
402 LiquidityPctLow Percentage Liquidity indicator or lower limit if TotalNumSecurities (393) > 1. Represented as a percentage. FIX.4.2
403 LiquidityPctHigh Percentage Upper liquidity indicator if TotalNumSecurities (393) > 1. Represented as a percentage. FIX.4.2
404 LiquidityValue Amt Value between LiquidityPctLow (402) and LiquidityPctHigh (403) in Currency FIX.4.2
405 EFPTrackingError Percentage Eg Used in EFP trades 2% (EFP – Exchange for Physical ). Represented as a percentage. FIX.4.2
406 FairValue Amt Used in EFP trades FIX.4.2
407 OutsideIndexPct Percentage Used in EFP trades. Represented as a percentage. FIX.4.2
408 ValueOfFutures Amt Used in EFP trades FIX.4.2
409 LiquidityIndType int Code to identify the type of liquidity indicator.
Value SymbolicName Description Added Updated Deprecated
1 FiveDayMovingAverage 5-day moving average FIX.4.2
2 TwentyDayMovingAverage 20-day moving average FIX.4.2
3 NormalMarketSize Normal market size FIX.4.2
4 Other Other FIX.4.2
FIX.4.2
410 WtAverageLiquidity Percentage 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 Percentage Percentage of program that crosses in Currency. Represented as a percentage. FIX.4.2
414 ProgRptReqs int Code to identify the desired frequency of progress reports.
Value SymbolicName Description Added Updated Deprecated
1 BuySideRequests Buy-side explicitly requests status using Statue Request (default), the sell-side firm can, however, send a DONE status List STatus Response in an unsolicited fashion FIX.4.2
2 SellSideSends Sell-side periodically sends status using List Status. Period optionally specified in ProgressPeriod. FIX.4.2
3 RealTimeExecutionReports Real-time execution reports (to be discourage) FIX.4.2
FIX.4.2
415 ProgPeriodInterval int Time in minutes between each ListStatus report sent by SellSide. Zero means don’t send status. FIX.4.2
416 IncTaxInd int Code to represent whether value is net (inclusive of tax) or gross.
Value SymbolicName Description Added Updated Deprecated
1 Net Net FIX.4.2
2 Gross Gross FIX.4.2
FIX.4.2
417 NumBidders int Indicates the total number of bidders on the list FIX.4.2
418 BidTradeType char Code to represent the type of trade.
(Prior to FIX 4.4 this field was named "TradeType")
Value SymbolicName Description Added Updated Deprecated
A Agency Agency FIX.4.2
G VWAPGuarantee VWAP Guarantee FIX.4.2
J GuaranteedClose Guaranteed Close FIX.4.2
R RiskTrade Risk Trade FIX.4.2
FIX.4.2
419 BasisPxType char Code to represent the basis price type.
Value SymbolicName Description Added Updated Deprecated
2 ClosingPriceAtMorningSession Closing price at morning session FIX.4.2
3 ClosingPrice Closing price FIX.4.2
4 CurrentPrice Current price FIX.4.2
5 SQ SQ FIX.4.2
6 VWAPThroughADay VWAP through a day FIX.4.2
7 VWAPThroughAMorningSession VWAP through a morning session FIX.4.2
8 VWAPThroughAnAfternoonSession VWAP through an afternoon session FIX.4.2
9 VWAPThroughADayExcept VWAP through a day except "YORI" (an opening auction) FIX.4.2
A VWAPThroughAMorningSessionExcept VWAP through a morning session except "YORI" (an opening auction) FIX.4.2
B VWAPThroughAnAfternoonSessionExcept VWAP through an afternoon session except "YORI" (an opening auction) FIX.4.2
C Strike Strike FIX.4.2
D Open Open FIX.4.2
Z Others Others FIX.4.2
FIX.4.2
420 NoBidComponents NumInGroup Indicates the number of list entries. FIX.4.2
421 Country Country 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 (428) in each message that has repeating strike price entries related to the same ListID (66). Used to support fragmentation. FIX.4.2
423 PriceType int Code to represent the price type.
(For Financing transactions PriceType implies the "repo type" – Fixed or Floating – 9 (Yield) or 6 (Spread) respectively - and Price (44) gives the corresponding "repo rate".
See Volume : "Glossary" for further value definitions)
Value SymbolicName Description Added Updated Deprecated
1 Percentage Percentage (i.e. percent of par) (often called "dollar price" for fixed income) FIX.4.2
2 PerUnit Per unit (i.e. per share or contract) FIX.4.2
3 FixedAmount Fixed amount (absolute value) FIX.4.2
4 Discount Discount - percentage points below par FIX.4.3
5 Premium Premium - percentage points over par FIX.4.3
6 Spread Spread (basis points spread) FIX.4.3
7 TEDPrice TED Price FIX.4.3
8 TEDYield TED Yield FIX.4.3
9 Yield Yield FIX.4.4
10 FixedCabinetTradePrice Fixed cabinet trade price (primarily for listed futures and options) FIX.4.4
11 VariableCabinetTradePrice Variable cabinet trade price (primarily for listed futures and options) FIX.4.4
13 ProductTicksInHalfs Product ticks in halfs FIX.4.4EP19
14 ProductTicksInFourths Product ticks in fourths FIX.4.4EP19
15 ProductTicksInEights Product ticks in eights FIX.4.4EP19
16 ProductTicksInSixteenths Product ticks in sixteenths FIX.4.4EP19
17 ProductTicksInThirtySeconds Product ticks in thirty-seconds FIX.4.4EP19
18 ProductTicksInSixtyForths Product ticks in sixty-forths FIX.4.4EP19
19 ProductTicksInOneTwentyEights Product ticks in one-twenty-eights FIX.4.4EP19
FIX.4.2
424 DayOrderQty Qty For GT orders, the OrderQty (38) less all quantity (adjusted for stock splits) that traded on previous days. DayOrderQty (424) = OrderQty – (CumQty (14) – DayCumQty (425)) FIX.4.2
425 DayCumQty Qty Quantity on a GT order that has traded today. FIX.4.2
426 DayAvgPx Price The average price for quantity on a GT order that has traded today. FIX.4.2
427 GTBookingInst int Code to identify whether to book out executions on a part-filled GT order on the day of execution or to accumulate.
Value SymbolicName Description Added Updated Deprecated
0 BookOutAllTradesOnDayOfExecution Book out all trades on day of execution FIX.4.2
1 AccumulateUntilFilledOrExpired Accumulate executions until order is filled or expires FIX.4.2
2 AccumulateUntilVerballyNotifiedOtherwise Accumulate until verbally notified otherwise FIX.4.2
FIX.4.2
428 NoStrikes NumInGroup Number of list strike price entries. FIX.4.2
429 ListStatusType int Code to represent the status type.
Value SymbolicName Description Added Updated Deprecated
1 Ack Ack FIX.4.3
2 Response Response FIX.4.3
3 Timed Timed FIX.4.3
4 ExecStarted Exec Started FIX.4.3
5 AllDone All Done FIX.4.3
6 Alert Alert 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
1 InBiddingProcess In bidding process FIX.4.3
2 ReceivedForExecution Received for execution FIX.4.3
3 Executing Executing FIX.4.3
4 Cancelling Cancelling FIX.4.3
5 Alert Alert FIX.4.3
6 AllDone All Done FIX.4.3
7 Reject Reject 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 (69).
Value SymbolicName Description Added Updated Deprecated
1 Immediate Immediate FIX.4.2
2 WaitForInstruction Wait for Execut Instruction (i.e. a List Execut message or phone call before proceeding with execution of the list) FIX.4.2
3 SellDriven Exchange/switch CIV order - Sell driven FIX.4.3
4 BuyDrivenCashTopUp Exchange/switch CIV order - Buy driven, cash top-up (i.e. additional cash will be provided to fulfill the order) FIX.4.3
5 BuyDrivenCashWithdraw Exchange/switch CIV order - Buy driven, cash withdraw (i.e. additional cash will not be provided to fulfill the order) 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
1 OrderCancelRequest Order cancel request FIX.4.2
2 OrderCancel Order cancel/replace request FIX.4.2
FIX.4.2
435 UnderlyingCouponRate Percentage Underlying security’s CouponRate.
See CouponRate (223) field for description 		FIX.4.2
436 UnderlyingContractMultiplier float Underlying security’s ContractMultiplier.
See ContractMultiplier (231) field for description 		FIX.4.2
437 ContraTradeQty Qty Quantity traded with the ContraBroker (375). FIX.4.2
438 ContraTradeTime UTCTimestamp Identifes the time of the trade with the ContraBroker (375). (always expressed in UTC (Universal Time Coordinated, also known as "GMT") FIX.4.2
441 LiquidityNumSecurities int Number of Securites between LiquidityPctLow (402) and LiquidityPctHigh (403) in Currency. FIX.4.2
442 MultiLegReportingType char Used to indicate what an Execution Report represents (e.g. used with multi-leg securities, such as option strategies, spreads, etc.).
Value SymbolicName Description Added Updated Deprecated
1 SingleSecurity Single security (defualt 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 (446) field. FIX.4.2
446 EncodedListStatusText data Encoded (non-ASCII characters) representation of the ListStatusText (444) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ListStatusText field. FIX.4.2
447 PartyIDSource char Identifies class or source of the PartyID (448) value. Required if PartyID is specified. Note: applicable values depend upon PartyRole (452) specified.
See "Appendix 6-G – Use of Component Block"
Value SymbolicName Description Added Updated Deprecated
6 UKNationalInsuranceOrPensionNumber UK National Insurance or Pension Number FIX.4.3
7 USSocialSecurityNumber US Social Security Number FIX.4.3
8 USEmployerOrTaxIDNumber US Employer or Tax ID Number FIX.4.3
9 AustralianBusinessNumber Australian Business Number FIX.4.3
A AustralianTaxFileNumber Australian Tax File Number FIX.4.3
1 KoreanInvestorID Korean Investor ID FIX.4.3
2 TaiwaneseForeignInvestorID Taiwanese Qualified Foreign Investor ID QFII/FID FIX.4.3
3 TaiwaneseTradingAcct Taiwanese Trading Acct FIX.4.3
4 MalaysianCentralDepository Malaysian Central Depository (MCD) number FIX.4.3
5 ChineseInvestorID Chinese Investor ID FIX.4.3
I ISITCAcronym Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document FIX.4.4
B BIC BIC (Bank Identification Code - SWIFT managed) code (ISO9362 - See "Appendix 6-B") FIX.4.3
C GeneralIdentifier Generally accepted market participant identifier (e.g. NASD mnemonic) FIX.4.3
D Proprietary Proprietary / Custom code FIX.4.3
E ISOCountryCode ISO Country Code FIX.4.3
F SettlementEntityLocation Settlement Entity Location (note if Local Market Settlement use "E=ISO Country Code") (see "Appendix 6-G" for valid values) FIX.4.3
G MIC MIC (ISO 10383 - Market Identificer Code) (See "Appendix 6-C") FIX.4.4
H CSDParticipant CSD participant/member code (e.g.. Euroclear, DTC, CREST or Kassenverein number) FIX.4.4
FIX.4.3
448 PartyID String Party identifier/code. See PartyIDSource (447) and PartyRole (452).
See "Appendix 6-G – Use of Component Block" 		FIX.4.3
451 NetChgPrevDay PriceOffset Net change from previous day’s closing price vs. last traded price. FIX.4.3
452 PartyRole int Identifies the type or role of the PartyID (448) specified.
See "Appendix 6-G – Use of Component Block"
(see Volume : "Glossary" for value definitions)
Value SymbolicName Description Added Updated Deprecated
1 ExecutingFirm Executing Firm (formerly FIX 4.2 ExecBroker) FIX.4.3
2 BrokerOfCredit Broker of Credit (formerly FIX 4.2 BrokerOfCredit) FIX.4.3
3 ClientID Client ID (formerly FIX 4.2 ClientID) FIX.4.3
4 ClearingFirm Clearing Firm (formerly FIX 4.2 ClearingFirm) FIX.4.3
5 InvestorID Investor ID FIX.4.3
6 IntroducingFirm Introducing Firm FIX.4.3
7 EnteringFirm Entering Firm FIX.4.3
8 Locate Locate / Lending Firm (for short-sales) FIX.4.3
9 FundManagerClientID Fund Manager Client ID (for CIV) FIX.4.3
10 SettlementLocation Settlement Location (formerly FIX 4.2 SettlLocation) FIX.4.3
11 OrderOriginationTrader Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order) FIX.4.3
12 ExecutingTrader Executing Trader (associated with Executing Firm - actually executes) FIX.4.3
13 OrderOriginationFirm Order Origination Firm (e.g. buy-side firm) FIX.4.3
14 GiveupClearingFirm Giveup Clearing Firm (firm to which trade is given up) FIX.4.3
15 CorrespondantClearingFirm Correspondant Clearing Firm FIX.4.3
16 ExecutingSystem Executing System FIX.4.3
17 ContraFirm Contra Firm FIX.4.3
18 ContraClearingFirm Contra Clearing Firm FIX.4.3
19 SponsoringFirm Sponsoring Firm FIX.4.3
20 UnderlyingContraFirm Underlying Contra Firm FIX.4.3
21 ClearingOrganization Clearing Organization FIX.4.4
22 Exchange Exchange FIX.4.4
24 CustomerAccount Customer Account FIX.4.4
25 CorrespondentClearingOrganization Correspondent Clearing Organization FIX.4.4
26 CorrespondentBroker Correspondent Broker FIX.4.4
27 Buyer Buyer/Seller (Receiver/Deliverer) FIX.4.4
28 Custodian Custodian FIX.4.4
29 Intermediary Intermediary FIX.4.4
30 Agent Agent FIX.4.4
31 SubCustodian Sub-custodian FIX.4.4
32 Beneficiary Beneficiary FIX.4.4
33 InterestedParty Interested party FIX.4.4
34 RegulatoryBody Regulatory body FIX.4.4
35 LiquidityProvider Liquidity provider FIX.4.4
36 EnteringTrader Entering trader FIX.4.4
37 ContraTrader Contra trader FIX.4.4
38 PositionAccount Position account FIX.4.4
39 ContraInvestorID Contra Investor ID FIX.4.4EP-1
40 TransferToFirm Transfer to Firm FIX.4.4EP-1
41 ContraPositionAccount Contra Position Account FIX.4.4EP5
42 ContraExchange Contra Exchange FIX.4.4EP5
43 InternalCarryAccount Internal Carry Account FIX.4.4EP5
44 OrderEntryOperatorID Order Entry Operator ID FIX.4.4EP5
45 SecondaryAccountNumber Secondary Account Number FIX.4.4EP5
46 ForeignFirm Foriegn Firm FIX.4.4EP8
47 ThirdPartyAllocationFirm Third Party Allocation Firm FIX.4.4EP8
48 ClaimingAccount Claiming Account FIX.4.4EP8
49 AssetManager Asset Manager FIX.4.4EP8
50 PledgorAccount Pledgor Account FIX.4.4EP8
51 PledgeeAccount Pledgee Account FIX.4.4EP8
52 LargeTraderReportableAccount Large Trader Reportable Account FIX.4.4EP8
53 TraderMnemonic Trader mnemonic FIX.4.4EP8
54 SenderLocation Sender Location FIX.4.4EP8
55 SessionID Session ID FIX.4.4EP8
56 AcceptableCounterparty Acceptable Counterparty FIX.4.4EP22
57 UnacceptableCounterparty Unacceptable Counterparty FIX.4.4EP22
58 EnteringUnit Entering Unit FIX.4.4EP22
59 ExecutingUnit Executing Unit FIX.4.4EP22
60 IntroducingBroker Introducing Broker FIX.4.4EP4
61 QuoteOriginator Quote originator FIX.4.4EP26
62 ReportOriginator Report originator FIX.4.4EP26
63 SystematicInternaliser Systematic internaliser (SI) FIX.4.4EP26
64 MultilateralTradingFacility Multilateral Trading Facility (MTF) FIX.4.4EP26
65 RegulatedMarket Regulated Market (RM) FIX.4.4EP26
66 MarketMaker Market Maker FIX.4.4EP26
67 InvestmentFirm Investment Firm FIX.4.4EP26
68 HostCompetentAuthority Host Competent Authority (Host CA) FIX.4.4EP26
69 HomeCompetentAuthority Home Competent Authority (Home CA) FIX.4.4EP26
70 CompetentAuthorityLiquidity Competent Authority of the most relevant market in terms of liquidity (CAL) FIX.4.4EP26
71 CompetentAuthorityTransactionVenue Competent Authority of the Transaction (Execution) Venue (CATV) FIX.4.4EP26
72 ReportingIntermediary Reporting intermediary (medium/vendor via which report has been published) FIX.4.4EP26
73 ExecutionVenue Execution Venue FIX.4.4EP26
74 MarketDataEntryOriginator Market data entry originator FIX.4.4EP26
75 LocationID Location ID FIX.4.4EP26
76 DeskID Desk ID FIX.4.4EP26
77 MarketDataMarket Market data market FIX.4.4EP26
78 AllocationEntity Allocation Entity FIX.4.4EP35
FIX.4.3
453 NoPartyIDs NumInGroup Number of PartyID (448), PartyIDSource (447), and PartyRole (452) entries FIX.4.3
454 NoSecurityAltID NumInGroup Number of SecurityAltID (455) entries. FIX.4.3
455 SecurityAltID String Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource. FIX.4.3
456 SecurityAltIDSource String Identifies class or source of the SecurityAltID (455) value. Required if SecurityAltID is specified.
Valid values:
Same valid values as the SecurityIDSource (22) field 		FIX.4.3
457 NoUnderlyingSecurityAltID NumInGroup Number of UnderlyingSecurityAltID (458) entries. FIX.4.3
458 UnderlyingSecurityAltID String Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource. FIX.4.3
459 UnderlyingSecurityAltIDSource String Identifies class or source of the UnderlyingSecurityAltID (458) value. Required if UnderlyingSecurityAltID is specified.
Valid values:
Same valid values as the SecurityIDSource (22) field 		FIX.4.3
460 Product int Indicates the type of product the security is associated with. See also the CFICode (461) and SecurityType (167) fields.
Value SymbolicName Description Added Updated Deprecated
1 AGENCY AGENCY FIX.4.3
2 COMMODITY COMMODITY FIX.4.3
3 CORPORATE CORPORATE FIX.4.3
4 CURRENCY CURRENCY FIX.4.3
5 EQUITY EQUITY FIX.4.3
6 GOVERNMENT GOVERNMENT FIX.4.3
7 INDEX INDEX FIX.4.3
8 LOAN LOAN FIX.4.3
9 MONEYMARKET MONEYMARKET FIX.4.3
10 MORTGAGE MORTGAGE FIX.4.3
11 MUNICIPAL MUNICIPAL FIX.4.3
12 OTHER OTHER FIX.4.3
13 FINANCING FINANCING FIX.4.4
FIX.4.3
461 CFICode String Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. ISO 10962 is maintained by ANNA (Association of National Numbering Agencies) acting as Registration Authority. See "Appendix 6-B FIX Fields Based Upon Other Standards". See also the Product (460) and SecurityType (167) fields. It is recommended that CFICode be used instead of SecurityType (167) for non-Fixed Income instruments.
A subset of possible values applicable to FIX usage are identified in "Appendix 6-D CFICode Usage - ISO 10962 Classification of Financial Instruments (CFI code)" 		FIX.4.3
462 UnderlyingProduct int Underlying security’s Product.
Valid values: see Product(460) field 		FIX.4.3
463 UnderlyingCFICode String Underlying security’s CFICode.
Valid values: see CFICode (461) field 		FIX.4.3
464 TestMessageIndicator Boolean Indicates whether or not this FIX Session is a "test" vs. "production" connection. Useful for preventing "accidents".
Value SymbolicName Description Added Updated Deprecated
N Fales Fales (Production) FIX.4.3
Y True True (Test) FIX.4.3
FIX.4.3
466 BookingRefID String Common reference passed to a post-trade booking process (e.g. industry matching utility). FIX.4.3
467 IndividualAllocID String Unique identifier for a specific NoAllocs (78) repeating group instance (e.g. for an AllocAccount). FIX.4.3
468 RoundingDirection char Specifies which direction to round For CIV – indicates whether or not the quantity of shares/units is to be rounded and in which direction where CashOrdQty (152) or (for CIV only) OrderPercent (516) are specified on an order.
The default is for rounding to be at the discretion of the executing broker or fund manager.
e.g. for an order specifying CashOrdQty or OrderPercent if the calculated number of shares/units was 325.76 and RoundingModulus (469) was 0 - "round down" would give 320 units, 1 - "round up" would give 330 units and "round to nearest" would give 320 units.
Value SymbolicName Description Added Updated Deprecated
0 RoundToNearest Round to nearest FIX.4.3
1 RoundDown Round down FIX.4.3
2 RoundUp Round up FIX.4.3
FIX.4.3
469 RoundingModulus float For CIV - a float value indicating the value to which rounding is required.
i.e. 0 means round to a multiple of 0 units/shares; 0.5 means round to a multiple of 0.5 units/shares.
The default, if RoundingDirection (468) is specified without RoundingModulus, is to round to a whole unit/share. 		FIX.4.3
470 CountryOfIssue Country ISO Country code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID (48) (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness. FIX.4.3
471 StateOrProvinceOfIssue String A two-character state or province abbreviation. FIX.4.3
472 LocaleOfIssue String Identifies the locale. For Municipal Security Issuers other than state or province. Refer to
http://www.atmos.albany.edu/cgi/stagrep-cgi
Reference the IATA city codes for values.
Note IATA (International Air Transport Association) maintains the codes at www.iata.org. 		FIX.4.3
473 NoRegistDtls NumInGroup The number of registration details on a Registration Instructions message FIX.4.3
474 MailingDtls String Set of Correspondence address details, possibly including phone, fax, etc. FIX.4.3
475 InvestorCountryOfResidence Country The ISO 366 Country code (2 character) identifying which country the beneficial investor is resident for tax purposes. FIX.4.3
476 PaymentRef String "Settlement Payment Reference" – A free format Payment reference to assist with reconciliation, e.g. a Client and/or Order ID number. FIX.4.3
477 DistribPaymentMethod int A code identifying the payment method for a (fractional) distribution.
13 through 998 are reserved for future use
Values above 1000 are available for use by private agreement among counterparties
Value SymbolicName Description Added Updated Deprecated
1 CREST CREST FIX.4.4
2 NSCC NSCC FIX.4.4
3 Euroclear Euroclear FIX.4.4
4 Clearstream Clearstream FIX.4.4
5 Cheque Cheque FIX.4.4
6 TelegraphicTransfer Telegraphic Transfer FIX.4.4
7 FedWire Fed Wire FIX.4.4
8 DirectCredit Direct Credit (BECS, BACS) FIX.4.4
9 ACHCredit ACH Credit FIX.4.4
10 BPAY BPAY FIX.4.4
11 HighValueClearingSystemHVACS High Value Clearing System HVACS FIX.4.4
12 ReinvestInFund Reinvest In Fund FIX.4.4
FIX.4.3
478 CashDistribCurr Currency Specifies currency to be use for Cash Distributions– see "Appendix 6-A; Valid Currency Codes". FIX.4.3
479 CommCurrency Currency Specifies currency to be use for Commission (12) if the Commission currency is different from the Deal Currency - see "Appendix 6-A; Valid Currency Codes". FIX.4.3
480 CancellationRights char For CIV – A one character code identifying whether Cancellation rights/Cooling off period applies.
Value SymbolicName Description Added Updated Deprecated
Y Yes Yes FIX.4.3
N NoExecutionOnly No - Execution Only FIX.4.3
M NoWaiverAgreement No - Waiver agreement FIX.4.3
O NoInstitutional No - Institutional FIX.4.3
FIX.4.3
481 MoneyLaunderingStatus char A one character code identifying Money laundering status.
Value SymbolicName Description Added Updated Deprecated
Y Passed Passed FIX.4.3
N NotChecked Not Checked FIX.4.3
1 ExemptBelowLimit Exempt - Below the Limit FIX.4.3
2 ExemptMoneyType Exempt - Client Money Type exemption FIX.4.3
3 ExemptAuthorised Exempt - Authorised Credit or financial institution FIX.4.3
FIX.4.3
482 MailingInst String Free format text to specify mailing instruction requirements, e.g. "no third party mailings". FIX.4.3
483 TransBkdTime UTCTimestamp For CIV A date and time stamp to indicate the time a CIV order was booked by the fund manager.
For derivatives a date and time stamp to indicate when this order was booked with the agent prior to submission to the VMU. Indicates the time at which the order was finalized between the buyer and seller prior to submission. 		FIX.4.3
484 ExecPriceType char For CIV - Identifies how the execution price LastPx (31) was calculated from the fund unit/share price(s) calculated at the fund valuation point.
Value SymbolicName Description Added Updated Deprecated
B BidPrice Bid price FIX.4.3
C CreationPrice Creation price FIX.4.3
D CreationPricePlusAdjustmentPercent Creation price plus adjustment percent FIX.4.3
E CreationPricePlusAdjustmentAmount Creation price plus adjustment amount FIX.4.3
O OfferPrice Offer price FIX.4.3
P OfferPriceMinusAdjustmentPercent Offer price minus adjustment percent FIX.4.3
Q OfferPriceMinusAdjustmentAmount Offer price minus adjustment amount FIX.4.3
S SinglePrice Single price FIX.4.3
FIX.4.3
485 ExecPriceAdjustment float For CIV the amount or percentage by which the fund unit/share price was adjusted, as indicated by ExecPriceType (484) FIX.4.3
486 DateOfBirth LocalMktDate The date of birth applicable to the individual, e.g. required to open some types of tax-exempt account. FIX.4.3
487 TradeReportTransType int Identifies Trade Report message transaction type
(Prior to FIX 4.4 this field was of type char)
Value SymbolicName Description Added Updated Deprecated
0 New New FIX.4.4EP-1
1 Cancel Cancel FIX.4.4EP-1
2 Replace Replace FIX.4.4EP-1
3 Release Release FIX.4.4EP-1
4 Reverse Reverse FIX.4.4EP-1
5 CancelDueToBackOutOfTrade Cancel Due To Back Out of Trade FIX.4.4EP4
FIX.4.3
488 CardHolderName String The name of the payment card holder as specified on the card being used for payment. FIX.4.3
489 CardNumber String The number of the payment card as specified on the card being used for payment. FIX.4.3
490 CardExpDate LocalMktDate The expiry date of the payment card as specified on the card being used for payment. FIX.4.3
491 CardIssNum String The issue number of the payment card as specified on the card being used for payment. This is only applicable to certain types of card. FIX.4.3
492 PaymentMethod int A code identifying the Settlement payment method. 16 through 998 are reserved for future use
Values above 1000 are available for use by private agreement among counterparties
Value SymbolicName Description Added Updated Deprecated
1 CREST CREST FIX.4.3
2 NSCC NSCC FIX.4.3
3 Euroclear Euroclear FIX.4.3
4 Clearstream Clearstream FIX.4.3
5 Cheque Cheque FIX.4.3
6 TelegraphicTransfer Telegraphic Transfer FIX.4.3
7 FedWire Fed Wire FIX.4.3
8 DebitCard Debit Card FIX.4.3
9 DirectDebit Direct Debit (BECS) FIX.4.3
10 DirectCredit Direct Credit (BECS) FIX.4.3
11 CreditCard Credit Card FIX.4.3
12 ACHDebit ACH Debit FIX.4.3
13 ACHCredit ACH Credit FIX.4.3
14 BPAY BPAY FIX.4.3
15 HighValueClearingSystem High Value Clearing System (HVACS) FIX.4.3
FIX.4.3
493 RegistAcctType String For CIV – a fund manager-defined code identifying which of the fund manager’s account types is required. FIX.4.3
494 Designation String Free format text defining the designation to be associated with a holding on the register. Used to identify assets of a specific underlying investor using a common registration, e.g. a broker’s nominee or street name. FIX.4.3
495 TaxAdvantageType int For CIV - a code identifying the type of tax exempt account in which purchased shares/units are to be held.
30 – 998 are reserved for future use by recognized taxation authorities
999=Other
values above 1000 are available for use by private agreement among counterparties
Value SymbolicName Description Added Updated Deprecated
0 None None/Not Applicable (default) FIX.4.3
1 MaxiISA Maxi ISA (UK) FIX.4.3
2 TESSA TESSA (UK) FIX.4.3
3 MiniCashISA Mini Cash ISA (UK) FIX.4.3
4 MiniStocksAndSharesISA Mini Stocks And Shares ISA (UK) FIX.4.3
5 MiniInsuranceISA Mini Insurance ISA (UK) FIX.4.3
6 CurrentYearPayment Current Year Payment (US) FIX.4.3
7 PriorYearPayment Prior Year Payment (US) FIX.4.3
8 AssetTransfer Asset Transfer (US) FIX.4.3
9 EmployeePriorYear Employee - prior year (US) FIX.4.3
10 EmployeeCurrentYear Employee - current year (US) FIX.4.3
11 EmployerPriorYear Employer - prior year (US) FIX.4.3
12 EmployerCurrentYear Employer - current year (US) FIX.4.3
13 NonFundPrototypeIRA Non-fund prototype IRA (US) FIX.4.3
14 NonFundQualifiedPlan Non-fund qualified plan (US) FIX.4.3
15 DefinedContributionPlan Defined contribution plan (US) FIX.4.3
16 IRA Individual Retirement Account (US) FIX.4.3
17 IRARollover Individual Retirement Account - Rollover (US) FIX.4.3
18 KEOGH KEOGH (US) FIX.4.3
19 ProfitSharingPlan Profit Sharing Plan (US) FIX.4.3
20 US401K 401(k) (US) FIX.4.3
21 SelfDirectedIRA Self-directed IRA (US) FIX.4.3
22 US403b 403(b) (US) FIX.4.3
23 US457 457 (US) FIX.4.3
24 RothIRAPrototype Roth IRA (Fund Prototype) (US) FIX.4.3
25 RothIRANonPrototype Roth IRA (Non-prototype) (US) FIX.4.3
26 RothConversionIRAPrototype Roth Conversion IRA (Fund Prototype) (US) FIX.4.3
27 RothConversionIRANonPrototype Roth Conversion IRA (Non-prototype) (US) FIX.4.3
28 EducationIRAPrototype Education IRA (Fund Prototype) (US) FIX.4.3
29 EducationIRANonPrototype Education IRA (Non-prototype) (US) FIX.4.3
999 Other Other FIX.4.4EP-1
FIX.4.3
496 RegistRejReasonText String Text indicating reason(s) why a Registration Instruction has been rejected. FIX.4.3
497 FundRenewWaiv char A one character code identifying whether the Fund based renewal commission is to be waived.
Value SymbolicName Description Added Updated Deprecated
N No No FIX.4.3
Y Yes Yes FIX.4.3
FIX.4.3
498 CashDistribAgentName String Name of local agent bank if for cash distributions FIX.4.3
499 CashDistribAgentCode String BIC (Bank Identification Code--Swift managed) code of agent bank for cash distributions FIX.4.3
500 CashDistribAgentAcctNumber String Account number at agent bank for distributions. FIX.4.3
501 CashDistribPayRef String Free format Payment reference to assist with reconciliation of distributions. FIX.4.3
502 CashDistribAgentAcctName String Name of account at agent bank for distributions. FIX.4.3
503 CardStartDate LocalMktDate The start date of the card as specified on the card being used for payment. FIX.4.3
504 PaymentDate LocalMktDate The date written on a cheque or date payment should be submitted to the relevant clearing system. FIX.4.3
505 PaymentRemitterID String Identifies sender of a payment, e.g. the payment remitter or a customer reference number. FIX.4.3
506 RegistStatus char Registration status as returned by the broker or (for CIV) the fund manager:
Value SymbolicName Description Added Updated Deprecated
A Accepted Accepted FIX.4.3
R Rejected Rejected FIX.4.3
H Held Held FIX.4.3
N Reminder Reminder - i.e. Registration Instructions are still outstanding FIX.4.3
FIX.4.3
507 RegistRejReasonCode int Reason(s) why Registration Instructions has been rejected.
The reason may be further amplified in the RegistRejReasonCode field.
Possible values of reason code include:
Value SymbolicName Description Added Updated Deprecated
1 InvalidAccountType Invalid/unacceptable Account Type FIX.4.3
2 InvalidTaxExemptType Invalid/unacceptable Tax Exempt Type FIX.4.3
3 InvalidOwnershipType Invalid/unacceptable Ownership Type FIX.4.3
4 NoRegDetails Invalid/unacceptable No Reg Details FIX.4.3
5 InvalidRegSeqNo Invalid/unacceptable Reg Seq No FIX.4.3
6 InvalidRegDetails Invalid/unacceptable Reg Details FIX.4.3
7 InvalidMailingDetails Invalid/unacceptable Mailing Details FIX.4.3
8 InvalidMailingInstructions Invalid/unacceptable Mailing Instructions FIX.4.3
9 InvalidInvestorID Invalid/unacceptable Investor ID FIX.4.3
10 InvalidInvestorIDSource Invalid/unaceeptable Investor ID Source FIX.4.3
11 InvalidDateOfBirth Invalid/unacceptable Date Of Birth FIX.4.3
12 InvalidCountry Invalid/unacceptable Investor Country Of Residence FIX.4.3
13 InvalidDistribInstns Invalid/unacceptable No Distrib Instns FIX.4.3
14 InvalidPercentage Invalid/unacceptable Distrib Percentage FIX.4.3
15 InvalidPaymentMethod Invalid/unacceptable Distrib Payment Method FIX.4.3
16 InvalidAccountName Invalid/unacceptable Cash Distrib Agent Acct Name FIX.4.3
17 InvalidAgentCode Invalid/unacceptable Cash Distrib Agent Code FIX.4.3
18 InvalidAccountNum Invalid/unacceptable Cash Distrib Agent Acct Num FIX.4.3
99 Other Other FIX.4.4
FIX.4.3
508 RegistRefID String Reference identifier for the RegistID (53) with Cancel and Replace RegistTransType (54) transaction types. FIX.4.3
509 RegistDtls String Set of Registration name and address details, possibly including phone, fax etc. FIX.4.3
510 NoDistribInsts NumInGroup The number of Distribution Instructions on a Registration Instructions message FIX.4.3
511 RegistEmail String Email address relating to Registration name and address details FIX.4.3
512 DistribPercentage Percentage The amount of each distribution to go to this beneficiary, expressed as a percentage FIX.4.3
513 RegistID String Unique identifier of the registration details as assigned by institution or intermediary. FIX.4.3
514 RegistTransType char Identifies Registration Instructions transaction type
Value SymbolicName Description Added Updated Deprecated
0 New New FIX.4.3
2 Cancel Cancel FIX.4.3
1 Replace Replace FIX.4.3
FIX.4.3
515 ExecValuationPoint UTCTimestamp For CIV - a date and time stamp to indicate the fund valuation point with respect to which a order was priced by the fund manager. FIX.4.3
516 OrderPercent Percentage For CIV specifies the approximate order quantity desired. For a CIV Sale it specifies percentage of investor’s total holding to be sold. For a CIV switch/exchange it specifies percentage of investor’s cash realised from sales to be re-invested. The executing broker, intermediary or fund manager is responsible for converting and calculating OrderQty (38) in shares/units for subsequent messages. FIX.4.3
517 OwnershipType char The relationship between Registration parties.
Value SymbolicName Description Added Updated Deprecated
J JointInvestors Joint Investors FIX.4.4
T TenantsInCommon Tenants in Common FIX.4.4
2 JointTrustees Joint Trustees FIX.4.4
FIX.4.3
518 NoContAmts NumInGroup The number of Contract Amount details on an Execution Report message FIX.4.3
519 ContAmtType int Type of ContAmtValue (520).
NOTE That Commission Amount / % in Contract Amounts is the commission actually charged, rather than the commission instructions given in Fields 2/3.
Value SymbolicName Description Added Updated Deprecated
1 CommissionAmount Commission amount (actual) FIX.4.3
2 CommissionPercent Commission percent (actual) FIX.4.3
3 InitialChargeAmount Initial Charge Amount FIX.4.3
4 InitialChargePercent Initial Charge Percent FIX.4.3
5 DiscountAmount Discount Amount FIX.4.3
6 DiscountPercent Discount Percent FIX.4.3
7 DilutionLevyAmount Dilution Levy Amount FIX.4.3
8 DilutionLevyPercent Dilution Levy Percent FIX.4.3
9 ExitChargeAmount Exit Charge Amount FIX.4.3
10 ExitChargePercent Exit Charge Percent FIX.4.3
11 FundBasedRenewalCommissionPercent Fund-Based Renewal Commission Percent (a.k.a. Trail commission) FIX.4.3
12 ProjectedFundValue Projected Fund Value (i.e. for investments intended to realise or exceed a specific future value) FIX.4.3
13 FundBasedRenewalCommissionOnOrder Fund-Based Renewal Commission Amount (based on Order value) FIX.4.3
14 FundBasedRenewalCommissionOnFund Fund-Based Renewal Commission Amount (based on Projected Fund value) FIX.4.3
15 NetSettlementAmount Net Settlement Amount FIX.4.3
FIX.4.3
520 ContAmtValue float Value of Contract Amount, e.g. a financial amount or percentage as indicated by ContAmtType (519). FIX.4.3
521 ContAmtCurr Currency Specifies currency for the Contract amount if different from the Deal Currency - see "Appendix 6-A; Valid Currency Codes". FIX.4.3
522 OwnerType int Identifies the type of owner.
Value SymbolicName Description Added Updated Deprecated
1 IndividualInvestor Individual Investor FIX.4.3
2 PublicCompany Public Company FIX.4.3
3 PrivateCompany Private Company FIX.4.3
4 IndividualTrustee Individual Trustee FIX.4.3
5 CompanyTrustee Company Trustee FIX.4.3
6 PensionPlan Pension Plan FIX.4.3
7 CustodianUnderGiftsToMinorsAct Custodian Under Gifts to Minors Act FIX.4.3
8 Trusts Trusts FIX.4.3
9 Fiduciaries Fiduciaries FIX.4.3
10 NetworkingSubAccount Networking Sub-account FIX.4.3
11 NonProfitOrganization Non-profit organization FIX.4.3
12 CorporateBody Corporate Body FIX.4.3
13 Nominee Nominee FIX.4.3
FIX.4.3
523 PartySubID String Sub-identifier (e.g. Clearing Account for PartyRole (452)=Clearing Firm, Locate ID # for PartyRole=Locate/Lending Firm, etc). Not required when using PartyID (448), PartyIDSource (447), and PartyRole. FIX.4.3
524 NestedPartyID String PartyID value within a nested repeating group.
Same values as PartyID (448) 		FIX.4.3
525 NestedPartyIDSource char PartyIDSource value within a nested repeating group.
Same values as PartyIDSource (447) 		FIX.4.3
526 SecondaryClOrdID String Assigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system. FIX.4.3
527 SecondaryExecID String Assigned by the party which accepts the order. Can be used to provide the ExecID (17) used by an exchange or executing system. FIX.4.3
528 OrderCapacity char Designates the capacity of the firm placing the order.
(as of FIX 4.3, this field replaced Rule80A (tag 47) --used in conjunction with OrderRestrictions (529) field)
(see Volume : "Glossary" for value definitions)
Value SymbolicName Description Added Updated Deprecated
A Agency Agency FIX.4.3
G Proprietary Proprietary FIX.4.3
I Individual Individual FIX.4.3
P Principal Principal (Note for CMS purposes, "Principal" includes "Proprietary") FIX.4.3
R RisklessPrincipal Riskless Principal FIX.4.3
W AgentForOtherMember Agent for Other Member FIX.4.3
FIX.4.3
529 OrderRestrictions MultipleCharValue Restrictions associated with an order. If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space.
Value SymbolicName Description Added Updated Deprecated
1 ProgramTrade Program Trade FIX.4.3
2 IndexArbitrage Index Arbitrage FIX.4.3
3 NonIndexArbitrage Non-Index Arbitrage FIX.4.3
4 CompetingMarketMaker Competing Market Maker FIX.4.3
5 ActingAsMarketMakerOrSpecialistInSecurity Acting as Market Maker or Specialist in the security FIX.4.3
6 ActingAsMarketMakerOrSpecialistInUnderlying Acting as Market Maker of Specialist in the underlying security of a derivative seucirty FIX.4.3
7 ForeignEntity Foreign Entity (of foreign government or regulatory jurisdiction) FIX.4.3
8 ExternalMarketParticipant External Market Participant FIX.4.3
9 ExternalInterConnectedMarketLinkage Extneral Inter-connected Market Linkage FIX.4.3
A RisklessArbitrage Riskless Arbitrage FIX.4.3
FIX.4.3
530 MassCancelRequestType char Specifies scope of Order Mass Cancel Request.
Value SymbolicName Description Added Updated Deprecated
1 CancelOrdersForASecurity Cancel orders for a security FIX.4.3
2 CancelOrdersForAnUnderlyingSecurity Cancel orders for an underlying security FIX.4.3
3 CancelOrdersForAProduct Cancel orders for a Product FIX.4.3
4 CancelOrdersForACFICode Cancel orders for a CFICode FIX.4.3
5 CancelOrdersForASecurityType Cancel orders for a SecurityType FIX.4.3
6 CancelOrdersForATradingSession Cancel orders for a trading session FIX.4.3
7 CancelAllOrders Cancel all orders FIX.4.3
FIX.4.3
531 MassCancelResponse char Specifies the action taken by counterparty order handling system as a result of the Order Mass Cancel Request
Value SymbolicName Description Added Updated Deprecated
0 CancelRequestRejected Cancel Request Rejected - See MassCancelRejectReason (532) FIX.4.3
1 CancelOrdersForASecurity Cancel orders for a security FIX.4.3
2 CancelOrdersForAnUnderlyingSecurity Cancel orders for an Underlying Security FIX.4.3
3 CancelOrdersForAProduct Cancel orders for a Product FIX.4.3
4 CancelOrdersForACFICode Cancel orders for a CFICode FIX.4.3
5 CancelOrdersForASecurityType Cancel orders for a SecurityType FIX.4.3
6 CancelOrdersForATradingSession Cancel orders for a trading session FIX.4.3
7 CancelAllOrders Cancel All Orders FIX.4.3
FIX.4.3
532 MassCancelRejectReason int Reason Order Mass Cancel Request was rejected
Value SymbolicName Description Added Updated Deprecated
0 MassCancelNotSupported Mass Cancel Not Supported FIX.4.3
1 InvalidOrUnknownSecurity Invalid or Unknown Security FIX.4.3
2 InvalidOrUnkownUnderlyingSecurity Invalid or Unkown Underlying security FIX.4.3
3 InvalidOrUnknownProduct Invalid or Unknown Product FIX.4.3
4 InvalidOrUnknownCFICode Invalid or Unknown CFICode FIX.4.3
5 InvalidOrUnknownSecurityType Invalid or Unknown SecurityType FIX.4.3
6 InvalidOrUnknownTradingSession Invalid or Unknown Trading Session FIX.4.3
99 Other Other FIX.4.4
FIX.4.3
533 TotalAffectedOrders int Total number of orders affected by mass cancel request. FIX.4.3
534 NoAffectedOrders NumInGroup Number of affected orders in the repeating group of order ids. FIX.4.3
535 AffectedOrderID String OrderID (37) of an order affected by a mass cancel request. FIX.4.3
536 AffectedSecondaryOrderID String SecondaryOrderID (198) of an order affected by a mass cancel request. FIX.4.3
537 QuoteType int Identifies the type of quote.
An indicative quote is used to inform a counterparty of a market. An indicative quote does not result directly in a trade.
A tradeable quote is submitted to a market and will result directly in a trade against other orders and quotes in a market.
A restricted tradeable quote is submitted to a market and within a certain restriction (possibly based upon price or quantity) will automatically trade against orders. Order that do not comply with restrictions are sent to the quote issuer who can choose to accept or decline the order.
A counter quote is used in the negotiation model. See Volume 7 – Product: Fixed Income for example usage.
Value SymbolicName Description Added Updated Deprecated
0 Indicative Indicative FIX.4.3
1 Tradeable Tradeable FIX.4.3
2 RestrictedTradeable Restricted Tradeable FIX.4.3
3 Counter Counter (tradeable) FIX.4.4
FIX.4.3
538 NestedPartyRole int PartyRole value within a nested repeating group.
Same values as PartyRole (452) 		FIX.4.3
539 NoNestedPartyIDs NumInGroup Number of NestedPartyID (524), NestedPartyIDSource (525), and NestedPartyRole (538) entries FIX.4.3
540 TotalAccruedInterestAmt Amt Total Amount of Accrued Interest for convertible bonds and fixed income FIX.4.3 FIX.4.4
541 MaturityDate LocalMktDate Date of maturity. FIX.4.3
542 UnderlyingMaturityDate LocalMktDate Underlying security’s maturity date.
See MaturityDate (541) field for description 		FIX.4.3
543 InstrRegistry String Values may include BIC for the depository or custodian who maintain ownership records, the ISO country code for the location of the record, or the value "ZZ" to specify physical ownership of the security (e.g. stock certificate). FIX.4.3
544 CashMargin char Identifies whether an order is a margin order or a non-margin order. This is primarily used when sending orders to Japanese exchanges to indicate sell margin or buy to cover. The same tag could be assigned also by buy-side to indicate the intent to sell or buy margin and the sell-side to accept or reject (base on some validation criteria) the margin request.
Value SymbolicName Description Added Updated Deprecated
1 Cash Cash FIX.4.3
2 MarginOpen Margin Open FIX.4.3
3 MarginClose Margin Close FIX.4.3
FIX.4.3
545 NestedPartySubID String PartySubID value within a nested repeating group.
Same values as PartySubID (523) 		FIX.4.3
546 Scope MultipleCharValue Specifies the market scope of the a market data.
Value SymbolicName Description Added Updated Deprecated
1 LocalMarket Local Market (Exchange, ECN, ATS) FIX.4.3
2 National National FIX.4.3
3 Global Global FIX.4.3
FIX.4.3
547 MDImplicitDelete Boolean Defines how a server handles distribution of a truncated book. Defaults to broker option.
Value SymbolicName Description Added Updated Deprecated
N No Server must send an explicit delete for bids or offers falling outside the requested MarketDepth of the request FIX.4.3
Y Yes Client has responsibility for implicitly deleting bids or offers falling outside the MarketDepth of the request FIX.4.3
FIX.4.3
548 CrossID String Identifier for a cross order. Must be unique during a given trading day. Recommend that firms use the order date as part of the CrossID for Good Till Cancel (GT) orders. FIX.4.3
549 CrossType int Type of cross being submitted to a market
Value SymbolicName Description Added Updated Deprecated
1 CrossAON Cross AON - cross tade which is executed complete or not. Both sides are treated in the same manner. This is equivalent to an "All or None". FIX.4.3
2 CrossIOC Cross IOC - cross trade which is executed partially and the rest is cancelled. One side is fully executed, the other side is partially executed with the remainder being cancelled. This is equivalent to an IOC on the other side. Note: CrossPrioritization (550) field may be used to indicate which side should fully execute in this scenario. FIX.4.3
3 CrossOneSide Cross One Side - cross trade which is partially executed with the unfilled portions remaining active.. One side of the corss is fully executed (as denoted by the CrossPrioritization (550) field), but the unfilled portion remains active. FIX.4.3
4 CrossSamePrice Cross Same Price - cross trade is executed with existing orders with the same price. In this case other orders exist with the same price, the quantity of the Cross is executed against the existing orders and quotes, the remainder of the corss is executed against the other side of the cross. The two sides potentially have different quantities. FIX.4.3
FIX.4.3
550 CrossPrioritization int Indicates if one side or the other of a cross order should be prioritized.
The definition of prioritization is left to the market. In some markets prioritization means which side of the cross order is applied to the market first. In other markets – prioritization may mean that the prioritized side is fully executed (sometimes referred to as the side being protected).
Value SymbolicName Description Added Updated Deprecated
0 None None FIX.4.3
1 BuySideIsPrioritized Buy side is prioritized FIX.4.3
2 SellSideIsPrioritized Sell side is prioritized FIX.4.3
FIX.4.3
551 OrigCrossID String CrossID of the previous cross order (NOT the initial cross order of the day) as assigned by the institution, used to identify the previous cross order in Cross Cancel and Cross Cancel/Replace Requests. FIX.4.3
552 NoSides NumInGroup Number of Side repeating group instances.
Value SymbolicName Description Added Updated Deprecated
1 OneSide One Side FIX.4.3
2 BothSides Both Sides FIX.4.3
FIX.4.3
553 Username String Userid or username. FIX.4.3
554 Password String Password or passphrase. FIX.4.3
555 NoLegs NumInGroup Number of InstrumentLeg repeating group instances. FIX.4.3
556 LegCurrency Currency Currency associated with a particular Leg's quantity FIX.4.3
557 TotNoSecurityTypes int Indicates total number of security types in the event that multiple Security Type messages are used to return results
(Prior to FIX 4.4 this field was named TotalNumSecurityTypes) 		FIX.4.3
558 NoSecurityTypes NumInGroup Number of Security Type repeating group instances. FIX.4.3
559 SecurityListRequestType int Identifies the type/criteria of Security List Request
Value SymbolicName Description Added Updated Deprecated
0 Symbol Symbol FIX.4.3
1 SecurityTypeAnd SecurityType and/or CFICode FIX.4.3
2 Product Product FIX.4.3
3 TradingSessionID TradingSessionID FIX.4.3
4 AllSecurities All Securities FIX.4.3
FIX.4.3
560 SecurityRequestResult int The results returned to a Security Request message
Value SymbolicName Description Added Updated Deprecated
0 ValidRequest Valid request FIX.4.3
1 InvalidOrUnsupportedRequest Invalid or unsupported request FIX.4.3
2 NoInstrumentsFound No instruments found that match selection criteria FIX.4.3
3 NotAuthorizedToRetrieveInstrumentData Not authorized to retrieve instrument data FIX.4.3
4 InstrumentDataTemporarilyUnavailable Instrument data temporarily unavailable FIX.4.3
5 RequestForInstrumentDataNotSupported Request for instrument data not supported FIX.4.3
FIX.4.3
561 RoundLot Qty The trading lot size of a security FIX.4.3
562 MinTradeVol Qty The minimum trading volume for a security FIX.4.3
563 MultiLegRptTypeReq int Indicates the method of execution reporting requested by issuer of the order.
Value SymbolicName Description Added Updated Deprecated
0 ReportByMulitlegSecurityOnly Report by mulitleg security only (do not report legs) FIX.4.4
1 ReportByMultilegSecurityAndInstrumentLegs Report by multileg security and by instrument legs belonging to the multileg security FIX.4.4
2 ReportByInstrumentLegsOnly Report by instrument legs belonging to the multileg security only (do not report status of multileg security) FIX.4.4
FIX.4.3
564 LegPositionEffect char PositionEffect for leg of a multileg
See PositionEffect (77) field for description 		FIX.4.3
565 LegCoveredOrUncovered int CoveredOrUncovered for leg of a multileg
See CoveredOrUncovered (203) field for description 		FIX.4.3
566 LegPrice Price Price for leg of a multileg
See Price (44) field for description 		FIX.4.3
567 TradSesStatusRejReason int Indicates the reason a Trading Session Status Request was rejected.
Value SymbolicName Description Added Updated Deprecated
1 UnknownOrInvalidTradingSessionID Unknown or invalid TradingSessionID FIX.4.3
99 Other Other FIX.4.4
FIX.4.3
568 TradeRequestID String Trade Capture Report Request ID FIX.4.3
569 TradeRequestType int Type of Trade Capture Report.
Value SymbolicName Description Added Updated Deprecated
0 AllTrades All Trades FIX.4.3
1 MatchedTradesMatchingCriteria Matched trades matching criteria provided on request (Parties, ExecID, TradeID, OrderID, Instrument, InputSource, etc.) FIX.4.3
2 UnmatchedTradesThatMatchCriteria Unmatched trades that match criteria FIX.4.3
3 UnreportedTradesThatMatchCriteria Unreported trades that match criteria FIX.4.3
4 AdvisoriesThatMatchCriteria Advisories that match criteria FIX.4.3
FIX.4.3
570 PreviouslyReported Boolean Indicates if the trade capture report was previously reported to the counterparty
Value SymbolicName Description Added Updated Deprecated
N NotReportedToCounterparty Not reported to counterparty FIX.4.3
Y PerviouslyReportedToCounterparty Perviously reported to counterparty FIX.4.3
FIX.4.3
571 TradeReportID String Unique identifier of trade capture report FIX.4.3
572 TradeReportRefID String Reference identifier used with CANCEL and REPLACE transaction types. FIX.4.3
573 MatchStatus char The status of this trade with respect to matching or comparison.
Value SymbolicName Description Added Updated Deprecated
0 Compared Compared, matched or affirmed FIX.4.3
1 Uncompared Uncompared, unmatched, or unaffired FIX.4.3
2 AdvisoryOrAlert Advisory or alert FIX.4.3
FIX.4.3
574 MatchType String The point in the matching process at which this trade was matched.
Value SymbolicName Description Added Updated Deprecated
60 OnePartyPrivatelyNegotiatedTradeReport One-Party Privately Negotiated Trade Report FIX.4.4EP22
61 TwoPartyPrivatelyNegotiatedTradeReport Two-Party Privately Negotiated Trade Report FIX.4.4EP22
62 ContinuousAutoMatch Continuous Auto-match FIX.4.4EP22
63 CrossAuction Cross Auction FIX.4.4EP22
64 CounterOrderSelection Counter-Order Selection FIX.4.4EP22
65 CallAuction Call Auction FIX.4.4EP22
M3 ACTAcceptedTrade ACT Accepted Trade FIX.4.3
M4 ACTDefaultTrade ACT Default Trade FIX.4.3
M5 ACTDefaultAfterM2 ACT Default After M2 FIX.4.3
M6 ACTM6Match ACT M6 Match FIX.4.3
A1 ExactMatchPlus4BadgesExecTime Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus four badges and execution time (within two-minute window) FIX.4.3
A2 ExactMatchPlus4Badges Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus four badges FIX.4.3
A3 ExactMatchPlus2BadgesExecTime Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges and execution time (within two-minute window) FIX.4.3
A4 ExactMatchPlus2Badges Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges FIX.4.3
A5 ExactMatchPlusExecTime Exact match on Trade Date, Stock Symbol, Quantity, Price, TradeType, and Special Trade Indicator plus execution time (within two-minute window) FIX.4.3
AQ StampedAdvisoriesOrSpecialistAccepts Compared records resulting from stamped advisories or specialist accepts/pair-offs FIX.4.3
S1 A1ExactMatchSummarizedQuantity Summarized match using A1 exact match criteria except quantity is summaried FIX.4.3
S2 A2ExactMatchSummarizedQuantity Summarized match using A2 exact match criteria except quantity is summarized FIX.4.3
S3 A3ExactMatchSummarizedQuantity Summarized match using A3 exact match criteria except quantity is summarized FIX.4.3
S4 A4ExactMatchSummarizedQuantity Summarized match using A4 exact match criteria except quantity is summarized FIX.4.3
S5 A5ExactMatchSummarizedQuantity Summarized match using A5 exact match criteria except quantity is summarized FIX.4.3
M1 ExactMatchMinusBadgesTimes Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator minus badges And times: ACT M1 match FIX.4.3
M2 SummarizedMatchMinusBadgesTimes Summarized match minus badges and times: ACT M2 Match FIX.4.3
MT OCSLockedIn OCS Locked In: Non-ACT FIX.4.3
1 OnePartyTradeReport One-Party Trade Report (privately negotiated trade) FIX.4.4EP22
2 TwoPartyTradeReport Two-Party Trade Report (privately negotiated trade) FIX.4.4EP22
3 ConfirmedTradeReport Confirmed Trade Report (reporting from recognized markets) FIX.4.4EP22
4 AutoMatch Auto-match FIX.4.4EP22
5 CrossAuction Cross Auction FIX.4.4EP22
6 CounterOrderSelection Counter-Order Selection FIX.4.4EP22
7 CallAuction Call Auction FIX.4.4EP22
FIX.4.3
575 OddLot Boolean This trade is to be treated as an odd lot
If this field is not specified, the default will be "N"
Value SymbolicName Description Added Updated Deprecated
N TreatAsRoundLot Treat as round lot (default) FIX.4.4
Y TreatAsOddLot Treat as odd lot FIX.4.4
FIX.4.3 FIX.5.0
576 NoClearingInstructions NumInGroup Number of clearing instructions FIX.4.3
577 ClearingInstruction int Eligibility of this trade for clearing and central counterparty processing
values above 4000 are reserved for agreement between parties
Value SymbolicName Description Added Updated Deprecated
0 ProcessNormally Process normally FIX.4.3
1 ExcludeFromAllNetting Exclude from all netting FIX.4.3
2 BilateralNettingOnly Bilateral netting only FIX.4.3
3 ExClearing Ex clearing FIX.4.3
4 SpecialTrade Special trade FIX.4.3
5 MultilateralNetting Multilateral netting FIX.4.3
6 ClearAgainstCentralCounterparty Clear against central counterparty FIX.4.3
7 ExcludeFromCentralCounterparty Exclude from central counterparty FIX.4.3
8 ManualMode Manual mode (pre-posting and/or pre-giveup) FIX.4.3
9 AutomaticPostingMode Automatic posting mode (trade posting to the position account number specified) FIX.4.3
10 AutomaticGiveUpMode Automatic give-up mode (trade give-up to the give-up destination number specified) FIX.4.3
11 QualifiedServiceRepresentativeQSR Qualified Service Representative QSR FIX.4.4
12 CustomerTrade Customer trade FIX.4.4
13 SelfClearing Self clearing FIX.4.4
FIX.4.3
578 TradeInputSource String Type of input device or system from which the trade was entered. FIX.4.3
579 TradeInputDevice String Specific device number, terminal number or station where trade was entered FIX.4.3
580 NoDates NumInGroup Number of Date fields provided in date range FIX.4.3
581 AccountType int Type of account associated with an order
Value SymbolicName Description Added Updated Deprecated
1 CarriedCustomerSide Account is carried on customer side of the books FIX.4.3
2 CarriedNonCustomerSide Account is carried on non-customer side of books FIX.4.3
3 HouseTrader House Trader FIX.4.3
4 FloorTrader Floor Trader FIX.4.3
6 CarriedNonCustomerSideCrossMargined Account is carried on non-customer side of books and is cross margined FIX.4.3
7 HouseTraderCrossMargined Account is house trader and is cross margined FIX.4.3
8 JointBackOfficeAccount Joint back office account (JBO) FIX.4.3
FIX.4.3
582 CustOrderCapacity int Capacity of customer placing the order
Primarily used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission).
Value SymbolicName Description Added Updated Deprecated
1 MemberTradingForTheirOwnAccount Member trading for their own account FIX.4.4
2 ClearingFirmTradingForItsProprietaryAccount Clearing Firm trading for its proprietary account FIX.4.4
3 MemberTradingForAnotherMember Member trading for another member FIX.4.4
4 AllOther All other FIX.4.4
FIX.4.3
583 ClOrdLinkID String Permits order originators to tie together groups of orders in which trades resulting from orders are associated for a specific purpose, for example the calculation of average execution price for a customer or to associate lists submitted to a broker as waves of a larger program trade. FIX.4.3
584 MassStatusReqID String Value assigned by issuer of Mass Status Request to uniquely identify the request FIX.4.3
585 MassStatusReqType int Mass Status Request Type
Value SymbolicName Description Added Updated Deprecated
1 StatusForOrdersForASecurity Status for orders for a Security FIX.4.3
2 StatusForOrdersForAnUnderlyingSecurity Status for orders for an Underlying Security FIX.4.3
3 StatusForOrdersForAProduct Status for orders for a Product FIX.4.3
4 StatusForOrdersForACFICode Status for orders for a CFICode FIX.4.3
5 StatusForOrdersForASecurityType Status for orders for a SecurityType FIX.4.3
6 StatusForOrdersForATradingSession Status for orders for a trading session FIX.4.3
7 StatusForAllOrders Status for all orders FIX.4.3
8 StatusForOrdersForAPartyID Status for orders for a PartyID FIX.4.3
FIX.4.3
586 OrigOrdModTime UTCTimestamp The most recent (or current) modification TransactTime (tag 60) reported on an Execution Report for the order.
The OrigOrdModTime is provided as an optional field on Order Cancel Request and Order Cancel Replace Requests to identify that the state of the order has not changed since the request was issued.
This is provided to support markets similar to Eurex and A/C/E. 		FIX.4.3
587 LegSettlType char Refer to values for SettlType[63] FIX.4.3
588 LegSettlDate LocalMktDate Refer to description for SettlDate[64] FIX.4.3
589 DayBookingInst char Indicates whether or not automatic booking can occur.
Value SymbolicName Description Added Updated Deprecated
0 Auto Can trigger booking without reference to the order initiator ("auto") FIX.4.3
1 SpeakWithOrderInitiatorBeforeBooking Speak with order initiator before booking ("speak first") FIX.4.3
2 Accumulate Accumulate FIX.4.4
FIX.4.3
590 BookingUnit char Indicates what constitutes a bookable unit.
Value SymbolicName Description Added Updated Deprecated
0 EachPartialExecutionIsABookableUnit Each partial execution is a bookable unit FIX.4.3
1 AggregatePartialExecutionsOnThisOrder Aggregate partial executions on this order, and book one trade per order FIX.4.3
2 AggregateExecutionsForThisSymbol Aggregate executions for this symbol, side, and settlement date FIX.4.3
FIX.4.3
591 PreallocMethod char Indicates the method of preallocation.
Value SymbolicName Description Added Updated Deprecated
0 ProRata Pro-rata FIX.4.3
1 DoNotProRata Do not pro-rata - discuss first FIX.4.3
FIX.4.3
592 UnderlyingCountryOfIssue Country Underlying security’s CountryOfIssue.
See CountryOfIssue (470) field for description 		FIX.4.3
593 UnderlyingStateOrProvinceOfIssue String Underlying security’s StateOrProvinceOfIssue.
See StateOrProvinceOfIssue (471) field for description 		FIX.4.3
594 UnderlyingLocaleOfIssue String Underlying security’s LocaleOfIssue.
See LocaleOfIssue (472) field for description 		FIX.4.3
595 UnderlyingInstrRegistry String Underlying security’s InstrRegistry.
See InstrRegistry (543) field for description 		FIX.4.3
596 LegCountryOfIssue Country Multileg instrument's individual leg security’s CountryOfIssue.
See CountryOfIssue (470) field for description 		FIX.4.3
597 LegStateOrProvinceOfIssue String Multileg instrument's individual leg security’s StateOrProvinceOfIssue.
See StateOrProvinceOfIssue (471) field for description 		FIX.4.3
598 LegLocaleOfIssue String Multileg instrument's individual leg security’s LocaleOfIssue.
See LocaleOfIssue (472) field for description 		FIX.4.3
599 LegInstrRegistry String Multileg instrument's individual leg security’s InstrRegistry.
See InstrRegistry (543) field for description 		FIX.4.3
600 LegSymbol String Multileg instrument's individual security’s Symbol.
See Symbol (55) field for description 		FIX.4.3
601 LegSymbolSfx String Multileg instrument's individual security’s SymbolSfx.
See SymbolSfx (65) field for description 		FIX.4.3
602 LegSecurityID String Multileg instrument's individual security’s SecurityID.
See SecurityID (48) field for description 		FIX.4.3
603 LegSecurityIDSource String Multileg instrument's individual security’s SecurityIDSource.
See SecurityIDSource (22) field for description 		FIX.4.3
604 NoLegSecurityAltID NumInGroup Multileg instrument's individual security’s NoSecurityAltID.
See NoSecurityAltID (454) field for description 		FIX.4.3
605 LegSecurityAltID String Multileg instrument's individual security’s SecurityAltID.
See SecurityAltID (455) field for description 		FIX.4.3
606 LegSecurityAltIDSource String Multileg instrument's individual security’s SecurityAltIDSource.
See SecurityAltIDSource (456) field for description 		FIX.4.3
607 LegProduct int Multileg instrument's individual security’s Product.
See Product (460) field for description 		FIX.4.3
608 LegCFICode String Multileg instrument's individual security’s CFICode.
See CFICode (461) field for description 		FIX.4.3
609 LegSecurityType String Multileg instrument's individual security’s SecurityType.
See SecurityType (167) field for description 		FIX.4.3
610 LegMaturityMonthYear MonthYear Multileg instrument's individual security’s MaturityMonthYear.
See MaturityMonthYear (200) field for description 		FIX.4.3
611 LegMaturityDate LocalMktDate Multileg instrument's individual security’s MaturityDate.
See MaturityDate (54) field for description 		FIX.4.3
612 LegStrikePrice Price Multileg instrument's individual security’s StrikePrice.
See StrikePrice (202) field for description 		FIX.4.3
613 LegOptAttribute char Multileg instrument's individual security’s OptAttribute.
See OptAttribute (206) field for description 		FIX.4.3
614 LegContractMultiplier float Multileg instrument's individual security’s ContractMultiplier.
See ContractMultiplier (23) field for description 		FIX.4.3
615 LegCouponRate Percentage Multileg instrument's individual security’s CouponRate.
See CouponRate (223) field for description 		FIX.4.3
616 LegSecurityExchange Exchange Multileg instrument's individual security’s SecurityExchange.
See SecurityExchange (207) field for description 		FIX.4.3
617 LegIssuer String Multileg instrument's individual security’s Issuer.
See Issuer (106) field for description 		FIX.4.3
618 EncodedLegIssuerLen Length Multileg instrument's individual security’s EncodedIssuerLen.
See EncodedIssuerLen (348) field for description 		FIX.4.3
619 EncodedLegIssuer data Multileg instrument's individual security’s EncodedIssuer.
See EncodedIssuer (349) field for description 		FIX.4.3
620 LegSecurityDesc String Multileg instrument's individual security’s SecurityDesc.
See SecurityDesc (07) field for description 		FIX.4.3
621 EncodedLegSecurityDescLen Length Multileg instrument's individual security’s EncodedSecurityDescLen.
See EncodedSecurityDescLen (350) field for description 		FIX.4.3
622 EncodedLegSecurityDesc data Multileg instrument's individual security’s EncodedSecurityDesc.
See EncodedSecurityDesc (35) field for description 		FIX.4.3
623 LegRatioQty float The ratio of quantity for this individual leg relative to the entire multileg security. FIX.4.3
624 LegSide char The side of this individual leg (multileg security).
See Side (54) field for description and values 		FIX.4.3
625 TradingSessionSubID String Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties.
Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. 		FIX.4.3
626 AllocType int Describes the specific type or purpose of an Allocation message (i.e. "Buyside Calculated")
(see Volume : "Glossary" for value definitions)
*** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" ***
Value SymbolicName Description Added Updated Deprecated
1 Calculated Calculated (includes MiscFees and NetMoney) FIX.4.3
2 Preliminary Preliminary (without MiscFees and NetMoney) FIX.4.3
3 SellsideCalculatedUsingPreliminary Sellside Calculated Using Preliminary (includes MiscFees and NetMoney) (Replaced) FIX.4.3 FIX.4.2
4 SellsideCalculatedWithoutPreliminary Sellside Calculated Without Preliminary (sent unsolicited by sellside, includes MiscFees and NetMoney) (Replaced) FIX.4.3 FIX.4.2
5 ReadyToBook Ready-To-Book - Single Order FIX.4.3
6 BuysideReadyToBook Buyside Ready-To-Book - Combined Set of Orders (Replaced) FIX.4.3 FIX.4.2
7 WarehouseInstruction Warehouse Instruction FIX.4.4
8 RequestToIntermediary Request to Intermediary FIX.4.4
9 Accept Accept FIX.4.4EP5
10 Reject Reject FIX.4.4EP5
11 AcceptPending Accept Pending FIX.4.4EP5
12 IncompleteGroup Incomplete Group FIX.4.4EP5
13 CompleteGroup Complete Group FIX.4.4EP5
14 ReversalPending Reversal Pending FIX.4.4EP5
FIX.4.3
627 NoHops NumInGroup Number of HopCompID entries in repeating group. FIX.4.3
628 HopCompID String Assigned value used to identify the third party firm which delivered a specific message either from the firm which originated the message or from another third party (if multiple "hops" are performed). It is recommended that this value be the SenderCompID (49) of the third party.
Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (115) is being used. 		FIX.4.3
629 HopSendingTime UTCTimestamp Time that HopCompID (628) sent the message. It is recommended that this value be the SendingTime (52) of the message sent by the third party.
Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (115) is being used. 		FIX.4.3
630 HopRefID SeqNum Reference identifier assigned by HopCompID (628) associated with the message sent. It is recommended that this value be the MsgSeqNum (34) of the message sent by the third party.
Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (115) is being used. 		FIX.4.3
631 MidPx Price Mid price/rate FIX.4.3
632 BidYield Percentage Bid yield FIX.4.3
633 MidYield Percentage Mid yield FIX.4.3
634 OfferYield Percentage Offer yield FIX.4.3
635 ClearingFeeIndicator String Indicates type of fee being assessed of the customer for trade executions at an exchange. Applicable for futures markets only at this time.
(Values source CBOT, CME, NYBOT, and NYMEX):
Value SymbolicName Description Added Updated Deprecated
1 FirstYearDelegate 1st year delegate trading for own account FIX.4.3
2 SecondYearDelegate 2nd year delegate trading for own account FIX.4.3
3 ThirdYearDelegate 3rd year delegate trading for own account FIX.4.3
4 FourthYearDelegate 4th year delegate trading for own account FIX.4.3
5 FifthYearDelegate 5th year delegate trading for own account FIX.4.3
9 SixthYearDelegate 6th year delegate trading for own account FIX.4.3
B CBOEMember CBOE Member FIX.4.3
C NonMemberAndCustomer Non-member and Customer FIX.4.3
E EquityMemberAndClearingMember Equity Member and Clearing Member FIX.4.3
F FullAndAssociateMember Full and Associate Member trading for own account and as floor brokers FIX.4.3
H Firms106HAnd106J 106.H and 106.J firms FIX.4.3
I GIM GIM, IDEM and COM Membership Interest Holders FIX.4.3
L Lessee106FEmployees Lessee 106.F Employees FIX.4.3
M AllOtherOwnershipTypes All other ownership types FIX.4.3
FIX.4.3
636 WorkingIndicator Boolean Indicates if the order is currently being worked. Applicable only for OrdStatus = "New". For open outcry markets this indicates that the order is being worked in the crowd. For electronic markets it indicates that the order has transitioned from a contingent order to a market order.
Value SymbolicName Description Added Updated Deprecated
N NotWorking Order has been accepted but not yet in a working state FIX.4.3
Y Working Order is currently being worked FIX.4.3
FIX.4.3
637 LegLastPx Price Execution price assigned to a leg of a multileg instrument.
See LastPx (31) field for description and values 		FIX.4.3
638 PriorityIndicator int Indicates if a Cancel/Replace has caused an order to lose book priority.
Value SymbolicName Description Added Updated Deprecated
0 PriorityUnchanged Priority unchanged FIX.4.3
1 LostPriorityAsResultOfOrderChange Lost Priority as result of order change FIX.4.3
FIX.4.3
639 PriceImprovement PriceOffset Amount of price improvement. FIX.4.3
640 Price2 Price Price of the future part of a F/X swap order.
See Price (44) for description. 		FIX.4.3 FIX.5.0
641 LastForwardPoints2 PriceOffset F/X forward points of the future part of a F/X swap order added to LastSpotRate (94). May be a negative value. FIX.4.3 FIX.5.0
642 BidForwardPoints2 PriceOffset Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value. FIX.4.3 FIX.5.0
643 OfferForwardPoints2 PriceOffset Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value. FIX.4.3 FIX.5.0
644 RFQReqID String RFQ Request ID – used to identify an RFQ Request. FIX.4.3
645 MktBidPx Price Used to indicate the best bid in a market FIX.4.3
646 MktOfferPx Price Used to indicate the best offer in a market FIX.4.3
647 MinBidSize Qty Used to indicate a minimum quantity for a bid. If this field is used the BidSize (134) field is interpreted as the maximum bid size FIX.4.3
648 MinOfferSize Qty Used to indicate a minimum quantity for an offer. If this field is used the OfferSize (135) field is interpreted as the maximum offer size. FIX.4.3
649 QuoteStatusReqID String Unique identifier for Quote Status Request. FIX.4.3
650 LegalConfirm Boolean Indicates that this message is to serve as the final and legal confirmation.
Value SymbolicName Description Added Updated Deprecated
N DoesNotConsituteALegalConfirm Does not consitute a Legal Confirm FIX.4.3
Y LegalConfirm Legal Confirm FIX.4.3
FIX.4.3
651 UnderlyingLastPx Price The calculated or traded price for the underlying instrument that corresponds to a derivative. Used for transactions that include the cash instrument and the derivative. FIX.4.3
652 UnderlyingLastQty Qty The calculated or traded quantity for the underlying instrument that corresponds to a derivative. Used for transactions that include the cash instrument and the derivative. FIX.4.3
654 LegRefID String Unique indicator for a specific leg. FIX.4.3
655 ContraLegRefID String Unique indicator for a specific leg for the ContraBroker (375). FIX.4.3
656 SettlCurrBidFxRate float Foreign exchange rate used to compute the bid "SettlCurrAmt" (119) from Currency (15) to SettlCurrency (120) FIX.4.3
657 SettlCurrOfferFxRate float Foreign exchange rate used to compute the offer "SettlCurrAmt" (119) from Currency (15) to SettlCurrency (120) FIX.4.3
658 QuoteRequestRejectReason int Reason Quote was rejected:
Value SymbolicName Description Added Updated Deprecated
1 UnknownSymbol Unknown Symbol (Security) FIX.4.3
2 Exchange Exchange (Security) Closed FIX.4.3
3 QuoteRequestExceedsLimit Quote Request Exceeds Limit FIX.4.3
4 TooLateToEnter Too Late to enter FIX.4.3
5 InvalidPrice Invalid Price FIX.4.3
6 NotAuthorizedToRequestQuote Not Authorized To Request Quote FIX.4.3
7 NoMatchForInquiry No Match For Inquiry FIX.4.4
8 NoMarketForInstrument No Market For Instrument FIX.4.4
9 NoInventory No Inventory FIX.4.4
10 Pass Pass FIX.4.4
11 InsufficientCredit Insufficient credit FIX.4.4EP21
99 Other Other FIX.4.4
FIX.4.3
659 SideComplianceID String ID within repeating group of sides which is used to represent this transaction for compliance purposes (e.g. OATS reporting). FIX.4.3
660 AcctIDSource int Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.
Value SymbolicName Description Added Updated Deprecated
1 BIC BIC FIX.4.4
2 SIDCode SID Code FIX.4.4
3 TFM TFM (GSPTA) FIX.4.4
4 OMGEO OMGEO (Alert ID) FIX.4.4
5 DTCCCode DTCC Code FIX.4.4
99 Other Other (custom or proprietary) FIX.4.4
FIX.4.4
661 AllocAcctIDSource int Used to identify the source of the AllocAccount (79) code.
See AcctIDSource (660) for valid values. 		FIX.4.4
662 BenchmarkPrice Price Specifies the price of the benchmark. FIX.4.4
663 BenchmarkPriceType int Identifies type of BenchmarkPrice (662).
See PriceType (423) for valid values. 		FIX.4.4
664 ConfirmID String Message reference for Confirmation FIX.4.4
665 ConfirmStatus int Identifies the status of the Confirmation.
Value SymbolicName Description Added Updated Deprecated
1 Received Received FIX.4.4
2 MismatchedAccount Mismatched Account FIX.4.4
3 MissingSettlementInstructions Missing Settlement Instructions FIX.4.4
4 Confirmed Confirmed FIX.4.4
5 RequestRejected Request Rejected FIX.4.4
FIX.4.4
666 ConfirmTransType int Identifies the Confirmation transaction type.
Value SymbolicName Description Added Updated Deprecated
0 New New FIX.4.4
1 Replace Replace FIX.4.4
2 Cancel Cancel FIX.4.4
FIX.4.4
667 ContractSettlMonth MonthYear Specifies when the contract (i.e. MBS/TBA) will settle. FIX.4.4
668 DeliveryForm int Identifies the form of delivery.
Value SymbolicName Description Added Updated Deprecated
1 BookEntry Book Entry (default) FIX.4.4
2 Bearer Bearer FIX.4.4
FIX.4.4
669 LastParPx Price Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx (31) is expressed in Yield, Spread, Discount or any other type.
Usage: Execution Report and Allocation Report repeating executions block (from sellside). 		FIX.4.4
670 NoLegAllocs NumInGroup Number of Allocations for the leg FIX.4.4
671 LegAllocAccount String Allocation Account for the leg
See AllocAccount (79) for description and valid values. 		FIX.4.4
672 LegIndividualAllocID String Reference for the individual allocation ticket
See IndividualAllocID (467) for description and valid values. 		FIX.4.4
673 LegAllocQty Qty Leg allocation quantity.
See AllocQty (80) for description and valid values. 		FIX.4.4
674 LegAllocAcctIDSource String The source of the LegAllocAccount (671)
See AllocAcctIDSource (661) for description and valid values. 		FIX.4.4
675 LegSettlCurrency Currency Identifies settlement currency for the Leg.
See SettlCurrency (20) for description and valid values 		FIX.4.4
676 LegBenchmarkCurveCurrency Currency LegBenchmarkPrice (679) currency
See BenchmarkCurveCurrency (220) for description and valid values. 		FIX.4.4
677 LegBenchmarkCurveName String Name of the Leg Benchmark Curve.
See BenchmarkCurveName (22) for description and valid values. 		FIX.4.4
678 LegBenchmarkCurvePoint String Identifies the point on the Leg Benchmark Curve.
See BenchmarkCurvePoint (222) for description and valid values. 		FIX.4.4
679 LegBenchmarkPrice Price Used to identify the price of the benchmark security.
See BenchmarkPrice (662) for description and valid values. 		FIX.4.4
680 LegBenchmarkPriceType int The price type of the LegBenchmarkPrice.
See BenchmarkPriceType (663) for description and valid values. 		FIX.4.4
681 LegBidPx Price Bid price of this leg.
See BidPx (32) for description and valid values. 		FIX.4.4
682 LegIOIQty String Leg-specific IOI quantity.
See IOIQty (27) for description and valid values 		FIX.4.4
683 NoLegStipulations NumInGroup Number of leg stipulation entries FIX.4.4
684 LegOfferPx Price Offer price of this leg.
See OfferPx (133) for description and valid values 		FIX.4.4
685 LegOrderQty Qty Quantity ordered of this leg.
See OrderQty (38) for description and valid values 		FIX.4.4
686 LegPriceType int The price type of the LegBidPx (681) and/or LegOfferPx (684).
See PriceType (423) for description and valid values 		FIX.4.4
687 LegQty Qty Quantity of this leg, e.g. in Quote dialog.
See Quantity (53) for description and valid values 		FIX.4.4
688 LegStipulationType String For Fixed Income, type of Stipulation for this leg.
See StipulationType (233) for description and valid values 		FIX.4.4
689 LegStipulationValue String For Fixed Income, value of stipulation.
See StipulationValue (234) for description and valid values 		FIX.4.4
690 LegSwapType int For Fixed Income, used instead of LegQty (687) or LegOrderQty (685) to requests the respondent to calculate the quantity based on the quantity on the opposite side of the swap.
Value SymbolicName Description Added Updated Deprecated
1 ParForPar Par For Par FIX.4.4
2 ModifiedDuration Modified Duration FIX.4.4
4 Risk Risk FIX.4.4
5 Proceeds Proceeds FIX.4.4
FIX.4.4
691 Pool String For Fixed Income, identifies MBS / ABS pool. FIX.4.4
692 QuotePriceType int Code to represent price type requested in Quote.
If the Quote Request is for a Swap values 1-8 apply to all legs.
Value SymbolicName Description Added Updated Deprecated
1 Percent Percent (percent of par) FIX.4.4
2 PerShare Per Share (e.g. cents per share) FIX.4.4
3 FixedAmount Fixed Amount (absolute value) FIX.4.4
4 Discount Discount - percentage points below par FIX.4.4
5 Premium Premium - percentage points over par FIX.4.4
6 Spread Spread - basis points relative to benchmark FIX.4.4
7 TEDPrice TED Price FIX.4.4
8 TEDYield TED Yield FIX.4.4
9 YieldSpread Yield Spread (swaps) FIX.4.4
10 Yield Yield FIX.4.4
FIX.4.4
693 QuoteRespID String Message reference for Quote Response FIX.4.4
694 QuoteRespType int Identifies the type of Quote Response.
Value SymbolicName Description Added Updated Deprecated
1 Hit Hit/Lift FIX.4.4
2 Counter Counter FIX.4.4
3 Expired Expired FIX.4.4
4 Cover Cover FIX.4.4
5 DoneAway Done Away FIX.4.4
6 Pass Pass FIX.4.4
FIX.4.4
695 QuoteQualifier char Code to qualify Quote use
See IOIQualifier (104) for description and valid values. 		FIX.4.4
696 YieldRedemptionDate LocalMktDate Date to which the yield has been calculated (i.e. maturity, par call or current call, pre-refunded date). FIX.4.4
697 YieldRedemptionPrice Price Price to which the yield has been calculated. FIX.4.4
698 YieldRedemptionPriceType int The price type of the YieldRedemptionPrice (697)
See PriceType (423) for description and valid values. 		FIX.4.4
699 BenchmarkSecurityID String The identifier of the benchmark security, e.g. Treasury against Corporate bond.
See SecurityID (tag 48) for description and valid values. 		FIX.4.4
700 ReversalIndicator Boolean Indicates a trade that reverses a previous trade. FIX.4.4
701 YieldCalcDate LocalMktDate Include as needed to clarify yield irregularities associated with date, e.g. when it falls on a non-business day. FIX.4.4
702 NoPositions NumInGroup Number of position entries. FIX.4.4
703 PosType String Used to identify the type of quantity that is being returned.
Value SymbolicName Description Added Updated Deprecated
ALC AllocationTradeQty Allocation Trade Qty FIX.4.4
AS OptionAssignment Option Assignment FIX.4.4
ASF AsOfTradeQty As-of Trade Qty FIX.4.4
DLV DeliveryQty Delivery Qty FIX.4.4
ETR ElectronicTradeQty Electronic Trade Qty FIX.4.4
EX OptionExerciseQty Option Exercise Qty FIX.4.4
FIN EndOfDayQty End-of-Day Qty FIX.4.4
IAS IntraSpreadQty Intra-spread Qty FIX.4.4
IES InterSpreadQty Inter-spread Qty FIX.4.4
PA AdjustmentQty Adjustment Qty FIX.4.4
PIT PitTradeQty Pit Trade Qty FIX.4.4
SOD StartOfDayQty Start-of-Day Qty FIX.4.4
SPL IntegralSplit Integral Split FIX.4.4
TA TransactionFromAssignment Transaction from Assignment FIX.4.4
TOT TotalTransactionQty Total Transaction Qty FIX.4.4
TQ TransactionQuantity Transaction Quantity FIX.4.4
TRF TransferTradeQty Transfer Trade Qty FIX.4.4
TX TransactionFromExercise Transaction from Exercise FIX.4.4
XM CrossMarginQty Cross Margin Qty FIX.4.4
RCV ReceiveQuantity Receive Quantity FIX.4.4EP4
CAA CorporateActionAdjustment Corporate Action Adjustment FIX.4.4EP4
DN DeliveryNoticeQty Delivery Notice Qty FIX.4.4EP13
EP ExchangeForPhysicalQty Exchange for Physical Qty FIX.4.4EP13
FIX.4.4
704 LongQty Qty Long Quantity FIX.4.4
705 ShortQty Qty Short Quantity FIX.4.4
706 PosQtyStatus int Status of this position.
Value SymbolicName Description Added Updated Deprecated
0 Submitted Submitted FIX.4.4
1 Accepted Accepted FIX.4.4
2 Rejected Rejected FIX.4.4
FIX.4.4
707 PosAmtType String Type of Position amount
Value SymbolicName Description Added Updated Deprecated
CASH CashAmount Cash Amount (Corporate Event) FIX.4.4
CRES CashResidualAmount Cash Residual Amount FIX.4.4
FMTM FinalMarkToMarketAmount Final Mark-to-Market Amount FIX.4.4
IMTM IncrementalMarkToMarketAmount Incremental Mark-to-Market Amount FIX.4.4
PREM PremiumAmount Premium Amount FIX.4.4
SMTM StartOfDayMarkToMarketAmount Start-of-Day Mark-to-Market Amount FIX.4.4
TVAR TradeVariationAmount Trade Variation Amount FIX.4.4
VADJ ValueAdjustedAmount Value Adjusted Amount FIX.4.4
SETL SettlementValue Settlement Value FIX.4.4EP4
FIX.4.4
708 PosAmt Amt Position amount FIX.4.4
709 PosTransType int Identifies the type of position transaction
Value SymbolicName Description Added Updated Deprecated
1 Exercise Exercise FIX.4.4
2 DoNotExercise Do Not Exercise FIX.4.4
3 PositionAdjustment Position Adjustment FIX.4.4
4 PositionChangeSubmission Position Change Submission/Margin Disposition FIX.4.4
5 Pledge Pledge FIX.4.4
6 LargeTraderSubmission Large Trader Submission FIX.4.4EP13
FIX.4.4
710 PosReqID String Unique identifier for the position maintenance request as assigned by the submitter FIX.4.4
711 NoUnderlyings NumInGroup Number of underlying legs that make up the security. FIX.4.4
712 PosMaintAction int Maintenance Action to be performed.
Value SymbolicName Description Added Updated Deprecated
1 New New - used to increment the overall transaction quantity FIX.4.4
2 Replace Replace - used to override the overall transaction quantity or specifi add messages based on the reference ID FIX.4.4
3 Cancel Cancel - used to remove the overall transaction or specific add messages based on reference ID FIX.4.4
4 Reverse Reverse - used to completelly back-out the transaction such that the transaction never existed FIX.4.4EP4
FIX.4.4
713 OrigPosReqRefID String Reference to the PosReqID (710) of a previous maintenance request that is being replaced or canceled. FIX.4.4
714 PosMaintRptRefID String Reference to a PosMaintRptID (721) from a previous Position Maintenance Report that is being replaced or canceled. FIX.4.4
715 ClearingBusinessDate LocalMktDate The "Clearing Business Date" referred to by this maintenance request. FIX.4.4
716 SettlSessID String Identifies a specific settlement session
Value SymbolicName Description Added Updated Deprecated
ITD Intraday Intraday FIX.4.4EP1
RTH RegularTradingHours Regular Trading Hours FIX.4.4EP1
ETH ElectronicTradingHours Electronic Trading Hours FIX.4.4EP1
EOD EndOfDay End Of Day FIX.4.4EP4
FIX.4.4
717 SettlSessSubID String SubID value associated with SettlSessID (716) FIX.4.4
718 AdjustmentType int Type of adjustment to be applied, used for PCS and PAJ
Value SymbolicName Description Added Updated Deprecated
0 ProcessRequestAsMarginDisposition Process Request As Margin Disposition FIX.4.4
1 DeltaPlus Delta Plus FIX.4.4
2 DeltaMinus Delta Minus FIX.4.4
3 Final Final FIX.4.4
FIX.4.4
719 ContraryInstructionIndicator Boolean Used to indicate when a contrary instruction for exercise or abandonment is being submitted FIX.4.4
720 PriorSpreadIndicator Boolean Indicates if requesting a rollover of prior day’s spread submissions. FIX.4.4
721 PosMaintRptID String Unique identifier for this position report FIX.4.4
722 PosMaintStatus int Status of Position Maintenance Request
Value SymbolicName Description Added Updated Deprecated
0 Accepted Accepted FIX.4.4
1 AcceptedWithWarnings Accepted With Warnings FIX.4.4
2 Rejected Rejected FIX.4.4
3 Completed Completed FIX.4.4
4 CompletedWithWarnings Completed With Warnings FIX.4.4
FIX.4.4
723 PosMaintResult int Result of Position Maintenance Request.
4000+ Reserved and available for bi-laterally agreed upon user-defined values
Value SymbolicName Description Added Updated Deprecated
0 SuccessfulCompletion Successful Completion - no warnings or errors FIX.4.4
1 Rejected Rejected FIX.4.4
99 Other Other FIX.4.4
FIX.4.4
724 PosReqType int Used to specify the type of position request being made.
Value SymbolicName Description Added Updated Deprecated
0 Positions Positions FIX.4.4
1 Trades Trades FIX.4.4
2 Exercises Exercises FIX.4.4
3 Assignments Assignments FIX.4.4
4 SettlementActivity Settlement Activity FIX.4.4EP4
5 BackoutMessage Backout Message FIX.4.4EP4
FIX.4.4
725 ResponseTransportType int Identifies how the response to the request should be transmitted.
Details specified via ResponseDestination (726).
Value SymbolicName Description Added Updated Deprecated
0 Inband Inband - transport the request was sent over (default) FIX.4.4
1 OutOfBand Out of Band - pre-arranged out-of-band delivery mechanizm (i.e. FTP, HTTP, NDM, etc.) between counterparties. Details specified via ResponseDestination (726). FIX.4.4
FIX.4.4
726 ResponseDestination String URI (Uniform Resource Identifier) for details) or other pre-arranged value. Used in conjunction with ResponseTransportType (725) value of Out-of-Band to identify the out-of-band destination.
See "Appendix 6-B FIX Fields Based Upon Other Standards" 		FIX.4.4
727 TotalNumPosReports int Total number of Position Reports being returned. FIX.4.4
728 PosReqResult int Result of Request for Position
4000+ Reserved and available for bi-laterally agreed upon user-defined values
Value SymbolicName Description Added Updated Deprecated
0 ValidRequest Valid request FIX.4.4
1 InvalidOrUnsupportedRequest Invalid or unsupported request FIX.4.4
2 NoPositionsFoundThatMatchCriteria No positions found that match criteria FIX.4.4
3 NotAuthorizedToRequestPositions Not authorized to request positions FIX.4.4
4 RequestForPositionNotSupported Request for position not supported FIX.4.4
99 Other Other (use Text (58) in conjunction with this code for an explaination) FIX.4.4
FIX.4.4
729 PosReqStatus int Status of Request for Positions
Value SymbolicName Description Added Updated Deprecated
0 Completed Completed FIX.4.4
1 CompletedWithWarnings Completed With Warnings FIX.4.4
2 Rejected Rejected FIX.4.4
FIX.4.4
730 SettlPrice Price Settlement price FIX.4.4
731 SettlPriceType int Type of settlement price
Value SymbolicName Description Added Updated Deprecated
1 Final Final FIX.4.4
2 Theoretical Theoretical FIX.4.4
FIX.4.4
732 UnderlyingSettlPrice Price Underlying security’s SettlPrice.
See SettlPrice (730) field for description 		FIX.4.4
733 UnderlyingSettlPriceType int Underlying security’s SettlPriceType.
See SettlPriceType (731) field for description 		FIX.4.4
734 PriorSettlPrice Price Previous settlement price FIX.4.4
735 NoQuoteQualifiers NumInGroup Number of repeating groups of QuoteQualifiers (695). FIX.4.4
736 AllocSettlCurrency Currency Currency code of settlement denomination for a specific AllocAccount (79). FIX.4.4
737 AllocSettlCurrAmt Amt Total amount due expressed in settlement currency (includes the effect of the forex transaction) for a specific AllocAccount (79). FIX.4.4
738 InterestAtMaturity Amt Amount of interest (i.e. lump-sum) at maturity. FIX.4.4
739 LegDatedDate LocalMktDate The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date FIX.4.4
740 LegPool String For Fixed Income, identifies MBS / ABS pool for a specific leg of a multi-leg instrument.
See Pool (691) for description and valid values. 		FIX.4.4
741 AllocInterestAtMaturity Amt Amount of interest (i.e. lump-sum) at maturity at the account-level. FIX.4.4
742 AllocAccruedInterestAmt Amt Amount of Accrued Interest for convertible bonds and fixed income at the allocation-level. FIX.4.4
743 DeliveryDate LocalMktDate Date of delivery. FIX.4.4
744 AssignmentMethod char Method by which short positions are assigned to an exercise notice during exercise and assignment processing
Value SymbolicName Description Added Updated Deprecated
P ProRata Pro-rata FIX.4.4
R Random Random FIX.4.4
FIX.4.4
745 AssignmentUnit Qty Quantity Increment used in performing assignment. FIX.4.4
746 OpenInterest Amt Open interest that was eligible for assignment. FIX.4.4
747 ExerciseMethod char Exercise Method used to in performing assignment.
Value SymbolicName Description Added Updated Deprecated
A Automatic Automatic FIX.4.4
M Manual Manual FIX.4.4
FIX.4.4
748 TotNumTradeReports int Total number of trade reports returned. FIX.4.4
749 TradeRequestResult int Result of Trade Request
4000+ Reserved and available for bi-laterally agreed upon user-defined values
Value SymbolicName Description Added Updated Deprecated
0 Successful Successful (default) FIX.4.4
1 InvalidOrUnknownInstrument Invalid or unknown instrument FIX.4.4
2 InvalidTypeOfTradeRequested Invalid type of trade requested FIX.4.4
3 InvalidParties Invalid parties FIX.4.4
4 InvalidTransportTypeRequested Invalid transport type requested FIX.4.4
5 InvalidDestinationRequested Invalid destination requested FIX.4.4
8 TradeRequestTypeNotSupported TradeRequestType not supported FIX.4.4
9 NotAuthorized Unauthorized ror Trade Capture Report Request FIX.4.4
99 Other Other FIX.4.4
FIX.4.4
750 TradeRequestStatus int Status of Trade Request.
Value SymbolicName Description Added Updated Deprecated
0 Accepted Accepted FIX.4.4
1 Completed Completed FIX.4.4
2 Rejected Rejected FIX.4.4
FIX.4.4
751 TradeReportRejectReason int Reason Trade Capture Request was rejected.
100+ Reserved and available for bi-laterally agreed upon user-defined values
Value SymbolicName Description Added Updated Deprecated
0 Successful Successful (default) FIX.4.4
1 InvalidPartyOnformation Invalid party onformation FIX.4.4
2 UnknownInstrument Unknown instrument FIX.4.4
3 UnauthorizedToReportTrades Unauthorized to report trades FIX.4.4
4 InvalidTradeType Invalid trade type FIX.4.4
99 Other Other FIX.4.4
FIX.4.4
752 SideMultiLegReportingType int Used to indicate if the side being reported on Trade Capture Report represents a leg of a multileg instrument or a single security.
Value SymbolicName Description Added Updated Deprecated
1 SingleSecurity Single Security (default if not specified) FIX.4.4
2 IndividualLegOfAMultilegSecurity Individual leg of a multileg security FIX.4.4
3 MultilegSecurity Multileg Security FIX.4.4
FIX.4.4
753 NoPosAmt NumInGroup Number of position amount entries. FIX.4.4
754 AutoAcceptIndicator Boolean Identifies whether or not an allocation has been automatically accepted on behalf of the Carry Firm by the Clearing House. FIX.4.4
755 AllocReportID String Unique identifier for Allocation Report message. FIX.4.4
756 NoNested2PartyIDs NumInGroup Number of Nested2PartyID (757), Nested2PartyIDSource (758), and Nested2PartyRole (759) entries FIX.4.4
757 Nested2PartyID String PartyID value within a "second instance" Nested repeating group.
Same values as PartyID (448) 		FIX.4.4
758 Nested2PartyIDSource char PartyIDSource value within a "second instance" Nested repeating group.
Same values as PartyIDSource (447) 		FIX.4.4
759 Nested2PartyRole int PartyRole value within a "second instance" Nested repeating group.
Same values as PartyRole (452) 		FIX.4.4
760 Nested2PartySubID String PartySubID value within a "second instance" Nested repeating group.
Same values as PartySubID (523) 		FIX.4.4
761 BenchmarkSecurityIDSource String Identifies class or source of the BenchmarkSecurityID (699) value. Required if BenchmarkSecurityID is specified.
Same values as the SecurityIDSource (22) field 		FIX.4.4
762 SecuritySubType String Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="REPO"), or the CFICode if SecurityType is not specified. If specified, SecuirtyType or CFICode is required.
Example Values:
General = General Collateral (for SecurityType=REPO)
For SecurityType="MLEG" markets can provide the name of the option or futures strategy, such as Calendar, Vertical, Butterfly, etc.
NOTE: Additional values may be used by mutual agreement of the counterparties 		FIX.4.4
763 UnderlyingSecuritySubType String Underlying security’s SecuritySubType.
See SecuritySubType (762) field for description 		FIX.4.4
764 LegSecuritySubType String SecuritySubType of the leg instrument.
See SecuritySubType (762) field for description 		FIX.4.4
765 AllowableOneSidednessPct Percentage The maximum percentage that execution of one side of a program trade can exceed execution of the other. FIX.4.4
766 AllowableOneSidednessValue Amt The maximum amount that execution of one side of a program trade can exceed execution of the other. FIX.4.4
767 AllowableOneSidednessCurr Currency The currency that AllowableOneSidednessValue (766) is expressed in if AllowableOneSidednessValue is used. FIX.4.4
768 NoTrdRegTimestamps NumInGroup Number of TrdRegTimestamp (769) entries FIX.4.4
769 TrdRegTimestamp UTCTimestamp Traded / Regulatory timestamp value. Use to store time information required by government regulators or self regulatory organizations (such as an exchange or clearing house). FIX.4.4
770 TrdRegTimestampType int Traded / Regulatory timestamp type.
Note of Applicability: values are required in US futures markets by the CFTC to support computerized trade reconstruction.
(see Volume : "Glossary" for value definitions)
Value SymbolicName Description Added Updated Deprecated
1 ExecutionTime Execution Time FIX.4.4
2 TimeIn Time In FIX.4.4
3 TimeOut Time Out FIX.4.4
4 BrokerReceipt Broker Receipt FIX.4.4
5 BrokerExecution Broker Execution FIX.4.4
6 DeskReceipt Desk Receipt FIX.4.4EP9
FIX.4.4
771 TrdRegTimestampOrigin String None FIX.4.4
772 ConfirmRefID String Reference identifier to be used with ConfirmTransType (666) = Replace or Cancel FIX.4.4
773 ConfirmType int Identifies the type of Confirmation message being sent.
Value SymbolicName Description Added Updated Deprecated
1 Status Status FIX.4.4
2 Confirmation Confirmation FIX.4.4
3 ConfirmationRequestRejected Confirmation Request Rejected (reason can be stated in Text (58) field) FIX.4.4
FIX.4.4
774 ConfirmRejReason int Identifies the reason for rejecting a Confirmation.
Value SymbolicName Description Added Updated Deprecated
1 MismatchedAccount Mismatched account FIX.4.4
2 MissingSettlementInstructions Missing settlement instructions FIX.4.4
99 Other Other FIX.4.4
FIX.4.4
775 BookingType int Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar).
Value SymbolicName Description Added Updated Deprecated
0 RegularBooking Regular booking FIX.4.4
1 CFD CFD (Contract for difference) FIX.4.4
2 TotalReturnSwap Total Return Swap FIX.4.4
FIX.4.4
776 IndividualAllocRejCode int Identified reason for rejecting an individual AllocAccount (79) detail.
Same values as AllocRejCode (88) 		FIX.4.4
777 SettlInstMsgID String Unique identifier for Settlement Instruction message. FIX.4.4
778 NoSettlInst NumInGroup Number of settlement instructions within repeating group. FIX.4.4
779 LastUpdateTime UTCTimestamp Timestamp of last update to data item (or creation if no updates made since creation). FIX.4.4
780 AllocSettlInstType int Used to indicate whether settlement instructions are provided on an allocation instruction message, and if not, how they are to be derived.
Value SymbolicName Description Added Updated Deprecated
0 UseDefaultInstructions Use default instructions FIX.4.4
1 DeriveFromParametersProvided Derive from parameters provided FIX.4.4
2 FullDetailsProvided Full details provided FIX.4.4
3 SSIDBIDsProvided SSI DB IDs provided FIX.4.4
4 PhoneForInstructions Phone for instructions FIX.4.4
FIX.4.4
781 NoSettlPartyIDs NumInGroup Number of SettlPartyID (782), SettlPartyIDSource (783), and SettlPartyRole (784) entries FIX.4.4
782 SettlPartyID String PartyID value within a settlement parties component. Nested repeating group.
Same values as PartyID (448) 		FIX.4.4
783 SettlPartyIDSource char PartyIDSource value within a settlement parties component.
Same values as PartyIDSource (447) 		FIX.4.4
784 SettlPartyRole int PartyRole value within a settlement parties component.
Same values as PartyRole (452) 		FIX.4.4
785 SettlPartySubID String PartySubID value within a settlement parties component.
Same values as PartySubID (523) 		FIX.4.4
786 SettlPartySubIDType int Type of SettlPartySubID (785) value.
Same values as PartySubIDType (803) 		FIX.4.4
787 DlvyInstType char Used to indicate whether a delivery instruction is used for securities or cash settlement.
Value SymbolicName Description Added Updated Deprecated
C Cash Cash FIX.4.4
S Securities Securities FIX.4.4
FIX.4.4
788 TerminationType int Type of financing termination.
Value SymbolicName Description Added Updated Deprecated
1 Overnight Overnight FIX.4.4
2 Term Term FIX.4.4
3 Flexible Flexible FIX.4.4
4 Open Open FIX.4.4
FIX.4.4
789 NextExpectedMsgSeqNum SeqNum Next expected MsgSeqNum value to be received. FIX.4.4
790 OrdStatusReqID String Can be used to uniquely identify a specific Order Status Request message. FIX.4.4
791 SettlInstReqID String Unique ID of settlement instruction request message FIX.4.4
792 SettlInstReqRejCode int Identifies reason for rejection (of a settlement instruction request message).
Value SymbolicName Description Added Updated Deprecated
0 UnableToProcessRequest Unable to process request FIX.4.4
1 UnknownAccount Unknown account FIX.4.4
2 NoMatchingSettlementInstructionsFound No matching settlement instructions found FIX.4.4
99 Other Other FIX.4.4
FIX.4.4
793 SecondaryAllocID String Secondary allocation identifier. Unlike the AllocID (70), this can be shared across a number of allocation instruction or allocation report messages, thereby making it possible to pass an identifier for an original allocation message on multiple messages (e.g. from one party to a second to a third, across cancel and replace messages etc.). FIX.4.4
794 AllocReportType int Describes the specific type or purpose of an Allocation Report message
Value SymbolicName Description Added Updated Deprecated
2 PreliminaryRequestToIntermediary Preliminary Request to Intermediary FIX.4.4EP5
3 SellsideCalculatedUsingPreliminary Sellside Calculated Using Preliminary (includes MiscFees and NetMoney) FIX.4.4
4 SellsideCalculatedWithoutPreliminary Sellside Calculated Without Preliminary (sent unsolicited by sellside, includes MiscFees and NetMoney) FIX.4.4
5 WarehouseRecap Warehouse Recap FIX.4.4
8 RequestToIntermediary Request to Intermediary FIX.4.4
9 Accept Accept FIX.4.4EP5
10 Reject Reject FIX.4.4EP5
11 AcceptPending Accept Pending FIX.4.4EP5
12 Complete Complete FIX.4.4EP5
14 ReversePending Reverse Pending FIX.4.4EP5
FIX.4.4
795 AllocReportRefID String Reference identifier to be used with AllocTransType (7) = Replace or Cancel FIX.4.4
796 AllocCancReplaceReason int Reason for cancelling or replacing an Allocation Instruction or Allocation Report message
Value SymbolicName Description Added Updated Deprecated
1 OriginalDetailsIncomplete Original details incomplete/incorrect FIX.4.4
2 ChangeInUnderlyingOrderDetails Change in underlying order details FIX.4.4
99 Other Other FIX.4.4
FIX.4.4
797 CopyMsgIndicator Boolean Indicates whether or not this message is a drop copy of another message. FIX.4.4
798 AllocAccountType int Type of account associated with a confirmation or other trade-level message
Value SymbolicName Description Added Updated Deprecated
1 CarriedCustomerSide Account is carried pn customer side of books FIX.4.4
2 CarriedNonCustomerSide Account is carried on non-customer side of books FIX.4.4
3 HouseTrader House trader FIX.4.4
4 FloorTrader Floor trader FIX.4.4
6 CarriedNonCustomerSideCrossMargined Account is carried on non-customer side of books and is cross margined FIX.4.4
7 HouseTraderCrossMargined Account is house trader and is cross margined FIX.4.4
8 JointBackOfficeAccount Joint back office account (JBO) FIX.4.4
FIX.4.4
799 OrderAvgPx Price Average price for a specific order FIX.4.4
800 OrderBookingQty Qty Quantity of the order that is being booked out as part of an Allocation Instruction or Allocation Report message FIX.4.4
801 NoSettlPartySubIDs NumInGroup Number of SettlPartySubID (785) and SettlPartySubIDType (786) entries FIX.4.4
802 NoPartySubIDs NumInGroup Number of PartySubID (523)and PartySubIDType (803) entries FIX.4.4
803 PartySubIDType int Type of PartySubID (523) value
4000+ = Reserved and available for bi-laterally agreed upon user defined values
Value SymbolicName Description Added Updated Deprecated
1 Firm Firm FIX.4.4
2 Person Person FIX.4.4
3 System System FIX.4.4
4 Application Application FIX.4.4
5 FullLegalNameOfFirm Full legal name of firm FIX.4.4
6 PostalAddress Postal address FIX.4.4
7 PhoneNumber Phone number FIX.4.4
8 EmailAddress Email address FIX.4.4
9 ContactName Contact name FIX.4.4
10 SecuritiesAccountNumber Securities account number (for settlement instructions) FIX.4.4
11 RegistrationNumber Registration number (for settlement instructions and confirmations) FIX.4.4
12 RegisteredAddressForConfirmation Registered address (for confirmation purposes) FIX.4.4
13 RegulatoryStatus Regulatory status (for confirmation purposes) FIX.4.4
14 RegistrationName Registration name (for settlement instructions) FIX.4.4
15 CashAccountNumber Cash account number (for settlement instructions) FIX.4.4
16 BIC BIC FIX.4.4
17 CSDParticipantMemberCode CSD participant member code FIX.4.4
18 RegisteredAddress Registered address FIX.4.4
19 FundAccountName Fund account name FIX.4.4
20 TelexNumber Telex number FIX.4.4
21 FaxNumber Fax number FIX.4.4
22 SecuritiesAccountName Securities account name FIX.4.4
23 CashAccountName Cash account name FIX.4.4
24 Department Department FIX.4.4
25 LocationDesk Location desk FIX.4.4
26 PositionAccountType Position account type FIX.4.4
27 SecurityLocateID Security locate ID FIX.4.4EP1
28 MarketMaker Market maker FIX.4.4EP26
29 EligibleCounterparty Eligible counterparty FIX.4.4EP26
30 ProfessionalClient Professional client FIX.4.4EP26
31 Location Location FIX.4.4EP26
32 ExecutionVenue Execution venue FIX.4.4EP26
FIX.4.4
804 NoNestedPartySubIDs NumInGroup Number of NestedPartySubID (545) and NestedPartySubIDType (805) entries FIX.4.4
805 NestedPartySubIDType int Type of NestedPartySubID (545) value.
Same values as PartySubIDType (803) 		FIX.4.4
806 NoNested2PartySubIDs NumInGroup Number of Nested2PartySubID (760) and Nested2PartySubIDType (807) entries. Second instance of . FIX.4.4
807 Nested2PartySubIDType int Type of Nested2PartySubID (760) value. Second instance of .
Same values as PartySubIDType (803) 		FIX.4.4
808 AllocIntermedReqType int Response to allocation to be communicated to a counterparty through an intermediary, i.e. clearing house. Used in conjunction with AllocType = "Request to Intermediary" and AllocReportType = "Request to Intermediary"
Value SymbolicName Description Added Updated Deprecated
1 PendingAccept Pending Accept FIX.4.4
2 PendingRelease Pending Release FIX.4.4
3 PendingReversal Pending Reversal FIX.4.4
4 Accept Accept FIX.4.4
5 BlockLevelReject Block Level Reject FIX.4.4
6 AccountLevelReject Account Level Reject FIX.4.4
FIX.4.4
810 UnderlyingPx Price Underlying price associate with a derivative instrument. FIX.4.4
811 PriceDelta float Delta calculated from theoretical price FIX.4.4
812 ApplQueueMax int Used to specify the maximum number of application messages that can be queued bedore a corrective action needs to take place to resolve the queuing issue. FIX.4.4
813 ApplQueueDepth int Current number of application messages that were queued at the time that the message was created by the counterparty. FIX.4.4
814 ApplQueueResolution int Resolution taken when ApplQueueDepth (813) exceeds ApplQueueMax (812) or system specified maximum queue size.
Value SymbolicName Description Added Updated Deprecated
0 NoActionTaken No Action Taken FIX.4.4
1 QueueFlushed Queue Flushed FIX.4.4
2 OverlayLast Overlay Last FIX.4.4
3 EndSession End Session FIX.4.4
FIX.4.4
815 ApplQueueAction int Action to take to resolve an application message queue (backlog).
Value SymbolicName Description Added Updated Deprecated
0 NoActionTaken No Action Taken FIX.4.4
1 QueueFlushed Queue Flushed FIX.4.4
2 OverlayLast Overlay Last FIX.4.4
3 EndSession End Session FIX.4.4
FIX.4.4
816 NoAltMDSource NumInGroup Number of alternative market data sources FIX.4.4
817 AltMDSourceID String Session layer source for market data
(For the standard FIX session layer, this would be the TargetCompID (56) where market data can be obtained). 		FIX.4.4
818 SecondaryTradeReportID String Secondary trade report identifier - can be used to associate an additional identifier with a trade. FIX.4.4 FIX.5.0
819 AvgPxIndicator int Average Pricing Indicator
Value SymbolicName Description Added Updated Deprecated
0 NoAveragePricing No Average Pricing FIX.4.4
1 Trade Trade is part of an average price group identified by the TradeLinkID (820) FIX.4.4
2 LastTrade Last trade is the average price group identified by the TradeLinkID (820) FIX.4.4
FIX.4.4
820 TradeLinkID String Used to link a group of trades together. Useful for linking a group of trades together for average price calculations. FIX.4.4
821 OrderInputDevice String Specific device number, terminal number or station where order was entered FIX.4.4
822 UnderlyingTradingSessionID String Trading Session in which the underlying instrument trades FIX.4.4
823 UnderlyingTradingSessionSubID String Trading Session sub identifier in which the underlying instrument trades FIX.4.4
824 TradeLegRefID String Reference to the leg of a multileg instrument to which this trade refers FIX.4.4
825 ExchangeRule String Used to report any exchange rules that apply to this trade.
Primarily intended for US futures markets. Certain trading practices are permitted by the CFTC, such as large lot trading, block trading, all or none trades. If the rules are used, the exchanges are required to indicate these rules on the trade. 		FIX.4.4
826 TradeAllocIndicator int Identifies how the trade is to be allocated
Value SymbolicName Description Added Updated Deprecated
0 AllocationNotRequired Allocation not required FIX.4.4
1 AllocationRequired Allocation required (give-up trade) allocation information not provided (incomplete) FIX.4.4
2 UseAllocationProvidedWithTheTrade Use allocation provided with the trade FIX.4.4
3 AllocationGiveUpExecutor Allocation give-up executor FIX.4.4EP4
4 AllocationFromExecutor Allocation from executor FIX.4.4EP4
5 AllocationToClaimAccount Allocation to claim account FIX.4.4EP4
FIX.4.4
827 ExpirationCycle int Part of trading cycle when an instrument expires. Field is applicable for derivatives.
Value SymbolicName Description Added Updated Deprecated
0 ExpireOnTradingSessionClose Expire on trading session close (default) FIX.4.4
1 ExpireOnTradingSessionOpen Expire on trading session open FIX.4.4
FIX.4.4
828 TrdType int Type of Trade:
Value SymbolicName Description Added Updated Deprecated
0 RegularTrade Regular Trade FIX.4.4
1 BlockTrade Block Trade FIX.4.4
2 EFP EFP (Exchange for physical) FIX.4.4
3 Transfer Transfer FIX.4.4
4 LateTrade Late Trade FIX.4.4
5 TTrade T Trade FIX.4.4
6 WeightedAveragePriceTrade Weighted Average Price Trade FIX.4.4
7 BunchedTrade Bunched Trade FIX.4.4
8 LateBunchedTrade Late Bunched Trade FIX.4.4
9 PriorReferencePriceTrade Prior Reference Price Trade FIX.4.4
10 AfterHoursTrade After Hours Trade FIX.4.4
11 ExchangeForRisk Exchange for Risk (EFR) FIX.4.4EP5
12 ExchangeForSwap Exchange for Swap (EFS ) FIX.4.4EP5
13 ExchangeOfFuturesFor Exchange of Futures for (in Market) Futures (EFM ) (e,g, full sized for mini) FIX.4.4EP5
14 ExchangeOfOptionsForOptions Exchange of Options for Options (EOO) FIX.4.4EP5
15 TradingAtSettlement Trading at Settlement FIX.4.4EP5
16 AllOrNone All or None FIX.4.4EP5
17 FuturesLargeOrderExecution Futures Large Order Execution FIX.4.4EP5
18 ExchangeOfFuturesForFutures Exchange of Futures for Futures (external market) (EFF) FIX.4.4EP5
19 OptionInterimTrade Option Interim Trade FIX.4.4EP5
20 OptionCabinetTrade Option Cabinet Trade FIX.4.4EP5
22 PrivatelyNegotiatedTrades Privately Negotiated Trades FIX.4.4EP19
23 SubstitutionOfFuturesForForwards Substitution of Futures for Forwards FIX.4.4EP19
24 ErrorTrade Error trade FIX.4.4EP26
25 SpecialCumDividend Special cum dividend (CD) FIX.4.4EP26
26 SpecialExDividend Special ex dividend (XD) FIX.4.4EP26
27 SpecialCumCoupon Special cum coupon (CC) FIX.4.4EP26
28 SpecialExCoupon Special ex coupon (XC) FIX.4.4EP26
29 CashSettlement Cash settlement (CS) FIX.4.4EP26
30 SpecialPrice Special price (usually net- or all-in price) (SP) FIX.4.4EP26
31 GuaranteedDelivery Guaranteed delivery (GD) FIX.4.4EP26
32 SpecialCumRights Special cum rights (CR) FIX.4.4EP26
33 SpecialExRights Special ex rights (XR) FIX.4.4EP26
34 SpecialCumCapitalRepayments Special cum capital repayments (CP) FIX.4.4EP26
35 SpecialExCapitalRepayments Special ex capital repayments (XP) FIX.4.4EP26
36 SpecialCumBonus Special cum bonus (CB) FIX.4.4EP26
37 SpecialExBonus Special ex bonus (XB) FIX.4.4EP26
38 LargeTrade Block trade (same as large trade) FIX.4.4EP26
39 WorkedPrincipalTrade Worked principal trade (UK-specific) FIX.4.4EP26
40 BlockTrades Block Trades - after market FIX.4.4EP26
41 NameChange Name change FIX.4.4EP26
42 PortfolioTransfer Portfolio transfer FIX.4.4EP26
43 ProrogationBuy Prorogation buy - Euronext Paris only. Is used to defer settlement under French SRD (deferred settlement system) . Trades must be reported as crosses at zero price FIX.4.4EP26
44 ProrogationSell Prorogation sell - see prorogation buy FIX.4.4EP26
45 OptionExercise Option exercise FIX.4.4EP26
46 DeltaNeutralTransaction Delta neutral transaction FIX.4.4EP26
47 FinancingTransaction Financing transaction (includes repo and stock lending) FIX.4.4EP26
FIX.4.4
829 TrdSubType int Further qualification to the trade type
Value SymbolicName Description Added Updated Deprecated
0 CMTA CMTA FIX.4.4EP4
1 InternalTransferOrAdjustment Internal transfer or adjustment FIX.4.4EP4
2 ExternalTransferOrTransferOfAccount External transfer or transfer of account FIX.4.4EP4
3 RejectForSubmittingSide Reject for submitting side FIX.4.4EP4
4 AdvisoryForContraSide Advisory for contra side FIX.4.4EP4
5 OffsetDueToAnAllocation Offset due to an allocation FIX.4.4EP5
6 OnsetDueToAnAllocation Onset dut to an allocation FIX.4.4EP5
7 DifferentialSpread Differential spread FIX.4.4EP5
8 ImpliedSpreadLegExecutedAgainstAnOutright Implied spread leg executed against an outright FIX.4.4EP5
9 TransactionFromExercise Transaction from exercise FIX.4.4EP5
10 TransactionFromAssignment Transaction from assignment FIX.4.4EP5
11 ACATS ACATS FIX.4.4EP8
14 AI AI (Automated input facility disabled in response to an exchange request.) FIX.4.4EP26
15 B B (Transaction between two member firms where neither member firm is registered as a market maker in the security in question and neither is a designated fund manager. Also used by broker dealers when dealing with another broker which is not a member firm. Non-order book securities only.) FIX.4.4EP26
16 K K (Transaction using block trade facility.) FIX.4.4EP26
17 LC LC (Correction submitted more than three days after publication of the original trade report.) FIX.4.4EP26
18 M M (Transaction, other than a transaction resulting from a stock swap or stock switch, between two market makers registered in that security including IDB or a public display system trades. Non-order book securities only.) FIX.4.4EP26
19 N N (Non-protected portfolio transaction or a fully disclosed portfolio transaction) FIX.4.4EP26
20 NM NM ( i) transaction where Exchange has granted permission for non-publication
ii)IDB is reporting as seller
iii) submitting a transaction report to the Exchange, where the transaction report is not also a trade report.)		 FIX.4.4EP26
21 NR NR (Non-risk transaction in a SEATS security other than an AIM security) FIX.4.4EP26
22 P P (Protected portfolio transaction or a worked principal agreement to effect a portfolio transaction which includes order book securities) FIX.4.4EP26
23 PA PA (Protected transaction notification) FIX.4.4EP26
24 PC PC (Contra trade for transaction which took place on a previous day and which was automatically executed on the Exchange trading system) FIX.4.4EP26
25 PN PN (Worked principal notification for a portfolio transaction which includes order book securities) FIX.4.4EP26
26 R R ( (i) riskless principal transaction between non-members where the buying and selling transactions are executed at different prices or on different terms (requires a trade report with trade type indicator R for each transaction)
(ii) market maker is reporting all the legs of a riskless principal transaction where the buying and selling transactions are executed at different prices (requires a trade report with trade type indicator R for each transaction)or
(iii) market maker is reporting the onward leg of a riskless principal transaction where the legs are executed at different prices, and another market maker has submitted a trade report using trade type indicator M for the first leg (this requires a single trade report with trade type indicator R).)		 FIX.4.4EP26
27 RO RO (Transaction which resulted from the exercise of a traditional option or a stock-settled covered warrant) FIX.4.4EP26
28 RT RT (Risk transaction in a SEATS security, (excluding AIM security) reported by a market maker registered in that security) FIX.4.4EP26
29 SW SW (Transactions resulting from stock swap or a stock switch (one report is required for each line of stock)) FIX.4.4EP26
30 T T (If reporting a single protected transaction) FIX.4.4EP26
31 WN WN (Worked principal notification for a single order book security) FIX.4.4EP26
32 WT WT (Worked principal transaction (other than a portfolio transaction)) FIX.4.4EP26
FIX.4.4
830 TransferReason String Reason trade is being transferred FIX.4.4
832 TotNumAssignmentReports int Total Number of Assignment Reports being returned to a firm FIX.4.4
833 AsgnRptID String Unique identifier for the Assignment Report FIX.4.4
834 ThresholdAmount PriceOffset Amount that a position has to be in the money before it is exercised. FIX.4.4
835 PegMoveType int Describes whether peg is static or floats
Value SymbolicName Description Added Updated Deprecated
0 Floating Floating (default) FIX.4.4
1 Fixed Fixed FIX.4.4
FIX.4.4
836 PegOffsetType int Type of Peg Offset value
Value SymbolicName Description Added Updated Deprecated
0 Price Price (default) FIX.4.4
1 BasisPoints Basis Points FIX.4.4
2 Ticks Ticks FIX.4.4
3 PriceTier Price Tier / Level FIX.4.4
FIX.4.4
837 PegLimitType int Type of Peg Limit
Value SymbolicName Description Added Updated Deprecated
0 OrBetter Or better (default) - price improvement allowed FIX.4.4
1 Strict Strict - limit is a strict limit FIX.4.4
2 OrWorse Or worse - for a buy the peg limit is a minimum and for a sell the peg limit is a maximum (for use for orders which have a price range) FIX.4.4
FIX.4.4
838 PegRoundDirection int If the calculated peg price is not a valid tick price, specifies whether to round the price to be more or less aggressive
Value SymbolicName Description Added Updated Deprecated
1 MoreAggressive More aggressive - on a buy order round the price up to the nearest tick; on a sell order round down to the nearest tick FIX.4.4
2 MorePassive More passive - on a buy order round down to the nearest tick; on a sell order round up to the nearest tick FIX.4.4
FIX.4.4
839 PeggedPrice Price The price the order is currently pegged at FIX.4.4
840 PegScope int The scope of the peg
Value SymbolicName Description Added Updated Deprecated
1 Local Local (Exchange, ECN, ATS) FIX.4.4
2 National National FIX.4.4
3 Global Global FIX.4.4
4 NationalExcludingLocal National xxcluding local FIX.4.4
FIX.4.4
841 DiscretionMoveType int Describes whether discretionay price is static or floats
Value SymbolicName Description Added Updated Deprecated
0 Floating Floating (default) FIX.4.4
1 Fixed Fixed FIX.4.4
FIX.4.4
842 DiscretionOffsetType int Type of Discretion Offset value
Value SymbolicName Description Added Updated Deprecated
0 Price Price (default) FIX.4.4
1 BasisPoints Basis Points FIX.4.4
2 Ticks Ticks FIX.4.4
3 PriceTier Price Tier / Level FIX.4.4
FIX.4.4
843 DiscretionLimitType int Type of Discretion Limit
Value SymbolicName Description Added Updated Deprecated
0 OrBetter Or better (default) - price improvement allowed FIX.4.4
1 Strict Strict - limit is a strict limit FIX.4.4
2 OrWorse Or worse - for a buy the discretion price is a minimum and for a sell the discretion price is a maximum (for use for orders which have a price range) FIX.4.4
FIX.4.4
844 DiscretionRoundDirection int If the calculated discretionary price is not a valid tick price, specifies whether to round the price to be more or less aggressive
Value SymbolicName Description Added Updated Deprecated
1 MoreAggressive More aggressive - on a buy order round the price up to the nearest tick; on a sell round down to the nearest tick FIX.4.4
2 MorePassive More passive - on a buy order round down to the nearest tick; on a sell order round up to the nearest tick FIX.4.4
FIX.4.4
845 DiscretionPrice Price The current discretionary price of the order FIX.4.4
846 DiscretionScope int The scope of the discretion
Value SymbolicName Description Added Updated Deprecated
1 Local Local (Exchange, ECN, ATS) FIX.4.4
2 National National FIX.4.4
3 Global Global FIX.4.4
4 NationalExcludingLocal National excluding local FIX.4.4
FIX.4.4
847 TargetStrategy int The target strategy of the order
1000+ = Reserved and available for bi-laterally agreed upon user defined values
Value SymbolicName Description Added Updated Deprecated
1 VWAP VWAP FIX.4.4
2 Participate Participate (i.e. aim to be x percent of the market volume) FIX.4.4
3 MininizeMarketImpact Mininize market impact FIX.4.4
FIX.4.4
848 TargetStrategyParameters String Field to allow further specification of the TargetStrategy - usage to be agreed between counterparties FIX.4.4 FIX.5.0
849 ParticipationRate Percentage For a TargetStrategy=Participate order specifies the target particpation rate. For other order types this is a volume limit (i.e. do not be more than this percent of the market volume) FIX.4.4 FIX.5.0
850 TargetStrategyPerformance float For communication of the performance of the order versus the target strategy FIX.4.4
851 LastLiquidityInd int Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for OrdStatus of Partial or Filled.
Value SymbolicName Description Added Updated Deprecated
1 AddedLiquidity Added Liquidity FIX.4.4
2 RemovedLiquidity Removed Liquidity FIX.4.4
3 LiquidityRoutedOut Liquidity Routed Out FIX.4.4
FIX.4.4
852 PublishTrdIndicator Boolean Indicates if a trade should be reported via a market reporting service.
Value SymbolicName Description Added Updated Deprecated
N DoNotReportTrade Do Not Report Trade FIX.4.4
Y ReportTrade Report Trade FIX.4.4
FIX.4.4
853 ShortSaleReason int Reason for short sale.
Value SymbolicName Description Added Updated Deprecated
0 DealerSoldShort Dealer Sold Short FIX.4.4
1 DealerSoldShortExempt Dealer Sold Short Exempt FIX.4.4
2 SellingCustomerSoldShort Selling Customer Sold Short FIX.4.4
3 SellingCustomerSoldShortExempt Selling Customer Sold Short Exempt FIX.4.4
4 QualifiedServiceRepresentative Qualified Service Representative (QSR) or Automatic Give-up (AGU) Contra Side Sold Short FIX.4.4
5 QSROrAGUContraSideSoldShortExempt QSR or AGU Contra Side Sold Short Exempt FIX.4.4
FIX.4.4
854 QtyType int Type of quantity specified in a quantity field:
Value SymbolicName Description Added Updated Deprecated
0 Units Units (shares, par, currency) FIX.4.4
1 Contracts Contracts (if used - must specify ContractMultiplier (tag 231)) FIX.4.4
2 UnitsOfMeasurePerTimeUnit Units of Measure per Time Unit (if used - must specify UnitofMeasure (tag 996) and TimeUnit (tag 997)) FIX.4.4EP5
FIX.4.4
855 SecondaryTrdType int Additional TrdType (see tag 828) assigned to a trade by trade match system. FIX.4.4
856 TradeReportType int Type of Trade Report
Value SymbolicName Description Added Updated Deprecated
0 Submit Submit FIX.4.4
1 Alleged Alleged FIX.4.4
2 Accept Accept FIX.4.4
3 Decline Decline FIX.4.4
4 Addendum Addendum FIX.4.4
5 No No/Was FIX.4.4
6 TradeReportCancel Trade Report Cancel FIX.4.4
7 LockedIn (Locked-In) Trade Break FIX.4.4
8 Defaulted Defaulted FIX.4.4EP4
9 InvalidCMTA Invalid CMTA FIX.4.4EP8
10 Pended Pended FIX.4.4EP23
11 AllegedNew Alleged New FIX.4.4EP23
12 AllegedAddendum Alleged Addendum FIX.4.4EP23
13 AllegedNo Alleged No/Was FIX.4.4EP23
14 AllegedTradeReportCancel Alleged Trade Report Cancel FIX.4.4EP23
15 AllegedTradeBreak Alleged (Locked-In) Trade Break FIX.4.4EP23
FIX.4.4
857 AllocNoOrdersType int Indicates how the orders being booked and allocated by an Allocation Instruction or Allocation Report message are identified, i.e. by explicit definition in the NoOrders group or not.
Value SymbolicName Description Added Updated Deprecated
0 NotSpecified Not Specified FIX.4.4
1 ExplicitListProvided Explicit List Provided FIX.4.4
FIX.4.4
858 SharedCommission Amt Commission to be shared with a third party, e.g. as part of a directed brokerage commission sharing arrangement. FIX.4.4
859 ConfirmReqID String Unique identifier for a Confirmation Request message FIX.4.4
860 AvgParPx Price Used to express average price as percent of par (used where AvgPx field is expressed in some other way) FIX.4.4
861 ReportedPx Price Reported price (used to differentiate from AvgPx on a confirmation of a marked-up or marked-down principal trade) FIX.4.4
862 NoCapacities NumInGroup Number of repeating OrderCapacity entries. FIX.4.4
863 OrderCapacityQty Qty Quantity executed under a specific OrderCapacity (e.g. quantity executed as agent, quantity executed as principal) FIX.4.4
864 NoEvents NumInGroup Number of repeating EventType entries. FIX.4.4
865 EventType int Code to represent the type of event
Value SymbolicName Description Added Updated Deprecated
1 Put Put FIX.4.4
2 Call Call FIX.4.4
3 Tender Tender FIX.4.4
4 SinkingFundCall Sinking Fund Call FIX.4.4
5 Activation Activation FIX.4.4EP8
6 Inactiviation Inactiviation FIX.4.4EP8
99 Other Other FIX.4.4
FIX.4.4
866 EventDate LocalMktDate Date of event FIX.4.4
867 EventPx Price Predetermined price of issue at event, if applicable FIX.4.4
868 EventText String Comments related to the event. FIX.4.4
869 PctAtRisk Percentage Percent at risk due to lowest possible call. FIX.4.4
870 NoInstrAttrib NumInGroup Number of repeating InstrAttribType entries. FIX.4.4
871 InstrAttribType int Code to represent the type of instrument attribute
Value SymbolicName Description Added Updated Deprecated
1 Flat Flat (securities pay interest on a current basis but are traded without interest) FIX.4.4
2 ZeroCoupon Zero coupon FIX.4.4
3 InterestBearing Interest bearing (for Euro commercial paper when not issued at discount) FIX.4.4
4 NoPeriodicPayments No periodic payments FIX.4.4
5 VariableRate Variable rate FIX.4.4
6 LessFeeForPut Less fee for put FIX.4.4
7 SteppedCoupon Stepped coupon FIX.4.4
8 CouponPeriod Coupon period (if not semi-annual). Supply redemption date in the InstrAttribValue (872) field. FIX.4.4
9 When When [and if] issued FIX.4.4
10 OriginalIssueDiscount Original issue discount FIX.4.4
11 Callable Callable, puttable FIX.4.4
12 EscrowedToMaturity Escrowed to Maturity FIX.4.4
13 EscrowedToRedemptionDate Escrowed to redemption date - callable. Supply redemption date in the InstrAttribValue (872) field FIX.4.4
14 PreRefunded Pre-refunded FIX.4.4
15 InDefault In default FIX.4.4
16 Unrated Unrated FIX.4.4
17 Taxable Taxable FIX.4.4
18 Indexed Indexed FIX.4.4
19 SubjectToAlternativeMinimumTax Subject To Alternative Minimum Tax FIX.4.4
20 OriginalIssueDiscountPrice Original issue discount price. Supply price in the InstrAttribValue (872) field FIX.4.4
21 CallableBelowMaturityValue Callable below maturity value FIX.4.4
22 CallableWithoutNotice Callable without notice by mail to holder unless registered FIX.4.4
99 Text Text. Supply the text of the attribute or disclaimer in the InstrAttribValue (872) field. FIX.4.4
FIX.4.4
872 InstrAttribValue String Attribute value appropriate to the InstrAttribType (87) field. FIX.4.4
873 DatedDate LocalMktDate The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date FIX.4.4
874 InterestAccrualDate LocalMktDate The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date FIX.4.4
875 CPProgram int The program under which a commercial paper is issued
Value SymbolicName Description Added Updated Deprecated
1 Program3a3 3(a)(3) FIX.4.4
2 Program42 4(2) FIX.4.4
99 Other Other FIX.4.4
FIX.4.4
876 CPRegType String The registration type of a commercial paper issuance FIX.4.4
877 UnderlyingCPProgram String The program under which the underlying commercial paper is issued FIX.4.4
878 UnderlyingCPRegType String The registration type of the underlying commercial paper issuance FIX.4.4
879 UnderlyingQty Qty Unit amount of the underlying security (par, shares, currency, etc.) FIX.4.4
880 TrdMatchID String Identifier assigned to a trade by a matching system. FIX.4.4
881 SecondaryTradeReportRefID String Used to refer to a previous SecondaryTradeReportRefID when amending the transaction (cancel, replace, release, or reversal). FIX.4.4 FIX.5.0
882 UnderlyingDirtyPrice Price Price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest FIX.4.4
883 UnderlyingEndPrice Price Price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement. FIX.4.4
884 UnderlyingStartValue Amt Currency value attributed to this collateral at the start of the agreement FIX.4.4
885 UnderlyingCurrentValue Amt Currency value currently attributed to this collateral FIX.4.4
886 UnderlyingEndValue Amt Currency value attributed to this collateral at the end of the agreement FIX.4.4
887 NoUnderlyingStips NumInGroup Number of underlying stipulation entries FIX.4.4
888 UnderlyingStipType String Type of stipulation.
Same values as StipulationType (233) 		FIX.4.4
889 UnderlyingStipValue String Value of stipulation.
Same values as StipulationValue (234) 		FIX.4.4
890 MaturityNetMoney Amt Net Money at maturity if Zero Coupon and maturity value is different from par value FIX.4.4
891 MiscFeeBasis int Defines the unit for a miscellaneous fee.
Value SymbolicName Description Added Updated Deprecated
0 Absolute Absolute FIX.4.4
1 PerUnit Per Unit FIX.4.4
2 Percentage Percentage FIX.4.4
FIX.4.4
892 TotNoAllocs int Total number of NoAlloc entries across all messages. Should be the sum of all NoAllocs in each message that has repeating NoAlloc entries related to the same AllocID or AllocReportID. Used to support fragmentation. FIX.4.4
893 LastFragment Boolean Indicates whether this message is the last in a sequence of messages for those messages that support fragmentation, such as Allocation Instruction, Mass Quote, Security List, Derivative Security List
Value SymbolicName Description Added Updated Deprecated
N NotLastMessage Not Last Message FIX.4.4
Y LastMessage Last Message FIX.4.4
FIX.4.4
894 CollReqID String Collateral Request Identifier FIX.4.4
895 CollAsgnReason int Reason for Collateral Assignment
Value SymbolicName Description Added Updated Deprecated
0 Initial Initial FIX.4.4
1 Scheduled Scheduled FIX.4.4
2 TimeWarning Time Warning FIX.4.4
3 MarginDeficiency Margin Deficiency FIX.4.4
4 MarginExcess Margin Excess FIX.4.4
5 ForwardCollateralDemand Forward Collateral Demand FIX.4.4
6 EventOfDefault Event of default FIX.4.4
7 AdverseTaxEvent Adverse tax event FIX.4.4
FIX.4.4
896 CollInquiryQualifier int Collateral inquiry qualifiers:
Value SymbolicName Description Added Updated Deprecated
0 TradeDate Trade Date FIX.4.4
1 GCInstrument GC Instrument FIX.4.4
2 CollateralInstrument Collateral Instrument FIX.4.4
3 SubstitutionEligible Substitution Eligible FIX.4.4
4 NotAssigned Not Assigned FIX.4.4
5 PartiallyAssigned Partially Assigned FIX.4.4
6 FullyAssigned Fully Assigned FIX.4.4
7 OutstandingTrades Outstanding Trades (Today < end date) FIX.4.4
FIX.4.4
897 NoTrades NumInGroup Number of trades in repeating group. FIX.4.4
898 MarginRatio Percentage The fraction of the cash consideration that must be collateralized, expressed as a percent. A MarginRatio of 02% indicates that the value of the collateral (after deducting for "haircut") must exceed the cash consideration by 2%. FIX.4.4
899 MarginExcess Amt Excess margin amount (deficit if value is negative) FIX.4.4
900 TotalNetValue Amt TotalNetValue is determined as follows:
At the initial collateral assignment TotalNetValue is the sum of (UnderlyingStartValue * (1-haircut)).
In a collateral substitution TotalNetValue is the sum of (UnderlyingCurrentValue * (1-haircut)).
For listed derivatives clearing margin management, this is the collateral value which equals (Market value * haircut) 		FIX.4.4
901 CashOutstanding Amt Starting consideration less repayments FIX.4.4
902 CollAsgnID String Collateral Assignment Identifier FIX.4.4
903 CollAsgnTransType int Collateral Assignment Transaction Type
Value SymbolicName Description Added Updated Deprecated
0 New New FIX.4.4
1 Replace Replace FIX.4.4
2 Cancel Cancel FIX.4.4
3 Release Release FIX.4.4
4 Reverse Reverse FIX.4.4
FIX.4.4
904 CollRespID String Collateral Response Identifier FIX.4.4
905 CollAsgnRespType int Collateral Assignment Response Type
Value SymbolicName Description Added Updated Deprecated
0 Received Received FIX.4.4
1 Accepted Accepted FIX.4.4
2 Declined Declined FIX.4.4
3 Rejected Rejected FIX.4.4
FIX.4.4
906 CollAsgnRejectReason int Collateral Assignment Reject Reason
Value SymbolicName Description Added Updated Deprecated
0 UnknownDeal Unknown deal (order / trade) FIX.4.4
1 UnknownOrInvalidInstrument Unknown or invalid instrument FIX.4.4
2 UnauthorizedTransaction Unauthorized transaction FIX.4.4
3 InsufficientCollateral Insufficient collateral FIX.4.4
4 InvalidTypeOfCollateral Invalid type of collateral FIX.4.4
5 ExcessiveSubstitution Excessive substitution FIX.4.4
99 Other Other FIX.4.4
FIX.4.4
907 CollAsgnRefID String Collateral Assignment Identifier to which a transaction refers FIX.4.4
908 CollRptID String Collateral Report Identifier FIX.4.4
909 CollInquiryID String Collateral Inquiry Identifier FIX.4.4
910 CollStatus int Collateral Status
Value SymbolicName Description Added Updated Deprecated
0 Unassigned Unassigned FIX.4.4
1 PartiallyAssigned Partially Assigned FIX.4.4
2 AssignmentProposed Assignment Proposed FIX.4.4
3 Assigned Assigned (Accepted) FIX.4.4
4 Challenged Challenged FIX.4.4
FIX.4.4
911 TotNumReports int Total number or reports returned in response to a request FIX.4.4
912 LastRptRequested Boolean Indicates whether this message is that last report message in response to a request, such as Order Mass Status Request.
Value SymbolicName Description Added Updated Deprecated
N NotLastMessage Not last message FIX.4.4EP-1
Y LastMessage Last message FIX.4.4EP-1
FIX.4.4
913 AgreementDesc String The full name of the base standard agreement, annexes and amendments in place between the principals applicable to a financing transaction. FIX.4.4
914 AgreementID String A common reference to the applicable standing agreement between the counterparties to a financing transaction. FIX.4.4
915 AgreementDate LocalMktDate A reference to the date the underlying agreement specified by AgreementID and AgreementDesc was executed. FIX.4.4
916 StartDate LocalMktDate Start date of a financing deal, i.e. the date the buyer pays the seller cash and takes control of the collateral FIX.4.4
917 EndDate LocalMktDate End date of a financing deal, i.e. the date the seller reimburses the buyer and takes back control of the collateral FIX.4.4
918 AgreementCurrency Currency Contractual currency forming the basis of a financing agreement and associated transactions. Usually, but not always, the same as the trade currency. FIX.4.4
919 DeliveryType int Identifies type of settlement
Value SymbolicName Description Added Updated Deprecated
0 VersusPayment "Versus Payment": Deliver (if sell) or Receive (if buy) vs. (against) Payment FIX.4.4
1 Free "Free": Deliver (if sell) or Receive (if buy) Free FIX.4.4
2 TriParty Tri-Party FIX.4.4
3 HoldInCustody Hold In Custody FIX.4.4
FIX.4.4
920 EndAccruedInterestAmt Amt Accrued Interest Amount applicable to a financing transaction on the End Date. FIX.4.4
921 StartCash Amt Starting dirty cash consideration of a financing deal, i.e. paid to the seller on the Start Date. FIX.4.4
922 EndCash Amt Ending dirty cash consideration of a financing deal. i.e. reimbursed to the buyer on the End Date. FIX.4.4
923 UserRequestID String Unique identifier for a User Request. FIX.4.4
924 UserRequestType int Indicates the action required by a User Request Message
Value SymbolicName Description Added Updated Deprecated
1 LogOnUser Log On User FIX.4.4
2 LogOffUser Log Off User FIX.4.4
3 ChangePasswordForUser Change Password For User FIX.4.4
4 RequestIndividualUserStatus Request Individual User Status FIX.4.4
FIX.4.4
925 NewPassword String New Password or passphrase FIX.4.4
926 UserStatus int Indicates the status of a user
Value SymbolicName Description Added Updated Deprecated
1 LoggedIn Logged In FIX.4.4
2 NotLoggedIn Not Logged In FIX.4.4
3 UserNotRecognised User Not Recognised FIX.4.4
4 PasswordIncorrect Password Incorrect FIX.4.4
5 PasswordChanged Password Changed FIX.4.4
6 Other Other FIX.4.4
FIX.4.4
927 UserStatusText String A text description associated with a user status. FIX.4.4
928 StatusValue int Indicates the status of a network connection
Value SymbolicName Description Added Updated Deprecated
1 Connected Connected FIX.4.4
2 NotConnectedUnexpected Not Connected - down expected up FIX.4.4
3 NotConnectedExpected Not Connected - down expected down FIX.4.4
4 InProcess In Process FIX.4.4
FIX.4.4
929 StatusText String A text description associated with a network status. FIX.4.4
930 RefCompID String Assigned value used to identify a firm. FIX.4.4
931 RefSubID String Assigned value used to identify specific elements within a firm. FIX.4.4
932 NetworkResponseID String Unique identifier for a network response. FIX.4.4
933 NetworkRequestID String Unique identifier for a network resquest. FIX.4.4
934 LastNetworkResponseID String Identifier of the previous Network Response message sent to a counterparty, used to allow incremental updates. FIX.4.4
935 NetworkRequestType int Indicates the type and level of details required for a Network Status Request Message
Boolean logic applies EG If you want to subscribe for changes to certain id’s then UserRequestType =0 (8+2), Snapshot for certain ID’s = 9 (8+1)
Value SymbolicName Description Added Updated Deprecated
1 Snapshot Snapshot FIX.4.4
2 Subscribe Subscribe FIX.4.4
4 StopSubscribing Stop Subscribing FIX.4.4
8 LevelOfDetail Level of Detail, then NoCompID's becomes required FIX.4.4
FIX.4.4
936 NoCompIDs NumInGroup Number of CompID entries in a repeating group. FIX.4.4
937 NetworkStatusResponseType int Indicates the type of Network Response Message.
Value SymbolicName Description Added Updated Deprecated
1 Full Full FIX.4.4
2 IncrementalUpdate Incremental Update FIX.4.4
FIX.4.4
938 NoCollInquiryQualifier NumInGroup Number of CollInquiryQualifier entries in a repeating group. FIX.4.4
939 TrdRptStatus int Trade Report Status
Value SymbolicName Description Added Updated Deprecated
0 Accepted Accepted FIX.4.4
1 Rejected Rejected FIX.4.4
3 AcceptedWithErrors Accepted with errors FIX.4.4EP13
FIX.4.4
940 AffirmStatus int Identifies the status of the ConfirmationAck.
Value SymbolicName Description Added Updated Deprecated
1 Received Received FIX.4.4
2 ConfirmRejected Confirm rejected, i.e. not affirmed FIX.4.4
3 Affirmed Affirmed FIX.4.4
FIX.4.4
941 UnderlyingStrikeCurrency Currency Currency in which the strike price of an underlying instrument is denominated FIX.4.4
942 LegStrikeCurrency Currency Currency in which the strike price of a instrument leg of a multileg instrument is denominated FIX.4.4
943 TimeBracket String A code that represents a time interval in which a fill or trade occurred.
Required for US futures markets. 		FIX.4.4
944 CollAction int Action proposed for an Underlying Instrument instance.
Value SymbolicName Description Added Updated Deprecated
0 Retain Retain FIX.4.4
1 Add Add FIX.4.4
2 Remove Remove FIX.4.4
FIX.4.4
945 CollInquiryStatus int Status of Collateral Inquiry
Value SymbolicName Description Added Updated Deprecated
0 Accepted Accepted FIX.4.4
1 AcceptedWithWarnings Accepted With Warnings FIX.4.4
2 Completed Completed FIX.4.4
3 CompletedWithWarnings Completed With Warnings FIX.4.4
4 Rejected Rejected FIX.4.4
FIX.4.4
946 CollInquiryResult int Result returned in response to Collateral Inquiry
4000+ Reserved and available for bi-laterally agreed upon user-defined values
Value SymbolicName Description Added Updated Deprecated
0 Successful Successful (default) FIX.4.4
1 InvalidOrUnknownInstrument Invalid or unknown instrument FIX.4.4
2 InvalidOrUnknownCollateralType Invalid or unknown collateral type FIX.4.4
3 InvalidParties Invalid Parties FIX.4.4
4 InvalidTransportTypeRequested Invalid Transport Type requested FIX.4.4
5 InvalidDestinationRequested Invalid Destination requested FIX.4.4
6 NoCollateralFoundForTheTradeSpecified No collateral found for the trade specified FIX.4.4
7 NoCollateralFoundForTheOrderSpecified No collateral found for the order specified FIX.4.4
8 CollateralInquiryTypeNotSupported Collateral inquiry type not supported FIX.4.4
9 UnauthorizedForCollateralInquiry Unauthorized for collateral inquiry FIX.4.4
99 Other Other (further information in Text (58) field) FIX.4.4
FIX.4.4
947 StrikeCurrency Currency Currency in which the StrikePrice is denominated. FIX.4.4
948 NoNested3PartyIDs NumInGroup Number of Nested3PartyID (949), Nested3PartyIDSource (950), and Nested3PartyRole (95) entries FIX.4.4
949 Nested3PartyID String PartyID value within a "third instance" Nested repeating group.
Same values as PartyID (448) 		FIX.4.4
950 Nested3PartyIDSource char PartyIDSource value within a "third instance" Nested repeating group.
Same values as PartyIDSource (447) 		FIX.4.4
951 Nested3PartyRole int PartyRole value within a "third instance" Nested repeating group.
Same values as PartyRole (452) 		FIX.4.4
952 NoNested3PartySubIDs NumInGroup Number of Nested3PartySubIDs (953) entries FIX.4.4
953 Nested3PartySubID String PartySubID value within a "third instance" Nested repeating group.
Same values as PartySubID (523) 		FIX.4.4
954 Nested3PartySubIDType int PartySubIDType value within a "third instance" Nested repeating group.
Same values as PartySubIDType (803) 		FIX.4.4
955 LegContractSettlMonth MonthYear Specifies when the contract (i.e. MBS/TBA) will settle. FIX.4.4
956 LegInterestAccrualDate LocalMktDate The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date FIX.4.4
957 NoStrategyParameters NumInGroup Indicates number of strategy parameters FIX.4.4EP2
958 StrategyParameterName String Name of parameter FIX.4.4EP2
959 StrategyParameterType int Datatype of the parameter
Value SymbolicName Description Added Updated Deprecated
1 Int Int FIX.4.4EP-1
2 Length Length FIX.4.4EP-1
3 NumInGroup NumInGroup FIX.4.4EP-1
4 SeqNum SeqNum FIX.4.4EP-1
5 TagNum TagNum FIX.4.4EP-1
6 Float Float FIX.4.4EP-1
7 Qty Qty FIX.4.4EP-1
8 Price Price FIX.4.4EP-1
9 PriceOffset PriceOffset FIX.4.4EP-1
10 Amt Amt FIX.4.4EP-1
11 Percentage Percentage FIX.4.4EP-1
12 Char Char FIX.4.4EP-1
13 Boolean Boolean FIX.4.4EP-1
14 String String FIX.4.4EP-1
15 MultipleCharValue MultipleCharValue FIX.4.4EP-1
16 Currency Currency FIX.4.4EP-1
17 Exchange Exchange FIX.4.4EP-1
18 MonthYear MonthYear FIX.4.4EP-1
19 UTCTimestamp UTCTimeStamp FIX.4.4EP-1
20 UTCTimeOnly UTCTimeOnly FIX.4.4EP-1
21 LocalMktDate LocalMktTime FIX.4.4EP-1
22 UTCDateOnly UTCDate FIX.4.4EP-1
23 Data Data FIX.4.4EP-1
24 MultipleStringValue MultipleStringValue FIX.4.4EP34
FIX.4.4EP2
960 StrategyParameterValue String Value of the parameter FIX.4.4EP2
961 HostCrossID String Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs. Used as the primary key with which to refer to the Cross Order for cancellation and replace. The HostCrossID will also be used to link together components of the Cross Order. For example, each individual Execution Report associated with the order will carry HostCrossID in order to tie back to the original cross order. FIX.4.4EP3
962 SideTimeInForce UTCTimestamp Indicates how long the order as specified in the side stays in effect. SideTimeInForce allows a two-sided cross order to specify order behavior separately for each side. Absence of this field indicates that TimeInForce should be referenced. SideTimeInForce will override TimeInForce if both are provided. FIX.4.4EP3
963 MDReportID int Unique identifier for the Market Data Report. FIX.4.4EP4
964 SecurityReportID int Security Report ID. Unique identifier for the Security Report. FIX.4.4EP4
965 SecurityStatus String Used for derivatives. Denotes the current state of the Instrument.
Value SymbolicName Description Added Updated Deprecated
1 Active Active FIX.4.4EP-1
2 Inactive Inactive FIX.4.4EP-1
FIX.4.4EP4
966 SettleOnOpenFlag String Indicator to determine if instrument is settle on open FIX.4.4EP4
967 StrikeMultiplier float Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value. FIX.4.4EP4
968 StrikeValue float Used for derivatives. The number of shares/units for the financial instrument involved in the option trade. FIX.4.4EP4
969 MinPriceIncrement float Minimum price increase for a given exchange-traded Instrument FIX.4.4EP4
970 PositionLimit int Position Limit for a given exchange-traded product. FIX.4.4EP4
971 NTPositionLimit int Position Limit in the near-term contract for a given exchange-traded product. FIX.4.4EP4
972 UnderlyingAllocationPercent Percentage Percent of the Strike Price that this underlying represents. FIX.4.4EP4
973 UnderlyingCashAmount Amt Cash amount associated with the underlying component. FIX.4.4EP4
974 UnderlyingCashType String Specific to the <UnderlyingInstrument> Used for derivatives that deliver into cash underlying.
Value SymbolicName Description Added Updated Deprecated
FIXED FIXED FIXED FIX.4.4EP-1
DIFF DIFF DIFF FIX.4.4EP-1
FIX.4.4EP4
975 UnderlyingSettlementType int Indicates order settlement period for the underlying instrument.
Value SymbolicName Description Added Updated Deprecated
2 TPlus1 T+1 FIX.4.4EP-1
4 TPlus3 T+3 FIX.4.4EP-1
5 TPlus4 T+4 FIX.4.4EP-1
FIX.4.4EP4
976 QuantityDate LocalMktDate Date associated to the quantity that is being reported for the position. FIX.4.4EP4
977 ContIntRptID String Unique identifier for the Contrary Intention report FIX.4.4EP4
978 LateIndicator Boolean Indicates if the contrary intention was received after the exchange imposed cutoff time FIX.4.4EP4
979 InputSource String Source of the contrary intention FIX.4.4EP4
980 SecurityUpdateAction char None
Value SymbolicName Description Added Updated Deprecated
A Add Add FIX.4.4EP8
D Delete Delete FIX.4.4EP8
M Modify Modify FIX.4.4EP8
FIX.4.4EP4
981 NoExpiration NumInGroup Number of Expiration Qty entries FIX.4.4EP4
982 ExpType int Expiration Qty types.
Value SymbolicName Description Added Updated Deprecated
1 AutoExercise Auto Exercise FIX.4.4EP-1
2 NonAutoExercise Non Auto Exercise FIX.4.4EP-1
3 FinalWillBeExercised Final Will Be Exercised FIX.4.4EP-1
4 ContraryIntention Contrary Intention FIX.4.4EP-1
5 Difference Difference FIX.4.4EP-1
FIX.4.4EP4
983 ExpQty Qty Expiration Quantity associated with the Expiration Type FIX.4.4EP4
984 NoUnderlyingAmounts NumInGroup Total number of occurrences of Amount to pay in order to receive the underlying instrument FIX.4.4EP4
985 UnderlyingPayAmount Amt Amount to pay in order to receive the underlying instrument FIX.4.4EP4
986 UnderlyingCollectAmount Amt Amount to collect in order to deliver the underlying instrument FIX.4.4EP4
987 UnderlyingSettlementDate LocalMktDate Date the underlying instrument will settle. Used for derivatives that deliver into more than one underlying instrument. Settlement dates can vary across underlying instruments. FIX.4.4EP4
988 UnderlyingSettlementStatus String Settlement status of the underlying instrument. Used for derivatives that deliver into more than one underlying instrument. Settlement can be delayed for an underlying instrument. FIX.4.4EP4
989 SecondaryIndividualAllocID String Will allow the intermediary to specify an allocation ID generated by their system. FIX.4.4EP5
990 LegReportID String Additional attribute to store the Trade ID of the Leg. FIX.4.4EP5
991 RndPx Price Specifies average price rounded to quoted precision. FIX.4.4EP5
992 IndividualAllocType int Identifies whether the allocation is to be sub-allocated or allocated to a third party
Value SymbolicName Description Added Updated Deprecated
1 SubAllocate Sub Allocate FIX.4.4EP-1
2 ThirdPartyAllocation Third Party Allocation FIX.4.4EP-1
FIX.4.4EP5
993 AllocCustomerCapacity String Capacity of customer in the allocation block. FIX.4.4EP5
994 TierCode String The Tier the trade was matched by the clearing system. FIX.4.4EP5
996 UnitofMeasure String Physical unit of measure for Derivative products.
NOTE: Additional values may be used by mutual agreement of the counterparties
(http://www.unc.edu/~rowlett/units/index.html is a good source for units)
Value SymbolicName Description Added Updated Deprecated
Bbl Barrels Barrels FIX.4.4EP-1
Bcf BillionCubicFeet Billion cubic feet FIX.4.4EP-1
Bu Bushels Bushels FIX.4.4EP-1
lbs Pounds pounds FIX.4.4EP-1
Gal Gallons Gallons FIX.4.4EP-1
MMbbl MillionBarrels Million Barrels FIX.4.4EP-1
MMBtu OneMillionBTU One Million BTU FIX.4.4EP-1
MWh MegawattHours Megawatt hours FIX.4.4EP-1
oz_tr TroyOunces Troy Ounces FIX.4.4EP-1
t MetricTons Metric Tons (aka Tonne) FIX.4.4EP-1
tn Tons Tons (US) FIX.4.4EP-1
USD USDollars US Dollars FIX.4.4EP-1
FIX.4.4EP5
997 TimeUnit String Unit of time associated with the contract.
NOTE: Additional values may be used by mutual agreement of the counterparties
Value SymbolicName Description Added Updated Deprecated
H Hour Hour FIX.4.4EP-1
Min Minute Minute FIX.4.4EP-1
S Second Second FIX.4.4EP-1
D Day Day FIX.4.4EP-1
Wk Week Week FIX.4.4EP-1
Mo Month Month FIX.4.4EP-1
Yr Year Year FIX.4.4EP-1
FIX.4.4EP5
998 UnderlyingUnitofMeasure String Same as UnitofMeasure. FIX.4.4EP5
999 LegUnitofMeasure String Same as UnitofMeasure. FIX.4.4EP5
1000 UnderlyingTimeUnit String Same as TimeUnit. FIX.4.4EP5
1001 LegTimeUnit String Same as TimeUnit. FIX.4.4EP5
1002 AllocMethod int Specifies the method under which a trade quantity was allocated.
Value SymbolicName Description Added Updated Deprecated
1 Automatic Automatic FIX.4.4EP-1
2 Guarantor Guarantor FIX.4.4EP-1
3 Manual Manual FIX.4.4EP-1
FIX.4.4EP5
1003 TradeID String The unique ID assigned to the trade entity once it is received or matched by the exchange or central counterparty. FIX.4.4EP11
1005 SideTradeReportID String Used on a multi-sided trade to designate the ReportID FIX.4.4EP5
1006 SideFillStationCd String Used on a multi-sided trade to convey order routing information FIX.4.4EP5
1007 SideReasonCd String Used on a multi-sided trade to convey reason for execution FIX.4.4EP5
1008 SideTrdSubTyp int Used on a multi-sided trade to specify the type of trade for a given side FIX.4.4EP5
1009 SideQty int Used to indicate the quantity on one of a multi-sided Trade Capture Report FIX.4.4EP5
1011 MessageEventSource String Used to identify the event or source which gave rise to a message.
Valid values will be based on an exchange's implementation.
Example values are:
"MQM" (originated at Firm Back Office)
"Clear" (originated in Clearing System)
"Reg" (static data generated via Register request) 		FIX.4.4EP5
1012 SideTrdRegTimestamp UTCTimestamp Will be used in a multi-sided message.
Traded Regulatory timestamp value Use to store time information required by government regulators or self regulatory organizations such as an exchange or clearing house 		FIX.4.4EP5
1013 SideTrdRegTimestampType int Same as TrdRegTimeStampType FIX.4.4EP5
1014 SideTrdRegTimestampSrc String Same as TrdRegTimestampOrigin
Text which identifies the origin i.e. system which was used to generate the time stamp for the Traded Regulatory timestamp value 		FIX.4.4EP5
1015 AsOfIndicator char Used to indicate that a floor-trade was originally submitted "as of" a specific trade date which is earlier than its clearing date.
Value SymbolicName Description Added Updated Deprecated
0 False false - trade is not an AsOf trade FIX.4.4EP-1
1 True true - trade is an AsOf trade FIX.4.4EP-1
FIX.4.4EP5
1016 NoSideTrdRegTS NumInGroup Indicates number of SideTimestamps contained in group FIX.4.4EP5
1017 LegOptionRatio float Expresses the risk of an option leg
Value must be between -1 and 1.
A Call Option will require a ratio value between 0 and 1
A Put Option will require a ratio value between -1 and 0 		FIX.4.4EP18
1018 NoInstrumentParties NumInGroup Identifies the number of parties identified with an instrument FIX.4.4EP4
1019 InstrumentPartyID String PartyID value within an instrument party repeating group. Same values as PartyID (448) FIX.4.4EP4
1020 TradeVolume Qty Used to report volume with a trade FIX.4.4EP7
1021 MDBookType int Describes the type of book for which the feed is intended. Used when multiple feeds are provided over the same connection
Value SymbolicName Description Added Updated Deprecated
1 TopOfBook Top of Book FIX.4.4EP-1
2 PriceDepth Price Depth FIX.4.4EP-1
3 OrderDepth Order Depth FIX.4.4EP-1
FIX.4.4EP7
1022 MDFeedType String Describes a class of service for a given data feed, ie Regular and Market Maker, Bandwidth Intensive or Bandwidth Conservative FIX.4.4EP7
1023 MDPriceLevel int Integer to convey the level of a bid or offer at a given price level. This is in contrast to MDEntryPositionNo which is used to convey the position of an order within a Price level FIX.4.4EP7
1024 MDOriginType int Used to describe the origin of an entry in the book
Value SymbolicName Description Added Updated Deprecated
0 Book Book FIX.4.4EP-1
1 OffBook Off-Book FIX.4.4EP-1
2 Cross Cross FIX.4.4EP-1
FIX.4.4EP7
1025 FirstPx Price Indicates the first trade price of the day/session FIX.4.4EP7
1026 MDEntrySpotRate float The spot rate for an FX entry FIX.4.4EP7
1027 MDEntryForwardPoints PriceOffset Used for an F/X entry. The forward points to be added to or subtracted from the spot rate to get the "all-in" rate in MDEntryPx. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 FIX.4.4EP7
1028 ManualOrderIndicator Boolean Indicates if the order was initially received manually (as opposed to electronically) FIX.4.4EP9
1029 CustDirectedOrder Boolean Indicates if the customer directed this order to a specific execution venue (Y) or not (N). A default of N – customer didn’t direct this order – should beused in the case where the information is both missing and essential. FIX.4.4EP9
1030 ReceivedDeptID String Identifies the Broker / Dealer Department that first took the order. FIX.4.4EP9
1031 CustOrderHandlingInst MultipleStringValue Codes that apply special information that the Broker / Dealer needs to report, as specified by the customer.
NOTE: This field and its values have no bearing on the ExecInst and TimeInForce fields. These values should not be used instead of ExecInst or TimeInForce. This field and its values are intended for compliance reporting only.
For DeskTypeSource (1034) = 1 (NASD OATS), valid values are (as of OATS Phase 3 as provided by NASD. See also http://www.nasd.com/oats/PhaseIII for a complete list.
Value SymbolicName Description Added Updated Deprecated
ADD AddOnOrder Add-on Order FIX.4.4EP-1
AON AllOrNone All or None FIX.4.4EP-1
CNH CashNotHeld Cash Not Held FIX.4.4EP-1
DIR DirectedOrder Directed Order FIX.4.4EP-1
E.W ExchangeForPhysicalTransaction Exchange for Physical Transaction FIX.4.4EP-1
FOK FillOrKill Fill or Kill FIX.4.4EP-1
IO ImbalanceOnly Imbalance Only FIX.4.4EP-1
IOC ImmediateOrCancel Immediate or Cancel FIX.4.4EP-1
LOO LimitOnOpen Limit On Open FIX.4.4EP-1
LOC LimitOnClose Limit on Close FIX.4.4EP-1
MAO MarketAtOpen Market at Open FIX.4.4EP-1
MAC MarketAtClose Market at Close FIX.4.4EP-1
MOO MarketOnOpen Market on Open FIX.4.4EP-1
MOC MarketOnClose Market On Close FIX.4.4EP-1
MQT MinimumQuantity Minimum Quantity FIX.4.4EP-1
NH NotHeld Not Held FIX.4.4EP-1
OVD OverTheDay Over the Day FIX.4.4EP-1
PEG Pegged Pegged FIX.4.4EP-1
RSV ReserveSizeOrder Reserve Size Order FIX.4.4EP-1
S.W StopStockTransaction Stop Stock Transaction FIX.4.4EP-1
SCL Scale Scale FIX.4.4EP-1
TMO TimeOrder Time Order FIX.4.4EP-1
TS TrailingStop Trailing Stop FIX.4.4EP-1
WRK Work Work FIX.4.4EP-1
FIX.4.4EP9
1032 OrderHandlingInstSource int Identifies the class or source of the "OrderHandlingInst" values. Scope of this will apply to both CustOrderHandlingInst and DeskOrderHandlingInst fields.
Required if CustOrderHandlingInst and/or DeskOrderHandlingInst is specified.
Value SymbolicName Description Added Updated Deprecated
1 NASDOATS NASD OATS FIX.4.4EP-1
FIX.4.4EP9
1033 DeskType String Type of trading desk
Value SymbolicName Description Added Updated Deprecated
A Agency Agency FIX.4.4EP-1
AR Arbitrage Arbitrage FIX.4.4EP-1
D Derivatives Derivatives FIX.4.4EP-1
IN International International FIX.4.4EP-1
IS Institutional Institutional FIX.4.4EP-1
O Other Other FIX.4.4EP-1
PF PreferredTrading Preferred Trading FIX.4.4EP-1
PR Proprietary Proprietary FIX.4.4EP-1
PT ProgramTrading Program Trading FIX.4.4EP-1
S Sales Sales FIX.4.4EP-1
T Trading Trading FIX.4.4EP-1
FIX.4.4EP9
1034 DeskTypeSource int None
Value SymbolicName Description Added Updated Deprecated
1 NASDOATS NASD OATS FIX.4.4EP-1
FIX.4.4EP9
1035 DeskOrderHandlingInst MultipleStringValue None
Value SymbolicName Description Added Updated Deprecated
ADD AddOnOrder Add-on Order FIX.4.4EP-1
AON AllOrNone All or None FIX.4.4EP-1
CNH CashNotHeld Cash Not Held FIX.4.4EP-1
DIR DirectedOrder Directed Order FIX.4.4EP-1
E.W ExchangeForPhysicalTransaction Exchange for Physical Transaction FIX.4.4EP-1
FOK FillOrKill Fill or Kill FIX.4.4EP-1
IO ImbalanceOnly Imbalance Only FIX.4.4EP-1
IOC ImmediateOrCancel Immediate or Cancel FIX.4.4EP-1
LOO LimitOnOpen Limit On Open FIX.4.4EP-1
LOC LimitOnClose Limit on Close FIX.4.4EP-1
MAO MarketAtOpen Market at Open FIX.4.4EP-1
MAC MarketAtClose Market at Close FIX.4.4EP-1
MOO MarketOnOpen Market on Open FIX.4.4EP-1
MOC MarketOnClose Market On Close FIX.4.4EP-1
MQT MinimumQuantity Minimum Quantity FIX.4.4EP-1
NH NotHeld Not Held FIX.4.4EP-1
OVD OverTheDay Over the Day FIX.4.4EP-1
PEG Pegged Pegged FIX.4.4EP-1
RSV ReserveSizeOrder Reserve Size Order FIX.4.4EP-1
S.W StopStockTransaction Stop Stock Transaction FIX.4.4EP-1
SCL Scale Scale FIX.4.4EP-1
TMO TimeOrder Time Order FIX.4.4EP-1
TS TrailingStop Trailing Stop FIX.4.4EP-1
WRK Work Work FIX.4.4EP-1
FIX.4.4EP9
1036 ExecAckStatus char The status of this execution acknowledgement message.
Value SymbolicName Description Added Updated Deprecated
0 Received Received, not yet processed FIX.4.4EP-1
1 Accepted Accepted FIX.4.4EP-1
2 Don Don't know / Rejected FIX.4.4EP-1
FIX.4.4EP10
1037 UnderlyingDeliveryAmount Amt Indicates the underlying position amount to be delivered FIX.4.4EP8
1038 UnderlyingCapValue Amt Maximum notional value for a capped financial instrument FIX.4.4EP8
1039 UnderlyingSettlMethod String None FIX.4.4EP8
1040 SecondaryTradeID String Used to carry an internal trade entity ID which may or may not be reported to the firm FIX.4.4EP11
1041 FirmTradeID String The ID assigned to a trade by the Firm to track a trade within the Firm system. This ID can be assigned either before or after submission to the exchange or central counterpary FIX.4.4EP11
1042 SecondaryFirmTradeID String Used to carry an internal firm assigned ID which may or may not be reported to the exchange or central counterpary FIX.4.4EP11
1043 CollApplType int conveys how the collateral should be/has been applied
Value SymbolicName Description Added Updated Deprecated
0 SpecificDeposit Specific Deposit FIX.4.4EP-1
1 General General FIX.4.4EP-1
FIX.4.4EP12
1044 UnderlyingAdjustedQuantity Qty Unit amount of the underlying security (shares) adjusted for pending corporate action not yet allocated. FIX.4.4EP12
1045 UnderlyingFXRate float Foreign exchange rate used to compute UnderlyingCurrentValue (885) (or market value) from UnderlyingCurrency (318) to Currency (15). FIX.4.4EP12
1046 UnderlyingFXRateCalc char Specifies whether the UnderlyingFxRate (1045) should be multiplied or divided.
Value SymbolicName Description Added Updated Deprecated
D Divide Divide FIX.4.4EP-1
M Multiply Multiply FIX.4.4EP-1
FIX.4.4EP12
1047 AllocPositionEffect 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
O Open Open FIX.4.4EP-1
C Close Close FIX.4.4EP-1
R Rolled Rolled FIX.4.4EP-1
F FIFO FIFO FIX.4.4EP-1
FIX.4.4EP17
1048 DealingCapacity PriceOffset Identifies role of dealer; Agent, Principal, RisklessPrincipal FIX.4.4EP7
1049 InstrmtAssignmentMethod char Method under which assignment was conducted
Value SymbolicName Description Added Updated Deprecated
R Random Random FIX.4.4EP4
P ProRata ProRata FIX.4.4EP4
FIX.4.4EP4
1050 InstrumentPartyIDSource char PartyIDSource value within an instrument partyrepeating group.
Same values as PartyIDSource (447) 		FIX.4.4EP4
1051 InstrumentPartyRole int PartyRole value within an instrument partyepeating group.
Same values as PartyRole (452) 		FIX.4.4EP4
1052 NoInstrumentPartySubIDs NumInGroup Number of InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries FIX.4.4EP4
1053 InstrumentPartySubID String PartySubID value within an instrument party repeating group.
Same values as PartySubID (523) 		FIX.4.4EP4
1054 InstrumentPartySubIDType int Type of InstrumentPartySubID (1053) value.
Same values as PartySubIDType (803) 		FIX.4.4EP4
1055 PositionCurrency String The Currency in which the position Amount is denominated FIX.4.4EP8
1056 CalculatedCcyLastQty Qty Used for the calculated quantity of the other side of the currency trade. Can be derived from LastQty and LastPx. FIX.4.4EP21
1057 AggressorIndicator Boolean Used to identify whether the order initiator is an aggressor or not in the trade.
Value SymbolicName Description Added Updated Deprecated
Y OrderInitiatorIsAggressor Order initiator is aggressor FIX.4.4EP-1
N OrderInitiatorIsPassive Order initiator is passive FIX.4.4EP-1
FIX.4.4EP21
1058 NoUndlyInstrumentParties NumInGroup Identifies the number of parties identified with an underlying instrument FIX.4.4EP8
1059 UndlyInstrumentPartyID String PartyID value within an underlying instrument party repeating group.
Same values as PartyID (448) 		FIX.4.4EP8
1060 UndlyInstrumentPartyIDSource char PartyIDSource value within an underlying instrument partyrepeating group.
Same values as PartyIDSource (447) 		FIX.4.4EP8
1061 UndlyInstrumentPartyRole int PartyRole value within an underlying instrument partyepeating group.
Same values as PartyRole (452) 		FIX.4.4EP8
1062 NoUndlyInstrumentPartySubIDs NumInGroup Number of Underlying InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries FIX.4.4EP8
1063 UndlyInstrumentPartySubID String PartySubID value within an underlying instrument party repeating group.
Same values as PartySubID (523) 		FIX.4.4EP8
1064 UndlyInstrumentPartySubIDType int Type of underlying InstrumentPartySubID (1053) value.
Same values as PartySubIDType (803) 		FIX.4.4EP8
1065 BidSwapPoints PriceOffset The bid FX Swap points for an FX Swap. It is the "far bid forward points - near offer forward point". Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 FIX.4.4EP21
1066 OfferSwapPoints PriceOffset The offer FX Swap points for an FX Swap. It is the "far offer forward points - near bid forward points". Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 FIX.4.4EP21
1067 LegBidForwardPoints PriceOffset The bid FX forward points for the leg of an FX Swap. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 FIX.4.4EP21
1068 LegOfferForwardPoints PriceOffset The offer FX forward points for the leg of an FX Swap. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 FIX.4.4EP21
1069 SwapPoints PriceOffset For FX Swap, this is used to express the differential between the far leg's bid/offer and the near leg's bid/offer. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 FIX.4.4EP21
1070 MDQuoteType int Identifies market data quote type.
Value SymbolicName Description Added Updated Deprecated
0 Indicative Indicative FIX.4.4EP32
1 Tradeable Tradeable FIX.4.4EP32
2 RestrictedTradeable Restricted Tradeable FIX.4.4EP32
3 Counter Counter FIX.4.4EP32
4 IndicativeAndTradeable Indicative and Tradeable FIX.4.4EP32
FIX.4.4EP7
1071 LastSwapPoints PriceOffset For FX Swap, this is used to express the last market event for the differential between the far leg's bid/offer and the near leg's bid/offer in a fill or partial fill. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 FIX.4.4EP21
1072 SideGrossTradeAmt Amt The gross trade amount for this side of the trade. See also GrossTradeAmt (381) for additional definition. FIX.4.4EP25
1073 LegLastForwardPoints PriceOffset The forward points for this leg's fill event. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 FIX.4.4EP21
1074 LegCalculatedCcyLastQty Qty Used for the calculated quantity of the other side of the currency for this leg. Can be derived from LegQty and LegLastPx. FIX.4.4EP21
1075 LegGrossTradeAmt Amt The gross trade amount of the leg. For FX Futures this is used to express the notional value of a fill when LegLastQty and other quantity fields are express in terms of contract size. FIX.4.4EP21
1079 MaturityTime TZTimeOnly Time of security's maturity expressed in local time with offset to UTC specified FIX.4.4EP21
1080 RefOrderID String The ID reference to the order being hit or taken FIX.4.4EP22
1081 RefOrderIDSource char Used to specify what identifier, provided in order depth market data, to use when hitting (taking) a specific order.
Value SymbolicName Description Added Updated Deprecated
0 SecondaryOrderID SecondaryOrdeID (198) FIX.4.4EP-1
1 OrderID OrdeID (37) FIX.4.4EP-1
2 MDEntryID MEntryID (278) FIX.4.4EP-1
3 QuoteEntryID QuotEntryID (299) FIX.4.4EP-1
FIX.4.4EP22
1082 SecondaryDisplayQty Qty Used for reserve orders when DisplayQty applies to the primary execution market (e.g.an ECN) and another quantity is to be shown at other markets (e.g. the exchange). On orders specifies the qty to be displayed, on execution reports the currently displayed quantity. FIX.4.4EP22
1083 DisplayWhen char Instructs when to refresh DisplayQty (1138).
Value SymbolicName Description Added Updated Deprecated
1 Immediate Immediate (after each fill) FIX.4.4EP-1
2 Exhaust Exhaust (when DisplayQty = 0) FIX.4.4EP-1
FIX.4.4EP22
1084 DisplayMethod char Defines what value to use in DisplayQty (1138). If not specified the default DisplayMethod is "1"
Value SymbolicName Description Added Updated Deprecated
1 Initial Initial (use original DisplayQty) FIX.4.4EP-1
2 New New (use RefreshQty) FIX.4.4EP-1
3 Random Random (randomize value) FIX.4.4EP-1
FIX.4.4EP22
1085 DisplayLowQty Qty Defines the lower quantity limit to a randomized refresh of DisplayQty. FIX.4.4EP22
1086 DisplayHighQty Qty Defines the upper quantity limit to a randomized refresh of DisplayQty. FIX.4.4EP22
1087 DisplayMinIncr Qty Defines the minimum increment to be used when calculating a random refresh of DisplayQty. A user specifies this when he wants a larger increment than the standard provided by the market (e.g. the round lot size). FIX.4.4EP22
1088 RefreshQty Qty Defines the quantity used to refresh DisplayQty. FIX.4.4EP22
1089 MatchIncrement Qty Allows orders to specify a minimum quantity that applies to every execution (one execution could be for multiple counter-orders). The order may still fill against smaller orders, but the cumulative quantity of the execution must be in multiples of the MatchIncrement. FIX.4.4EP22
1090 MaxPriceLevels int Allows an order to specify a maximum number of price levels to trade through. Only valid for aggressive orders and during continuous (autoexecution) trading sessions. Property lost when order is put on book. A partially filled order is assigned last trade price as limit price. Non-filled order behaves as ordinary Market or Limit. FIX.4.4EP22
1091 PreTradeAnonymity Boolean Allows trader to explicitly request anonymity or disclosure in pre-trade market data feeds. Anonymity is relevant in markets where counterparties are regularly disclosed in order depth feeds. Disclosure is relevant when counterparties are not normally visible. FIX.4.4EP22
1092 PriceProtectionScope char Defines the type of price protection the customer requires on their order.
Value SymbolicName Description Added Updated Deprecated
0 None None FIX.4.4EP-1
1 Local Local (Exchange, ECN, ATS) FIX.4.4EP-1
2 National National (Across all national markets) FIX.4.4EP-1
3 Global Global (Across all markets) FIX.4.4EP-1
FIX.4.4EP22
1093 LotType char Defines the lot type assigned to the order.
Value SymbolicName Description Added Updated Deprecated
1 OddLot Odd Lot FIX.4.4EP-1
2 RoundLot Round Lot FIX.4.4EP-1
3 BlockLot Block Lot FIX.4.4EP-1
FIX.4.4EP22
1094 PegPriceType int Defines the type of peg.
Value SymbolicName Description Added Updated Deprecated
1 LastPeg Last peg (last sale) FIX.4.4EP-1
2 MidPricePeg Mid-price peg (midprice of inside quote) FIX.4.4EP-1
3 OpeningPeg Opening peg FIX.4.4EP-1
4 MarketPeg Market peg FIX.4.4EP-1
5 PrimaryPeg Primary peg (primary market - buy at bid or sell at offer) FIX.4.4EP-1
6 FixedPegToLocalBestBidOrOfferAtTimeOfOrder Fixed Peg to Local best bid or offer at time of order FIX.4.4EP-1
7 PegToVWAP Peg to VWAP FIX.4.4EP-1
8 TrailingStopPeg Trailing Stop Peg FIX.4.4EP-1
9 PegToLimitPrice Peg to Limit Price FIX.4.4EP-1
FIX.4.4EP22
1095 PeggedRefPrice Price The value of the reference price that the order is pegged to. PeggedRefPrice + PegOffsetValue (211) = PeggedPrice (839) unless the limit price (44, Price) is breached. The values may not be exact due to rounding. FIX.4.4EP22
1096 PegSecurityIDSource String Defines the identity of the security off whose prices the order will peg. Same values as SecurityIDSource (22) FIX.4.4EP22
1097 PegSecurityID String Defines the identity of the security off whose prices the order will peg. FIX.4.4EP22
1098 PegSymbol String Defines the common, 'human understood' representation of the security off whose prices the order will Peg. FIX.4.4EP22
1099 PegSecurityDesc String Security description of the security off whose prices the order will Peg. FIX.4.4EP22
1100 TriggerType char Defines when the trigger will hit, i.e. the action specified by the trigger instructions will come into effect.
Value SymbolicName Description Added Updated Deprecated
1 PartialExecution Partial Execution FIX.4.4EP-1
2 SpecifiedTradingSession Specified Trading Session FIX.4.4EP-1
3 NextAuction Next Auction FIX.4.4EP-1
4 PriceMovement Price Movement FIX.4.4EP-1
FIX.5.0EP-1
1101 TriggerAction char Defines the type of action to take when the trigger hits.
Value SymbolicName Description Added Updated Deprecated
1 Activate Activate FIX.4.4EP-1
2 Modify Modify FIX.4.4EP-1
3 Cancel Cancel FIX.4.4EP-1
FIX.5.0EP-1
1102 TriggerPrice Price The price at which the trigger should hit. FIX.5.0EP-1
1103 TriggerSymbol String Defines the common, 'human understood' representation of the security whose prices will be tracked by the trigger logic. FIX.5.0EP-1
1104 TriggerSecurityID String Defines the identity of the security whose prices will be tracked by the trigger logic. FIX.5.0EP-1
1105 TriggerSecurityIDSource String Defines the identity of the security whose prices will be tracked by the trigger logic. Same values as SecurityIDSource (22). FIX.5.0EP-1
1106 TriggerSecurityDesc String Defines the security description of the security whose prices will be tracked by the trigger logic. FIX.5.0EP-1
1107 TriggerPriceType char The type of price that the trigger is compared to.
Value SymbolicName Description Added Updated Deprecated
1 BestOffer Best Offer FIX.4.4EP-1
2 LastTrade Last Trade FIX.4.4EP-1
3 BestBid Best Bid FIX.4.4EP-1
4 BestBidOrLastTrade Best Bid or Last Trade FIX.4.4EP-1
5 BestOfferOrLastTrade Best Offer or Last Trade FIX.4.4EP-1
6 BestMid Best Mid FIX.4.4EP-1
FIX.5.0EP-1
1108 TriggerPriceTypeScope char Defines the type of price protection the customer requires on their order.
Value SymbolicName Description Added Updated Deprecated
0 None None FIX.4.4EP-1
1 Local Local (Exchange, ECN, ATS) FIX.4.4EP-1
2 National National (Across all national markets) FIX.4.4EP-1
3 Global Global (Across all markets) FIX.4.4EP-1
FIX.5.0EP-1
1109 TriggerPriceDirection char The side from which the trigger price is reached.
Value SymbolicName Description Added Updated Deprecated
U Up Trigger if the price of the specified type goes UP to or through the specified Trigger Price. FIX.4.4EP-1
D Down Trigger if the price of the specified type goes DOWN to or through the specified Trigger Price. FIX.4.4EP-1
FIX.5.0EP-1
1110 TriggerNewPrice Price The Price that the order should have after the trigger has hit. Could be applicable for any trigger type, but must be specified for Trigger Type 1. FIX.5.0EP-1
1111 TriggerOrderType char The OrdType the order should have after the trigger has hit. Required to express orders that change from Limit to Market. Other values from OrdType (40) may be used if appropriate and bilaterally agreed upon.
Value SymbolicName Description Added Updated Deprecated
1 Market Market FIX.4.4EP35
2 Limit Limit FIX.4.4EP35
FIX.5.0EP-1
1112 TriggerNewQty Qty The Quantity the order should have after the trigger has hit. FIX.5.0EP-1
1113 TriggerTradingSessionID String Defines the trading session at which the order will be activated. FIX.5.0EP-1
1114 TriggerTradingSessionSubID String Defines the subordinate trading session at which the order will be activated. FIX.5.0EP-1
1115 OrderCategory char Defines the type of interest behind a trade (fill or partial fill).
Value SymbolicName Description Added Updated Deprecated
1 Order Order FIX.4.4EP-1
2 Quote Quote FIX.4.4EP-1
3 PrivatelyNegotiatedTrade Privately Negotiated Trade FIX.4.4EP-1
4 MultilegOrder Multileg order FIX.4.4EP-1
5 LinkedOrder Linked order FIX.4.4EP-1
6 QuoteRequest Quote Request FIX.4.4EP-1
7 ImpliedOrder Implied Order FIX.4.4EP-1
8 CrossOrder Cross Order FIX.4.4EP-1
FIX.4.4EP22
1116 NoRootPartyIDs NumInGroup Number of RootPartyID (1117), RootPartyIDSource (1118), and RootPartyRole (1119) entries FIX.4.4EP22
1117 RootPartyID String PartyID value within a root parties component. Same values as PartyID (448) FIX.4.4EP22
1118 RootPartyIDSource char PartyIDSource value within a root parties component. Same values as PartyIDSource (447) FIX.4.4EP22
1119 RootPartyRole int PartyRole value within a root parties component. Same values as PartyRole (452) FIX.4.4EP22
1120 NoRootPartySubIDs NumInGroup Number of RootPartySubID (1121) and RootPartySubIDType (1122) entries FIX.4.4EP22
1121 RootPartySubID String PartySubID value within a root parties component. Same values as PartySubID (523) FIX.4.4EP22
1122 RootPartySubIDType int Type of RootPartySubID (1121) value. Same values as PartySubIDType (803) FIX.4.4EP22
1123 TradeHandlingInstr char Specified how the Trade Capture Report should be handled by the Respondent.
Value SymbolicName Description Added Updated Deprecated
0 TradeConfirmation Trade Confirmation FIX.4.4EP-1
1 TwoPartyReport Two-Party Report FIX.4.4EP-1
2 OnePartyReportForMatching One-Party Report for Matching FIX.4.4EP-1
3 OnePartyReportForPassThrough One-Party Report for Pass Through FIX.4.4EP-1
4 AutomatedFloorOrderRouting Automated Floor Order Routing FIX.4.4EP-1
FIX.4.4EP23
1124 OrigTradeHandlingInstr char Optionally used with TradeHandlingInstr = 0 to relay the trade handling instruction used when reporting the trade to the marketplace. Same values as TradeHandlingInstr (1123) FIX.4.4EP23
1125 OrigTradeDate LocalMktDate Used to preserve original trade date when original trade is being referenced in a subsequent trade transaction such as a transfer FIX.4.4EP23
1126 OrigTradeID String Used to preserve original trade id when original trade is being referenced in a subsequent trade transaction such as a transfer FIX.4.4EP23
1127 OrigSecondaryTradeID String Used to preserve original secondary trade id when original trade is being referenced in a subsequent trade transaction such as a transfer FIX.4.4EP23
1128 ApplVerID String Specifies the service pack release being applied at message level. Enumerated field with values assigned at time of service pack release
Value SymbolicName Description Added Updated Deprecated
0 FIX27 FIX27 FIX.4.4EP-1
1 FIX30 FIX30 FIX.4.4EP-1
2 FIX40 FIX40 FIX.4.4EP-1
3 FIX41 FIX41 FIX.4.4EP-1
4 FIX42 FIX42 FIX.4.4EP-1
5 FIX43 FIX43 FIX.4.4EP-1
6 FIX44 FIX44 FIX.4.4EP-1
7 FIX50 FIX50 FIX.4.4EP-1
FIX.4.4EP16
1129 CstmApplVerID String Specifies a custom extension to a message being applied at the message level. Enumerated field FIX.4.4EP16
1130 RefApplVerID String Specifies the service pack release being applied to a message at the session level. Enumerated field with values assigned at time of service pack release. Uses same values as ApplVerID FIX.4.4EP16
1131 RefCstmApplVerID String Specifies a custom extension to a message being applied at the session level. FIX.4.4EP16
1132 TZTransactTime TZTimestamp Transact time in the local date-time stamp with a TZ offset to UTC identified FIX.4.4EP26
1133 ExDestinationIDSource char The ID source of ExDestination
Value SymbolicName Description Added Updated Deprecated
B BIC BIC (Bank Identification Code) (ISO 9362) FIX.4.4EP-1
C GeneralIdentifier Generally accepted market participant identifier (e.g. NASD mnemonic) FIX.4.4EP-1
D Proprietary Proprietary / Custom code FIX.4.4EP-1
E ISOCountryCode ISO Country Code FIX.4.4EP-1
G MIC MIC (ISO 10383 - Market Identifier Code) FIX.4.4EP-1
FIX.4.4EP26
1134 ReportedPxDiff Boolean Shows that the reported price that is different from the market price FIX.4.4EP26
1135 RptSys String Indicates the system or medium on which the report has been published FIX.4.4EP26
1136 AllocClearingFeeIndicator String ClearingFeeIndicator(635) for Allocation, see ClearingFeeIndicator(635) for permitted values. FIX.4.4EP25
1137 DefaultApplVerID String Specifies the service pack release being applied, by default, to message at the session level. Enumerated field with values assigned at time of service pack release. Uses same values as ApplVerID FIX.4.4EP16
1138 DisplayQty Qty The quantity to be displayed . Required for reserve orders. On orders specifies the qty to be displayed, on execution reports the currently displayed quantity. FIX.4.4EP22
1139 ExchangeSpecialInstructions String Free format test string related to exchange. FIX.4.4EP29

Messages

Heartbeat (35=0)

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

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

TestRequest (35=1)

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

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

ResendRequest (35=2)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = 2 FIX.2.7
7 BeginSeqNo ✔ SeqNum Message sequence number of first message in range to be resent FIX.2.7
16 EndSeqNo ✔ SeqNum Message sequence number of last message in range to be resent. If request is for a single message BeginSeqNo (7) = EndSeqNo. If request is for all messages subsequent to a particular message, EndSeqNo = "0" (representing infinity). FIX.2.7
StandardTrailer ✔ FIX.2.7

Reject (35=3)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = 3 FIX.2.7
45 RefSeqNum ✔ SeqNum MsgSeqNum of rejected message FIX.2.7
371 RefTagID int The tag number of the FIX field being referenced. FIX.4.2
372 RefMsgType String The MsgType of the FIX message being referenced. FIX.4.2
373 SessionRejectReason int Code to identify reason for a session-level Reject message.
Value SymbolicName Description Added Updated Deprecated
0 InvalidTagNumber Invalid Tag Number FIX.4.2
1 RequiredTagMissing Required Tag Missing FIX.4.2
2 TagNotDefinedForThisMessageType Tag not defined for this message type FIX.4.2
3 UndefinedTag Undefined tag FIX.4.2
4 TagSpecifiedWithoutAValue Tag specified without a value FIX.4.2
5 ValueIsIncorrect Value is incorrect (out of range) for this tag FIX.4.2
6 IncorrectDataFormatForValue Incorrect data format for value FIX.4.2
7 DecryptionProblem Decryption problem FIX.4.2
8 SignatureProblem Signature problem FIX.4.2
9 CompIDProblem CompID problem FIX.4.2
10 SendingTimeAccuracyProblem SendingTime Accuracy Problem FIX.4.2
11 InvalidMsgType Invalid MsgType FIX.4.2
12 XMLValidationError XML Validation Error FIX.4.3
13 TagAppearsMoreThanOnce Tag appears more than once FIX.4.3
14 TagSpecifiedOutOfRequiredOrder Tag specified out of required order FIX.4.3
15 RepeatingGroupFieldsOutOfOrder Repeating group fields out of order FIX.4.3
16 IncorrectNumInGroupCountForRepeatingGroup Incorrect NumInGroup count for repeating group FIX.4.3
17 Non Non "Data" value includes field delimiter ( character) FIX.4.3
99 Other Other FIX.4.4
FIX.4.2
58 Text String Where possible, message to explain reason for rejection FIX.2.7
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.2
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.2
StandardTrailer ✔ FIX.2.7

SequenceReset (35=4)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = 4 FIX.2.7
123 GapFillFlag Boolean Indicates that the Sequence Reset message is replacing administrative or application messages which will not be resent.
Value SymbolicName Description Added Updated Deprecated
N SequenceReset Sequence Reset, Ignore Msg Seq Num (N/A For FIXML - Not Used) FIX.4.0
Y GapFillMessage Gap Fill Message, Msg Seq Num Field Valid FIX.4.0
FIX.4.0
36 NewSeqNo ✔ SeqNum New sequence number FIX.2.7
StandardTrailer ✔ FIX.2.7

Logout (35=5)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = 5 FIX.2.7
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.2.7
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.2
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.2
StandardTrailer ✔ FIX.2.7

IOI (35=6)

Indication of interest messages are used to market merchandise which the broker is buying or selling in either a proprietary or agency capacity. The indications can be time bound with a specific expiration value. Indications are distributed with the understanding that other firms may react to the message first and that the merchandise may no longer be available due to prior trade.
Indication messages can be transmitted in various transaction types; NEW, CANCEL, and REPLACE. All message types other than NEW modify the state of the message identified in IOIRefID.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = 6 FIX.2.7
23 IOIID ✔ String Unique identifier of IOI message.
(Prior to FIX 4.1 this field was of type int) 		FIX.2.7
28 IOITransType ✔ char Identifies IOI message transaction type
Value SymbolicName Description Added Updated Deprecated
N New New FIX.2.7
C Cancel Cancel FIX.2.7
R Replace Replace FIX.2.7
FIX.2.7
26 IOIRefID String Required for Cancel and Replace IOITransType messages FIX.2.7
Instrument ✔ Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" FIX.4.3
Parties Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages". FIX.4.4
FinancingDetails Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" FIX.4.4
UndInstrmtGrp Number of underlyings FIX.4.4
54 Side ✔ char Side of Indication Valid values: 1 = Buy 2 = Sell 7 = Undisclosed (for IOIs) B = As Defined (for multilegs) C = Opposite (for multilegs)
Value SymbolicName Description Added Updated Deprecated
1 Buy Buy FIX.2.7
2 Sell Sell FIX.2.7
3 BuyMinus Buy minus FIX.2.7
4 SellPlus Sell plus FIX.2.7
5 SellShort Sell short FIX.2.7
6 SellShortExempt Sell short exempt FIX.2.7
7 Undisclosed Undisclosed (valid for IOI and List Order messages only) FIX.4.1
8 Cross Cross (orders where counterparty is an exchange, valid for all messages except IOIs) FIX.4.1
9 CrossShort Cross short FIX.4.2
A CrossShortExempt Cross short exxmpt FIX.4.3
B AsDefined "As Defined" (for use with multileg instruments) FIX.4.3
C Opposite "Opposite" (for use with multileg instruments) FIX.4.3
D Subscribe Subscribe (e.g. CIV) FIX.4.4
E Redeem Redeem (e.g. CIV) FIX.4.4
F Lend Lend (FINANCING - identifies direction of collateral) FIX.4.4
G Borrow Borrow (FINANCING - identifies direction of collateral) FIX.4.4
FIX.2.7
854 QtyType int Type of quantity specified in a quantity field:
Value SymbolicName Description Added Updated Deprecated
0 Units Units (shares, par, currency) FIX.4.4
1 Contracts Contracts (if used - must specify ContractMultiplier (tag 231)) FIX.4.4
2 UnitsOfMeasurePerTimeUnit Units of Measure per Time Unit (if used - must specify UnitofMeasure (tag 996) and TimeUnit (tag 997)) FIX.4.4EP5
FIX.4.4
OrderQtyData Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
The value zero is used if NoLegs repeating group is used
Applicable if needed to express CashOrder Qty (tag 152)		 FIX.4.4
27 IOIQty ✔ String The value zero is used if NoLegs repeating group is used
Value SymbolicName Description Added Updated Deprecated
S Small Small FIX.4.4EP25
M Medium Medium FIX.4.4EP25
L Large Large FIX.4.4EP25
U UndisclosedQuantity Undisclosed Quantity FIX.4.4EP25
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 6-A: Valid Currency Codes" for information on obtaining valid values. FIX.2.7
Stipulations Insert here the set of "Stipulations" (symbology) fields defined in "Common Components of Application Messages" FIX.4.4
InstrmtLegIOIGrp Required for multileg IOIs FIX.4.4
423 PriceType int Code to represent the price type.
(For Financing transactions PriceType implies the "repo type" – Fixed or Floating – 9 (Yield) or 6 (Spread) respectively - and Price (44) gives the corresponding "repo rate".
See Volume : "Glossary" for further value definitions)
Value SymbolicName Description Added Updated Deprecated
1 Percentage Percentage (i.e. percent of par) (often called "dollar price" for fixed income) FIX.4.2
2 PerUnit Per unit (i.e. per share or contract) FIX.4.2
3 FixedAmount Fixed amount (absolute value) FIX.4.2
4 Discount Discount - percentage points below par FIX.4.3
5 Premium Premium - percentage points over par FIX.4.3
6 Spread Spread (basis points spread) FIX.4.3
7 TEDPrice TED Price FIX.4.3
8 TEDYield TED Yield FIX.4.3
9 Yield Yield FIX.4.4
10 FixedCabinetTradePrice Fixed cabinet trade price (primarily for listed futures and options) FIX.4.4
11 VariableCabinetTradePrice Variable cabinet trade price (primarily for listed futures and options) FIX.4.4
13 ProductTicksInHalfs Product ticks in halfs FIX.4.4EP19
14 ProductTicksInFourths Product ticks in fourths FIX.4.4EP19
15 ProductTicksInEights Product ticks in eights FIX.4.4EP19
16 ProductTicksInSixteenths Product ticks in sixteenths FIX.4.4EP19
17 ProductTicksInThirtySeconds Product ticks in thirty-seconds FIX.4.4EP19
18 ProductTicksInSixtyForths Product ticks in sixty-forths FIX.4.4EP19
19 ProductTicksInOneTwentyEights Product ticks in one-twenty-eights FIX.4.4EP19
FIX.4.3
44 Price Price Price per unit of quantity (e.g. per share) FIX.2.7
62 ValidUntilTime UTCTimestamp Indicates expiration time of indication message (always expressed in UTC (Universal Time Coordinated, also known as "GMT") FIX.2.7
25 IOIQltyInd char Relative quality of indication
Value SymbolicName Description Added Updated Deprecated
H High High FIX.2.7
L Low Low FIX.2.7
M Medium Medium FIX.2.7
FIX.2.7
130 IOINaturalFlag Boolean Indicates that IOI is the result of an existing agency order or a facilitation position resulting from an agency order, not from principal trading or order solicitation activity.
Value SymbolicName Description Added Updated Deprecated
N NotNatural Not Natural FIX.4.0
Y Natural Natural FIX.4.0
FIX.4.0
IOIQualGrp Required if any IOIQualifiers are specified. Indicates the number of repeating IOIQualifiers. FIX.4.4
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.2.7
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.2
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.2
60 TransactTime UTCTimestamp Time of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as "GMT") FIX.4.1
149 URLLink String A URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html) FIX.4.1
RoutingGrp Required if any RoutingType and RoutingIDs are specified. Indicates the number within repeating group. FIX.4.4
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 FIX.4.4
StandardTrailer ✔ FIX.2.7

Advertisement (35=7)

Advertisement messages are used to announce completed transactions. The advertisement message can be transmitted in various transaction types; NEW, CANCEL and REPLACE. All message types other than NEW modify the state of a previously transmitted advertisement identified in AdvRefID.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = 7 FIX.2.7
2 AdvId ✔ String Unique identifier of advertisement message.
(Prior to FIX 4.1 this field was of type int) 		FIX.2.7
5 AdvTransType ✔ String Identifies advertisement message transaction type
Value SymbolicName Description Added Updated Deprecated
N New New FIX.2.7
C Cancel Cancel FIX.2.7
R Replace Replace FIX.2.7
FIX.2.7
3 AdvRefID String Required for Cancel and Replace AdvTransType messages FIX.2.7
Instrument ✔ Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" FIX.4.3
InstrmtLegGrp Number of legs
Identifies a Multi-leg Execution if present and non-zero.		 FIX.4.4
UndInstrmtGrp Number of underlyings FIX.4.4
4 AdvSide ✔ char Broker's side of advertised trade
Value SymbolicName Description Added Updated Deprecated
B Buy Buy FIX.2.7
S Sell Sell FIX.2.7
T Trade Trade FIX.2.7
X Cross Cross FIX.2.7
FIX.2.7
53 Quantity ✔ Qty Overall/total quantity (e.g. number of shares)
(Prior to FIX 4.2 this field was of type int) 		FIX.2.7
854 QtyType int Type of quantity specified in a quantity field:
Value SymbolicName Description Added Updated Deprecated
0 Units Units (shares, par, currency) FIX.4.4
1 Contracts Contracts (if used - must specify ContractMultiplier (tag 231)) FIX.4.4
2 UnitsOfMeasurePerTimeUnit Units of Measure per Time Unit (if used - must specify UnitofMeasure (tag 996) and TimeUnit (tag 997)) FIX.4.4EP5
FIX.4.4
44 Price Price Price per unit of quantity (e.g. per share) FIX.2.7
15 Currency Currency Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. FIX.2.7
75 TradeDate LocalMktDate Indicates date of trade referenced in this message in YYYYMMDD format. Absence of this field indicates current day (expressed in local time at place of trade). FIX.4.1
60 TransactTime UTCTimestamp Time of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as "GMT") FIX.2.7
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.2.7
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.2
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.2
149 URLLink String A URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html) FIX.4.1
30 LastMkt Exchange Market of execution for last fill, or an indication of the market where an order was routed
Valid values:
See "Appendix 6-C" 		FIX.4.1
336 TradingSessionID String Identifier for Trading Session
Can be used to represent a specific market trading session (e.g. "PRE-OPEN", "CROSS_2", "AFTER-HOURS", "TOSTNET", "TOSTNET2", etc).
To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID.
Values should be bi-laterally agreed to between counterparties.
Firms may register Trading Session values on the FIX website (presently a document maintained within "ECN and Exchanges" working group section). 		FIX.4.2
625 TradingSessionSubID String Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties.
Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. 		FIX.4.3
StandardTrailer ✔ FIX.2.7

ExecutionReport (35=8)

The execution report message is used to:
1. confirm the receipt of an order
2. confirm changes to an existing order (i.e. accept cancel and replace requests)
3. relay order status information
4. relay fill information on working orders
5. relay fill information on tradeable or restricted tradeable quotes
6. reject orders
7. report post-trade fees calculations associated with a trade

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = 8 FIX.2.7
37 OrderID ✔ String OrderID is required to be unique for each chain of orders. FIX.2.7
198 SecondaryOrderID String Can be used to provide order id used by exchange or executing system. FIX.4.1
526 SecondaryClOrdID String Assigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system. FIX.4.3
527 SecondaryExecID String Assigned by the party which accepts the order. Can be used to provide the ExecID (17) used by an exchange or executing system. FIX.4.3
11 ClOrdID String Required for executions against electronically submitted orders which were assigned an ID by the institution or intermediary. Not required for orders manually entered by the broker or fund manager (for CIV orders). FIX.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 ClOrdLinkID String Permits order originators to tie together groups of orders in which trades resulting from orders are associated for a specific purpose, for example the calculation of average execution price for a customer or to associate lists submitted to a broker as waves of a larger program trade. FIX.4.3
693 QuoteRespID String Required if responding to a QuoteResponse message. Echo back the Initiator’s value specified in the message. FIX.4.4
790 OrdStatusReqID String Required if responding to and if provided on the Order Status Request message. Echo back the value provided by the requester. FIX.4.4
584 MassStatusReqID String Required if responding to a Order Mass Status Request. Echo back the value provided by the requester. FIX.4.4
961 HostCrossID String Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs FIX.4.4
911 TotNumReports int Can be used when responding to an Order Mass Status Request to identify the total number of Execution Reports which will be returned. FIX.4.4
912 LastRptRequested Boolean Can be used when responding to an Order Mass Status Request to indicate that this is the last Execution Reports which will be returned as a result of the request.
Value SymbolicName Description Added Updated Deprecated
N NotLastMessage Not last message FIX.4.4EP-1
Y LastMessage Last message FIX.4.4EP-1
FIX.4.4
Parties Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" FIX.4.3
229 TradeOriginationDate LocalMktDate Used with Fixed Income for Muncipal New Issue Market. Agreement in principal between counter-parties prior to actual trade date.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate) 		FIX.4.3
ContraGrp Number of ContraBrokers repeating group instances. FIX.4.4
66 ListID String Required for executions against orders which were submitted as part of a list. FIX.2.7
548 CrossID String CrossID for the replacement order FIX.4.3
551 OrigCrossID String Must match original cross order. Same order chaining mechanism as ClOrdID/OrigClOrdID with single order Cancel/Replace. FIX.4.3
549 CrossType int Type of cross being submitted to a market
Value SymbolicName Description Added Updated Deprecated
1 CrossAON Cross AON - cross tade which is executed complete or not. Both sides are treated in the same manner. This is equivalent to an "All or None". FIX.4.3
2 CrossIOC Cross IOC - cross trade which is executed partially and the rest is cancelled. One side is fully executed, the other side is partially executed with the remainder being cancelled. This is equivalent to an IOC on the other side. Note: CrossPrioritization (550) field may be used to indicate which side should fully execute in this scenario. FIX.4.3
3 CrossOneSide Cross One Side - cross trade which is partially executed with the unfilled portions remaining active.. One side of the corss is fully executed (as denoted by the CrossPrioritization (550) field), but the unfilled portion remains active. FIX.4.3
4 CrossSamePrice Cross Same Price - cross trade is executed with existing orders with the same price. In this case other orders exist with the same price, the quantity of the Cross is executed against the existing orders and quotes, the remainder of the corss is executed against the other side of the cross. The two sides potentially have different quantities. FIX.4.3
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
0 New New FIX.4.1
3 DoneForDay Done for day FIX.4.1
4 Canceled Canceled FIX.4.1
5 Replaced Replaced FIX.4.1
6 PendingCancel Pending Cancel (e.g. result of Order Cancel Request) FIX.4.1
7 Stopped Stopped FIX.4.1
8 Rejected Rejected FIX.4.1
9 Suspended Suspended FIX.4.1
A PendingNew Pending New FIX.4.1
B Calculated Calculated FIX.4.1
C Expired Expired FIX.4.1
D Restated Restated (Execution Report sent unsolicited by sellside, with ExecRestatementReason (378) 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 FIX.4.3
H TradeCancel Trade Cancel FIX.4.3
I OrderStatus Order Status FIX.4.3
J TradeInAClearingHold Trade in a Clearing Hold FIX.4.4EP5
K TradeHasBeenReleasedToClearing Trade has been released to Clearing FIX.4.4EP5
L TriggeredOrActivatedBySystem Triggered or Activated by System FIX.4.4EP22
FIX.4.1
39 OrdStatus ✔ char Describes the current state of a CHAIN of orders, same scope as OrderQty, CumQty, LeavesQty, and AvgPx
Value SymbolicName Description Added Updated Deprecated
0 New New FIX.2.7
1 PartiallyFilled Partially filled FIX.2.7
2 Filled Filled FIX.2.7
3 DoneForDay Done for day FIX.2.7
4 Canceled Canceled FIX.2.7
5 Replaced Replaced (No longer used) FIX.4.4EP35 FIX.4.3
6 PendingCancel Pending Cancel (i.e. 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 (i.e. result of Order Cancel/Replace Request) FIX.4.2
FIX.2.7
636 WorkingIndicator Boolean For optional use with OrdStatus = 0 (New)
Value SymbolicName Description Added Updated Deprecated
N NotWorking Order has been accepted but not yet in a working state FIX.4.3
Y Working Order is currently being worked FIX.4.3
FIX.4.3
103 OrdRejReason int For optional use with ExecType = 8 (Rejected)
Value SymbolicName Description Added Updated Deprecated
0 BrokerCredit Broker / Exchange option FIX.2.7
1 UnknownSymbol Unknown symbol FIX.2.7
2 ExchangeClosed Exchange closed FIX.2.7
3 OrderExceedsLimit Order exceeds limit FIX.2.7
4 TooLateToEnter Too late to enter FIX.4.0
5 UnknownOrder Unknown order FIX.4.1
6 DuplicateOrder Duplicate Order (e.g. dupe ClOrdID) FIX.4.1
7 DuplicateOfAVerballyCommunicatedOrder Duplicate of a verbally communicated order FIX.4.2
8 StaleOrder Stale order FIX.4.2
9 TradeAlongRequired Trade along required FIX.4.3
10 InvalidInvestorID Invalid Investor ID FIX.4.3
11 UnsupportedOrderCharacteristic Unsupported order characteristic FIX.4.3
12 SurveillenceOption Surveillence Option FIX.4.3
13 IncorrectQuantity Incorrect quantity FIX.4.4
14 IncorrectAllocatedQuantity Incorrect allocated quantity FIX.4.4
15 UnknownAccount Unknown account(s) FIX.4.4
18 InvalidPriceIncrement Invalid price increment FIX.4.4EP6
99 Other Other FIX.4.4
FIX.2.7
378 ExecRestatementReason int Required for ExecType = D (Restated).
Value SymbolicName Description Added Updated Deprecated
0 GTCorporateAction GT corporate action FIX.4.2
1 GTRenewal GT renewal / restatement (no corporate action) FIX.4.2
2 VerbalChange Verbal change FIX.4.2
3 RepricingOfOrder Repricing of order FIX.4.2
4 BrokerOption Broker option FIX.4.2
5 PartialDeclineOfOrderQty Partial decline of OrderQty (e.g. exchange initiated partial cancel) FIX.4.2
6 CancelOnTradingHalt Cancel on Trading Halt FIX.4.3
7 CancelOnSystemFailure Cancel on System Failure FIX.4.3
8 Market Market (Exchange) option FIX.4.3
9 Canceled Canceled, not best FIX.4.4
10 WarehouseRecap Warehouse Recap FIX.4.4
11 PegRefresh Peg Refresh FIX.4.4EP22
99 Other Other FIX.4.4
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
660 AcctIDSource int Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.
Value SymbolicName Description Added Updated Deprecated
1 BIC BIC FIX.4.4
2 SIDCode SID Code FIX.4.4
3 TFM TFM (GSPTA) FIX.4.4
4 OMGEO OMGEO (Alert ID) FIX.4.4
5 DTCCCode DTCC Code FIX.4.4
99 Other Other (custom or proprietary) FIX.4.4
FIX.4.4
581 AccountType int Specifies type of account
Value SymbolicName Description Added Updated Deprecated
1 CarriedCustomerSide Account is carried on customer side of the books FIX.4.3
2 CarriedNonCustomerSide Account is carried on non-customer side of books FIX.4.3
3 HouseTrader House Trader FIX.4.3
4 FloorTrader Floor Trader FIX.4.3
6 CarriedNonCustomerSideCrossMargined Account is carried on non-customer side of books and is cross margined FIX.4.3
7 HouseTraderCrossMargined Account is house trader and is cross margined FIX.4.3
8 JointBackOfficeAccount Joint back office account (JBO) FIX.4.3
FIX.4.3
589 DayBookingInst char Indicates whether or not automatic booking can occur.
Value SymbolicName Description Added Updated Deprecated
0 Auto Can trigger booking without reference to the order initiator ("auto") FIX.4.3
1 SpeakWithOrderInitiatorBeforeBooking Speak with order initiator before booking ("speak first") FIX.4.3
2 Accumulate Accumulate FIX.4.4
FIX.4.3
590 BookingUnit char Indicates what constitutes a bookable unit.
Value SymbolicName Description Added Updated Deprecated
0 EachPartialExecutionIsABookableUnit Each partial execution is a bookable unit FIX.4.3
1 AggregatePartialExecutionsOnThisOrder Aggregate partial executions on this order, and book one trade per order FIX.4.3
2 AggregateExecutionsForThisSymbol Aggregate executions for this symbol, side, and settlement date FIX.4.3
FIX.4.3
591 PreallocMethod char Indicates the method of preallocation.
Value SymbolicName Description Added Updated Deprecated
0 ProRata Pro-rata FIX.4.3
1 DoNotProRata Do not pro-rata - discuss first FIX.4.3
FIX.4.3
63 SettlType String Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular)
Regular is defined as the default settlement period for the particular security on the exchange of execution.
In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue.
Additionally the following patterns may be uses as well as enum values
Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0
Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0
Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0
Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0
Noted that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days.
Value SymbolicName Description Added Updated Deprecated
0 Regular Regular / FX Spot settlement (T+1 or T+2 depending on currency) FIX.2.7
1 Cash Cash (TOD / T+0) FIX.2.7
2 NextDay Next Day (TOM / T+1) FIX.2.7
3 TPlus2 T+2 FIX.2.7
4 TPlus3 T+3 FIX.2.7
5 TPlus4 T+4 FIX.2.7
6 Future Future FIX.2.7
7 WhenAndIfIssued When And If Issued FIX.2.7
8 SellersOption Sellers Option FIX.2.7
9 TPlus5 T+5 FIX.3.0
B BrokenDate Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified FIX.4.4EP25
C FXSpotNextSettlement FX Spot Next settlement (Spot+1, aka next day) FIX.4.4EP21
FIX.2.7
64 SettlDate LocalMktDate Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. FIX.2.7
574 MatchType String The point in the matching process at which this trade was matched.
Value SymbolicName Description Added Updated Deprecated
60 OnePartyPrivatelyNegotiatedTradeReport One-Party Privately Negotiated Trade Report FIX.4.4EP22
61 TwoPartyPrivatelyNegotiatedTradeReport Two-Party Privately Negotiated Trade Report FIX.4.4EP22
62 ContinuousAutoMatch Continuous Auto-match FIX.4.4EP22
63 CrossAuction Cross Auction FIX.4.4EP22
64 CounterOrderSelection Counter-Order Selection FIX.4.4EP22
65 CallAuction Call Auction FIX.4.4EP22
M3 ACTAcceptedTrade ACT Accepted Trade FIX.4.3
M4 ACTDefaultTrade ACT Default Trade FIX.4.3
M5 ACTDefaultAfterM2 ACT Default After M2 FIX.4.3
M6 ACTM6Match ACT M6 Match FIX.4.3
A1 ExactMatchPlus4BadgesExecTime Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus four badges and execution time (within two-minute window) FIX.4.3
A2 ExactMatchPlus4Badges Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus four badges FIX.4.3
A3 ExactMatchPlus2BadgesExecTime Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges and execution time (within two-minute window) FIX.4.3
A4 ExactMatchPlus2Badges Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges FIX.4.3
A5 ExactMatchPlusExecTime Exact match on Trade Date, Stock Symbol, Quantity, Price, TradeType, and Special Trade Indicator plus execution time (within two-minute window) FIX.4.3
AQ StampedAdvisoriesOrSpecialistAccepts Compared records resulting from stamped advisories or specialist accepts/pair-offs FIX.4.3
S1 A1ExactMatchSummarizedQuantity Summarized match using A1 exact match criteria except quantity is summaried FIX.4.3
S2 A2ExactMatchSummarizedQuantity Summarized match using A2 exact match criteria except quantity is summarized FIX.4.3
S3 A3ExactMatchSummarizedQuantity Summarized match using A3 exact match criteria except quantity is summarized FIX.4.3
S4 A4ExactMatchSummarizedQuantity Summarized match using A4 exact match criteria except quantity is summarized FIX.4.3
S5 A5ExactMatchSummarizedQuantity Summarized match using A5 exact match criteria except quantity is summarized FIX.4.3
M1 ExactMatchMinusBadgesTimes Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator minus badges And times: ACT M1 match FIX.4.3
M2 SummarizedMatchMinusBadgesTimes Summarized match minus badges and times: ACT M2 Match FIX.4.3
MT OCSLockedIn OCS Locked In: Non-ACT FIX.4.3
1 OnePartyTradeReport One-Party Trade Report (privately negotiated trade) FIX.4.4EP22
2 TwoPartyTradeReport Two-Party Trade Report (privately negotiated trade) FIX.4.4EP22
3 ConfirmedTradeReport Confirmed Trade Report (reporting from recognized markets) FIX.4.4EP22
4 AutoMatch Auto-match FIX.4.4EP22
5 CrossAuction Cross Auction FIX.4.4EP22
6 CounterOrderSelection Counter-Order Selection FIX.4.4EP22
7 CallAuction Call Auction FIX.4.4EP22
FIX.4.4
1115 OrderCategory char Defines the type of interest behind a trade (fill or partial fill).
Value SymbolicName Description Added Updated Deprecated
1 Order Order FIX.4.4EP-1
2 Quote Quote FIX.4.4EP-1
3 PrivatelyNegotiatedTrade Privately Negotiated Trade FIX.4.4EP-1
4 MultilegOrder Multileg order FIX.4.4EP-1
5 LinkedOrder Linked order FIX.4.4EP-1
6 QuoteRequest Quote Request FIX.4.4EP-1
7 ImpliedOrder Implied Order FIX.4.4EP-1
8 CrossOrder Cross Order FIX.4.4EP-1
FIX.4.4
544 CashMargin char Identifies whether an order is a margin order or a non-margin order. This is primarily used when sending orders to Japanese exchanges to indicate sell margin or buy to cover. The same tag could be assigned also by buy-side to indicate the intent to sell or buy margin and the sell-side to accept or reject (base on some validation criteria) the margin request.
Value SymbolicName Description Added Updated Deprecated
1 Cash Cash FIX.4.3
2 MarginOpen Margin Open FIX.4.3
3 MarginClose Margin Close FIX.4.3
FIX.4.3
635 ClearingFeeIndicator String Indicates type of fee being assessed of the customer for trade executions at an exchange. Applicable for futures markets only at this time.
(Values source CBOT, CME, NYBOT, and NYMEX):
Value SymbolicName Description Added Updated Deprecated
1 FirstYearDelegate 1st year delegate trading for own account FIX.4.3
2 SecondYearDelegate 2nd year delegate trading for own account FIX.4.3
3 ThirdYearDelegate 3rd year delegate trading for own account FIX.4.3
4 FourthYearDelegate 4th year delegate trading for own account FIX.4.3
5 FifthYearDelegate 5th year delegate trading for own account FIX.4.3
9 SixthYearDelegate 6th year delegate trading for own account FIX.4.3
B CBOEMember CBOE Member FIX.4.3
C NonMemberAndCustomer Non-member and Customer FIX.4.3
E EquityMemberAndClearingMember Equity Member and Clearing Member FIX.4.3
F FullAndAssociateMember Full and Associate Member trading for own account and as floor brokers FIX.4.3
H Firms106HAnd106J 106.H and 106.J firms FIX.4.3
I GIM GIM, IDEM and COM Membership Interest Holders FIX.4.3
L Lessee106FEmployees Lessee 106.F Employees FIX.4.3
M AllOtherOwnershipTypes All other ownership types FIX.4.3
FIX.4.3
Instrument ✔ Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" FIX.4.3
FinancingDetails Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" FIX.4.4
UndInstrmtGrp Number of underlyings FIX.4.4
54 Side ✔ char Side of order (see Volume : "Glossary" for value definitions)
Value SymbolicName Description Added Updated Deprecated
1 Buy Buy FIX.2.7
2 Sell Sell FIX.2.7
3 BuyMinus Buy minus FIX.2.7
4 SellPlus Sell plus FIX.2.7
5 SellShort Sell short FIX.2.7
6 SellShortExempt Sell short exempt FIX.2.7
7 Undisclosed Undisclosed (valid for IOI and List Order messages only) FIX.4.1
8 Cross Cross (orders where counterparty is an exchange, valid for all messages except IOIs) FIX.4.1
9 CrossShort Cross short FIX.4.2
A CrossShortExempt Cross short exxmpt FIX.4.3
B AsDefined "As Defined" (for use with multileg instruments) FIX.4.3
C Opposite "Opposite" (for use with multileg instruments) FIX.4.3
D Subscribe Subscribe (e.g. CIV) FIX.4.4
E Redeem Redeem (e.g. CIV) FIX.4.4
F Lend Lend (FINANCING - identifies direction of collateral) FIX.4.4
G Borrow Borrow (FINANCING - identifies direction of collateral) FIX.4.4
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
854 QtyType int Type of quantity specified in a quantity field:
Value SymbolicName Description Added Updated Deprecated
0 Units Units (shares, par, currency) FIX.4.4
1 Contracts Contracts (if used - must specify ContractMultiplier (tag 231)) FIX.4.4
2 UnitsOfMeasurePerTimeUnit Units of Measure per Time Unit (if used - must specify UnitofMeasure (tag 996) and TimeUnit (tag 997)) FIX.4.4EP5
FIX.4.4
OrderQtyData Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages"
**IMPORTANT NOTE: OrderQty field is required for Single Instrument Orders unless rejecting or acknowledging an order for a CashOrderQty or PercentOrder. **		 FIX.4.3
1093 LotType char Defines the lot type assigned to the order.
Value SymbolicName Description Added Updated Deprecated
1 OddLot Odd Lot FIX.4.4EP-1
2 RoundLot Round Lot FIX.4.4EP-1
3 BlockLot Block Lot FIX.4.4EP-1
FIX.4.4
40 OrdType char Order type. *** SOME VALUES ARE NO LONGER USED - See "Deprecated (Phased-out) Features and Supported Approach" *** (see Volume : "Glossary" for value definitions)
Value SymbolicName Description Added Updated Deprecated
1 Market Market FIX.2.7
2 Limit Limit FIX.2.7
3 Stop Stop / Stop Loss FIX.2.7
4 StopLimit Stop Limit FIX.2.7
5 MarketOnClose Market On Close (No longer used) FIX.2.7 FIX.4.3
6 WithOrWithout With Or Without FIX.2.7
7 LimitOrBetter Limit Or Better FIX.2.7 FIX.4.4
8 LimitWithOrWithout Limit With Or Without FIX.2.7
9 OnBasis On Basis FIX.2.7
A OnClose On Close (No longer used) FIX.2.7 FIX.4.3
B LimitOnClose Limit On Close (No longer used) FIX.2.7 FIX.4.3
C ForexMarket Forex Market (No longer used) FIX.4.0 FIX.4.3
D PreviouslyQuoted Previously Quoted FIX.4.0
E PreviouslyIndicated Previously Indicated FIX.4.0
F ForexLimit Forex Limit (No longer used) FIX.4.1 FIX.4.3
G ForexSwap Forex Swap FIX.4.1
H ForexPreviouslyQuoted Forex Previously Quoted (No longer used) FIX.4.1 FIX.4.3
I Funari Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan) FIX.4.2
J MarketIfTouched Market If Touched (MIT) FIX.4.3
K MarketWithLeftOverAsLimit Market With Left Over as Limit (market order with unexecuted quantity becoming 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
Q CounterOrderSelection Counter-order selection FIX.4.4EP22
FIX.2.7
423 PriceType int Code to represent the price type.
(For Financing transactions PriceType implies the "repo type" – Fixed or Floating – 9 (Yield) or 6 (Spread) respectively - and Price (44) gives the corresponding "repo rate".
See Volume : "Glossary" for further value definitions)
Value SymbolicName Description Added Updated Deprecated
1 Percentage Percentage (i.e. percent of par) (often called "dollar price" for fixed income) FIX.4.2
2 PerUnit Per unit (i.e. per share or contract) FIX.4.2
3 FixedAmount Fixed amount (absolute value) FIX.4.2
4 Discount Discount - percentage points below par FIX.4.3
5 Premium Premium - percentage points over par FIX.4.3
6 Spread Spread (basis points spread) FIX.4.3
7 TEDPrice TED Price FIX.4.3
8 TEDYield TED Yield FIX.4.3
9 Yield Yield FIX.4.4
10 FixedCabinetTradePrice Fixed cabinet trade price (primarily for listed futures and options) FIX.4.4
11 VariableCabinetTradePrice Variable cabinet trade price (primarily for listed futures and options) FIX.4.4
13 ProductTicksInHalfs Product ticks in halfs FIX.4.4EP19
14 ProductTicksInFourths Product ticks in fourths FIX.4.4EP19
15 ProductTicksInEights Product ticks in eights FIX.4.4EP19
16 ProductTicksInSixteenths Product ticks in sixteenths FIX.4.4EP19
17 ProductTicksInThirtySeconds Product ticks in thirty-seconds FIX.4.4EP19
18 ProductTicksInSixtyForths Product ticks in sixty-forths FIX.4.4EP19
19 ProductTicksInOneTwentyEights Product ticks in one-twenty-eights FIX.4.4EP19
FIX.4.3
44 Price Price Required if specified on the order FIX.2.7
1092 PriceProtectionScope char Defines the type of price protection the customer requires on their order.
Value SymbolicName Description Added Updated Deprecated
0 None None FIX.4.4EP-1
1 Local Local (Exchange, ECN, ATS) FIX.4.4EP-1
2 National National (Across all national markets) FIX.4.4EP-1
3 Global Global (Across all markets) FIX.4.4EP-1
FIX.4.4
99 StopPx Price Required if specified on the order FIX.2.7
TriggeringInstruction Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages" FIX.5.0
PegInstructions Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" FIX.4.4
DiscretionInstructions Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" FIX.4.4
839 PeggedPrice Price The current price the order is pegged at FIX.4.4
1095 PeggedRefPrice Price The reference price of a pegged order. FIX.4.4
845 DiscretionPrice Price The current discretionary price of the order FIX.4.4
847 TargetStrategy int The target strategy of the order
Value SymbolicName Description Added Updated Deprecated
1 VWAP VWAP FIX.4.4
2 Participate Participate (i.e. aim to be x percent of the market volume) FIX.4.4
3 MininizeMarketImpact Mininize market impact FIX.4.4
FIX.4.4
StrategyParametersGrp Strategy parameter block FIX.4.4
848 TargetStrategyParameters String For further specification of the TargetStrategy FIX.4.4 FIX.5.0
849 ParticipationRate Percentage Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) FIX.4.4 FIX.5.0
850 TargetStrategyPerformance float For communication of the performance of the order versus the target strategy FIX.4.4
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 6-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 solicited FIX.4.2
FIX.4.2
59 TimeInForce char Absence of this field indicates Day order
Value SymbolicName Description Added Updated Deprecated
0 Day Day (or session) 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 (GTD) FIX.4.0
7 AtTheClose At the Close FIX.4.3
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 MultipleCharValue Can contain multiple instructions, space delimited.
Value SymbolicName Description Added Updated Deprecated
0 StayOnOfferSide Stay on offer side FIX.2.7
1 NotHeld Not held FIX.2.7
2 Work Work FIX.2.7
3 GoAlong Go along FIX.2.7
4 OverTheDay Over the day FIX.2.7
5 Held Held FIX.2.7
6 ParticipateDoNotInitiate Participate don't initiate FIX.2.7
7 StrictScale Strict scale FIX.2.7
8 TryToScale Try to scale FIX.2.7
9 StayOnBidSide Stay on bid side FIX.2.7
A NoCross No cross (cross is forbidden) FIX.2.7
B OKToCross OK to cross FIX.2.7
C CallFirst Call first FIX.2.7
D PercentOfVolume Percent of volume (indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage) FIX.2.7
E DoNotIncrease Do not increase - DNI FIX.2.7
F DoNotReduce Do not reduce - DNR FIX.2.7
G AllOrNone All or none - AON FIX.2.7
H ReinstateOnSystemFailure Reinstate on system failue (mutually exclusive with Q) FIX.4.3
I InstitutionsOnly Institutions only FIX.3.0
J ReinstateOnTradingHalt Reinstate on Trading Halt (mutually exclusive with K) FIX.4.3
K CancelOnTradingHalt Cancel on Trading Halt (mutually exclusive with J) FIX.4.3
L LastPeg Last peg (last sale) FIX.3.0 FIX.5.0
M MidPricePeg Mid-price peg (midprice of inside quote) FIX.3.0 FIX.5.0
N NonNegotiable Non-negotiable FIX.3.0
O OpeningPeg Opening peg FIX.3.0 FIX.5.0
P MarketPeg Market peg FIX.3.0 FIX.5.0
Q CancelOnSystemFailure Cancel on system failure (mutually exclusive with H) FIX.4.3
R PrimaryPeg Primary peg (primary market - buy at bid/sell at offer) FIX.3.0 FIX.5.0
S Suspend Suspend FIX.3.0
T FixedPegToLocalBestBidOrOfferAtTimeOfOrder Fixed Peg to Local best bid or offer at time of order FIX.4.4EP35
U CustomerDisplayInstruction Customer Display Instruction (Rule 11Ac1-1/4) FIX.4.1
V Netting Netting (for Forex) FIX.4.1
W PegToVWAP Peg to VWAP FIX.4.2 FIX.5.0
X TradeAlong Trade Along FIX.4.3
Y TryToStop Try To Stop FIX.4.3
Z CancelIfNotBest Cancel if not best FIX.4.4
a TrailingStopPeg Trailing Stop Peg FIX.4.4 FIX.5.0
b StrictLimit Strict Limit (No price improvement) FIX.4.4
c IgnorePriceValidityChecks Ignore Price Validity Checks FIX.4.4
d PegToLimitPrice Peg to Limit Price FIX.4.4 FIX.5.0
e WorkToTargetStrategy Work to Target Strategy FIX.4.4
f IntermarketSweep Intermarket Sweep FIX.4.4EP6
g ExternalRoutingAllowed External Routing Allowed FIX.4.4EP14
h ExternalRoutingNotAllowed External Routing Not Allowed FIX.4.4EP14
i ImbalanceOnly Imbalance Only FIX.4.4EP22
j SingleExecutionRequestedForBlockTrade Single execution requested for block trade FIX.4.4EP6
k BestExecution Best Execution FIX.4.4EP35
FIX.2.7
1057 AggressorIndicator Boolean Used to identify whether the order initiator is an aggressor or not in the trade.
Value SymbolicName Description Added Updated Deprecated
Y OrderInitiatorIsAggressor Order initiator is aggressor FIX.4.4EP-1
N OrderInitiatorIsPassive Order initiator is passive FIX.4.4EP-1
FIX.4.4
528 OrderCapacity char Designates the capacity of the firm placing the order.
(as of FIX 4.3, this field replaced Rule80A (tag 47) --used in conjunction with OrderRestrictions (529) field)
(see Volume : "Glossary" for value definitions)
Value SymbolicName Description Added Updated Deprecated
A Agency Agency FIX.4.3
G Proprietary Proprietary FIX.4.3
I Individual Individual FIX.4.3
P Principal Principal (Note for CMS purposes, "Principal" includes "Proprietary") FIX.4.3
R RisklessPrincipal Riskless Principal FIX.4.3
W AgentForOtherMember Agent for Other Member FIX.4.3
FIX.4.3
529 OrderRestrictions MultipleCharValue Restrictions associated with an order. If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space.
Value SymbolicName Description Added Updated Deprecated
1 ProgramTrade Program Trade FIX.4.3
2 IndexArbitrage Index Arbitrage FIX.4.3
3 NonIndexArbitrage Non-Index Arbitrage FIX.4.3
4 CompetingMarketMaker Competing Market Maker FIX.4.3
5 ActingAsMarketMakerOrSpecialistInSecurity Acting as Market Maker or Specialist in the security FIX.4.3
6 ActingAsMarketMakerOrSpecialistInUnderlying Acting as Market Maker of Specialist in the underlying security of a derivative seucirty FIX.4.3
7 ForeignEntity Foreign Entity (of foreign government or regulatory jurisdiction) FIX.4.3
8 ExternalMarketParticipant External Market Participant FIX.4.3
9 ExternalInterConnectedMarketLinkage Extneral Inter-connected Market Linkage FIX.4.3
A RisklessArbitrage Riskless Arbitrage FIX.4.3
FIX.4.3
1091 PreTradeAnonymity Boolean Allows trader to explicitly request anonymity or disclosure in pre-trade market data feeds. Anonymity is relevant in markets where counterparties are regularly disclosed in order depth feeds. Disclosure is relevant when counterparties are not normally visible. FIX.4.4
582 CustOrderCapacity int Capacity of customer placing the order
Primarily used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission).
Value SymbolicName Description Added Updated Deprecated
1 MemberTradingForTheirOwnAccount Member trading for their own account FIX.4.4
2 ClearingFirmTradingForItsProprietaryAccount Clearing Firm trading for its proprietary account FIX.4.4
3 MemberTradingForAnotherMember Member trading for another member FIX.4.4
4 AllOther All other FIX.4.4
FIX.4.3
32 LastQty 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
1056 CalculatedCcyLastQty Qty Used for FX trades to express the quantity or amount of the other side of the currency. Conditionally required if ExecType = Trade or Trade Correct and is an FX trade. FIX.4.4
1071 LastSwapPoints PriceOffset Optionally used when ExecType = Trade or Trade Correct and is a FX Swap trade. Used to express the swap points for the swap trade event. FIX.4.4
652 UnderlyingLastQty Qty The calculated or traded quantity for the underlying instrument that corresponds to a derivative. Used for transactions that include the cash instrument and the derivative. 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. Not required for FX Swap when ExecType = Trade or Trade Correct as there is no "all-in" rate that applies to both legs of the FX Swap. FIX.2.7
651 UnderlyingLastPx Price The calculated or traded price for the underlying instrument that corresponds to a derivative. Used for transactions that include the cash instrument and the derivative. FIX.4.3
669 LastParPx Price Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx is expressed in Yield, Spread, Discount or any other price type that is not percent-of-par. FIX.4.4
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 If ExecType = Trade (F), indicates the market where the trade was executed. If ExecType = New (0), indicates the market where the order was routed. 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", "TOSTNET", "TOSTNET2", etc).
To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID.
Values should be bi-laterally agreed to between counterparties.
Firms may register Trading Session values on the FIX website (presently a document maintained within "ECN and Exchanges" working group section). 		FIX.4.2
625 TradingSessionSubID String Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties.
Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. 		FIX.4.3
943 TimeBracket String A code that represents a time interval in which a fill or trade occurred.
Required for US futures markets. 		FIX.4.4
29 LastCapacity char Broker capacity in order execution
Value SymbolicName Description Added Updated Deprecated
1 Agent Agent FIX.2.7
2 CrossAsAgent Cross as agent FIX.2.7
3 CrossAsPrincipal Cross as principal FIX.2.7
4 Principal Principal FIX.2.7
FIX.2.7
151 LeavesQty ✔ Qty 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 Not required for markets where average price is not calculated by the market. Conditionally required otherwise. FIX.2.7
424 DayOrderQty Qty For GT orders on days following the day of the first trade. FIX.4.2
425 DayCumQty Qty For GT orders on days following the day of the first trade. FIX.4.2
426 DayAvgPx Price For GT orders on days following the day of the first trade. FIX.4.2
427 GTBookingInst int States whether executions are booked out or accumulated on a partially filled GT order
Value SymbolicName Description Added Updated Deprecated
0 BookOutAllTradesOnDayOfExecution Book out all trades on day of execution FIX.4.2
1 AccumulateUntilFilledOrExpired Accumulate executions until order is filled or expires FIX.4.2
2 AccumulateUntilVerballyNotifiedOtherwise Accumulate until verbally notified otherwise FIX.4.2
FIX.4.2
75 TradeDate LocalMktDate Used when reporting other than current day trades. FIX.2.7
60 TransactTime UTCTimestamp Time the transaction represented by this ExecutionReport occurred FIX.2.7
113 ReportToExch Boolean Identifies party of trade responsible for exchange reporting.
Value SymbolicName Description Added Updated Deprecated
N SenderReports Indicates the party sending message will report trade FIX.3.0
Y ReceiverReports Indicates the party receiving message must 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 (14) * AvgPx (6)) expressed in units of currency. For FX Futures this is used to express the notional value of a fill when LastQty and other quantity fields are express in terms of contract size. FIX.4.2
157 NumDaysInterest int Number of Days of Interest for convertible bonds and fixed income. Note value may be negative. FIX.4.3
230 ExDate LocalMktDate The date when a distribution of interest is deducted from a securities assets or set aside for payment to bondholders. On the ex-date, the securities price drops by the amount of the distribution (plus or minus any market activity).
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate) 		FIX.4.3
158 AccruedInterestRate Percentage The amount the buyer compensates the seller for the portion of the next coupon interest payment the seller has earned but will not receive from the issuer because the issuer will send the next coupon payment to the buyer. Accrued Interest Rate is the annualized Accrued Interest amount divided by the purchase price of the bond. FIX.4.3
159 AccruedInterestAmt Amt Amount of Accrued Interest for convertible bonds and fixed income FIX.4.3
738 InterestAtMaturity Amt For fixed income products which pay lump-sum interest at maturity. FIX.4.4
920 EndAccruedInterestAmt Amt For repurchase agreements the accrued interest on termination. FIX.4.4
921 StartCash Amt For repurchase agreements the start (dirty) cash consideration FIX.4.4
922 EndCash Amt For repurchase agreements the end (dirty) cash consideration FIX.4.4
258 TradedFlatSwitch Boolean Driver and part of trade in the event that the Security Master file was wrong at the point of entry(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
Value SymbolicName Description Added Updated Deprecated
N NotTradedFlat Not Traded Flat FIX.4.3
Y TradedFlat Traded Flat FIX.4.3
FIX.4.3
259 BasisFeatureDate LocalMktDate BasisFeatureDate allows requesting firms within fixed income the ability to request an alternative yield-to-worst, -maturity, -extended or other call. This flows through the confirm process.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate) 		FIX.4.3
260 BasisFeaturePrice Price Price for BasisFeatureDate.
See BasisFeatureDate (259)
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) 		FIX.4.3
238 Concession Amt Provides the reduction in price for the secondary market in Muncipals.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) 		FIX.4.3
237 TotalTakedown Amt The price at which the securities are distributed to the different members of an underwriting group for the primary market in Municipals, total gross underwriter's spread.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) 		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
M Multiply Multiply FIX.4.4EP38
D Divide Divide 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
1089 MatchIncrement Qty Allows orders to specify a minimum quantity that applies to every execution (one execution could be for multiple counter-orders). The order may still fill against smaller orders, but the cumulative quantity of the execution must be in multiples of the MatchIncrement. FIX.4.4
1090 MaxPriceLevels int Allows an order to specify a maximum number of price levels to trade through. Only valid for aggressive orders and during continuous (autoexecution) trading sessions. Property lost when order is put on book. A partially filled order is assigned last trade price as limit price. Non-filled order behaves as ordinary Market or Limit. FIX.4.4
DisplayInstruction Insert here the set of "DisplayInstruction" fields defined in "common components of application messages" FIX.4.4
111 MaxFloor Qty The quantity to be displayed . Required for reserve orders. On orders specifies the qty to be displayed, on execution reports the currently displayed quantity. FIX.4.2
77 PositionEffect char For use in derivatives omnibus accounting
Value SymbolicName Description Added Updated Deprecated
C Close Close FIX.4.1
F FIFO FIFO FIX.4.3
O Open Open FIX.4.1
R Rolled Rolled FIX.4.3
FIX.4.2
210 MaxShow Qty Maximum quantity (e.g. 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 FIX.5.0
775 BookingType int Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking.
Value SymbolicName Description Added Updated Deprecated
0 RegularBooking Regular booking FIX.4.4
1 CFD CFD (Contract for difference) FIX.4.4
2 TotalReturnSwap Total Return Swap FIX.4.4
FIX.4.4
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 SettlDate2 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 FIX.5.0
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 FIX.5.0
641 LastForwardPoints2 PriceOffset 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 (defualt 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 CancellationRights char For CIV - Optional
Value SymbolicName Description Added Updated Deprecated
Y Yes Yes FIX.4.3
N NoExecutionOnly No - Execution Only FIX.4.3
M NoWaiverAgreement No - Waiver agreement FIX.4.3
O NoInstitutional No - Institutional FIX.4.3
FIX.4.3
481 MoneyLaunderingStatus char A one character code identifying Money laundering status.
Value SymbolicName Description Added Updated Deprecated
Y Passed Passed FIX.4.3
N NotChecked Not Checked FIX.4.3
1 ExemptBelowLimit Exempt - Below the Limit FIX.4.3
2 ExemptMoneyType Exempt - Client Money Type exemption FIX.4.3
3 ExemptAuthorised Exempt - Authorised Credit or financial institution FIX.4.3
FIX.4.3
513 RegistID String Reference to Registration Instructions message for this Order. FIX.4.3
494 Designation String Supplementary registration information for this Order FIX.4.3
483 TransBkdTime UTCTimestamp For CIV - Optional FIX.4.3
515 ExecValuationPoint UTCTimestamp For CIV - Optional FIX.4.3
484 ExecPriceType char For CIV - Optional
Value SymbolicName Description Added Updated Deprecated
B BidPrice Bid price FIX.4.3
C CreationPrice Creation price FIX.4.3
D CreationPricePlusAdjustmentPercent Creation price plus adjustment percent FIX.4.3
E CreationPricePlusAdjustmentAmount Creation price plus adjustment amount FIX.4.3
O OfferPrice Offer price FIX.4.3
P OfferPriceMinusAdjustmentPercent Offer price minus adjustment percent FIX.4.3
Q OfferPriceMinusAdjustmentAmount Offer price minus adjustment amount FIX.4.3
S SinglePrice Single price FIX.4.3
FIX.4.3
485 ExecPriceAdjustment float For CIV - Optional FIX.4.3
638 PriorityIndicator int Indicates if a Cancel/Replace has caused an order to lose book priority.
Value SymbolicName Description Added Updated Deprecated
0 PriorityUnchanged Priority unchanged FIX.4.3
1 LostPriorityAsResultOfOrderChange Lost Priority as result of order change FIX.4.3
FIX.4.3
639 PriceImprovement PriceOffset Amount of price improvement. FIX.4.3
851 LastLiquidityInd int Applicable only on OrdStatus of Partial or Filled.
Value SymbolicName Description Added Updated Deprecated
1 AddedLiquidity Added Liquidity FIX.4.4
2 RemovedLiquidity Removed Liquidity FIX.4.4
3 LiquidityRoutedOut Liquidity Routed Out FIX.4.4
FIX.4.4
ContAmtGrp Number of contract details in this message (number of repeating groups to follow) FIX.4.4
InstrmtLegExecGrp Number of legs
Identifies a Multi-leg Execution if present and non-zero.		 FIX.4.4
797 CopyMsgIndicator Boolean Indicates whether or not this message is a drop copy of another message. FIX.4.4
MiscFeesGrp Required if any miscellaneous fees are reported. Indicates number of repeating entries. Repeating group.
** Nested Repeating Group follows **		 FIX.4.4
1028 ManualOrderIndicator Boolean Indicates if the order was initially received manually (as opposed to electronically) FIX.4.4
1029 CustDirectedOrder Boolean Indicates if the customer directed this order to a specific execution venue (Y) or not (N). A default of N – customer didn’t direct this order – should beused in the case where the information is both missing and essential. FIX.4.4
1030 ReceivedDeptID String Identifies the Broker / Dealer Department that first took the order. FIX.4.4
1031 CustOrderHandlingInst MultipleStringValue Codes that apply special information that the Broker / Dealer needs to report, as specified by the customer.
NOTE: This field and its values have no bearing on the ExecInst and TimeInForce fields. These values should not be used instead of ExecInst or TimeInForce. This field and its values are intended for compliance reporting only.
For DeskTypeSource (1034) = 1 (NASD OATS), valid values are (as of OATS Phase 3 as provided by NASD. See also http://www.nasd.com/oats/PhaseIII for a complete list.
Value SymbolicName Description Added Updated Deprecated
ADD AddOnOrder Add-on Order FIX.4.4EP-1
AON AllOrNone All or None FIX.4.4EP-1
CNH CashNotHeld Cash Not Held FIX.4.4EP-1
DIR DirectedOrder Directed Order FIX.4.4EP-1
E.W ExchangeForPhysicalTransaction Exchange for Physical Transaction FIX.4.4EP-1
FOK FillOrKill Fill or Kill FIX.4.4EP-1
IO ImbalanceOnly Imbalance Only FIX.4.4EP-1
IOC ImmediateOrCancel Immediate or Cancel FIX.4.4EP-1
LOO LimitOnOpen Limit On Open FIX.4.4EP-1
LOC LimitOnClose Limit on Close FIX.4.4EP-1
MAO MarketAtOpen Market at Open FIX.4.4EP-1
MAC MarketAtClose Market at Close FIX.4.4EP-1
MOO MarketOnOpen Market on Open FIX.4.4EP-1
MOC MarketOnClose Market On Close FIX.4.4EP-1
MQT MinimumQuantity Minimum Quantity FIX.4.4EP-1
NH NotHeld Not Held FIX.4.4EP-1
OVD OverTheDay Over the Day FIX.4.4EP-1
PEG Pegged Pegged FIX.4.4EP-1
RSV ReserveSizeOrder Reserve Size Order FIX.4.4EP-1
S.W StopStockTransaction Stop Stock Transaction FIX.4.4EP-1
SCL Scale Scale FIX.4.4EP-1
TMO TimeOrder Time Order FIX.4.4EP-1
TS TrailingStop Trailing Stop FIX.4.4EP-1
WRK Work Work FIX.4.4EP-1
FIX.4.4
1032 OrderHandlingInstSource int Identifies the class or source of the "OrderHandlingInst" values. Scope of this will apply to both CustOrderHandlingInst and DeskOrderHandlingInst fields.
Required if CustOrderHandlingInst and/or DeskOrderHandlingInst is specified.
Value SymbolicName Description Added Updated Deprecated
1 NASDOATS NASD OATS FIX.4.4EP-1
FIX.4.4
TrdRegTimestamps FIX.4.4
StandardTrailer ✔ FIX.2.7

OrderCancelReject (35=9)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = 9 FIX.2.7
37 OrderID ✔ String If CxlRejReason="Unknown order", specify "NONE". FIX.2.7
198 SecondaryOrderID String Can be used to provide order id used by exchange or executing system. FIX.4.1
526 SecondaryClOrdID String Assigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system. FIX.4.3
11 ClOrdID ✔ String Unique order id assigned by institution or by the intermediary with closest association with the investor. to the cancel request or to the replacement order. FIX.2.7
583 ClOrdLinkID String Permits order originators to tie together groups of orders in which trades resulting from orders are associated for a specific purpose, for example the calculation of average execution price for a customer or to associate lists submitted to a broker as waves of a larger program trade. FIX.4.3
41 OrigClOrdID ✔ String ClOrdID which could not be canceled/replaced. ClOrdID of the previous accepted order (NOT the initial order of the day) when canceling or replacing an order. FIX.4.1
39 OrdStatus ✔ char OrdStatus value after this cancel reject is applied. If CxlRejReason = "Unknown Order", specify Rejected.
Value SymbolicName Description Added Updated Deprecated
0 New New FIX.2.7
1 PartiallyFilled Partially filled FIX.2.7
2 Filled Filled FIX.2.7
3 DoneForDay Done for day FIX.2.7
4 Canceled Canceled FIX.2.7
5 Replaced Replaced (No longer used) FIX.4.4EP35 FIX.4.3
6 PendingCancel Pending Cancel (i.e. 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 (i.e. result of Order Cancel/Replace Request) FIX.4.2
FIX.4.1
636 WorkingIndicator Boolean For optional use with OrdStatus = 0 (New)
Value SymbolicName Description Added Updated Deprecated
N NotWorking Order has been accepted but not yet in a working state FIX.4.3
Y Working Order is currently being worked FIX.4.3
FIX.4.3
586 OrigOrdModTime UTCTimestamp The most recent (or current) modification TransactTime (tag 60) reported on an Execution Report for the order.
The OrigOrdModTime is provided as an optional field on Order Cancel Request and Order Cancel Replace Requests to identify that the state of the order has not changed since the request was issued.
This is provided to support markets similar to Eurex and A/C/E. 		FIX.4.3
66 ListID String Required for rejects against orders which were submitted as part of a list. FIX.2.7
1 Account String Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager. FIX.4.2
660 AcctIDSource int Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.
Value SymbolicName Description Added Updated Deprecated
1 BIC BIC FIX.4.4
2 SIDCode SID Code FIX.4.4
3 TFM TFM (GSPTA) FIX.4.4
4 OMGEO OMGEO (Alert ID) FIX.4.4
5 DTCCCode DTCC Code FIX.4.4
99 Other Other (custom or proprietary) FIX.4.4
FIX.4.4
581 AccountType int Type of account associated with an order
Value SymbolicName Description Added Updated Deprecated
1 CarriedCustomerSide Account is carried on customer side of the books FIX.4.3
2 CarriedNonCustomerSide Account is carried on non-customer side of books FIX.4.3
3 HouseTrader House Trader FIX.4.3
4 FloorTrader Floor Trader FIX.4.3
6 CarriedNonCustomerSideCrossMargined Account is carried on non-customer side of books and is cross margined FIX.4.3
7 HouseTraderCrossMargined Account is house trader and is cross margined FIX.4.3
8 JointBackOfficeAccount Joint back office account (JBO) FIX.4.3
FIX.4.3
229 TradeOriginationDate LocalMktDate Used with Fixed Income for Muncipal New Issue Market. Agreement in principal between counter-parties prior to actual trade date.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate) 		FIX.4.3
75 TradeDate LocalMktDate Indicates date of trade referenced in this message in YYYYMMDD format. Absence of this field indicates current day (expressed in local time at place of trade). FIX.4.4
60 TransactTime UTCTimestamp Time of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as "GMT") FIX.4.2
434 CxlRejResponseTo ✔ char Identifies the type of request that a Cancel Reject is in response to.
Value SymbolicName Description Added Updated Deprecated
1 OrderCancelRequest Order cancel request FIX.4.2
2 OrderCancel Order cancel/replace request FIX.4.2
FIX.4.2
102 CxlRejReason int Code to identify reason for cancel rejection.
Value SymbolicName Description Added Updated Deprecated
0 TooLateToCancel Too late to cancel FIX.2.7
1 UnknownOrder Unknown order FIX.2.7
2 BrokerCredit Broker / Exchange Option FIX.4.2
3 OrderAlreadyInPendingStatus Order already in Pending Cancel or Pending Replace status FIX.4.2
4 UnableToProcessOrderMassCancelRequest Unable to process Order Mass Cancel Request FIX.4.3
5 OrigOrdModTime OrigOrdModTime (586) did not match last TransactTime (60) of order FIX.4.3
6 DuplicateClOrdID Duplicate ClOrdID (11) received FIX.4.3
18 InvalidPriceIncrement Invalid price increment FIX.4.4EP6
99 Other Other FIX.4.4
FIX.2.7
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.2.7
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.2
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.2
StandardTrailer ✔ FIX.2.7

Logon (35=A)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = A FIX.2.7
98 EncryptMethod ✔ int (Always unencrypted)
Value SymbolicName Description Added Updated Deprecated
0 None None / Other FIX.2.7
1 PKCS PKCS (Proprietary) FIX.2.7
2 DES DES (ECB Mode) FIX.2.7
3 PKCSDES PKCS / DES (Proprietary) FIX.2.7
4 PGPDES PGP / DES (Defunct) FIX.3.0
5 PGPDESMD5 PGP / DES-MD5 (See app note on FIX web site) FIX.4.0
6 PEM PEM / DES-MD5 (see app note on FIX web site) FIX.4.0
FIX.2.7
108 HeartBtInt ✔ int Note same value used by both sides FIX.3.0
95 RawDataLength Length Required for some authentication methods FIX.2.7
96 RawData data Required for some authentication methods FIX.2.7
141 ResetSeqNumFlag Boolean Indicates both sides of a FIX session should reset sequence numbers
Value SymbolicName Description Added Updated Deprecated
N No No FIX.4.1
Y Yes Yes, reset sequence numbers FIX.4.1
FIX.4.1
789 NextExpectedMsgSeqNum SeqNum Optional, alternative via counterparty bi-lateral agreement message gap detection and recovery approach (see "Logon Message NextExpectedMsgSeqNum Processing" section) FIX.4.4
383 MaxMessageSize Length Can be used to specify the maximum number of bytes supported for messages received FIX.4.2
MsgTypeGrp FIX.4.4
464 TestMessageIndicator Boolean Can be used to specify that this FIX session will be sending and receiving "test" vs. "production" messages.
Value SymbolicName Description Added Updated Deprecated
N Fales Fales (Production) FIX.4.3
Y True True (Test) FIX.4.3
FIX.4.3
553 Username String Userid or username. FIX.4.3
554 Password String Note: minimal security exists without transport-level encryption. FIX.4.3
1137 DefaultApplVerID ✔ String The default version of FIX being carried over this FIXT session FIX.4.4
StandardTrailer ✔ FIX.2.7

News (35=B)

The news message is a general free format message between the broker and institution. The message contains flags to identify the news item's urgency and to allow sorting by subject company (symbol). The News message can be originated at either the broker or institution side, or exchanges and other marketplace venues.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = B FIX.2.7
42 OrigTime UTCTimestamp Time of message origination (always expressed in UTC (Universal Time Coordinated, also known as "GMT")) FIX.2.7
61 Urgency char Urgency flag
Value SymbolicName Description Added Updated Deprecated
0 Normal Normal FIX.2.7
1 Flash Flash FIX.2.7
2 Background Background FIX.2.7
FIX.2.7
148 Headline ✔ String Specifies the headline text FIX.4.1
358 EncodedHeadlineLen Length Must be set if EncodedHeadline field is specified and must immediately precede it. FIX.4.2
359 EncodedHeadline data Encoded (non-ASCII characters) representation of the Headline field in the encoded format specified via the MessageEncoding field. FIX.4.2
RoutingGrp Required if any RoutingType and RoutingIDs are specified. Indicates the number within repeating group. FIX.4.4
InstrmtGrp Specifies the number of repeating symbols (instruments) specified FIX.4.4
InstrmtLegGrp Number of legs
Identifies a Multi-leg Execution if present and non-zero.		 FIX.4.4
UndInstrmtGrp Number of underlyings FIX.4.4
LinesOfTextGrp ✔ Specifies the number of repeating lines of text specified FIX.4.4
149 URLLink String A URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html) FIX.4.1
95 RawDataLength Length Number of bytes in raw data field. FIX.2.7
96 RawData data Unformatted raw data, can include bitmaps, word processor documents, etc. FIX.2.7
StandardTrailer ✔ FIX.2.7

Email (35=C)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = C FIX.2.7
164 EmailThreadID ✔ String Unique identifier for the email message thread FIX.4.1
94 EmailType ✔ char Email message type.
Value SymbolicName Description Added Updated Deprecated
0 New New FIX.2.7
1 Reply Reply FIX.2.7
2 AdminReply Admin Reply FIX.2.7
FIX.2.7
42 OrigTime UTCTimestamp Time of message origination (always expressed in UTC (Universal Time Coordinated, also known as "GMT")) FIX.2.7
147 Subject ✔ String Specifies the Subject text FIX.4.1
356 EncodedSubjectLen Length Must be set if EncodedSubject field is specified and must immediately precede it. FIX.4.2
357 EncodedSubject data Encoded (non-ASCII characters) representation of the Subject field in the encoded format specified via the MessageEncoding field. FIX.4.2
RoutingGrp Required if any RoutingType and RoutingIDs are specified. Indicates the number within repeating group. FIX.4.4
InstrmtGrp Specifies the number of repeating symbols (instruments) specified FIX.4.4
UndInstrmtGrp Number of underlyings FIX.4.4
InstrmtLegGrp Number of legs
Identifies a Multi-leg Execution if present and non-zero.		 FIX.4.4
37 OrderID String Unique identifier for Order as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day. Firms which accept multi-day orders should consider embedding a date within the OrderID field to assure uniqueness across days. FIX.2.7
11 ClOrdID String Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.) (identified by SenderCompID (49) or OnBehalfOfCompID (5) 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
LinesOfTextGrp ✔ Specifies the number of repeating lines of text specified FIX.4.4
95 RawDataLength Length Number of bytes in raw data field. FIX.2.7
96 RawData data Unformatted raw data, can include bitmaps, word processor documents, etc. FIX.2.7
StandardTrailer ✔ FIX.2.7

NewOrderSingle (35=D)

The new order message type is used by institutions wishing to electronically submit securities and forex orders to a broker for execution.
The New Order message type may also be used by institutions or retail intermediaries wishing to electronically submit Collective Investment Vehicle (CIV) orders to a broker or fund manager for execution.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = D FIX.2.7
11 ClOrdID ✔ String Unique identifier of the order as assigned by institution or by the intermediary (CIV term, not a hub/service bureau) with closest association with the investor. FIX.2.7
526 SecondaryClOrdID String Assigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system. FIX.4.3
583 ClOrdLinkID String Permits order originators to tie together groups of orders in which trades resulting from orders are associated for a specific purpose, for example the calculation of average execution price for a customer or to associate lists submitted to a broker as waves of a larger program trade. FIX.4.3
Parties Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" FIX.4.3
229 TradeOriginationDate LocalMktDate Used with Fixed Income for Muncipal New Issue Market. Agreement in principal between counter-parties prior to actual trade date.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate) 		FIX.4.3
75 TradeDate LocalMktDate Indicates date of trade referenced in this message in YYYYMMDD format. Absence of this field indicates current day (expressed in local time at place of trade). FIX.4.4
1 Account String Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager. FIX.2.7
660 AcctIDSource int Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.
Value SymbolicName Description Added Updated Deprecated
1 BIC BIC FIX.4.4
2 SIDCode SID Code FIX.4.4
3 TFM TFM (GSPTA) FIX.4.4
4 OMGEO OMGEO (Alert ID) FIX.4.4
5 DTCCCode DTCC Code FIX.4.4
99 Other Other (custom or proprietary) FIX.4.4
FIX.4.4
581 AccountType int Type of account associated with the order (Origin)
Value SymbolicName Description Added Updated Deprecated
1 CarriedCustomerSide Account is carried on customer side of the books FIX.4.3
2 CarriedNonCustomerSide Account is carried on non-customer side of books FIX.4.3
3 HouseTrader House Trader FIX.4.3
4 FloorTrader Floor Trader FIX.4.3
6 CarriedNonCustomerSideCrossMargined Account is carried on non-customer side of books and is cross margined FIX.4.3
7 HouseTraderCrossMargined Account is house trader and is cross margined FIX.4.3
8 JointBackOfficeAccount Joint back office account (JBO) FIX.4.3
FIX.4.3
589 DayBookingInst char Indicates whether or not automatic booking can occur.
Value SymbolicName Description Added Updated Deprecated
0 Auto Can trigger booking without reference to the order initiator ("auto") FIX.4.3
1 SpeakWithOrderInitiatorBeforeBooking Speak with order initiator before booking ("speak first") FIX.4.3
2 Accumulate Accumulate FIX.4.4
FIX.4.3
590 BookingUnit char Indicates what constitutes a bookable unit.
Value SymbolicName Description Added Updated Deprecated
0 EachPartialExecutionIsABookableUnit Each partial execution is a bookable unit FIX.4.3
1 AggregatePartialExecutionsOnThisOrder Aggregate partial executions on this order, and book one trade per order FIX.4.3
2 AggregateExecutionsForThisSymbol Aggregate executions for this symbol, side, and settlement date FIX.4.3
FIX.4.3
591 PreallocMethod char Indicates the method of preallocation.
Value SymbolicName Description Added Updated Deprecated
0 ProRata Pro-rata FIX.4.3
1 DoNotProRata Do not pro-rata - discuss first FIX.4.3
FIX.4.3
70 AllocID String Used to assign an overall allocation id to the block of preallocations FIX.4.4
PreAllocGrp Number of repeating groups for pre-trade allocation FIX.4.4
63 SettlType String Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular)
Regular is defined as the default settlement period for the particular security on the exchange of execution.
In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue.
Additionally the following patterns may be uses as well as enum values
Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0
Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0
Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0
Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0
Noted that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days.
Value SymbolicName Description Added Updated Deprecated
0 Regular Regular / FX Spot settlement (T+1 or T+2 depending on currency) FIX.2.7
1 Cash Cash (TOD / T+0) FIX.2.7
2 NextDay Next Day (TOM / T+1) FIX.2.7
3 TPlus2 T+2 FIX.2.7
4 TPlus3 T+3 FIX.2.7
5 TPlus4 T+4 FIX.2.7
6 Future Future FIX.2.7
7 WhenAndIfIssued When And If Issued FIX.2.7
8 SellersOption Sellers Option FIX.2.7
9 TPlus5 T+5 FIX.3.0
B BrokenDate Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified FIX.4.4EP25
C FXSpotNextSettlement FX Spot Next settlement (Spot+1, aka next day) FIX.4.4EP21
FIX.2.7
64 SettlDate LocalMktDate Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. FIX.2.7
544 CashMargin char Identifies whether an order is a margin order or a non-margin order. This is primarily used when sending orders to Japanese exchanges to indicate sell margin or buy to cover. The same tag could be assigned also by buy-side to indicate the intent to sell or buy margin and the sell-side to accept or reject (base on some validation criteria) the margin request.
Value SymbolicName Description Added Updated Deprecated
1 Cash Cash FIX.4.3
2 MarginOpen Margin Open FIX.4.3
3 MarginClose Margin Close FIX.4.3
FIX.4.3
635 ClearingFeeIndicator String Indicates type of fee being assessed of the customer for trade executions at an exchange. Applicable for futures markets only at this time.
(Values source CBOT, CME, NYBOT, and NYMEX):
Value SymbolicName Description Added Updated Deprecated
1 FirstYearDelegate 1st year delegate trading for own account FIX.4.3
2 SecondYearDelegate 2nd year delegate trading for own account FIX.4.3
3 ThirdYearDelegate 3rd year delegate trading for own account FIX.4.3
4 FourthYearDelegate 4th year delegate trading for own account FIX.4.3
5 FifthYearDelegate 5th year delegate trading for own account FIX.4.3
9 SixthYearDelegate 6th year delegate trading for own account FIX.4.3
B CBOEMember CBOE Member FIX.4.3
C NonMemberAndCustomer Non-member and Customer FIX.4.3
E EquityMemberAndClearingMember Equity Member and Clearing Member FIX.4.3
F FullAndAssociateMember Full and Associate Member trading for own account and as floor brokers FIX.4.3
H Firms106HAnd106J 106.H and 106.J firms FIX.4.3
I GIM GIM, IDEM and COM Membership Interest Holders FIX.4.3
L Lessee106FEmployees Lessee 106.F Employees FIX.4.3
M AllOtherOwnershipTypes All other ownership types FIX.4.3
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 MultipleCharValue Can contain multiple instructions, space delimited. If OrdType=P, exactly one of the following values (ExecInst = L, R, M, P, O, T, W, a, d) must be specified.
Value SymbolicName Description Added Updated Deprecated
0 StayOnOfferSide Stay on offer side FIX.2.7
1 NotHeld Not held FIX.2.7
2 Work Work FIX.2.7
3 GoAlong Go along FIX.2.7
4 OverTheDay Over the day FIX.2.7
5 Held Held FIX.2.7
6 ParticipateDoNotInitiate Participate don't initiate FIX.2.7
7 StrictScale Strict scale FIX.2.7
8 TryToScale Try to scale FIX.2.7
9 StayOnBidSide Stay on bid side FIX.2.7
A NoCross No cross (cross is forbidden) FIX.2.7
B OKToCross OK to cross FIX.2.7
C CallFirst Call first FIX.2.7
D PercentOfVolume Percent of volume (indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage) FIX.2.7
E DoNotIncrease Do not increase - DNI FIX.2.7
F DoNotReduce Do not reduce - DNR FIX.2.7
G AllOrNone All or none - AON FIX.2.7
H ReinstateOnSystemFailure Reinstate on system failue (mutually exclusive with Q) FIX.4.3
I InstitutionsOnly Institutions only FIX.3.0
J ReinstateOnTradingHalt Reinstate on Trading Halt (mutually exclusive with K) FIX.4.3
K CancelOnTradingHalt Cancel on Trading Halt (mutually exclusive with J) FIX.4.3
L LastPeg Last peg (last sale) FIX.3.0 FIX.5.0
M MidPricePeg Mid-price peg (midprice of inside quote) FIX.3.0 FIX.5.0
N NonNegotiable Non-negotiable FIX.3.0
O OpeningPeg Opening peg FIX.3.0 FIX.5.0
P MarketPeg Market peg FIX.3.0 FIX.5.0
Q CancelOnSystemFailure Cancel on system failure (mutually exclusive with H) FIX.4.3
R PrimaryPeg Primary peg (primary market - buy at bid/sell at offer) FIX.3.0 FIX.5.0
S Suspend Suspend FIX.3.0
T FixedPegToLocalBestBidOrOfferAtTimeOfOrder Fixed Peg to Local best bid or offer at time of order FIX.4.4EP35
U CustomerDisplayInstruction Customer Display Instruction (Rule 11Ac1-1/4) FIX.4.1
V Netting Netting (for Forex) FIX.4.1
W PegToVWAP Peg to VWAP FIX.4.2 FIX.5.0
X TradeAlong Trade Along FIX.4.3
Y TryToStop Try To Stop FIX.4.3
Z CancelIfNotBest Cancel if not best FIX.4.4
a TrailingStopPeg Trailing Stop Peg FIX.4.4 FIX.5.0
b StrictLimit Strict Limit (No price improvement) FIX.4.4
c IgnorePriceValidityChecks Ignore Price Validity Checks FIX.4.4
d PegToLimitPrice Peg to Limit Price FIX.4.4 FIX.5.0
e WorkToTargetStrategy Work to Target Strategy FIX.4.4
f IntermarketSweep Intermarket Sweep FIX.4.4EP6
g ExternalRoutingAllowed External Routing Allowed FIX.4.4EP14
h ExternalRoutingNotAllowed External Routing Not Allowed FIX.4.4EP14
i ImbalanceOnly Imbalance Only FIX.4.4EP22
j SingleExecutionRequestedForBlockTrade Single execution requested for block trade FIX.4.4EP6
k BestExecution Best Execution FIX.4.4EP35
FIX.2.7
110 MinQty Qty Minimum quantity of an order to be executed.
(Prior to FIX 4.2 this field was of type int) 		FIX.2.7
1089 MatchIncrement Qty Allows orders to specify a minimum quantity that applies to every execution (one execution could be for multiple counter-orders). The order may still fill against smaller orders, but the cumulative quantity of the execution must be in multiples of the MatchIncrement. FIX.4.4
1090 MaxPriceLevels int Allows an order to specify a maximum number of price levels to trade through. Only valid for aggressive orders and during continuous (autoexecution) trading sessions. Property lost when order is put on book. A partially filled order is assigned last trade price as limit price. Non-filled order behaves as ordinary Market or Limit. FIX.4.4
DisplayInstruction FIX.4.4
111 MaxFloor Qty The quantity to be displayed . Required for reserve orders. On orders specifies the qty to be displayed, on execution reports the currently displayed quantity. FIX.2.7 FIX.5.0
100 ExDestination Exchange Execution destination as defined by institution when order is entered.
Valid values:
See "Appendix 6-C" 		FIX.2.7
1133 ExDestinationIDSource char The ID source of ExDestination
Value SymbolicName Description Added Updated Deprecated
B BIC BIC (Bank Identification Code) (ISO 9362) FIX.4.4EP-1
C GeneralIdentifier Generally accepted market participant identifier (e.g. NASD mnemonic) FIX.4.4EP-1
D Proprietary Proprietary / Custom code FIX.4.4EP-1
E ISOCountryCode ISO Country Code FIX.4.4EP-1
G MIC MIC (ISO 10383 - Market Identifier Code) FIX.4.4EP-1
FIX.4.4
TrdgSesGrp Specifies the number of repeating TradingSessionIDs FIX.4.4
81 ProcessCode char Used to identify soft trades at order entry.
Value SymbolicName Description Added Updated Deprecated
0 Regular Regular FIX.2.7
1 SoftDollar Soft Dollar FIX.2.7
2 StepIn Step-In FIX.2.7
3 StepOut Step-Out FIX.2.7
4 SoftDollarStepIn Soft-dollar Step-In FIX.2.7
5 SoftDollarStepOut Soft-dollar Step-Out FIX.2.7
6 PlanSponsor Plan Sponsor FIX.4.0
FIX.2.7
Instrument ✔ Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" FIX.4.3
FinancingDetails Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" FIX.4.4
UndInstrmtGrp Number of underlyings FIX.4.4
140 PrevClosePx Price Useful for verifying security identification FIX.4.0
54 Side ✔ char Side of order (see Volume : "Glossary" for value definitions)
Value SymbolicName Description Added Updated Deprecated
1 Buy Buy FIX.2.7
2 Sell Sell FIX.2.7
3 BuyMinus Buy minus FIX.2.7
4 SellPlus Sell plus FIX.2.7
5 SellShort Sell short FIX.2.7
6 SellShortExempt Sell short exempt FIX.2.7
7 Undisclosed Undisclosed (valid for IOI and List Order messages only) FIX.4.1
8 Cross Cross (orders where counterparty is an exchange, valid for all messages except IOIs) FIX.4.1
9 CrossShort Cross short FIX.4.2
A CrossShortExempt Cross short exxmpt FIX.4.3
B AsDefined "As Defined" (for use with multileg instruments) FIX.4.3
C Opposite "Opposite" (for use with multileg instruments) FIX.4.3
D Subscribe Subscribe (e.g. CIV) FIX.4.4
E Redeem Redeem (e.g. CIV) FIX.4.4
F Lend Lend (FINANCING - identifies direction of collateral) FIX.4.4
G Borrow Borrow (FINANCING - identifies direction of collateral) FIX.4.4
FIX.2.7
114 LocateReqd Boolean Required for short sell orders
Value SymbolicName Description Added Updated Deprecated
N No Indicates the broker is not required to locate FIX.4.0
Y Yes Indicates the broker is responsible for locating the stock FIX.4.0
FIX.4.0
60 TransactTime ✔ UTCTimestamp Time this order request was initiated/released by the trader, trading system, or intermediary. FIX.4.2
Stipulations Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages" FIX.4.3
854 QtyType int Type of quantity specified in a quantity field:
Value SymbolicName Description Added Updated Deprecated
0 Units Units (shares, par, currency) FIX.4.4
1 Contracts Contracts (if used - must specify ContractMultiplier (tag 231)) FIX.4.4
2 UnitsOfMeasurePerTimeUnit Units of Measure per Time Unit (if used - must specify UnitofMeasure (tag 996) and TimeUnit (tag 997)) FIX.4.4EP5
FIX.4.4
OrderQtyData ✔ Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" FIX.4.3
40 OrdType ✔ char Order type. *** SOME VALUES ARE NO LONGER USED - See "Deprecated (Phased-out) Features and Supported Approach" *** (see Volume : "Glossary" for value definitions)
Value SymbolicName Description Added Updated Deprecated
1 Market Market FIX.2.7
2 Limit Limit FIX.2.7
3 Stop Stop / Stop Loss FIX.2.7
4 StopLimit Stop Limit FIX.2.7
5 MarketOnClose Market On Close (No longer used) FIX.2.7 FIX.4.3
6 WithOrWithout With Or Without FIX.2.7
7 LimitOrBetter Limit Or Better FIX.2.7 FIX.4.4
8 LimitWithOrWithout Limit With Or Without FIX.2.7
9 OnBasis On Basis FIX.2.7
A OnClose On Close (No longer used) FIX.2.7 FIX.4.3
B LimitOnClose Limit On Close (No longer used) FIX.2.7 FIX.4.3
C ForexMarket Forex Market (No longer used) FIX.4.0 FIX.4.3
D PreviouslyQuoted Previously Quoted FIX.4.0
E PreviouslyIndicated Previously Indicated FIX.4.0
F ForexLimit Forex Limit (No longer used) FIX.4.1 FIX.4.3
G ForexSwap Forex Swap FIX.4.1
H ForexPreviouslyQuoted Forex Previously Quoted (No longer used) FIX.4.1 FIX.4.3
I Funari Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan) FIX.4.2
J MarketIfTouched Market If Touched (MIT) FIX.4.3
K MarketWithLeftOverAsLimit Market With Left Over as Limit (market order with unexecuted quantity becoming 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
Q CounterOrderSelection Counter-order selection FIX.4.4EP22
FIX.2.7
423 PriceType int Code to represent the price type.
(For Financing transactions PriceType implies the "repo type" – Fixed or Floating – 9 (Yield) or 6 (Spread) respectively - and Price (44) gives the corresponding "repo rate".
See Volume : "Glossary" for further value definitions)
Value SymbolicName Description Added Updated Deprecated
1 Percentage Percentage (i.e. percent of par) (often called "dollar price" for fixed income) FIX.4.2
2 PerUnit Per unit (i.e. per share or contract) FIX.4.2
3 FixedAmount Fixed amount (absolute value) FIX.4.2
4 Discount Discount - percentage points below par FIX.4.3
5 Premium Premium - percentage points over par FIX.4.3
6 Spread Spread (basis points spread) FIX.4.3
7 TEDPrice TED Price FIX.4.3
8 TEDYield TED Yield FIX.4.3
9 Yield Yield FIX.4.4
10 FixedCabinetTradePrice Fixed cabinet trade price (primarily for listed futures and options) FIX.4.4
11 VariableCabinetTradePrice Variable cabinet trade price (primarily for listed futures and options) FIX.4.4
13 ProductTicksInHalfs Product ticks in halfs FIX.4.4EP19
14 ProductTicksInFourths Product ticks in fourths FIX.4.4EP19
15 ProductTicksInEights Product ticks in eights FIX.4.4EP19
16 ProductTicksInSixteenths Product ticks in sixteenths FIX.4.4EP19
17 ProductTicksInThirtySeconds Product ticks in thirty-seconds FIX.4.4EP19
18 ProductTicksInSixtyForths Product ticks in sixty-forths FIX.4.4EP19
19 ProductTicksInOneTwentyEights Product ticks in one-twenty-eights FIX.4.4EP19
FIX.4.3
44 Price Price Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc. FIX.2.7
1092 PriceProtectionScope char Defines the type of price protection the customer requires on their order.
Value SymbolicName Description Added Updated Deprecated
0 None None FIX.4.4EP-1
1 Local Local (Exchange, ECN, ATS) FIX.4.4EP-1
2 National National (Across all national markets) FIX.4.4EP-1
3 Global Global (Across all markets) FIX.4.4EP-1
FIX.4.4
99 StopPx Price Required for OrdType = "Stop" or OrdType = "Stop limit". FIX.2.7
TriggeringInstruction Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages" FIX.5.0
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 6-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 solicited FIX.4.2
FIX.4.2
23 IOIID String Required for Previously Indicated Orders (OrdType=E) FIX.2.7
117 QuoteID String Required for Previously Quoted Orders (OrdType=D) FIX.4.0
59 TimeInForce char Absence of this field indicates Day order
Value SymbolicName Description Added Updated Deprecated
0 Day Day (or session) 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 (GTD) FIX.4.0
7 AtTheClose At the Close FIX.4.3
FIX.2.7
168 EffectiveTime UTCTimestamp Can specify the time at which the order should be considered valid FIX.4.2
432 ExpireDate LocalMktDate Conditionally required if TimeInForce = GTD and ExpireTime is not specified. FIX.4.2
126 ExpireTime UTCTimestamp Conditionally required if TimeInForce = GTD and ExpireDate is not specified. FIX.4.0
427 GTBookingInst int States whether executions are booked out or accumulated on a partially filled GT order
Value SymbolicName Description Added Updated Deprecated
0 BookOutAllTradesOnDayOfExecution Book out all trades on day of execution FIX.4.2
1 AccumulateUntilFilledOrExpired Accumulate executions until order is filled or expires FIX.4.2
2 AccumulateUntilVerballyNotifiedOtherwise Accumulate until verbally notified otherwise 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 OrderCapacity char Designates the capacity of the firm placing the order.
(as of FIX 4.3, this field replaced Rule80A (tag 47) --used in conjunction with OrderRestrictions (529) field)
(see Volume : "Glossary" for value definitions)
Value SymbolicName Description Added Updated Deprecated
A Agency Agency FIX.4.3
G Proprietary Proprietary FIX.4.3
I Individual Individual FIX.4.3
P Principal Principal (Note for CMS purposes, "Principal" includes "Proprietary") FIX.4.3
R RisklessPrincipal Riskless Principal FIX.4.3
W AgentForOtherMember Agent for Other Member FIX.4.3
FIX.4.3
529 OrderRestrictions MultipleCharValue Restrictions associated with an order. If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space.
Value SymbolicName Description Added Updated Deprecated
1 ProgramTrade Program Trade FIX.4.3
2 IndexArbitrage Index Arbitrage FIX.4.3
3 NonIndexArbitrage Non-Index Arbitrage FIX.4.3
4 CompetingMarketMaker Competing Market Maker FIX.4.3
5 ActingAsMarketMakerOrSpecialistInSecurity Acting as Market Maker or Specialist in the security FIX.4.3
6 ActingAsMarketMakerOrSpecialistInUnderlying Acting as Market Maker of Specialist in the underlying security of a derivative seucirty FIX.4.3
7 ForeignEntity Foreign Entity (of foreign government or regulatory jurisdiction) FIX.4.3
8 ExternalMarketParticipant External Market Participant FIX.4.3
9 ExternalInterConnectedMarketLinkage Extneral Inter-connected Market Linkage FIX.4.3
A RisklessArbitrage Riskless Arbitrage FIX.4.3
FIX.4.3
1091 PreTradeAnonymity Boolean Allows trader to explicitly request anonymity or disclosure in pre-trade market data feeds. Anonymity is relevant in markets where counterparties are regularly disclosed in order depth feeds. Disclosure is relevant when counterparties are not normally visible. FIX.4.4
582 CustOrderCapacity int Capacity of customer placing the order
Primarily used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission).
Value SymbolicName Description Added Updated Deprecated
1 MemberTradingForTheirOwnAccount Member trading for their own account FIX.4.4
2 ClearingFirmTradingForItsProprietaryAccount Clearing Firm trading for its proprietary account FIX.4.4
3 MemberTradingForAnotherMember Member trading for another member FIX.4.4
4 AllOther All other FIX.4.4
FIX.4.3
121 ForexReq Boolean Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade.
Value SymbolicName Description Added Updated Deprecated
N DoNotExecuteForexAfterSecurityTrade Do Not Execute Forex After Security Trade FIX.4.0
Y ExecuteForexAfterSecurityTrade Execute Forex After Security Trade FIX.4.0
FIX.4.0
120 SettlCurrency Currency Required if ForexReq = Y. FIX.4.0
775 BookingType int Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking.
Value SymbolicName Description Added Updated Deprecated
0 RegularBooking Regular booking FIX.4.4
1 CFD CFD (Contract for difference) FIX.4.4
2 TotalReturnSwap Total Return Swap FIX.4.4
FIX.4.4
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 SettlDate2 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 FIX.5.0
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 FIX.5.0
640 Price2 Price 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 FIX.5.0
77 PositionEffect char For use in derivatives omnibus accounting
Value SymbolicName Description Added Updated Deprecated
C Close Close FIX.4.1
F FIFO FIFO FIX.4.3
O Open Open FIX.4.1
R Rolled Rolled FIX.4.3
FIX.4.1
203 CoveredOrUncovered int For use with derivatives, such as options
Value SymbolicName Description Added Updated Deprecated
0 Covered Covered FIX.4.1
1 Uncovered Uncovered FIX.4.1
FIX.4.1
210 MaxShow Qty Maximum quantity (e.g. 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 FIX.5.0
PegInstructions Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" FIX.4.4
DiscretionInstructions Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" FIX.4.4
847 TargetStrategy int The target strategy of the order
Value SymbolicName Description Added Updated Deprecated
1 VWAP VWAP FIX.4.4
2 Participate Participate (i.e. aim to be x percent of the market volume) FIX.4.4
3 MininizeMarketImpact Mininize market impact FIX.4.4
FIX.4.4
StrategyParametersGrp Strategy parameter block FIX.4.4
848 TargetStrategyParameters String For further specification of the TargetStrategy FIX.4.4 FIX.5.0
849 ParticipationRate Percentage Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) FIX.4.4 FIX.5.0
480 CancellationRights char For CIV - Optional
Value SymbolicName Description Added Updated Deprecated
Y Yes Yes FIX.4.3
N NoExecutionOnly No - Execution Only FIX.4.3
M NoWaiverAgreement No - Waiver agreement FIX.4.3
O NoInstitutional No - Institutional FIX.4.3
FIX.4.3
481 MoneyLaunderingStatus char A one character code identifying Money laundering status.
Value SymbolicName Description Added Updated Deprecated
Y Passed Passed FIX.4.3
N NotChecked Not Checked FIX.4.3
1 ExemptBelowLimit Exempt - Below the Limit FIX.4.3
2 ExemptMoneyType Exempt - Client Money Type exemption FIX.4.3
3 ExemptAuthorised Exempt - Authorised Credit or financial institution FIX.4.3
FIX.4.3
513 RegistID String Reference to Registration Instructions message for this Order. FIX.4.3
494 Designation String Supplementary registration information for this Order FIX.4.3
1028 ManualOrderIndicator Boolean Indicates if the order was initially received manually (as opposed to electronically) FIX.4.4
1029 CustDirectedOrder Boolean Indicates if the customer directed this order to a specific execution venue (Y) or not (N). A default of N – customer didn’t direct this order – should beused in the case where the information is both missing and essential. FIX.4.4
1030 ReceivedDeptID String Identifies the Broker / Dealer Department that first took the order. FIX.4.4
1031 CustOrderHandlingInst MultipleStringValue Codes that apply special information that the Broker / Dealer needs to report, as specified by the customer.
NOTE: This field and its values have no bearing on the ExecInst and TimeInForce fields. These values should not be used instead of ExecInst or TimeInForce. This field and its values are intended for compliance reporting only.
For DeskTypeSource (1034) = 1 (NASD OATS), valid values are (as of OATS Phase 3 as provided by NASD. See also http://www.nasd.com/oats/PhaseIII for a complete list.
Value SymbolicName Description Added Updated Deprecated
ADD AddOnOrder Add-on Order FIX.4.4EP-1
AON AllOrNone All or None FIX.4.4EP-1
CNH CashNotHeld Cash Not Held FIX.4.4EP-1
DIR DirectedOrder Directed Order FIX.4.4EP-1
E.W ExchangeForPhysicalTransaction Exchange for Physical Transaction FIX.4.4EP-1
FOK FillOrKill Fill or Kill FIX.4.4EP-1
IO ImbalanceOnly Imbalance Only FIX.4.4EP-1
IOC ImmediateOrCancel Immediate or Cancel FIX.4.4EP-1
LOO LimitOnOpen Limit On Open FIX.4.4EP-1
LOC LimitOnClose Limit on Close FIX.4.4EP-1
MAO MarketAtOpen Market at Open FIX.4.4EP-1
MAC MarketAtClose Market at Close FIX.4.4EP-1
MOO MarketOnOpen Market on Open FIX.4.4EP-1
MOC MarketOnClose Market On Close FIX.4.4EP-1
MQT MinimumQuantity Minimum Quantity FIX.4.4EP-1
NH NotHeld Not Held FIX.4.4EP-1
OVD OverTheDay Over the Day FIX.4.4EP-1
PEG Pegged Pegged FIX.4.4EP-1
RSV ReserveSizeOrder Reserve Size Order FIX.4.4EP-1
S.W StopStockTransaction Stop Stock Transaction FIX.4.4EP-1
SCL Scale Scale FIX.4.4EP-1
TMO TimeOrder Time Order FIX.4.4EP-1
TS TrailingStop Trailing Stop FIX.4.4EP-1
WRK Work Work FIX.4.4EP-1
FIX.4.4
1032 OrderHandlingInstSource int Identifies the class or source of the "OrderHandlingInst" values. Scope of this will apply to both CustOrderHandlingInst and DeskOrderHandlingInst fields.
Required if CustOrderHandlingInst and/or DeskOrderHandlingInst is specified.
Value SymbolicName Description Added Updated Deprecated
1 NASDOATS NASD OATS FIX.4.4EP-1
FIX.4.4
TrdRegTimestamps FIX.4.4
1080 RefOrderID String Required for counter-order selection / Hit / Take Orders. (OrdType = Q) FIX.4.4
1081 RefOrderIDSource char Conditionally required if RefOrderID is specified.
Value SymbolicName Description Added Updated Deprecated
0 SecondaryOrderID SecondaryOrdeID (198) FIX.4.4EP-1
1 OrderID OrdeID (37) FIX.4.4EP-1
2 MDEntryID MEntryID (278) FIX.4.4EP-1
3 QuoteEntryID QuotEntryID (299) FIX.4.4EP-1
FIX.4.4
StandardTrailer ✔ FIX.2.7

NewOrderList (35=E)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = E FIX.2.7
66 ListID ✔ String Must be unique, by customer, for the day FIX.2.7
390 BidID String Should refer to an earlier program if bidding took place. FIX.4.2
391 ClientBidID String Unique identifier for a Bid Request as assigned by institution. Uniqueness must be guaranteed within a single trading day. FIX.4.2
414 ProgRptReqs int Code to identify the desired frequency of progress reports.
Value SymbolicName Description Added Updated Deprecated
1 BuySideRequests Buy-side explicitly requests status using Statue Request (default), the sell-side firm can, however, send a DONE status List STatus Response in an unsolicited fashion FIX.4.2
2 SellSideSends Sell-side periodically sends status using List Status. Period optionally specified in ProgressPeriod. FIX.4.2
3 RealTimeExecutionReports Real-time execution reports (to be discourage) 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" sytle (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 CancellationRights char For CIV - Optional
Value SymbolicName Description Added Updated Deprecated
Y Yes Yes FIX.4.3
N NoExecutionOnly No - Execution Only FIX.4.3
M NoWaiverAgreement No - Waiver agreement FIX.4.3
O NoInstitutional No - Institutional FIX.4.3
FIX.4.3
481 MoneyLaunderingStatus char A one character code identifying Money laundering status.
Value SymbolicName Description Added Updated Deprecated
Y Passed Passed FIX.4.3
N NotChecked Not Checked FIX.4.3
1 ExemptBelowLimit Exempt - Below the Limit FIX.4.3
2 ExemptMoneyType Exempt - Client Money Type exemption FIX.4.3
3 ExemptAuthorised Exempt - Authorised Credit or financial institution FIX.4.3
FIX.4.3
513 RegistID String 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
1 Immediate Immediate FIX.4.2
2 WaitForInstruction Wait for Execut Instruction (i.e. a List Execut message or phone call before proceeding with execution of the list) FIX.4.2
3 SellDriven Exchange/switch CIV order - Sell driven FIX.4.3
4 BuyDrivenCashTopUp Exchange/switch CIV order - Buy driven, cash top-up (i.e. additional cash will be provided to fulfill the order) FIX.4.3
5 BuyDrivenCashWithdraw Exchange/switch CIV order - Buy driven, cash withdraw (i.e. additional cash will not be provided to fulfill the order) 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
765 AllowableOneSidednessPct Percentage The maximum percentage that execution of one side of a program trade can exceed execution of the other. FIX.4.4
766 AllowableOneSidednessValue Amt The maximum amount that execution of one side of a program trade can exceed execution of the other. FIX.4.4
767 AllowableOneSidednessCurr Currency The currency that AllowableOneSidedness is expressed in if AllowableOneSidednessValue is used. FIX.4.4
68 TotNoOrders ✔ int Used to support fragmentation. Sum of NoOrders across all messages with the same ListID. FIX.2.7
893 LastFragment Boolean Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
Value SymbolicName Description Added Updated Deprecated
N NotLastMessage Not Last Message FIX.4.4
Y LastMessage Last Message FIX.4.4
FIX.4.4
RootParties Insert here the set of "Root Parties" fields defined in "common components of application messages" Used for acting parties that applies to the whole message, not individual orders. FIX.4.4
ListOrdGrp ✔ Number of orders in this message (number of repeating groups to follow) FIX.4.4
StandardTrailer ✔ FIX.2.7

OrderCancelRequest (35=F)

The order cancel request message requests the cancellation of all of the remaining quantity of an existing order. Note that the Order Cancel/Replace Request should be used to partially cancel (reduce) an order).

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = F FIX.2.7
41 OrigClOrdID ✔ String ClOrdID of the previous non-rejected order (NOT the initial order of the day) when canceling or replacing an order. FIX.2.7
37 OrderID String Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN). FIX.2.7
11 ClOrdID ✔ String Unique ID of cancel request as assigned by the institution. FIX.2.7
526 SecondaryClOrdID String Assigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system. FIX.4.3
583 ClOrdLinkID String Permits order originators to tie together groups of orders in which trades resulting from orders are associated for a specific purpose, for example the calculation of average execution price for a customer or to associate lists submitted to a broker as waves of a larger program trade. FIX.4.3
66 ListID String Required for List Orders FIX.2.7
586 OrigOrdModTime UTCTimestamp The most recent (or current) modification TransactTime (tag 60) reported on an Execution Report for the order.
The OrigOrdModTime is provided as an optional field on Order Cancel Request and Order Cancel Replace Requests to identify that the state of the order has not changed since the request was issued.
This is provided to support markets similar to Eurex and A/C/E. 		FIX.4.3
1 Account String Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager. FIX.4.2
660 AcctIDSource int Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.
Value SymbolicName Description Added Updated Deprecated
1 BIC BIC FIX.4.4
2 SIDCode SID Code FIX.4.4
3 TFM TFM (GSPTA) FIX.4.4
4 OMGEO OMGEO (Alert ID) FIX.4.4
5 DTCCCode DTCC Code FIX.4.4
99 Other Other (custom or proprietary) FIX.4.4
FIX.4.4
581 AccountType int Type of account associated with an order
Value SymbolicName Description Added Updated Deprecated
1 CarriedCustomerSide Account is carried on customer side of the books FIX.4.3
2 CarriedNonCustomerSide Account is carried on non-customer side of books FIX.4.3
3 HouseTrader House Trader FIX.4.3
4 FloorTrader Floor Trader FIX.4.3
6 CarriedNonCustomerSideCrossMargined Account is carried on non-customer side of books and is cross margined FIX.4.3
7 HouseTraderCrossMargined Account is house trader and is cross margined FIX.4.3
8 JointBackOfficeAccount Joint back office account (JBO) FIX.4.3
FIX.4.3
Parties Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" FIX.4.3
Instrument ✔ Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" FIX.4.3
FinancingDetails Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages"
Must match original order		 FIX.4.4
UndInstrmtGrp Number of underlyings FIX.4.4
54 Side ✔ char Side of order (see Volume : "Glossary" for value definitions)
Value SymbolicName Description Added Updated Deprecated
1 Buy Buy FIX.2.7
2 Sell Sell FIX.2.7
3 BuyMinus Buy minus FIX.2.7
4 SellPlus Sell plus FIX.2.7
5 SellShort Sell short FIX.2.7
6 SellShortExempt Sell short exempt FIX.2.7
7 Undisclosed Undisclosed (valid for IOI and List Order messages only) FIX.4.1
8 Cross Cross (orders where counterparty is an exchange, valid for all messages except IOIs) FIX.4.1
9 CrossShort Cross short FIX.4.2
A CrossShortExempt Cross short exxmpt FIX.4.3
B AsDefined "As Defined" (for use with multileg instruments) FIX.4.3
C Opposite "Opposite" (for use with multileg instruments) FIX.4.3
D Subscribe Subscribe (e.g. CIV) FIX.4.4
E Redeem Redeem (e.g. CIV) FIX.4.4
F Lend Lend (FINANCING - identifies direction of collateral) FIX.4.4
G Borrow Borrow (FINANCING - identifies direction of collateral) FIX.4.4
FIX.2.7
60 TransactTime ✔ UTCTimestamp Time this order request was initiated/released by the trader or trading system. FIX.4.2
OrderQtyData ✔ Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages"
Note: OrderQty = CumQty + LeavesQty (see exceptions above)		 FIX.4.3
376 ComplianceID String ID used to represent this transaction for compliance purposes (e.g. OATS reporting). FIX.4.2
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.2.7
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.2
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.2
StandardTrailer ✔ FIX.2.7

OrderCancelReplaceRequest (35=G)

The order cancel/replace request is used to change the parameters of an existing order.
Do not use this message to cancel the remaining quantity of an outstanding order, use the Order Cancel Request message for this purpose.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = G FIX.2.7
37 OrderID String Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN). FIX.2.7
Parties Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" FIX.4.3
229 TradeOriginationDate LocalMktDate Used with Fixed Income for Muncipal New Issue Market. Agreement in principal between counter-parties prior to actual trade date.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate) 		FIX.4.3
75 TradeDate LocalMktDate Indicates date of trade referenced in this message in YYYYMMDD format. Absence of this field indicates current day (expressed in local time at place of trade). FIX.4.4
41 OrigClOrdID ✔ String ClOrdID of the previous non rejected order (NOT the initial order of the day) when canceling or replacing an order. FIX.2.7
11 ClOrdID ✔ String Unique identifier of replacement order as assigned by institution or by the intermediary with closest association with the investor.. Note that this identifier will be used in ClOrdID field of the Cancel Reject message if the replacement request is rejected. FIX.2.7
526 SecondaryClOrdID String Assigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system. FIX.4.3
583 ClOrdLinkID String Permits order originators to tie together groups of orders in which trades resulting from orders are associated for a specific purpose, for example the calculation of average execution price for a customer or to associate lists submitted to a broker as waves of a larger program trade. FIX.4.3
66 ListID String Required for List Orders FIX.2.7
586 OrigOrdModTime UTCTimestamp TransactTime of the last state change that occurred to the original order FIX.4.3
1 Account String Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager. FIX.2.7
660 AcctIDSource int Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.
Value SymbolicName Description Added Updated Deprecated
1 BIC BIC FIX.4.4
2 SIDCode SID Code FIX.4.4
3 TFM TFM (GSPTA) FIX.4.4
4 OMGEO OMGEO (Alert ID) FIX.4.4
5 DTCCCode DTCC Code FIX.4.4
99 Other Other (custom or proprietary) FIX.4.4
FIX.4.4
581 AccountType int Type of account associated with an order
Value SymbolicName Description Added Updated Deprecated
1 CarriedCustomerSide Account is carried on customer side of the books FIX.4.3
2 CarriedNonCustomerSide Account is carried on non-customer side of books FIX.4.3
3 HouseTrader House Trader FIX.4.3
4 FloorTrader Floor Trader FIX.4.3
6 CarriedNonCustomerSideCrossMargined Account is carried on non-customer side of books and is cross margined FIX.4.3
7 HouseTraderCrossMargined Account is house trader and is cross margined FIX.4.3
8 JointBackOfficeAccount Joint back office account (JBO) FIX.4.3
FIX.4.3
589 DayBookingInst char Indicates whether or not automatic booking can occur.
Value SymbolicName Description Added Updated Deprecated
0 Auto Can trigger booking without reference to the order initiator ("auto") FIX.4.3
1 SpeakWithOrderInitiatorBeforeBooking Speak with order initiator before booking ("speak first") FIX.4.3
2 Accumulate Accumulate FIX.4.4
FIX.4.3
590 BookingUnit char Indicates what constitutes a bookable unit.
Value SymbolicName Description Added Updated Deprecated
0 EachPartialExecutionIsABookableUnit Each partial execution is a bookable unit FIX.4.3
1 AggregatePartialExecutionsOnThisOrder Aggregate partial executions on this order, and book one trade per order FIX.4.3
2 AggregateExecutionsForThisSymbol Aggregate executions for this symbol, side, and settlement date FIX.4.3
FIX.4.3
591 PreallocMethod char Indicates the method of preallocation.
Value SymbolicName Description Added Updated Deprecated
0 ProRata Pro-rata FIX.4.3
1 DoNotProRata Do not pro-rata - discuss first FIX.4.3
FIX.4.3
70 AllocID String Used to assign an overall allocation id to the block of preallocations FIX.4.4
PreAllocGrp Number of repeating groups for pre-trade allocation FIX.4.4
63 SettlType String Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular)
Regular is defined as the default settlement period for the particular security on the exchange of execution.
In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue.
Additionally the following patterns may be uses as well as enum values
Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0
Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0
Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0
Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0
Noted that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days.
Value SymbolicName Description Added Updated Deprecated
0 Regular Regular / FX Spot settlement (T+1 or T+2 depending on currency) FIX.2.7
1 Cash Cash (TOD / T+0) FIX.2.7
2 NextDay Next Day (TOM / T+1) FIX.2.7
3 TPlus2 T+2 FIX.2.7
4 TPlus3 T+3 FIX.2.7
5 TPlus4 T+4 FIX.2.7
6 Future Future FIX.2.7
7 WhenAndIfIssued When And If Issued FIX.2.7
8 SellersOption Sellers Option FIX.2.7
9 TPlus5 T+5 FIX.3.0
B BrokenDate Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified FIX.4.4EP25
C FXSpotNextSettlement FX Spot Next settlement (Spot+1, aka next day) FIX.4.4EP21
FIX.2.7
64 SettlDate LocalMktDate Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. FIX.2.7
544 CashMargin char Identifies whether an order is a margin order or a non-margin order. This is primarily used when sending orders to Japanese exchanges to indicate sell margin or buy to cover. The same tag could be assigned also by buy-side to indicate the intent to sell or buy margin and the sell-side to accept or reject (base on some validation criteria) the margin request.
Value SymbolicName Description Added Updated Deprecated
1 Cash Cash FIX.4.3
2 MarginOpen Margin Open FIX.4.3
3 MarginClose Margin Close FIX.4.3
FIX.4.3
635 ClearingFeeIndicator String Indicates type of fee being assessed of the customer for trade executions at an exchange. Applicable for futures markets only at this time.
(Values source CBOT, CME, NYBOT, and NYMEX):
Value SymbolicName Description Added Updated Deprecated
1 FirstYearDelegate 1st year delegate trading for own account FIX.4.3
2 SecondYearDelegate 2nd year delegate trading for own account FIX.4.3
3 ThirdYearDelegate 3rd year delegate trading for own account FIX.4.3
4 FourthYearDelegate 4th year delegate trading for own account FIX.4.3
5 FifthYearDelegate 5th year delegate trading for own account FIX.4.3
9 SixthYearDelegate 6th year delegate trading for own account FIX.4.3
B CBOEMember CBOE Member FIX.4.3
C NonMemberAndCustomer Non-member and Customer FIX.4.3
E EquityMemberAndClearingMember Equity Member and Clearing Member FIX.4.3
F FullAndAssociateMember Full and Associate Member trading for own account and as floor brokers FIX.4.3
H Firms106HAnd106J 106.H and 106.J firms FIX.4.3
I GIM GIM, IDEM and COM Membership Interest Holders FIX.4.3
L Lessee106FEmployees Lessee 106.F Employees FIX.4.3
M AllOtherOwnershipTypes All other ownership types FIX.4.3
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 MultipleCharValue Can contain multiple instructions, space delimited. Replacement order must be created with new parameters (i.e. original order values will not be brought forward to replacement order unless redefined within this message).
Value SymbolicName Description Added Updated Deprecated
0 StayOnOfferSide Stay on offer side FIX.2.7
1 NotHeld Not held FIX.2.7
2 Work Work FIX.2.7
3 GoAlong Go along FIX.2.7
4 OverTheDay Over the day FIX.2.7
5 Held Held FIX.2.7
6 ParticipateDoNotInitiate Participate don't initiate FIX.2.7
7 StrictScale Strict scale FIX.2.7
8 TryToScale Try to scale FIX.2.7
9 StayOnBidSide Stay on bid side FIX.2.7
A NoCross No cross (cross is forbidden) FIX.2.7
B OKToCross OK to cross FIX.2.7
C CallFirst Call first FIX.2.7
D PercentOfVolume Percent of volume (indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage) FIX.2.7
E DoNotIncrease Do not increase - DNI FIX.2.7
F DoNotReduce Do not reduce - DNR FIX.2.7
G AllOrNone All or none - AON FIX.2.7
H ReinstateOnSystemFailure Reinstate on system failue (mutually exclusive with Q) FIX.4.3
I InstitutionsOnly Institutions only FIX.3.0
J ReinstateOnTradingHalt Reinstate on Trading Halt (mutually exclusive with K) FIX.4.3
K CancelOnTradingHalt Cancel on Trading Halt (mutually exclusive with J) FIX.4.3
L LastPeg Last peg (last sale) FIX.3.0 FIX.5.0
M MidPricePeg Mid-price peg (midprice of inside quote) FIX.3.0 FIX.5.0
N NonNegotiable Non-negotiable FIX.3.0
O OpeningPeg Opening peg FIX.3.0 FIX.5.0
P MarketPeg Market peg FIX.3.0 FIX.5.0
Q CancelOnSystemFailure Cancel on system failure (mutually exclusive with H) FIX.4.3
R PrimaryPeg Primary peg (primary market - buy at bid/sell at offer) FIX.3.0 FIX.5.0
S Suspend Suspend FIX.3.0
T FixedPegToLocalBestBidOrOfferAtTimeOfOrder Fixed Peg to Local best bid or offer at time of order FIX.4.4EP35
U CustomerDisplayInstruction Customer Display Instruction (Rule 11Ac1-1/4) FIX.4.1
V Netting Netting (for Forex) FIX.4.1
W PegToVWAP Peg to VWAP FIX.4.2 FIX.5.0
X TradeAlong Trade Along FIX.4.3
Y TryToStop Try To Stop FIX.4.3
Z CancelIfNotBest Cancel if not best FIX.4.4
a TrailingStopPeg Trailing Stop Peg FIX.4.4 FIX.5.0
b StrictLimit Strict Limit (No price improvement) FIX.4.4
c IgnorePriceValidityChecks Ignore Price Validity Checks FIX.4.4
d PegToLimitPrice Peg to Limit Price FIX.4.4 FIX.5.0
e WorkToTargetStrategy Work to Target Strategy FIX.4.4
f IntermarketSweep Intermarket Sweep FIX.4.4EP6
g ExternalRoutingAllowed External Routing Allowed FIX.4.4EP14
h ExternalRoutingNotAllowed External Routing Not Allowed FIX.4.4EP14
i ImbalanceOnly Imbalance Only FIX.4.4EP22
j SingleExecutionRequestedForBlockTrade Single execution requested for block trade FIX.4.4EP6
k BestExecution Best Execution FIX.4.4EP35
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
1089 MatchIncrement Qty Allows orders to specify a minimum quantity that applies to every execution (one execution could be for multiple counter-orders). The order may still fill against smaller orders, but the cumulative quantity of the execution must be in multiples of the MatchIncrement. FIX.4.4
1090 MaxPriceLevels int Allows an order to specify a maximum number of price levels to trade through. Only valid for aggressive orders and during continuous (autoexecution) trading sessions. Property lost when order is put on book. A partially filled order is assigned last trade price as limit price. Non-filled order behaves as ordinary Market or Limit. FIX.4.4
DisplayInstruction Insert here the set of "DisplayInstruction" fields defined in "common components of application messages" FIX.4.4
111 MaxFloor Qty The quantity to be displayed . Required for reserve orders. On orders specifies the qty to be displayed, on execution reports the currently displayed quantity. FIX.3.0 FIX.5.0
100 ExDestination Exchange Execution destination as defined by institution when order is entered.
Valid values:
See "Appendix 6-C" 		FIX.3.0
1133 ExDestinationIDSource char The ID source of ExDestination
Value SymbolicName Description Added Updated Deprecated
B BIC BIC (Bank Identification Code) (ISO 9362) FIX.4.4EP-1
C GeneralIdentifier Generally accepted market participant identifier (e.g. NASD mnemonic) FIX.4.4EP-1
D Proprietary Proprietary / Custom code FIX.4.4EP-1
E ISOCountryCode ISO Country Code FIX.4.4EP-1
G MIC MIC (ISO 10383 - Market Identifier Code) FIX.4.4EP-1
FIX.4.4
TrdgSesGrp Specifies the number of repeating TradingSessionIDs FIX.4.4
Instrument ✔ Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
Must match original order		 FIX.4.3
FinancingDetails Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages"
Must match original order		 FIX.4.4
UndInstrmtGrp Number of underlyings FIX.4.4
54 Side ✔ char Should match original order's side, however, if bilaterally agreed to the following groups could potentially be interchanged: Buy and Buy Minus Sell, Sell Plus, Sell Short, and Sell Short Exempt Cross, Cross Short, and Cross Short Exempt
Value SymbolicName Description Added Updated Deprecated
1 Buy Buy FIX.2.7
2 Sell Sell FIX.2.7
3 BuyMinus Buy minus FIX.2.7
4 SellPlus Sell plus FIX.2.7
5 SellShort Sell short FIX.2.7
6 SellShortExempt Sell short exempt FIX.2.7
7 Undisclosed Undisclosed (valid for IOI and List Order messages only) FIX.4.1
8 Cross Cross (orders where counterparty is an exchange, valid for all messages except IOIs) FIX.4.1
9 CrossShort Cross short FIX.4.2
A CrossShortExempt Cross short exxmpt FIX.4.3
B AsDefined "As Defined" (for use with multileg instruments) FIX.4.3
C Opposite "Opposite" (for use with multileg instruments) FIX.4.3
D Subscribe Subscribe (e.g. CIV) FIX.4.4
E Redeem Redeem (e.g. CIV) FIX.4.4
F Lend Lend (FINANCING - identifies direction of collateral) FIX.4.4
G Borrow Borrow (FINANCING - identifies direction of collateral) FIX.4.4
FIX.2.7
60 TransactTime ✔ UTCTimestamp Time this order request was initiated/released by the trader or trading system. FIX.4.2
854 QtyType int Type of quantity specified in a quantity field:
Value SymbolicName Description Added Updated Deprecated
0 Units Units (shares, par, currency) FIX.4.4
1 Contracts Contracts (if used - must specify ContractMultiplier (tag 231)) FIX.4.4
2 UnitsOfMeasurePerTimeUnit Units of Measure per Time Unit (if used - must specify UnitofMeasure (tag 996) and TimeUnit (tag 997)) FIX.4.4EP5
FIX.4.4
OrderQtyData ✔ Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages"
Note: OrderQty value should be the "Total Intended Order Quantity" (including the amount already executed for this chain of orders)		 FIX.4.3
40 OrdType ✔ char Order type. *** SOME VALUES ARE NO LONGER USED - See "Deprecated (Phased-out) Features and Supported Approach" *** (see Volume : "Glossary" for value definitions)
Value SymbolicName Description Added Updated Deprecated
1 Market Market FIX.2.7
2 Limit Limit FIX.2.7
3 Stop Stop / Stop Loss FIX.2.7
4 StopLimit Stop Limit FIX.2.7
5 MarketOnClose Market On Close (No longer used) FIX.2.7 FIX.4.3
6 WithOrWithout With Or Without FIX.2.7
7 LimitOrBetter Limit Or Better FIX.2.7 FIX.4.4
8 LimitWithOrWithout Limit With Or Without FIX.2.7
9 OnBasis On Basis FIX.2.7
A OnClose On Close (No longer used) FIX.2.7 FIX.4.3
B LimitOnClose Limit On Close (No longer used) FIX.2.7 FIX.4.3
C ForexMarket Forex Market (No longer used) FIX.4.0 FIX.4.3
D PreviouslyQuoted Previously Quoted FIX.4.0
E PreviouslyIndicated Previously Indicated FIX.4.0
F ForexLimit Forex Limit (No longer used) FIX.4.1 FIX.4.3
G ForexSwap Forex Swap FIX.4.1
H ForexPreviouslyQuoted Forex Previously Quoted (No longer used) FIX.4.1 FIX.4.3
I Funari Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan) FIX.4.2
J MarketIfTouched Market If Touched (MIT) FIX.4.3
K MarketWithLeftOverAsLimit Market With Left Over as Limit (market order with unexecuted quantity becoming 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
Q CounterOrderSelection Counter-order selection FIX.4.4EP22
FIX.2.7
423 PriceType int Code to represent the price type.
(For Financing transactions PriceType implies the "repo type" – Fixed or Floating – 9 (Yield) or 6 (Spread) respectively - and Price (44) gives the corresponding "repo rate".
See Volume : "Glossary" for further value definitions)
Value SymbolicName Description Added Updated Deprecated
1 Percentage Percentage (i.e. percent of par) (often called "dollar price" for fixed income) FIX.4.2
2 PerUnit Per unit (i.e. per share or contract) FIX.4.2
3 FixedAmount Fixed amount (absolute value) FIX.4.2
4 Discount Discount - percentage points below par FIX.4.3
5 Premium Premium - percentage points over par FIX.4.3
6 Spread Spread (basis points spread) FIX.4.3
7 TEDPrice TED Price FIX.4.3
8 TEDYield TED Yield FIX.4.3
9 Yield Yield FIX.4.4
10 FixedCabinetTradePrice Fixed cabinet trade price (primarily for listed futures and options) FIX.4.4
11 VariableCabinetTradePrice Variable cabinet trade price (primarily for listed futures and options) FIX.4.4
13 ProductTicksInHalfs Product ticks in halfs FIX.4.4EP19
14 ProductTicksInFourths Product ticks in fourths FIX.4.4EP19
15 ProductTicksInEights Product ticks in eights FIX.4.4EP19
16 ProductTicksInSixteenths Product ticks in sixteenths FIX.4.4EP19
17 ProductTicksInThirtySeconds Product ticks in thirty-seconds FIX.4.4EP19
18 ProductTicksInSixtyForths Product ticks in sixty-forths FIX.4.4EP19
19 ProductTicksInOneTwentyEights Product ticks in one-twenty-eights FIX.4.4EP19
FIX.4.3
44 Price Price Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc. FIX.2.7
1092 PriceProtectionScope char Defines the type of price protection the customer requires on their order.
Value SymbolicName Description Added Updated Deprecated
0 None None FIX.4.4EP-1
1 Local Local (Exchange, ECN, ATS) FIX.4.4EP-1
2 National National (Across all national markets) FIX.4.4EP-1
3 Global Global (Across all markets) FIX.4.4EP-1
FIX.4.4
99 StopPx Price Required for OrdType = "Stop" or OrdType = "Stop limit". FIX.2.7
TriggeringInstruction Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages" FIX.5.0
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
PegInstructions Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" FIX.4.4
DiscretionInstructions Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" FIX.4.4
847 TargetStrategy int The target strategy of the order
Value SymbolicName Description Added Updated Deprecated
1 VWAP VWAP FIX.4.4
2 Participate Participate (i.e. aim to be x percent of the market volume) FIX.4.4
3 MininizeMarketImpact Mininize market impact FIX.4.4
FIX.4.4
StrategyParametersGrp Strategy parameter block FIX.4.4
848 TargetStrategyParameters String For further specification of the TargetStrategy FIX.4.4 FIX.5.0
849 ParticipationRate Percentage Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) FIX.4.4 FIX.5.0
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 solicited FIX.4.2
FIX.4.2
15 Currency Currency Must match original order. FIX.2.7
59 TimeInForce char Absence of this field indicates Day order
Value SymbolicName Description Added Updated Deprecated
0 Day Day (or session) 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 (GTD) FIX.4.0
7 AtTheClose At the Close FIX.4.3
FIX.2.7
168 EffectiveTime UTCTimestamp Can specify the time at which the order should be considered valid FIX.4.2
432 ExpireDate LocalMktDate Conditionally required if TimeInForce = GTD and ExpireTime is not specified. FIX.4.2
126 ExpireTime UTCTimestamp Conditionally required if TimeInForce = GTD and ExpireDate is not specified. FIX.4.0
427 GTBookingInst int States whether executions are booked out or accumulated on a partially filled GT order
Value SymbolicName Description Added Updated Deprecated
0 BookOutAllTradesOnDayOfExecution Book out all trades on day of execution FIX.4.2
1 AccumulateUntilFilledOrExpired Accumulate executions until order is filled or expires FIX.4.2
2 AccumulateUntilVerballyNotifiedOtherwise Accumulate until verbally notified otherwise 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 OrderCapacity char Designates the capacity of the firm placing the order.
(as of FIX 4.3, this field replaced Rule80A (tag 47) --used in conjunction with OrderRestrictions (529) field)
(see Volume : "Glossary" for value definitions)
Value SymbolicName Description Added Updated Deprecated
A Agency Agency FIX.4.3
G Proprietary Proprietary FIX.4.3
I Individual Individual FIX.4.3
P Principal Principal (Note for CMS purposes, "Principal" includes "Proprietary") FIX.4.3
R RisklessPrincipal Riskless Principal FIX.4.3
W AgentForOtherMember Agent for Other Member FIX.4.3
FIX.4.3
529 OrderRestrictions MultipleCharValue Restrictions associated with an order. If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space.
Value SymbolicName Description Added Updated Deprecated
1 ProgramTrade Program Trade FIX.4.3
2 IndexArbitrage Index Arbitrage FIX.4.3
3 NonIndexArbitrage Non-Index Arbitrage FIX.4.3
4 CompetingMarketMaker Competing Market Maker FIX.4.3
5 ActingAsMarketMakerOrSpecialistInSecurity Acting as Market Maker or Specialist in the security FIX.4.3
6 ActingAsMarketMakerOrSpecialistInUnderlying Acting as Market Maker of Specialist in the underlying security of a derivative seucirty FIX.4.3
7 ForeignEntity Foreign Entity (of foreign government or regulatory jurisdiction) FIX.4.3
8 ExternalMarketParticipant External Market Participant FIX.4.3
9 ExternalInterConnectedMarketLinkage Extneral Inter-connected Market Linkage FIX.4.3
A RisklessArbitrage Riskless Arbitrage FIX.4.3
FIX.4.3
1091 PreTradeAnonymity Boolean Allows trader to explicitly request anonymity or disclosure in pre-trade market data feeds. Anonymity is relevant in markets where counterparties are regularly disclosed in order depth feeds. Disclosure is relevant when counterparties are not normally visible. FIX.4.4
582 CustOrderCapacity int Capacity of customer placing the order
Primarily used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission).
Value SymbolicName Description Added Updated Deprecated
1 MemberTradingForTheirOwnAccount Member trading for their own account FIX.4.4
2 ClearingFirmTradingForItsProprietaryAccount Clearing Firm trading for its proprietary account FIX.4.4
3 MemberTradingForAnotherMember Member trading for another member FIX.4.4
4 AllOther All other FIX.4.4
FIX.4.3
121 ForexReq Boolean Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade.
Value SymbolicName Description Added Updated Deprecated
N DoNotExecuteForexAfterSecurityTrade Do Not Execute Forex After Security Trade FIX.4.0
Y ExecuteForexAfterSecurityTrade Execute Forex After Security Trade FIX.4.0
FIX.4.0
120 SettlCurrency Currency Required if ForexReq = Y. FIX.4.0
775 BookingType int Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking.
Value SymbolicName Description Added Updated Deprecated
0 RegularBooking Regular booking FIX.4.4
1 CFD CFD (Contract for difference) FIX.4.4
2 TotalReturnSwap Total Return Swap FIX.4.4
FIX.4.4
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 SettlDate2 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 FIX.5.0
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 FIX.5.0
640 Price2 Price Can be used with OrdType = "Forex - Swap" to specify the price for the future portion of a F/X swap. FIX.4.3 FIX.5.0
77 PositionEffect char For use in derivatives omnibus accounting
Value SymbolicName Description Added Updated Deprecated
C Close Close FIX.4.1
F FIFO FIFO FIX.4.3
O Open Open FIX.4.1
R Rolled Rolled FIX.4.3
FIX.4.1
203 CoveredOrUncovered int For use with derivatives, such as options
Value SymbolicName Description Added Updated Deprecated
0 Covered Covered FIX.4.1
1 Uncovered Uncovered FIX.4.1
FIX.4.1
210 MaxShow Qty Maximum quantity (e.g. 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 FIX.5.0
114 LocateReqd Boolean Required for short sell orders
Value SymbolicName Description Added Updated Deprecated
N No Indicates the broker is not required to locate FIX.4.0
Y Yes Indicates the broker is responsible for locating the stock FIX.4.0
FIX.4.1
480 CancellationRights char For CIV - Optional
Value SymbolicName Description Added Updated Deprecated
Y Yes Yes FIX.4.3
N NoExecutionOnly No - Execution Only FIX.4.3
M NoWaiverAgreement No - Waiver agreement FIX.4.3
O NoInstitutional No - Institutional FIX.4.3
FIX.4.3
481 MoneyLaunderingStatus char A one character code identifying Money laundering status.
Value SymbolicName Description Added Updated Deprecated
Y Passed Passed FIX.4.3
N NotChecked Not Checked FIX.4.3
1 ExemptBelowLimit Exempt - Below the Limit FIX.4.3
2 ExemptMoneyType Exempt - Client Money Type exemption FIX.4.3
3 ExemptAuthorised Exempt - Authorised Credit or financial institution FIX.4.3
FIX.4.3
513 RegistID String Reference to Registration Instructions message for this Order. FIX.4.3
494 Designation String Supplementary registration information for this Order FIX.4.3
1028 ManualOrderIndicator Boolean Indicates if the order was initially received manually (as opposed to electronically) FIX.4.4
1029 CustDirectedOrder Boolean Indicates if the customer directed this order to a specific execution venue (Y) or not (N). A default of N – customer didn’t direct this order – should beused in the case where the information is both missing and essential. FIX.4.4
1030 ReceivedDeptID String Identifies the Broker / Dealer Department that first took the order. FIX.4.4
1031 CustOrderHandlingInst MultipleStringValue Codes that apply special information that the Broker / Dealer needs to report, as specified by the customer.
NOTE: This field and its values have no bearing on the ExecInst and TimeInForce fields. These values should not be used instead of ExecInst or TimeInForce. This field and its values are intended for compliance reporting only.
For DeskTypeSource (1034) = 1 (NASD OATS), valid values are (as of OATS Phase 3 as provided by NASD. See also http://www.nasd.com/oats/PhaseIII for a complete list.
Value SymbolicName Description Added Updated Deprecated
ADD AddOnOrder Add-on Order FIX.4.4EP-1
AON AllOrNone All or None FIX.4.4EP-1
CNH CashNotHeld Cash Not Held FIX.4.4EP-1
DIR DirectedOrder Directed Order FIX.4.4EP-1
E.W ExchangeForPhysicalTransaction Exchange for Physical Transaction FIX.4.4EP-1
FOK FillOrKill Fill or Kill FIX.4.4EP-1
IO ImbalanceOnly Imbalance Only FIX.4.4EP-1
IOC ImmediateOrCancel Immediate or Cancel FIX.4.4EP-1
LOO LimitOnOpen Limit On Open FIX.4.4EP-1
LOC LimitOnClose Limit on Close FIX.4.4EP-1
MAO MarketAtOpen Market at Open FIX.4.4EP-1
MAC MarketAtClose Market at Close FIX.4.4EP-1
MOO MarketOnOpen Market on Open FIX.4.4EP-1
MOC MarketOnClose Market On Close FIX.4.4EP-1
MQT MinimumQuantity Minimum Quantity FIX.4.4EP-1
NH NotHeld Not Held FIX.4.4EP-1
OVD OverTheDay Over the Day FIX.4.4EP-1
PEG Pegged Pegged FIX.4.4EP-1
RSV ReserveSizeOrder Reserve Size Order FIX.4.4EP-1
S.W StopStockTransaction Stop Stock Transaction FIX.4.4EP-1
SCL Scale Scale FIX.4.4EP-1
TMO TimeOrder Time Order FIX.4.4EP-1
TS TrailingStop Trailing Stop FIX.4.4EP-1
WRK Work Work FIX.4.4EP-1
FIX.4.4
1032 OrderHandlingInstSource int Identifies the class or source of the "OrderHandlingInst" values. Scope of this will apply to both CustOrderHandlingInst and DeskOrderHandlingInst fields.
Required if CustOrderHandlingInst and/or DeskOrderHandlingInst is specified.
Value SymbolicName Description Added Updated Deprecated
1 NASDOATS NASD OATS FIX.4.4EP-1
FIX.4.4
TrdRegTimestamps FIX.4.4
StandardTrailer ✔ FIX.2.7

OrderStatusRequest (35=H)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = H FIX.2.7
37 OrderID String Unique identifier for Order as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day. Firms which accept multi-day orders should consider embedding a date within the OrderID field to assure uniqueness across days. FIX.2.7
11 ClOrdID ✔ String The ClOrdID of the order whose status is being requested. FIX.2.7
526 SecondaryClOrdID String Assigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system. FIX.4.3
583 ClOrdLinkID String Permits order originators to tie together groups of orders in which trades resulting from orders are associated for a specific purpose, for example the calculation of average execution price for a customer or to associate lists submitted to a broker as waves of a larger program trade. FIX.4.3
Parties Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" FIX.4.3
790 OrdStatusReqID String Optional, can be used to uniquely identify a specific Order Status Request message. Echoed back on Execution Report if provided. FIX.4.4
1 Account String Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager. FIX.4.2
660 AcctIDSource int Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.
Value SymbolicName Description Added Updated Deprecated
1 BIC BIC FIX.4.4
2 SIDCode SID Code FIX.4.4
3 TFM TFM (GSPTA) FIX.4.4
4 OMGEO OMGEO (Alert ID) FIX.4.4
5 DTCCCode DTCC Code FIX.4.4
99 Other Other (custom or proprietary) FIX.4.4
FIX.4.4
Instrument ✔ Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" FIX.4.3
FinancingDetails Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages"
Must match original order		 FIX.4.4
UndInstrmtGrp Number of underlyings FIX.4.4
54 Side ✔ char Side of order (see Volume : "Glossary" for value definitions)
Value SymbolicName Description Added Updated Deprecated
1 Buy Buy FIX.2.7
2 Sell Sell FIX.2.7
3 BuyMinus Buy minus FIX.2.7
4 SellPlus Sell plus FIX.2.7
5 SellShort Sell short FIX.2.7
6 SellShortExempt Sell short exempt FIX.2.7
7 Undisclosed Undisclosed (valid for IOI and List Order messages only) FIX.4.1
8 Cross Cross (orders where counterparty is an exchange, valid for all messages except IOIs) FIX.4.1
9 CrossShort Cross short FIX.4.2
A CrossShortExempt Cross short exxmpt FIX.4.3
B AsDefined "As Defined" (for use with multileg instruments) FIX.4.3
C Opposite "Opposite" (for use with multileg instruments) FIX.4.3
D Subscribe Subscribe (e.g. CIV) FIX.4.4
E Redeem Redeem (e.g. CIV) FIX.4.4
F Lend Lend (FINANCING - identifies direction of collateral) FIX.4.4
G Borrow Borrow (FINANCING - identifies direction of collateral) FIX.4.4
FIX.2.7
StandardTrailer ✔ FIX.2.7

AllocationInstruction (35=J)

The Allocation Instruction message provides the ability to specify how an order or set of orders should be subdivided amongst one or more accounts. In versions of FIX prior to version 4.4, this same message was known as the Allocation message. Note in versions of FIX prior to version 4.4, the allocation message was also used to communicate fee and expense details from the Sellside to the Buyside. This role has now been removed from the Allocation Instruction and is now performed by the new (to version 4.4) Allocation Report and Confirmation messages.,The Allocation Report message should be used for the Sell-side Initiated Allocation role as defined in previous versions of the protocol.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = J FIX.2.7
70 AllocID ✔ String Unique identifier for this allocation instruction message FIX.2.7
71 AllocTransType ✔ char i.e. New, Cancel, Replace
Value SymbolicName Description Added Updated Deprecated
0 New New FIX.2.7
1 Replace Replace FIX.2.7
2 Cancel Cancel FIX.2.7
3 Preliminary Preliminary (without MiscFees and NetMoney) (Removed/Replaced) FIX.4.1 FIX.4.2
4 Calculated Calculated (includes MiscFees and NetMoney) (Removed/Replaced) FIX.4.1 FIX.4.2
5 CalculatedWithoutPreliminary Calculated without Preliminary (sent unsolicited by broker, includes MiscFees and NetMoney) (Removed/Replaced) FIX.4.2 FIX.4.2
6 Reversal Reversal FIX.4.4EP5
FIX.2.7
626 AllocType ✔ int Specifies the purpose or type of Allocation message
Value SymbolicName Description Added Updated Deprecated
1 Calculated Calculated (includes MiscFees and NetMoney) FIX.4.3
2 Preliminary Preliminary (without MiscFees and NetMoney) FIX.4.3
3 SellsideCalculatedUsingPreliminary Sellside Calculated Using Preliminary (includes MiscFees and NetMoney) (Replaced) FIX.4.3 FIX.4.2
4 SellsideCalculatedWithoutPreliminary Sellside Calculated Without Preliminary (sent unsolicited by sellside, includes MiscFees and NetMoney) (Replaced) FIX.4.3 FIX.4.2
5 ReadyToBook Ready-To-Book - Single Order FIX.4.3
6 BuysideReadyToBook Buyside Ready-To-Book - Combined Set of Orders (Replaced) FIX.4.3 FIX.4.2
7 WarehouseInstruction Warehouse Instruction FIX.4.4
8 RequestToIntermediary Request to Intermediary FIX.4.4
9 Accept Accept FIX.4.4EP5
10 Reject Reject FIX.4.4EP5
11 AcceptPending Accept Pending FIX.4.4EP5
12 IncompleteGroup Incomplete Group FIX.4.4EP5
13 CompleteGroup Complete Group FIX.4.4EP5
14 ReversalPending Reversal Pending FIX.4.4EP5
FIX.4.3
793 SecondaryAllocID String Optional second identifier for this allocation instruction (need not be unique) FIX.4.4
72 RefAllocID String Required for AllocTransType = Replace or Cancel FIX.2.7
796 AllocCancReplaceReason int Required for AllocTransType = Replace or Cancel Gives the reason for replacing or cancelling the allocation instruction
Value SymbolicName Description Added Updated Deprecated
1 OriginalDetailsIncomplete Original details incomplete/incorrect FIX.4.4
2 ChangeInUnderlyingOrderDetails Change in underlying order details FIX.4.4
99 Other Other FIX.4.4
FIX.4.4
808 AllocIntermedReqType int Required if AllocType = 8 (Request to Intermediary) Indicates status that is requested to be transmitted to counterparty by the intermediary (i.e. clearing house)
Value SymbolicName Description Added Updated Deprecated
1 PendingAccept Pending Accept FIX.4.4
2 PendingRelease Pending Release FIX.4.4
3 PendingReversal Pending Reversal FIX.4.4
4 Accept Accept FIX.4.4
5 BlockLevelReject Block Level Reject FIX.4.4
6 AccountLevelReject Account Level Reject FIX.4.4
FIX.4.4
196 AllocLinkID String Can be used to link two different Allocation messages (each with unique AllocID) together, i.e. for F/X "Netting" or "Swaps" FIX.4.1
197 AllocLinkType int Can be used to link two different Allocation messages and identifies the type of link. Required if AllocLinkID is specified.
Value SymbolicName Description Added Updated Deprecated
0 FXNetting FX Netting FIX.4.1
1 FXSwap FX Swap FIX.4.1
FIX.4.1
466 BookingRefID String Can be used with AllocType=" Ready-To-Book " FIX.4.3
857 AllocNoOrdersType int Indicates how the orders being booked and allocated by this message are identified, i.e. by explicit definition in the NoOrders group or not.
Value SymbolicName Description Added Updated Deprecated
0 NotSpecified Not Specified FIX.4.4
1 ExplicitListProvided Explicit List Provided FIX.4.4
FIX.4.4
OrdAllocGrp Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1 FIX.4.4
ExecAllocGrp Indicates number of individual execution repeating group entries to follow. Absence of this field indicates that no individual execution entries are included. Primarily used to support step-outs. FIX.4.4
570 PreviouslyReported Boolean Indicates if the trade capture report was previously reported to the counterparty
Value SymbolicName Description Added Updated Deprecated
N NotReportedToCounterparty Not reported to counterparty FIX.4.3
Y PerviouslyReportedToCounterparty Perviously reported to counterparty FIX.4.3
FIX.4.4
700 ReversalIndicator Boolean Indicates a trade that reverses a previous trade. FIX.4.4
574 MatchType String The point in the matching process at which this trade was matched.
Value SymbolicName Description Added Updated Deprecated
60 OnePartyPrivatelyNegotiatedTradeReport One-Party Privately Negotiated Trade Report FIX.4.4EP22
61 TwoPartyPrivatelyNegotiatedTradeReport Two-Party Privately Negotiated Trade Report FIX.4.4EP22
62 ContinuousAutoMatch Continuous Auto-match FIX.4.4EP22
63 CrossAuction Cross Auction FIX.4.4EP22
64 CounterOrderSelection Counter-Order Selection FIX.4.4EP22
65 CallAuction Call Auction FIX.4.4EP22
M3 ACTAcceptedTrade ACT Accepted Trade FIX.4.3
M4 ACTDefaultTrade ACT Default Trade FIX.4.3
M5 ACTDefaultAfterM2 ACT Default After M2 FIX.4.3
M6 ACTM6Match ACT M6 Match FIX.4.3
A1 ExactMatchPlus4BadgesExecTime Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus four badges and execution time (within two-minute window) FIX.4.3
A2 ExactMatchPlus4Badges Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus four badges FIX.4.3
A3 ExactMatchPlus2BadgesExecTime Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges and execution time (within two-minute window) FIX.4.3
A4 ExactMatchPlus2Badges Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges FIX.4.3
A5 ExactMatchPlusExecTime Exact match on Trade Date, Stock Symbol, Quantity, Price, TradeType, and Special Trade Indicator plus execution time (within two-minute window) FIX.4.3
AQ StampedAdvisoriesOrSpecialistAccepts Compared records resulting from stamped advisories or specialist accepts/pair-offs FIX.4.3
S1 A1ExactMatchSummarizedQuantity Summarized match using A1 exact match criteria except quantity is summaried FIX.4.3
S2 A2ExactMatchSummarizedQuantity Summarized match using A2 exact match criteria except quantity is summarized FIX.4.3
S3 A3ExactMatchSummarizedQuantity Summarized match using A3 exact match criteria except quantity is summarized FIX.4.3
S4 A4ExactMatchSummarizedQuantity Summarized match using A4 exact match criteria except quantity is summarized FIX.4.3
S5 A5ExactMatchSummarizedQuantity Summarized match using A5 exact match criteria except quantity is summarized FIX.4.3
M1 ExactMatchMinusBadgesTimes Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator minus badges And times: ACT M1 match FIX.4.3
M2 SummarizedMatchMinusBadgesTimes Summarized match minus badges and times: ACT M2 Match FIX.4.3
MT OCSLockedIn OCS Locked In: Non-ACT FIX.4.3
1 OnePartyTradeReport One-Party Trade Report (privately negotiated trade) FIX.4.4EP22
2 TwoPartyTradeReport Two-Party Trade Report (privately negotiated trade) FIX.4.4EP22
3 ConfirmedTradeReport Confirmed Trade Report (reporting from recognized markets) FIX.4.4EP22
4 AutoMatch Auto-match FIX.4.4EP22
5 CrossAuction Cross Auction FIX.4.4EP22
6 CounterOrderSelection Counter-Order Selection FIX.4.4EP22
7 CallAuction Call Auction FIX.4.4EP22
FIX.4.4
54 Side ✔ char Side of order (see Volume : "Glossary" for value definitions)
Value SymbolicName Description Added Updated Deprecated
1 Buy Buy FIX.2.7
2 Sell Sell FIX.2.7
3 BuyMinus Buy minus FIX.2.7
4 SellPlus Sell plus FIX.2.7
5 SellShort Sell short FIX.2.7
6 SellShortExempt Sell short exempt FIX.2.7
7 Undisclosed Undisclosed (valid for IOI and List Order messages only) FIX.4.1
8 Cross Cross (orders where counterparty is an exchange, valid for all messages except IOIs) FIX.4.1
9 CrossShort Cross short FIX.4.2
A CrossShortExempt Cross short exxmpt FIX.4.3
B AsDefined "As Defined" (for use with multileg instruments) FIX.4.3
C Opposite "Opposite" (for use with multileg instruments) FIX.4.3
D Subscribe Subscribe (e.g. CIV) FIX.4.4
E Redeem Redeem (e.g. CIV) FIX.4.4
F Lend Lend (FINANCING - identifies direction of collateral) FIX.4.4
G Borrow Borrow (FINANCING - identifies direction of collateral) FIX.4.4
FIX.2.7
Instrument ✔ Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" FIX.4.3
InstrumentExtension Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" FIX.4.4
FinancingDetails Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" FIX.4.4
UndInstrmtGrp FIX.4.4
InstrmtLegGrp FIX.4.4
53 Quantity ✔ Qty Total quantity (e.g. number of shares) allocated to all accounts, or that is Ready-To-Book FIX.2.7
854 QtyType int Type of quantity specified in a quantity field:
Value SymbolicName Description Added Updated Deprecated
0 Units Units (shares, par, currency) FIX.4.4
1 Contracts Contracts (if used - must specify ContractMultiplier (tag 231)) FIX.4.4
2 UnitsOfMeasurePerTimeUnit Units of Measure per Time Unit (if used - must specify UnitofMeasure (tag 996) and TimeUnit (tag 997)) FIX.4.4EP5
FIX.4.4
30 LastMkt Exchange Market of the executions. FIX.4.0
229 TradeOriginationDate LocalMktDate Used with Fixed Income for Muncipal New Issue Market. Agreement in principal between counter-parties prior to actual trade date.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate) 		FIX.4.3
336 TradingSessionID String Identifier for Trading Session
Can be used to represent a specific market trading session (e.g. "PRE-OPEN", "CROSS_2", "AFTER-HOURS", "TOSTNET", "TOSTNET2", etc).
To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID.
Values should be bi-laterally agreed to between counterparties.
Firms may register Trading Session values on the FIX website (presently a document maintained within "ECN and Exchanges" working group section). 		FIX.4.2
625 TradingSessionSubID String Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties.
Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. 		FIX.4.3
423 PriceType int Code to represent the price type.
(For Financing transactions PriceType implies the "repo type" – Fixed or Floating – 9 (Yield) or 6 (Spread) respectively - and Price (44) gives the corresponding "repo rate".
See Volume : "Glossary" for further value definitions)
Value SymbolicName Description Added Updated Deprecated
1 Percentage Percentage (i.e. percent of par) (often called "dollar price" for fixed income) FIX.4.2
2 PerUnit Per unit (i.e. per share or contract) FIX.4.2
3 FixedAmount Fixed amount (absolute value) FIX.4.2
4 Discount Discount - percentage points below par FIX.4.3
5 Premium Premium - percentage points over par FIX.4.3
6 Spread Spread (basis points spread) FIX.4.3
7 TEDPrice TED Price FIX.4.3
8 TEDYield TED Yield FIX.4.3
9 Yield Yield FIX.4.4
10 FixedCabinetTradePrice Fixed cabinet trade price (primarily for listed futures and options) FIX.4.4
11 VariableCabinetTradePrice Variable cabinet trade price (primarily for listed futures and options) FIX.4.4
13 ProductTicksInHalfs Product ticks in halfs FIX.4.4EP19
14 ProductTicksInFourths Product ticks in fourths FIX.4.4EP19
15 ProductTicksInEights Product ticks in eights FIX.4.4EP19
16 ProductTicksInSixteenths Product ticks in sixteenths FIX.4.4EP19
17 ProductTicksInThirtySeconds Product ticks in thirty-seconds FIX.4.4EP19
18 ProductTicksInSixtyForths Product ticks in sixty-forths FIX.4.4EP19
19 ProductTicksInOneTwentyEights Product ticks in one-twenty-eights FIX.4.4EP19
FIX.4.3
6 AvgPx Price For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). For 3rd party allocations used to convey either basic price or averaged price Optional for average price allocations in the listed derivatives markets where the central counterparty calculates and manages average price across an allocation group. FIX.2.7
860 AvgParPx Price Used to express average price as percent of par (used where AvgPx field is expressed in some other way) FIX.4.4
SpreadOrBenchmarkCurveData Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" FIX.4.4
15 Currency Currency Currency of AvgPx. Should be the currency of the local market or exchange where the trade was conducted. FIX.2.7
74 AvgPxPrecision int Absence of this field indicates that default precision arranged by the broker/institution is to be used FIX.2.7
Parties Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" FIX.4.3
75 TradeDate ✔ LocalMktDate Indicates date of trade referenced in this message in YYYYMMDD format. Absence of this field indicates current day (expressed in local time at place of trade). FIX.2.7
60 TransactTime UTCTimestamp Date/time when allocation is generated FIX.2.7
63 SettlType String Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular)
Regular is defined as the default settlement period for the particular security on the exchange of execution.
In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue.
Additionally the following patterns may be uses as well as enum values
Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0
Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0
Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0
Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0
Noted that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days.
Value SymbolicName Description Added Updated Deprecated
0 Regular Regular / FX Spot settlement (T+1 or T+2 depending on currency) FIX.2.7
1 Cash Cash (TOD / T+0) FIX.2.7
2 NextDay Next Day (TOM / T+1) FIX.2.7
3 TPlus2 T+2 FIX.2.7
4 TPlus3 T+3 FIX.2.7
5 TPlus4 T+4 FIX.2.7
6 Future Future FIX.2.7
7 WhenAndIfIssued When And If Issued FIX.2.7
8 SellersOption Sellers Option FIX.2.7
9 TPlus5 T+5 FIX.3.0
B BrokenDate Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified FIX.4.4EP25
C FXSpotNextSettlement FX Spot Next settlement (Spot+1, aka next day) FIX.4.4EP21
FIX.2.7
64 SettlDate LocalMktDate Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. FIX.2.7
775 BookingType int Method for booking. Used to provide notification that this is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking.
Value SymbolicName Description Added Updated Deprecated
0 RegularBooking Regular booking FIX.4.4
1 CFD CFD (Contract for difference) FIX.4.4
2 TotalReturnSwap Total Return Swap FIX.4.4
FIX.4.4
381 GrossTradeAmt Amt Expressed in same currency as AvgPx. Sum of (AllocQty * AllocAvgPx or AllocPrice). FIX.4.2
238 Concession Amt Provides the reduction in price for the secondary market in Muncipals.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) 		FIX.4.3
237 TotalTakedown Amt The price at which the securities are distributed to the different members of an underwriting group for the primary market in Municipals, total gross underwriter's spread.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) 		FIX.4.3
118 NetMoney Amt Expressed in same currency as AvgPx. Sum of AllocNetMoney. FIX.4.0
77 PositionEffect char Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together.
Value SymbolicName Description Added Updated Deprecated
C Close Close FIX.4.1
F FIFO FIFO FIX.4.3
O Open Open FIX.4.1
R Rolled Rolled FIX.4.3
FIX.2.7
754 AutoAcceptIndicator Boolean Indicates if Allocation has been automatically accepted on behalf of the Carry Firm by the Clearing House FIX.4.4
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.2.7
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.2
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.2
157 NumDaysInterest int Applicable for Convertible Bonds and fixed income FIX.4.1
158 AccruedInterestRate Percentage Applicable for Convertible Bonds and fixed income FIX.4.1
159 AccruedInterestAmt Amt Applicable for Convertible Bonds and fixed income (REMOVED FROM THIS LOCATION AS OF FIX 4.4, REPLACED BY AllocAccruedInterest) FIX.4.1
540 TotalAccruedInterestAmt Amt Total Amount of Accrued Interest for convertible bonds and fixed income FIX.4.3 FIX.4.4
738 InterestAtMaturity Amt Amount of interest (i.e. lump-sum) at maturity. FIX.4.4
920 EndAccruedInterestAmt Amt For repurchase agreements the accrued interest on termination. FIX.4.4
921 StartCash Amt For repurchase agreements the start (dirty) cash consideration FIX.4.4
922 EndCash Amt For repurchase agreements the end (dirty) cash consideration FIX.4.4
650 LegalConfirm Boolean Indicates that this message is to serve as the final and legal confirmation.
Value SymbolicName Description Added Updated Deprecated
N DoesNotConsituteALegalConfirm Does not consitute a Legal Confirm FIX.4.3
Y LegalConfirm Legal Confirm FIX.4.3
FIX.4.3
Stipulations FIX.4.4
YieldData FIX.4.4
PositionAmountData Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" FIX.4.4
892 TotNoAllocs int Indicates total number of allocation groups (used to support fragmentation). Must equal the sum of all NoAllocs values across all message fragments making up this allocation instruction. Only required where message has been fragmented. FIX.4.4
893 LastFragment Boolean Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
Value SymbolicName Description Added Updated Deprecated
N NotLastMessage Not Last Message FIX.4.4
Y LastMessage Last Message FIX.4.4
FIX.4.4
AllocGrp Conditionally required except when AllocTransType = Cancel, or when AllocType = "Ready-to-book" or "Warehouse instruction" FIX.4.4
819 AvgPxIndicator int Indicates if an allocation is to be average priced. Is also used to indicate if average price allocation group is complete or incomplete.
Value SymbolicName Description Added Updated Deprecated
0 NoAveragePricing No Average Pricing FIX.4.4
1 Trade Trade is part of an average price group identified by the TradeLinkID (820) FIX.4.4
2 LastTrade Last trade is the average price group identified by the TradeLinkID (820) FIX.4.4
FIX.4.4
715 ClearingBusinessDate LocalMktDate Indicates Clearing Business Date for which transaction will be settled. FIX.4.4
828 TrdType int Indicates Trade Type of Allocation.
Value SymbolicName Description Added Updated Deprecated
0 RegularTrade Regular Trade FIX.4.4
1 BlockTrade Block Trade FIX.4.4
2 EFP EFP (Exchange for physical) FIX.4.4
3 Transfer Transfer FIX.4.4
4 LateTrade Late Trade FIX.4.4
5 TTrade T Trade FIX.4.4
6 WeightedAveragePriceTrade Weighted Average Price Trade FIX.4.4
7 BunchedTrade Bunched Trade FIX.4.4
8 LateBunchedTrade Late Bunched Trade FIX.4.4
9 PriorReferencePriceTrade Prior Reference Price Trade FIX.4.4
10 AfterHoursTrade After Hours Trade FIX.4.4
11 ExchangeForRisk Exchange for Risk (EFR) FIX.4.4EP5
12 ExchangeForSwap Exchange for Swap (EFS ) FIX.4.4EP5
13 ExchangeOfFuturesFor Exchange of Futures for (in Market) Futures (EFM ) (e,g, full sized for mini) FIX.4.4EP5
14 ExchangeOfOptionsForOptions Exchange of Options for Options (EOO) FIX.4.4EP5
15 TradingAtSettlement Trading at Settlement FIX.4.4EP5
16 AllOrNone All or None FIX.4.4EP5
17 FuturesLargeOrderExecution Futures Large Order Execution FIX.4.4EP5
18 ExchangeOfFuturesForFutures Exchange of Futures for Futures (external market) (EFF) FIX.4.4EP5
19 OptionInterimTrade Option Interim Trade FIX.4.4EP5
20 OptionCabinetTrade Option Cabinet Trade FIX.4.4EP5
22 PrivatelyNegotiatedTrades Privately Negotiated Trades FIX.4.4EP19
23 SubstitutionOfFuturesForForwards Substitution of Futures for Forwards FIX.4.4EP19
24 ErrorTrade Error trade FIX.4.4EP26
25 SpecialCumDividend Special cum dividend (CD) FIX.4.4EP26
26 SpecialExDividend Special ex dividend (XD) FIX.4.4EP26
27 SpecialCumCoupon Special cum coupon (CC) FIX.4.4EP26
28 SpecialExCoupon Special ex coupon (XC) FIX.4.4EP26
29 CashSettlement Cash settlement (CS) FIX.4.4EP26
30 SpecialPrice Special price (usually net- or all-in price) (SP) FIX.4.4EP26
31 GuaranteedDelivery Guaranteed delivery (GD) FIX.4.4EP26
32 SpecialCumRights Special cum rights (CR) FIX.4.4EP26
33 SpecialExRights Special ex rights (XR) FIX.4.4EP26
34 SpecialCumCapitalRepayments Special cum capital repayments (CP) FIX.4.4EP26
35 SpecialExCapitalRepayments Special ex capital repayments (XP) FIX.4.4EP26
36 SpecialCumBonus Special cum bonus (CB) FIX.4.4EP26
37 SpecialExBonus Special ex bonus (XB) FIX.4.4EP26
38 LargeTrade Block trade (same as large trade) FIX.4.4EP26
39 WorkedPrincipalTrade Worked principal trade (UK-specific) FIX.4.4EP26
40 BlockTrades Block Trades - after market FIX.4.4EP26
41 NameChange Name change FIX.4.4EP26
42 PortfolioTransfer Portfolio transfer FIX.4.4EP26
43 ProrogationBuy Prorogation buy - Euronext Paris only. Is used to defer settlement under French SRD (deferred settlement system) . Trades must be reported as crosses at zero price FIX.4.4EP26
44 ProrogationSell Prorogation sell - see prorogation buy FIX.4.4EP26
45 OptionExercise Option exercise FIX.4.4EP26
46 DeltaNeutralTransaction Delta neutral transaction FIX.4.4EP26
47 FinancingTransaction Financing transaction (includes repo and stock lending) FIX.4.4EP26
FIX.4.4
829 TrdSubType int Indicates TradeSubType of Allocation. Necessary for defining groups.
Value SymbolicName Description Added Updated Deprecated
0 CMTA CMTA FIX.4.4EP4
1 InternalTransferOrAdjustment Internal transfer or adjustment FIX.4.4EP4
2 ExternalTransferOrTransferOfAccount External transfer or transfer of account FIX.4.4EP4
3 RejectForSubmittingSide Reject for submitting side FIX.4.4EP4
4 AdvisoryForContraSide Advisory for contra side FIX.4.4EP4
5 OffsetDueToAnAllocation Offset due to an allocation FIX.4.4EP5
6 OnsetDueToAnAllocation Onset dut to an allocation FIX.4.4EP5
7 DifferentialSpread Differential spread FIX.4.4EP5
8 ImpliedSpreadLegExecutedAgainstAnOutright Implied spread leg executed against an outright FIX.4.4EP5
9 TransactionFromExercise Transaction from exercise FIX.4.4EP5
10 TransactionFromAssignment Transaction from assignment FIX.4.4EP5
11 ACATS ACATS FIX.4.4EP8
14 AI AI (Automated input facility disabled in response to an exchange request.) FIX.4.4EP26
15 B B (Transaction between two member firms where neither member firm is registered as a market maker in the security in question and neither is a designated fund manager. Also used by broker dealers when dealing with another broker which is not a member firm. Non-order book securities only.) FIX.4.4EP26
16 K K (Transaction using block trade facility.) FIX.4.4EP26
17 LC LC (Correction submitted more than three days after publication of the original trade report.) FIX.4.4EP26
18 M M (Transaction, other than a transaction resulting from a stock swap or stock switch, between two market makers registered in that security including IDB or a public display system trades. Non-order book securities only.) FIX.4.4EP26
19 N N (Non-protected portfolio transaction or a fully disclosed portfolio transaction) FIX.4.4EP26
20 NM NM ( i) transaction where Exchange has granted permission for non-publication
ii)IDB is reporting as seller
iii) submitting a transaction report to the Exchange, where the transaction report is not also a trade report.)		 FIX.4.4EP26
21 NR NR (Non-risk transaction in a SEATS security other than an AIM security) FIX.4.4EP26
22 P P (Protected portfolio transaction or a worked principal agreement to effect a portfolio transaction which includes order book securities) FIX.4.4EP26
23 PA PA (Protected transaction notification) FIX.4.4EP26
24 PC PC (Contra trade for transaction which took place on a previous day and which was automatically executed on the Exchange trading system) FIX.4.4EP26
25 PN PN (Worked principal notification for a portfolio transaction which includes order book securities) FIX.4.4EP26
26 R R ( (i) riskless principal transaction between non-members where the buying and selling transactions are executed at different prices or on different terms (requires a trade report with trade type indicator R for each transaction)
(ii) market maker is reporting all the legs of a riskless principal transaction where the buying and selling transactions are executed at different prices (requires a trade report with trade type indicator R for each transaction)or
(iii) market maker is reporting the onward leg of a riskless principal transaction where the legs are executed at different prices, and another market maker has submitted a trade report using trade type indicator M for the first leg (this requires a single trade report with trade type indicator R).)		 FIX.4.4EP26
27 RO RO (Transaction which resulted from the exercise of a traditional option or a stock-settled covered warrant) FIX.4.4EP26
28 RT RT (Risk transaction in a SEATS security, (excluding AIM security) reported by a market maker registered in that security) FIX.4.4EP26
29 SW SW (Transactions resulting from stock swap or a stock switch (one report is required for each line of stock)) FIX.4.4EP26
30 T T (If reporting a single protected transaction) FIX.4.4EP26
31 WN WN (Worked principal notification for a single order book security) FIX.4.4EP26
32 WT WT (Worked principal transaction (other than a portfolio transaction)) FIX.4.4EP26
FIX.4.4
582 CustOrderCapacity int Indicates CTI of original trade marked for allocation.
Value SymbolicName Description Added Updated Deprecated
1 MemberTradingForTheirOwnAccount Member trading for their own account FIX.4.4
2 ClearingFirmTradingForItsProprietaryAccount Clearing Firm trading for its proprietary account FIX.4.4
3 MemberTradingForAnotherMember Member trading for another member FIX.4.4
4 AllOther All other FIX.4.4
FIX.4.4
578 TradeInputSource String Indicates input source of original trade marked for allocation. FIX.4.4
442 MultiLegReportingType char Indicates MultiLegReportType of original trade marked for allocation.
Value SymbolicName Description Added Updated Deprecated
1 SingleSecurity Single security (defualt 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.4.4
1011 MessageEventSource String Used to identify the event or source which gave rise to a message. FIX.4.4
991 RndPx Price Specifies the rounded price to quoted precision. FIX.4.4
StandardTrailer ✔ FIX.2.7

ListCancelRequest (35=K)

The List Cancel Request message type is used by institutions wishing to cancel previously submitted lists either before or during execution.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = K FIX.2.7
66 ListID ✔ String Unique identifier for list as assigned by institution, used to associate multiple individual orders. Uniqueness must be guaranteed within a single trading day. Firms which generate multi-day orders should consider embedding a date within the ListID field to assure uniqueness across days. FIX.2.7
Parties Insert here the set of "Parties" (firm identification) fields defined in "common components of application messages" FIX.4.4
60 TransactTime ✔ UTCTimestamp Time this order request was initiated/released by the trader or trading system. FIX.4.2
229 TradeOriginationDate LocalMktDate Used with Fixed Income for Muncipal New Issue Market. Agreement in principal between counter-parties prior to actual trade date.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate) 		FIX.4.3
75 TradeDate LocalMktDate Indicates date of trade referenced in this message in YYYYMMDD format. Absence of this field indicates current day (expressed in local time at place of trade). FIX.4.4
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.2.7
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.2
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.2
StandardTrailer ✔ FIX.2.7

ListExecute (35=L)

The List Execute message type is used by institutions to instruct the broker to begin execution of a previously submitted list. This message may or may not be used, as it may be mirroring a phone conversation.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = L FIX.2.7
66 ListID ✔ String Must be unique, by customer, for the day FIX.2.7
391 ClientBidID String Used with BidType=Disclosed to provide the sell side the ability to determine the direction of the trade to execute. FIX.4.2
390 BidID String Unique identifier for Bid Response as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day. FIX.4.2
60 TransactTime ✔ UTCTimestamp Time this order request was initiated/released by the trader or trading system. FIX.4.2
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.2.7
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.2
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.2
StandardTrailer ✔ FIX.2.7

ListStatusRequest (35=M)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = M FIX.2.7
66 ListID ✔ String Unique identifier for list as assigned by institution, used to associate multiple individual orders. Uniqueness must be guaranteed within a single trading day. Firms which generate multi-day orders should consider embedding a date within the ListID field to assure uniqueness across days. FIX.2.7
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.2.7
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.2
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.2
StandardTrailer ✔ FIX.2.7

ListStatus (35=N)

The list status message is issued as the response to a List Status Request message sent in an unsolicited fashion by the sell-side. It indicates the current state of the orders within the list as they exist at the broker's site. This message may also be used to respond to the List Cancel Request.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = N FIX.2.7
66 ListID ✔ String Unique identifier for list as assigned by institution, used to associate multiple individual orders. Uniqueness must be guaranteed within a single trading day. Firms which generate multi-day orders should consider embedding a date within the ListID field to assure uniqueness across days. FIX.2.7
429 ListStatusType ✔ int Code to represent the status type.
Value SymbolicName Description Added Updated Deprecated
1 Ack Ack FIX.4.3
2 Response Response FIX.4.3
3 Timed Timed FIX.4.3
4 ExecStarted Exec Started FIX.4.3
5 AllDone All Done FIX.4.3
6 Alert Alert FIX.4.3
FIX.4.2
82 NoRpts ✔ int Total number of messages required to status complete list. FIX.2.7
431 ListOrderStatus ✔ int Code to represent the status of a list order.
Value SymbolicName Description Added Updated Deprecated
1 InBiddingProcess In bidding process FIX.4.3
2 ReceivedForExecution Received for execution FIX.4.3
3 Executing Executing FIX.4.3
4 Cancelling Cancelling FIX.4.3
5 Alert Alert FIX.4.3
6 AllDone All Done FIX.4.3
7 Reject Reject FIX.4.3
FIX.4.2
83 RptSeq ✔ int Sequence number of this report message. FIX.2.7
444 ListStatusText String Free format text string related to List Status. FIX.4.2
445 EncodedListStatusTextLen Length Must be set if EncodedListStatusText field is specified and must immediately precede it. FIX.4.2
446 EncodedListStatusText data Encoded (non-ASCII characters) representation of the ListStatusText field in the encoded format specified via the MessageEncoding field. FIX.4.2
60 TransactTime UTCTimestamp Time of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as "GMT") FIX.4.2
68 TotNoOrders ✔ int Used to support fragmentation. Sum of NoOrders across all messages with the same ListID. FIX.4.2
893 LastFragment Boolean Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
Value SymbolicName Description Added Updated Deprecated
N NotLastMessage Not Last Message FIX.4.4
Y LastMessage Last Message FIX.4.4
FIX.4.4
OrdListStatGrp ✔ Number of orders statused in this message, i.e. number of repeating groups to follow. FIX.4.4
StandardTrailer ✔ FIX.2.7

AllocationInstructionAck (35=P)

In versions of FIX prior to version 4.4, this message was known as the Allocation ACK message.
The Allocation Instruction Ack message is used to acknowledge the receipt of and provide status for an Allocation Instruction message.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = P 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
Parties Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" FIX.4.3
793 SecondaryAllocID String Optional second identifier for the allocation instruction being acknowledged (need not be unique) FIX.4.4
75 TradeDate LocalMktDate Indicates date of trade referenced in this message in YYYYMMDD format. Absence of this field indicates current day (expressed in local time at place of trade). FIX.2.7
60 TransactTime UTCTimestamp Date/Time Allocation Instruction Ack generated FIX.2.7
87 AllocStatus ✔ int Denotes the status of the allocation instruction; received (but not yet processed), rejected (at block or account level) or accepted (and processed).
Value SymbolicName Description Added Updated Deprecated
0 Accepted accepted (successfully processed) FIX.2.7
1 BlockLevelReject block level reject FIX.2.7
2 AccountLevelReject account level reject FIX.2.7
3 Received received (received, not yet processed) FIX.4.0
4 Incomplete incomplete FIX.4.4
5 RejectedByIntermediary rejected by intermediary FIX.4.4
6 AllocationPending allocation pending FIX.4.4EP5
7 Reversed reversed FIX.4.4EP5
FIX.2.7
88 AllocRejCode int Required for AllocStatus = 1 ( block level reject) and for AllocStatus 2 (account level reject) if the individual accounts and reject reasons are not provided in this message
Value SymbolicName Description Added Updated Deprecated
0 UnknownAccount Unknown account(s) FIX.2.7
1 IncorrectQuantity Incorrect quantity FIX.2.7
2 IncorrectAveragegPrice Incorrect averageg price FIX.2.7
3 UnknownExecutingBrokerMnemonic Unknown executing broker mnemonic FIX.2.7
4 CommissionDifference Commission difference FIX.2.7
5 UnknownOrderID Unknown OrderID (37) FIX.2.7
6 UnknownListID Unknown ListID (66) FIX.2.7
7 OtherSeeText Other (further in Text (58)) FIX.2.7
8 IncorrectAllocatedQuantity Incorrect allocated quantity FIX.4.4
9 CalculationDifference Calculation difference FIX.4.4
10 UnknownOrStaleExecID Unknown or stale ExecID FIX.4.4
11 MismatchedData Mismatched data FIX.4.4
12 UnknownClOrdID Unknown ClOrdID FIX.4.4
13 WarehouseRequestRejected Warehouse request rejected FIX.4.4
FIX.2.7
626 AllocType int Describes the specific type or purpose of an Allocation message (i.e. "Buyside Calculated")
(see Volume : "Glossary" for value definitions)
*** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" ***
Value SymbolicName Description Added Updated Deprecated
1 Calculated Calculated (includes MiscFees and NetMoney) FIX.4.3
2 Preliminary Preliminary (without MiscFees and NetMoney) FIX.4.3
3 SellsideCalculatedUsingPreliminary Sellside Calculated Using Preliminary (includes MiscFees and NetMoney) (Replaced) FIX.4.3 FIX.4.2
4 SellsideCalculatedWithoutPreliminary Sellside Calculated Without Preliminary (sent unsolicited by sellside, includes MiscFees and NetMoney) (Replaced) FIX.4.3 FIX.4.2
5 ReadyToBook Ready-To-Book - Single Order FIX.4.3
6 BuysideReadyToBook Buyside Ready-To-Book - Combined Set of Orders (Replaced) FIX.4.3 FIX.4.2
7 WarehouseInstruction Warehouse Instruction FIX.4.4
8 RequestToIntermediary Request to Intermediary FIX.4.4
9 Accept Accept FIX.4.4EP5
10 Reject Reject FIX.4.4EP5
11 AcceptPending Accept Pending FIX.4.4EP5
12 IncompleteGroup Incomplete Group FIX.4.4EP5
13 CompleteGroup Complete Group FIX.4.4EP5
14 ReversalPending Reversal Pending FIX.4.4EP5
FIX.4.4
808 AllocIntermedReqType int Required if AllocType = 8 (Request to Intermediary) Indicates status that is requested to be transmitted to counterparty by the intermediary (i.e. clearing house)
Value SymbolicName Description Added Updated Deprecated
1 PendingAccept Pending Accept FIX.4.4
2 PendingRelease Pending Release FIX.4.4
3 PendingReversal Pending Reversal FIX.4.4
4 Accept Accept FIX.4.4
5 BlockLevelReject Block Level Reject FIX.4.4
6 AccountLevelReject Account Level Reject FIX.4.4
FIX.4.4
573 MatchStatus char Denotes whether the financial details provided on the Allocation Instruction were successfully matched.
Value SymbolicName Description Added Updated Deprecated
0 Compared Compared, matched or affirmed FIX.4.3
1 Uncompared Uncompared, unmatched, or unaffired FIX.4.3
2 AdvisoryOrAlert Advisory or alert FIX.4.3
FIX.4.4
460 Product int Indicates the type of product the security is associated with. See also the CFICode (461) and SecurityType (167) fields.
Value SymbolicName Description Added Updated Deprecated
1 AGENCY AGENCY FIX.4.3
2 COMMODITY COMMODITY FIX.4.3
3 CORPORATE CORPORATE FIX.4.3
4 CURRENCY CURRENCY FIX.4.3
5 EQUITY EQUITY FIX.4.3
6 GOVERNMENT GOVERNMENT FIX.4.3
7 INDEX INDEX FIX.4.3
8 LOAN LOAN FIX.4.3
9 MONEYMARKET MONEYMARKET FIX.4.3
10 MORTGAGE MORTGAGE FIX.4.3
11 MUNICIPAL MUNICIPAL FIX.4.3
12 OTHER OTHER FIX.4.3
13 FINANCING FINANCING FIX.4.4
FIX.4.4
167 SecurityType String Indicates type of security. See also the Product (460) and CFICode (461) fields. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments.
Example values (grouped by Product field value) (Note: additional values may be used by mutual agreement of the counterparties):
* Identify the Issuer in the "Issuer" field(106)
*** REPLACED values - See "Replaced Features and Supported Approach" ***
NOTE: Additional values may be used by mutual agreement of the counterparties)
Value SymbolicName Description Added Updated Deprecated
FUT Future Future FIX.4.1
OPT Option Option FIX.4.1
UST USTreasuryNoteOld US Treasury Note (Deprecated Value Use TNOTE) FIX.4.3 FIX.4.4
USTB USTreasuryBillOld US Treasury Bill (Deprecated Value Use TBILL) FIX.4.1 FIX.4.4
EUSUPRA EuroSupranationalCoupons Euro Supranational Coupons * FIX.4.4
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
SUPRA USDSupranationalCoupons USD Supranational Coupons * FIX.4.4
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
EUCORP EuroCorporateBond Euro Corporate Bond FIX.4.4
XLINKD IndexedLinked Indexed Linked FIX.4.3
STRUCT StructuredNotes Structured Notes FIX.4.3
YANK YankeeCorporateBond Yankee Corporate Bond FIX.4.3
FOR ForeignExchangeContract Foreign Exchange Contract FIX.4.1
CS CommonStock Common Stock FIX.4.1
PS PreferredStock Preferred Stock FIX.4.1
REPO Repurchase Repurchase FIX.4.4
FORWARD Forward Forward FIX.4.4
BUYSELL BuySellback Buy Sellback FIX.4.4
SECLOAN SecuritiesLoan Securities Loan FIX.4.4
SECPLEDGE SecuritiesPledge Securities Pledge FIX.4.4
BRADY BradyBond Brady Bond FIX.4.3
EUSOV EuroSovereigns Euro Sovereigns * FIX.4.4
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
TNOTE USTreasuryNote US Treasury Note FIX.4.4
TBILL USTreasuryBill US Treasury Bill FIX.4.4
TERM TermLoan Term Loan FIX.4.3
RVLV RevolverLoan Revolver Loan FIX.4.3
RVLVTRM Revolver Revolver/Term Loan 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
REPLACD Replaced Replaced FIX.4.3
MATURED Matured Matured FIX.4.3
AMENDED Amended Amended & Restated 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
CP CommercialPaper Commercial Paper FIX.4.1
DN DepositNotes Deposit Notes FIX.4.3
EUCD EuroCertificateOfDeposit Euro Certificate Of Deposit FIX.4.4
EUCP EuroCommercialPaper Euro Commercial Paper FIX.4.4
LQN LiquidityNote Liquidity Note FIX.4.3
MTN MediumTermNotes Medium Term Notes FIX.4.3
ONITE Overnight Overnight FIX.4.3
PN PromissoryNote Promissory Note FIX.4.3
PZFJ PlazosFijos Plazos Fijos FIX.4.3
STN ShortTermLoanNote Short Term Loan Note FIX.4.3
TD TimeDeposit Time Deposit FIX.4.1
XCN ExtendedCommNote Extended Comm Note FIX.4.3
YCD YankeeCertificateOfDeposit Yankee Certificate Of Deposit FIX.4.4
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
MBS MortgageBackedSecurities Mortgage-backed Securities FIX.4.3
MIO MortgageInterestOnly Mortgage Interest Only FIX.4.1
MPO MortgagePrincipalOnly Mortgage Principal Only FIX.4.1
MPP MortgagePrivatePlacement Mortgage Private Placement FIX.4.1
MPT MiscellaneousPassThrough Miscellaneous Pass-through FIX.4.1
PFAND Pfandbriefe Pfandbriefe * FIX.4.4
TBA ToBeAnnounced To Be Announced FIX.4.3
AN OtherAnticipationNotes Other Anticipation Notes (BAN, GAN, etc.) FIX.4.3
COFO CertificateOfObligation Certificate Of Obligation FIX.4.3
COFP CertificateOfParticipation Certificate Of Participation FIX.4.3
GO GeneralObligationBonds General Obligation Bonds FIX.4.3
MT MandatoryTender Mandatory Tender FIX.4.3
RAN RevenueAnticipationNote Revenue Anticipation Note 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
TECP TaxExemptCommercialPaper Tax Exempt Commercial Paper FIX.4.3
TRAN TaxRevenueAnticipationNote Tax Revenue Anticipation Note FIX.4.3
VRDN VariableRateDemandNote Variable Rate Demand Note FIX.4.3
WAR Warrant Warrant FIX.4.1
MF MutualFund Mutual Fund FIX.4.1
MLEG MultilegInstrument Multileg Instrument FIX.4.3
NONE NoSecurityType No Security Type FIX.4.1
OOF OptionsOnFutures Options on Futures FIX.4.4EP19
OOP OptionsOnPhysical Options on Physical FIX.4.4EP19
WLD WildcardEntry Wildcard Entry (was "?" in 4.4, used on Security Definition Request message) FIX.4.4EP-1
CASH Cash Cash FIX.4.4EP28
FIX.4.4
58 Text String Can include explanation for AllocRejCode = 7 (other) FIX.2.7
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.2
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.2
AllocAckGrp This repeating group is optionally used for messages with AllocStatus = 2 (account level reject) to provide details of the individual accounts that caused the rejection, together with reject reasons. This group should not be populated when AllocStatus has any other value.
Indicates number of allocation groups to follow.		 FIX.4.4
StandardTrailer ✔ FIX.2.7

DontKnowTrade (35=Q)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = Q FIX.4.0
37 OrderID ✔ String Broker Order ID as identified on problem execution FIX.4.0
198 SecondaryOrderID String Assigned by the party which accepts the order. Can be used to provide the OrderID (37) used by an exchange or executing system. FIX.4.4
17 ExecID ✔ String Execution ID of problem execution FIX.4.0
127 DKReason ✔ char Reason for execution rejection.
Value SymbolicName Description Added Updated Deprecated
A UnknownSymbol Unknown Symbol FIX.4.0
B WrongSide Wrong Side FIX.4.0
C QuantityExceedsOrder Quantity Exceeds Order FIX.4.0
D NoMatchingOrder No Matching Order FIX.4.0
E PriceExceedsLimit Price Exceeds Limit FIX.4.0
F CalculationDifference Calculation Difference FIX.4.4
Z Other Other FIX.4.0
FIX.4.0
Instrument ✔ Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" FIX.4.3
UndInstrmtGrp Number of underlyings FIX.4.4
InstrmtLegGrp Number of Legs FIX.4.4
54 Side ✔ char Side of order (see Volume : "Glossary" for value definitions)
Value SymbolicName Description Added Updated Deprecated
1 Buy Buy FIX.2.7
2 Sell Sell FIX.2.7
3 BuyMinus Buy minus FIX.2.7
4 SellPlus Sell plus FIX.2.7
5 SellShort Sell short FIX.2.7
6 SellShortExempt Sell short exempt FIX.2.7
7 Undisclosed Undisclosed (valid for IOI and List Order messages only) FIX.4.1
8 Cross Cross (orders where counterparty is an exchange, valid for all messages except IOIs) FIX.4.1
9 CrossShort Cross short FIX.4.2
A CrossShortExempt Cross short exxmpt FIX.4.3
B AsDefined "As Defined" (for use with multileg instruments) FIX.4.3
C Opposite "Opposite" (for use with multileg instruments) FIX.4.3
D Subscribe Subscribe (e.g. CIV) FIX.4.4
E Redeem Redeem (e.g. CIV) FIX.4.4
F Lend Lend (FINANCING - identifies direction of collateral) FIX.4.4
G Borrow Borrow (FINANCING - identifies direction of collateral) FIX.4.4
FIX.4.0
OrderQtyData ✔ Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" FIX.4.3
32 LastQty Qty Required if specified on the ExecutionRpt FIX.4.0
31 LastPx Price Required if specified on the ExecutionRpt FIX.4.0
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.0
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.2
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.2
StandardTrailer ✔ FIX.4.0

QuoteRequest (35=R)

In some markets it is the practice to request quotes from brokers prior to placement of an order. The quote request message is used for this purpose. This message is commonly referred to as an Request For Quote (RFQ)

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = R FIX.4.0
131 QuoteReqID ✔ String Unique identifier for quote request FIX.4.0
644 RFQReqID String For tradeable quote model - used to indicate to which RFQ Request this Quote Request is in response. FIX.4.3
11 ClOrdID String Required when QuoteType is Tradeable and the OrdType is Limit. FIX.4.4
528 OrderCapacity char Designates the capacity of the firm placing the order.
(as of FIX 4.3, this field replaced Rule80A (tag 47) --used in conjunction with OrderRestrictions (529) field)
(see Volume : "Glossary" for value definitions)
Value SymbolicName Description Added Updated Deprecated
A Agency Agency FIX.4.3
G Proprietary Proprietary FIX.4.3
I Individual Individual FIX.4.3
P Principal Principal (Note for CMS purposes, "Principal" includes "Proprietary") FIX.4.3
R RisklessPrincipal Riskless Principal FIX.4.3
W AgentForOtherMember Agent for Other Member FIX.4.3
FIX.4.4
QuotReqGrp ✔ Number of related symbols (instruments) in Request FIX.4.4
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.3
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.3
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.3
StandardTrailer ✔ FIX.4.0

Quote (35=S)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = S FIX.4.0
131 QuoteReqID String Required when quote is in response to a Quote Request message FIX.4.0
117 QuoteID ✔ String Unique identifier for quote FIX.4.0
693 QuoteRespID String Required when responding to the Quote Response message. The counterparty specified ID of the Quote Response message. FIX.4.4
537 QuoteType int Quote Type If not specified, the default is an indicative quote
Value SymbolicName Description Added Updated Deprecated
0 Indicative Indicative FIX.4.3
1 Tradeable Tradeable FIX.4.3
2 RestrictedTradeable Restricted Tradeable FIX.4.3
3 Counter Counter (tradeable) FIX.4.4
FIX.4.3
QuotQualGrp FIX.4.4
301 QuoteResponseLevel int Level of Response requested from receiver of quote messages.
Value SymbolicName Description Added Updated Deprecated
0 NoAcknowledgement No Acknowledgement (default) FIX.4.2
1 AcknowledgeOnlyNegativeOrErroneousQuotes Acknowledge only negative or erroneous quotes FIX.4.2
2 AcknowledgeEachQuoteMessage Acknowledge each quote messages FIX.4.2
FIX.4.2
Parties Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" FIX.4.3
336 TradingSessionID String Identifier for Trading Session
Can be used to represent a specific market trading session (e.g. "PRE-OPEN", "CROSS_2", "AFTER-HOURS", "TOSTNET", "TOSTNET2", etc).
To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID.
Values should be bi-laterally agreed to between counterparties.
Firms may register Trading Session values on the FIX website (presently a document maintained within "ECN and Exchanges" working group section). 		FIX.4.2
625 TradingSessionSubID String Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties.
Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. 		FIX.4.3
Instrument ✔ Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" FIX.4.3
FinancingDetails Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" FIX.4.4
UndInstrmtGrp Number of underlyings FIX.4.4
54 Side char Required for Tradeable or Counter quotes of single instruments
Value SymbolicName Description Added Updated Deprecated
1 Buy Buy FIX.2.7
2 Sell Sell FIX.2.7
3 BuyMinus Buy minus FIX.2.7
4 SellPlus Sell plus FIX.2.7
5 SellShort Sell short FIX.2.7
6 SellShortExempt Sell short exempt FIX.2.7
7 Undisclosed Undisclosed (valid for IOI and List Order messages only) FIX.4.1
8 Cross Cross (orders where counterparty is an exchange, valid for all messages except IOIs) FIX.4.1
9 CrossShort Cross short FIX.4.2
A CrossShortExempt Cross short exxmpt FIX.4.3
B AsDefined "As Defined" (for use with multileg instruments) FIX.4.3
C Opposite "Opposite" (for use with multileg instruments) FIX.4.3
D Subscribe Subscribe (e.g. CIV) FIX.4.4
E Redeem Redeem (e.g. CIV) FIX.4.4
F Lend Lend (FINANCING - identifies direction of collateral) FIX.4.4
G Borrow Borrow (FINANCING - identifies direction of collateral) FIX.4.4
FIX.4.4
OrderQtyData Required for Tradeable quotes or Counter quotes of single instruments FIX.4.4
63 SettlType String Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular)
Regular is defined as the default settlement period for the particular security on the exchange of execution.
In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue.
Additionally the following patterns may be uses as well as enum values
Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0
Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0
Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0
Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0
Noted that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days.
Value SymbolicName Description Added Updated Deprecated
0 Regular Regular / FX Spot settlement (T+1 or T+2 depending on currency) FIX.2.7
1 Cash Cash (TOD / T+0) FIX.2.7
2 NextDay Next Day (TOM / T+1) FIX.2.7
3 TPlus2 T+2 FIX.2.7
4 TPlus3 T+3 FIX.2.7
5 TPlus4 T+4 FIX.2.7
6 Future Future FIX.2.7
7 WhenAndIfIssued When And If Issued FIX.2.7
8 SellersOption Sellers Option FIX.2.7
9 TPlus5 T+5 FIX.3.0
B BrokenDate Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified FIX.4.4EP25
C FXSpotNextSettlement FX Spot Next settlement (Spot+1, aka next day) FIX.4.4EP21
FIX.4.3
64 SettlDate LocalMktDate Can be used with forex quotes to specify a specific "value date" FIX.4.1
193 SettlDate2 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 FIX.5.0
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 FIX.5.0
15 Currency Currency Can be used to specify the currency of the quoted prices. May differ from the ‘normal’ trading currency of the instrument being quoted FIX.4.2
Stipulations Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages" FIX.4.4
1 Account String Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager. FIX.4.3
660 AcctIDSource int Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.
Value SymbolicName Description Added Updated Deprecated
1 BIC BIC FIX.4.4
2 SIDCode SID Code FIX.4.4
3 TFM TFM (GSPTA) FIX.4.4
4 OMGEO OMGEO (Alert ID) FIX.4.4
5 DTCCCode DTCC Code FIX.4.4
99 Other Other (custom or proprietary) FIX.4.4
FIX.4.4
581 AccountType int Type of account associated with the order (Origin)
Value SymbolicName Description Added Updated Deprecated
1 CarriedCustomerSide Account is carried on customer side of the books FIX.4.3
2 CarriedNonCustomerSide Account is carried on non-customer side of books FIX.4.3
3 HouseTrader House Trader FIX.4.3
4 FloorTrader Floor Trader FIX.4.3
6 CarriedNonCustomerSideCrossMargined Account is carried on non-customer side of books and is cross margined FIX.4.3
7 HouseTraderCrossMargined Account is house trader and is cross margined FIX.4.3
8 JointBackOfficeAccount Joint back office account (JBO) FIX.4.3
FIX.4.3
LegQuotGrp Required for multileg quotes FIX.4.4
132 BidPx Price If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. FIX.4.0
133 OfferPx Price If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. FIX.4.0
645 MktBidPx Price Can be used by markets that require showing the current best bid and offer FIX.4.3
646 MktOfferPx Price Can be used by markets that require showing the current best bid and offer FIX.4.3
647 MinBidSize Qty Specifies the minimum bid size. Used for markets that use a minimum and maximum bid size. FIX.4.3
134 BidSize Qty Specifies the bid size. If MinBidSize is specified, BidSize is interpreted to contain the maximum bid size. FIX.4.0
648 MinOfferSize Qty Specifies the minimum offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size. FIX.4.3
135 OfferSize Qty Specified the offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size. FIX.4.0
62 ValidUntilTime UTCTimestamp The time when the quote will expire FIX.4.0
188 BidSpotRate Price May be applicable for F/X quotes FIX.4.1
190 OfferSpotRate Price May be applicable for F/X quotes FIX.4.1
189 BidForwardPoints PriceOffset May be applicable for F/X quotes FIX.4.1
191 OfferForwardPoints PriceOffset May be applicable for F/X quotes FIX.4.1
1065 BidSwapPoints PriceOffset Bid swap points of an FX Swap quote. FIX.4.4
1066 OfferSwapPoints PriceOffset The offer FX Swap points for an FX Swap. It is the "far offer forward points - near bid forward points". Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 FIX.4.4
631 MidPx Price Mid price/rate FIX.4.3
632 BidYield Percentage Bid yield FIX.4.3
633 MidYield Percentage Mid yield FIX.4.3
634 OfferYield Percentage Offer yield FIX.4.3
60 TransactTime UTCTimestamp Time of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as "GMT") FIX.4.1
40 OrdType char Can be used to specify the type of order the quote is for
Value SymbolicName Description Added Updated Deprecated
1 Market Market FIX.2.7
2 Limit Limit FIX.2.7
3 Stop Stop / Stop Loss FIX.2.7
4 StopLimit Stop Limit FIX.2.7
5 MarketOnClose Market On Close (No longer used) FIX.2.7 FIX.4.3
6 WithOrWithout With Or Without FIX.2.7
7 LimitOrBetter Limit Or Better FIX.2.7 FIX.4.4
8 LimitWithOrWithout Limit With Or Without FIX.2.7
9 OnBasis On Basis FIX.2.7
A OnClose On Close (No longer used) FIX.2.7 FIX.4.3
B LimitOnClose Limit On Close (No longer used) FIX.2.7 FIX.4.3
C ForexMarket Forex Market (No longer used) FIX.4.0 FIX.4.3
D PreviouslyQuoted Previously Quoted FIX.4.0
E PreviouslyIndicated Previously Indicated FIX.4.0
F ForexLimit Forex Limit (No longer used) FIX.4.1 FIX.4.3
G ForexSwap Forex Swap FIX.4.1
H ForexPreviouslyQuoted Forex Previously Quoted (No longer used) FIX.4.1 FIX.4.3
I Funari Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan) FIX.4.2
J MarketIfTouched Market If Touched (MIT) FIX.4.3
K MarketWithLeftOverAsLimit Market With Left Over as Limit (market order with unexecuted quantity becoming 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
Q CounterOrderSelection Counter-order selection FIX.4.4EP22
FIX.4.1
642 BidForwardPoints2 PriceOffset Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value FIX.4.3 FIX.5.0
643 OfferForwardPoints2 PriceOffset Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value FIX.4.3 FIX.5.0
656 SettlCurrBidFxRate float Can be used when the quote is provided in a currency other than the instrument’s ‘normal’ trading currency. Applies to all bid prices contained in this quote message FIX.4.3
657 SettlCurrOfferFxRate float Can be used when the quote is provided in a currency other than the instrument’s ‘normal’ trading currency. Applies to all offer prices contained in this quote message FIX.4.3
156 SettlCurrFxRateCalc char Can be used when the quote is provided in a currency other than the instruments trading currency.
Value SymbolicName Description Added Updated Deprecated
M Multiply Multiply FIX.4.4EP38
D Divide Divide FIX.4.4EP38
FIX.4.3
13 CommType char Can be used to show the counterparty the commission associated with the transaction.
Value SymbolicName Description Added Updated Deprecated
1 PerUnit Per Unit (implying shares, par, currency, etc.) FIX.2.7
2 Percent Percent FIX.2.7
3 Absolute Absolute (total monetary amount) FIX.2.7
4 PercentageWaivedCashDiscount Percentage waived - cash discount (for CIV buy orders) FIX.4.3
5 PercentageWaivedEnhancedUnits Percentage waived -= enhanced units (for CIV buy orders) FIX.4.3
6 PointsPerBondOrContract Points per bond or contract (supply ContractMultiplier (231) in the component block if the object security is denominated in a size other than the industry default - 1000 par for bonds) FIX.4.3
FIX.4.3
12 Commission Amt Can be used to show the counterparty the commission associated with the transaction. FIX.4.3
582 CustOrderCapacity int For Futures Exchanges
Value SymbolicName Description Added Updated Deprecated
1 MemberTradingForTheirOwnAccount Member trading for their own account FIX.4.4
2 ClearingFirmTradingForItsProprietaryAccount Clearing Firm trading for its proprietary account FIX.4.4
3 MemberTradingForAnotherMember Member trading for another member FIX.4.4
4 AllOther All other FIX.4.4
FIX.4.3
100 ExDestination Exchange Used when routing quotes to multiple markets FIX.4.3
1133 ExDestinationIDSource char The ID source of ExDestination
Value SymbolicName Description Added Updated Deprecated
B BIC BIC (Bank Identification Code) (ISO 9362) FIX.4.4EP-1
C GeneralIdentifier Generally accepted market participant identifier (e.g. NASD mnemonic) FIX.4.4EP-1
D Proprietary Proprietary / Custom code FIX.4.4EP-1
E ISOCountryCode ISO Country Code FIX.4.4EP-1
G MIC MIC (ISO 10383 - Market Identifier Code) FIX.4.4EP-1
FIX.4.4
528 OrderCapacity char Designates the capacity of the firm placing the order.
(as of FIX 4.3, this field replaced Rule80A (tag 47) --used in conjunction with OrderRestrictions (529) field)
(see Volume : "Glossary" for value definitions)
Value SymbolicName Description Added Updated Deprecated
A Agency Agency FIX.4.3
G Proprietary Proprietary FIX.4.3
I Individual Individual FIX.4.3
P Principal Principal (Note for CMS purposes, "Principal" includes "Proprietary") FIX.4.3
R RisklessPrincipal Riskless Principal FIX.4.3
W AgentForOtherMember Agent for Other Member FIX.4.3
FIX.4.4
423 PriceType int Code to represent the price type.
(For Financing transactions PriceType implies the "repo type" – Fixed or Floating – 9 (Yield) or 6 (Spread) respectively - and Price (44) gives the corresponding "repo rate".
See Volume : "Glossary" for further value definitions)
Value SymbolicName Description Added Updated Deprecated
1 Percentage Percentage (i.e. percent of par) (often called "dollar price" for fixed income) FIX.4.2
2 PerUnit Per unit (i.e. per share or contract) FIX.4.2
3 FixedAmount Fixed amount (absolute value) FIX.4.2
4 Discount Discount - percentage points below par FIX.4.3
5 Premium Premium - percentage points over par FIX.4.3
6 Spread Spread (basis points spread) FIX.4.3
7 TEDPrice TED Price FIX.4.3
8 TEDYield TED Yield FIX.4.3
9 Yield Yield FIX.4.4
10 FixedCabinetTradePrice Fixed cabinet trade price (primarily for listed futures and options) FIX.4.4
11 VariableCabinetTradePrice Variable cabinet trade price (primarily for listed futures and options) FIX.4.4
13 ProductTicksInHalfs Product ticks in halfs FIX.4.4EP19
14 ProductTicksInFourths Product ticks in fourths FIX.4.4EP19
15 ProductTicksInEights Product ticks in eights FIX.4.4EP19
16 ProductTicksInSixteenths Product ticks in sixteenths FIX.4.4EP19
17 ProductTicksInThirtySeconds Product ticks in thirty-seconds FIX.4.4EP19
18 ProductTicksInSixtyForths Product ticks in sixty-forths FIX.4.4EP19
19 ProductTicksInOneTwentyEights Product ticks in one-twenty-eights FIX.4.4EP19
FIX.4.4
SpreadOrBenchmarkCurveData FIX.4.4
YieldData FIX.4.4
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.3
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.3
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.3
StandardTrailer ✔ FIX.4.0

SettlementInstructions (35=T)

The Settlement Instructions message provides the broker’s, the institution’s, or the intermediary’s instructions for trade settlement. This message has been designed so that it can be sent from the broker to the institution, from the institution to the broker, or from either to an independent "standing instructions" database or matching system or, for CIV, from an intermediary to a fund manager.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = T FIX.4.1
777 SettlInstMsgID ✔ String Unique identifier for this message FIX.4.4
791 SettlInstReqID String Only used when this message is used to respond to a settlement instruction request (to which this ID refers) FIX.4.4
160 SettlInstMode ✔ char 1=Standing Instructions, 2=Specific Allocation Account Overriding, 3=Specific Allocation Account Standing , 4=Specific Order, 5=Reject SSI request
Value SymbolicName Description Added Updated Deprecated
0 Default Default (Replaced) FIX.4.1
1 StandingInstructionsProvided Standing Instructions Provided FIX.4.1
2 SpecificAllocationAccountOverriding Specific Allocation Account Overriding (Replaced) FIX.4.1
3 SpecificAllocationAccountStanding Specific Allocation Account Standing (Replaced) FIX.4.1
4 SpecificOrderForASingleAccount Specific Order for a single account (for CIV) FIX.4.3
5 RequestReject Request reject FIX.4.4
FIX.4.1
792 SettlInstReqRejCode int Required for SettlInstMode = 5. Used to provide reason for rejecting a Settlement Instruction Request message.
Value SymbolicName Description Added Updated Deprecated
0 UnableToProcessRequest Unable to process request FIX.4.4
1 UnknownAccount Unknown account FIX.4.4
2 NoMatchingSettlementInstructionsFound No matching settlement instructions found FIX.4.4
99 Other Other FIX.4.4
FIX.4.4
58 Text String Can be used to provide any additional rejection text where rejecting a Settlement Instruction Request message. FIX.4.4
354 EncodedTextLen Length Byte length of encoded (non-ASCII characters) EncodedText (355) field. FIX.4.4
355 EncodedText data Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Text field. FIX.4.4
11 ClOrdID String Required for SettlInstMode=4. FIX.4.3
60 TransactTime ✔ UTCTimestamp Date/time this message was generated FIX.4.1
SettlInstGrp Required except where SettlInstMode is 5=Reject SSI request FIX.4.4
StandardTrailer ✔ FIX.4.1

MarketDataRequest (35=V)

Some systems allow the transmission of real-time quote, order, trade, trade volume, open interest, and/or other price information on a subscription basis. A Market Data Request is a general request for market data on specific securities or forex quotes.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = V FIX.4.2
262 MDReqID ✔ String Must be unique, or the ID of previous Market Data Request to disable if SubscriptionRequestType = Disable previous Snapshot + Updates Request (2). FIX.4.2
263 SubscriptionRequestType ✔ char SubcriptionRequestType indicates to the other party what type of response is expected. A snapshot request only asks for current information. A subscribe request asks for updates as the status changes. Unsubscribe will cancel any future update messages from the counter party.
Value SymbolicName Description Added Updated Deprecated
0 Snapshot Snapshot FIX.4.2
1 SnapshotAndUpdates Snapshot + Updates (Subscribe) FIX.4.2
2 DisablePreviousSnapshot Disable previous Snapshot + Update Request (Unsubscribe) FIX.4.2
FIX.4.2
264 MarketDepth ✔ int Depth of market for Book Snapshot FIX.4.2
265 MDUpdateType int Required if SubscriptionRequestType = Snapshot + Updates (1).
Value SymbolicName Description Added Updated Deprecated
0 FullRefresh Full refersh FIX.4.2
1 IncrementalRefresh Incremental refres FIX.4.2
FIX.4.2
266 AggregatedBook Boolean Specifies whether or not book entries should be aggregated. (Not specified) = broker option
Value SymbolicName Description Added Updated Deprecated
Y BookEntriesToBeAggregated book entries to be aggregated FIX.4.4EP34
N BookEntriesShouldNotBeAggregated book entries should not be aggregated FIX.4.4EP34
FIX.4.2
286 OpenCloseSettlFlag MultipleCharValue Can be used to clarify a request if MDEntryType = Opening Price(4), Closing Price(5), or Settlement Price(6).
Value SymbolicName Description Added Updated Deprecated
0 DailyOpen Daily Open / Close / Settlement entry FIX.4.2
1 SessionOpen Session Open / Close / Settlement entry FIX.4.2
2 DeliverySettlementEntry Delivery Settlement entry FIX.4.2
3 ExpectedEntry Expected entry FIX.4.3
4 EntryFromPreviousBusinessDay Entry from previous business day FIX.4.3
5 TheoreticalPriceValue Theoretical Price value FIX.4.4
FIX.4.3
546 Scope MultipleCharValue Defines the scope(s) of the request
Value SymbolicName Description Added Updated Deprecated
1 LocalMarket Local Market (Exchange, ECN, ATS) FIX.4.3
2 National National FIX.4.3
3 Global Global FIX.4.3
FIX.4.3
547 MDImplicitDelete Boolean Can be used when MarketDepth >= 2 and MDUpdateType = Incremental Refresh(1).
Value SymbolicName Description Added Updated Deprecated
N No Server must send an explicit delete for bids or offers falling outside the requested MarketDepth of the request FIX.4.3
Y Yes Client has responsibility for implicitly deleting bids or offers falling outside the MarketDepth of the request FIX.4.3
FIX.4.3
MDReqGrp ✔ Number of MDEntryType fields requested. FIX.4.4
InstrmtMDReqGrp ✔ Number of symbols (instruments) requested. FIX.4.4
TrdgSesGrp Number of trading sessions for which the request is valid. FIX.4.4
815 ApplQueueAction int Action to take if application level queuing exists
Value SymbolicName Description Added Updated Deprecated
0 NoActionTaken No Action Taken FIX.4.4
1 QueueFlushed Queue Flushed FIX.4.4
2 OverlayLast Overlay Last FIX.4.4
3 EndSession End Session FIX.4.4
FIX.4.4
812 ApplQueueMax int Maximum application queue depth that must be exceeded before queuing action is taken. FIX.4.4
1070 MDQuoteType int Identifies market data quote type.
Value SymbolicName Description Added Updated Deprecated
0 Indicative Indicative FIX.4.4EP32
1 Tradeable Tradeable FIX.4.4EP32
2 RestrictedTradeable Restricted Tradeable FIX.4.4EP32
3 Counter Counter FIX.4.4EP32
4 IndicativeAndTradeable Indicative and Tradeable FIX.4.4EP32
FIX.4.4
StandardTrailer ✔ FIX.4.2

MarketDataSnapshotFullRefresh (35=W)

The Market Data messages are used as the response to a Market Data Request message. In all cases, one Market Data message refers only to one Market Data Request. It can be used to transmit a 2-sided book of orders or list of quotes, a list of trades, index values, opening, closing, settlement, high, low, or VWAP prices, the trade volume or open interest for a security, or any combination of these.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = W FIX.4.2
963 MDReportID int Unique indentifier for Market Data Report FIX.4.4
715 ClearingBusinessDate LocalMktDate The "Clearing Business Date" referred to by this maintenance request. FIX.4.4
1021 MDBookType int Describes the type of book for which the feed is intended. Can be used when multiple feeds are provided over the same connection
Value SymbolicName Description Added Updated Deprecated
1 TopOfBook Top of Book FIX.4.4EP-1
2 PriceDepth Price Depth FIX.4.4EP-1
3 OrderDepth Order Depth FIX.4.4EP-1
FIX.4.4
1022 MDFeedType String Describes a class of service for a given data feed, ie Regular and Market Maker FIX.4.4
75 TradeDate LocalMktDate Used to specify the trading date for which a set of market data applies FIX.4.4
262 MDReqID String Conditionally required if this message is in response to a Market Data Request. FIX.4.2
Instrument ✔ Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" FIX.4.3
UndInstrmtGrp Number of underlyings FIX.4.4
InstrmtLegGrp Required for multileg quotes FIX.4.4
291 FinancialStatus MultipleCharValue Identifies a firm's or a security's financial status
Value SymbolicName Description Added Updated Deprecated
1 Bankrupt Bankrupt FIX.4.2
2 PendingDelisting Pending delisting FIX.4.3
3 Restricted Restricted FIX.4.4EP12
FIX.4.2
292 CorporateAction MultipleCharValue Identifies the type of Corporate Action.
Value SymbolicName Description Added Updated Deprecated
A ExDividend Ex-Dividend FIX.4.2
B ExDistribution Ex-Distribution FIX.4.2
C ExRights Ex-Rights FIX.4.2
D New New FIX.4.2
E ExInterest Ex-Interest FIX.4.2
F CashDividend Cash Dividend FIX.4.4EP4
G StockDividend Stock Dividend FIX.4.4EP4
H NonIntegerStockSplit Non-Integer Stock Split FIX.4.4EP4
I ReverseStockSplit Reverse Stock Split FIX.4.4EP4
J StandardIntegerStockSplit Standard-Integer Stock Split FIX.4.4EP4
K PositionConsolidation Position Consolidation FIX.4.4EP4
L LiquidationReorganization Liquidation Reorganization FIX.4.4EP4
M MergerReorganization Merger Reorganization FIX.4.4EP4
N RightsOffering Rights Offering FIX.4.4EP4
O ShareholderMeeting Shareholder Meeting FIX.4.4EP4
P Spinoff Spinoff FIX.4.4EP4
Q TenderOffer Tender Offer FIX.4.4EP4
R Warrant Warrant FIX.4.4EP4
S SpecialAction Special Action FIX.4.4EP4
T SymbolConversion Symbol Conversion FIX.4.4EP4
U CUSIP CUSIP / Name Change FIX.4.4EP4
V LeapRollover Leap Rollover FIX.4.4EP8
FIX.4.2
451 NetChgPrevDay PriceOffset Net change from previous day’s closing price vs. last traded price. FIX.4.3
MDFullGrp ✔ Number of entries following. FIX.4.4
813 ApplQueueDepth int Depth of application messages queued for transmission as of delivery of this message FIX.4.4
814 ApplQueueResolution int Action taken to resolve application queuing
Value SymbolicName Description Added Updated Deprecated
0 NoActionTaken No Action Taken FIX.4.4
1 QueueFlushed Queue Flushed FIX.4.4
2 OverlayLast Overlay Last FIX.4.4
3 EndSession End Session FIX.4.4
FIX.4.4
RoutingGrp FIX.4.4
StandardTrailer ✔ FIX.4.2

MarketDataIncrementalRefresh (35=X)

The Market Data message for incremental updates may contain any combination of new, changed, or deleted Market Data Entries, for any combination of instruments, with any combination of trades, imbalances, quotes, index values, open, close, settlement, high, low, and VWAP prices, trade volume and open interest so long as the maximum FIX message size is not exceeded. All of these types of Market Data Entries can be changed and deleted.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = X FIX.4.2
1021 MDBookType int Describes the type of book for which the feed is intended. Can be used when multiple feeds are provided over the same connection
Value SymbolicName Description Added Updated Deprecated
1 TopOfBook Top of Book FIX.4.4EP-1
2 PriceDepth Price Depth FIX.4.4EP-1
3 OrderDepth Order Depth FIX.4.4EP-1
FIX.4.4
1022 MDFeedType String Describes a class of service for a given data feed, ie Regular and Market Maker FIX.4.4
75 TradeDate LocalMktDate Used to specify the trading date for which a set of market data applies FIX.4.4
262 MDReqID String Conditionally required if this message is in response to a Market Data Request. FIX.4.2
MDIncGrp ✔ Number of entries following. FIX.4.4
813 ApplQueueDepth int Depth of application messages queued for transmission as of delivery of this message FIX.4.4
814 ApplQueueResolution int Action taken to resolve application queuing
Value SymbolicName Description Added Updated Deprecated
0 NoActionTaken No Action Taken FIX.4.4
1 QueueFlushed Queue Flushed FIX.4.4
2 OverlayLast Overlay Last FIX.4.4
3 EndSession End Session FIX.4.4
FIX.4.4
RoutingGrp FIX.4.4
StandardTrailer ✔ FIX.4.2

MarketDataRequestReject (35=Y)

The Market Data Request Reject is used when the broker cannot honor the Market Data Request, due to business or technical reasons. Brokers may choose to limit various parameters, such as the size of requests, whether just the top of book or the entire book may be displayed, and whether Full or Incremental updates must be used.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = Y FIX.4.2
262 MDReqID ✔ String Must refer to the MDReqID of the request. FIX.4.2
281 MDReqRejReason char Reason for the rejection of a Market Data request.
Value SymbolicName Description Added Updated Deprecated
0 UnknownSymbol Unknown symbol FIX.4.2
1 DuplicateMDReqID Duplicate MDReqID FIX.4.2
2 InsufficientBandwidth Insufficient Bandwidth FIX.4.2
3 InsufficientPermissions Insufficient Permissions FIX.4.2
4 UnsupportedSubscriptionRequestType Unsupported SubscriptionRequestType FIX.4.2
5 UnsupportedMarketDepth Unsupported MarketDepth FIX.4.2
6 UnsupportedMDUpdateType Unsupported MDUpdateType FIX.4.2
7 UnsupportedAggregatedBook Unsupported AggregatedBook FIX.4.2
8 UnsupportedMDEntryType Unsupported MDEntryType FIX.4.2
9 UnsupportedTradingSessionID Unsupported TradingSessionID FIX.4.3
A UnsupportedScope Unsupported Scope FIX.4.3
B UnsupportedOpenCloseSettleFlag Unsupported OpenCloseSettleFlag FIX.4.3
C UnsupportedMDImplicitDelete Unsupported MDImplicitDelete FIX.4.3
D InsufficientCredit Insufficient credit FIX.4.4EP21
FIX.4.2
MDRjctGrp FIX.4.4
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.2
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.2
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.2
StandardTrailer ✔ FIX.4.2

QuoteCancel (35=Z)

The Quote Cancel message is used by an originator of quotes to cancel quotes.
The Quote Cancel message supports cancellation of:
• All quotes
• Quotes for a specific symbol or security ID
• All quotes for a security type
• All quotes for an underlying

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = Z FIX.4.2
131 QuoteReqID String Required when quote is in response to a Quote Request message FIX.4.2
117 QuoteID String Conditionally required when QuoteCancelType = 5 (cancel quote specified in QuoteID) FIX.4.2
298 QuoteCancelType ✔ int Identifies the type of Quote Cancel request.
Value SymbolicName Description Added Updated Deprecated
1 CancelForOneOrMoreSecurities Cancel for Symbol(s) FIX.4.2
2 CancelForSecurityType Cancel for Security Type(s) FIX.4.2
3 CancelForUnderlyingSecurity Cancel for Underlying Symbol FIX.4.2
4 CancelAllQuotes Cancel All Quotes FIX.4.2
5 CancelQuoteSpecifiedInQuoteID Cancel quote specified in QuoteID FIX.4.4EP21
FIX.4.2
301 QuoteResponseLevel int Level of Response requested from receiver of quote messages.
Value SymbolicName Description Added Updated Deprecated
0 NoAcknowledgement No Acknowledgement (default) FIX.4.2
1 AcknowledgeOnlyNegativeOrErroneousQuotes Acknowledge only negative or erroneous quotes FIX.4.2
2 AcknowledgeEachQuoteMessage Acknowledge each quote messages FIX.4.2
FIX.4.2
Parties Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" FIX.4.3
1 Account String Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager. FIX.4.3
660 AcctIDSource int Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.
Value SymbolicName Description Added Updated Deprecated
1 BIC BIC FIX.4.4
2 SIDCode SID Code FIX.4.4
3 TFM TFM (GSPTA) FIX.4.4
4 OMGEO OMGEO (Alert ID) FIX.4.4
5 DTCCCode DTCC Code FIX.4.4
99 Other Other (custom or proprietary) FIX.4.4
FIX.4.4
581 AccountType int Type of account associated with the order (Origin)
Value SymbolicName Description Added Updated Deprecated
1 CarriedCustomerSide Account is carried on customer side of the books FIX.4.3
2 CarriedNonCustomerSide Account is carried on non-customer side of books FIX.4.3
3 HouseTrader House Trader FIX.4.3
4 FloorTrader Floor Trader FIX.4.3
6 CarriedNonCustomerSideCrossMargined Account is carried on non-customer side of books and is cross margined FIX.4.3
7 HouseTraderCrossMargined Account is house trader and is cross margined FIX.4.3
8 JointBackOfficeAccount Joint back office account (JBO) FIX.4.3
FIX.4.3
336 TradingSessionID String Identifier for Trading Session
Can be used to represent a specific market trading session (e.g. "PRE-OPEN", "CROSS_2", "AFTER-HOURS", "TOSTNET", "TOSTNET2", etc).
To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID.
Values should be bi-laterally agreed to between counterparties.
Firms may register Trading Session values on the FIX website (presently a document maintained within "ECN and Exchanges" working group section). 		FIX.4.2
625 TradingSessionSubID String Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties.
Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. 		FIX.4.3
QuotCxlEntriesGrp The number of securities (instruments) whose quotes are to be canceled
Not required when cancelling all quotes.		 FIX.4.4
StandardTrailer ✔ FIX.4.2

QuoteStatusRequest (35=a)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = a (lowercase) FIX.4.2
649 QuoteStatusReqID String Unique identifier for Quote Status Request. FIX.4.3
117 QuoteID String Unique identifier for quote FIX.4.2
Instrument ✔ Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" FIX.4.3
FinancingDetails Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" FIX.4.4
UndInstrmtGrp Number of underlyings FIX.4.4
InstrmtLegGrp Required for multileg quotes FIX.4.4
Parties Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" FIX.4.3
1 Account String Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager. FIX.4.3
660 AcctIDSource int Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.
Value SymbolicName Description Added Updated Deprecated
1 BIC BIC FIX.4.4
2 SIDCode SID Code FIX.4.4
3 TFM TFM (GSPTA) FIX.4.4
4 OMGEO OMGEO (Alert ID) FIX.4.4
5 DTCCCode DTCC Code FIX.4.4
99 Other Other (custom or proprietary) FIX.4.4
FIX.4.4
581 AccountType int Type of account associated with the order (Origin)
Value SymbolicName Description Added Updated Deprecated
1 CarriedCustomerSide Account is carried on customer side of the books FIX.4.3
2 CarriedNonCustomerSide Account is carried on non-customer side of books FIX.4.3
3 HouseTrader House Trader FIX.4.3
4 FloorTrader Floor Trader FIX.4.3
6 CarriedNonCustomerSideCrossMargined Account is carried on non-customer side of books and is cross margined FIX.4.3
7 HouseTraderCrossMargined Account is house trader and is cross margined FIX.4.3
8 JointBackOfficeAccount Joint back office account (JBO) FIX.4.3
FIX.4.3
336 TradingSessionID String Identifier for Trading Session
Can be used to represent a specific market trading session (e.g. "PRE-OPEN", "CROSS_2", "AFTER-HOURS", "TOSTNET", "TOSTNET2", etc).
To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID.
Values should be bi-laterally agreed to between counterparties.
Firms may register Trading Session values on the FIX website (presently a document maintained within "ECN and Exchanges" working group section). 		FIX.4.2
625 TradingSessionSubID String Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties.
Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. 		FIX.4.3
263 SubscriptionRequestType char Used to subscribe for Quote Status Report messages
Value SymbolicName Description Added Updated Deprecated
0 Snapshot Snapshot FIX.4.2
1 SnapshotAndUpdates Snapshot + Updates (Subscribe) FIX.4.2
2 DisablePreviousSnapshot Disable previous Snapshot + Update Request (Unsubscribe) FIX.4.2
FIX.4.3
StandardTrailer ✔ FIX.4.2

MassQuoteAcknowledgement (35=b)

Mass Quote Acknowledgement is used as the application level response to a Mass Quote message.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = b (lowercase) FIX.4.2
131 QuoteReqID String Required when acknowledgment is in response to a Quote Request message FIX.4.2
117 QuoteID String Required when acknowledgment is in response to a Quote message FIX.4.2
297 QuoteStatus ✔ int Status of the mass quote acknowledgement.
Value SymbolicName Description Added Updated Deprecated
0 Accepted Accepted FIX.4.2
1 CancelForSymbol Cancel for Symbol(s) FIX.4.2
2 CanceledForSecurityType Canceled for Security Type(s) FIX.4.2
3 CanceledForUnderlying Canceled for Underlying FIX.4.2
4 CanceledAll Canceled All FIX.4.2
5 Rejected Rejected FIX.4.2
6 RemovedFromMarket Removed from Market FIX.4.3
7 Expired Expired FIX.4.3
8 Query Query FIX.4.3
9 QuoteNotFound Quote Not Found FIX.4.3
10 Pending Pending FIX.4.3
11 Pass Pass FIX.4.4
12 LockedMarketWarning Locked Market Warning FIX.4.4
13 CrossMarketWarning Cross Market Warning FIX.4.4
14 CanceledDueToLockMarket Canceled Due To Lock Market FIX.4.4
15 CanceledDueToCrossMarket Canceled Due To Cross Market FIX.4.4
FIX.4.2
300 QuoteRejectReason int Reason Quote was rejected.
Value SymbolicName Description Added Updated Deprecated
1 UnknownSymbol Unknown Symbol (security) FIX.4.2
2 Exchange Exchange (Security) closed FIX.4.2
3 QuoteRequestExceedsLimit Quote Request exceeds limit FIX.4.2
4 TooLateToEnter Too late to enter FIX.4.2
5 UnknownQuote Unknown Quote FIX.4.2
6 DuplicateQuote Duplicate Quote FIX.4.2
7 InvalidBid Invalid bid/ask spread FIX.4.2
8 InvalidPrice Invalid price FIX.4.2
9 NotAuthorizedToQuoteSecurity Not authorized to quote security FIX.4.2
99 Other Other FIX.4.4
FIX.4.2
301 QuoteResponseLevel int Level of Response requested from receiver of quote messages. Is echoed back to the counterparty.
Value SymbolicName Description Added Updated Deprecated
0 NoAcknowledgement No Acknowledgement (default) FIX.4.2
1 AcknowledgeOnlyNegativeOrErroneousQuotes Acknowledge only negative or erroneous quotes FIX.4.2
2 AcknowledgeEachQuoteMessage Acknowledge each quote messages FIX.4.2
FIX.4.2
537 QuoteType int Type of Quote
Value SymbolicName Description Added Updated Deprecated
0 Indicative Indicative FIX.4.3
1 Tradeable Tradeable FIX.4.3
2 RestrictedTradeable Restricted Tradeable FIX.4.3
3 Counter Counter (tradeable) FIX.4.4
FIX.4.3
Parties Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" FIX.4.3
1 Account String Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager. FIX.4.3
660 AcctIDSource int Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.
Value SymbolicName Description Added Updated Deprecated
1 BIC BIC FIX.4.4
2 SIDCode SID Code FIX.4.4
3 TFM TFM (GSPTA) FIX.4.4
4 OMGEO OMGEO (Alert ID) FIX.4.4
5 DTCCCode DTCC Code FIX.4.4
99 Other Other (custom or proprietary) FIX.4.4
FIX.4.4
581 AccountType int Type of account associated with the order (Origin)
Value SymbolicName Description Added Updated Deprecated
1 CarriedCustomerSide Account is carried on customer side of the books FIX.4.3
2 CarriedNonCustomerSide Account is carried on non-customer side of books FIX.4.3
3 HouseTrader House Trader FIX.4.3
4 FloorTrader Floor Trader FIX.4.3
6 CarriedNonCustomerSideCrossMargined Account is carried on non-customer side of books and is cross margined FIX.4.3
7 HouseTraderCrossMargined Account is house trader and is cross margined FIX.4.3
8 JointBackOfficeAccount Joint back office account (JBO) FIX.4.3
FIX.4.3
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.2
354 EncodedTextLen Length Byte length of encoded (non-ASCII characters) EncodedText (355) field. FIX.4.4
355 EncodedText data Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Text field. FIX.4.4
QuotSetAckGrp The number of sets of quotes in the message FIX.4.4
StandardTrailer ✔ FIX.4.2

SecurityDefinitionRequest (35=c)

The Security Definition Request message is used for the following:
1. Request a specific Security to be traded with the second party. The request security can be defined as a multileg security made up of one or more instrument legs.
2. Request a set of individual securities for a single market segment.
3. Request all securities, independent of market segment.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = c (lowercase) FIX.4.2
320 SecurityReqID ✔ String Unique ID of a Security Definition Request. FIX.4.2
321 SecurityRequestType ✔ int Type of Security Definition Request.
Value SymbolicName Description Added Updated Deprecated
0 RequestSecurityIdentityAndSpecifications Request Security identity and specifications FIX.4.2
1 RequestSecurityIdentityForSpecifications Request Security identity for the specifications provided (name of the security is not supplied) FIX.4.2
2 RequestListSecurityTypes Request List Security Types FIX.4.2
3 RequestListSecurities Request List Securities (can be qualified with Symbol, SecurityType, TradingSessionID, SecurityExchange. If provided then only list Securities for the specific type.) FIX.4.2
FIX.4.2
Instrument Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
of the requested Security		 FIX.4.3
InstrumentExtension Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" FIX.4.4
UndInstrmtGrp Number of underlyings FIX.4.4
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 6-A: Valid Currency Codes" for information on obtaining valid values. FIX.4.2
58 Text String Comment, instructions, or other identifying information. FIX.4.2
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.2
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.2
336 TradingSessionID String Optional Trading Session Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable. FIX.4.2
625 TradingSessionSubID String Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties.
Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. 		FIX.4.3
InstrmtLegGrp Number of legs that make up the Security FIX.4.4
827 ExpirationCycle int Part of trading cycle when an instrument expires. Field is applicable for derivatives.
Value SymbolicName Description Added Updated Deprecated
0 ExpireOnTradingSessionClose Expire on trading session close (default) FIX.4.4
1 ExpireOnTradingSessionOpen Expire on trading session open FIX.4.4
FIX.4.4
263 SubscriptionRequestType char Subscribe or unsubscribe for security status to security specified in request.
Value SymbolicName Description Added Updated Deprecated
0 Snapshot Snapshot FIX.4.2
1 SnapshotAndUpdates Snapshot + Updates (Subscribe) FIX.4.2
2 DisablePreviousSnapshot Disable previous Snapshot + Update Request (Unsubscribe) FIX.4.2
FIX.4.3
StandardTrailer ✔ FIX.4.2

SecurityDefinition (35=d)

The Security Definition message is used for the following:
1. Accept the security defined in a Security Definition message.
2. Accept the security defined in a Security Definition message with changes to the definition and/or identity of the security.
3. Reject the security requested in a Security Definition message.
4. Respond to a request for securities within a specified market segment.
5. Convey comprehensive security definition for all market segments that the security participates in.
6. Convey the security's trading rules that differ from default rules for the market segment.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = d (lowercase) FIX.4.2
964 SecurityReportID int Identifier for Security Definition message FIX.4.4
715 ClearingBusinessDate LocalMktDate The "Clearing Business Date" referred to by this maintenance request. FIX.4.4
320 SecurityReqID String Unique ID of a Security Definition Request. FIX.4.2
322 SecurityResponseID String Identifier for the Security Definition message FIX.4.2
323 SecurityResponseType int Response to the Security Definition Request
Value SymbolicName Description Added Updated Deprecated
1 AcceptAsIs Accept security proposal as-is FIX.4.2
2 AcceptWithRevisions Accept security proposal with revisions as indicated in the message FIX.4.2
3 ListOfSecurityTypesReturnedPerRequest List of security types returned per request FIX.4.2
4 ListOfSecuritiesReturnedPerRequest List of securities returned per request FIX.4.2
5 RejectSecurityProposal Reject security proposal FIX.4.2
6 CannotMatchSelectionCriteria Cannot match selection criteria FIX.4.2
FIX.4.2
Instrument Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
of the requested Security		 FIX.4.3
InstrumentExtension Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" FIX.4.4
UndInstrmtGrp Number of underlyings FIX.4.4
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 6-A: Valid Currency Codes" for information on obtaining valid values. FIX.4.2
336 TradingSessionID String Identifier for Trading Session
Can be used to represent a specific market trading session (e.g. "PRE-OPEN", "CROSS_2", "AFTER-HOURS", "TOSTNET", "TOSTNET2", etc).
To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID.
Values should be bi-laterally agreed to between counterparties.
Firms may register Trading Session values on the FIX website (presently a document maintained within "ECN and Exchanges" working group section). 		FIX.4.2
625 TradingSessionSubID String Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties.
Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. 		FIX.4.3
58 Text String Comment, instructions, or other identifying information. FIX.4.2
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.2
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.2
InstrmtLegGrp Number of legs that make up the Security FIX.4.4
827 ExpirationCycle int Part of trading cycle when an instrument expires. Field is applicable for derivatives.
Value SymbolicName Description Added Updated Deprecated
0 ExpireOnTradingSessionClose Expire on trading session close (default) FIX.4.4
1 ExpireOnTradingSessionOpen Expire on trading session open FIX.4.4
FIX.4.4
561 RoundLot Qty The trading lot size of a security FIX.4.3
562 MinTradeVol Qty The minimum trading volume for a security FIX.4.3
StandardTrailer ✔ FIX.4.2

SecurityStatusRequest (35=e)

The Security Status Request message provides for the ability to request the status of a security. One or more Security Status messages are returned as a result of a Security Status Request message.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = e (lowercase) FIX.4.2
324 SecurityStatusReqID ✔ String Must be unique, or the ID of previous Security Status Request to disable if SubscriptionRequestType = Disable previous Snapshot + Updates Request (2). FIX.4.2
Instrument ✔ Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" FIX.4.3
InstrumentExtension Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" FIX.4.4
UndInstrmtGrp Number of underlyings FIX.4.4
InstrmtLegGrp Number of legs that make up the Security FIX.4.4
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 6-A: Valid Currency Codes" for information on obtaining valid values. FIX.4.2
263 SubscriptionRequestType ✔ char SubcriptionRequestType indicates to the other party what type of response is expected. A snapshot request only asks for current information. A subscribe request asks for updates as the status changes. Unsubscribe will cancel any future update messages from the counter party.)
Value SymbolicName Description Added Updated Deprecated
0 Snapshot Snapshot FIX.4.2
1 SnapshotAndUpdates Snapshot + Updates (Subscribe) FIX.4.2
2 DisablePreviousSnapshot Disable previous Snapshot + Update Request (Unsubscribe) FIX.4.2
FIX.4.2
336 TradingSessionID String Identifier for Trading Session
Can be used to represent a specific market trading session (e.g. "PRE-OPEN", "CROSS_2", "AFTER-HOURS", "TOSTNET", "TOSTNET2", etc).
To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID.
Values should be bi-laterally agreed to between counterparties.
Firms may register Trading Session values on the FIX website (presently a document maintained within "ECN and Exchanges" working group section). 		FIX.4.2
625 TradingSessionSubID String Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties.
Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. 		FIX.4.3
StandardTrailer ✔ FIX.4.2

SecurityStatus (35=f)

The Security Status message provides for the ability to report changes in status to a security. The Security Status message contains fields to indicate trading status, corporate actions, financial status of the company. The Security Status message is used by one trading entity (for instance an exchange) to report changes in the state of a security.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = f (lowercase) FIX.4.2
324 SecurityStatusReqID String Unique ID of a Security Status Request message. FIX.4.2
Instrument ✔ Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" FIX.4.3
InstrumentExtension Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" FIX.4.4
UndInstrmtGrp Number of underlyings FIX.4.4
InstrmtLegGrp Required for multileg quotes FIX.4.4
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 6-A: Valid Currency Codes" for information on obtaining valid values. FIX.4.2
336 TradingSessionID String Identifier for Trading Session
Can be used to represent a specific market trading session (e.g. "PRE-OPEN", "CROSS_2", "AFTER-HOURS", "TOSTNET", "TOSTNET2", etc).
To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID.
Values should be bi-laterally agreed to between counterparties.
Firms may register Trading Session values on the FIX website (presently a document maintained within "ECN and Exchanges" working group section). 		FIX.4.2
625 TradingSessionSubID String Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties.
Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. 		FIX.4.3
325 UnsolicitedIndicator Boolean Set to 'Y' if message is sent as a result of a subscription request not a snapshot request
Value SymbolicName Description Added Updated Deprecated
N MessageIsBeingSentAsAResultOfAPriorRequest Message is being sent as a result of a prior request FIX.4.2
Y MessageIsBeingSentUnsolicited Message is being secnt unsolicited FIX.4.2
FIX.4.2
326 SecurityTradingStatus int Identifies the trading status applicable to the transaction.
Value SymbolicName Description Added Updated Deprecated
1 OpeningDelay Opening delay FIX.4.2
2 TradingHalt Trading halt FIX.4.2
3 Resume Resume FIX.4.2
4 NoOpen No Open / No Resume FIX.4.2
5 PriceIndication Price indication FIX.4.2
6 TradingRangeIndication Trading Range Indication FIX.4.2
7 MarketImbalanceBuy Market Imbalance Buy FIX.4.2
8 MarketImbalanceSell Market Imbalance Sell FIX.4.2
9 MarketOnCloseImbalanceBuy Market on Close Imbalance Buy FIX.4.2
10 MarketOnCloseImbalanceSell Market on Close Imbalance Sell FIX.4.2
12 NoMarketImbalance No Market Imbalance FIX.4.2
13 NoMarketOnCloseImbalance No Market on Close Imbalance FIX.4.2
14 ITSPreOpening ITS Pre-opening FIX.4.2
15 NewPriceIndication New Price Indication FIX.4.2
16 TradeDisseminationTime Trade Dissemination Time FIX.4.2
17 ReadyToTrade Ready to trade (start of session) FIX.4.2
18 NotAvailableForTrading Not available for trading (end of session) FIX.4.2
19 NotTradedOnThisMarket Not traded on this market FIX.4.2
20 UnknownOrInvalid Unknown or Invalid FIX.4.2
21 PreOpen Pre-open FIX.4.3
22 OpeningRotation Opening Rotation FIX.4.3
23 FastMarket Fast Market FIX.4.3
FIX.4.2
291 FinancialStatus MultipleCharValue Identifies a firm's or a security's financial status
Value SymbolicName Description Added Updated Deprecated
1 Bankrupt Bankrupt FIX.4.2
2 PendingDelisting Pending delisting FIX.4.3
3 Restricted Restricted FIX.4.4EP12
FIX.4.2
292 CorporateAction MultipleCharValue Identifies the type of Corporate Action.
Value SymbolicName Description Added Updated Deprecated
A ExDividend Ex-Dividend FIX.4.2
B ExDistribution Ex-Distribution FIX.4.2
C ExRights Ex-Rights FIX.4.2
D New New FIX.4.2
E ExInterest Ex-Interest FIX.4.2
F CashDividend Cash Dividend FIX.4.4EP4
G StockDividend Stock Dividend FIX.4.4EP4
H NonIntegerStockSplit Non-Integer Stock Split FIX.4.4EP4
I ReverseStockSplit Reverse Stock Split FIX.4.4EP4
J StandardIntegerStockSplit Standard-Integer Stock Split FIX.4.4EP4
K PositionConsolidation Position Consolidation FIX.4.4EP4
L LiquidationReorganization Liquidation Reorganization FIX.4.4EP4
M MergerReorganization Merger Reorganization FIX.4.4EP4
N RightsOffering Rights Offering FIX.4.4EP4
O ShareholderMeeting Shareholder Meeting FIX.4.4EP4
P Spinoff Spinoff FIX.4.4EP4
Q TenderOffer Tender Offer FIX.4.4EP4
R Warrant Warrant FIX.4.4EP4
S SpecialAction Special Action FIX.4.4EP4
T SymbolConversion Symbol Conversion FIX.4.4EP4
U CUSIP CUSIP / Name Change FIX.4.4EP4
V LeapRollover Leap Rollover FIX.4.4EP8
FIX.4.2
327 HaltReason char Denotes the reason for the Opening Delay or Trading Halt.
Value SymbolicName Description Added Updated Deprecated
D NewsDissemination News Dissemination FIX.4.2
E OrderInflux Order Influx FIX.4.2
I OrderImbalance Order Imbalance FIX.4.2
M AdditionalInformation Additional Information FIX.4.2
P NewPending New Pending FIX.4.2
X EquipmentChangeover Equipment Changeover FIX.4.2
FIX.4.2
328 InViewOfCommon Boolean Indicates whether or not the halt was due to Common Stock trading being halted.
Value SymbolicName Description Added Updated Deprecated
N HaltWasNotRelatedToAHaltOfTheCommonStock Halt was not related to a halt of the common stock FIX.4.2
Y HaltWasDueToCommonStockBeingHalted Half was due to common stock being halted FIX.4.2
FIX.4.2
329 DueToRelated Boolean Indicates whether or not the halt was due to the Related Security being halted.
Value SymbolicName Description Added Updated Deprecated
N NotRelatedToSecurityHalt Halt was not related to a halt of the related security FIX.4.2
Y RelatedToSecurityHalt Halt was due to related security being halted FIX.4.2
FIX.4.2
330 BuyVolume Qty Quantity bought. FIX.4.2
331 SellVolume Qty Quantity sold. FIX.4.2
332 HighPx Price Represents an indication of the high end of the price range for a security prior to the open or reopen FIX.4.2
333 LowPx Price Represents an indication of the low end of the price range for a security prior to the open or reopen FIX.4.2
31 LastPx Price Represents the last price for that security either on a Consolidated or an individual participant basis at the time it is disseminated. FIX.4.2
60 TransactTime UTCTimestamp Trade Dissemination Time FIX.4.2
334 Adjustment int Identifies the type of adjustment.
Value SymbolicName Description Added Updated Deprecated
1 Cancel Cancel FIX.4.2
2 Error Error FIX.4.2
3 Correction Correction FIX.4.2
FIX.4.2
1025 FirstPx Price Represents the price of the first fill of the trading session. FIX.4.4
58 Text String Comment, instructions, or other identifying information. FIX.4.3
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.3
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.3
StandardTrailer ✔ FIX.4.2

TradingSessionStatusRequest (35=g)

The Trading Session Status Request is used to request information on the status of a market. With the move to multiple sessions occurring for a given trading party (morning and evening sessions for instance) there is a need to be able to provide information on what product is trading on what market.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = g (lowercase) FIX.4.2
335 TradSesReqID ✔ String Must be unique, or the ID of previous Trading Session Status Request to disable if SubscriptionRequestType = Disable previous Snapshot + Updates Request (2). FIX.4.2
336 TradingSessionID String Trading Session for which status is being requested FIX.4.2
625 TradingSessionSubID String Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties.
Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. 		FIX.4.3
338 TradSesMethod int Method of trading
Value SymbolicName Description Added Updated Deprecated
1 Electronic Electronic FIX.4.2
2 OpenOutcry Open Outcry FIX.4.2
3 TwoParty Two Party FIX.4.2
FIX.4.2
339 TradSesMode int Trading Session Mode
Value SymbolicName Description Added Updated Deprecated
1 Testing Testing FIX.4.2
2 Simulated Simulated FIX.4.2
3 Production Production FIX.4.2
FIX.4.2
263 SubscriptionRequestType ✔ char Subscription Request Type
Value SymbolicName Description Added Updated Deprecated
0 Snapshot Snapshot FIX.4.2
1 SnapshotAndUpdates Snapshot + Updates (Subscribe) FIX.4.2
2 DisablePreviousSnapshot Disable previous Snapshot + Update Request (Unsubscribe) FIX.4.2
FIX.4.2
207 SecurityExchange Exchange Market used to help identify a security.
Valid values:
See "Appendix 6-C" 		FIX.4.4
StandardTrailer ✔ FIX.4.2

TradingSessionStatus (35=h)

The Trading Session Status provides information on the status of a market. For markets multiple trading sessions on multiple-markets occurring (morning and evening sessions for instance), this message is able to provide information on what products are trading on what market during what trading session.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = h (lowercase) FIX.4.2
335 TradSesReqID String Provided for a response to a specific Trading Session Status Request message (snapshot). FIX.4.2
336 TradingSessionID ✔ String Identifier for Trading Session FIX.4.2
625 TradingSessionSubID String Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties.
Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. 		FIX.4.3
338 TradSesMethod int Method of trading:
Value SymbolicName Description Added Updated Deprecated
1 Electronic Electronic FIX.4.2
2 OpenOutcry Open Outcry FIX.4.2
3 TwoParty Two Party FIX.4.2
FIX.4.2
339 TradSesMode int Trading Session Mode
Value SymbolicName Description Added Updated Deprecated
1 Testing Testing FIX.4.2
2 Simulated Simulated FIX.4.2
3 Production Production FIX.4.2
FIX.4.2
325 UnsolicitedIndicator Boolean Set to 'Y' if message is sent unsolicited as a result of a previous subscription request.
Value SymbolicName Description Added Updated Deprecated
N MessageIsBeingSentAsAResultOfAPriorRequest Message is being sent as a result of a prior request FIX.4.2
Y MessageIsBeingSentUnsolicited Message is being secnt unsolicited FIX.4.2
FIX.4.2
340 TradSesStatus ✔ int State of the trading session
Value SymbolicName Description Added Updated Deprecated
0 Unknown Unknown FIX.4.3
1 Halted Halted FIX.4.2
2 Open Open FIX.4.2
3 Closed Closed FIX.4.2
4 PreOpen Pre-Open FIX.4.2
5 PreClose Pre-Close FIX.4.2
6 RequestRejected Request Rejected FIX.4.3
FIX.4.2
567 TradSesStatusRejReason int Use with TradSesStatus = "Request Rejected"
Value SymbolicName Description Added Updated Deprecated
1 UnknownOrInvalidTradingSessionID Unknown or invalid TradingSessionID FIX.4.3
99 Other Other FIX.4.4
FIX.4.3
341 TradSesStartTime UTCTimestamp Starting time of the trading session FIX.4.2
342 TradSesOpenTime UTCTimestamp Time of the opening of the trading session FIX.4.2
343 TradSesPreCloseTime UTCTimestamp Time of the pre-close of the trading session FIX.4.2
344 TradSesCloseTime UTCTimestamp Closing time of the trading session FIX.4.2
345 TradSesEndTime UTCTimestamp End time of the trading session FIX.4.2
387 TotalVolumeTraded Qty Total volume (quantity) traded. FIX.4.2
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.2
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.2
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.2
Instrument FIX.4.4
StandardTrailer ✔ FIX.4.2

MassQuote (35=i)

The Mass Quote message can contain quotes for multiple securities to support applications that allow for the mass quoting of an option series. Two levels of repeating groups have been provided to minimize the amount of data required to submit a set of quotes for a class of options (e.g. all option series for IBM).

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = i (lowercase) FIX.4.2
131 QuoteReqID String Required when quote is in response to a Quote Request message FIX.4.2
117 QuoteID ✔ String Unique identifier for quote FIX.4.2
537 QuoteType int Type of Quote Default is Indicative if not specified
Value SymbolicName Description Added Updated Deprecated
0 Indicative Indicative FIX.4.3
1 Tradeable Tradeable FIX.4.3
2 RestrictedTradeable Restricted Tradeable FIX.4.3
3 Counter Counter (tradeable) FIX.4.4
FIX.4.3
301 QuoteResponseLevel int Level of Response requested from receiver of quote messages.
Value SymbolicName Description Added Updated Deprecated
0 NoAcknowledgement No Acknowledgement (default) FIX.4.2
1 AcknowledgeOnlyNegativeOrErroneousQuotes Acknowledge only negative or erroneous quotes FIX.4.2
2 AcknowledgeEachQuoteMessage Acknowledge each quote messages FIX.4.2
FIX.4.2
Parties Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" FIX.4.3
1 Account String Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager. FIX.4.3
660 AcctIDSource int Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.
Value SymbolicName Description Added Updated Deprecated
1 BIC BIC FIX.4.4
2 SIDCode SID Code FIX.4.4
3 TFM TFM (GSPTA) FIX.4.4
4 OMGEO OMGEO (Alert ID) FIX.4.4
5 DTCCCode DTCC Code FIX.4.4
99 Other Other (custom or proprietary) FIX.4.4
FIX.4.4
581 AccountType int Type of account associated with the order (Origin)
Value SymbolicName Description Added Updated Deprecated
1 CarriedCustomerSide Account is carried on customer side of the books FIX.4.3
2 CarriedNonCustomerSide Account is carried on non-customer side of books FIX.4.3
3 HouseTrader House Trader FIX.4.3
4 FloorTrader Floor Trader FIX.4.3
6 CarriedNonCustomerSideCrossMargined Account is carried on non-customer side of books and is cross margined FIX.4.3
7 HouseTraderCrossMargined Account is house trader and is cross margined FIX.4.3
8 JointBackOfficeAccount Joint back office account (JBO) FIX.4.3
FIX.4.3
293 DefBidSize Qty Default Bid Size for quote contained within this quote message - if not explicitly provided. FIX.4.2
294 DefOfferSize Qty Default Offer Size for quotes contained within this quote message - if not explicitly provided. FIX.4.2
QuotSetGrp ✔ The number of sets of quotes in the message FIX.4.4
StandardTrailer ✔ FIX.4.2

BusinessMessageReject (35=j)

The Business Message Reject message can reject an application-level message which fulfills session-level rules and cannot be rejected via any other means. Note if the message fails a session-level rule (e.g. body length is incorrect), a session-level Reject message should be issued.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = j (lowercase) FIX.4.2
45 RefSeqNum SeqNum MsgSeqNum of rejected message FIX.4.2
372 RefMsgType ✔ String The MsgType of the FIX message being referenced. FIX.4.2
379 BusinessRejectRefID String The value of the business-level "ID" field on the message being referenced. Required unless the corresponding ID field (see list above) was not specified. FIX.4.2
380 BusinessRejectReason ✔ int Code to identify reason for a Business Message Reject message.
Value SymbolicName Description Added Updated Deprecated
0 Other Other FIX.4.2
1 UnknownID Unknown ID FIX.4.2
2 UnknownSecurity Unknown Security FIX.4.2
3 UnsupportedMessageType Unknown Message Type FIX.4.2
4 ApplicationNotAvailable Application not available FIX.4.2
5 ConditionallyRequiredFieldMissing Conditionally required field missing FIX.4.2
6 NotAuthorized Not Authorized FIX.4.3
7 DeliverToFirmNotAvailableAtThisTime DeliverTo firm not available at this time FIX.4.3
18 InvalidPriceIncrement Invalid price increment FIX.4.4EP6
FIX.4.2
58 Text String Where possible, message to explain reason for rejection FIX.4.2
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.2
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.2
StandardTrailer ✔ FIX.4.2

BidRequest (35=k)

The BidRequest Message can be used in one of two ways depending on which market conventions are being followed.
In the "Non disclosed" convention (e.g. US/European model) the BidRequest message can be used to request a bid based on the sector, country, index and liquidity information contained within the message itself. In the "Non disclosed" convention the entry repeating group is used to define liquidity of the program. See " Program/Basket/List Trading" for an example.
In the "Disclosed" convention (e.g. Japanese model) the BidRequest message can be used to request bids based on the ListOrderDetail messages sent in advance of BidRequest message. In the "Disclosed" convention the list repeating group is used to define which ListOrderDetail messages a bid is being sort for and the directions of the required bids.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = k (lowercase) FIX.4.2
390 BidID String Required to relate the bid response FIX.4.2
391 ClientBidID ✔ String Unique identifier for a Bid Request as assigned by institution. Uniqueness must be guaranteed within a single trading day. FIX.4.2
374 BidRequestTransType ✔ char Identifies the Bid Request message transaction type
Value SymbolicName Description Added Updated Deprecated
C Cancel Cancel FIX.4.2
N New New FIX.4.2
FIX.4.2
392 ListName String Descriptive name for list order. FIX.4.2
393 TotNoRelatedSym ✔ int Total number of securities.
(Prior to FIX 4.4 this field was named TotalNumSecurities) 		FIX.4.2
394 BidType ✔ int e.g. "Non Disclosed", "Disclosed", No Bidding Process
Value SymbolicName Description Added Updated Deprecated
1 NonDisclosed "Non Disclosed" style (e.g. US/European) FIX.4.3
2 Disclosed "Disclosed" sytle (e.g. Japanese) FIX.4.3
3 NoBiddingProcess No bidding process FIX.4.3
FIX.4.2
395 NumTickets int Total number of tickets/allocations assuming fully executed FIX.4.2
15 Currency Currency Used to represent the currency of monetary amounts. FIX.4.2
396 SideValue1 Amt Expressed in Currency FIX.4.2
397 SideValue2 Amt Expressed in Currency FIX.4.2
BidDescReqGrp Used if BidType="Non Disclosed" FIX.4.4
BidCompReqGrp Used if BidType="Disclosed" FIX.4.4
409 LiquidityIndType int Code to identify the type of liquidity indicator.
Value SymbolicName Description Added Updated Deprecated
1 FiveDayMovingAverage 5-day moving average FIX.4.2
2 TwentyDayMovingAverage 20-day moving average FIX.4.2
3 NormalMarketSize Normal market size FIX.4.2
4 Other Other FIX.4.2
FIX.4.2
410 WtAverageLiquidity Percentage Overall weighted average liquidity expressed as a % of average daily volume FIX.4.2
411 ExchangeForPhysical Boolean Indicates whether or not to exchange for phsyical.
Value SymbolicName Description Added Updated Deprecated
N False False FIX.4.2
Y True True FIX.4.2
FIX.4.2
412 OutMainCntryUIndex Amt % value of stocks outside main country in Currency FIX.4.2
413 CrossPercent Percentage % of program that crosses in Currency FIX.4.2
414 ProgRptReqs int Code to identify the desired frequency of progress reports.
Value SymbolicName Description Added Updated Deprecated
1 BuySideRequests Buy-side explicitly requests status using Statue Request (default), the sell-side firm can, however, send a DONE status List STatus Response in an unsolicited fashion FIX.4.2
2 SellSideSends Sell-side periodically sends status using List Status. Period optionally specified in ProgressPeriod. FIX.4.2
3 RealTimeExecutionReports Real-time execution reports (to be discourage) FIX.4.2
FIX.4.2
415 ProgPeriodInterval int Time in minutes between each ListStatus report sent by SellSide. Zero means don’t send status. FIX.4.2
416 IncTaxInd int Net/Gross
Value SymbolicName Description Added Updated Deprecated
1 Net Net FIX.4.2
2 Gross Gross FIX.4.2
FIX.4.2
121 ForexReq Boolean Is foreign exchange required
Value SymbolicName Description Added Updated Deprecated
N DoNotExecuteForexAfterSecurityTrade Do Not Execute Forex After Security Trade FIX.4.0
Y ExecuteForexAfterSecurityTrade Execute Forex After Security Trade FIX.4.0
FIX.4.2
417 NumBidders int Indicates the total number of bidders on the list FIX.4.2
75 TradeDate LocalMktDate Indicates date of trade referenced in this message in YYYYMMDD format. Absence of this field indicates current day (expressed in local time at place of trade). FIX.4.2
418 BidTradeType ✔ char Code to represent the type of trade.
(Prior to FIX 4.4 this field was named "TradeType")
Value SymbolicName Description Added Updated Deprecated
A Agency Agency FIX.4.2
G VWAPGuarantee VWAP Guarantee FIX.4.2
J GuaranteedClose Guaranteed Close FIX.4.2
R RiskTrade Risk Trade FIX.4.2
FIX.4.2
419 BasisPxType ✔ char Code to represent the basis price type.
Value SymbolicName Description Added Updated Deprecated
2 ClosingPriceAtMorningSession Closing price at morning session FIX.4.2
3 ClosingPrice Closing price FIX.4.2
4 CurrentPrice Current price FIX.4.2
5 SQ SQ FIX.4.2
6 VWAPThroughADay VWAP through a day FIX.4.2
7 VWAPThroughAMorningSession VWAP through a morning session FIX.4.2
8 VWAPThroughAnAfternoonSession VWAP through an afternoon session FIX.4.2
9 VWAPThroughADayExcept VWAP through a day except "YORI" (an opening auction) FIX.4.2
A VWAPThroughAMorningSessionExcept VWAP through a morning session except "YORI" (an opening auction) FIX.4.2
B VWAPThroughAnAfternoonSessionExcept VWAP through an afternoon session except "YORI" (an opening auction) FIX.4.2
C Strike Strike FIX.4.2
D Open Open FIX.4.2
Z Others Others FIX.4.2
FIX.4.2
443 StrikeTime UTCTimestamp Used when BasisPxType = "C" FIX.4.2
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.2
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.2
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.2
StandardTrailer ✔ FIX.4.2

BidResponse (35=l)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = l (lowercase L) FIX.4.2
390 BidID String Unique identifier for Bid Response as assigned by sell-side (broker, exchange, ECN). 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
BidCompRspGrp ✔ Number of bid repeating groups FIX.4.4
StandardTrailer ✔ FIX.4.2

ListStrikePrice (35=m)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = m (lowercase) FIX.4.2
66 ListID ✔ String Unique identifier for list as assigned by institution, used to associate multiple individual orders. Uniqueness must be guaranteed within a single trading day. Firms which generate multi-day orders should consider embedding a date within the ListID field to assure uniqueness across days. FIX.4.2
422 TotNoStrikes ✔ int Used to support fragmentation. Sum of NoStrikes across all messages with the same ListID. FIX.4.2
893 LastFragment Boolean Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
Value SymbolicName Description Added Updated Deprecated
N NotLastMessage Not Last Message FIX.4.4
Y LastMessage Last Message FIX.4.4
FIX.4.4
InstrmtStrkPxGrp ✔ Number of strike price entries FIX.4.4
UndInstrmtStrkPxGrp Number of underlyings FIX.4.4
StandardTrailer ✔ FIX.4.2

XMLnonFIX (35=n)

None

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

RegistrationInstructions (35=o)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = o (lowercase O) FIX.4.3
513 RegistID ✔ String Unique identifier of the registration details as assigned by institution or intermediary. FIX.4.3
514 RegistTransType ✔ char Identifies Registration Instructions transaction type
Value SymbolicName Description Added Updated Deprecated
0 New New FIX.4.3
2 Cancel Cancel FIX.4.3
1 Replace Replace FIX.4.3
FIX.4.3
508 RegistRefID ✔ String Required for Cancel and Replace RegistTransType messages FIX.4.3
11 ClOrdID String Unique identifier of the order as assigned by institution or intermediary to which Registration relates FIX.4.3
Parties Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" FIX.4.3
1 Account String Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager. FIX.4.3
660 AcctIDSource int Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.
Value SymbolicName Description Added Updated Deprecated
1 BIC BIC FIX.4.4
2 SIDCode SID Code FIX.4.4
3 TFM TFM (GSPTA) FIX.4.4
4 OMGEO OMGEO (Alert ID) FIX.4.4
5 DTCCCode DTCC Code FIX.4.4
99 Other Other (custom or proprietary) FIX.4.4
FIX.4.4
493 RegistAcctType String For CIV – a fund manager-defined code identifying which of the fund manager’s account types is required. FIX.4.3
495 TaxAdvantageType int For CIV - a code identifying the type of tax exempt account in which purchased shares/units are to be held.
30 – 998 are reserved for future use by recognized taxation authorities
999=Other
values above 1000 are available for use by private agreement among counterparties
Value SymbolicName Description Added Updated Deprecated
0 None None/Not Applicable (default) FIX.4.3
1 MaxiISA Maxi ISA (UK) FIX.4.3
2 TESSA TESSA (UK) FIX.4.3
3 MiniCashISA Mini Cash ISA (UK) FIX.4.3
4 MiniStocksAndSharesISA Mini Stocks And Shares ISA (UK) FIX.4.3
5 MiniInsuranceISA Mini Insurance ISA (UK) FIX.4.3
6 CurrentYearPayment Current Year Payment (US) FIX.4.3
7 PriorYearPayment Prior Year Payment (US) FIX.4.3
8 AssetTransfer Asset Transfer (US) FIX.4.3
9 EmployeePriorYear Employee - prior year (US) FIX.4.3
10 EmployeeCurrentYear Employee - current year (US) FIX.4.3
11 EmployerPriorYear Employer - prior year (US) FIX.4.3
12 EmployerCurrentYear Employer - current year (US) FIX.4.3
13 NonFundPrototypeIRA Non-fund prototype IRA (US) FIX.4.3
14 NonFundQualifiedPlan Non-fund qualified plan (US) FIX.4.3
15 DefinedContributionPlan Defined contribution plan (US) FIX.4.3
16 IRA Individual Retirement Account (US) FIX.4.3
17 IRARollover Individual Retirement Account - Rollover (US) FIX.4.3
18 KEOGH KEOGH (US) FIX.4.3
19 ProfitSharingPlan Profit Sharing Plan (US) FIX.4.3
20 US401K 401(k) (US) FIX.4.3
21 SelfDirectedIRA Self-directed IRA (US) FIX.4.3
22 US403b 403(b) (US) FIX.4.3
23 US457 457 (US) FIX.4.3
24 RothIRAPrototype Roth IRA (Fund Prototype) (US) FIX.4.3
25 RothIRANonPrototype Roth IRA (Non-prototype) (US) FIX.4.3
26 RothConversionIRAPrototype Roth Conversion IRA (Fund Prototype) (US) FIX.4.3
27 RothConversionIRANonPrototype Roth Conversion IRA (Non-prototype) (US) FIX.4.3
28 EducationIRAPrototype Education IRA (Fund Prototype) (US) FIX.4.3
29 EducationIRANonPrototype Education IRA (Non-prototype) (US) FIX.4.3
999 Other Other FIX.4.4EP-1
FIX.4.3
517 OwnershipType char The relationship between Registration parties.
Value SymbolicName Description Added Updated Deprecated
J JointInvestors Joint Investors FIX.4.4
T TenantsInCommon Tenants in Common FIX.4.4
2 JointTrustees Joint Trustees FIX.4.4
FIX.4.3
RgstDtlsGrp Number of registration details in this message (number of repeating groups to follow) FIX.4.4
RgstDistInstGrp Number of Distribution instructions in this message (number of repeating groups to follow) FIX.4.4
StandardTrailer ✔ FIX.4.3

RegistrationInstructionsResponse (35=p)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = p (lowercase P) FIX.4.3
513 RegistID ✔ String Unique identifier of the original Registration Instructions details FIX.4.3
514 RegistTransType ✔ char Identifies original Registration Instructions transaction type
Value SymbolicName Description Added Updated Deprecated
0 New New FIX.4.3
2 Cancel Cancel FIX.4.3
1 Replace Replace FIX.4.3
FIX.4.3
508 RegistRefID ✔ String Required for Cancel and Replace RegistTransType messages FIX.4.3
11 ClOrdID String Unique identifier of the order as assigned by institution or intermediary. FIX.4.3
Parties Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" FIX.4.3
1 Account String Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager. FIX.4.3
660 AcctIDSource int Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.
Value SymbolicName Description Added Updated Deprecated
1 BIC BIC FIX.4.4
2 SIDCode SID Code FIX.4.4
3 TFM TFM (GSPTA) FIX.4.4
4 OMGEO OMGEO (Alert ID) FIX.4.4
5 DTCCCode DTCC Code FIX.4.4
99 Other Other (custom or proprietary) FIX.4.4
FIX.4.4
506 RegistStatus ✔ char Registration status as returned by the broker or (for CIV) the fund manager:
Value SymbolicName Description Added Updated Deprecated
A Accepted Accepted FIX.4.3
R Rejected Rejected FIX.4.3
H Held Held FIX.4.3
N Reminder Reminder - i.e. Registration Instructions are still outstanding FIX.4.3
FIX.4.3
507 RegistRejReasonCode int Reason(s) why Registration Instructions has been rejected.
The reason may be further amplified in the RegistRejReasonCode field.
Possible values of reason code include:
Value SymbolicName Description Added Updated Deprecated
1 InvalidAccountType Invalid/unacceptable Account Type FIX.4.3
2 InvalidTaxExemptType Invalid/unacceptable Tax Exempt Type FIX.4.3
3 InvalidOwnershipType Invalid/unacceptable Ownership Type FIX.4.3
4 NoRegDetails Invalid/unacceptable No Reg Details FIX.4.3
5 InvalidRegSeqNo Invalid/unacceptable Reg Seq No FIX.4.3
6 InvalidRegDetails Invalid/unacceptable Reg Details FIX.4.3
7 InvalidMailingDetails Invalid/unacceptable Mailing Details FIX.4.3
8 InvalidMailingInstructions Invalid/unacceptable Mailing Instructions FIX.4.3
9 InvalidInvestorID Invalid/unacceptable Investor ID FIX.4.3
10 InvalidInvestorIDSource Invalid/unaceeptable Investor ID Source FIX.4.3
11 InvalidDateOfBirth Invalid/unacceptable Date Of Birth FIX.4.3
12 InvalidCountry Invalid/unacceptable Investor Country Of Residence FIX.4.3
13 InvalidDistribInstns Invalid/unacceptable No Distrib Instns FIX.4.3
14 InvalidPercentage Invalid/unacceptable Distrib Percentage FIX.4.3
15 InvalidPaymentMethod Invalid/unacceptable Distrib Payment Method FIX.4.3
16 InvalidAccountName Invalid/unacceptable Cash Distrib Agent Acct Name FIX.4.3
17 InvalidAgentCode Invalid/unacceptable Cash Distrib Agent Code FIX.4.3
18 InvalidAccountNum Invalid/unacceptable Cash Distrib Agent Acct Num FIX.4.3
99 Other Other FIX.4.4
FIX.4.3
496 RegistRejReasonText String Text indicating reason(s) why a Registration Instruction has been rejected. FIX.4.3
StandardTrailer ✔ FIX.4.3

OrderMassCancelRequest (35=q)

The order mass cancel request message requests the cancellation of all of the remaining quantity of a group of orders matching criteria specified within the request. NOTE: This message can only be used to cancel order messages (reduce the full quantity).

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = q (lowercase Q) FIX.4.3
11 ClOrdID ✔ String Unique ID of Order Mass Cancel Request as assigned by the institution. FIX.4.3
526 SecondaryClOrdID String Assigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system. FIX.4.3
530 MassCancelRequestType ✔ char Specifies the type of cancellation requested
Value SymbolicName Description Added Updated Deprecated
1 CancelOrdersForASecurity Cancel orders for a security FIX.4.3
2 CancelOrdersForAnUnderlyingSecurity Cancel orders for an underlying security FIX.4.3
3 CancelOrdersForAProduct Cancel orders for a Product FIX.4.3
4 CancelOrdersForACFICode Cancel orders for a CFICode FIX.4.3
5 CancelOrdersForASecurityType Cancel orders for a SecurityType FIX.4.3
6 CancelOrdersForATradingSession Cancel orders for a trading session FIX.4.3
7 CancelAllOrders Cancel all orders FIX.4.3
FIX.4.3
336 TradingSessionID String Trading Session in which orders are to be canceled FIX.4.3
625 TradingSessionSubID String Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties.
Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. 		FIX.4.3
Parties Insert here the set of "Parties" (firm identification) fields defined in "common components of application messages" FIX.4.4
Instrument Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" FIX.4.3
UnderlyingInstrument Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "Common Components of Application Messages" FIX.4.3
54 Side char Optional qualifier used to indicate the side of the market for which orders are to be canceled. Absence of this field indicates that orders are to be canceled regardless of side.
Value SymbolicName Description Added Updated Deprecated
1 Buy Buy FIX.2.7
2 Sell Sell FIX.2.7
3 BuyMinus Buy minus FIX.2.7
4 SellPlus Sell plus FIX.2.7
5 SellShort Sell short FIX.2.7
6 SellShortExempt Sell short exempt FIX.2.7
7 Undisclosed Undisclosed (valid for IOI and List Order messages only) FIX.4.1
8 Cross Cross (orders where counterparty is an exchange, valid for all messages except IOIs) FIX.4.1
9 CrossShort Cross short FIX.4.2
A CrossShortExempt Cross short exxmpt FIX.4.3
B AsDefined "As Defined" (for use with multileg instruments) FIX.4.3
C Opposite "Opposite" (for use with multileg instruments) FIX.4.3
D Subscribe Subscribe (e.g. CIV) FIX.4.4
E Redeem Redeem (e.g. CIV) FIX.4.4
F Lend Lend (FINANCING - identifies direction of collateral) FIX.4.4
G Borrow Borrow (FINANCING - identifies direction of collateral) FIX.4.4
FIX.4.3
60 TransactTime ✔ UTCTimestamp Time this order request was initiated/released by the trader or trading system. FIX.4.3
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.3
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.3
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.3
StandardTrailer ✔ FIX.4.3

OrderMassCancelReport (35=r)

The Order Mass Cancel Report is used to acknowledge an Order Mass Cancel Request. Note that each affected order that is canceled is acknowledged with a separate Execution Report or Order Cancel Reject message.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = r (lowercase R) FIX.4.3
11 ClOrdID String ClOrdID provided on the Order Mass Cancel Request. FIX.4.3
526 SecondaryClOrdID String Assigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system. FIX.4.3
37 OrderID ✔ String Unique Identifier for the Order Mass Cancel Request assigned by the recipient of the Order Mass Cancel Request FIX.4.3
198 SecondaryOrderID String Secondary Order ID assigned by the recipient of the Order Mass Cancel Request FIX.4.3
530 MassCancelRequestType ✔ char Order Mass Cancel Request Type accepted by the system
Value SymbolicName Description Added Updated Deprecated
1 CancelOrdersForASecurity Cancel orders for a security FIX.4.3
2 CancelOrdersForAnUnderlyingSecurity Cancel orders for an underlying security FIX.4.3
3 CancelOrdersForAProduct Cancel orders for a Product FIX.4.3
4 CancelOrdersForACFICode Cancel orders for a CFICode FIX.4.3
5 CancelOrdersForASecurityType Cancel orders for a SecurityType FIX.4.3
6 CancelOrdersForATradingSession Cancel orders for a trading session FIX.4.3
7 CancelAllOrders Cancel all orders FIX.4.3
FIX.4.3
531 MassCancelResponse ✔ char Indicates the action taken by the counterparty order handling system as a result of the Cancel Request 0 - Indicates Order Mass Cancel Request was rejected.
Value SymbolicName Description Added Updated Deprecated
0 CancelRequestRejected Cancel Request Rejected - See MassCancelRejectReason (532) FIX.4.3
1 CancelOrdersForASecurity Cancel orders for a security FIX.4.3
2 CancelOrdersForAnUnderlyingSecurity Cancel orders for an Underlying Security FIX.4.3
3 CancelOrdersForAProduct Cancel orders for a Product FIX.4.3
4 CancelOrdersForACFICode Cancel orders for a CFICode FIX.4.3
5 CancelOrdersForASecurityType Cancel orders for a SecurityType FIX.4.3
6 CancelOrdersForATradingSession Cancel orders for a trading session FIX.4.3
7 CancelAllOrders Cancel All Orders FIX.4.3
FIX.4.3
532 MassCancelRejectReason int Indicates why Order Mass Cancel Request was rejected Required if MassCancelResponse = 0
Value SymbolicName Description Added Updated Deprecated
0 MassCancelNotSupported Mass Cancel Not Supported FIX.4.3
1 InvalidOrUnknownSecurity Invalid or Unknown Security FIX.4.3
2 InvalidOrUnkownUnderlyingSecurity Invalid or Unkown Underlying security FIX.4.3
3 InvalidOrUnknownProduct Invalid or Unknown Product FIX.4.3
4 InvalidOrUnknownCFICode Invalid or Unknown CFICode FIX.4.3
5 InvalidOrUnknownSecurityType Invalid or Unknown SecurityType FIX.4.3
6 InvalidOrUnknownTradingSession Invalid or Unknown Trading Session FIX.4.3
99 Other Other FIX.4.4
FIX.4.3
533 TotalAffectedOrders int Optional field used to indicate the total number of orders affected by the Order Mass Cancel Request FIX.4.3
AffectedOrdGrp Optional field used to indicate the number of order identifiers for orders affected by the Order Mass Cancel Request. Must be followed with OrigClOrdID as the next field FIX.4.4
336 TradingSessionID String Trading Session in which orders are to be canceled FIX.4.3
625 TradingSessionSubID String Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties.
Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. 		FIX.4.3
Parties Insert here the set of "Parties" (firm identification) fields defined in "common components of application messages" FIX.4.4
Instrument Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" FIX.4.3
UnderlyingInstrument Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "Common Components of Application Messages" FIX.4.3
54 Side char Side of the market specified on the Order Mass Cancel Request
Value SymbolicName Description Added Updated Deprecated
1 Buy Buy FIX.2.7
2 Sell Sell FIX.2.7
3 BuyMinus Buy minus FIX.2.7
4 SellPlus Sell plus FIX.2.7
5 SellShort Sell short FIX.2.7
6 SellShortExempt Sell short exempt FIX.2.7
7 Undisclosed Undisclosed (valid for IOI and List Order messages only) FIX.4.1
8 Cross Cross (orders where counterparty is an exchange, valid for all messages except IOIs) FIX.4.1
9 CrossShort Cross short FIX.4.2
A CrossShortExempt Cross short exxmpt FIX.4.3
B AsDefined "As Defined" (for use with multileg instruments) FIX.4.3
C Opposite "Opposite" (for use with multileg instruments) FIX.4.3
D Subscribe Subscribe (e.g. CIV) FIX.4.4
E Redeem Redeem (e.g. CIV) FIX.4.4
F Lend Lend (FINANCING - identifies direction of collateral) FIX.4.4
G Borrow Borrow (FINANCING - identifies direction of collateral) FIX.4.4
FIX.4.3
60 TransactTime UTCTimestamp Time this report was initiated/released by the sells-side (broker, exchange, ECN) or sell-side executing system. FIX.4.3
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.3
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.3
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.3
StandardTrailer ✔ FIX.4.3

NewOrderCross (35=s)

Used to submit a cross order into a market. The cross order contains two order sides (a buy and a sell). The cross order is identified by its CrossID.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = s (lowercase S) FIX.4.3
548 CrossID ✔ String Identifier for a cross order. Must be unique during a given trading day. Recommend that firms use the order date as part of the CrossID for Good Till Cancel (GT) orders. FIX.4.3
549 CrossType ✔ int Type of cross being submitted to a market
Value SymbolicName Description Added Updated Deprecated
1 CrossAON Cross AON - cross tade which is executed complete or not. Both sides are treated in the same manner. This is equivalent to an "All or None". FIX.4.3
2 CrossIOC Cross IOC - cross trade which is executed partially and the rest is cancelled. One side is fully executed, the other side is partially executed with the remainder being cancelled. This is equivalent to an IOC on the other side. Note: CrossPrioritization (550) field may be used to indicate which side should fully execute in this scenario. FIX.4.3
3 CrossOneSide Cross One Side - cross trade which is partially executed with the unfilled portions remaining active.. One side of the corss is fully executed (as denoted by the CrossPrioritization (550) field), but the unfilled portion remains active. FIX.4.3
4 CrossSamePrice Cross Same Price - cross trade is executed with existing orders with the same price. In this case other orders exist with the same price, the quantity of the Cross is executed against the existing orders and quotes, the remainder of the corss is executed against the other side of the cross. The two sides potentially have different quantities. FIX.4.3
FIX.4.3
550 CrossPrioritization ✔ int Indicates if one side or the other of a cross order should be prioritized.
The definition of prioritization is left to the market. In some markets prioritization means which side of the cross order is applied to the market first. In other markets – prioritization may mean that the prioritized side is fully executed (sometimes referred to as the side being protected).
Value SymbolicName Description Added Updated Deprecated
0 None None FIX.4.3
1 BuySideIsPrioritized Buy side is prioritized FIX.4.3
2 SellSideIsPrioritized Sell side is prioritized FIX.4.3
FIX.4.3
RootParties Insert here the set of "Root Parties" fields defined in "common components of application messages" Used for acting parties that applies to the whole message, not individual sides. FIX.4.4
SideCrossOrdModGrp ✔ Must be 1 or 2
1 or 2 if CrossType=1
2 otherwise		 FIX.4.4
Instrument ✔ Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" FIX.4.3
UndInstrmtGrp Number of underlyings FIX.4.4
InstrmtLegGrp Number of Legs FIX.4.4
63 SettlType String Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular)
Regular is defined as the default settlement period for the particular security on the exchange of execution.
In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue.
Additionally the following patterns may be uses as well as enum values
Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0
Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0
Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0
Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0
Noted that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days.
Value SymbolicName Description Added Updated Deprecated
0 Regular Regular / FX Spot settlement (T+1 or T+2 depending on currency) FIX.2.7
1 Cash Cash (TOD / T+0) FIX.2.7
2 NextDay Next Day (TOM / T+1) FIX.2.7
3 TPlus2 T+2 FIX.2.7
4 TPlus3 T+3 FIX.2.7
5 TPlus4 T+4 FIX.2.7
6 Future Future FIX.2.7
7 WhenAndIfIssued When And If Issued FIX.2.7
8 SellersOption Sellers Option FIX.2.7
9 TPlus5 T+5 FIX.3.0
B BrokenDate Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified FIX.4.4EP25
C FXSpotNextSettlement FX Spot Next settlement (Spot+1, aka next day) FIX.4.4EP21
FIX.4.3
64 SettlDate LocalMktDate Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. FIX.4.3
21 HandlInst char Instructions for order handling on Broker trading floor
Value SymbolicName Description Added Updated Deprecated
1 AutomatedExecutionNoIntervention Automated execution order, private, no Broker intervention FIX.2.7
2 AutomatedExecutionInterventionOK Automated execution order, public, Broker intervention OK FIX.2.7
3 ManualOrder Manual order, best execution FIX.2.7
FIX.4.3
18 ExecInst MultipleCharValue Can contain multiple instructions, space delimited. If OrdType=P, exactly one of the following values (ExecInst = L, R, M, P, O, T, or W) must be specified.
Value SymbolicName Description Added Updated Deprecated
0 StayOnOfferSide Stay on offer side FIX.2.7
1 NotHeld Not held FIX.2.7
2 Work Work FIX.2.7
3 GoAlong Go along FIX.2.7
4 OverTheDay Over the day FIX.2.7
5 Held Held FIX.2.7
6 ParticipateDoNotInitiate Participate don't initiate FIX.2.7
7 StrictScale Strict scale FIX.2.7
8 TryToScale Try to scale FIX.2.7
9 StayOnBidSide Stay on bid side FIX.2.7
A NoCross No cross (cross is forbidden) FIX.2.7
B OKToCross OK to cross FIX.2.7
C CallFirst Call first FIX.2.7
D PercentOfVolume Percent of volume (indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage) FIX.2.7
E DoNotIncrease Do not increase - DNI FIX.2.7
F DoNotReduce Do not reduce - DNR FIX.2.7
G AllOrNone All or none - AON FIX.2.7
H ReinstateOnSystemFailure Reinstate on system failue (mutually exclusive with Q) FIX.4.3
I InstitutionsOnly Institutions only FIX.3.0
J ReinstateOnTradingHalt Reinstate on Trading Halt (mutually exclusive with K) FIX.4.3
K CancelOnTradingHalt Cancel on Trading Halt (mutually exclusive with J) FIX.4.3
L LastPeg Last peg (last sale) FIX.3.0 FIX.5.0
M MidPricePeg Mid-price peg (midprice of inside quote) FIX.3.0 FIX.5.0
N NonNegotiable Non-negotiable FIX.3.0
O OpeningPeg Opening peg FIX.3.0 FIX.5.0
P MarketPeg Market peg FIX.3.0 FIX.5.0
Q CancelOnSystemFailure Cancel on system failure (mutually exclusive with H) FIX.4.3
R PrimaryPeg Primary peg (primary market - buy at bid/sell at offer) FIX.3.0 FIX.5.0
S Suspend Suspend FIX.3.0
T FixedPegToLocalBestBidOrOfferAtTimeOfOrder Fixed Peg to Local best bid or offer at time of order FIX.4.4EP35
U CustomerDisplayInstruction Customer Display Instruction (Rule 11Ac1-1/4) FIX.4.1
V Netting Netting (for Forex) FIX.4.1
W PegToVWAP Peg to VWAP FIX.4.2 FIX.5.0
X TradeAlong Trade Along FIX.4.3
Y TryToStop Try To Stop FIX.4.3
Z CancelIfNotBest Cancel if not best FIX.4.4
a TrailingStopPeg Trailing Stop Peg FIX.4.4 FIX.5.0
b StrictLimit Strict Limit (No price improvement) FIX.4.4
c IgnorePriceValidityChecks Ignore Price Validity Checks FIX.4.4
d PegToLimitPrice Peg to Limit Price FIX.4.4 FIX.5.0
e WorkToTargetStrategy Work to Target Strategy FIX.4.4
f IntermarketSweep Intermarket Sweep FIX.4.4EP6
g ExternalRoutingAllowed External Routing Allowed FIX.4.4EP14
h ExternalRoutingNotAllowed External Routing Not Allowed FIX.4.4EP14
i ImbalanceOnly Imbalance Only FIX.4.4EP22
j SingleExecutionRequestedForBlockTrade Single execution requested for block trade FIX.4.4EP6
k BestExecution Best Execution FIX.4.4EP35
FIX.4.3
110 MinQty Qty Minimum quantity of an order to be executed.
(Prior to FIX 4.2 this field was of type int) 		FIX.4.3
1089 MatchIncrement Qty Allows orders to specify a minimum quantity that applies to every execution (one execution could be for multiple counter-orders). The order may still fill against smaller orders, but the cumulative quantity of the execution must be in multiples of the MatchIncrement. FIX.4.4
1090 MaxPriceLevels int Allows an order to specify a maximum number of price levels to trade through. Only valid for aggressive orders and during continuous (autoexecution) trading sessions. Property lost when order is put on book. A partially filled order is assigned last trade price as limit price. Non-filled order behaves as ordinary Market or Limit. FIX.4.4
DisplayInstruction Insert here the set of "DisplayInstruction" fields defined in "common components of application messages" FIX.4.4
111 MaxFloor Qty The quantity to be displayed . Required for reserve orders. On orders specifies the qty to be displayed, on execution reports the currently displayed quantity. FIX.4.3 FIX.5.0
100 ExDestination Exchange Execution destination as defined by institution when order is entered.
Valid values:
See "Appendix 6-C" 		FIX.4.3
1133 ExDestinationIDSource char The ID source of ExDestination
Value SymbolicName Description Added Updated Deprecated
B BIC BIC (Bank Identification Code) (ISO 9362) FIX.4.4EP-1
C GeneralIdentifier Generally accepted market participant identifier (e.g. NASD mnemonic) FIX.4.4EP-1
D Proprietary Proprietary / Custom code FIX.4.4EP-1
E ISOCountryCode ISO Country Code FIX.4.4EP-1
G MIC MIC (ISO 10383 - Market Identifier Code) FIX.4.4EP-1
FIX.4.4
TrdgSesGrp Specifies the number of repeating TradingSessionIDs FIX.4.4
81 ProcessCode char Used to identify soft trades at order entry.
Value SymbolicName Description Added Updated Deprecated
0 Regular Regular FIX.2.7
1 SoftDollar Soft Dollar FIX.2.7
2 StepIn Step-In FIX.2.7
3 StepOut Step-Out FIX.2.7
4 SoftDollarStepIn Soft-dollar Step-In FIX.2.7
5 SoftDollarStepOut Soft-dollar Step-Out FIX.2.7
6 PlanSponsor Plan Sponsor FIX.4.0
FIX.4.3
140 PrevClosePx Price Useful for verifying security identification FIX.4.3
114 LocateReqd Boolean Required for short sell orders
Value SymbolicName Description Added Updated Deprecated
N No Indicates the broker is not required to locate FIX.4.0
Y Yes Indicates the broker is responsible for locating the stock FIX.4.0
FIX.4.3
60 TransactTime ✔ UTCTimestamp Time this order request was initiated/released by the trader, trading system, or intermediary. FIX.4.3
483 TransBkdTime UTCTimestamp A date and time stamp to indicate when this order was booked with the agent prior to submission to the VMU FIX.4.4
Stipulations Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages" FIX.4.3
40 OrdType ✔ char Order type. *** SOME VALUES ARE NO LONGER USED - See "Deprecated (Phased-out) Features and Supported Approach" *** (see Volume : "Glossary" for value definitions)
Value SymbolicName Description Added Updated Deprecated
1 Market Market FIX.2.7
2 Limit Limit FIX.2.7
3 Stop Stop / Stop Loss FIX.2.7
4 StopLimit Stop Limit FIX.2.7
5 MarketOnClose Market On Close (No longer used) FIX.2.7 FIX.4.3
6 WithOrWithout With Or Without FIX.2.7
7 LimitOrBetter Limit Or Better FIX.2.7 FIX.4.4
8 LimitWithOrWithout Limit With Or Without FIX.2.7
9 OnBasis On Basis FIX.2.7
A OnClose On Close (No longer used) FIX.2.7 FIX.4.3
B LimitOnClose Limit On Close (No longer used) FIX.2.7 FIX.4.3
C ForexMarket Forex Market (No longer used) FIX.4.0 FIX.4.3
D PreviouslyQuoted Previously Quoted FIX.4.0
E PreviouslyIndicated Previously Indicated FIX.4.0
F ForexLimit Forex Limit (No longer used) FIX.4.1 FIX.4.3
G ForexSwap Forex Swap FIX.4.1
H ForexPreviouslyQuoted Forex Previously Quoted (No longer used) FIX.4.1 FIX.4.3
I Funari Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan) FIX.4.2
J MarketIfTouched Market If Touched (MIT) FIX.4.3
K MarketWithLeftOverAsLimit Market With Left Over as Limit (market order with unexecuted quantity becoming 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
Q CounterOrderSelection Counter-order selection FIX.4.4EP22
FIX.4.3
423 PriceType int Code to represent the price type.
(For Financing transactions PriceType implies the "repo type" – Fixed or Floating – 9 (Yield) or 6 (Spread) respectively - and Price (44) gives the corresponding "repo rate".
See Volume : "Glossary" for further value definitions)
Value SymbolicName Description Added Updated Deprecated
1 Percentage Percentage (i.e. percent of par) (often called "dollar price" for fixed income) FIX.4.2
2 PerUnit Per unit (i.e. per share or contract) FIX.4.2
3 FixedAmount Fixed amount (absolute value) FIX.4.2
4 Discount Discount - percentage points below par FIX.4.3
5 Premium Premium - percentage points over par FIX.4.3
6 Spread Spread (basis points spread) FIX.4.3
7 TEDPrice TED Price FIX.4.3
8 TEDYield TED Yield FIX.4.3
9 Yield Yield FIX.4.4
10 FixedCabinetTradePrice Fixed cabinet trade price (primarily for listed futures and options) FIX.4.4
11 VariableCabinetTradePrice Variable cabinet trade price (primarily for listed futures and options) FIX.4.4
13 ProductTicksInHalfs Product ticks in halfs FIX.4.4EP19
14 ProductTicksInFourths Product ticks in fourths FIX.4.4EP19
15 ProductTicksInEights Product ticks in eights FIX.4.4EP19
16 ProductTicksInSixteenths Product ticks in sixteenths FIX.4.4EP19
17 ProductTicksInThirtySeconds Product ticks in thirty-seconds FIX.4.4EP19
18 ProductTicksInSixtyForths Product ticks in sixty-forths FIX.4.4EP19
19 ProductTicksInOneTwentyEights Product ticks in one-twenty-eights FIX.4.4EP19
FIX.4.3
44 Price Price Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc. FIX.4.3
1092 PriceProtectionScope char Defines the type of price protection the customer requires on their order.
Value SymbolicName Description Added Updated Deprecated
0 None None FIX.4.4EP-1
1 Local Local (Exchange, ECN, ATS) FIX.4.4EP-1
2 National National (Across all national markets) FIX.4.4EP-1
3 Global Global (Across all markets) FIX.4.4EP-1
FIX.4.4
99 StopPx Price Required for OrdType = "Stop" or OrdType = "Stop limit". FIX.4.3
TriggeringInstruction Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages" FIX.5.0
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 6-A: Valid Currency Codes" for information on obtaining valid values. FIX.4.3
376 ComplianceID String ID used to represent this transaction for compliance purposes (e.g. OATS reporting). FIX.4.3
23 IOIID String Required for Previously Indicated Orders (OrdType=E) FIX.4.3
117 QuoteID String Required for Previously Quoted Orders (OrdType=D) FIX.4.3
59 TimeInForce char Absence of this field indicates Day order
Value SymbolicName Description Added Updated Deprecated
0 Day Day (or session) 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 (GTD) FIX.4.0
7 AtTheClose At the Close FIX.4.3
FIX.4.3
168 EffectiveTime UTCTimestamp Can specify the time at which the order should be considered valid FIX.4.3
432 ExpireDate LocalMktDate Conditionally required if TimeInForce = GTD and ExpireTime is not specified. FIX.4.3
126 ExpireTime UTCTimestamp Conditionally required if TimeInForce = GTD and ExpireDate is not specified. FIX.4.3
427 GTBookingInst int States whether executions are booked out or accumulated on a partially filled GT order
Value SymbolicName Description Added Updated Deprecated
0 BookOutAllTradesOnDayOfExecution Book out all trades on day of execution FIX.4.2
1 AccumulateUntilFilledOrExpired Accumulate executions until order is filled or expires FIX.4.2
2 AccumulateUntilVerballyNotifiedOtherwise Accumulate until verbally notified otherwise FIX.4.2
FIX.4.3
210 MaxShow Qty Maximum quantity (e.g. number of shares) within an order to be shown to other customers (i.e. sent via an IOI).
(Prior to FIX 4.2 this field was of type int) 		FIX.4.3 FIX.5.0
PegInstructions Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" FIX.4.4
DiscretionInstructions Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" FIX.4.4
847 TargetStrategy int The target strategy of the order
Value SymbolicName Description Added Updated Deprecated
1 VWAP VWAP FIX.4.4
2 Participate Participate (i.e. aim to be x percent of the market volume) FIX.4.4
3 MininizeMarketImpact Mininize market impact FIX.4.4
FIX.4.4
StrategyParametersGrp Strategy parameter block FIX.4.4
848 TargetStrategyParameters String For further specification of the TargetStrategy FIX.4.4 FIX.5.0
849 ParticipationRate Percentage Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) FIX.4.4 FIX.5.0
480 CancellationRights char For CIV - Optional
Value SymbolicName Description Added Updated Deprecated
Y Yes Yes FIX.4.3
N NoExecutionOnly No - Execution Only FIX.4.3
M NoWaiverAgreement No - Waiver agreement FIX.4.3
O NoInstitutional No - Institutional FIX.4.3
FIX.4.3
481 MoneyLaunderingStatus char A one character code identifying Money laundering status.
Value SymbolicName Description Added Updated Deprecated
Y Passed Passed FIX.4.3
N NotChecked Not Checked FIX.4.3
1 ExemptBelowLimit Exempt - Below the Limit FIX.4.3
2 ExemptMoneyType Exempt - Client Money Type exemption FIX.4.3
3 ExemptAuthorised Exempt - Authorised Credit or financial institution FIX.4.3
FIX.4.3
513 RegistID String Reference to Registration Instructions message for this Order. FIX.4.3
494 Designation String Supplementary registration information for this Order FIX.4.3
StandardTrailer ✔ FIX.4.3

CrossOrderCancelReplaceRequest (35=t)

Used to modify a cross order previously submitted using the New Order - Cross message. See Order Cancel Replace Request for details concerning message usage.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = t (lowercase T) FIX.4.3
37 OrderID String Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN). FIX.4.3
548 CrossID ✔ String CrossID for the replacement order FIX.4.3
551 OrigCrossID ✔ String Must match the CrossID of the previous cross order. Same order chaining mechanism as ClOrdID/OrigClOrdID with single order Cancel/Replace. FIX.4.3
961 HostCrossID String Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs FIX.4.4
549 CrossType ✔ int Type of cross being submitted to a market
Value SymbolicName Description Added Updated Deprecated
1 CrossAON Cross AON - cross tade which is executed complete or not. Both sides are treated in the same manner. This is equivalent to an "All or None". FIX.4.3
2 CrossIOC Cross IOC - cross trade which is executed partially and the rest is cancelled. One side is fully executed, the other side is partially executed with the remainder being cancelled. This is equivalent to an IOC on the other side. Note: CrossPrioritization (550) field may be used to indicate which side should fully execute in this scenario. FIX.4.3
3 CrossOneSide Cross One Side - cross trade which is partially executed with the unfilled portions remaining active.. One side of the corss is fully executed (as denoted by the CrossPrioritization (550) field), but the unfilled portion remains active. FIX.4.3
4 CrossSamePrice Cross Same Price - cross trade is executed with existing orders with the same price. In this case other orders exist with the same price, the quantity of the Cross is executed against the existing orders and quotes, the remainder of the corss is executed against the other side of the cross. The two sides potentially have different quantities. FIX.4.3
FIX.4.3
550 CrossPrioritization ✔ int Indicates if one side or the other of a cross order should be prioritized.
The definition of prioritization is left to the market. In some markets prioritization means which side of the cross order is applied to the market first. In other markets – prioritization may mean that the prioritized side is fully executed (sometimes referred to as the side being protected).
Value SymbolicName Description Added Updated Deprecated
0 None None FIX.4.3
1 BuySideIsPrioritized Buy side is prioritized FIX.4.3
2 SellSideIsPrioritized Sell side is prioritized FIX.4.3
FIX.4.3
RootParties Insert here the set of "Root Parties" fields defined in "common components of application messages" Used for acting parties that applies to the whole message, not individual sides. FIX.4.4
SideCrossOrdModGrp ✔ Must be 1 or 2 FIX.4.4
Instrument ✔ Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" FIX.4.3
UndInstrmtGrp Number of underlyings FIX.4.4
InstrmtLegGrp Number of Legs FIX.4.4
63 SettlType String Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular)
Regular is defined as the default settlement period for the particular security on the exchange of execution.
In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue.
Additionally the following patterns may be uses as well as enum values
Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0
Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0
Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0
Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0
Noted that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days.
Value SymbolicName Description Added Updated Deprecated
0 Regular Regular / FX Spot settlement (T+1 or T+2 depending on currency) FIX.2.7
1 Cash Cash (TOD / T+0) FIX.2.7
2 NextDay Next Day (TOM / T+1) FIX.2.7
3 TPlus2 T+2 FIX.2.7
4 TPlus3 T+3 FIX.2.7
5 TPlus4 T+4 FIX.2.7
6 Future Future FIX.2.7
7 WhenAndIfIssued When And If Issued FIX.2.7
8 SellersOption Sellers Option FIX.2.7
9 TPlus5 T+5 FIX.3.0
B BrokenDate Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified FIX.4.4EP25
C FXSpotNextSettlement FX Spot Next settlement (Spot+1, aka next day) FIX.4.4EP21
FIX.4.3
64 SettlDate LocalMktDate Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. FIX.4.3
21 HandlInst char Instructions for order handling on Broker trading floor
Value SymbolicName Description Added Updated Deprecated
1 AutomatedExecutionNoIntervention Automated execution order, private, no Broker intervention FIX.2.7
2 AutomatedExecutionInterventionOK Automated execution order, public, Broker intervention OK FIX.2.7
3 ManualOrder Manual order, best execution FIX.2.7
FIX.4.3
18 ExecInst MultipleCharValue Can contain multiple instructions, space delimited. If OrdType=P, exactly one of the following values (ExecInst = L, R, M, P, O, T, or W) must be specified.
Value SymbolicName Description Added Updated Deprecated
0 StayOnOfferSide Stay on offer side FIX.2.7
1 NotHeld Not held FIX.2.7
2 Work Work FIX.2.7
3 GoAlong Go along FIX.2.7
4 OverTheDay Over the day FIX.2.7
5 Held Held FIX.2.7
6 ParticipateDoNotInitiate Participate don't initiate FIX.2.7
7 StrictScale Strict scale FIX.2.7
8 TryToScale Try to scale FIX.2.7
9 StayOnBidSide Stay on bid side FIX.2.7
A NoCross No cross (cross is forbidden) FIX.2.7
B OKToCross OK to cross FIX.2.7
C CallFirst Call first FIX.2.7
D PercentOfVolume Percent of volume (indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage) FIX.2.7
E DoNotIncrease Do not increase - DNI FIX.2.7
F DoNotReduce Do not reduce - DNR FIX.2.7
G AllOrNone All or none - AON FIX.2.7
H ReinstateOnSystemFailure Reinstate on system failue (mutually exclusive with Q) FIX.4.3
I InstitutionsOnly Institutions only FIX.3.0
J ReinstateOnTradingHalt Reinstate on Trading Halt (mutually exclusive with K) FIX.4.3
K CancelOnTradingHalt Cancel on Trading Halt (mutually exclusive with J) FIX.4.3
L LastPeg Last peg (last sale) FIX.3.0 FIX.5.0
M MidPricePeg Mid-price peg (midprice of inside quote) FIX.3.0 FIX.5.0
N NonNegotiable Non-negotiable FIX.3.0
O OpeningPeg Opening peg FIX.3.0 FIX.5.0
P MarketPeg Market peg FIX.3.0 FIX.5.0
Q CancelOnSystemFailure Cancel on system failure (mutually exclusive with H) FIX.4.3
R PrimaryPeg Primary peg (primary market - buy at bid/sell at offer) FIX.3.0 FIX.5.0
S Suspend Suspend FIX.3.0
T FixedPegToLocalBestBidOrOfferAtTimeOfOrder Fixed Peg to Local best bid or offer at time of order FIX.4.4EP35
U CustomerDisplayInstruction Customer Display Instruction (Rule 11Ac1-1/4) FIX.4.1
V Netting Netting (for Forex) FIX.4.1
W PegToVWAP Peg to VWAP FIX.4.2 FIX.5.0
X TradeAlong Trade Along FIX.4.3
Y TryToStop Try To Stop FIX.4.3
Z CancelIfNotBest Cancel if not best FIX.4.4
a TrailingStopPeg Trailing Stop Peg FIX.4.4 FIX.5.0
b StrictLimit Strict Limit (No price improvement) FIX.4.4
c IgnorePriceValidityChecks Ignore Price Validity Checks FIX.4.4
d PegToLimitPrice Peg to Limit Price FIX.4.4 FIX.5.0
e WorkToTargetStrategy Work to Target Strategy FIX.4.4
f IntermarketSweep Intermarket Sweep FIX.4.4EP6
g ExternalRoutingAllowed External Routing Allowed FIX.4.4EP14
h ExternalRoutingNotAllowed External Routing Not Allowed FIX.4.4EP14
i ImbalanceOnly Imbalance Only FIX.4.4EP22
j SingleExecutionRequestedForBlockTrade Single execution requested for block trade FIX.4.4EP6
k BestExecution Best Execution FIX.4.4EP35
FIX.4.3
110 MinQty Qty Minimum quantity of an order to be executed.
(Prior to FIX 4.2 this field was of type int) 		FIX.4.3
1089 MatchIncrement Qty Allows orders to specify a minimum quantity that applies to every execution (one execution could be for multiple counter-orders). The order may still fill against smaller orders, but the cumulative quantity of the execution must be in multiples of the MatchIncrement. FIX.4.4
1090 MaxPriceLevels int Allows an order to specify a maximum number of price levels to trade through. Only valid for aggressive orders and during continuous (autoexecution) trading sessions. Property lost when order is put on book. A partially filled order is assigned last trade price as limit price. Non-filled order behaves as ordinary Market or Limit. FIX.4.4
DisplayInstruction Insert here the set of "DisplayInstruction" fields defined in "common components of application messages" FIX.4.4
111 MaxFloor Qty The quantity to be displayed . Required for reserve orders. On orders specifies the qty to be displayed, on execution reports the currently displayed quantity. FIX.4.3 FIX.5.0
100 ExDestination Exchange Execution destination as defined by institution when order is entered.
Valid values:
See "Appendix 6-C" 		FIX.4.3
1133 ExDestinationIDSource char The ID source of ExDestination
Value SymbolicName Description Added Updated Deprecated
B BIC BIC (Bank Identification Code) (ISO 9362) FIX.4.4EP-1
C GeneralIdentifier Generally accepted market participant identifier (e.g. NASD mnemonic) FIX.4.4EP-1
D Proprietary Proprietary / Custom code FIX.4.4EP-1
E ISOCountryCode ISO Country Code FIX.4.4EP-1
G MIC MIC (ISO 10383 - Market Identifier Code) FIX.4.4EP-1
FIX.4.4
TrdgSesGrp Specifies the number of repeating TradingSessionIDs FIX.4.4
81 ProcessCode char Used to identify soft trades at order entry.
Value SymbolicName Description Added Updated Deprecated
0 Regular Regular FIX.2.7
1 SoftDollar Soft Dollar FIX.2.7
2 StepIn Step-In FIX.2.7
3 StepOut Step-Out FIX.2.7
4 SoftDollarStepIn Soft-dollar Step-In FIX.2.7
5 SoftDollarStepOut Soft-dollar Step-Out FIX.2.7
6 PlanSponsor Plan Sponsor FIX.4.0
FIX.4.3
140 PrevClosePx Price Useful for verifying security identification FIX.4.3
114 LocateReqd Boolean Required for short sell orders
Value SymbolicName Description Added Updated Deprecated
N No Indicates the broker is not required to locate FIX.4.0
Y Yes Indicates the broker is responsible for locating the stock FIX.4.0
FIX.4.3
60 TransactTime ✔ UTCTimestamp Time this order request was initiated/released by the trader, trading system, or intermediary. FIX.4.3
483 TransBkdTime UTCTimestamp A date and time stamp to indicate when this order was booked with the agent prior to submission to the VMU FIX.4.4
Stipulations Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages" FIX.4.3
40 OrdType ✔ char Order type. *** SOME VALUES ARE NO LONGER USED - See "Deprecated (Phased-out) Features and Supported Approach" *** (see Volume : "Glossary" for value definitions)
Value SymbolicName Description Added Updated Deprecated
1 Market Market FIX.2.7
2 Limit Limit FIX.2.7
3 Stop Stop / Stop Loss FIX.2.7
4 StopLimit Stop Limit FIX.2.7
5 MarketOnClose Market On Close (No longer used) FIX.2.7 FIX.4.3
6 WithOrWithout With Or Without FIX.2.7
7 LimitOrBetter Limit Or Better FIX.2.7 FIX.4.4
8 LimitWithOrWithout Limit With Or Without FIX.2.7
9 OnBasis On Basis FIX.2.7
A OnClose On Close (No longer used) FIX.2.7 FIX.4.3
B LimitOnClose Limit On Close (No longer used) FIX.2.7 FIX.4.3
C ForexMarket Forex Market (No longer used) FIX.4.0 FIX.4.3
D PreviouslyQuoted Previously Quoted FIX.4.0
E PreviouslyIndicated Previously Indicated FIX.4.0
F ForexLimit Forex Limit (No longer used) FIX.4.1 FIX.4.3
G ForexSwap Forex Swap FIX.4.1
H ForexPreviouslyQuoted Forex Previously Quoted (No longer used) FIX.4.1 FIX.4.3
I Funari Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan) FIX.4.2
J MarketIfTouched Market If Touched (MIT) FIX.4.3
K MarketWithLeftOverAsLimit Market With Left Over as Limit (market order with unexecuted quantity becoming 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
Q CounterOrderSelection Counter-order selection FIX.4.4EP22
FIX.4.3
423 PriceType int Code to represent the price type.
(For Financing transactions PriceType implies the "repo type" – Fixed or Floating – 9 (Yield) or 6 (Spread) respectively - and Price (44) gives the corresponding "repo rate".
See Volume : "Glossary" for further value definitions)
Value SymbolicName Description Added Updated Deprecated
1 Percentage Percentage (i.e. percent of par) (often called "dollar price" for fixed income) FIX.4.2
2 PerUnit Per unit (i.e. per share or contract) FIX.4.2
3 FixedAmount Fixed amount (absolute value) FIX.4.2
4 Discount Discount - percentage points below par FIX.4.3
5 Premium Premium - percentage points over par FIX.4.3
6 Spread Spread (basis points spread) FIX.4.3
7 TEDPrice TED Price FIX.4.3
8 TEDYield TED Yield FIX.4.3
9 Yield Yield FIX.4.4
10 FixedCabinetTradePrice Fixed cabinet trade price (primarily for listed futures and options) FIX.4.4
11 VariableCabinetTradePrice Variable cabinet trade price (primarily for listed futures and options) FIX.4.4
13 ProductTicksInHalfs Product ticks in halfs FIX.4.4EP19
14 ProductTicksInFourths Product ticks in fourths FIX.4.4EP19
15 ProductTicksInEights Product ticks in eights FIX.4.4EP19
16 ProductTicksInSixteenths Product ticks in sixteenths FIX.4.4EP19
17 ProductTicksInThirtySeconds Product ticks in thirty-seconds FIX.4.4EP19
18 ProductTicksInSixtyForths Product ticks in sixty-forths FIX.4.4EP19
19 ProductTicksInOneTwentyEights Product ticks in one-twenty-eights FIX.4.4EP19
FIX.4.3
44 Price Price Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc. FIX.4.3
1092 PriceProtectionScope char Defines the type of price protection the customer requires on their order.
Value SymbolicName Description Added Updated Deprecated
0 None None FIX.4.4EP-1
1 Local Local (Exchange, ECN, ATS) FIX.4.4EP-1
2 National National (Across all national markets) FIX.4.4EP-1
3 Global Global (Across all markets) FIX.4.4EP-1
FIX.4.4
99 StopPx Price Required for OrdType = "Stop" or OrdType = "Stop limit". FIX.4.3
TriggeringInstruction Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages" FIX.5.0
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 6-A: Valid Currency Codes" for information on obtaining valid values. FIX.4.3
376 ComplianceID String ID used to represent this transaction for compliance purposes (e.g. OATS reporting). FIX.4.3
23 IOIID String Required for Previously Indicated Orders (OrdType=E) FIX.4.3
117 QuoteID String Required for Previously Quoted Orders (OrdType=D) FIX.4.3
59 TimeInForce char Absence of this field indicates Day order
Value SymbolicName Description Added Updated Deprecated
0 Day Day (or session) 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 (GTD) FIX.4.0
7 AtTheClose At the Close FIX.4.3
FIX.4.3
168 EffectiveTime UTCTimestamp Can specify the time at which the order should be considered valid FIX.4.3
432 ExpireDate LocalMktDate Conditionally required if TimeInForce = GTD and ExpireTime is not specified. FIX.4.3
126 ExpireTime UTCTimestamp Conditionally required if TimeInForce = GTD and ExpireDate is not specified. FIX.4.3
427 GTBookingInst int States whether executions are booked out or accumulated on a partially filled GT order
Value SymbolicName Description Added Updated Deprecated
0 BookOutAllTradesOnDayOfExecution Book out all trades on day of execution FIX.4.2
1 AccumulateUntilFilledOrExpired Accumulate executions until order is filled or expires FIX.4.2
2 AccumulateUntilVerballyNotifiedOtherwise Accumulate until verbally notified otherwise FIX.4.2
FIX.4.3
210 MaxShow Qty Maximum quantity (e.g. number of shares) within an order to be shown to other customers (i.e. sent via an IOI).
(Prior to FIX 4.2 this field was of type int) 		FIX.4.3 FIX.5.0
PegInstructions Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" FIX.4.4
DiscretionInstructions Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" FIX.4.4
847 TargetStrategy int The target strategy of the order
Value SymbolicName Description Added Updated Deprecated
1 VWAP VWAP FIX.4.4
2 Participate Participate (i.e. aim to be x percent of the market volume) FIX.4.4
3 MininizeMarketImpact Mininize market impact FIX.4.4
FIX.4.4
StrategyParametersGrp Strategy parameter block FIX.4.4
848 TargetStrategyParameters String For further specification of the TargetStrategy FIX.4.4 FIX.5.0
849 ParticipationRate Percentage Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) FIX.4.4 FIX.5.0
480 CancellationRights char For CIV - Optional
Value SymbolicName Description Added Updated Deprecated
Y Yes Yes FIX.4.3
N NoExecutionOnly No - Execution Only FIX.4.3
M NoWaiverAgreement No - Waiver agreement FIX.4.3
O NoInstitutional No - Institutional FIX.4.3
FIX.4.3
481 MoneyLaunderingStatus char A one character code identifying Money laundering status.
Value SymbolicName Description Added Updated Deprecated
Y Passed Passed FIX.4.3
N NotChecked Not Checked FIX.4.3
1 ExemptBelowLimit Exempt - Below the Limit FIX.4.3
2 ExemptMoneyType Exempt - Client Money Type exemption FIX.4.3
3 ExemptAuthorised Exempt - Authorised Credit or financial institution FIX.4.3
FIX.4.3
513 RegistID String Reference to Registration Instructions message for this Order. FIX.4.3
494 Designation String Supplementary registration information for this Order FIX.4.3
StandardTrailer ✔ FIX.4.3

CrossOrderCancelRequest (35=u)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = u (lowercase U) FIX.4.3
37 OrderID String Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN). FIX.4.3
548 CrossID ✔ String CrossID for the replacement order FIX.4.3
551 OrigCrossID ✔ String Must match the CrossID of previous cross order. Same order chaining mechanism as ClOrdID/OrigClOrdID with single order Cancel/Replace. FIX.4.3
961 HostCrossID String Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs FIX.4.4
549 CrossType ✔ int Type of cross being submitted to a market
Value SymbolicName Description Added Updated Deprecated
1 CrossAON Cross AON - cross tade which is executed complete or not. Both sides are treated in the same manner. This is equivalent to an "All or None". FIX.4.3
2 CrossIOC Cross IOC - cross trade which is executed partially and the rest is cancelled. One side is fully executed, the other side is partially executed with the remainder being cancelled. This is equivalent to an IOC on the other side. Note: CrossPrioritization (550) field may be used to indicate which side should fully execute in this scenario. FIX.4.3
3 CrossOneSide Cross One Side - cross trade which is partially executed with the unfilled portions remaining active.. One side of the corss is fully executed (as denoted by the CrossPrioritization (550) field), but the unfilled portion remains active. FIX.4.3
4 CrossSamePrice Cross Same Price - cross trade is executed with existing orders with the same price. In this case other orders exist with the same price, the quantity of the Cross is executed against the existing orders and quotes, the remainder of the corss is executed against the other side of the cross. The two sides potentially have different quantities. FIX.4.3
FIX.4.3
550 CrossPrioritization ✔ int Indicates if one side or the other of a cross order should be prioritized.
The definition of prioritization is left to the market. In some markets prioritization means which side of the cross order is applied to the market first. In other markets – prioritization may mean that the prioritized side is fully executed (sometimes referred to as the side being protected).
Value SymbolicName Description Added Updated Deprecated
0 None None FIX.4.3
1 BuySideIsPrioritized Buy side is prioritized FIX.4.3
2 SellSideIsPrioritized Sell side is prioritized FIX.4.3
FIX.4.3
RootParties Insert here the set of "Root Parties" fields defined in "common components of application messages" Used for acting parties that applies to the whole message, not individual sides. FIX.4.4
SideCrossOrdCxlGrp ✔ Must be 1 or 2 FIX.4.4
Instrument ✔ Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" FIX.4.3
UndInstrmtGrp Number of underlyings FIX.4.4
InstrmtLegGrp Number of Leg FIX.4.4
60 TransactTime ✔ UTCTimestamp Time this order request was initiated/released by the trader, trading system, or intermediary. FIX.4.3
StandardTrailer ✔ FIX.4.3

SecurityTypeRequest (35=v)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = v (lowercase V) FIX.4.3
320 SecurityReqID ✔ String Unique ID of a Security Definition Request. FIX.4.3
58 Text String Comment, instructions, or other identifying information. FIX.4.3
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.3
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.3
336 TradingSessionID String Optional Trading Session Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable. FIX.4.3
625 TradingSessionSubID String Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties.
Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. 		FIX.4.3
460 Product int Used to qualify which security types are returned
Value SymbolicName Description Added Updated Deprecated
1 AGENCY AGENCY FIX.4.3
2 COMMODITY COMMODITY FIX.4.3
3 CORPORATE CORPORATE FIX.4.3
4 CURRENCY CURRENCY FIX.4.3
5 EQUITY EQUITY FIX.4.3
6 GOVERNMENT GOVERNMENT FIX.4.3
7 INDEX INDEX FIX.4.3
8 LOAN LOAN FIX.4.3
9 MONEYMARKET MONEYMARKET FIX.4.3
10 MORTGAGE MORTGAGE FIX.4.3
11 MUNICIPAL MUNICIPAL FIX.4.3
12 OTHER OTHER FIX.4.3
13 FINANCING FINANCING FIX.4.4
FIX.4.4
167 SecurityType String Used to qualify which security type is returned
Value SymbolicName Description Added Updated Deprecated
FUT Future Future FIX.4.1
OPT Option Option FIX.4.1
UST USTreasuryNoteOld US Treasury Note (Deprecated Value Use TNOTE) FIX.4.3 FIX.4.4
USTB USTreasuryBillOld US Treasury Bill (Deprecated Value Use TBILL) FIX.4.1 FIX.4.4
EUSUPRA EuroSupranationalCoupons Euro Supranational Coupons * FIX.4.4
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
SUPRA USDSupranationalCoupons USD Supranational Coupons * FIX.4.4
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
EUCORP EuroCorporateBond Euro Corporate Bond FIX.4.4
XLINKD IndexedLinked Indexed Linked FIX.4.3
STRUCT StructuredNotes Structured Notes FIX.4.3
YANK YankeeCorporateBond Yankee Corporate Bond FIX.4.3
FOR ForeignExchangeContract Foreign Exchange Contract FIX.4.1
CS CommonStock Common Stock FIX.4.1
PS PreferredStock Preferred Stock FIX.4.1
REPO Repurchase Repurchase FIX.4.4
FORWARD Forward Forward FIX.4.4
BUYSELL BuySellback Buy Sellback FIX.4.4
SECLOAN SecuritiesLoan Securities Loan FIX.4.4
SECPLEDGE SecuritiesPledge Securities Pledge FIX.4.4
BRADY BradyBond Brady Bond FIX.4.3
EUSOV EuroSovereigns Euro Sovereigns * FIX.4.4
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
TNOTE USTreasuryNote US Treasury Note FIX.4.4
TBILL USTreasuryBill US Treasury Bill FIX.4.4
TERM TermLoan Term Loan FIX.4.3
RVLV RevolverLoan Revolver Loan FIX.4.3
RVLVTRM Revolver Revolver/Term Loan 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
REPLACD Replaced Replaced FIX.4.3
MATURED Matured Matured FIX.4.3
AMENDED Amended Amended & Restated 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
CP CommercialPaper Commercial Paper FIX.4.1
DN DepositNotes Deposit Notes FIX.4.3
EUCD EuroCertificateOfDeposit Euro Certificate Of Deposit FIX.4.4
EUCP EuroCommercialPaper Euro Commercial Paper FIX.4.4
LQN LiquidityNote Liquidity Note FIX.4.3
MTN MediumTermNotes Medium Term Notes FIX.4.3
ONITE Overnight Overnight FIX.4.3
PN PromissoryNote Promissory Note FIX.4.3
PZFJ PlazosFijos Plazos Fijos FIX.4.3
STN ShortTermLoanNote Short Term Loan Note FIX.4.3
TD TimeDeposit Time Deposit FIX.4.1
XCN ExtendedCommNote Extended Comm Note FIX.4.3
YCD YankeeCertificateOfDeposit Yankee Certificate Of Deposit FIX.4.4
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
MBS MortgageBackedSecurities Mortgage-backed Securities FIX.4.3
MIO MortgageInterestOnly Mortgage Interest Only FIX.4.1
MPO MortgagePrincipalOnly Mortgage Principal Only FIX.4.1
MPP MortgagePrivatePlacement Mortgage Private Placement FIX.4.1
MPT MiscellaneousPassThrough Miscellaneous Pass-through FIX.4.1
PFAND Pfandbriefe Pfandbriefe * FIX.4.4
TBA ToBeAnnounced To Be Announced FIX.4.3
AN OtherAnticipationNotes Other Anticipation Notes (BAN, GAN, etc.) FIX.4.3
COFO CertificateOfObligation Certificate Of Obligation FIX.4.3
COFP CertificateOfParticipation Certificate Of Participation FIX.4.3
GO GeneralObligationBonds General Obligation Bonds FIX.4.3
MT MandatoryTender Mandatory Tender FIX.4.3
RAN RevenueAnticipationNote Revenue Anticipation Note 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
TECP TaxExemptCommercialPaper Tax Exempt Commercial Paper FIX.4.3
TRAN TaxRevenueAnticipationNote Tax Revenue Anticipation Note FIX.4.3
VRDN VariableRateDemandNote Variable Rate Demand Note FIX.4.3
WAR Warrant Warrant FIX.4.1
MF MutualFund Mutual Fund FIX.4.1
MLEG MultilegInstrument Multileg Instrument FIX.4.3
NONE NoSecurityType No Security Type FIX.4.1
OOF OptionsOnFutures Options on Futures FIX.4.4EP19
OOP OptionsOnPhysical Options on Physical FIX.4.4EP19
WLD WildcardEntry Wildcard Entry (was "?" in 4.4, used on Security Definition Request message) FIX.4.4EP-1
CASH Cash Cash FIX.4.4EP28
FIX.4.4
762 SecuritySubType String Used to qualify which security types are returned FIX.4.4
StandardTrailer ✔ FIX.4.3

SecurityTypes (35=w)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = w (lowercase W) FIX.4.3
320 SecurityReqID ✔ String Unique ID of a Security Definition Request. FIX.4.3
322 SecurityResponseID ✔ String Identifier for the security response message FIX.4.3
323 SecurityResponseType ✔ int The result of the security request identified by SecurityReqID
Value SymbolicName Description Added Updated Deprecated
1 AcceptAsIs Accept security proposal as-is FIX.4.2
2 AcceptWithRevisions Accept security proposal with revisions as indicated in the message FIX.4.2
3 ListOfSecurityTypesReturnedPerRequest List of security types returned per request FIX.4.2
4 ListOfSecuritiesReturnedPerRequest List of securities returned per request FIX.4.2
5 RejectSecurityProposal Reject security proposal FIX.4.2
6 CannotMatchSelectionCriteria Cannot match selection criteria FIX.4.2
FIX.4.3
557 TotNoSecurityTypes int Indicates total number of security types in the event that multiple Security Type messages are used to return results FIX.4.3
893 LastFragment Boolean Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
Value SymbolicName Description Added Updated Deprecated
N NotLastMessage Not Last Message FIX.4.4
Y LastMessage Last Message FIX.4.4
FIX.4.4
SecTypesGrp FIX.4.4
58 Text String Comment, instructions, or other identifying information. FIX.4.3
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.3
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.3
336 TradingSessionID String Optional Trading Session Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable. FIX.4.3
625 TradingSessionSubID String Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties.
Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. 		FIX.4.3
263 SubscriptionRequestType char Subscribe or unsubscribe for security status to security specified in request.
Value SymbolicName Description Added Updated Deprecated
0 Snapshot Snapshot FIX.4.2
1 SnapshotAndUpdates Snapshot + Updates (Subscribe) FIX.4.2
2 DisablePreviousSnapshot Disable previous Snapshot + Update Request (Unsubscribe) FIX.4.2
FIX.4.3
StandardTrailer ✔ FIX.4.3

SecurityListRequest (35=x)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = x (lowercase X) FIX.4.3
320 SecurityReqID ✔ String Unique ID of a Security Definition Request. FIX.4.3
559 SecurityListRequestType ✔ int Type of Security List Request being made
Value SymbolicName Description Added Updated Deprecated
0 Symbol Symbol FIX.4.3
1 SecurityTypeAnd SecurityType and/or CFICode FIX.4.3
2 Product Product FIX.4.3
3 TradingSessionID TradingSessionID FIX.4.3
4 AllSecurities All Securities FIX.4.3
FIX.4.3
Instrument Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
of the requested Security		 FIX.4.3
InstrumentExtension Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" FIX.4.4
FinancingDetails Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" FIX.4.4
UndInstrmtGrp Number of underlyings FIX.4.4
InstrmtLegGrp Number of legs that make up the Security FIX.4.4
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 6-A: Valid Currency Codes" for information on obtaining valid values. FIX.4.3
58 Text String Comment, instructions, or other identifying information. FIX.4.3
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.3
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.3
336 TradingSessionID String Optional Trading Session Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable. FIX.4.3
625 TradingSessionSubID String Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties.
Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. 		FIX.4.3
263 SubscriptionRequestType char Subscribe or unsubscribe for security status to security specified in request.
Value SymbolicName Description Added Updated Deprecated
0 Snapshot Snapshot FIX.4.2
1 SnapshotAndUpdates Snapshot + Updates (Subscribe) FIX.4.2
2 DisablePreviousSnapshot Disable previous Snapshot + Update Request (Unsubscribe) FIX.4.2
FIX.4.3
StandardTrailer ✔ FIX.4.3

SecurityList (35=y)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = y (lowercase Y) FIX.4.3
964 SecurityReportID int Security Report ID. Unique identifier for the Security Report. FIX.4.4
715 ClearingBusinessDate LocalMktDate The "Clearing Business Date" referred to by this maintenance request. FIX.4.4
320 SecurityReqID String Unique ID of a Security Definition Request. FIX.4.3
322 SecurityResponseID String Identifier for the Security List message FIX.4.3
560 SecurityRequestResult int Result of the Security Request identified by the SecurityReqID
Value SymbolicName Description Added Updated Deprecated
0 ValidRequest Valid request FIX.4.3
1 InvalidOrUnsupportedRequest Invalid or unsupported request FIX.4.3
2 NoInstrumentsFound No instruments found that match selection criteria FIX.4.3
3 NotAuthorizedToRetrieveInstrumentData Not authorized to retrieve instrument data FIX.4.3
4 InstrumentDataTemporarilyUnavailable Instrument data temporarily unavailable FIX.4.3
5 RequestForInstrumentDataNotSupported Request for instrument data not supported FIX.4.3
FIX.4.3
393 TotNoRelatedSym int Used to indicate the total number of securities being returned for this request. Used in the event that message fragmentation is required. FIX.4.3
893 LastFragment Boolean Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
Value SymbolicName Description Added Updated Deprecated
N NotLastMessage Not Last Message FIX.4.4
Y LastMessage Last Message FIX.4.4
FIX.4.4
SecListGrp Specifies the number of repeating symbols (instruments) specified FIX.4.4
StandardTrailer ✔ FIX.4.3

DerivativeSecurityListRequest (35=z)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = z (lowercase Z) FIX.4.3
320 SecurityReqID ✔ String Unique ID of a Security Definition Request. FIX.4.3
559 SecurityListRequestType ✔ int Identifies the type/criteria of Security List Request
Value SymbolicName Description Added Updated Deprecated
0 Symbol Symbol FIX.4.3
1 SecurityTypeAnd SecurityType and/or CFICode FIX.4.3
2 Product Product FIX.4.3
3 TradingSessionID TradingSessionID FIX.4.3
4 AllSecurities All Securities FIX.4.3
FIX.4.3
UnderlyingInstrument Specifies the underlying instrument FIX.4.3
762 SecuritySubType String Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="REPO"), or the CFICode if SecurityType is not specified. If specified, SecuirtyType or CFICode is required.
Example Values:
General = General Collateral (for SecurityType=REPO)
For SecurityType="MLEG" markets can provide the name of the option or futures strategy, such as Calendar, Vertical, Butterfly, etc.
NOTE: Additional values may be used by mutual agreement of the counterparties 		FIX.4.4
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 6-A: Valid Currency Codes" for information on obtaining valid values. FIX.4.3
58 Text String Comment, instructions, or other identifying information. FIX.4.3
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.3
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.3
336 TradingSessionID String Optional Trading Session Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable. FIX.4.3
625 TradingSessionSubID String Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties.
Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. 		FIX.4.3
263 SubscriptionRequestType char Subscribe or unsubscribe for security status to security specified in request.
Value SymbolicName Description Added Updated Deprecated
0 Snapshot Snapshot FIX.4.2
1 SnapshotAndUpdates Snapshot + Updates (Subscribe) FIX.4.2
2 DisablePreviousSnapshot Disable previous Snapshot + Update Request (Unsubscribe) FIX.4.2
FIX.4.3
StandardTrailer ✔ FIX.4.3

DerivativeSecurityList (35=AA)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = AA (2 A's) FIX.4.3
320 SecurityReqID ✔ String Unique ID of a Security Definition Request. FIX.4.3
322 SecurityResponseID ✔ String Identifier for the Derivative Security List message FIX.4.3
560 SecurityRequestResult ✔ int Result of the Security Request identified by SecurityReqID
Value SymbolicName Description Added Updated Deprecated
0 ValidRequest Valid request FIX.4.3
1 InvalidOrUnsupportedRequest Invalid or unsupported request FIX.4.3
2 NoInstrumentsFound No instruments found that match selection criteria FIX.4.3
3 NotAuthorizedToRetrieveInstrumentData Not authorized to retrieve instrument data FIX.4.3
4 InstrumentDataTemporarilyUnavailable Instrument data temporarily unavailable FIX.4.3
5 RequestForInstrumentDataNotSupported Request for instrument data not supported FIX.4.3
FIX.4.3
UnderlyingInstrument Underlying security for which derivatives are being returned FIX.4.3
393 TotNoRelatedSym int Used to indicate the total number of securities being returned for this request. Used in the event that message fragmentation is required. FIX.4.3
893 LastFragment Boolean Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
Value SymbolicName Description Added Updated Deprecated
N NotLastMessage Not Last Message FIX.4.4
Y LastMessage Last Message FIX.4.4
FIX.4.4
RelSymDerivSecGrp Specifies the number of repeating symbols (instruments) specified FIX.4.4
StandardTrailer ✔ FIX.4.3

NewOrderMultileg (35=AB)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = AB FIX.4.3
11 ClOrdID ✔ String Unique identifier of the order as assigned by institution or by the intermediary with closest association with the investor. FIX.4.3
526 SecondaryClOrdID String Assigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system. FIX.4.3
583 ClOrdLinkID String Permits order originators to tie together groups of orders in which trades resulting from orders are associated for a specific purpose, for example the calculation of average execution price for a customer or to associate lists submitted to a broker as waves of a larger program trade. FIX.4.3
Parties Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" FIX.4.3
229 TradeOriginationDate LocalMktDate Used with Fixed Income for Muncipal New Issue Market. Agreement in principal between counter-parties prior to actual trade date.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate) 		FIX.4.4
75 TradeDate LocalMktDate Indicates date of trade referenced in this message in YYYYMMDD format. Absence of this field indicates current day (expressed in local time at place of trade). FIX.4.4
1 Account String Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager. FIX.4.3
660 AcctIDSource int Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.
Value SymbolicName Description Added Updated Deprecated
1 BIC BIC FIX.4.4
2 SIDCode SID Code FIX.4.4
3 TFM TFM (GSPTA) FIX.4.4
4 OMGEO OMGEO (Alert ID) FIX.4.4
5 DTCCCode DTCC Code FIX.4.4
99 Other Other (custom or proprietary) FIX.4.4
FIX.4.4
581 AccountType int Type of account associated with an order
Value SymbolicName Description Added Updated Deprecated
1 CarriedCustomerSide Account is carried on customer side of the books FIX.4.3
2 CarriedNonCustomerSide Account is carried on non-customer side of books FIX.4.3
3 HouseTrader House Trader FIX.4.3
4 FloorTrader Floor Trader FIX.4.3
6 CarriedNonCustomerSideCrossMargined Account is carried on non-customer side of books and is cross margined FIX.4.3
7 HouseTraderCrossMargined Account is house trader and is cross margined FIX.4.3
8 JointBackOfficeAccount Joint back office account (JBO) FIX.4.3
FIX.4.3
589 DayBookingInst char Indicates whether or not automatic booking can occur.
Value SymbolicName Description Added Updated Deprecated
0 Auto Can trigger booking without reference to the order initiator ("auto") FIX.4.3
1 SpeakWithOrderInitiatorBeforeBooking Speak with order initiator before booking ("speak first") FIX.4.3
2 Accumulate Accumulate FIX.4.4
FIX.4.3
590 BookingUnit char Indicates what constitutes a bookable unit.
Value SymbolicName Description Added Updated Deprecated
0 EachPartialExecutionIsABookableUnit Each partial execution is a bookable unit FIX.4.3
1 AggregatePartialExecutionsOnThisOrder Aggregate partial executions on this order, and book one trade per order FIX.4.3
2 AggregateExecutionsForThisSymbol Aggregate executions for this symbol, side, and settlement date FIX.4.3
FIX.4.3
591 PreallocMethod char Indicates the method of preallocation.
Value SymbolicName Description Added Updated Deprecated
0 ProRata Pro-rata FIX.4.3
1 DoNotProRata Do not pro-rata - discuss first FIX.4.3
FIX.4.3
70 AllocID String Used to assign an identifier to the block of individual preallocations FIX.4.4
PreAllocMlegGrp Number of repeating groups for pre-trade allocation FIX.4.4
63 SettlType String Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular)
Regular is defined as the default settlement period for the particular security on the exchange of execution.
In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue.
Additionally the following patterns may be uses as well as enum values
Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0
Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0
Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0
Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0
Noted that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days.
Value SymbolicName Description Added Updated Deprecated
0 Regular Regular / FX Spot settlement (T+1 or T+2 depending on currency) FIX.2.7
1 Cash Cash (TOD / T+0) FIX.2.7
2 NextDay Next Day (TOM / T+1) FIX.2.7
3 TPlus2 T+2 FIX.2.7
4 TPlus3 T+3 FIX.2.7
5 TPlus4 T+4 FIX.2.7
6 Future Future FIX.2.7
7 WhenAndIfIssued When And If Issued FIX.2.7
8 SellersOption Sellers Option FIX.2.7
9 TPlus5 T+5 FIX.3.0
B BrokenDate Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified FIX.4.4EP25
C FXSpotNextSettlement FX Spot Next settlement (Spot+1, aka next day) FIX.4.4EP21
FIX.4.3
64 SettlDate LocalMktDate Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. FIX.4.3
544 CashMargin char Identifies whether an order is a margin order or a non-margin order. This is primarily used when sending orders to Japanese exchanges to indicate sell margin or buy to cover. The same tag could be assigned also by buy-side to indicate the intent to sell or buy margin and the sell-side to accept or reject (base on some validation criteria) the margin request.
Value SymbolicName Description Added Updated Deprecated
1 Cash Cash FIX.4.3
2 MarginOpen Margin Open FIX.4.3
3 MarginClose Margin Close FIX.4.3
FIX.4.3
635 ClearingFeeIndicator String Indicates type of fee being assessed of the customer for trade executions at an exchange. Applicable for futures markets only at this time.
(Values source CBOT, CME, NYBOT, and NYMEX):
Value SymbolicName Description Added Updated Deprecated
1 FirstYearDelegate 1st year delegate trading for own account FIX.4.3
2 SecondYearDelegate 2nd year delegate trading for own account FIX.4.3
3 ThirdYearDelegate 3rd year delegate trading for own account FIX.4.3
4 FourthYearDelegate 4th year delegate trading for own account FIX.4.3
5 FifthYearDelegate 5th year delegate trading for own account FIX.4.3
9 SixthYearDelegate 6th year delegate trading for own account FIX.4.3
B CBOEMember CBOE Member FIX.4.3
C NonMemberAndCustomer Non-member and Customer FIX.4.3
E EquityMemberAndClearingMember Equity Member and Clearing Member FIX.4.3
F FullAndAssociateMember Full and Associate Member trading for own account and as floor brokers FIX.4.3
H Firms106HAnd106J 106.H and 106.J firms FIX.4.3
I GIM GIM, IDEM and COM Membership Interest Holders FIX.4.3
L Lessee106FEmployees Lessee 106.F Employees FIX.4.3
M AllOtherOwnershipTypes All other ownership types FIX.4.3
FIX.4.3
21 HandlInst char Instructions for order handling on Broker trading floor
Value SymbolicName Description Added Updated Deprecated
1 AutomatedExecutionNoIntervention Automated execution order, private, no Broker intervention FIX.2.7
2 AutomatedExecutionInterventionOK Automated execution order, public, Broker intervention OK FIX.2.7
3 ManualOrder Manual order, best execution FIX.2.7
FIX.4.3
18 ExecInst MultipleCharValue Can contain multiple instructions, space delimited. If OrdType=P, exactly one of the following values (ExecInst = L, R, M, P, O, T, or W) must be specified.
Value SymbolicName Description Added Updated Deprecated
0 StayOnOfferSide Stay on offer side FIX.2.7
1 NotHeld Not held FIX.2.7
2 Work Work FIX.2.7
3 GoAlong Go along FIX.2.7
4 OverTheDay Over the day FIX.2.7
5 Held Held FIX.2.7
6 ParticipateDoNotInitiate Participate don't initiate FIX.2.7
7 StrictScale Strict scale FIX.2.7
8 TryToScale Try to scale FIX.2.7
9 StayOnBidSide Stay on bid side FIX.2.7
A NoCross No cross (cross is forbidden) FIX.2.7
B OKToCross OK to cross FIX.2.7
C CallFirst Call first FIX.2.7
D PercentOfVolume Percent of volume (indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage) FIX.2.7
E DoNotIncrease Do not increase - DNI FIX.2.7
F DoNotReduce Do not reduce - DNR FIX.2.7
G AllOrNone All or none - AON FIX.2.7
H ReinstateOnSystemFailure Reinstate on system failue (mutually exclusive with Q) FIX.4.3
I InstitutionsOnly Institutions only FIX.3.0
J ReinstateOnTradingHalt Reinstate on Trading Halt (mutually exclusive with K) FIX.4.3
K CancelOnTradingHalt Cancel on Trading Halt (mutually exclusive with J) FIX.4.3
L LastPeg Last peg (last sale) FIX.3.0 FIX.5.0
M MidPricePeg Mid-price peg (midprice of inside quote) FIX.3.0 FIX.5.0
N NonNegotiable Non-negotiable FIX.3.0
O OpeningPeg Opening peg FIX.3.0 FIX.5.0
P MarketPeg Market peg FIX.3.0 FIX.5.0
Q CancelOnSystemFailure Cancel on system failure (mutually exclusive with H) FIX.4.3
R PrimaryPeg Primary peg (primary market - buy at bid/sell at offer) FIX.3.0 FIX.5.0
S Suspend Suspend FIX.3.0
T FixedPegToLocalBestBidOrOfferAtTimeOfOrder Fixed Peg to Local best bid or offer at time of order FIX.4.4EP35
U CustomerDisplayInstruction Customer Display Instruction (Rule 11Ac1-1/4) FIX.4.1
V Netting Netting (for Forex) FIX.4.1
W PegToVWAP Peg to VWAP FIX.4.2 FIX.5.0
X TradeAlong Trade Along FIX.4.3
Y TryToStop Try To Stop FIX.4.3
Z CancelIfNotBest Cancel if not best FIX.4.4
a TrailingStopPeg Trailing Stop Peg FIX.4.4 FIX.5.0
b StrictLimit Strict Limit (No price improvement) FIX.4.4
c IgnorePriceValidityChecks Ignore Price Validity Checks FIX.4.4
d PegToLimitPrice Peg to Limit Price FIX.4.4 FIX.5.0
e WorkToTargetStrategy Work to Target Strategy FIX.4.4
f IntermarketSweep Intermarket Sweep FIX.4.4EP6
g ExternalRoutingAllowed External Routing Allowed FIX.4.4EP14
h ExternalRoutingNotAllowed External Routing Not Allowed FIX.4.4EP14
i ImbalanceOnly Imbalance Only FIX.4.4EP22
j SingleExecutionRequestedForBlockTrade Single execution requested for block trade FIX.4.4EP6
k BestExecution Best Execution FIX.4.4EP35
FIX.4.3
110 MinQty Qty Minimum quantity of an order to be executed.
(Prior to FIX 4.2 this field was of type int) 		FIX.4.3
1089 MatchIncrement Qty Allows orders to specify a minimum quantity that applies to every execution (one execution could be for multiple counter-orders). The order may still fill against smaller orders, but the cumulative quantity of the execution must be in multiples of the MatchIncrement. FIX.4.4
1090 MaxPriceLevels int Allows an order to specify a maximum number of price levels to trade through. Only valid for aggressive orders and during continuous (autoexecution) trading sessions. Property lost when order is put on book. A partially filled order is assigned last trade price as limit price. Non-filled order behaves as ordinary Market or Limit. FIX.4.4
DisplayInstruction Insert here the set of "ReserveInstruction" fields defined in "common components of application messages" FIX.4.4
111 MaxFloor Qty The quantity to be displayed . Required for reserve orders. On orders specifies the qty to be displayed, on execution reports the currently displayed quantity. FIX.4.3 FIX.5.0
100 ExDestination Exchange Execution destination as defined by institution when order is entered.
Valid values:
See "Appendix 6-C" 		FIX.4.3
1133 ExDestinationIDSource char The ID source of ExDestination
Value SymbolicName Description Added Updated Deprecated
B BIC BIC (Bank Identification Code) (ISO 9362) FIX.4.4EP-1
C GeneralIdentifier Generally accepted market participant identifier (e.g. NASD mnemonic) FIX.4.4EP-1
D Proprietary Proprietary / Custom code FIX.4.4EP-1
E ISOCountryCode ISO Country Code FIX.4.4EP-1
G MIC MIC (ISO 10383 - Market Identifier Code) FIX.4.4EP-1
FIX.4.4
TrdgSesGrp Specifies the number of repeating TradingSessionIDs FIX.4.4
81 ProcessCode char Used to identify soft trades at order entry.
Value SymbolicName Description Added Updated Deprecated
0 Regular Regular FIX.2.7
1 SoftDollar Soft Dollar FIX.2.7
2 StepIn Step-In FIX.2.7
3 StepOut Step-Out FIX.2.7
4 SoftDollarStepIn Soft-dollar Step-In FIX.2.7
5 SoftDollarStepOut Soft-dollar Step-Out FIX.2.7
6 PlanSponsor Plan Sponsor FIX.4.0
FIX.4.3
54 Side ✔ char Additional enumeration that indicates this is an order for a multileg order and that the sides are specified in the Instrument Leg component block.
Value SymbolicName Description Added Updated Deprecated
1 Buy Buy FIX.2.7
2 Sell Sell FIX.2.7
3 BuyMinus Buy minus FIX.2.7
4 SellPlus Sell plus FIX.2.7
5 SellShort Sell short FIX.2.7
6 SellShortExempt Sell short exempt FIX.2.7
7 Undisclosed Undisclosed (valid for IOI and List Order messages only) FIX.4.1
8 Cross Cross (orders where counterparty is an exchange, valid for all messages except IOIs) FIX.4.1
9 CrossShort Cross short FIX.4.2
A CrossShortExempt Cross short exxmpt FIX.4.3
B AsDefined "As Defined" (for use with multileg instruments) FIX.4.3
C Opposite "Opposite" (for use with multileg instruments) FIX.4.3
D Subscribe Subscribe (e.g. CIV) FIX.4.4
E Redeem Redeem (e.g. CIV) FIX.4.4
F Lend Lend (FINANCING - identifies direction of collateral) FIX.4.4
G Borrow Borrow (FINANCING - identifies direction of collateral) FIX.4.4
FIX.4.3
Instrument ✔ Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
SecurityType[167] = "MLEG"
CFICode should be set to the type of multileg product, such as "O" - options, "F" - Future or Swap.		 FIX.4.3
UndInstrmtGrp Number of underlyings FIX.4.4
140 PrevClosePx Price Useful for verifying security identification FIX.4.3
1069 SwapPoints PriceOffset For FX Swaps. Used to express the differential between the far leg's bid/offer and the near leg's bid/offer. FIX.4.4
LegOrdGrp ✔ Number of legs
Can be zero (e.g. standardized multileg instrument such as an Option strategy) - must be provided even if zero		 FIX.4.4
114 LocateReqd Boolean Required for short sell orders
Value SymbolicName Description Added Updated Deprecated
N No Indicates the broker is not required to locate FIX.4.0
Y Yes Indicates the broker is responsible for locating the stock FIX.4.0
FIX.4.3
60 TransactTime ✔ UTCTimestamp Time this order request was initiated/released by the trader, trading system, or intermediary. FIX.4.3
854 QtyType int Type of quantity specified in a quantity field:
Value SymbolicName Description Added Updated Deprecated
0 Units Units (shares, par, currency) FIX.4.4
1 Contracts Contracts (if used - must specify ContractMultiplier (tag 231)) FIX.4.4
2 UnitsOfMeasurePerTimeUnit Units of Measure per Time Unit (if used - must specify UnitofMeasure (tag 996) and TimeUnit (tag 997)) FIX.4.4EP5
FIX.4.4
OrderQtyData Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Conditionally required when the multileg order is not for a FX Swap, or any other swap transaction where having OrderQty is irrelevant as the amounts are expressed in the LegQty. FIX.4.3
40 OrdType ✔ char Order type. *** SOME VALUES ARE NO LONGER USED - See "Deprecated (Phased-out) Features and Supported Approach" *** (see Volume : "Glossary" for value definitions)
Value SymbolicName Description Added Updated Deprecated
1 Market Market FIX.2.7
2 Limit Limit FIX.2.7
3 Stop Stop / Stop Loss FIX.2.7
4 StopLimit Stop Limit FIX.2.7
5 MarketOnClose Market On Close (No longer used) FIX.2.7 FIX.4.3
6 WithOrWithout With Or Without FIX.2.7
7 LimitOrBetter Limit Or Better FIX.2.7 FIX.4.4
8 LimitWithOrWithout Limit With Or Without FIX.2.7
9 OnBasis On Basis FIX.2.7
A OnClose On Close (No longer used) FIX.2.7 FIX.4.3
B LimitOnClose Limit On Close (No longer used) FIX.2.7 FIX.4.3
C ForexMarket Forex Market (No longer used) FIX.4.0 FIX.4.3
D PreviouslyQuoted Previously Quoted FIX.4.0
E PreviouslyIndicated Previously Indicated FIX.4.0
F ForexLimit Forex Limit (No longer used) FIX.4.1 FIX.4.3
G ForexSwap Forex Swap FIX.4.1
H ForexPreviouslyQuoted Forex Previously Quoted (No longer used) FIX.4.1 FIX.4.3
I Funari Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan) FIX.4.2
J MarketIfTouched Market If Touched (MIT) FIX.4.3
K MarketWithLeftOverAsLimit Market With Left Over as Limit (market order with unexecuted quantity becoming 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
Q CounterOrderSelection Counter-order selection FIX.4.4EP22
FIX.4.3
423 PriceType int Code to represent the price type.
(For Financing transactions PriceType implies the "repo type" – Fixed or Floating – 9 (Yield) or 6 (Spread) respectively - and Price (44) gives the corresponding "repo rate".
See Volume : "Glossary" for further value definitions)
Value SymbolicName Description Added Updated Deprecated
1 Percentage Percentage (i.e. percent of par) (often called "dollar price" for fixed income) FIX.4.2
2 PerUnit Per unit (i.e. per share or contract) FIX.4.2
3 FixedAmount Fixed amount (absolute value) FIX.4.2
4 Discount Discount - percentage points below par FIX.4.3
5 Premium Premium - percentage points over par FIX.4.3
6 Spread Spread (basis points spread) FIX.4.3
7 TEDPrice TED Price FIX.4.3
8 TEDYield TED Yield FIX.4.3
9 Yield Yield FIX.4.4
10 FixedCabinetTradePrice Fixed cabinet trade price (primarily for listed futures and options) FIX.4.4
11 VariableCabinetTradePrice Variable cabinet trade price (primarily for listed futures and options) FIX.4.4
13 ProductTicksInHalfs Product ticks in halfs FIX.4.4EP19
14 ProductTicksInFourths Product ticks in fourths FIX.4.4EP19
15 ProductTicksInEights Product ticks in eights FIX.4.4EP19
16 ProductTicksInSixteenths Product ticks in sixteenths FIX.4.4EP19
17 ProductTicksInThirtySeconds Product ticks in thirty-seconds FIX.4.4EP19
18 ProductTicksInSixtyForths Product ticks in sixty-forths FIX.4.4EP19
19 ProductTicksInOneTwentyEights Product ticks in one-twenty-eights FIX.4.4EP19
FIX.4.3
44 Price Price Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc. FIX.4.3
1092 PriceProtectionScope char Defines the type of price protection the customer requires on their order.
Value SymbolicName Description Added Updated Deprecated
0 None None FIX.4.4EP-1
1 Local Local (Exchange, ECN, ATS) FIX.4.4EP-1
2 National National (Across all national markets) FIX.4.4EP-1
3 Global Global (Across all markets) FIX.4.4EP-1
FIX.4.4
99 StopPx Price Required for OrdType = "Stop" or OrdType = "Stop limit". FIX.4.3
TriggeringInstruction Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages" FIX.5.0
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 6-A: Valid Currency Codes" for information on obtaining valid values. FIX.4.3
376 ComplianceID String ID used to represent this transaction for compliance purposes (e.g. OATS reporting). FIX.4.3
377 SolicitedFlag Boolean Indicates whether or not the order was solicited.
Value SymbolicName Description Added Updated Deprecated
N WasNotSolicited Was not solicited FIX.4.2
Y WasSolicited Was solicited FIX.4.2
FIX.4.3
23 IOIID String Required for Previously Indicated Orders (OrdType=E) FIX.4.3
117 QuoteID String Required for Previously Quoted Orders (OrdType=D) FIX.4.3
1080 RefOrderID String Required for counter-order selection / Hit / Take Orders. (OrdType = Q) FIX.4.4
1081 RefOrderIDSource char Conditionally required if RefOrderID is specified.
Value SymbolicName Description Added Updated Deprecated
0 SecondaryOrderID SecondaryOrdeID (198) FIX.4.4EP-1
1 OrderID OrdeID (37) FIX.4.4EP-1
2 MDEntryID MEntryID (278) FIX.4.4EP-1
3 QuoteEntryID QuotEntryID (299) FIX.4.4EP-1
FIX.4.4
59 TimeInForce char Absence of this field indicates Day order
Value SymbolicName Description Added Updated Deprecated
0 Day Day (or session) 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 (GTD) FIX.4.0
7 AtTheClose At the Close FIX.4.3
FIX.4.3
168 EffectiveTime UTCTimestamp Can specify the time at which the order should be considered valid FIX.4.3
432 ExpireDate LocalMktDate Conditionally required if TimeInForce = GTD and ExpireTime is not specified. FIX.4.3
126 ExpireTime UTCTimestamp Conditionally required if TimeInForce = GTD and ExpireDate is not specified. FIX.4.3
427 GTBookingInst int States whether executions are booked out or accumulated on a partially filled GT order
Value SymbolicName Description Added Updated Deprecated
0 BookOutAllTradesOnDayOfExecution Book out all trades on day of execution FIX.4.2
1 AccumulateUntilFilledOrExpired Accumulate executions until order is filled or expires FIX.4.2
2 AccumulateUntilVerballyNotifiedOtherwise Accumulate until verbally notified otherwise FIX.4.2
FIX.4.3
CommissionData Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages" FIX.4.3
528 OrderCapacity char Designates the capacity of the firm placing the order.
(as of FIX 4.3, this field replaced Rule80A (tag 47) --used in conjunction with OrderRestrictions (529) field)
(see Volume : "Glossary" for value definitions)
Value SymbolicName Description Added Updated Deprecated
A Agency Agency FIX.4.3
G Proprietary Proprietary FIX.4.3
I Individual Individual FIX.4.3
P Principal Principal (Note for CMS purposes, "Principal" includes "Proprietary") FIX.4.3
R RisklessPrincipal Riskless Principal FIX.4.3
W AgentForOtherMember Agent for Other Member FIX.4.3
FIX.4.3
529 OrderRestrictions MultipleCharValue Restrictions associated with an order. If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space.
Value SymbolicName Description Added Updated Deprecated
1 ProgramTrade Program Trade FIX.4.3
2 IndexArbitrage Index Arbitrage FIX.4.3
3 NonIndexArbitrage Non-Index Arbitrage FIX.4.3
4 CompetingMarketMaker Competing Market Maker FIX.4.3
5 ActingAsMarketMakerOrSpecialistInSecurity Acting as Market Maker or Specialist in the security FIX.4.3
6 ActingAsMarketMakerOrSpecialistInUnderlying Acting as Market Maker of Specialist in the underlying security of a derivative seucirty FIX.4.3
7 ForeignEntity Foreign Entity (of foreign government or regulatory jurisdiction) FIX.4.3
8 ExternalMarketParticipant External Market Participant FIX.4.3
9 ExternalInterConnectedMarketLinkage Extneral Inter-connected Market Linkage FIX.4.3
A RisklessArbitrage Riskless Arbitrage FIX.4.3
FIX.4.3
1091 PreTradeAnonymity Boolean Allows trader to explicitly request anonymity or disclosure in pre-trade market data feeds. Anonymity is relevant in markets where counterparties are regularly disclosed in order depth feeds. Disclosure is relevant when counterparties are not normally visible. FIX.4.4
582 CustOrderCapacity int Capacity of customer placing the order
Primarily used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission).
Value SymbolicName Description Added Updated Deprecated
1 MemberTradingForTheirOwnAccount Member trading for their own account FIX.4.4
2 ClearingFirmTradingForItsProprietaryAccount Clearing Firm trading for its proprietary account FIX.4.4
3 MemberTradingForAnotherMember Member trading for another member FIX.4.4
4 AllOther All other FIX.4.4
FIX.4.3
121 ForexReq Boolean Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade.
Value SymbolicName Description Added Updated Deprecated
N DoNotExecuteForexAfterSecurityTrade Do Not Execute Forex After Security Trade FIX.4.0
Y ExecuteForexAfterSecurityTrade Execute Forex After Security Trade FIX.4.0
FIX.4.3
120 SettlCurrency Currency Required if ForexReq = Y. FIX.4.3
775 BookingType int Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking.
Value SymbolicName Description Added Updated Deprecated
0 RegularBooking Regular booking FIX.4.4
1 CFD CFD (Contract for difference) FIX.4.4
2 TotalReturnSwap Total Return Swap FIX.4.4
FIX.4.4
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.3
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.3
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.3
77 PositionEffect char For use in derivatives omnibus accounting
Value SymbolicName Description Added Updated Deprecated
C Close Close FIX.4.1
F FIFO FIFO FIX.4.3
O Open Open FIX.4.1
R Rolled Rolled FIX.4.3
FIX.4.3
203 CoveredOrUncovered int For use with derivatives, such as options
Value SymbolicName Description Added Updated Deprecated
0 Covered Covered FIX.4.1
1 Uncovered Uncovered FIX.4.1
FIX.4.3
210 MaxShow Qty Maximum quantity (e.g. number of shares) within an order to be shown to other customers (i.e. sent via an IOI).
(Prior to FIX 4.2 this field was of type int) 		FIX.4.3 FIX.5.0
PegInstructions Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" FIX.4.4
DiscretionInstructions Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" FIX.4.4
847 TargetStrategy int The target strategy of the order
Value SymbolicName Description Added Updated Deprecated
1 VWAP VWAP FIX.4.4
2 Participate Participate (i.e. aim to be x percent of the market volume) FIX.4.4
3 MininizeMarketImpact Mininize market impact FIX.4.4
FIX.4.4
StrategyParametersGrp Strategy parameter block FIX.4.4
848 TargetStrategyParameters String For further specification of the TargetStrategy FIX.4.4 FIX.5.0
849 ParticipationRate Percentage Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) FIX.4.4 FIX.5.0
480 CancellationRights char For CIV - Optional
Value SymbolicName Description Added Updated Deprecated
Y Yes Yes FIX.4.3
N NoExecutionOnly No - Execution Only FIX.4.3
M NoWaiverAgreement No - Waiver agreement FIX.4.3
O NoInstitutional No - Institutional FIX.4.3
FIX.4.3
481 MoneyLaunderingStatus char A one character code identifying Money laundering status.
Value SymbolicName Description Added Updated Deprecated
Y Passed Passed FIX.4.3
N NotChecked Not Checked FIX.4.3
1 ExemptBelowLimit Exempt - Below the Limit FIX.4.3
2 ExemptMoneyType Exempt - Client Money Type exemption FIX.4.3
3 ExemptAuthorised Exempt - Authorised Credit or financial institution FIX.4.3
FIX.4.3
513 RegistID String Reference to Registration Instructions message for this Order. FIX.4.3
494 Designation String Supplementary registration information for this Order FIX.4.3
563 MultiLegRptTypeReq int Indicates the method of execution reporting requested by issuer of the order.
Value SymbolicName Description Added Updated Deprecated
0 ReportByMulitlegSecurityOnly Report by mulitleg security only (do not report legs) FIX.4.4
1 ReportByMultilegSecurityAndInstrumentLegs Report by multileg security and by instrument legs belonging to the multileg security FIX.4.4
2 ReportByInstrumentLegsOnly Report by instrument legs belonging to the multileg security only (do not report status of multileg security) FIX.4.4
FIX.4.3
StandardTrailer ✔ FIX.4.3

MultilegOrderCancelReplace (35=AC)

Used to modify a multileg order previously submitted using the New Order - Multileg message. See Order Cancel Replace Request for details concerning message usage.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = AC FIX.4.3
37 OrderID String Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN). FIX.4.3
41 OrigClOrdID ✔ String ClOrdID of the previous order (NOT the initial order of the day) when canceling or replacing an order. FIX.4.3
11 ClOrdID ✔ String Unique identifier of replacement order as assigned by institution or by the intermediary with closest association with the investor.. Note that this identifier will be used in ClOrdID field of the Cancel Reject message if the replacement request is rejected. FIX.4.3
526 SecondaryClOrdID String Assigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system. FIX.4.3
583 ClOrdLinkID String Permits order originators to tie together groups of orders in which trades resulting from orders are associated for a specific purpose, for example the calculation of average execution price for a customer or to associate lists submitted to a broker as waves of a larger program trade. FIX.4.3
586 OrigOrdModTime UTCTimestamp The most recent (or current) modification TransactTime (tag 60) reported on an Execution Report for the order.
The OrigOrdModTime is provided as an optional field on Order Cancel Request and Order Cancel Replace Requests to identify that the state of the order has not changed since the request was issued.
This is provided to support markets similar to Eurex and A/C/E. 		FIX.4.3
Parties Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" FIX.4.3
229 TradeOriginationDate LocalMktDate Used with Fixed Income for Muncipal New Issue Market. Agreement in principal between counter-parties prior to actual trade date.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate) 		FIX.4.4
75 TradeDate LocalMktDate Indicates date of trade referenced in this message in YYYYMMDD format. Absence of this field indicates current day (expressed in local time at place of trade). FIX.4.4
1 Account String Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager. FIX.4.3
660 AcctIDSource int Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.
Value SymbolicName Description Added Updated Deprecated
1 BIC BIC FIX.4.4
2 SIDCode SID Code FIX.4.4
3 TFM TFM (GSPTA) FIX.4.4
4 OMGEO OMGEO (Alert ID) FIX.4.4
5 DTCCCode DTCC Code FIX.4.4
99 Other Other (custom or proprietary) FIX.4.4
FIX.4.4
581 AccountType int Type of account associated with an order
Value SymbolicName Description Added Updated Deprecated
1 CarriedCustomerSide Account is carried on customer side of the books FIX.4.3
2 CarriedNonCustomerSide Account is carried on non-customer side of books FIX.4.3
3 HouseTrader House Trader FIX.4.3
4 FloorTrader Floor Trader FIX.4.3
6 CarriedNonCustomerSideCrossMargined Account is carried on non-customer side of books and is cross margined FIX.4.3
7 HouseTraderCrossMargined Account is house trader and is cross margined FIX.4.3
8 JointBackOfficeAccount Joint back office account (JBO) FIX.4.3
FIX.4.3
589 DayBookingInst char Indicates whether or not automatic booking can occur.
Value SymbolicName Description Added Updated Deprecated
0 Auto Can trigger booking without reference to the order initiator ("auto") FIX.4.3
1 SpeakWithOrderInitiatorBeforeBooking Speak with order initiator before booking ("speak first") FIX.4.3
2 Accumulate Accumulate FIX.4.4
FIX.4.3
590 BookingUnit char Indicates what constitutes a bookable unit.
Value SymbolicName Description Added Updated Deprecated
0 EachPartialExecutionIsABookableUnit Each partial execution is a bookable unit FIX.4.3
1 AggregatePartialExecutionsOnThisOrder Aggregate partial executions on this order, and book one trade per order FIX.4.3
2 AggregateExecutionsForThisSymbol Aggregate executions for this symbol, side, and settlement date FIX.4.3
FIX.4.3
591 PreallocMethod char Indicates the method of preallocation.
Value SymbolicName Description Added Updated Deprecated
0 ProRata Pro-rata FIX.4.3
1 DoNotProRata Do not pro-rata - discuss first FIX.4.3
FIX.4.3
70 AllocID String Used to assign an identifier to the block of individual preallocations FIX.4.4
PreAllocMlegGrp Number of repeating groups for pre-trade allocation FIX.4.4
63 SettlType String Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular)
Regular is defined as the default settlement period for the particular security on the exchange of execution.
In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue.
Additionally the following patterns may be uses as well as enum values
Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0
Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0
Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0
Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0
Noted that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days.
Value SymbolicName Description Added Updated Deprecated
0 Regular Regular / FX Spot settlement (T+1 or T+2 depending on currency) FIX.2.7
1 Cash Cash (TOD / T+0) FIX.2.7
2 NextDay Next Day (TOM / T+1) FIX.2.7
3 TPlus2 T+2 FIX.2.7
4 TPlus3 T+3 FIX.2.7
5 TPlus4 T+4 FIX.2.7
6 Future Future FIX.2.7
7 WhenAndIfIssued When And If Issued FIX.2.7
8 SellersOption Sellers Option FIX.2.7
9 TPlus5 T+5 FIX.3.0
B BrokenDate Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified FIX.4.4EP25
C FXSpotNextSettlement FX Spot Next settlement (Spot+1, aka next day) FIX.4.4EP21
FIX.4.3
64 SettlDate LocalMktDate Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. FIX.4.3
544 CashMargin char Identifies whether an order is a margin order or a non-margin order. This is primarily used when sending orders to Japanese exchanges to indicate sell margin or buy to cover. The same tag could be assigned also by buy-side to indicate the intent to sell or buy margin and the sell-side to accept or reject (base on some validation criteria) the margin request.
Value SymbolicName Description Added Updated Deprecated
1 Cash Cash FIX.4.3
2 MarginOpen Margin Open FIX.4.3
3 MarginClose Margin Close FIX.4.3
FIX.4.3
635 ClearingFeeIndicator String Indicates type of fee being assessed of the customer for trade executions at an exchange. Applicable for futures markets only at this time.
(Values source CBOT, CME, NYBOT, and NYMEX):
Value SymbolicName Description Added Updated Deprecated
1 FirstYearDelegate 1st year delegate trading for own account FIX.4.3
2 SecondYearDelegate 2nd year delegate trading for own account FIX.4.3
3 ThirdYearDelegate 3rd year delegate trading for own account FIX.4.3
4 FourthYearDelegate 4th year delegate trading for own account FIX.4.3
5 FifthYearDelegate 5th year delegate trading for own account FIX.4.3
9 SixthYearDelegate 6th year delegate trading for own account FIX.4.3
B CBOEMember CBOE Member FIX.4.3
C NonMemberAndCustomer Non-member and Customer FIX.4.3
E EquityMemberAndClearingMember Equity Member and Clearing Member FIX.4.3
F FullAndAssociateMember Full and Associate Member trading for own account and as floor brokers FIX.4.3
H Firms106HAnd106J 106.H and 106.J firms FIX.4.3
I GIM GIM, IDEM and COM Membership Interest Holders FIX.4.3
L Lessee106FEmployees Lessee 106.F Employees FIX.4.3
M AllOtherOwnershipTypes All other ownership types FIX.4.3
FIX.4.3
21 HandlInst char Instructions for order handling on Broker trading floor
Value SymbolicName Description Added Updated Deprecated
1 AutomatedExecutionNoIntervention Automated execution order, private, no Broker intervention FIX.2.7
2 AutomatedExecutionInterventionOK Automated execution order, public, Broker intervention OK FIX.2.7
3 ManualOrder Manual order, best execution FIX.2.7
FIX.4.3
18 ExecInst MultipleCharValue Can contain multiple instructions, space delimited. If OrdType=P, exactly one of the following values (ExecInst = L, R, M, P, O, T, or W) must be specified.
Value SymbolicName Description Added Updated Deprecated
0 StayOnOfferSide Stay on offer side FIX.2.7
1 NotHeld Not held FIX.2.7
2 Work Work FIX.2.7
3 GoAlong Go along FIX.2.7
4 OverTheDay Over the day FIX.2.7
5 Held Held FIX.2.7
6 ParticipateDoNotInitiate Participate don't initiate FIX.2.7
7 StrictScale Strict scale FIX.2.7
8 TryToScale Try to scale FIX.2.7
9 StayOnBidSide Stay on bid side FIX.2.7
A NoCross No cross (cross is forbidden) FIX.2.7
B OKToCross OK to cross FIX.2.7
C CallFirst Call first FIX.2.7
D PercentOfVolume Percent of volume (indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage) FIX.2.7
E DoNotIncrease Do not increase - DNI FIX.2.7
F DoNotReduce Do not reduce - DNR FIX.2.7
G AllOrNone All or none - AON FIX.2.7
H ReinstateOnSystemFailure Reinstate on system failue (mutually exclusive with Q) FIX.4.3
I InstitutionsOnly Institutions only FIX.3.0
J ReinstateOnTradingHalt Reinstate on Trading Halt (mutually exclusive with K) FIX.4.3
K CancelOnTradingHalt Cancel on Trading Halt (mutually exclusive with J) FIX.4.3
L LastPeg Last peg (last sale) FIX.3.0 FIX.5.0
M MidPricePeg Mid-price peg (midprice of inside quote) FIX.3.0 FIX.5.0
N NonNegotiable Non-negotiable FIX.3.0
O OpeningPeg Opening peg FIX.3.0 FIX.5.0
P MarketPeg Market peg FIX.3.0 FIX.5.0
Q CancelOnSystemFailure Cancel on system failure (mutually exclusive with H) FIX.4.3
R PrimaryPeg Primary peg (primary market - buy at bid/sell at offer) FIX.3.0 FIX.5.0
S Suspend Suspend FIX.3.0
T FixedPegToLocalBestBidOrOfferAtTimeOfOrder Fixed Peg to Local best bid or offer at time of order FIX.4.4EP35
U CustomerDisplayInstruction Customer Display Instruction (Rule 11Ac1-1/4) FIX.4.1
V Netting Netting (for Forex) FIX.4.1
W PegToVWAP Peg to VWAP FIX.4.2 FIX.5.0
X TradeAlong Trade Along FIX.4.3
Y TryToStop Try To Stop FIX.4.3
Z CancelIfNotBest Cancel if not best FIX.4.4
a TrailingStopPeg Trailing Stop Peg FIX.4.4 FIX.5.0
b StrictLimit Strict Limit (No price improvement) FIX.4.4
c IgnorePriceValidityChecks Ignore Price Validity Checks FIX.4.4
d PegToLimitPrice Peg to Limit Price FIX.4.4 FIX.5.0
e WorkToTargetStrategy Work to Target Strategy FIX.4.4
f IntermarketSweep Intermarket Sweep FIX.4.4EP6
g ExternalRoutingAllowed External Routing Allowed FIX.4.4EP14
h ExternalRoutingNotAllowed External Routing Not Allowed FIX.4.4EP14
i ImbalanceOnly Imbalance Only FIX.4.4EP22
j SingleExecutionRequestedForBlockTrade Single execution requested for block trade FIX.4.4EP6
k BestExecution Best Execution FIX.4.4EP35
FIX.4.3
110 MinQty Qty Minimum quantity of an order to be executed.
(Prior to FIX 4.2 this field was of type int) 		FIX.4.3
1089 MatchIncrement Qty Allows orders to specify a minimum quantity that applies to every execution (one execution could be for multiple counter-orders). The order may still fill against smaller orders, but the cumulative quantity of the execution must be in multiples of the MatchIncrement. FIX.4.4
1090 MaxPriceLevels int Allows an order to specify a maximum number of price levels to trade through. Only valid for aggressive orders and during continuous (autoexecution) trading sessions. Property lost when order is put on book. A partially filled order is assigned last trade price as limit price. Non-filled order behaves as ordinary Market or Limit. FIX.4.4
DisplayInstruction Insert here the set of "DisplayInstruction" fields defined in "common components of application messages" FIX.4.4
111 MaxFloor Qty The quantity to be displayed . Required for reserve orders. On orders specifies the qty to be displayed, on execution reports the currently displayed quantity. FIX.4.3 FIX.5.0
100 ExDestination Exchange Execution destination as defined by institution when order is entered.
Valid values:
See "Appendix 6-C" 		FIX.4.3
1133 ExDestinationIDSource char The ID source of ExDestination
Value SymbolicName Description Added Updated Deprecated
B BIC BIC (Bank Identification Code) (ISO 9362) FIX.4.4EP-1
C GeneralIdentifier Generally accepted market participant identifier (e.g. NASD mnemonic) FIX.4.4EP-1
D Proprietary Proprietary / Custom code FIX.4.4EP-1
E ISOCountryCode ISO Country Code FIX.4.4EP-1
G MIC MIC (ISO 10383 - Market Identifier Code) FIX.4.4EP-1
FIX.4.4
TrdgSesGrp Specifies the number of repeating TradingSessionIDs FIX.4.4
81 ProcessCode char Used to identify soft trades at order entry.
Value SymbolicName Description Added Updated Deprecated
0 Regular Regular FIX.2.7
1 SoftDollar Soft Dollar FIX.2.7
2 StepIn Step-In FIX.2.7
3 StepOut Step-Out FIX.2.7
4 SoftDollarStepIn Soft-dollar Step-In FIX.2.7
5 SoftDollarStepOut Soft-dollar Step-Out FIX.2.7
6 PlanSponsor Plan Sponsor FIX.4.0
FIX.4.3
54 Side ✔ char Additional enumeration that indicates this is an order for a multileg order and that the sides are specified in the Instrument Leg component block.
Value SymbolicName Description Added Updated Deprecated
1 Buy Buy FIX.2.7
2 Sell Sell FIX.2.7
3 BuyMinus Buy minus FIX.2.7
4 SellPlus Sell plus FIX.2.7
5 SellShort Sell short FIX.2.7
6 SellShortExempt Sell short exempt FIX.2.7
7 Undisclosed Undisclosed (valid for IOI and List Order messages only) FIX.4.1
8 Cross Cross (orders where counterparty is an exchange, valid for all messages except IOIs) FIX.4.1
9 CrossShort Cross short FIX.4.2
A CrossShortExempt Cross short exxmpt FIX.4.3
B AsDefined "As Defined" (for use with multileg instruments) FIX.4.3
C Opposite "Opposite" (for use with multileg instruments) FIX.4.3
D Subscribe Subscribe (e.g. CIV) FIX.4.4
E Redeem Redeem (e.g. CIV) FIX.4.4
F Lend Lend (FINANCING - identifies direction of collateral) FIX.4.4
G Borrow Borrow (FINANCING - identifies direction of collateral) FIX.4.4
FIX.4.3
Instrument ✔ Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
SecurityType[167] = "MLEG"
CFICode should be set to the type of multileg product, such as "O" - options, "F" - Future or Swap.		 FIX.4.3
UndInstrmtGrp Number of underlyings FIX.4.4
140 PrevClosePx Price Useful for verifying security identification FIX.4.3
1069 SwapPoints PriceOffset For FX Swap, this is used to express the differential between the far leg's bid/offer and the near leg's bid/offer. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 FIX.4.4
LegOrdGrp ✔ Number of legs
Can be zero (e.g. standardized multileg instrument such as an Option strategy) - must be provided even if zero		 FIX.4.4
114 LocateReqd Boolean Required for short sell orders
Value SymbolicName Description Added Updated Deprecated
N No Indicates the broker is not required to locate FIX.4.0
Y Yes Indicates the broker is responsible for locating the stock FIX.4.0
FIX.4.3
60 TransactTime ✔ UTCTimestamp Time this order request was initiated/released by the trader, trading system, or intermediary. FIX.4.3
854 QtyType int Type of quantity specified in a quantity field:
Value SymbolicName Description Added Updated Deprecated
0 Units Units (shares, par, currency) FIX.4.4
1 Contracts Contracts (if used - must specify ContractMultiplier (tag 231)) FIX.4.4
2 UnitsOfMeasurePerTimeUnit Units of Measure per Time Unit (if used - must specify UnitofMeasure (tag 996) and TimeUnit (tag 997)) FIX.4.4EP5
FIX.4.4
OrderQtyData ✔ Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" FIX.4.3
40 OrdType ✔ char Order type. *** SOME VALUES ARE NO LONGER USED - See "Deprecated (Phased-out) Features and Supported Approach" *** (see Volume : "Glossary" for value definitions)
Value SymbolicName Description Added Updated Deprecated
1 Market Market FIX.2.7
2 Limit Limit FIX.2.7
3 Stop Stop / Stop Loss FIX.2.7
4 StopLimit Stop Limit FIX.2.7
5 MarketOnClose Market On Close (No longer used) FIX.2.7 FIX.4.3
6 WithOrWithout With Or Without FIX.2.7
7 LimitOrBetter Limit Or Better FIX.2.7 FIX.4.4
8 LimitWithOrWithout Limit With Or Without FIX.2.7
9 OnBasis On Basis FIX.2.7
A OnClose On Close (No longer used) FIX.2.7 FIX.4.3
B LimitOnClose Limit On Close (No longer used) FIX.2.7 FIX.4.3
C ForexMarket Forex Market (No longer used) FIX.4.0 FIX.4.3
D PreviouslyQuoted Previously Quoted FIX.4.0
E PreviouslyIndicated Previously Indicated FIX.4.0
F ForexLimit Forex Limit (No longer used) FIX.4.1 FIX.4.3
G ForexSwap Forex Swap FIX.4.1
H ForexPreviouslyQuoted Forex Previously Quoted (No longer used) FIX.4.1 FIX.4.3
I Funari Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan) FIX.4.2
J MarketIfTouched Market If Touched (MIT) FIX.4.3
K MarketWithLeftOverAsLimit Market With Left Over as Limit (market order with unexecuted quantity becoming 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
Q CounterOrderSelection Counter-order selection FIX.4.4EP22
FIX.4.3
423 PriceType int Code to represent the price type.
(For Financing transactions PriceType implies the "repo type" – Fixed or Floating – 9 (Yield) or 6 (Spread) respectively - and Price (44) gives the corresponding "repo rate".
See Volume : "Glossary" for further value definitions)
Value SymbolicName Description Added Updated Deprecated
1 Percentage Percentage (i.e. percent of par) (often called "dollar price" for fixed income) FIX.4.2
2 PerUnit Per unit (i.e. per share or contract) FIX.4.2
3 FixedAmount Fixed amount (absolute value) FIX.4.2
4 Discount Discount - percentage points below par FIX.4.3
5 Premium Premium - percentage points over par FIX.4.3
6 Spread Spread (basis points spread) FIX.4.3
7 TEDPrice TED Price FIX.4.3
8 TEDYield TED Yield FIX.4.3
9 Yield Yield FIX.4.4
10 FixedCabinetTradePrice Fixed cabinet trade price (primarily for listed futures and options) FIX.4.4
11 VariableCabinetTradePrice Variable cabinet trade price (primarily for listed futures and options) FIX.4.4
13 ProductTicksInHalfs Product ticks in halfs FIX.4.4EP19
14 ProductTicksInFourths Product ticks in fourths FIX.4.4EP19
15 ProductTicksInEights Product ticks in eights FIX.4.4EP19
16 ProductTicksInSixteenths Product ticks in sixteenths FIX.4.4EP19
17 ProductTicksInThirtySeconds Product ticks in thirty-seconds FIX.4.4EP19
18 ProductTicksInSixtyForths Product ticks in sixty-forths FIX.4.4EP19
19 ProductTicksInOneTwentyEights Product ticks in one-twenty-eights FIX.4.4EP19
FIX.4.3
44 Price Price Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc. FIX.4.3
1092 PriceProtectionScope char Defines the type of price protection the customer requires on their order.
Value SymbolicName Description Added Updated Deprecated
0 None None FIX.4.4EP-1
1 Local Local (Exchange, ECN, ATS) FIX.4.4EP-1
2 National National (Across all national markets) FIX.4.4EP-1
3 Global Global (Across all markets) FIX.4.4EP-1
FIX.4.4
99 StopPx Price Required for OrdType = "Stop" or OrdType = "Stop limit". FIX.4.3
TriggeringInstruction Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages" FIX.5.0
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 6-A: Valid Currency Codes" for information on obtaining valid values. FIX.4.3
376 ComplianceID String ID used to represent this transaction for compliance purposes (e.g. OATS reporting). FIX.4.3
377 SolicitedFlag Boolean Indicates whether or not the order was solicited.
Value SymbolicName Description Added Updated Deprecated
N WasNotSolicited Was not solicited FIX.4.2
Y WasSolicited Was solicited FIX.4.2
FIX.4.3
23 IOIID String Required for Previously Indicated Orders (OrdType=E) FIX.4.3
117 QuoteID String Required for Previously Quoted Orders (OrdType=D) FIX.4.3
59 TimeInForce char Absence of this field indicates Day order
Value SymbolicName Description Added Updated Deprecated
0 Day Day (or session) 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 (GTD) FIX.4.0
7 AtTheClose At the Close FIX.4.3
FIX.4.3
168 EffectiveTime UTCTimestamp Can specify the time at which the order should be considered valid FIX.4.3
432 ExpireDate LocalMktDate Conditionally required if TimeInForce = GTD and ExpireTime is not specified. FIX.4.3
126 ExpireTime UTCTimestamp Conditionally required if TimeInForce = GTD and ExpireDate is not specified. FIX.4.3
427 GTBookingInst int States whether executions are booked out or accumulated on a partially filled GT order
Value SymbolicName Description Added Updated Deprecated
0 BookOutAllTradesOnDayOfExecution Book out all trades on day of execution FIX.4.2
1 AccumulateUntilFilledOrExpired Accumulate executions until order is filled or expires FIX.4.2
2 AccumulateUntilVerballyNotifiedOtherwise Accumulate until verbally notified otherwise FIX.4.2
FIX.4.3
CommissionData Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages" FIX.4.3
528 OrderCapacity char Designates the capacity of the firm placing the order.
(as of FIX 4.3, this field replaced Rule80A (tag 47) --used in conjunction with OrderRestrictions (529) field)
(see Volume : "Glossary" for value definitions)
Value SymbolicName Description Added Updated Deprecated
A Agency Agency FIX.4.3
G Proprietary Proprietary FIX.4.3
I Individual Individual FIX.4.3
P Principal Principal (Note for CMS purposes, "Principal" includes "Proprietary") FIX.4.3
R RisklessPrincipal Riskless Principal FIX.4.3
W AgentForOtherMember Agent for Other Member FIX.4.3
FIX.4.3
529 OrderRestrictions MultipleCharValue Restrictions associated with an order. If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space.
Value SymbolicName Description Added Updated Deprecated
1 ProgramTrade Program Trade FIX.4.3
2 IndexArbitrage Index Arbitrage FIX.4.3
3 NonIndexArbitrage Non-Index Arbitrage FIX.4.3
4 CompetingMarketMaker Competing Market Maker FIX.4.3
5 ActingAsMarketMakerOrSpecialistInSecurity Acting as Market Maker or Specialist in the security FIX.4.3
6 ActingAsMarketMakerOrSpecialistInUnderlying Acting as Market Maker of Specialist in the underlying security of a derivative seucirty FIX.4.3
7 ForeignEntity Foreign Entity (of foreign government or regulatory jurisdiction) FIX.4.3
8 ExternalMarketParticipant External Market Participant FIX.4.3
9 ExternalInterConnectedMarketLinkage Extneral Inter-connected Market Linkage FIX.4.3
A RisklessArbitrage Riskless Arbitrage FIX.4.3
FIX.4.3
1091 PreTradeAnonymity Boolean Allows trader to explicitly request anonymity or disclosure in pre-trade market data feeds. Anonymity is relevant in markets where counterparties are regularly disclosed in order depth feeds. Disclosure is relevant when counterparties are not normally visible. FIX.4.4
582 CustOrderCapacity int Capacity of customer placing the order
Primarily used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission).
Value SymbolicName Description Added Updated Deprecated
1 MemberTradingForTheirOwnAccount Member trading for their own account FIX.4.4
2 ClearingFirmTradingForItsProprietaryAccount Clearing Firm trading for its proprietary account FIX.4.4
3 MemberTradingForAnotherMember Member trading for another member FIX.4.4
4 AllOther All other FIX.4.4
FIX.4.3
121 ForexReq Boolean Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade.
Value SymbolicName Description Added Updated Deprecated
N DoNotExecuteForexAfterSecurityTrade Do Not Execute Forex After Security Trade FIX.4.0
Y ExecuteForexAfterSecurityTrade Execute Forex After Security Trade FIX.4.0
FIX.4.3
120 SettlCurrency Currency Required if ForexReq = Y. FIX.4.3
775 BookingType int Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking.
Value SymbolicName Description Added Updated Deprecated
0 RegularBooking Regular booking FIX.4.4
1 CFD CFD (Contract for difference) FIX.4.4
2 TotalReturnSwap Total Return Swap FIX.4.4
FIX.4.4
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.3
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.3
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.3
77 PositionEffect char For use in derivatives omnibus accounting
Value SymbolicName Description Added Updated Deprecated
C Close Close FIX.4.1
F FIFO FIFO FIX.4.3
O Open Open FIX.4.1
R Rolled Rolled FIX.4.3
FIX.4.3
203 CoveredOrUncovered int For use with derivatives, such as options
Value SymbolicName Description Added Updated Deprecated
0 Covered Covered FIX.4.1
1 Uncovered Uncovered FIX.4.1
FIX.4.3
210 MaxShow Qty Maximum quantity (e.g. number of shares) within an order to be shown to other customers (i.e. sent via an IOI).
(Prior to FIX 4.2 this field was of type int) 		FIX.4.3 FIX.5.0
PegInstructions Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" FIX.4.4
DiscretionInstructions Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" FIX.4.4
847 TargetStrategy int The target strategy of the order
Value SymbolicName Description Added Updated Deprecated
1 VWAP VWAP FIX.4.4
2 Participate Participate (i.e. aim to be x percent of the market volume) FIX.4.4
3 MininizeMarketImpact Mininize market impact FIX.4.4
FIX.4.4
StrategyParametersGrp Strategy parameter block FIX.4.4
848 TargetStrategyParameters String For further specification of the TargetStrategy FIX.4.4 FIX.5.0
849 ParticipationRate Percentage Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) FIX.4.4 FIX.5.0
480 CancellationRights char For CIV - Optional
Value SymbolicName Description Added Updated Deprecated
Y Yes Yes FIX.4.3
N NoExecutionOnly No - Execution Only FIX.4.3
M NoWaiverAgreement No - Waiver agreement FIX.4.3
O NoInstitutional No - Institutional FIX.4.3
FIX.4.3
481 MoneyLaunderingStatus char A one character code identifying Money laundering status.
Value SymbolicName Description Added Updated Deprecated
Y Passed Passed FIX.4.3
N NotChecked Not Checked FIX.4.3
1 ExemptBelowLimit Exempt - Below the Limit FIX.4.3
2 ExemptMoneyType Exempt - Client Money Type exemption FIX.4.3
3 ExemptAuthorised Exempt - Authorised Credit or financial institution FIX.4.3
FIX.4.3
513 RegistID String Reference to Registration Instructions message for this Order. FIX.4.3
494 Designation String Supplementary registration information for this Order FIX.4.3
563 MultiLegRptTypeReq int Indicates the method of execution reporting requested by issuer of the order.
Value SymbolicName Description Added Updated Deprecated
0 ReportByMulitlegSecurityOnly Report by mulitleg security only (do not report legs) FIX.4.4
1 ReportByMultilegSecurityAndInstrumentLegs Report by multileg security and by instrument legs belonging to the multileg security FIX.4.4
2 ReportByInstrumentLegsOnly Report by instrument legs belonging to the multileg security only (do not report status of multileg security) FIX.4.4
FIX.4.3
StandardTrailer ✔ FIX.4.3

TradeCaptureReportRequest (35=AD)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = AD FIX.4.3
568 TradeRequestID ✔ String Identifier for the trade request FIX.4.3
1003 TradeID String The unique ID assigned to the trade entity once it is received or matched by the exchange or central counterparty. FIX.4.4
1040 SecondaryTradeID String Used to carry an internal trade entity ID which may or may not be reported to the firm FIX.4.4
1041 FirmTradeID String The ID assigned to a trade by the Firm to track a trade within the Firm system. This ID can be assigned either before or after submission to the exchange or central counterpary FIX.4.4
1042 SecondaryFirmTradeID String Used to carry an internal firm assigned ID which may or may not be reported to the exchange or central counterpary FIX.4.4
569 TradeRequestType ✔ int Type of Trade Capture Report.
Value SymbolicName Description Added Updated Deprecated
0 AllTrades All Trades FIX.4.3
1 MatchedTradesMatchingCriteria Matched trades matching criteria provided on request (Parties, ExecID, TradeID, OrderID, Instrument, InputSource, etc.) FIX.4.3
2 UnmatchedTradesThatMatchCriteria Unmatched trades that match criteria FIX.4.3
3 UnreportedTradesThatMatchCriteria Unreported trades that match criteria FIX.4.3
4 AdvisoriesThatMatchCriteria Advisories that match criteria FIX.4.3
FIX.4.3
263 SubscriptionRequestType char Used to subscribe / unsubscribe for trade capture reports If the field is absent, the value 0 will be the default (snapshot only - no subscription)
Value SymbolicName Description Added Updated Deprecated
0 Snapshot Snapshot FIX.4.2
1 SnapshotAndUpdates Snapshot + Updates (Subscribe) FIX.4.2
2 DisablePreviousSnapshot Disable previous Snapshot + Update Request (Unsubscribe) FIX.4.2
FIX.4.3
571 TradeReportID String To request a specific trade report FIX.4.4
818 SecondaryTradeReportID String To request a specific trade report FIX.4.4 FIX.5.0
17 ExecID String Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) for ExecType (50) =I (Order Status)).
Uniqueness must be guaranteed within a single trading day or the life of a multi-day order. Firms which accept multi-day orders should consider embedding a date within the ExecID field to assure uniqueness across days.
(Prior to FIX 4.1 this field was of type int) 		FIX.4.3
150 ExecType char To requst all trades of a specific execution type
Value SymbolicName Description Added Updated Deprecated
0 New New FIX.4.1
3 DoneForDay Done for day FIX.4.1
4 Canceled Canceled FIX.4.1
5 Replaced Replaced FIX.4.1
6 PendingCancel Pending Cancel (e.g. result of Order Cancel Request) FIX.4.1
7 Stopped Stopped FIX.4.1
8 Rejected Rejected FIX.4.1
9 Suspended Suspended FIX.4.1
A PendingNew Pending New FIX.4.1
B Calculated Calculated FIX.4.1
C Expired Expired FIX.4.1
D Restated Restated (Execution Report sent unsolicited by sellside, with ExecRestatementReason (378) 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 FIX.4.3
H TradeCancel Trade Cancel FIX.4.3
I OrderStatus Order Status FIX.4.3
J TradeInAClearingHold Trade in a Clearing Hold FIX.4.4EP5
K TradeHasBeenReleasedToClearing Trade has been released to Clearing FIX.4.4EP5
L TriggeredOrActivatedBySystem Triggered or Activated by System FIX.4.4EP22
FIX.4.4
37 OrderID String Unique identifier for Order as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day. Firms which accept multi-day orders should consider embedding a date within the OrderID field to assure uniqueness across days. FIX.4.3
11 ClOrdID String Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.) (identified by SenderCompID (49) or OnBehalfOfCompID (5) as appropriate). Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods, should ensure uniqueness across days, for example by embedding a date within the ClOrdID field. FIX.4.3
573 MatchStatus char The status of this trade with respect to matching or comparison.
Value SymbolicName Description Added Updated Deprecated
0 Compared Compared, matched or affirmed FIX.4.3
1 Uncompared Uncompared, unmatched, or unaffired FIX.4.3
2 AdvisoryOrAlert Advisory or alert FIX.4.3
FIX.4.3
828 TrdType int To request all trades of a specific trade type
Value SymbolicName Description Added Updated Deprecated
0 RegularTrade Regular Trade FIX.4.4
1 BlockTrade Block Trade FIX.4.4
2 EFP EFP (Exchange for physical) FIX.4.4
3 Transfer Transfer FIX.4.4
4 LateTrade Late Trade FIX.4.4
5 TTrade T Trade FIX.4.4
6 WeightedAveragePriceTrade Weighted Average Price Trade FIX.4.4
7 BunchedTrade Bunched Trade FIX.4.4
8 LateBunchedTrade Late Bunched Trade FIX.4.4
9 PriorReferencePriceTrade Prior Reference Price Trade FIX.4.4
10 AfterHoursTrade After Hours Trade FIX.4.4
11 ExchangeForRisk Exchange for Risk (EFR) FIX.4.4EP5
12 ExchangeForSwap Exchange for Swap (EFS ) FIX.4.4EP5
13 ExchangeOfFuturesFor Exchange of Futures for (in Market) Futures (EFM ) (e,g, full sized for mini) FIX.4.4EP5
14 ExchangeOfOptionsForOptions Exchange of Options for Options (EOO) FIX.4.4EP5
15 TradingAtSettlement Trading at Settlement FIX.4.4EP5
16 AllOrNone All or None FIX.4.4EP5
17 FuturesLargeOrderExecution Futures Large Order Execution FIX.4.4EP5
18 ExchangeOfFuturesForFutures Exchange of Futures for Futures (external market) (EFF) FIX.4.4EP5
19 OptionInterimTrade Option Interim Trade FIX.4.4EP5
20 OptionCabinetTrade Option Cabinet Trade FIX.4.4EP5
22 PrivatelyNegotiatedTrades Privately Negotiated Trades FIX.4.4EP19
23 SubstitutionOfFuturesForForwards Substitution of Futures for Forwards FIX.4.4EP19
24 ErrorTrade Error trade FIX.4.4EP26
25 SpecialCumDividend Special cum dividend (CD) FIX.4.4EP26
26 SpecialExDividend Special ex dividend (XD) FIX.4.4EP26
27 SpecialCumCoupon Special cum coupon (CC) FIX.4.4EP26
28 SpecialExCoupon Special ex coupon (XC) FIX.4.4EP26
29 CashSettlement Cash settlement (CS) FIX.4.4EP26
30 SpecialPrice Special price (usually net- or all-in price) (SP) FIX.4.4EP26
31 GuaranteedDelivery Guaranteed delivery (GD) FIX.4.4EP26
32 SpecialCumRights Special cum rights (CR) FIX.4.4EP26
33 SpecialExRights Special ex rights (XR) FIX.4.4EP26
34 SpecialCumCapitalRepayments Special cum capital repayments (CP) FIX.4.4EP26
35 SpecialExCapitalRepayments Special ex capital repayments (XP) FIX.4.4EP26
36 SpecialCumBonus Special cum bonus (CB) FIX.4.4EP26
37 SpecialExBonus Special ex bonus (XB) FIX.4.4EP26
38 LargeTrade Block trade (same as large trade) FIX.4.4EP26
39 WorkedPrincipalTrade Worked principal trade (UK-specific) FIX.4.4EP26
40 BlockTrades Block Trades - after market FIX.4.4EP26
41 NameChange Name change FIX.4.4EP26
42 PortfolioTransfer Portfolio transfer FIX.4.4EP26
43 ProrogationBuy Prorogation buy - Euronext Paris only. Is used to defer settlement under French SRD (deferred settlement system) . Trades must be reported as crosses at zero price FIX.4.4EP26
44 ProrogationSell Prorogation sell - see prorogation buy FIX.4.4EP26
45 OptionExercise Option exercise FIX.4.4EP26
46 DeltaNeutralTransaction Delta neutral transaction FIX.4.4EP26
47 FinancingTransaction Financing transaction (includes repo and stock lending) FIX.4.4EP26
FIX.4.4
829 TrdSubType int To request all trades of a specific trade sub type
Value SymbolicName Description Added Updated Deprecated
0 CMTA CMTA FIX.4.4EP4
1 InternalTransferOrAdjustment Internal transfer or adjustment FIX.4.4EP4
2 ExternalTransferOrTransferOfAccount External transfer or transfer of account FIX.4.4EP4
3 RejectForSubmittingSide Reject for submitting side FIX.4.4EP4
4 AdvisoryForContraSide Advisory for contra side FIX.4.4EP4
5 OffsetDueToAnAllocation Offset due to an allocation FIX.4.4EP5
6 OnsetDueToAnAllocation Onset dut to an allocation FIX.4.4EP5
7 DifferentialSpread Differential spread FIX.4.4EP5
8 ImpliedSpreadLegExecutedAgainstAnOutright Implied spread leg executed against an outright FIX.4.4EP5
9 TransactionFromExercise Transaction from exercise FIX.4.4EP5
10 TransactionFromAssignment Transaction from assignment FIX.4.4EP5
11 ACATS ACATS FIX.4.4EP8
14 AI AI (Automated input facility disabled in response to an exchange request.) FIX.4.4EP26
15 B B (Transaction between two member firms where neither member firm is registered as a market maker in the security in question and neither is a designated fund manager. Also used by broker dealers when dealing with another broker which is not a member firm. Non-order book securities only.) FIX.4.4EP26
16 K K (Transaction using block trade facility.) FIX.4.4EP26
17 LC LC (Correction submitted more than three days after publication of the original trade report.) FIX.4.4EP26
18 M M (Transaction, other than a transaction resulting from a stock swap or stock switch, between two market makers registered in that security including IDB or a public display system trades. Non-order book securities only.) FIX.4.4EP26
19 N N (Non-protected portfolio transaction or a fully disclosed portfolio transaction) FIX.4.4EP26
20 NM NM ( i) transaction where Exchange has granted permission for non-publication
ii)IDB is reporting as seller
iii) submitting a transaction report to the Exchange, where the transaction report is not also a trade report.)		 FIX.4.4EP26
21 NR NR (Non-risk transaction in a SEATS security other than an AIM security) FIX.4.4EP26
22 P P (Protected portfolio transaction or a worked principal agreement to effect a portfolio transaction which includes order book securities) FIX.4.4EP26
23 PA PA (Protected transaction notification) FIX.4.4EP26
24 PC PC (Contra trade for transaction which took place on a previous day and which was automatically executed on the Exchange trading system) FIX.4.4EP26
25 PN PN (Worked principal notification for a portfolio transaction which includes order book securities) FIX.4.4EP26
26 R R ( (i) riskless principal transaction between non-members where the buying and selling transactions are executed at different prices or on different terms (requires a trade report with trade type indicator R for each transaction)
(ii) market maker is reporting all the legs of a riskless principal transaction where the buying and selling transactions are executed at different prices (requires a trade report with trade type indicator R for each transaction)or
(iii) market maker is reporting the onward leg of a riskless principal transaction where the legs are executed at different prices, and another market maker has submitted a trade report using trade type indicator M for the first leg (this requires a single trade report with trade type indicator R).)		 FIX.4.4EP26
27 RO RO (Transaction which resulted from the exercise of a traditional option or a stock-settled covered warrant) FIX.4.4EP26
28 RT RT (Risk transaction in a SEATS security, (excluding AIM security) reported by a market maker registered in that security) FIX.4.4EP26
29 SW SW (Transactions resulting from stock swap or a stock switch (one report is required for each line of stock)) FIX.4.4EP26
30 T T (If reporting a single protected transaction) FIX.4.4EP26
31 WN WN (Worked principal notification for a single order book security) FIX.4.4EP26
32 WT WT (Worked principal transaction (other than a portfolio transaction)) FIX.4.4EP26
FIX.4.4
1123 TradeHandlingInstr char Specified how the Trade Capture Report should be handled by the Respondent.
Value SymbolicName Description Added Updated Deprecated
0 TradeConfirmation Trade Confirmation FIX.4.4EP-1
1 TwoPartyReport Two-Party Report FIX.4.4EP-1
2 OnePartyReportForMatching One-Party Report for Matching FIX.4.4EP-1
3 OnePartyReportForPassThrough One-Party Report for Pass Through FIX.4.4EP-1
4 AutomatedFloorOrderRouting Automated Floor Order Routing FIX.4.4EP-1
FIX.4.4
830 TransferReason String To request all trades for a specific transfer reason FIX.4.4
855 SecondaryTrdType int To request all trades of a specific trade sub type FIX.4.4
820 TradeLinkID String To request all trades of a specific trade link id FIX.4.4
880 TrdMatchID String To request a trade matching a specific TrdMatchID FIX.4.4
Parties Used to specify the parties for the trades to be returned (clearing firm, execution broker, trader id, etc.)
ExecutingBroker
ClearingFirm
ContraBroker
ContraClearingFirm
SettlementLocation - depository, CSD, or other settlement party
ExecutingTrader
InitiatingTrader
OrderOriginator		 FIX.4.3
Instrument Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" FIX.4.3
InstrumentExtension Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" FIX.4.4
FinancingDetails Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" FIX.4.4
UndInstrmtGrp Indicates number of repeating entries.
** Nested Repeating Group follows **		 FIX.4.4
InstrmtLegGrp Indicates number of repeating entries.
** Nested Repeating Group follows **		 FIX.4.4
TrdCapDtGrp Number of date ranges provided (must be 1 or 2 if specified) FIX.4.4
715 ClearingBusinessDate LocalMktDate To request trades for a specific clearing business date. FIX.4.4
336 TradingSessionID String To request trades for a specific trading session. FIX.4.4
625 TradingSessionSubID String To request trades for a specific trading session. FIX.4.4
943 TimeBracket String To request trades within a specific time bracket. FIX.4.4
54 Side char To request trades for a specific side of a trade.
Value SymbolicName Description Added Updated Deprecated
1 Buy Buy FIX.2.7
2 Sell Sell FIX.2.7
3 BuyMinus Buy minus FIX.2.7
4 SellPlus Sell plus FIX.2.7
5 SellShort Sell short FIX.2.7
6 SellShortExempt Sell short exempt FIX.2.7
7 Undisclosed Undisclosed (valid for IOI and List Order messages only) FIX.4.1
8 Cross Cross (orders where counterparty is an exchange, valid for all messages except IOIs) FIX.4.1
9 CrossShort Cross short FIX.4.2
A CrossShortExempt Cross short exxmpt FIX.4.3
B AsDefined "As Defined" (for use with multileg instruments) FIX.4.3
C Opposite "Opposite" (for use with multileg instruments) FIX.4.3
D Subscribe Subscribe (e.g. CIV) FIX.4.4
E Redeem Redeem (e.g. CIV) FIX.4.4
F Lend Lend (FINANCING - identifies direction of collateral) FIX.4.4
G Borrow Borrow (FINANCING - identifies direction of collateral) FIX.4.4
FIX.4.3
442 MultiLegReportingType char Used to indicate if trades are to be returned for the individual legs of a multileg instrument or for the overall instrument.
Value SymbolicName Description Added Updated Deprecated
1 SingleSecurity Single security (defualt 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.4.4
578 TradeInputSource String To requests trades that were submitted from a specific trade input source. FIX.4.3
579 TradeInputDevice String To request trades that were submitted from a specific trade input device. FIX.4.3
725 ResponseTransportType int Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport.
Value SymbolicName Description Added Updated Deprecated
0 Inband Inband - transport the request was sent over (default) FIX.4.4
1 OutOfBand Out of Band - pre-arranged out-of-band delivery mechanizm (i.e. FTP, HTTP, NDM, etc.) between counterparties. Details specified via ResponseDestination (726). FIX.4.4
FIX.4.4
726 ResponseDestination String URI destination name. Used if ResponseTransportType is out-of-band. FIX.4.4
58 Text String Used to match specific values within Text fields FIX.4.3
354 EncodedTextLen Length Byte length of encoded (non-ASCII characters) EncodedText (355) field. FIX.4.3
355 EncodedText data Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Text field. FIX.4.3
1011 MessageEventSource String Used to identify the event or source which gave rise to a message FIX.4.4
StandardTrailer ✔ FIX.4.3

TradeCaptureReport (35=AE)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = AE FIX.4.3
571 TradeReportID String TradeReportID is conditionally required in a message-chaining model in which a subsequent message may refer to a prior message via TradeReportRefID. The alternative to a message-chain model is an entity-based model in which TradeID is used to identify a trade. In this case, TradeID is required and TradeReportID can be optionally specified. FIX.4.3
1003 TradeID String The unique ID assigned to the trade entity once it is received or matched by the exchange or central counterparty. FIX.4.4
1040 SecondaryTradeID String Used to carry an internal trade entity ID which may or may not be reported to the firm FIX.4.4
1041 FirmTradeID String The ID assigned to a trade by the Firm to track a trade within the Firm system. This ID can be assigned either before or after submission to the exchange or central counterpary FIX.4.4
1042 SecondaryFirmTradeID String Used to carry an internal firm assigned ID which may or may not be reported to the exchange or central counterpary FIX.4.4
487 TradeReportTransType int Identifies Trade Report message transaction type.
Value SymbolicName Description Added Updated Deprecated
0 New New FIX.4.4EP-1
1 Cancel Cancel FIX.4.4EP-1
2 Replace Replace FIX.4.4EP-1
3 Release Release FIX.4.4EP-1
4 Reverse Reverse FIX.4.4EP-1
5 CancelDueToBackOutOfTrade Cancel Due To Back Out of Trade FIX.4.4EP4
FIX.4.3
856 TradeReportType int Type of Trade Report
Value SymbolicName Description Added Updated Deprecated
0 Submit Submit FIX.4.4
1 Alleged Alleged FIX.4.4
2 Accept Accept FIX.4.4
3 Decline Decline FIX.4.4
4 Addendum Addendum FIX.4.4
5 No No/Was FIX.4.4
6 TradeReportCancel Trade Report Cancel FIX.4.4
7 LockedIn (Locked-In) Trade Break FIX.4.4
8 Defaulted Defaulted FIX.4.4EP4
9 InvalidCMTA Invalid CMTA FIX.4.4EP8
10 Pended Pended FIX.4.4EP23
11 AllegedNew Alleged New FIX.4.4EP23
12 AllegedAddendum Alleged Addendum FIX.4.4EP23
13 AllegedNo Alleged No/Was FIX.4.4EP23
14 AllegedTradeReportCancel Alleged Trade Report Cancel FIX.4.4EP23
15 AllegedTradeBreak Alleged (Locked-In) Trade Break FIX.4.4EP23
FIX.4.4
939 TrdRptStatus int Status of Trade Report In 3 party listed derivatives model used to convey status of a trade to a counterparty. Used specifically in a "claim" model.
Value SymbolicName Description Added Updated Deprecated
0 Accepted Accepted FIX.4.4
1 Rejected Rejected FIX.4.4
3 AcceptedWithErrors Accepted with errors FIX.4.4EP13
FIX.4.4
568 TradeRequestID String Request ID if the Trade Capture Report is in response to a Trade Capture Report Request FIX.4.3
828 TrdType int Type of Trade:
Value SymbolicName Description Added Updated Deprecated
0 RegularTrade Regular Trade FIX.4.4
1 BlockTrade Block Trade FIX.4.4
2 EFP EFP (Exchange for physical) FIX.4.4
3 Transfer Transfer FIX.4.4
4 LateTrade Late Trade FIX.4.4
5 TTrade T Trade FIX.4.4
6 WeightedAveragePriceTrade Weighted Average Price Trade FIX.4.4
7 BunchedTrade Bunched Trade FIX.4.4
8 LateBunchedTrade Late Bunched Trade FIX.4.4
9 PriorReferencePriceTrade Prior Reference Price Trade FIX.4.4
10 AfterHoursTrade After Hours Trade FIX.4.4
11 ExchangeForRisk Exchange for Risk (EFR) FIX.4.4EP5
12 ExchangeForSwap Exchange for Swap (EFS ) FIX.4.4EP5
13 ExchangeOfFuturesFor Exchange of Futures for (in Market) Futures (EFM ) (e,g, full sized for mini) FIX.4.4EP5
14 ExchangeOfOptionsForOptions Exchange of Options for Options (EOO) FIX.4.4EP5
15 TradingAtSettlement Trading at Settlement FIX.4.4EP5
16 AllOrNone All or None FIX.4.4EP5
17 FuturesLargeOrderExecution Futures Large Order Execution FIX.4.4EP5
18 ExchangeOfFuturesForFutures Exchange of Futures for Futures (external market) (EFF) FIX.4.4EP5
19 OptionInterimTrade Option Interim Trade FIX.4.4EP5
20 OptionCabinetTrade Option Cabinet Trade FIX.4.4EP5
22 PrivatelyNegotiatedTrades Privately Negotiated Trades FIX.4.4EP19
23 SubstitutionOfFuturesForForwards Substitution of Futures for Forwards FIX.4.4EP19
24 ErrorTrade Error trade FIX.4.4EP26
25 SpecialCumDividend Special cum dividend (CD) FIX.4.4EP26
26 SpecialExDividend Special ex dividend (XD) FIX.4.4EP26
27 SpecialCumCoupon Special cum coupon (CC) FIX.4.4EP26
28 SpecialExCoupon Special ex coupon (XC) FIX.4.4EP26
29 CashSettlement Cash settlement (CS) FIX.4.4EP26
30 SpecialPrice Special price (usually net- or all-in price) (SP) FIX.4.4EP26
31 GuaranteedDelivery Guaranteed delivery (GD) FIX.4.4EP26
32 SpecialCumRights Special cum rights (CR) FIX.4.4EP26
33 SpecialExRights Special ex rights (XR) FIX.4.4EP26
34 SpecialCumCapitalRepayments Special cum capital repayments (CP) FIX.4.4EP26
35 SpecialExCapitalRepayments Special ex capital repayments (XP) FIX.4.4EP26
36 SpecialCumBonus Special cum bonus (CB) FIX.4.4EP26
37 SpecialExBonus Special ex bonus (XB) FIX.4.4EP26
38 LargeTrade Block trade (same as large trade) FIX.4.4EP26
39 WorkedPrincipalTrade Worked principal trade (UK-specific) FIX.4.4EP26
40 BlockTrades Block Trades - after market FIX.4.4EP26
41 NameChange Name change FIX.4.4EP26
42 PortfolioTransfer Portfolio transfer FIX.4.4EP26
43 ProrogationBuy Prorogation buy - Euronext Paris only. Is used to defer settlement under French SRD (deferred settlement system) . Trades must be reported as crosses at zero price FIX.4.4EP26
44 ProrogationSell Prorogation sell - see prorogation buy FIX.4.4EP26
45 OptionExercise Option exercise FIX.4.4EP26
46 DeltaNeutralTransaction Delta neutral transaction FIX.4.4EP26
47 FinancingTransaction Financing transaction (includes repo and stock lending) FIX.4.4EP26
FIX.4.4
829 TrdSubType int Further qualification to the trade type
Value SymbolicName Description Added Updated Deprecated
0 CMTA CMTA FIX.4.4EP4
1 InternalTransferOrAdjustment Internal transfer or adjustment FIX.4.4EP4
2 ExternalTransferOrTransferOfAccount External transfer or transfer of account FIX.4.4EP4
3 RejectForSubmittingSide Reject for submitting side FIX.4.4EP4
4 AdvisoryForContraSide Advisory for contra side FIX.4.4EP4
5 OffsetDueToAnAllocation Offset due to an allocation FIX.4.4EP5
6 OnsetDueToAnAllocation Onset dut to an allocation FIX.4.4EP5
7 DifferentialSpread Differential spread FIX.4.4EP5
8 ImpliedSpreadLegExecutedAgainstAnOutright Implied spread leg executed against an outright FIX.4.4EP5
9 TransactionFromExercise Transaction from exercise FIX.4.4EP5
10 TransactionFromAssignment Transaction from assignment FIX.4.4EP5
11 ACATS ACATS FIX.4.4EP8
14 AI AI (Automated input facility disabled in response to an exchange request.) FIX.4.4EP26
15 B B (Transaction between two member firms where neither member firm is registered as a market maker in the security in question and neither is a designated fund manager. Also used by broker dealers when dealing with another broker which is not a member firm. Non-order book securities only.) FIX.4.4EP26
16 K K (Transaction using block trade facility.) FIX.4.4EP26
17 LC LC (Correction submitted more than three days after publication of the original trade report.) FIX.4.4EP26
18 M M (Transaction, other than a transaction resulting from a stock swap or stock switch, between two market makers registered in that security including IDB or a public display system trades. Non-order book securities only.) FIX.4.4EP26
19 N N (Non-protected portfolio transaction or a fully disclosed portfolio transaction) FIX.4.4EP26
20 NM NM ( i) transaction where Exchange has granted permission for non-publication
ii)IDB is reporting as seller
iii) submitting a transaction report to the Exchange, where the transaction report is not also a trade report.)		 FIX.4.4EP26
21 NR NR (Non-risk transaction in a SEATS security other than an AIM security) FIX.4.4EP26
22 P P (Protected portfolio transaction or a worked principal agreement to effect a portfolio transaction which includes order book securities) FIX.4.4EP26
23 PA PA (Protected transaction notification) FIX.4.4EP26
24 PC PC (Contra trade for transaction which took place on a previous day and which was automatically executed on the Exchange trading system) FIX.4.4EP26
25 PN PN (Worked principal notification for a portfolio transaction which includes order book securities) FIX.4.4EP26
26 R R ( (i) riskless principal transaction between non-members where the buying and selling transactions are executed at different prices or on different terms (requires a trade report with trade type indicator R for each transaction)
(ii) market maker is reporting all the legs of a riskless principal transaction where the buying and selling transactions are executed at different prices (requires a trade report with trade type indicator R for each transaction)or
(iii) market maker is reporting the onward leg of a riskless principal transaction where the legs are executed at different prices, and another market maker has submitted a trade report using trade type indicator M for the first leg (this requires a single trade report with trade type indicator R).)		 FIX.4.4EP26
27 RO RO (Transaction which resulted from the exercise of a traditional option or a stock-settled covered warrant) FIX.4.4EP26
28 RT RT (Risk transaction in a SEATS security, (excluding AIM security) reported by a market maker registered in that security) FIX.4.4EP26
29 SW SW (Transactions resulting from stock swap or a stock switch (one report is required for each line of stock)) FIX.4.4EP26
30 T T (If reporting a single protected transaction) FIX.4.4EP26
31 WN WN (Worked principal notification for a single order book security) FIX.4.4EP26
32 WT WT (Worked principal transaction (other than a portfolio transaction)) FIX.4.4EP26
FIX.4.4
855 SecondaryTrdType int Additional TrdType (see tag 828) assigned to a trade by trade match system. FIX.4.4
1123 TradeHandlingInstr char Specified how the Trade Capture Report should be handled by the Respondent.
Value SymbolicName Description Added Updated Deprecated
0 TradeConfirmation Trade Confirmation FIX.4.4EP-1
1 TwoPartyReport Two-Party Report FIX.4.4EP-1
2 OnePartyReportForMatching One-Party Report for Matching FIX.4.4EP-1
3 OnePartyReportForPassThrough One-Party Report for Pass Through FIX.4.4EP-1
4 AutomatedFloorOrderRouting Automated Floor Order Routing FIX.4.4EP-1
FIX.4.4
1124 OrigTradeHandlingInstr char Optionally used with TradeHandlingInstr = 0 to relay the trade handling instruction used when reporting the trade to the marketplace. Same values as TradeHandlingInstr (1123) FIX.4.4
1125 OrigTradeDate LocalMktDate Used to preserve original trade date when original trade is being referenced in a subsequent trade transaction such as a transfer FIX.4.4
1126 OrigTradeID String Used to preserve original trade id when original trade is being referenced in a subsequent trade transaction such as a transfer FIX.4.4
1127 OrigSecondaryTradeID String Used to preserve original secondary trade id when original trade is being referenced in a subsequent trade transaction such as a transfer FIX.4.4
830 TransferReason String Reason trade is being transferred FIX.4.4
150 ExecType char Type of Execution being reported: Uses subset of ExecType for Trade Capture Reports
Value SymbolicName Description Added Updated Deprecated
0 New New FIX.4.1
3 DoneForDay Done for day FIX.4.1
4 Canceled Canceled FIX.4.1
5 Replaced Replaced FIX.4.1
6 PendingCancel Pending Cancel (e.g. result of Order Cancel Request) FIX.4.1
7 Stopped Stopped FIX.4.1
8 Rejected Rejected FIX.4.1
9 Suspended Suspended FIX.4.1
A PendingNew Pending New FIX.4.1
B Calculated Calculated FIX.4.1
C Expired Expired FIX.4.1
D Restated Restated (Execution Report sent unsolicited by sellside, with ExecRestatementReason (378) 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 FIX.4.3
H TradeCancel Trade Cancel FIX.4.3
I OrderStatus Order Status FIX.4.3
J TradeInAClearingHold Trade in a Clearing Hold FIX.4.4EP5
K TradeHasBeenReleasedToClearing Trade has been released to Clearing FIX.4.4EP5
L TriggeredOrActivatedBySystem Triggered or Activated by System FIX.4.4EP22
FIX.4.3
748 TotNumTradeReports int Number of trade reports returned - if this report is part of a response to a Trade Capture Report Request FIX.4.4
912 LastRptRequested Boolean Indicates if this is the last report in the response to a Trade Capture Report Request
Value SymbolicName Description Added Updated Deprecated
N NotLastMessage Not last message FIX.4.4EP-1
Y LastMessage Last message FIX.4.4EP-1
FIX.4.4
325 UnsolicitedIndicator Boolean Set to 'Y' if message is sent as a result of a subscription request or out of band configuration as opposed to a Position Request.
Value SymbolicName Description Added Updated Deprecated
N MessageIsBeingSentAsAResultOfAPriorRequest Message is being sent as a result of a prior request FIX.4.2
Y MessageIsBeingSentUnsolicited Message is being secnt unsolicited FIX.4.2
FIX.4.4
263 SubscriptionRequestType char Used to subscribe / unsubscribe for trade capture reports. If the field is absent, the value 0 will be the default
Value SymbolicName Description Added Updated Deprecated
0 Snapshot Snapshot FIX.4.2
1 SnapshotAndUpdates Snapshot + Updates (Subscribe) FIX.4.2
2 DisablePreviousSnapshot Disable previous Snapshot + Update Request (Unsubscribe) FIX.4.2
FIX.4.4
572 TradeReportRefID String The TradeReportID that is being referenced for some action, such as correction or cancellation FIX.4.3
881 SecondaryTradeReportRefID String Used to refer to a previous SecondaryTradeReportRefID when amending the transaction (cancel, replace, release, or reversal). FIX.4.4 FIX.5.0
818 SecondaryTradeReportID String Secondary trade report identifier - can be used to associate an additional identifier with a trade. FIX.4.4 FIX.5.0
820 TradeLinkID String Used to associate a group of trades together. Useful for average price calculations. FIX.4.4
880 TrdMatchID String Identifier assigned to a trade by a matching system. FIX.4.4
17 ExecID String Exchanged assigned Execution ID (Trade Identifier) FIX.4.3
39 OrdStatus char Status of order as of this trade report
Value SymbolicName Description Added Updated Deprecated
0 New New FIX.2.7
1 PartiallyFilled Partially filled FIX.2.7
2 Filled Filled FIX.2.7
3 DoneForDay Done for day FIX.2.7
4 Canceled Canceled FIX.2.7
5 Replaced Replaced (No longer used) FIX.4.4EP35 FIX.4.3
6 PendingCancel Pending Cancel (i.e. 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 (i.e. result of Order Cancel/Replace Request) FIX.4.2
FIX.4.4
527 SecondaryExecID String Assigned by the party which accepts the order. Can be used to provide the ExecID (17) used by an exchange or executing system. FIX.4.3
378 ExecRestatementReason int Reason for restatement
Value SymbolicName Description Added Updated Deprecated
0 GTCorporateAction GT corporate action FIX.4.2
1 GTRenewal GT renewal / restatement (no corporate action) FIX.4.2
2 VerbalChange Verbal change FIX.4.2
3 RepricingOfOrder Repricing of order FIX.4.2
4 BrokerOption Broker option FIX.4.2
5 PartialDeclineOfOrderQty Partial decline of OrderQty (e.g. exchange initiated partial cancel) FIX.4.2
6 CancelOnTradingHalt Cancel on Trading Halt FIX.4.3
7 CancelOnSystemFailure Cancel on System Failure FIX.4.3
8 Market Market (Exchange) option FIX.4.3
9 Canceled Canceled, not best FIX.4.4
10 WarehouseRecap Warehouse Recap FIX.4.4
11 PegRefresh Peg Refresh FIX.4.4EP22
99 Other Other FIX.4.4
FIX.4.3
570 PreviouslyReported Boolean Indicates if the trade capture report was previously reported to the counterparty
Value SymbolicName Description Added Updated Deprecated
N NotReportedToCounterparty Not reported to counterparty FIX.4.3
Y PerviouslyReportedToCounterparty Perviously reported to counterparty FIX.4.3
FIX.4.3
423 PriceType int Can be used to indicate cabinet trade pricing
Value SymbolicName Description Added Updated Deprecated
1 Percentage Percentage (i.e. percent of par) (often called "dollar price" for fixed income) FIX.4.2
2 PerUnit Per unit (i.e. per share or contract) FIX.4.2
3 FixedAmount Fixed amount (absolute value) FIX.4.2
4 Discount Discount - percentage points below par FIX.4.3
5 Premium Premium - percentage points over par FIX.4.3
6 Spread Spread (basis points spread) FIX.4.3
7 TEDPrice TED Price FIX.4.3
8 TEDYield TED Yield FIX.4.3
9 Yield Yield FIX.4.4
10 FixedCabinetTradePrice Fixed cabinet trade price (primarily for listed futures and options) FIX.4.4
11 VariableCabinetTradePrice Variable cabinet trade price (primarily for listed futures and options) FIX.4.4
13 ProductTicksInHalfs Product ticks in halfs FIX.4.4EP19
14 ProductTicksInFourths Product ticks in fourths FIX.4.4EP19
15 ProductTicksInEights Product ticks in eights FIX.4.4EP19
16 ProductTicksInSixteenths Product ticks in sixteenths FIX.4.4EP19
17 ProductTicksInThirtySeconds Product ticks in thirty-seconds FIX.4.4EP19
18 ProductTicksInSixtyForths Product ticks in sixty-forths FIX.4.4EP19
19 ProductTicksInOneTwentyEights Product ticks in one-twenty-eights FIX.4.4EP19
FIX.4.4
RootParties Insert here the set of "Root Parties" fields defined in "common components of application messages" Used for acting parties that applies to the whole message, not individual legs, sides, etc.. FIX.4.4
1015 AsOfIndicator char Indicates if the trade is an outtrade from a previous day.
Value SymbolicName Description Added Updated Deprecated
0 False false - trade is not an AsOf trade FIX.4.4EP-1
1 True true - trade is an AsOf trade FIX.4.4EP-1
FIX.4.4
716 SettlSessID String Intraday(ITD), Regular Trading Hours(EOD),
Value SymbolicName Description Added Updated Deprecated
ITD Intraday Intraday FIX.4.4EP1
RTH RegularTradingHours Regular Trading Hours FIX.4.4EP1
ETH ElectronicTradingHours Electronic Trading Hours FIX.4.4EP1
EOD EndOfDay End Of Day FIX.4.4EP4
FIX.4.4
717 SettlSessSubID String SubID value associated with SettlSessID (716) FIX.4.4
Instrument ✔ Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" FIX.4.3
FinancingDetails Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" FIX.4.4
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
854 QtyType int Type of quantity specified in a quantity field:
Value SymbolicName Description Added Updated Deprecated
0 Units Units (shares, par, currency) FIX.4.4
1 Contracts Contracts (if used - must specify ContractMultiplier (tag 231)) FIX.4.4
2 UnitsOfMeasurePerTimeUnit Units of Measure per Time Unit (if used - must specify UnitofMeasure (tag 996) and TimeUnit (tag 997)) FIX.4.4EP5
FIX.4.4
YieldData Insert here the set of "YieldData" fields defined in "Common Components of Application Messages" FIX.4.4
UndInstrmtGrp FIX.4.4
822 UnderlyingTradingSessionID String Trading Session in which the underlying instrument trades FIX.4.4
823 UnderlyingTradingSessionSubID String Trading Session sub identifier in which the underlying instrument trades FIX.4.4
32 LastQty ✔ Qty Trade Quantity. FIX.4.3
31 LastPx ✔ Price Trade Price. FIX.4.3
1056 CalculatedCcyLastQty Qty Used for the calculated quantity of the other side of the currency trade. Can be derived from LastQty and LastPx. FIX.4.4
669 LastParPx Price Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx is expressed in Yield, Spread, Discount or any other price type that is not percent-of-par. FIX.4.4
194 LastSpotRate Price Applicable for F/X orders FIX.4.3
195 LastForwardPoints PriceOffset Applicable for F/X orders FIX.4.3
1071 LastSwapPoints PriceOffset For FX Swap, this is used to express the last market event for the differential between the far leg's bid/offer and the near leg's bid/offer in a fill or partial fill. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 FIX.4.4
30 LastMkt Exchange Market of execution for last fill, or an indication of the market where an order was routed
Valid values:
See "Appendix 6-C" 		FIX.4.3
75 TradeDate ✔ LocalMktDate Used when reporting other than current day trades. FIX.4.3
715 ClearingBusinessDate LocalMktDate The "Clearing Business Date" referred to by this maintenance request. FIX.4.4
6 AvgPx Price Average Price - if present then the LastPx will contain the original price on the execution FIX.4.4
SpreadOrBenchmarkCurveData Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" FIX.4.4
819 AvgPxIndicator int Average Pricing indicator
Value SymbolicName Description Added Updated Deprecated
0 NoAveragePricing No Average Pricing FIX.4.4
1 Trade Trade is part of an average price group identified by the TradeLinkID (820) FIX.4.4
2 LastTrade Last trade is the average price group identified by the TradeLinkID (820) FIX.4.4
FIX.4.4
PositionAmountData Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" FIX.4.4
442 MultiLegReportingType char Type of report if multileg instrument. Provided to support a scenario for trades of multileg instruments between two parties.
Value SymbolicName Description Added Updated Deprecated
1 SingleSecurity Single security (defualt if not specified) FIX.4.2
2 IndividualLegOfAMultiLegSecurity Individual leg of a multi=leg security FIX.4.2
3 MultiLegSecurity Multi-leg security FIX.4.2
FIX.4.3
824 TradeLegRefID String Reference to the leg of a multileg instrument to which this trade refers Used when MultiLegReportingType = 2 (Single Leg of a Multileg security) FIX.4.4
TrdInstrmtLegGrp Number of legs
Identifies a Multi-leg Execution if present and non-zero.		 FIX.4.4
60 TransactTime UTCTimestamp Time the transaction represented by this Trade Capture Report occurred FIX.4.3
TrdRegTimestamps FIX.4.4
63 SettlType String Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular)
Regular is defined as the default settlement period for the particular security on the exchange of execution.
In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue.
Additionally the following patterns may be uses as well as enum values
Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0
Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0
Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0
Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0
Noted that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days.
Value SymbolicName Description Added Updated Deprecated
0 Regular Regular / FX Spot settlement (T+1 or T+2 depending on currency) FIX.2.7
1 Cash Cash (TOD / T+0) FIX.2.7
2 NextDay Next Day (TOM / T+1) FIX.2.7
3 TPlus2 T+2 FIX.2.7
4 TPlus3 T+3 FIX.2.7
5 TPlus4 T+4 FIX.2.7
6 Future Future FIX.2.7
7 WhenAndIfIssued When And If Issued FIX.2.7
8 SellersOption Sellers Option FIX.2.7
9 TPlus5 T+5 FIX.3.0
B BrokenDate Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified FIX.4.4EP25
C FXSpotNextSettlement FX Spot Next settlement (Spot+1, aka next day) FIX.4.4EP21
FIX.4.3
64 SettlDate LocalMktDate Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. FIX.4.3
987 UnderlyingSettlementDate LocalMktDate The settlement date for the underlying instrument of a derivatives security. FIX.4.4
573 MatchStatus char The status of this trade with respect to matching or comparison.
Value SymbolicName Description Added Updated Deprecated
0 Compared Compared, matched or affirmed FIX.4.3
1 Uncompared Uncompared, unmatched, or unaffired FIX.4.3
2 AdvisoryOrAlert Advisory or alert FIX.4.3
FIX.4.3
574 MatchType String The point in the matching process at which this trade was matched.
Value SymbolicName Description Added Updated Deprecated
60 OnePartyPrivatelyNegotiatedTradeReport One-Party Privately Negotiated Trade Report FIX.4.4EP22
61 TwoPartyPrivatelyNegotiatedTradeReport Two-Party Privately Negotiated Trade Report FIX.4.4EP22
62 ContinuousAutoMatch Continuous Auto-match FIX.4.4EP22
63 CrossAuction Cross Auction FIX.4.4EP22
64 CounterOrderSelection Counter-Order Selection FIX.4.4EP22
65 CallAuction Call Auction FIX.4.4EP22
M3 ACTAcceptedTrade ACT Accepted Trade FIX.4.3
M4 ACTDefaultTrade ACT Default Trade FIX.4.3
M5 ACTDefaultAfterM2 ACT Default After M2 FIX.4.3
M6 ACTM6Match ACT M6 Match FIX.4.3
A1 ExactMatchPlus4BadgesExecTime Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus four badges and execution time (within two-minute window) FIX.4.3
A2 ExactMatchPlus4Badges Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus four badges FIX.4.3
A3 ExactMatchPlus2BadgesExecTime Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges and execution time (within two-minute window) FIX.4.3
A4 ExactMatchPlus2Badges Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges FIX.4.3
A5 ExactMatchPlusExecTime Exact match on Trade Date, Stock Symbol, Quantity, Price, TradeType, and Special Trade Indicator plus execution time (within two-minute window) FIX.4.3
AQ StampedAdvisoriesOrSpecialistAccepts Compared records resulting from stamped advisories or specialist accepts/pair-offs FIX.4.3
S1 A1ExactMatchSummarizedQuantity Summarized match using A1 exact match criteria except quantity is summaried FIX.4.3
S2 A2ExactMatchSummarizedQuantity Summarized match using A2 exact match criteria except quantity is summarized FIX.4.3
S3 A3ExactMatchSummarizedQuantity Summarized match using A3 exact match criteria except quantity is summarized FIX.4.3
S4 A4ExactMatchSummarizedQuantity Summarized match using A4 exact match criteria except quantity is summarized FIX.4.3
S5 A5ExactMatchSummarizedQuantity Summarized match using A5 exact match criteria except quantity is summarized FIX.4.3
M1 ExactMatchMinusBadgesTimes Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator minus badges And times: ACT M1 match FIX.4.3
M2 SummarizedMatchMinusBadgesTimes Summarized match minus badges and times: ACT M2 Match FIX.4.3
MT OCSLockedIn OCS Locked In: Non-ACT FIX.4.3
1 OnePartyTradeReport One-Party Trade Report (privately negotiated trade) FIX.4.4EP22
2 TwoPartyTradeReport Two-Party Trade Report (privately negotiated trade) FIX.4.4EP22
3 ConfirmedTradeReport Confirmed Trade Report (reporting from recognized markets) FIX.4.4EP22
4 AutoMatch Auto-match FIX.4.4EP22
5 CrossAuction Cross Auction FIX.4.4EP22
6 CounterOrderSelection Counter-Order Selection FIX.4.4EP22
7 CallAuction Call Auction FIX.4.4EP22
FIX.4.3
1115 OrderCategory char Defines the type of interest behind a trade (fill or partial fill).
Value SymbolicName Description Added Updated Deprecated
1 Order Order FIX.4.4EP-1
2 Quote Quote FIX.4.4EP-1
3 PrivatelyNegotiatedTrade Privately Negotiated Trade FIX.4.4EP-1
4 MultilegOrder Multileg order FIX.4.4EP-1
5 LinkedOrder Linked order FIX.4.4EP-1
6 QuoteRequest Quote Request FIX.4.4EP-1
7 ImpliedOrder Implied Order FIX.4.4EP-1
8 CrossOrder Cross Order FIX.4.4EP-1
FIX.4.4
TrdCapRptSideGrp ✔ Number of sides FIX.4.4
797 CopyMsgIndicator Boolean Indicates drop copy. FIX.4.4
852 PublishTrdIndicator Boolean Indicates if a trade should be reported via a market reporting service.
Value SymbolicName Description Added Updated Deprecated
N DoNotReportTrade Do Not Report Trade FIX.4.4
Y ReportTrade Report Trade FIX.4.4
FIX.4.4
853 ShortSaleReason int Reason for short sale.
Value SymbolicName Description Added Updated Deprecated
0 DealerSoldShort Dealer Sold Short FIX.4.4
1 DealerSoldShortExempt Dealer Sold Short Exempt FIX.4.4
2 SellingCustomerSoldShort Selling Customer Sold Short FIX.4.4
3 SellingCustomerSoldShortExempt Selling Customer Sold Short Exempt FIX.4.4
4 QualifiedServiceRepresentative Qualified Service Representative (QSR) or Automatic Give-up (AGU) Contra Side Sold Short FIX.4.4
5 QSROrAGUContraSideSoldShortExempt QSR or AGU Contra Side Sold Short Exempt FIX.4.4
FIX.4.4
994 TierCode String Indicates the algorithm (tier) used to match a trade FIX.4.4
1011 MessageEventSource String Used to identify the event or source which gave rise to a message FIX.4.4
779 LastUpdateTime UTCTimestamp Used to indicate reports after a specific time FIX.4.4
991 RndPx Price Specifies the rounded price to quoted precision. FIX.4.4
1132 TZTransactTime TZTimestamp Transact time in the local date-time stamp with a TZ offset to UTC identified FIX.4.4
1134 ReportedPxDiff Boolean The reason(s) for the price difference should be stated by using field (Tag 828 ) TrdType and, if required, field (Tag 829) TrdSubType as well FIX.4.4
381 GrossTradeAmt Amt Total amount traded (e.g. CumQty (14) * AvgPx (6)) expressed in units of currency. For FX Futures this is used to express the notional value of a fill when LastQty and other quantity fields are express in terms of contract size. FIX.4.3
StandardTrailer ✔ FIX.4.3

OrderMassStatusRequest (35=AF)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = AF FIX.4.3
584 MassStatusReqID ✔ String Unique ID of mass status request as assigned by the institution. FIX.4.3
585 MassStatusReqType ✔ int Specifies the scope of the mass status request
Value SymbolicName Description Added Updated Deprecated
1 StatusForOrdersForASecurity Status for orders for a Security FIX.4.3
2 StatusForOrdersForAnUnderlyingSecurity Status for orders for an Underlying Security FIX.4.3
3 StatusForOrdersForAProduct Status for orders for a Product FIX.4.3
4 StatusForOrdersForACFICode Status for orders for a CFICode FIX.4.3
5 StatusForOrdersForASecurityType Status for orders for a SecurityType FIX.4.3
6 StatusForOrdersForATradingSession Status for orders for a trading session FIX.4.3
7 StatusForAllOrders Status for all orders FIX.4.3
8 StatusForOrdersForAPartyID Status for orders for a PartyID FIX.4.3
FIX.4.3
Parties Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" FIX.4.3
1 Account String Account FIX.4.3
660 AcctIDSource int Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.
Value SymbolicName Description Added Updated Deprecated
1 BIC BIC FIX.4.4
2 SIDCode SID Code FIX.4.4
3 TFM TFM (GSPTA) FIX.4.4
4 OMGEO OMGEO (Alert ID) FIX.4.4
5 DTCCCode DTCC Code FIX.4.4
99 Other Other (custom or proprietary) FIX.4.4
FIX.4.4
336 TradingSessionID String Trading Session FIX.4.3
625 TradingSessionSubID String Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties.
Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. 		FIX.4.3
Instrument Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" FIX.4.3
UnderlyingInstrument Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "Common Components of Application Messages" FIX.4.3
54 Side char Optional qualifier used to indicate the side of the market for which orders will be returned.
Value SymbolicName Description Added Updated Deprecated
1 Buy Buy FIX.2.7
2 Sell Sell FIX.2.7
3 BuyMinus Buy minus FIX.2.7
4 SellPlus Sell plus FIX.2.7
5 SellShort Sell short FIX.2.7
6 SellShortExempt Sell short exempt FIX.2.7
7 Undisclosed Undisclosed (valid for IOI and List Order messages only) FIX.4.1
8 Cross Cross (orders where counterparty is an exchange, valid for all messages except IOIs) FIX.4.1
9 CrossShort Cross short FIX.4.2
A CrossShortExempt Cross short exxmpt FIX.4.3
B AsDefined "As Defined" (for use with multileg instruments) FIX.4.3
C Opposite "Opposite" (for use with multileg instruments) FIX.4.3
D Subscribe Subscribe (e.g. CIV) FIX.4.4
E Redeem Redeem (e.g. CIV) FIX.4.4
F Lend Lend (FINANCING - identifies direction of collateral) FIX.4.4
G Borrow Borrow (FINANCING - identifies direction of collateral) FIX.4.4
FIX.4.3
StandardTrailer ✔ FIX.4.3

QuoteRequestReject (35=AG)

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

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = AG FIX.4.3
131 QuoteReqID ✔ String Unique identifier for quote request FIX.4.3
644 RFQReqID String For tradeable quote model - used to indicate to which RFQ Request this Quote Request is in response. FIX.4.3
658 QuoteRequestRejectReason ✔ int Reason Quote was rejected
Value SymbolicName Description Added Updated Deprecated
1 UnknownSymbol Unknown Symbol (Security) FIX.4.3
2 Exchange Exchange (Security) Closed FIX.4.3
3 QuoteRequestExceedsLimit Quote Request Exceeds Limit FIX.4.3
4 TooLateToEnter Too Late to enter FIX.4.3
5 InvalidPrice Invalid Price FIX.4.3
6 NotAuthorizedToRequestQuote Not Authorized To Request Quote FIX.4.3
7 NoMatchForInquiry No Match For Inquiry FIX.4.4
8 NoMarketForInstrument No Market For Instrument FIX.4.4
9 NoInventory No Inventory FIX.4.4
10 Pass Pass FIX.4.4
11 InsufficientCredit Insufficient credit FIX.4.4EP21
99 Other Other FIX.4.4
FIX.4.3
QuotReqRjctGrp ✔ Number of related symbols (instruments) in Request FIX.4.4
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.3
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.3
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.3
StandardTrailer ✔ FIX.4.3

RFQRequest (35=AH)

In tradeable and restricted tradeable quoting markets – Quote Requests are issued by counterparties interested in ascertaining the market for an instrument. Quote Requests are then distributed by the market to liquidity providers who make markets in the instrument. The RFQ Request is used by liquidity providers to indicate to the market for which instruments they are interested in receiving Quote Requests. It can be used to register interest in receiving quote requests for a single instrument or for multiple instruments

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = AH FIX.4.3
644 RFQReqID ✔ String RFQ Request ID – used to identify an RFQ Request. FIX.4.3
RFQReqGrp ✔ Number of related symbols (instruments) in Request FIX.4.4
263 SubscriptionRequestType char Used to subscribe for Quote Requests that are sent into a market
Value SymbolicName Description Added Updated Deprecated
0 Snapshot Snapshot FIX.4.2
1 SnapshotAndUpdates Snapshot + Updates (Subscribe) FIX.4.2
2 DisablePreviousSnapshot Disable previous Snapshot + Update Request (Unsubscribe) FIX.4.2
FIX.4.3
StandardTrailer ✔ FIX.4.3

QuoteStatusReport (35=AI)

The quote status report message is used:
• as the response to a Quote Status Request message
• as a response to a Quote Cancel message
• as a response to a Quote Response message in a negotiation dialog (see Volume 7 – PRODUCT: FIXED INCOME and USER GROUP: EXCHANGES AND MARKETS)

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = AI FIX.4.3
649 QuoteStatusReqID String Unique identifier for Quote Status Request. FIX.4.3
131 QuoteReqID String Required when quote is in response to a Quote Request message FIX.4.3
117 QuoteID ✔ String Unique identifier for quote FIX.4.3
693 QuoteRespID String Required when responding to a Quote Response message. FIX.4.4
537 QuoteType int Quote Type If not specified, the default is an indicative quote
Value SymbolicName Description Added Updated Deprecated
0 Indicative Indicative FIX.4.3
1 Tradeable Tradeable FIX.4.3
2 RestrictedTradeable Restricted Tradeable FIX.4.3
3 Counter Counter (tradeable) FIX.4.4
FIX.4.3
Parties Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" FIX.4.3
336 TradingSessionID String Identifier for Trading Session
Can be used to represent a specific market trading session (e.g. "PRE-OPEN", "CROSS_2", "AFTER-HOURS", "TOSTNET", "TOSTNET2", etc).
To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID.
Values should be bi-laterally agreed to between counterparties.
Firms may register Trading Session values on the FIX website (presently a document maintained within "ECN and Exchanges" working group section). 		FIX.4.3
625 TradingSessionSubID String Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties.
Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. 		FIX.4.3
Instrument ✔ Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" FIX.4.3
FinancingDetails Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" FIX.4.4
UndInstrmtGrp Number of underlyings FIX.4.4
54 Side char Side of order (see Volume : "Glossary" for value definitions)
Value SymbolicName Description Added Updated Deprecated
1 Buy Buy FIX.2.7
2 Sell Sell FIX.2.7
3 BuyMinus Buy minus FIX.2.7
4 SellPlus Sell plus FIX.2.7
5 SellShort Sell short FIX.2.7
6 SellShortExempt Sell short exempt FIX.2.7
7 Undisclosed Undisclosed (valid for IOI and List Order messages only) FIX.4.1
8 Cross Cross (orders where counterparty is an exchange, valid for all messages except IOIs) FIX.4.1
9 CrossShort Cross short FIX.4.2
A CrossShortExempt Cross short exxmpt FIX.4.3
B AsDefined "As Defined" (for use with multileg instruments) FIX.4.3
C Opposite "Opposite" (for use with multileg instruments) FIX.4.3
D Subscribe Subscribe (e.g. CIV) FIX.4.4
E Redeem Redeem (e.g. CIV) FIX.4.4
F Lend Lend (FINANCING - identifies direction of collateral) FIX.4.4
G Borrow Borrow (FINANCING - identifies direction of collateral) FIX.4.4
FIX.4.4
OrderQtyData Required for Tradeable quotes of single instruments FIX.4.4
63 SettlType String Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular)
Regular is defined as the default settlement period for the particular security on the exchange of execution.
In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue.
Additionally the following patterns may be uses as well as enum values
Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0
Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0
Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0
Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0
Noted that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days.
Value SymbolicName Description Added Updated Deprecated
0 Regular Regular / FX Spot settlement (T+1 or T+2 depending on currency) FIX.2.7
1 Cash Cash (TOD / T+0) FIX.2.7
2 NextDay Next Day (TOM / T+1) FIX.2.7
3 TPlus2 T+2 FIX.2.7
4 TPlus3 T+3 FIX.2.7
5 TPlus4 T+4 FIX.2.7
6 Future Future FIX.2.7
7 WhenAndIfIssued When And If Issued FIX.2.7
8 SellersOption Sellers Option FIX.2.7
9 TPlus5 T+5 FIX.3.0
B BrokenDate Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified FIX.4.4EP25
C FXSpotNextSettlement FX Spot Next settlement (Spot+1, aka next day) FIX.4.4EP21
FIX.4.4
64 SettlDate LocalMktDate Can be used with forex quotes to specify a specific "value date" FIX.4.3
193 SettlDate2 LocalMktDate Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. FIX.4.3 FIX.5.0
192 OrderQty2 Qty Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. FIX.4.3 FIX.5.0
15 Currency Currency Can be used to specify the currency of the quoted prices. May differ from the ‘normal’ trading currency of the instrument being quoted FIX.4.3
Stipulations FIX.4.4
1 Account String Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager. FIX.4.3
660 AcctIDSource int Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.
Value SymbolicName Description Added Updated Deprecated
1 BIC BIC FIX.4.4
2 SIDCode SID Code FIX.4.4
3 TFM TFM (GSPTA) FIX.4.4
4 OMGEO OMGEO (Alert ID) FIX.4.4
5 DTCCCode DTCC Code FIX.4.4
99 Other Other (custom or proprietary) FIX.4.4
FIX.4.4
581 AccountType int Type of account associated with the order (Origin)
Value SymbolicName Description Added Updated Deprecated
1 CarriedCustomerSide Account is carried on customer side of the books FIX.4.3
2 CarriedNonCustomerSide Account is carried on non-customer side of books FIX.4.3
3 HouseTrader House Trader FIX.4.3
4 FloorTrader Floor Trader FIX.4.3
6 CarriedNonCustomerSideCrossMargined Account is carried on non-customer side of books and is cross margined FIX.4.3
7 HouseTraderCrossMargined Account is house trader and is cross margined FIX.4.3
8 JointBackOfficeAccount Joint back office account (JBO) FIX.4.3
FIX.4.3
LegQuotStatGrp Required for multileg quote status reports FIX.4.4
QuotQualGrp FIX.4.4
126 ExpireTime UTCTimestamp Time/Date of order expiration (always expressed in UTC (Universal Time Coordinated, also known as "GMT")
The meaning of expiration is specific to the context where the field is used.
For orders, this is the expiration time of a Good Til Date TimeInForce.
For Quotes - this is the expiration of the quote.
Expiration time is provided across the quote message dialog to control the length of time of the overall quoting process.
For collateral requests, this is the time by which collateral must be assigned.
For collateral assignments, this is the time by which a response to the assignment is expected. 		FIX.4.4
44 Price Price Price per unit of quantity (e.g. per share) FIX.4.4
423 PriceType int Code to represent the price type.
(For Financing transactions PriceType implies the "repo type" – Fixed or Floating – 9 (Yield) or 6 (Spread) respectively - and Price (44) gives the corresponding "repo rate".
See Volume : "Glossary" for further value definitions)
Value SymbolicName Description Added Updated Deprecated
1 Percentage Percentage (i.e. percent of par) (often called "dollar price" for fixed income) FIX.4.2
2 PerUnit Per unit (i.e. per share or contract) FIX.4.2
3 FixedAmount Fixed amount (absolute value) FIX.4.2
4 Discount Discount - percentage points below par FIX.4.3
5 Premium Premium - percentage points over par FIX.4.3
6 Spread Spread (basis points spread) FIX.4.3
7 TEDPrice TED Price FIX.4.3
8 TEDYield TED Yield FIX.4.3
9 Yield Yield FIX.4.4
10 FixedCabinetTradePrice Fixed cabinet trade price (primarily for listed futures and options) FIX.4.4
11 VariableCabinetTradePrice Variable cabinet trade price (primarily for listed futures and options) FIX.4.4
13 ProductTicksInHalfs Product ticks in halfs FIX.4.4EP19
14 ProductTicksInFourths Product ticks in fourths FIX.4.4EP19
15 ProductTicksInEights Product ticks in eights FIX.4.4EP19
16 ProductTicksInSixteenths Product ticks in sixteenths FIX.4.4EP19
17 ProductTicksInThirtySeconds Product ticks in thirty-seconds FIX.4.4EP19
18 ProductTicksInSixtyForths Product ticks in sixty-forths FIX.4.4EP19
19 ProductTicksInOneTwentyEights Product ticks in one-twenty-eights FIX.4.4EP19
FIX.4.4
SpreadOrBenchmarkCurveData FIX.4.4
YieldData FIX.4.4
132 BidPx Price If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. FIX.4.3
133 OfferPx Price If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. FIX.4.3
645 MktBidPx Price Can be used by markets that require showing the current best bid and offer FIX.4.3
646 MktOfferPx Price Can be used by markets that require showing the current best bid and offer FIX.4.3
647 MinBidSize Qty Specifies the minimum bid size. Used for markets that use a minimum and maximum bid size. FIX.4.3
134 BidSize Qty Specifies the bid size. If MinBidSize is specified, BidSize is interpreted to contain the maximum bid size. FIX.4.3
648 MinOfferSize Qty Specifies the minimum offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size. FIX.4.3
135 OfferSize Qty Specified the offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size. FIX.4.3
62 ValidUntilTime UTCTimestamp Indicates expiration time of indication message (always expressed in UTC (Universal Time Coordinated, also known as "GMT") FIX.4.3
188 BidSpotRate Price May be applicable for F/X quotes FIX.4.3
190 OfferSpotRate Price May be applicable for F/X quotes FIX.4.3
189 BidForwardPoints PriceOffset May be applicable for F/X quotes FIX.4.3
191 OfferForwardPoints PriceOffset May be applicable for F/X quotes FIX.4.3
631 MidPx Price Mid price/rate FIX.4.3
632 BidYield Percentage Bid yield FIX.4.3
633 MidYield Percentage Mid yield FIX.4.3
634 OfferYield Percentage Offer yield FIX.4.3
60 TransactTime UTCTimestamp Time of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as "GMT") FIX.4.3
40 OrdType char Can be used to specify the type of order the quote is for
Value SymbolicName Description Added Updated Deprecated
1 Market Market FIX.2.7
2 Limit Limit FIX.2.7
3 Stop Stop / Stop Loss FIX.2.7
4 StopLimit Stop Limit FIX.2.7
5 MarketOnClose Market On Close (No longer used) FIX.2.7 FIX.4.3
6 WithOrWithout With Or Without FIX.2.7
7 LimitOrBetter Limit Or Better FIX.2.7 FIX.4.4
8 LimitWithOrWithout Limit With Or Without FIX.2.7
9 OnBasis On Basis FIX.2.7
A OnClose On Close (No longer used) FIX.2.7 FIX.4.3
B LimitOnClose Limit On Close (No longer used) FIX.2.7 FIX.4.3
C ForexMarket Forex Market (No longer used) FIX.4.0 FIX.4.3
D PreviouslyQuoted Previously Quoted FIX.4.0
E PreviouslyIndicated Previously Indicated FIX.4.0
F ForexLimit Forex Limit (No longer used) FIX.4.1 FIX.4.3
G ForexSwap Forex Swap FIX.4.1
H ForexPreviouslyQuoted Forex Previously Quoted (No longer used) FIX.4.1 FIX.4.3
I Funari Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan) FIX.4.2
J MarketIfTouched Market If Touched (MIT) FIX.4.3
K MarketWithLeftOverAsLimit Market With Left Over as Limit (market order with unexecuted quantity becoming 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
Q CounterOrderSelection Counter-order selection FIX.4.4EP22
FIX.4.3
642 BidForwardPoints2 PriceOffset Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value FIX.4.3 FIX.5.0
643 OfferForwardPoints2 PriceOffset Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value FIX.4.3 FIX.5.0
656 SettlCurrBidFxRate float Can be used when the quote is provided in a currency other than the instrument’s ‘normal’ trading currency. Applies to all bid prices contained in this message FIX.4.3
657 SettlCurrOfferFxRate float Can be used when the quote is provided in a currency other than the instrument’s ‘normal’ trading currency. Applies to all offer prices contained in this message FIX.4.3
156 SettlCurrFxRateCalc char Can be used when the quote is provided in a currency other than the instruments trading currency.
Value SymbolicName Description Added Updated Deprecated
M Multiply Multiply FIX.4.4EP38
D Divide Divide FIX.4.4EP38
FIX.4.3
13 CommType char Can be used to show the counterparty the commission associated with the transaction.
Value SymbolicName Description Added Updated Deprecated
1 PerUnit Per Unit (implying shares, par, currency, etc.) FIX.2.7
2 Percent Percent FIX.2.7
3 Absolute Absolute (total monetary amount) FIX.2.7
4 PercentageWaivedCashDiscount Percentage waived - cash discount (for CIV buy orders) FIX.4.3
5 PercentageWaivedEnhancedUnits Percentage waived -= enhanced units (for CIV buy orders) FIX.4.3
6 PointsPerBondOrContract Points per bond or contract (supply ContractMultiplier (231) in the component block if the object security is denominated in a size other than the industry default - 1000 par for bonds) FIX.4.3
FIX.4.3
12 Commission Amt Can be used to show the counterparty the commission associated with the transaction. FIX.4.3
582 CustOrderCapacity int For Futures Exchanges
Value SymbolicName Description Added Updated Deprecated
1 MemberTradingForTheirOwnAccount Member trading for their own account FIX.4.4
2 ClearingFirmTradingForItsProprietaryAccount Clearing Firm trading for its proprietary account FIX.4.4
3 MemberTradingForAnotherMember Member trading for another member FIX.4.4
4 AllOther All other FIX.4.4
FIX.4.3
100 ExDestination Exchange Used when routing quotes to multiple markets FIX.4.3
1133 ExDestinationIDSource char The ID source of ExDestination
Value SymbolicName Description Added Updated Deprecated
B BIC BIC (Bank Identification Code) (ISO 9362) FIX.4.4EP-1
C GeneralIdentifier Generally accepted market participant identifier (e.g. NASD mnemonic) FIX.4.4EP-1
D Proprietary Proprietary / Custom code FIX.4.4EP-1
E ISOCountryCode ISO Country Code FIX.4.4EP-1
G MIC MIC (ISO 10383 - Market Identifier Code) FIX.4.4EP-1
FIX.4.4
297 QuoteStatus int Quote Status
Value SymbolicName Description Added Updated Deprecated
0 Accepted Accepted FIX.4.2
1 CancelForSymbol Cancel for Symbol(s) FIX.4.2
2 CanceledForSecurityType Canceled for Security Type(s) FIX.4.2
3 CanceledForUnderlying Canceled for Underlying FIX.4.2
4 CanceledAll Canceled All FIX.4.2
5 Rejected Rejected FIX.4.2
6 RemovedFromMarket Removed from Market FIX.4.3
7 Expired Expired FIX.4.3
8 Query Query FIX.4.3
9 QuoteNotFound Quote Not Found FIX.4.3
10 Pending Pending FIX.4.3
11 Pass Pass FIX.4.4
12 LockedMarketWarning Locked Market Warning FIX.4.4
13 CrossMarketWarning Cross Market Warning FIX.4.4
14 CanceledDueToLockMarket Canceled Due To Lock Market FIX.4.4
15 CanceledDueToCrossMarket Canceled Due To Cross Market FIX.4.4
FIX.4.3
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.4
354 EncodedTextLen Length Byte length of encoded (non-ASCII characters) EncodedText (355) field. FIX.4.4
355 EncodedText data Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Text field. FIX.4.4
StandardTrailer ✔ FIX.4.3

QuoteResponse (35=AJ)

The Quote Response message is used to respond to a IOI message or Quote message. It is also used to counter a Quote or end a negotiation dialog.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = AJ FIX.4.4
693 QuoteRespID ✔ String Unique ID as assigned by the Initiator FIX.4.4
117 QuoteID String Required only when responding to a Quote. FIX.4.4
694 QuoteRespType ✔ int Type of response this Quote Response is.
Value SymbolicName Description Added Updated Deprecated
1 Hit Hit/Lift FIX.4.4
2 Counter Counter FIX.4.4
3 Expired Expired FIX.4.4
4 Cover Cover FIX.4.4
5 DoneAway Done Away FIX.4.4
6 Pass Pass FIX.4.4
FIX.4.4
11 ClOrdID String Unique ID as assigned by the Initiator. Required only when QuoteRespType is 1 (Hit/Lift) or 2 (Counter quote). FIX.4.4
528 OrderCapacity char Designates the capacity of the firm placing the order.
(as of FIX 4.3, this field replaced Rule80A (tag 47) --used in conjunction with OrderRestrictions (529) field)
(see Volume : "Glossary" for value definitions)
Value SymbolicName Description Added Updated Deprecated
A Agency Agency FIX.4.3
G Proprietary Proprietary FIX.4.3
I Individual Individual FIX.4.3
P Principal Principal (Note for CMS purposes, "Principal" includes "Proprietary") FIX.4.3
R RisklessPrincipal Riskless Principal FIX.4.3
W AgentForOtherMember Agent for Other Member FIX.4.3
FIX.4.4
23 IOIID String Required only when responding to an IOI. FIX.4.4
537 QuoteType int Default is Indicative.
Value SymbolicName Description Added Updated Deprecated
0 Indicative Indicative FIX.4.3
1 Tradeable Tradeable FIX.4.3
2 RestrictedTradeable Restricted Tradeable FIX.4.3
3 Counter Counter (tradeable) FIX.4.4
FIX.4.4 FIX.5.0
QuotQualGrp FIX.4.4
Parties Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" FIX.4.4
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", "TOSTNET", "TOSTNET2", etc).
To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID.
Values should be bi-laterally agreed to between counterparties.
Firms may register Trading Session values on the FIX website (presently a document maintained within "ECN and Exchanges" working group section). 		FIX.4.4
625 TradingSessionSubID String Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties.
Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. 		FIX.4.4
Instrument ✔ Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
For multilegs supply minimally a value for Symbol (55).		 FIX.4.4
FinancingDetails Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages"
For multilegs supply minimally a value for Symbol (55).		 FIX.4.4
UndInstrmtGrp Number of underlyings FIX.4.4
54 Side char Required when countering a single instrument quote or "hit/lift" an IOI or Quote.
Value SymbolicName Description Added Updated Deprecated
1 Buy Buy FIX.2.7
2 Sell Sell FIX.2.7
3 BuyMinus Buy minus FIX.2.7
4 SellPlus Sell plus FIX.2.7
5 SellShort Sell short FIX.2.7
6 SellShortExempt Sell short exempt FIX.2.7
7 Undisclosed Undisclosed (valid for IOI and List Order messages only) FIX.4.1
8 Cross Cross (orders where counterparty is an exchange, valid for all messages except IOIs) FIX.4.1
9 CrossShort Cross short FIX.4.2
A CrossShortExempt Cross short exxmpt FIX.4.3
B AsDefined "As Defined" (for use with multileg instruments) FIX.4.3
C Opposite "Opposite" (for use with multileg instruments) FIX.4.3
D Subscribe Subscribe (e.g. CIV) FIX.4.4
E Redeem Redeem (e.g. CIV) FIX.4.4
F Lend Lend (FINANCING - identifies direction of collateral) FIX.4.4
G Borrow Borrow (FINANCING - identifies direction of collateral) FIX.4.4
FIX.4.4
OrderQtyData Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages"
Required when countering a single instrument quote or "hit/lift" an IOI or Quote.		 FIX.4.4
63 SettlType String Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular)
Regular is defined as the default settlement period for the particular security on the exchange of execution.
In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue.
Additionally the following patterns may be uses as well as enum values
Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0
Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0
Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0
Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0
Noted that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days.
Value SymbolicName Description Added Updated Deprecated
0 Regular Regular / FX Spot settlement (T+1 or T+2 depending on currency) FIX.2.7
1 Cash Cash (TOD / T+0) FIX.2.7
2 NextDay Next Day (TOM / T+1) FIX.2.7
3 TPlus2 T+2 FIX.2.7
4 TPlus3 T+3 FIX.2.7
5 TPlus4 T+4 FIX.2.7
6 Future Future FIX.2.7
7 WhenAndIfIssued When And If Issued FIX.2.7
8 SellersOption Sellers Option FIX.2.7
9 TPlus5 T+5 FIX.3.0
B BrokenDate Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified FIX.4.4EP25
C FXSpotNextSettlement FX Spot Next settlement (Spot+1, aka next day) FIX.4.4EP21
FIX.4.4
64 SettlDate LocalMktDate Can be used with forex quotes to specify a specific "value date" FIX.4.4
193 SettlDate2 LocalMktDate Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. FIX.4.4 FIX.5.0
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.4.4 FIX.5.0
15 Currency Currency Can be used to specify the currency of the quoted prices. May differ from the ‘normal’ trading currency of the instrument being quoted FIX.4.4
Stipulations Optional FIX.4.4
1 Account String Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager. FIX.4.4
660 AcctIDSource int Used to identify the source of the Account code.
Value SymbolicName Description Added Updated Deprecated
1 BIC BIC FIX.4.4
2 SIDCode SID Code FIX.4.4
3 TFM TFM (GSPTA) FIX.4.4
4 OMGEO OMGEO (Alert ID) FIX.4.4
5 DTCCCode DTCC Code FIX.4.4
99 Other Other (custom or proprietary) FIX.4.4
FIX.4.4
581 AccountType int Type of account associated with the order (Origin)
Value SymbolicName Description Added Updated Deprecated
1 CarriedCustomerSide Account is carried on customer side of the books FIX.4.3
2 CarriedNonCustomerSide Account is carried on non-customer side of books FIX.4.3
3 HouseTrader House Trader FIX.4.3
4 FloorTrader Floor Trader FIX.4.3
6 CarriedNonCustomerSideCrossMargined Account is carried on non-customer side of books and is cross margined FIX.4.3
7 HouseTraderCrossMargined Account is house trader and is cross margined FIX.4.3
8 JointBackOfficeAccount Joint back office account (JBO) FIX.4.3
FIX.4.4
LegQuotGrp Required for multileg quote response FIX.4.4
132 BidPx Price If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. FIX.4.4
133 OfferPx Price If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. FIX.4.4
645 MktBidPx Price Can be used by markets that require showing the current best bid and offer FIX.4.4
646 MktOfferPx Price Can be used by markets that require showing the current best bid and offer FIX.4.4
647 MinBidSize Qty Specifies the minimum bid size. Used for markets that use a minimum and maximum bid size. FIX.4.4
134 BidSize Qty Specifies the bid size. If MinBidSize is specified, BidSize is interpreted to contain the maximum bid size. FIX.4.4
648 MinOfferSize Qty Specifies the minimum offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size. FIX.4.4
135 OfferSize Qty Specified the offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size. FIX.4.4
62 ValidUntilTime UTCTimestamp The time when the quote will expire. Required for FI when the QuoteRespType is 2 (Counter quote) to indicate to the Respondent when the counter offer is valid until. FIX.4.4
188 BidSpotRate Price May be applicable for F/X quotes FIX.4.4
190 OfferSpotRate Price May be applicable for F/X quotes FIX.4.4
189 BidForwardPoints PriceOffset May be applicable for F/X quotes FIX.4.4
191 OfferForwardPoints PriceOffset May be applicable for F/X quotes FIX.4.4
631 MidPx Price Mid price/rate FIX.4.4
632 BidYield Percentage Bid yield FIX.4.4
633 MidYield Percentage Mid yield FIX.4.4
634 OfferYield Percentage Offer yield FIX.4.4
60 TransactTime UTCTimestamp Time of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as "GMT") FIX.4.4
40 OrdType char Can be used to specify the type of order the quote is for.
Value SymbolicName Description Added Updated Deprecated
1 Market Market FIX.2.7
2 Limit Limit FIX.2.7
3 Stop Stop / Stop Loss FIX.2.7
4 StopLimit Stop Limit FIX.2.7
5 MarketOnClose Market On Close (No longer used) FIX.2.7 FIX.4.3
6 WithOrWithout With Or Without FIX.2.7
7 LimitOrBetter Limit Or Better FIX.2.7 FIX.4.4
8 LimitWithOrWithout Limit With Or Without FIX.2.7
9 OnBasis On Basis FIX.2.7
A OnClose On Close (No longer used) FIX.2.7 FIX.4.3
B LimitOnClose Limit On Close (No longer used) FIX.2.7 FIX.4.3
C ForexMarket Forex Market (No longer used) FIX.4.0 FIX.4.3
D PreviouslyQuoted Previously Quoted FIX.4.0
E PreviouslyIndicated Previously Indicated FIX.4.0
F ForexLimit Forex Limit (No longer used) FIX.4.1 FIX.4.3
G ForexSwap Forex Swap FIX.4.1
H ForexPreviouslyQuoted Forex Previously Quoted (No longer used) FIX.4.1 FIX.4.3
I Funari Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan) FIX.4.2
J MarketIfTouched Market If Touched (MIT) FIX.4.3
K MarketWithLeftOverAsLimit Market With Left Over as Limit (market order with unexecuted quantity becoming 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
Q CounterOrderSelection Counter-order selection FIX.4.4EP22
FIX.4.4
642 BidForwardPoints2 PriceOffset Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value FIX.4.4 FIX.5.0
643 OfferForwardPoints2 PriceOffset Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value FIX.4.4 FIX.5.0
656 SettlCurrBidFxRate float Can be used when the quote is provided in a currency other than the instrument’s ‘normal’ trading currency. Applies to all bid prices contained in this quote message FIX.4.4
657 SettlCurrOfferFxRate float Can be used when the quote is provided in a currency other than the instrument’s ‘normal’ trading currency. Applies to all offer prices contained in this quote message FIX.4.4
156 SettlCurrFxRateCalc char Can be used when the quote is provided in a currency other than the instruments trading currency.
Value SymbolicName Description Added Updated Deprecated
M Multiply Multiply FIX.4.4EP38
D Divide Divide FIX.4.4EP38
FIX.4.4
12 Commission Amt Can be used to show the counterparty the commission associated with the transaction. FIX.4.4
13 CommType char Can be used to show the counterparty the commission associated with the transaction.
Value SymbolicName Description Added Updated Deprecated
1 PerUnit Per Unit (implying shares, par, currency, etc.) FIX.2.7
2 Percent Percent FIX.2.7
3 Absolute Absolute (total monetary amount) FIX.2.7
4 PercentageWaivedCashDiscount Percentage waived - cash discount (for CIV buy orders) FIX.4.3
5 PercentageWaivedEnhancedUnits Percentage waived -= enhanced units (for CIV buy orders) FIX.4.3
6 PointsPerBondOrContract Points per bond or contract (supply ContractMultiplier (231) in the component block if the object security is denominated in a size other than the industry default - 1000 par for bonds) FIX.4.3
FIX.4.4
582 CustOrderCapacity int For Futures Exchanges
Value SymbolicName Description Added Updated Deprecated
1 MemberTradingForTheirOwnAccount Member trading for their own account FIX.4.4
2 ClearingFirmTradingForItsProprietaryAccount Clearing Firm trading for its proprietary account FIX.4.4
3 MemberTradingForAnotherMember Member trading for another member FIX.4.4
4 AllOther All other FIX.4.4
FIX.4.4
100 ExDestination Exchange Used when routing quotes to multiple markets FIX.4.4
1133 ExDestinationIDSource char The ID source of ExDestination
Value SymbolicName Description Added Updated Deprecated
B BIC BIC (Bank Identification Code) (ISO 9362) FIX.4.4EP-1
C GeneralIdentifier Generally accepted market participant identifier (e.g. NASD mnemonic) FIX.4.4EP-1
D Proprietary Proprietary / Custom code FIX.4.4EP-1
E ISOCountryCode ISO Country Code FIX.4.4EP-1
G MIC MIC (ISO 10383 - Market Identifier Code) FIX.4.4EP-1
FIX.4.4
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.4
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.4
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.4
44 Price Price Price per unit of quantity (e.g. per share) FIX.4.4
423 PriceType int Code to represent the price type.
(For Financing transactions PriceType implies the "repo type" – Fixed or Floating – 9 (Yield) or 6 (Spread) respectively - and Price (44) gives the corresponding "repo rate".
See Volume : "Glossary" for further value definitions)
Value SymbolicName Description Added Updated Deprecated
1 Percentage Percentage (i.e. percent of par) (often called "dollar price" for fixed income) FIX.4.2
2 PerUnit Per unit (i.e. per share or contract) FIX.4.2
3 FixedAmount Fixed amount (absolute value) FIX.4.2
4 Discount Discount - percentage points below par FIX.4.3
5 Premium Premium - percentage points over par FIX.4.3
6 Spread Spread (basis points spread) FIX.4.3
7 TEDPrice TED Price FIX.4.3
8 TEDYield TED Yield FIX.4.3
9 Yield Yield FIX.4.4
10 FixedCabinetTradePrice Fixed cabinet trade price (primarily for listed futures and options) FIX.4.4
11 VariableCabinetTradePrice Variable cabinet trade price (primarily for listed futures and options) FIX.4.4
13 ProductTicksInHalfs Product ticks in halfs FIX.4.4EP19
14 ProductTicksInFourths Product ticks in fourths FIX.4.4EP19
15 ProductTicksInEights Product ticks in eights FIX.4.4EP19
16 ProductTicksInSixteenths Product ticks in sixteenths FIX.4.4EP19
17 ProductTicksInThirtySeconds Product ticks in thirty-seconds FIX.4.4EP19
18 ProductTicksInSixtyForths Product ticks in sixty-forths FIX.4.4EP19
19 ProductTicksInOneTwentyEights Product ticks in one-twenty-eights FIX.4.4EP19
FIX.4.4
SpreadOrBenchmarkCurveData Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" FIX.4.4
YieldData Insert here the set of "YieldData" fields defined in "Common Components of Application Messages" FIX.4.4
StandardTrailer ✔ FIX.4.4

Confirmation (35=AK)

The Confirmation messages are used to provide individual trade level confirmations from the sell side to the buy side. In versions of FIX prior to version 4.4, this role was performed by the allocation message. Unlike the allocation message, the confirmation message operates at an allocation account (trade) level rather than block level, allowing for the affirmation or rejection of individual confirmations.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = AK FIX.4.4
664 ConfirmID ✔ String Unique ID for this message FIX.4.4
772 ConfirmRefID String Mandatory if ConfirmTransType is Replace or Cancel FIX.4.4
859 ConfirmReqID String Only used when this message is used to respond to a confirmation request (to which this ID refers) FIX.4.4
666 ConfirmTransType ✔ int New, Cancel or Replace
Value SymbolicName Description Added Updated Deprecated
0 New New FIX.4.4
1 Replace Replace FIX.4.4
2 Cancel Cancel FIX.4.4
FIX.4.4
773 ConfirmType ✔ int Denotes whether this message represents a confirmation or a trade status message
Value SymbolicName Description Added Updated Deprecated
1 Status Status FIX.4.4
2 Confirmation Confirmation FIX.4.4
3 ConfirmationRequestRejected Confirmation Request Rejected (reason can be stated in Text (58) field) FIX.4.4
FIX.4.4
797 CopyMsgIndicator Boolean Denotes whether or not this message represents copy confirmation (or status message) Absence of this field indicates message is not a drop copy. FIX.4.4
650 LegalConfirm Boolean Denotes whether this message represents the legally binding confirmation Absence of this field indicates message is not a legal confirm.
Value SymbolicName Description Added Updated Deprecated
N DoesNotConsituteALegalConfirm Does not consitute a Legal Confirm FIX.4.3
Y LegalConfirm Legal Confirm FIX.4.3
FIX.4.4
665 ConfirmStatus ✔ int Identifies the status of the Confirmation.
Value SymbolicName Description Added Updated Deprecated
1 Received Received FIX.4.4
2 MismatchedAccount Mismatched Account FIX.4.4
3 MissingSettlementInstructions Missing Settlement Instructions FIX.4.4
4 Confirmed Confirmed FIX.4.4
5 RequestRejected Request Rejected FIX.4.4
FIX.4.4
Parties Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
Required for fixed income
Also to be used in associated with ProcessCode for broker of credit (e.g. for directed brokerage trades)
Also to be used to specify party-specific regulatory details (e.g. full legal name of contracting legal entity, registered address, regulatory status, any registration details)		 FIX.4.4
OrdAllocGrp Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1 FIX.4.4
70 AllocID String Used to refer to an earlier Allocation Instruction. FIX.4.4
793 SecondaryAllocID String Used to refer to an earlier Allocation Instruction via its secondary identifier FIX.4.4
467 IndividualAllocID String Used to refer to an allocation account within an earlier Allocation Instruction. FIX.4.4
60 TransactTime ✔ UTCTimestamp Represents the time this message was generated FIX.4.4
75 TradeDate ✔ LocalMktDate Indicates date of trade referenced in this message in YYYYMMDD format. Absence of this field indicates current day (expressed in local time at place of trade). FIX.4.4
TrdRegTimestamps Time of last execution being confirmed by this message FIX.4.4
Instrument ✔ Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" FIX.4.4
InstrumentExtension Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" FIX.4.4
FinancingDetails Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" FIX.4.4
UndInstrmtGrp ✔ Indicates number of repeating entries.
** Nested Repeating Group follows **		 FIX.4.4
InstrmtLegGrp ✔ Indicates number of repeating entries.
** Nested Repeating Group follows **		 FIX.4.4
YieldData If traded on Yield, price must be calculated "to worst" and the component block must specify how calculated, redemption date and price (if not par). If traded on Price, the component block must specify how calculated - "Worst", and include redemptiondate and price (if not par). FIX.4.4
80 AllocQty ✔ Qty The quantity being confirmed by this message (this is at a trade level, not block or order level) FIX.4.4
854 QtyType int Type of quantity specified in a quantity field:
Value SymbolicName Description Added Updated Deprecated
0 Units Units (shares, par, currency) FIX.4.4
1 Contracts Contracts (if used - must specify ContractMultiplier (tag 231)) FIX.4.4
2 UnitsOfMeasurePerTimeUnit Units of Measure per Time Unit (if used - must specify UnitofMeasure (tag 996) and TimeUnit (tag 997)) FIX.4.4EP5
FIX.4.4
54 Side ✔ char Side of order (see Volume : "Glossary" for value definitions)
Value SymbolicName Description Added Updated Deprecated
1 Buy Buy FIX.2.7
2 Sell Sell FIX.2.7
3 BuyMinus Buy minus FIX.2.7
4 SellPlus Sell plus FIX.2.7
5 SellShort Sell short FIX.2.7
6 SellShortExempt Sell short exempt FIX.2.7
7 Undisclosed Undisclosed (valid for IOI and List Order messages only) FIX.4.1
8 Cross Cross (orders where counterparty is an exchange, valid for all messages except IOIs) FIX.4.1
9 CrossShort Cross short FIX.4.2
A CrossShortExempt Cross short exxmpt FIX.4.3
B AsDefined "As Defined" (for use with multileg instruments) FIX.4.3
C Opposite "Opposite" (for use with multileg instruments) FIX.4.3
D Subscribe Subscribe (e.g. CIV) FIX.4.4
E Redeem Redeem (e.g. CIV) FIX.4.4
F Lend Lend (FINANCING - identifies direction of collateral) FIX.4.4
G Borrow Borrow (FINANCING - identifies direction of collateral) FIX.4.4
FIX.4.4
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 6-A: Valid Currency Codes" for information on obtaining valid values. FIX.4.4
30 LastMkt Exchange Market of execution for last fill, or an indication of the market where an order was routed
Valid values:
See "Appendix 6-C" 		FIX.4.4
CpctyConfGrp ✔ Indicates number of repeating entries.
** Nested Repeating Group follows **		 FIX.4.4
79 AllocAccount ✔ String Account number for the trade being confirmed by this message FIX.4.4
661 AllocAcctIDSource int Used to identify the source of the AllocAccount (79) code.
See AcctIDSource (660) for valid values. 		FIX.4.4
798 AllocAccountType int Type of account associated with a confirmation or other trade-level message
Value SymbolicName Description Added Updated Deprecated
1 CarriedCustomerSide Account is carried pn customer side of books FIX.4.4
2 CarriedNonCustomerSide Account is carried on non-customer side of books FIX.4.4
3 HouseTrader House trader FIX.4.4
4 FloorTrader Floor trader FIX.4.4
6 CarriedNonCustomerSideCrossMargined Account is carried on non-customer side of books and is cross margined FIX.4.4
7 HouseTraderCrossMargined Account is house trader and is cross margined FIX.4.4
8 JointBackOfficeAccount Joint back office account (JBO) FIX.4.4
FIX.4.4
6 AvgPx ✔ Price Gross price for the trade being confirmed Always expressed in percent-of-par for Fixed Income FIX.4.4
74 AvgPxPrecision int Absence of this field indicates that default precision arranged by the broker/institution is to be used FIX.4.4
423 PriceType int Price type for the AvgPx field
Value SymbolicName Description Added Updated Deprecated
1 Percentage Percentage (i.e. percent of par) (often called "dollar price" for fixed income) FIX.4.2
2 PerUnit Per unit (i.e. per share or contract) FIX.4.2
3 FixedAmount Fixed amount (absolute value) FIX.4.2
4 Discount Discount - percentage points below par FIX.4.3
5 Premium Premium - percentage points over par FIX.4.3
6 Spread Spread (basis points spread) FIX.4.3
7 TEDPrice TED Price FIX.4.3
8 TEDYield TED Yield FIX.4.3
9 Yield Yield FIX.4.4
10 FixedCabinetTradePrice Fixed cabinet trade price (primarily for listed futures and options) FIX.4.4
11 VariableCabinetTradePrice Variable cabinet trade price (primarily for listed futures and options) FIX.4.4
13 ProductTicksInHalfs Product ticks in halfs FIX.4.4EP19
14 ProductTicksInFourths Product ticks in fourths FIX.4.4EP19
15 ProductTicksInEights Product ticks in eights FIX.4.4EP19
16 ProductTicksInSixteenths Product ticks in sixteenths FIX.4.4EP19
17 ProductTicksInThirtySeconds Product ticks in thirty-seconds FIX.4.4EP19
18 ProductTicksInSixtyForths Product ticks in sixty-forths FIX.4.4EP19
19 ProductTicksInOneTwentyEights Product ticks in one-twenty-eights FIX.4.4EP19
FIX.4.4
860 AvgParPx Price Used to express average price as percent of par (used where AvgPx field is expressed in some other way) FIX.4.4
SpreadOrBenchmarkCurveData Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" FIX.4.4
861 ReportedPx Price Reported price (may be different to AvgPx in the event of a marked-up or marked-down principal trade) FIX.4.4
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.4
354 EncodedTextLen Length Byte length of encoded (non-ASCII characters) EncodedText (355) field. FIX.4.4
355 EncodedText data Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Text field. FIX.4.4
81 ProcessCode char Used to identify whether the trade was a soft dollar trade, step in/out etc. Broker of credit, where relevant, can be specified using the Parties nested block above.
Value SymbolicName Description Added Updated Deprecated
0 Regular Regular FIX.2.7
1 SoftDollar Soft Dollar FIX.2.7
2 StepIn Step-In FIX.2.7
3 StepOut Step-Out FIX.2.7
4 SoftDollarStepIn Soft-dollar Step-In FIX.2.7
5 SoftDollarStepOut Soft-dollar Step-Out FIX.2.7
6 PlanSponsor Plan Sponsor FIX.4.0
FIX.4.4
381 GrossTradeAmt ✔ Amt Total amount traded (e.g. CumQty (14) * AvgPx (6)) expressed in units of currency. For FX Futures this is used to express the notional value of a fill when LastQty and other quantity fields are express in terms of contract size. FIX.4.4
157 NumDaysInterest int Number of Days of Interest for convertible bonds and fixed income. Note value may be negative. FIX.4.4
230 ExDate LocalMktDate Optional "next coupon date" for Fixed Income FIX.4.4
158 AccruedInterestRate Percentage The amount the buyer compensates the seller for the portion of the next coupon interest payment the seller has earned but will not receive from the issuer because the issuer will send the next coupon payment to the buyer. Accrued Interest Rate is the annualized Accrued Interest amount divided by the purchase price of the bond. FIX.4.4
159 AccruedInterestAmt Amt Required for Fixed Income products that trade with accrued interest FIX.4.4
738 InterestAtMaturity Amt Required for Fixed Income products that pay lump sum interest at maturity FIX.4.4
920 EndAccruedInterestAmt Amt For repurchase agreements the accrued interest on termination. FIX.4.4
921 StartCash Amt For repurchase agreements the start (dirty) cash consideration FIX.4.4
922 EndCash Amt For repurchase agreements the end (dirty) cash consideration FIX.4.4
238 Concession Amt Provides the reduction in price for the secondary market in Muncipals.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) 		FIX.4.4
237 TotalTakedown Amt The price at which the securities are distributed to the different members of an underwriting group for the primary market in Municipals, total gross underwriter's spread.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) 		FIX.4.4
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.4.4
890 MaturityNetMoney Amt Net Money at maturity if Zero Coupon and maturity value is different from par value FIX.4.4
119 SettlCurrAmt Amt Total amount due expressed in settlement currency (includes the effect of the forex transaction) FIX.4.4
120 SettlCurrency Currency Currency code of settlement denomination. FIX.4.4
155 SettlCurrFxRate float Foreign exchange rate used to compute SettlCurrAmt (9) from Currency (5) to SettlCurrency (20) FIX.4.4
156 SettlCurrFxRateCalc char Specifies whether or not SettlCurrFxRate (55) should be multiplied or divided.
Value SymbolicName Description Added Updated Deprecated
M Multiply Multiply FIX.4.4EP38
D Divide Divide FIX.4.4EP38
FIX.4.4
63 SettlType String Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular)
Regular is defined as the default settlement period for the particular security on the exchange of execution.
In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue.
Additionally the following patterns may be uses as well as enum values
Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0
Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0
Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0
Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0
Noted that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days.
Value SymbolicName Description Added Updated Deprecated
0 Regular Regular / FX Spot settlement (T+1 or T+2 depending on currency) FIX.2.7
1 Cash Cash (TOD / T+0) FIX.2.7
2 NextDay Next Day (TOM / T+1) FIX.2.7
3 TPlus2 T+2 FIX.2.7
4 TPlus3 T+3 FIX.2.7
5 TPlus4 T+4 FIX.2.7
6 Future Future FIX.2.7
7 WhenAndIfIssued When And If Issued FIX.2.7
8 SellersOption Sellers Option FIX.2.7
9 TPlus5 T+5 FIX.3.0
B BrokenDate Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified FIX.4.4EP25
C FXSpotNextSettlement FX Spot Next settlement (Spot+1, aka next day) FIX.4.4EP21
FIX.4.4
64 SettlDate LocalMktDate Specific date of trade settlement (SettlementDate) in YYYYMMDD format.
If present, this field overrides SettlType (63). This field is required if the value of SettlType (63) is 6 (Future) or 8 (Sellers Option). This field must be omitted if the value of SettlType (63) is 7 (When and If Issued)
(expressed in local time at place of settlement) 		FIX.4.4
SettlInstructionsData Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages"
Used to communicate settlement instructions for this Confirmation.		 FIX.4.4
CommissionData FIX.4.4
858 SharedCommission Amt Used to identify any commission shared with a third party (e.g. directed brokerage) FIX.4.4
Stipulations FIX.4.4
MiscFeesGrp Required if any miscellaneous fees are reported. Indicates number of repeating entries. Repeating group.
** Nested Repeating Group follows **		 FIX.4.4
StandardTrailer ✔ FIX.4.4

PositionMaintenanceRequest (35=AL)

The Position Maintenance Request message allows the position owner to submit requests to the holder of a position which will result in a specific action being taken which will affect the position. Generally, the holder of the position is a central counter party or clearing organization but can also be a party providing investment services.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = AL FIX.4.4
710 PosReqID String Unique identifier for the position maintenance request as assigned by the submitter. Conditionally required when used in a request/reply scenario (i.e. not required in batch scenario) FIX.4.4
709 PosTransType ✔ int Identifies the type of position transaction
Value SymbolicName Description Added Updated Deprecated
1 Exercise Exercise FIX.4.4
2 DoNotExercise Do Not Exercise FIX.4.4
3 PositionAdjustment Position Adjustment FIX.4.4
4 PositionChangeSubmission Position Change Submission/Margin Disposition FIX.4.4
5 Pledge Pledge FIX.4.4
6 LargeTraderSubmission Large Trader Submission FIX.4.4EP13
FIX.4.4
712 PosMaintAction ✔ int Maintenance Action to be performed.
Value SymbolicName Description Added Updated Deprecated
1 New New - used to increment the overall transaction quantity FIX.4.4
2 Replace Replace - used to override the overall transaction quantity or specifi add messages based on the reference ID FIX.4.4
3 Cancel Cancel - used to remove the overall transaction or specific add messages based on reference ID FIX.4.4
4 Reverse Reverse - used to completelly back-out the transaction such that the transaction never existed FIX.4.4EP4
FIX.4.4
713 OrigPosReqRefID String Reference to the PosReqID of a previous maintenance request that is being replaced or canceled. FIX.4.4
714 PosMaintRptRefID String Reference to a PosMaintRptID from a previous Position Maintenance Report that is being replaced or canceled. FIX.4.4
715 ClearingBusinessDate ✔ LocalMktDate The Clearing Business Date referred to by this maintenance request FIX.4.4
716 SettlSessID String Identifies a specific settlement session
Value SymbolicName Description Added Updated Deprecated
ITD Intraday Intraday FIX.4.4EP1
RTH RegularTradingHours Regular Trading Hours FIX.4.4EP1
ETH ElectronicTradingHours Electronic Trading Hours FIX.4.4EP1
EOD EndOfDay End Of Day FIX.4.4EP4
FIX.4.4
717 SettlSessSubID String SubID value associated with SettlSessID (716) FIX.4.4
Parties ✔ The Following PartyRoles can be specified:
ClearingOrganization
Clearing Firm
Position Account		 FIX.4.4
1 Account String Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager. FIX.4.4
660 AcctIDSource int Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.
Value SymbolicName Description Added Updated Deprecated
1 BIC BIC FIX.4.4
2 SIDCode SID Code FIX.4.4
3 TFM TFM (GSPTA) FIX.4.4
4 OMGEO OMGEO (Alert ID) FIX.4.4
5 DTCCCode DTCC Code FIX.4.4
99 Other Other (custom or proprietary) FIX.4.4
FIX.4.4
581 AccountType int Type of account associated with the order (Origin)
Value SymbolicName Description Added Updated Deprecated
1 CarriedCustomerSide Account is carried on customer side of the books FIX.4.3
2 CarriedNonCustomerSide Account is carried on non-customer side of books FIX.4.3
3 HouseTrader House Trader FIX.4.3
4 FloorTrader Floor Trader FIX.4.3
6 CarriedNonCustomerSideCrossMargined Account is carried on non-customer side of books and is cross margined FIX.4.3
7 HouseTraderCrossMargined Account is house trader and is cross margined FIX.4.3
8 JointBackOfficeAccount Joint back office account (JBO) FIX.4.3
FIX.4.4
Instrument ✔ FIX.4.4
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 6-A: Valid Currency Codes" for information on obtaining valid values. FIX.4.4
InstrmtLegGrp Specifies the number of legs that make up the Security FIX.4.4
UndInstrmtGrp Specifies the number of underlying legs that make up the Security FIX.4.4
TrdgSesGrp Specifies the number of repeating TradingSessionIDs FIX.4.4
60 TransactTime UTCTimestamp Time this order request was initiated/released by the trader, trading system, or intermediary. FIX.4.4
PositionQty ✔ FIX.4.4
PositionAmountData FIX.4.4
718 AdjustmentType int Type of adjustment to be applied, used for PCS & PAJ Delta_plus, Delta_minus, Final, If Adjustment Type is null, the request will be processed as Margin Disposition
Value SymbolicName Description Added Updated Deprecated
0 ProcessRequestAsMarginDisposition Process Request As Margin Disposition FIX.4.4
1 DeltaPlus Delta Plus FIX.4.4
2 DeltaMinus Delta Minus FIX.4.4
3 Final Final FIX.4.4
FIX.4.4
719 ContraryInstructionIndicator Boolean Boolean - if Y then indicates you are requesting a position maintenance that acting FIX.4.4
720 PriorSpreadIndicator Boolean Boolean - Y indicates you are requesting rollover of prior day’s spread submissions FIX.4.4
834 ThresholdAmount PriceOffset Amount that a position has to be in the money before it is exercised. FIX.4.4
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.4
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.4
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.4
120 SettlCurrency Currency Currency code of settlement denomination. FIX.4.4
StandardTrailer ✔ FIX.4.4

PositionMaintenanceReport (35=AM)

The Position Maintenance Report message is sent by the holder of a positon in response to a Position Maintenance Request and is used to confirm that a request has been successfully processed or rejected.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = AM FIX.4.4
721 PosMaintRptID ✔ String Unique identifier for this position report FIX.4.4
709 PosTransType ✔ int Identifies the type of position transaction
Value SymbolicName Description Added Updated Deprecated
1 Exercise Exercise FIX.4.4
2 DoNotExercise Do Not Exercise FIX.4.4
3 PositionAdjustment Position Adjustment FIX.4.4
4 PositionChangeSubmission Position Change Submission/Margin Disposition FIX.4.4
5 Pledge Pledge FIX.4.4
6 LargeTraderSubmission Large Trader Submission FIX.4.4EP13
FIX.4.4
710 PosReqID String Unique identifier for the position maintenance request associated with this report FIX.4.4
712 PosMaintAction ✔ int Maintenance Action to be performed.
Value SymbolicName Description Added Updated Deprecated
1 New New - used to increment the overall transaction quantity FIX.4.4
2 Replace Replace - used to override the overall transaction quantity or specifi add messages based on the reference ID FIX.4.4
3 Cancel Cancel - used to remove the overall transaction or specific add messages based on reference ID FIX.4.4
4 Reverse Reverse - used to completelly back-out the transaction such that the transaction never existed FIX.4.4EP4
FIX.4.4
713 OrigPosReqRefID String Reference to the PosReqID of a previous maintenance request that is being replaced or canceled. FIX.4.4
722 PosMaintStatus ✔ int Status of Position Maintenance Request
Value SymbolicName Description Added Updated Deprecated
0 Accepted Accepted FIX.4.4
1 AcceptedWithWarnings Accepted With Warnings FIX.4.4
2 Rejected Rejected FIX.4.4
3 Completed Completed FIX.4.4
4 CompletedWithWarnings Completed With Warnings FIX.4.4
FIX.4.4
723 PosMaintResult int Result of Position Maintenance Request.
4000+ Reserved and available for bi-laterally agreed upon user-defined values
Value SymbolicName Description Added Updated Deprecated
0 SuccessfulCompletion Successful Completion - no warnings or errors FIX.4.4
1 Rejected Rejected FIX.4.4
99 Other Other FIX.4.4
FIX.4.4
715 ClearingBusinessDate ✔ LocalMktDate The Clearing Business Date covered by this request FIX.4.4
716 SettlSessID String Intraday(ITD), Regular Trading Hours(EOD),
Value SymbolicName Description Added Updated Deprecated
ITD Intraday Intraday FIX.4.4EP1
RTH RegularTradingHours Regular Trading Hours FIX.4.4EP1
ETH ElectronicTradingHours Electronic Trading Hours FIX.4.4EP1
EOD EndOfDay End Of Day FIX.4.4EP4
FIX.4.4
717 SettlSessSubID String SubID value associated with SettlSessID (716) FIX.4.4
Parties Position Account FIX.4.4
1 Account String Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager. FIX.4.4
660 AcctIDSource int Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.
Value SymbolicName Description Added Updated Deprecated
1 BIC BIC FIX.4.4
2 SIDCode SID Code FIX.4.4
3 TFM TFM (GSPTA) FIX.4.4
4 OMGEO OMGEO (Alert ID) FIX.4.4
5 DTCCCode DTCC Code FIX.4.4
99 Other Other (custom or proprietary) FIX.4.4
FIX.4.4
581 AccountType int Type of account associated with the order (Origin)
Value SymbolicName Description Added Updated Deprecated
1 CarriedCustomerSide Account is carried on customer side of the books FIX.4.3
2 CarriedNonCustomerSide Account is carried on non-customer side of books FIX.4.3
3 HouseTrader House Trader FIX.4.3
4 FloorTrader Floor Trader FIX.4.3
6 CarriedNonCustomerSideCrossMargined Account is carried on non-customer side of books and is cross margined FIX.4.3
7 HouseTraderCrossMargined Account is house trader and is cross margined FIX.4.3
8 JointBackOfficeAccount Joint back office account (JBO) FIX.4.3
FIX.4.4
714 PosMaintRptRefID String Reference to a PosMaintRptID (Tag 721) from a previous Position Maintenance Report that is being replaced or canceled FIX.4.4
Instrument ✔ FIX.4.4
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 6-A: Valid Currency Codes" for information on obtaining valid values. FIX.4.4
120 SettlCurrency Currency Currency code of settlement denomination. FIX.4.4
719 ContraryInstructionIndicator Boolean Can be set to true when a position maintenance request is being performed contrary to current money position, i.e. for an exercise of an out of the money position or an abandonement (do not exercise ) of an in the money position FIX.4.4
720 PriorSpreadIndicator Boolean Indicates if requesting a rollover of prior day’s spread submissions. FIX.4.4
InstrmtLegGrp Specifies the number of legs that make up the Security FIX.4.4
UndInstrmtGrp Specifies the number of underlying legs that make up the Security FIX.4.4
TrdgSesGrp Specifies the number of repeating TradingSessionIDs FIX.4.4
60 TransactTime UTCTimestamp Time this order request was initiated/released by the trader, trading system, or intermediary. Conditionally required except when requests for reports are processed in batch, transaction time is not available, or when PosReqID is not present. FIX.4.4
PositionQty ✔ See definition for Position Quantity in the Proposed Component Block section above FIX.4.4
PositionAmountData Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" FIX.4.4
718 AdjustmentType int Type of adjustment to be applied Delta_plus, Delta_minus, Final. If Adjustment Type is null, the PCS request will be processed as Margin Disposition only
Value SymbolicName Description Added Updated Deprecated
0 ProcessRequestAsMarginDisposition Process Request As Margin Disposition FIX.4.4
1 DeltaPlus Delta Plus FIX.4.4
2 DeltaMinus Delta Minus FIX.4.4
3 Final Final FIX.4.4
FIX.4.4
834 ThresholdAmount PriceOffset Amount that a position has to be in the money before it is exercised. FIX.4.4
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.4
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.4
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.4
StandardTrailer ✔ FIX.4.4

RequestForPositions (35=AN)

The Request For Positions message is used by the owner of a position to request a Position Report from the holder of the position, usually the central counter party or clearing organization. The request can be made at several levels of granularity.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = AN FIX.4.4
710 PosReqID ✔ String Unique identifier for the Request for Positions as assigned by the submitter FIX.4.4
724 PosReqType ✔ int Used to specify the type of position request being made.
Value SymbolicName Description Added Updated Deprecated
0 Positions Positions FIX.4.4
1 Trades Trades FIX.4.4
2 Exercises Exercises FIX.4.4
3 Assignments Assignments FIX.4.4
4 SettlementActivity Settlement Activity FIX.4.4EP4
5 BackoutMessage Backout Message FIX.4.4EP4
FIX.4.4
573 MatchStatus char The status of this trade with respect to matching or comparison.
Value SymbolicName Description Added Updated Deprecated
0 Compared Compared, matched or affirmed FIX.4.3
1 Uncompared Uncompared, unmatched, or unaffired FIX.4.3
2 AdvisoryOrAlert Advisory or alert FIX.4.3
FIX.4.4
263 SubscriptionRequestType char Used to subscribe / unsubscribe for trade capture reports If the field is absent, the value 0 will be the default
Value SymbolicName Description Added Updated Deprecated
0 Snapshot Snapshot FIX.4.2
1 SnapshotAndUpdates Snapshot + Updates (Subscribe) FIX.4.2
2 DisablePreviousSnapshot Disable previous Snapshot + Update Request (Unsubscribe) FIX.4.2
FIX.4.4
120 SettlCurrency Currency Currency code of settlement denomination. FIX.4.4
Parties ✔ Position Account FIX.4.4
1 Account String Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager. FIX.4.4
660 AcctIDSource int Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.
Value SymbolicName Description Added Updated Deprecated
1 BIC BIC FIX.4.4
2 SIDCode SID Code FIX.4.4
3 TFM TFM (GSPTA) FIX.4.4
4 OMGEO OMGEO (Alert ID) FIX.4.4
5 DTCCCode DTCC Code FIX.4.4
99 Other Other (custom or proprietary) FIX.4.4
FIX.4.4
581 AccountType int Type of account associated with the order (Origin)
Value SymbolicName Description Added Updated Deprecated
1 CarriedCustomerSide Account is carried on customer side of the books FIX.4.3
2 CarriedNonCustomerSide Account is carried on non-customer side of books FIX.4.3
3 HouseTrader House Trader FIX.4.3
4 FloorTrader Floor Trader FIX.4.3
6 CarriedNonCustomerSideCrossMargined Account is carried on non-customer side of books and is cross margined FIX.4.3
7 HouseTraderCrossMargined Account is house trader and is cross margined FIX.4.3
8 JointBackOfficeAccount Joint back office account (JBO) FIX.4.3
FIX.4.4
Instrument FIX.4.4
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 6-A: Valid Currency Codes" for information on obtaining valid values. FIX.4.4
InstrmtLegGrp Specifies the number of legs that make up the Security FIX.4.4
UndInstrmtGrp Specifies the number of underlying legs that make up the Security FIX.4.4
715 ClearingBusinessDate ✔ LocalMktDate The Clearing Business Date referred to by this request FIX.4.4
716 SettlSessID String Intraday(ITD), Regular Trading Hours(EOD)
Value SymbolicName Description Added Updated Deprecated
ITD Intraday Intraday FIX.4.4EP1
RTH RegularTradingHours Regular Trading Hours FIX.4.4EP1
ETH ElectronicTradingHours Electronic Trading Hours FIX.4.4EP1
EOD EndOfDay End Of Day FIX.4.4EP4
FIX.4.4
717 SettlSessSubID String SubID value associated with SettlSessID (716) FIX.4.4
TrdgSesGrp Specifies the number of repeating TradingSessionIDs FIX.4.4
60 TransactTime ✔ UTCTimestamp Time this order request was initiated/released by the trader, trading system, or intermediary. FIX.4.4
725 ResponseTransportType int Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport.
Value SymbolicName Description Added Updated Deprecated
0 Inband Inband - transport the request was sent over (default) FIX.4.4
1 OutOfBand Out of Band - pre-arranged out-of-band delivery mechanizm (i.e. FTP, HTTP, NDM, etc.) between counterparties. Details specified via ResponseDestination (726). FIX.4.4
FIX.4.4
726 ResponseDestination String URI destination name. Used if ResponseTransportType is out-of-band. FIX.4.4
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.4
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.4
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.4
StandardTrailer ✔ FIX.4.4

RequestForPositionsAck (35=AO)

The Request for Positions Ack message is returned by the holder of the position in response to a Request for Positions message. The purpose of the message is to acknowledge that a request has been received and is being processed.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = AO FIX.4.4
721 PosMaintRptID ✔ String Unique identifier for this position report FIX.4.4
710 PosReqID String Unique identifier for the Request for Position associated with this report This field should not be provided if the report was sent unsolicited. FIX.4.4
727 TotalNumPosReports int Total number of Position Reports being returned FIX.4.4
325 UnsolicitedIndicator Boolean Set to 'Y' if message is sent as a result of a subscription request or out of band configuration as opposed to a Position Request.
Value SymbolicName Description Added Updated Deprecated
N MessageIsBeingSentAsAResultOfAPriorRequest Message is being sent as a result of a prior request FIX.4.2
Y MessageIsBeingSentUnsolicited Message is being secnt unsolicited FIX.4.2
FIX.4.4
728 PosReqResult ✔ int Result of Request for Position
4000+ Reserved and available for bi-laterally agreed upon user-defined values
Value SymbolicName Description Added Updated Deprecated
0 ValidRequest Valid request FIX.4.4
1 InvalidOrUnsupportedRequest Invalid or unsupported request FIX.4.4
2 NoPositionsFoundThatMatchCriteria No positions found that match criteria FIX.4.4
3 NotAuthorizedToRequestPositions Not authorized to request positions FIX.4.4
4 RequestForPositionNotSupported Request for position not supported FIX.4.4
99 Other Other (use Text (58) in conjunction with this code for an explaination) FIX.4.4
FIX.4.4
729 PosReqStatus ✔ int Status of Request for Positions
Value SymbolicName Description Added Updated Deprecated
0 Completed Completed FIX.4.4
1 CompletedWithWarnings Completed With Warnings FIX.4.4
2 Rejected Rejected FIX.4.4
FIX.4.4
724 PosReqType int Used to specify the type of position request being made.
Value SymbolicName Description Added Updated Deprecated
0 Positions Positions FIX.4.4
1 Trades Trades FIX.4.4
2 Exercises Exercises FIX.4.4
3 Assignments Assignments FIX.4.4
4 SettlementActivity Settlement Activity FIX.4.4EP4
5 BackoutMessage Backout Message FIX.4.4EP4
FIX.4.4
573 MatchStatus char The status of this trade with respect to matching or comparison.
Value SymbolicName Description Added Updated Deprecated
0 Compared Compared, matched or affirmed FIX.4.3
1 Uncompared Uncompared, unmatched, or unaffired FIX.4.3
2 AdvisoryOrAlert Advisory or alert FIX.4.3
FIX.4.4
715 ClearingBusinessDate LocalMktDate The "Clearing Business Date" referred to by this maintenance request. FIX.4.4
263 SubscriptionRequestType char Subscription Request Type
Value SymbolicName Description Added Updated Deprecated
0 Snapshot Snapshot FIX.4.2
1 SnapshotAndUpdates Snapshot + Updates (Subscribe) FIX.4.2
2 DisablePreviousSnapshot Disable previous Snapshot + Update Request (Unsubscribe) FIX.4.2
FIX.4.4
716 SettlSessID String Identifies a specific settlement session
Value SymbolicName Description Added Updated Deprecated
ITD Intraday Intraday FIX.4.4EP1
RTH RegularTradingHours Regular Trading Hours FIX.4.4EP1
ETH ElectronicTradingHours Electronic Trading Hours FIX.4.4EP1
EOD EndOfDay End Of Day FIX.4.4EP4
FIX.4.4
717 SettlSessSubID String SubID value associated with SettlSessID (716) FIX.4.4
120 SettlCurrency Currency Currency code of settlement denomination. FIX.4.4
Parties ✔ Position Account FIX.4.4
1 Account String Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager. FIX.4.4
660 AcctIDSource int Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.
Value SymbolicName Description Added Updated Deprecated
1 BIC BIC FIX.4.4
2 SIDCode SID Code FIX.4.4
3 TFM TFM (GSPTA) FIX.4.4
4 OMGEO OMGEO (Alert ID) FIX.4.4
5 DTCCCode DTCC Code FIX.4.4
99 Other Other (custom or proprietary) FIX.4.4
FIX.4.4
581 AccountType int Type of account associated with the order (Origin)
Value SymbolicName Description Added Updated Deprecated
1 CarriedCustomerSide Account is carried on customer side of the books FIX.4.3
2 CarriedNonCustomerSide Account is carried on non-customer side of books FIX.4.3
3 HouseTrader House Trader FIX.4.3
4 FloorTrader Floor Trader FIX.4.3
6 CarriedNonCustomerSideCrossMargined Account is carried on non-customer side of books and is cross margined FIX.4.3
7 HouseTraderCrossMargined Account is house trader and is cross margined FIX.4.3
8 JointBackOfficeAccount Joint back office account (JBO) FIX.4.3
FIX.4.4
Instrument FIX.4.4
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 6-A: Valid Currency Codes" for information on obtaining valid values. FIX.4.4
InstrmtLegGrp Specifies the number of legs that make up the Security FIX.4.4
UndInstrmtGrp Specifies the number of underlying legs that make up the Security FIX.4.4
725 ResponseTransportType int Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport.
Value SymbolicName Description Added Updated Deprecated
0 Inband Inband - transport the request was sent over (default) FIX.4.4
1 OutOfBand Out of Band - pre-arranged out-of-band delivery mechanizm (i.e. FTP, HTTP, NDM, etc.) between counterparties. Details specified via ResponseDestination (726). FIX.4.4
FIX.4.4
726 ResponseDestination String URI destination name. Used if ResponseTransportType is out-of-band. FIX.4.4
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.4
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.4
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.4
StandardTrailer ✔ FIX.4.4

PositionReport (35=AP)

The Position Report message is returned by the holder of a position in response to a Request for Position message. The purpose of the message is to report all aspects of a position and may be provided on a standing basis to report end of day positions to an owner.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = AP FIX.4.4
721 PosMaintRptID ✔ String Unique identifier for this position report FIX.4.4
710 PosReqID String Unique identifier for the Request for Positions associated with this report This field should not be provided if the report was sent unsolicited. FIX.4.4
724 PosReqType int Used to specify the type of position request being made.
Value SymbolicName Description Added Updated Deprecated
0 Positions Positions FIX.4.4
1 Trades Trades FIX.4.4
2 Exercises Exercises FIX.4.4
3 Assignments Assignments FIX.4.4
4 SettlementActivity Settlement Activity FIX.4.4EP4
5 BackoutMessage Backout Message FIX.4.4EP4
FIX.4.4
263 SubscriptionRequestType char Used to subscribe / unsubscribe for trade capture reports If the field is absent, the value 0 will be the default
Value SymbolicName Description Added Updated Deprecated
0 Snapshot Snapshot FIX.4.2
1 SnapshotAndUpdates Snapshot + Updates (Subscribe) FIX.4.2
2 DisablePreviousSnapshot Disable previous Snapshot + Update Request (Unsubscribe) FIX.4.2
FIX.4.4
727 TotalNumPosReports int Total number of Position Reports being returned FIX.4.4
728 PosReqResult int Result of a Request for Position
Value SymbolicName Description Added Updated Deprecated
0 ValidRequest Valid request FIX.4.4
1 InvalidOrUnsupportedRequest Invalid or unsupported request FIX.4.4
2 NoPositionsFoundThatMatchCriteria No positions found that match criteria FIX.4.4
3 NotAuthorizedToRequestPositions Not authorized to request positions FIX.4.4
4 RequestForPositionNotSupported Request for position not supported FIX.4.4
99 Other Other (use Text (58) in conjunction with this code for an explaination) FIX.4.4
FIX.4.4
325 UnsolicitedIndicator Boolean Set to 'Y' if message is sent as a result of a subscription request or out of band configuration as opposed to a Position Request.
Value SymbolicName Description Added Updated Deprecated
N MessageIsBeingSentAsAResultOfAPriorRequest Message is being sent as a result of a prior request FIX.4.2
Y MessageIsBeingSentUnsolicited Message is being secnt unsolicited FIX.4.2
FIX.4.4
715 ClearingBusinessDate ✔ LocalMktDate The Clearing Business Date referred to by this maintenance request FIX.4.4
716 SettlSessID String Identifies a specific settlement session
Value SymbolicName Description Added Updated Deprecated
ITD Intraday Intraday FIX.4.4EP1
RTH RegularTradingHours Regular Trading Hours FIX.4.4EP1
ETH ElectronicTradingHours Electronic Trading Hours FIX.4.4EP1
EOD EndOfDay End Of Day FIX.4.4EP4
FIX.4.4
717 SettlSessSubID String SubID value associated with SettlSessID (716) FIX.4.4
423 PriceType int Code to represent the price type.
(For Financing transactions PriceType implies the "repo type" – Fixed or Floating – 9 (Yield) or 6 (Spread) respectively - and Price (44) gives the corresponding "repo rate".
See Volume : "Glossary" for further value definitions)
Value SymbolicName Description Added Updated Deprecated
1 Percentage Percentage (i.e. percent of par) (often called "dollar price" for fixed income) FIX.4.2
2 PerUnit Per unit (i.e. per share or contract) FIX.4.2
3 FixedAmount Fixed amount (absolute value) FIX.4.2
4 Discount Discount - percentage points below par FIX.4.3
5 Premium Premium - percentage points over par FIX.4.3
6 Spread Spread (basis points spread) FIX.4.3
7 TEDPrice TED Price FIX.4.3
8 TEDYield TED Yield FIX.4.3
9 Yield Yield FIX.4.4
10 FixedCabinetTradePrice Fixed cabinet trade price (primarily for listed futures and options) FIX.4.4
11 VariableCabinetTradePrice Variable cabinet trade price (primarily for listed futures and options) FIX.4.4
13 ProductTicksInHalfs Product ticks in halfs FIX.4.4EP19
14 ProductTicksInFourths Product ticks in fourths FIX.4.4EP19
15 ProductTicksInEights Product ticks in eights FIX.4.4EP19
16 ProductTicksInSixteenths Product ticks in sixteenths FIX.4.4EP19
17 ProductTicksInThirtySeconds Product ticks in thirty-seconds FIX.4.4EP19
18 ProductTicksInSixtyForths Product ticks in sixty-forths FIX.4.4EP19
19 ProductTicksInOneTwentyEights Product ticks in one-twenty-eights FIX.4.4EP19
FIX.4.4
120 SettlCurrency Currency Currency code of settlement denomination. FIX.4.4
1011 MessageEventSource String Used to identify the event or source which gave rise to a message FIX.4.4
Parties ✔ Position Account FIX.4.4
1 Account String Account may also be specified through via Parties Block using Party Role 27 which signifies Account FIX.4.4
660 AcctIDSource int Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.
Value SymbolicName Description Added Updated Deprecated
1 BIC BIC FIX.4.4
2 SIDCode SID Code FIX.4.4
3 TFM TFM (GSPTA) FIX.4.4
4 OMGEO OMGEO (Alert ID) FIX.4.4
5 DTCCCode DTCC Code FIX.4.4
99 Other Other (custom or proprietary) FIX.4.4
FIX.4.4
581 AccountType int Type of account associated with the order (Origin). Account may also be specified through via Parties Block using Party Role 27 which signifies Account
Value SymbolicName Description Added Updated Deprecated
1 CarriedCustomerSide Account is carried on customer side of the books FIX.4.3
2 CarriedNonCustomerSide Account is carried on non-customer side of books FIX.4.3
3 HouseTrader House Trader FIX.4.3
4 FloorTrader Floor Trader FIX.4.3
6 CarriedNonCustomerSideCrossMargined Account is carried on non-customer side of books and is cross margined FIX.4.3
7 HouseTraderCrossMargined Account is house trader and is cross margined FIX.4.3
8 JointBackOfficeAccount Joint back office account (JBO) FIX.4.3
FIX.4.4
Instrument FIX.4.4
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 6-A: Valid Currency Codes" for information on obtaining valid values. FIX.4.4
730 SettlPrice Price Settlement price FIX.4.4
731 SettlPriceType int Values = Final, Theoretical
Value SymbolicName Description Added Updated Deprecated
1 Final Final FIX.4.4
2 Theoretical Theoretical FIX.4.4
FIX.4.4
734 PriorSettlPrice Price Previous settlement price FIX.4.4
573 MatchStatus char Used to indicate if a Position Report is matched or unmatched
Value SymbolicName Description Added Updated Deprecated
0 Compared Compared, matched or affirmed FIX.4.3
1 Uncompared Uncompared, unmatched, or unaffired FIX.4.3
2 AdvisoryOrAlert Advisory or alert FIX.4.3
FIX.4.4
InstrmtLegGrp Specifies the number of legs that make up the Security FIX.4.4
PosUndInstrmtGrp Specifies the number of underlying legs that make up the Security FIX.4.4
PositionQty Insert here the set of "Position Qty" fields defined in "Common Components of Application Messages" FIX.4.4
PositionAmountData Insert here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" FIX.4.4
506 RegistStatus char RegNonRegInd
Value SymbolicName Description Added Updated Deprecated
A Accepted Accepted FIX.4.3
R Rejected Rejected FIX.4.3
H Held Held FIX.4.3
N Reminder Reminder - i.e. Registration Instructions are still outstanding FIX.4.3
FIX.4.4
743 DeliveryDate LocalMktDate Date of delivery. FIX.4.4
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.4
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.4
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.4
StandardTrailer ✔ FIX.4.4

TradeCaptureReportRequestAck (35=AQ)

The Trade Capture Request Ack message is used to:
• Provide an acknowledgement to a Trade Capture Report Request in the case where the Trade Capture Report Request is used to specify a subscription or delivery of reports via an out-of-band ResponseTransmissionMethod.
• Provide an acknowledgement to a Trade Capture Report Request in the case when the return of the Trade Capture Reports matching that request will be delayed or delivered asynchronously. This is useful in distributed trading system environments.
• Indicate that no trades were found that matched the selection criteria specified on the Trade Capture Report Request
• The Trade Capture Request was invalid for some business reason, such as request is not authorized, invalid or unknown instrument, party, trading session, etc.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = AQ FIX.4.4
568 TradeRequestID ✔ String Identifier for the trade request FIX.4.4
1003 TradeID String The unique ID assigned to the trade entity once it is received or matched by the exchange or central counterparty. FIX.4.4
1040 SecondaryTradeID String Used to carry an internal trade entity ID which may or may not be reported to the firm FIX.4.4
1041 FirmTradeID String The ID assigned to a trade by the Firm to track a trade within the Firm system. This ID can be assigned either before or after submission to the exchange or central counterpary FIX.4.4
1042 SecondaryFirmTradeID String Used to carry an internal firm assigned ID which may or may not be reported to the exchange or central counterpary FIX.4.4
569 TradeRequestType ✔ int Type of Trade Capture Report.
Value SymbolicName Description Added Updated Deprecated
0 AllTrades All Trades FIX.4.3
1 MatchedTradesMatchingCriteria Matched trades matching criteria provided on request (Parties, ExecID, TradeID, OrderID, Instrument, InputSource, etc.) FIX.4.3
2 UnmatchedTradesThatMatchCriteria Unmatched trades that match criteria FIX.4.3
3 UnreportedTradesThatMatchCriteria Unreported trades that match criteria FIX.4.3
4 AdvisoriesThatMatchCriteria Advisories that match criteria FIX.4.3
FIX.4.4
263 SubscriptionRequestType char Used to subscribe / unsubscribe for trade capture reports If the field is absent, the value 0 will be the default
Value SymbolicName Description Added Updated Deprecated
0 Snapshot Snapshot FIX.4.2
1 SnapshotAndUpdates Snapshot + Updates (Subscribe) FIX.4.2
2 DisablePreviousSnapshot Disable previous Snapshot + Update Request (Unsubscribe) FIX.4.2
FIX.4.4
748 TotNumTradeReports int Number of trade reports returned FIX.4.4
749 TradeRequestResult ✔ int Result of Trade Request
Value SymbolicName Description Added Updated Deprecated
0 Successful Successful (default) FIX.4.4
1 InvalidOrUnknownInstrument Invalid or unknown instrument FIX.4.4
2 InvalidTypeOfTradeRequested Invalid type of trade requested FIX.4.4
3 InvalidParties Invalid parties FIX.4.4
4 InvalidTransportTypeRequested Invalid transport type requested FIX.4.4
5 InvalidDestinationRequested Invalid destination requested FIX.4.4
8 TradeRequestTypeNotSupported TradeRequestType not supported FIX.4.4
9 NotAuthorized Unauthorized ror Trade Capture Report Request FIX.4.4
99 Other Other FIX.4.4
FIX.4.4
750 TradeRequestStatus ✔ int Status of Trade Request
Value SymbolicName Description Added Updated Deprecated
0 Accepted Accepted FIX.4.4
1 Completed Completed FIX.4.4
2 Rejected Rejected FIX.4.4
FIX.4.4
Instrument ✔ Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" FIX.4.4
UndInstrmtGrp FIX.4.4
InstrmtLegGrp Number of legs
NoLegs > 0 identifies a Multi-leg Execution		 FIX.4.4
442 MultiLegReportingType char Specify type of multileg reporting to be returned.
Value SymbolicName Description Added Updated Deprecated
1 SingleSecurity Single security (defualt 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.4.4
725 ResponseTransportType int Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport.
Value SymbolicName Description Added Updated Deprecated
0 Inband Inband - transport the request was sent over (default) FIX.4.4
1 OutOfBand Out of Band - pre-arranged out-of-band delivery mechanizm (i.e. FTP, HTTP, NDM, etc.) between counterparties. Details specified via ResponseDestination (726). FIX.4.4
FIX.4.4
726 ResponseDestination String URI destination name. Used if ResponseTransportType is out-of-band. FIX.4.4
58 Text String May be used by the executing market to record any execution Details that are particular to that market FIX.4.4
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.4
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.4
1011 MessageEventSource String Used to identify the event or source which gave rise to a message FIX.4.4
StandardTrailer ✔ FIX.4.4

TradeCaptureReportAck (35=AR)

The Trade Capture Report Ack message can be:
• Used to acknowledge trade capture reports received from a counterparty
• Used to reject a trade capture report received from a counterparty

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = AR FIX.4.4
571 TradeReportID String Unique identifier for the Trade Capture Report FIX.4.4
1003 TradeID String The unique ID assigned to the trade entity once it is received or matched by the exchange or central counterparty. FIX.4.4
1040 SecondaryTradeID String Used to carry an internal trade entity ID which may or may not be reported to the firm FIX.4.4
1041 FirmTradeID String The ID assigned to a trade by the Firm to track a trade within the Firm system. This ID can be assigned either before or after submission to the exchange or central counterpary FIX.4.4
1042 SecondaryFirmTradeID String Used to carry an internal firm assigned ID which may or may not be reported to the exchange or central counterpary FIX.4.4
487 TradeReportTransType int Identifies Trade Report message transaction type.
Value SymbolicName Description Added Updated Deprecated
0 New New FIX.4.4EP-1
1 Cancel Cancel FIX.4.4EP-1
2 Replace Replace FIX.4.4EP-1
3 Release Release FIX.4.4EP-1
4 Reverse Reverse FIX.4.4EP-1
5 CancelDueToBackOutOfTrade Cancel Due To Back Out of Trade FIX.4.4EP4
FIX.4.4
856 TradeReportType int Indicates action to take on trade
Value SymbolicName Description Added Updated Deprecated
0 Submit Submit FIX.4.4
1 Alleged Alleged FIX.4.4
2 Accept Accept FIX.4.4
3 Decline Decline FIX.4.4
4 Addendum Addendum FIX.4.4
5 No No/Was FIX.4.4
6 TradeReportCancel Trade Report Cancel FIX.4.4
7 LockedIn (Locked-In) Trade Break FIX.4.4
8 Defaulted Defaulted FIX.4.4EP4
9 InvalidCMTA Invalid CMTA FIX.4.4EP8
10 Pended Pended FIX.4.4EP23
11 AllegedNew Alleged New FIX.4.4EP23
12 AllegedAddendum Alleged Addendum FIX.4.4EP23
13 AllegedNo Alleged No/Was FIX.4.4EP23
14 AllegedTradeReportCancel Alleged Trade Report Cancel FIX.4.4EP23
15 AllegedTradeBreak Alleged (Locked-In) Trade Break FIX.4.4EP23
FIX.4.4
828 TrdType int Type of Trade:
Value SymbolicName Description Added Updated Deprecated
0 RegularTrade Regular Trade FIX.4.4
1 BlockTrade Block Trade FIX.4.4
2 EFP EFP (Exchange for physical) FIX.4.4
3 Transfer Transfer FIX.4.4
4 LateTrade Late Trade FIX.4.4
5 TTrade T Trade FIX.4.4
6 WeightedAveragePriceTrade Weighted Average Price Trade FIX.4.4
7 BunchedTrade Bunched Trade FIX.4.4
8 LateBunchedTrade Late Bunched Trade FIX.4.4
9 PriorReferencePriceTrade Prior Reference Price Trade FIX.4.4
10 AfterHoursTrade After Hours Trade FIX.4.4
11 ExchangeForRisk Exchange for Risk (EFR) FIX.4.4EP5
12 ExchangeForSwap Exchange for Swap (EFS ) FIX.4.4EP5
13 ExchangeOfFuturesFor Exchange of Futures for (in Market) Futures (EFM ) (e,g, full sized for mini) FIX.4.4EP5
14 ExchangeOfOptionsForOptions Exchange of Options for Options (EOO) FIX.4.4EP5
15 TradingAtSettlement Trading at Settlement FIX.4.4EP5
16 AllOrNone All or None FIX.4.4EP5
17 FuturesLargeOrderExecution Futures Large Order Execution FIX.4.4EP5
18 ExchangeOfFuturesForFutures Exchange of Futures for Futures (external market) (EFF) FIX.4.4EP5
19 OptionInterimTrade Option Interim Trade FIX.4.4EP5
20 OptionCabinetTrade Option Cabinet Trade FIX.4.4EP5
22 PrivatelyNegotiatedTrades Privately Negotiated Trades FIX.4.4EP19
23 SubstitutionOfFuturesForForwards Substitution of Futures for Forwards FIX.4.4EP19
24 ErrorTrade Error trade FIX.4.4EP26
25 SpecialCumDividend Special cum dividend (CD) FIX.4.4EP26
26 SpecialExDividend Special ex dividend (XD) FIX.4.4EP26
27 SpecialCumCoupon Special cum coupon (CC) FIX.4.4EP26
28 SpecialExCoupon Special ex coupon (XC) FIX.4.4EP26
29 CashSettlement Cash settlement (CS) FIX.4.4EP26
30 SpecialPrice Special price (usually net- or all-in price) (SP) FIX.4.4EP26
31 GuaranteedDelivery Guaranteed delivery (GD) FIX.4.4EP26
32 SpecialCumRights Special cum rights (CR) FIX.4.4EP26
33 SpecialExRights Special ex rights (XR) FIX.4.4EP26
34 SpecialCumCapitalRepayments Special cum capital repayments (CP) FIX.4.4EP26
35 SpecialExCapitalRepayments Special ex capital repayments (XP) FIX.4.4EP26
36 SpecialCumBonus Special cum bonus (CB) FIX.4.4EP26
37 SpecialExBonus Special ex bonus (XB) FIX.4.4EP26
38 LargeTrade Block trade (same as large trade) FIX.4.4EP26
39 WorkedPrincipalTrade Worked principal trade (UK-specific) FIX.4.4EP26
40 BlockTrades Block Trades - after market FIX.4.4EP26
41 NameChange Name change FIX.4.4EP26
42 PortfolioTransfer Portfolio transfer FIX.4.4EP26
43 ProrogationBuy Prorogation buy - Euronext Paris only. Is used to defer settlement under French SRD (deferred settlement system) . Trades must be reported as crosses at zero price FIX.4.4EP26
44 ProrogationSell Prorogation sell - see prorogation buy FIX.4.4EP26
45 OptionExercise Option exercise FIX.4.4EP26
46 DeltaNeutralTransaction Delta neutral transaction FIX.4.4EP26
47 FinancingTransaction Financing transaction (includes repo and stock lending) FIX.4.4EP26
FIX.4.4
829 TrdSubType int Further qualification to the trade type
Value SymbolicName Description Added Updated Deprecated
0 CMTA CMTA FIX.4.4EP4
1 InternalTransferOrAdjustment Internal transfer or adjustment FIX.4.4EP4
2 ExternalTransferOrTransferOfAccount External transfer or transfer of account FIX.4.4EP4
3 RejectForSubmittingSide Reject for submitting side FIX.4.4EP4
4 AdvisoryForContraSide Advisory for contra side FIX.4.4EP4
5 OffsetDueToAnAllocation Offset due to an allocation FIX.4.4EP5
6 OnsetDueToAnAllocation Onset dut to an allocation FIX.4.4EP5
7 DifferentialSpread Differential spread FIX.4.4EP5
8 ImpliedSpreadLegExecutedAgainstAnOutright Implied spread leg executed against an outright FIX.4.4EP5
9 TransactionFromExercise Transaction from exercise FIX.4.4EP5
10 TransactionFromAssignment Transaction from assignment FIX.4.4EP5
11 ACATS ACATS FIX.4.4EP8
14 AI AI (Automated input facility disabled in response to an exchange request.) FIX.4.4EP26
15 B B (Transaction between two member firms where neither member firm is registered as a market maker in the security in question and neither is a designated fund manager. Also used by broker dealers when dealing with another broker which is not a member firm. Non-order book securities only.) FIX.4.4EP26
16 K K (Transaction using block trade facility.) FIX.4.4EP26
17 LC LC (Correction submitted more than three days after publication of the original trade report.) FIX.4.4EP26
18 M M (Transaction, other than a transaction resulting from a stock swap or stock switch, between two market makers registered in that security including IDB or a public display system trades. Non-order book securities only.) FIX.4.4EP26
19 N N (Non-protected portfolio transaction or a fully disclosed portfolio transaction) FIX.4.4EP26
20 NM NM ( i) transaction where Exchange has granted permission for non-publication
ii)IDB is reporting as seller
iii) submitting a transaction report to the Exchange, where the transaction report is not also a trade report.)		 FIX.4.4EP26
21 NR NR (Non-risk transaction in a SEATS security other than an AIM security) FIX.4.4EP26
22 P P (Protected portfolio transaction or a worked principal agreement to effect a portfolio transaction which includes order book securities) FIX.4.4EP26
23 PA PA (Protected transaction notification) FIX.4.4EP26
24 PC PC (Contra trade for transaction which took place on a previous day and which was automatically executed on the Exchange trading system) FIX.4.4EP26
25 PN PN (Worked principal notification for a portfolio transaction which includes order book securities) FIX.4.4EP26
26 R R ( (i) riskless principal transaction between non-members where the buying and selling transactions are executed at different prices or on different terms (requires a trade report with trade type indicator R for each transaction)
(ii) market maker is reporting all the legs of a riskless principal transaction where the buying and selling transactions are executed at different prices (requires a trade report with trade type indicator R for each transaction)or
(iii) market maker is reporting the onward leg of a riskless principal transaction where the legs are executed at different prices, and another market maker has submitted a trade report using trade type indicator M for the first leg (this requires a single trade report with trade type indicator R).)		 FIX.4.4EP26
27 RO RO (Transaction which resulted from the exercise of a traditional option or a stock-settled covered warrant) FIX.4.4EP26
28 RT RT (Risk transaction in a SEATS security, (excluding AIM security) reported by a market maker registered in that security) FIX.4.4EP26
29 SW SW (Transactions resulting from stock swap or a stock switch (one report is required for each line of stock)) FIX.4.4EP26
30 T T (If reporting a single protected transaction) FIX.4.4EP26
31 WN WN (Worked principal notification for a single order book security) FIX.4.4EP26
32 WT WT (Worked principal transaction (other than a portfolio transaction)) FIX.4.4EP26
FIX.4.4
855 SecondaryTrdType int Additional TrdType (see tag 828) assigned to a trade by trade match system. FIX.4.4
1123 TradeHandlingInstr char Specified how the Trade Capture Report should be handled by the Respondent.
Value SymbolicName Description Added Updated Deprecated
0 TradeConfirmation Trade Confirmation FIX.4.4EP-1
1 TwoPartyReport Two-Party Report FIX.4.4EP-1
2 OnePartyReportForMatching One-Party Report for Matching FIX.4.4EP-1
3 OnePartyReportForPassThrough One-Party Report for Pass Through FIX.4.4EP-1
4 AutomatedFloorOrderRouting Automated Floor Order Routing FIX.4.4EP-1
FIX.4.4
1124 OrigTradeHandlingInstr char Optionally used with TradeHandlingInstr = 0 to relay the trade handling instruction used when reporting the trade to the marketplace. Same values as TradeHandlingInstr (1123) FIX.4.4
1125 OrigTradeDate LocalMktDate Used to preserve original trade date when original trade is being referenced in a subsequent trade transaction such as a transfer FIX.4.4
1126 OrigTradeID String Used to preserve original trade id when original trade is being referenced in a subsequent trade transaction such as a transfer FIX.4.4
1127 OrigSecondaryTradeID String Used to preserve original secondary trade id when original trade is being referenced in a subsequent trade transaction such as a transfer FIX.4.4
830 TransferReason String Reason trade is being transferred FIX.4.4
RootParties Insert here the set of "Root Parties" (firm identification) fields defined in "common components of application messages" Range of values on report: FIX.4.4
150 ExecType char Type of Execution being reported: Uses subset of ExecType for Trade Capture Reports
Value SymbolicName Description Added Updated Deprecated
0 New New FIX.4.1
3 DoneForDay Done for day FIX.4.1
4 Canceled Canceled FIX.4.1
5 Replaced Replaced FIX.4.1
6 PendingCancel Pending Cancel (e.g. result of Order Cancel Request) FIX.4.1
7 Stopped Stopped FIX.4.1
8 Rejected Rejected FIX.4.1
9 Suspended Suspended FIX.4.1
A PendingNew Pending New FIX.4.1
B Calculated Calculated FIX.4.1
C Expired Expired FIX.4.1
D Restated Restated (Execution Report sent unsolicited by sellside, with ExecRestatementReason (378) 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 FIX.4.3
H TradeCancel Trade Cancel FIX.4.3
I OrderStatus Order Status FIX.4.3
J TradeInAClearingHold Trade in a Clearing Hold FIX.4.4EP5
K TradeHasBeenReleasedToClearing Trade has been released to Clearing FIX.4.4EP5
L TriggeredOrActivatedBySystem Triggered or Activated by System FIX.4.4EP22
FIX.4.4
572 TradeReportRefID String The TradeReportID that is being referenced for some action, such as correction or cancellation FIX.4.4
881 SecondaryTradeReportRefID String The SecondaryTradeReportID that is being referenced for some action, such as correction or cancellation FIX.4.4 FIX.5.0
939 TrdRptStatus int Status of Trade Report
Value SymbolicName Description Added Updated Deprecated
0 Accepted Accepted FIX.4.4
1 Rejected Rejected FIX.4.4
3 AcceptedWithErrors Accepted with errors FIX.4.4EP13
FIX.4.4
751 TradeReportRejectReason int Reason for Rejection of Trade Report
Value SymbolicName Description Added Updated Deprecated
0 Successful Successful (default) FIX.4.4
1 InvalidPartyOnformation Invalid party onformation FIX.4.4
2 UnknownInstrument Unknown instrument FIX.4.4
3 UnauthorizedToReportTrades Unauthorized to report trades FIX.4.4
4 InvalidTradeType Invalid trade type FIX.4.4
99 Other Other FIX.4.4
FIX.4.4
818 SecondaryTradeReportID String Secondary trade report identifier - can be used to associate an additional identifier with a trade. FIX.4.4 FIX.5.0
263 SubscriptionRequestType char Used to subscribe / unsubscribe for trade capture reports If the field is absent, the value 0 will be the default
Value SymbolicName Description Added Updated Deprecated
0 Snapshot Snapshot FIX.4.2
1 SnapshotAndUpdates Snapshot + Updates (Subscribe) FIX.4.2
2 DisablePreviousSnapshot Disable previous Snapshot + Update Request (Unsubscribe) FIX.4.2
FIX.4.4
820 TradeLinkID String Used to associate a group of trades together. Useful for average price calculations. FIX.4.4
880 TrdMatchID String Identifier assigned to a trade by a matching system. FIX.4.4
17 ExecID String Exchanged assigned Execution ID (Trade Identifier) FIX.4.4
527 SecondaryExecID String Assigned by the party which accepts the order. Can be used to provide the ExecID (17) used by an exchange or executing system. FIX.4.4
39 OrdStatus char Identifies current status of order. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** (see Volume : "Glossary" for value definitions)
Value SymbolicName Description Added Updated Deprecated
0 New New FIX.2.7
1 PartiallyFilled Partially filled FIX.2.7
2 Filled Filled FIX.2.7
3 DoneForDay Done for day FIX.2.7
4 Canceled Canceled FIX.2.7
5 Replaced Replaced (No longer used) FIX.4.4EP35 FIX.4.3
6 PendingCancel Pending Cancel (i.e. 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 (i.e. result of Order Cancel/Replace Request) FIX.4.2
FIX.4.4
378 ExecRestatementReason int Code to identify reason for an ExecutionRpt message sent with ExecType=Restated or used when communicating an unsolicited cancel.
Value SymbolicName Description Added Updated Deprecated
0 GTCorporateAction GT corporate action FIX.4.2
1 GTRenewal GT renewal / restatement (no corporate action) FIX.4.2
2 VerbalChange Verbal change FIX.4.2
3 RepricingOfOrder Repricing of order FIX.4.2
4 BrokerOption Broker option FIX.4.2
5 PartialDeclineOfOrderQty Partial decline of OrderQty (e.g. exchange initiated partial cancel) FIX.4.2
6 CancelOnTradingHalt Cancel on Trading Halt FIX.4.3
7 CancelOnSystemFailure Cancel on System Failure FIX.4.3
8 Market Market (Exchange) option FIX.4.3
9 Canceled Canceled, not best FIX.4.4
10 WarehouseRecap Warehouse Recap FIX.4.4
11 PegRefresh Peg Refresh FIX.4.4EP22
99 Other Other FIX.4.4
FIX.4.4
570 PreviouslyReported Boolean Indicates if the trade capture report was previously reported to the counterparty
Value SymbolicName Description Added Updated Deprecated
N NotReportedToCounterparty Not reported to counterparty FIX.4.3
Y PerviouslyReportedToCounterparty Perviously reported to counterparty FIX.4.3
FIX.4.4
423 PriceType int Code to represent the price type.
(For Financing transactions PriceType implies the "repo type" – Fixed or Floating – 9 (Yield) or 6 (Spread) respectively - and Price (44) gives the corresponding "repo rate".
See Volume : "Glossary" for further value definitions)
Value SymbolicName Description Added Updated Deprecated
1 Percentage Percentage (i.e. percent of par) (often called "dollar price" for fixed income) FIX.4.2
2 PerUnit Per unit (i.e. per share or contract) FIX.4.2
3 FixedAmount Fixed amount (absolute value) FIX.4.2
4 Discount Discount - percentage points below par FIX.4.3
5 Premium Premium - percentage points over par FIX.4.3
6 Spread Spread (basis points spread) FIX.4.3
7 TEDPrice TED Price FIX.4.3
8 TEDYield TED Yield FIX.4.3
9 Yield Yield FIX.4.4
10 FixedCabinetTradePrice Fixed cabinet trade price (primarily for listed futures and options) FIX.4.4
11 VariableCabinetTradePrice Variable cabinet trade price (primarily for listed futures and options) FIX.4.4
13 ProductTicksInHalfs Product ticks in halfs FIX.4.4EP19
14 ProductTicksInFourths Product ticks in fourths FIX.4.4EP19
15 ProductTicksInEights Product ticks in eights FIX.4.4EP19
16 ProductTicksInSixteenths Product ticks in sixteenths FIX.4.4EP19
17 ProductTicksInThirtySeconds Product ticks in thirty-seconds FIX.4.4EP19
18 ProductTicksInSixtyForths Product ticks in sixty-forths FIX.4.4EP19
19 ProductTicksInOneTwentyEights Product ticks in one-twenty-eights FIX.4.4EP19
FIX.4.4
822 UnderlyingTradingSessionID String Trading Session in which the underlying instrument trades FIX.4.4
823 UnderlyingTradingSessionSubID String Trading Session sub identifier in which the underlying instrument trades FIX.4.4
716 SettlSessID String Intraday(ITD), Regular Trading Hours(EOD),
Value SymbolicName Description Added Updated Deprecated
ITD Intraday Intraday FIX.4.4EP1
RTH RegularTradingHours Regular Trading Hours FIX.4.4EP1
ETH ElectronicTradingHours Electronic Trading Hours FIX.4.4EP1
EOD EndOfDay End Of Day FIX.4.4EP4
FIX.4.4
717 SettlSessSubID String SubID value associated with SettlSessID (716) FIX.4.4
854 QtyType int Type of quantity specified in a quantity field:
Value SymbolicName Description Added Updated Deprecated
0 Units Units (shares, par, currency) FIX.4.4
1 Contracts Contracts (if used - must specify ContractMultiplier (tag 231)) FIX.4.4
2 UnitsOfMeasurePerTimeUnit Units of Measure per Time Unit (if used - must specify UnitofMeasure (tag 996) and TimeUnit (tag 997)) FIX.4.4EP5
FIX.4.4
32 LastQty Qty Quantity (e.g. shares) bought/sold on this (last) fill.
(Prior to FIX 4.2 this field was of type int) 		FIX.4.4
31 LastPx Price Price of this (last) fill. FIX.4.4
Instrument ✔ Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" FIX.4.4
669 LastParPx Price Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx (31) is expressed in Yield, Spread, Discount or any other type.
Usage: Execution Report and Allocation Report repeating executions block (from sellside). 		FIX.4.4
1056 CalculatedCcyLastQty Qty Used for the calculated quantity of the other side of the currency trade. Can be derived from LastQty and LastPx. FIX.4.4
1071 LastSwapPoints PriceOffset For FX Swap, this is used to express the last market event for the differential between the far leg's bid/offer and the near leg's bid/offer in a fill or partial fill. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 FIX.4.4
194 LastSpotRate Price F/X spot rate. FIX.4.4
195 LastForwardPoints PriceOffset F/X forward points added to LastSpotRate (94). May be a negative value. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 FIX.4.4
30 LastMkt Exchange Market of execution for last fill, or an indication of the market where an order was routed
Valid values:
See "Appendix 6-C" 		FIX.4.4
75 TradeDate LocalMktDate Indicates date of trade referenced in this message in YYYYMMDD format. Absence of this field indicates current day (expressed in local time at place of trade). FIX.4.4
715 ClearingBusinessDate LocalMktDate The "Clearing Business Date" referred to by this maintenance request. FIX.4.4
6 AvgPx Price Calculated average price of all fills on this order.
For Fixed Income trades AvgPx is always expressed as percent-of-par, regardless of the PriceType (423) of LastPx (31). I.e., AvgPx will contain an average of percent-of-par values (see LastParPx (669)) for issues traded in Yield, Spread or Discount. 		FIX.4.4
819 AvgPxIndicator int Average Pricing Indicator
Value SymbolicName Description Added Updated Deprecated
0 NoAveragePricing No Average Pricing FIX.4.4
1 Trade Trade is part of an average price group identified by the TradeLinkID (820) FIX.4.4
2 LastTrade Last trade is the average price group identified by the TradeLinkID (820) FIX.4.4
FIX.4.4
442 MultiLegReportingType char Used to indicate what an Execution Report represents (e.g. used with multi-leg securities, such as option strategies, spreads, etc.).
Value SymbolicName Description Added Updated Deprecated
1 SingleSecurity Single security (defualt 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.4.4
824 TradeLegRefID String Reference to the leg of a multileg instrument to which this trade refers FIX.4.4
60 TransactTime UTCTimestamp Time ACK was issued by matching system, trading system or counterparty FIX.4.4
63 SettlType String Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular)
Regular is defined as the default settlement period for the particular security on the exchange of execution.
In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue.
Additionally the following patterns may be uses as well as enum values
Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0
Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0
Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0
Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0
Noted that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days.
Value SymbolicName Description Added Updated Deprecated
0 Regular Regular / FX Spot settlement (T+1 or T+2 depending on currency) FIX.2.7
1 Cash Cash (TOD / T+0) FIX.2.7
2 NextDay Next Day (TOM / T+1) FIX.2.7
3 TPlus2 T+2 FIX.2.7
4 TPlus3 T+3 FIX.2.7
5 TPlus4 T+4 FIX.2.7
6 Future Future FIX.2.7
7 WhenAndIfIssued When And If Issued FIX.2.7
8 SellersOption Sellers Option FIX.2.7
9 TPlus5 T+5 FIX.3.0
B BrokenDate Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified FIX.4.4EP25
C FXSpotNextSettlement FX Spot Next settlement (Spot+1, aka next day) FIX.4.4EP21
FIX.4.4
UndInstrmtGrp FIX.4.4
573 MatchStatus char The status of this trade with respect to matching or comparison.
Value SymbolicName Description Added Updated Deprecated
0 Compared Compared, matched or affirmed FIX.4.3
1 Uncompared Uncompared, unmatched, or unaffired FIX.4.3
2 AdvisoryOrAlert Advisory or alert FIX.4.3
FIX.4.4
574 MatchType String The point in the matching process at which this trade was matched.
Value SymbolicName Description Added Updated Deprecated
60 OnePartyPrivatelyNegotiatedTradeReport One-Party Privately Negotiated Trade Report FIX.4.4EP22
61 TwoPartyPrivatelyNegotiatedTradeReport Two-Party Privately Negotiated Trade Report FIX.4.4EP22
62 ContinuousAutoMatch Continuous Auto-match FIX.4.4EP22
63 CrossAuction Cross Auction FIX.4.4EP22
64 CounterOrderSelection Counter-Order Selection FIX.4.4EP22
65 CallAuction Call Auction FIX.4.4EP22
M3 ACTAcceptedTrade ACT Accepted Trade FIX.4.3
M4 ACTDefaultTrade ACT Default Trade FIX.4.3
M5 ACTDefaultAfterM2 ACT Default After M2 FIX.4.3
M6 ACTM6Match ACT M6 Match FIX.4.3
A1 ExactMatchPlus4BadgesExecTime Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus four badges and execution time (within two-minute window) FIX.4.3
A2 ExactMatchPlus4Badges Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus four badges FIX.4.3
A3 ExactMatchPlus2BadgesExecTime Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges and execution time (within two-minute window) FIX.4.3
A4 ExactMatchPlus2Badges Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges FIX.4.3
A5 ExactMatchPlusExecTime Exact match on Trade Date, Stock Symbol, Quantity, Price, TradeType, and Special Trade Indicator plus execution time (within two-minute window) FIX.4.3
AQ StampedAdvisoriesOrSpecialistAccepts Compared records resulting from stamped advisories or specialist accepts/pair-offs FIX.4.3
S1 A1ExactMatchSummarizedQuantity Summarized match using A1 exact match criteria except quantity is summaried FIX.4.3
S2 A2ExactMatchSummarizedQuantity Summarized match using A2 exact match criteria except quantity is summarized FIX.4.3
S3 A3ExactMatchSummarizedQuantity Summarized match using A3 exact match criteria except quantity is summarized FIX.4.3
S4 A4ExactMatchSummarizedQuantity Summarized match using A4 exact match criteria except quantity is summarized FIX.4.3
S5 A5ExactMatchSummarizedQuantity Summarized match using A5 exact match criteria except quantity is summarized FIX.4.3
M1 ExactMatchMinusBadgesTimes Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator minus badges And times: ACT M1 match FIX.4.3
M2 SummarizedMatchMinusBadgesTimes Summarized match minus badges and times: ACT M2 Match FIX.4.3
MT OCSLockedIn OCS Locked In: Non-ACT FIX.4.3
1 OnePartyTradeReport One-Party Trade Report (privately negotiated trade) FIX.4.4EP22
2 TwoPartyTradeReport Two-Party Trade Report (privately negotiated trade) FIX.4.4EP22
3 ConfirmedTradeReport Confirmed Trade Report (reporting from recognized markets) FIX.4.4EP22
4 AutoMatch Auto-match FIX.4.4EP22
5 CrossAuction Cross Auction FIX.4.4EP22
6 CounterOrderSelection Counter-Order Selection FIX.4.4EP22
7 CallAuction Call Auction FIX.4.4EP22
FIX.4.4
797 CopyMsgIndicator Boolean Indicates whether or not this message is a drop copy of another message. FIX.4.4
852 PublishTrdIndicator Boolean Indicates if a trade should be reported via a market reporting service.
Value SymbolicName Description Added Updated Deprecated
N DoNotReportTrade Do Not Report Trade FIX.4.4
Y ReportTrade Report Trade FIX.4.4
FIX.4.4
853 ShortSaleReason int Reason for short sale.
Value SymbolicName Description Added Updated Deprecated
0 DealerSoldShort Dealer Sold Short FIX.4.4
1 DealerSoldShortExempt Dealer Sold Short Exempt FIX.4.4
2 SellingCustomerSoldShort Selling Customer Sold Short FIX.4.4
3 SellingCustomerSoldShortExempt Selling Customer Sold Short Exempt FIX.4.4
4 QualifiedServiceRepresentative Qualified Service Representative (QSR) or Automatic Give-up (AGU) Contra Side Sold Short FIX.4.4
5 QSROrAGUContraSideSoldShortExempt QSR or AGU Contra Side Sold Short Exempt FIX.4.4
FIX.4.4
TrdInstrmtLegGrp FIX.4.4
TrdRegTimestamps FIX.4.4
725 ResponseTransportType int Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport.
Value SymbolicName Description Added Updated Deprecated
0 Inband Inband - transport the request was sent over (default) FIX.4.4
1 OutOfBand Out of Band - pre-arranged out-of-band delivery mechanizm (i.e. FTP, HTTP, NDM, etc.) between counterparties. Details specified via ResponseDestination (726). FIX.4.4
FIX.4.4
726 ResponseDestination String URI destination name. Used if ResponseTransportType is out-of-band. FIX.4.4
58 Text String May be used by the executing market to record any execution Details that are particular to that market FIX.4.4
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.4
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.4
1015 AsOfIndicator char Indicates if the trade is an outtrade from a previous day
Value SymbolicName Description Added Updated Deprecated
0 False false - trade is not an AsOf trade FIX.4.4EP-1
1 True true - trade is an AsOf trade FIX.4.4EP-1
FIX.4.4
635 ClearingFeeIndicator String Indicates type of fee being assessed of the customer for trade executions at an exchange. Applicable for futures markets only at this time.
(Values source CBOT, CME, NYBOT, and NYMEX):
Value SymbolicName Description Added Updated Deprecated
1 FirstYearDelegate 1st year delegate trading for own account FIX.4.3
2 SecondYearDelegate 2nd year delegate trading for own account FIX.4.3
3 ThirdYearDelegate 3rd year delegate trading for own account FIX.4.3
4 FourthYearDelegate 4th year delegate trading for own account FIX.4.3
5 FifthYearDelegate 5th year delegate trading for own account FIX.4.3
9 SixthYearDelegate 6th year delegate trading for own account FIX.4.3
B CBOEMember CBOE Member FIX.4.3
C NonMemberAndCustomer Non-member and Customer FIX.4.3
E EquityMemberAndClearingMember Equity Member and Clearing Member FIX.4.3
F FullAndAssociateMember Full and Associate Member trading for own account and as floor brokers FIX.4.3
H Firms106HAnd106J 106.H and 106.J firms FIX.4.3
I GIM GIM, IDEM and COM Membership Interest Holders FIX.4.3
L Lessee106FEmployees Lessee 106.F Employees FIX.4.3
M AllOtherOwnershipTypes All other ownership types FIX.4.3
FIX.4.4
PositionAmountData Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" FIX.4.4
994 TierCode String Indicates the algorithm (tier) used to match a trade FIX.4.4
1011 MessageEventSource String Used to identify the event or source which gave rise to a message FIX.4.4
779 LastUpdateTime UTCTimestamp Used to indicate reports after a specific time FIX.4.4
991 RndPx Price Specifies the rounded price to quoted precision. FIX.4.4
TrdCapRptAckSideGrp FIX.4.4
1135 RptSys String Indicates the system or medium on which the report has been published FIX.4.4
381 GrossTradeAmt Amt Total amount traded (e.g. CumQty (14) * AvgPx (6)) expressed in units of currency. For FX Futures this is used to express the notional value of a fill when LastQty and other quantity fields are express in terms of contract size. FIX.4.4
64 SettlDate LocalMktDate Specific date of trade settlement (SettlementDate) in YYYYMMDD format.
If present, this field overrides SettlType (63). This field is required if the value of SettlType (63) is 6 (Future) or 8 (Sellers Option). This field must be omitted if the value of SettlType (63) is 7 (When and If Issued)
(expressed in local time at place of settlement) 		FIX.4.4
StandardTrailer ✔ FIX.4.4

AllocationReport (35=AS)

Sent from sell-side to buy-side, sell-side to 3rd-party or 3rd-party to buy-side, the Allocation Report (Claim) provides account breakdown of an order or set of orders plus any additional follow-up front-office information developed post-trade during the trade allocation, matching and calculation phase. In versions of FIX prior to version 4.4, this functionality was provided through the Allocation message. Depending on the needs of the market and the timing of "confirmed" status, the role of Allocation Report can be taken over in whole or in part by the Confirmation message.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = AS FIX.4.4
755 AllocReportID ✔ String Unique identifier for this message FIX.4.4
70 AllocID String Unique identifier for allocation message.
(Prior to FIX 4.1 this field was of type int) 		FIX.4.4
71 AllocTransType ✔ char i.e. New, Cancel, Replace
Value SymbolicName Description Added Updated Deprecated
0 New New FIX.2.7
1 Replace Replace FIX.2.7
2 Cancel Cancel FIX.2.7
3 Preliminary Preliminary (without MiscFees and NetMoney) (Removed/Replaced) FIX.4.1 FIX.4.2
4 Calculated Calculated (includes MiscFees and NetMoney) (Removed/Replaced) FIX.4.1 FIX.4.2
5 CalculatedWithoutPreliminary Calculated without Preliminary (sent unsolicited by broker, includes MiscFees and NetMoney) (Removed/Replaced) FIX.4.2 FIX.4.2
6 Reversal Reversal FIX.4.4EP5
FIX.4.4
795 AllocReportRefID String Required for AllocTransType = Replace or Cancel FIX.4.4
796 AllocCancReplaceReason int Required for AllocTransType = Replace or Cancel Gives the reason for replacing or cancelling the allocation report
Value SymbolicName Description Added Updated Deprecated
1 OriginalDetailsIncomplete Original details incomplete/incorrect FIX.4.4
2 ChangeInUnderlyingOrderDetails Change in underlying order details FIX.4.4
99 Other Other FIX.4.4
FIX.4.4
793 SecondaryAllocID String Optional second identifier for this allocation instruction (need not be unique) FIX.4.4
794 AllocReportType ✔ int Specifies the purpose or type of Allocation Report message
Value SymbolicName Description Added Updated Deprecated
2 PreliminaryRequestToIntermediary Preliminary Request to Intermediary FIX.4.4EP5
3 SellsideCalculatedUsingPreliminary Sellside Calculated Using Preliminary (includes MiscFees and NetMoney) FIX.4.4
4 SellsideCalculatedWithoutPreliminary Sellside Calculated Without Preliminary (sent unsolicited by sellside, includes MiscFees and NetMoney) FIX.4.4
5 WarehouseRecap Warehouse Recap FIX.4.4
8 RequestToIntermediary Request to Intermediary FIX.4.4
9 Accept Accept FIX.4.4EP5
10 Reject Reject FIX.4.4EP5
11 AcceptPending Accept Pending FIX.4.4EP5
12 Complete Complete FIX.4.4EP5
14 ReversePending Reverse Pending FIX.4.4EP5
FIX.4.4
87 AllocStatus ✔ int Identifies status of allocation.
Value SymbolicName Description Added Updated Deprecated
0 Accepted accepted (successfully processed) FIX.2.7
1 BlockLevelReject block level reject FIX.2.7
2 AccountLevelReject account level reject FIX.2.7
3 Received received (received, not yet processed) FIX.4.0
4 Incomplete incomplete FIX.4.4
5 RejectedByIntermediary rejected by intermediary FIX.4.4
6 AllocationPending allocation pending FIX.4.4EP5
7 Reversed reversed FIX.4.4EP5
FIX.4.4
88 AllocRejCode int Required for AllocStatus = 1 (rejected)
Value SymbolicName Description Added Updated Deprecated
0 UnknownAccount Unknown account(s) FIX.2.7
1 IncorrectQuantity Incorrect quantity FIX.2.7
2 IncorrectAveragegPrice Incorrect averageg price FIX.2.7
3 UnknownExecutingBrokerMnemonic Unknown executing broker mnemonic FIX.2.7
4 CommissionDifference Commission difference FIX.2.7
5 UnknownOrderID Unknown OrderID (37) FIX.2.7
6 UnknownListID Unknown ListID (66) FIX.2.7
7 OtherSeeText Other (further in Text (58)) FIX.2.7
8 IncorrectAllocatedQuantity Incorrect allocated quantity FIX.4.4
9 CalculationDifference Calculation difference FIX.4.4
10 UnknownOrStaleExecID Unknown or stale ExecID FIX.4.4
11 MismatchedData Mismatched data FIX.4.4
12 UnknownClOrdID Unknown ClOrdID FIX.4.4
13 WarehouseRequestRejected Warehouse request rejected FIX.4.4
FIX.4.4
72 RefAllocID String Required for AllocTransType = Replace or Cancel FIX.4.4
808 AllocIntermedReqType int Required if AllocReportType = 8 (Request to Intermediary) Indicates status that is requested to be transmitted to counterparty by the intermediary (i.e. clearing house)
Value SymbolicName Description Added Updated Deprecated
1 PendingAccept Pending Accept FIX.4.4
2 PendingRelease Pending Release FIX.4.4
3 PendingReversal Pending Reversal FIX.4.4
4 Accept Accept FIX.4.4
5 BlockLevelReject Block Level Reject FIX.4.4
6 AccountLevelReject Account Level Reject FIX.4.4
FIX.4.4
196 AllocLinkID String Can be used to link two different Allocation messages (each with unique AllocID) together, i.e. for F/X "Netting" or "Swaps" FIX.4.4
197 AllocLinkType int Can be used to link two different Allocation messages and identifies the type of link. Required if AllocLinkID is specified.
Value SymbolicName Description Added Updated Deprecated
0 FXNetting FX Netting FIX.4.1
1 FXSwap FX Swap FIX.4.1
FIX.4.4
466 BookingRefID String Common reference passed to a post-trade booking process (e.g. industry matching utility). FIX.4.4
715 ClearingBusinessDate LocalMktDate Indicates Clearing Business Date for which transaction will be settled. FIX.4.4
828 TrdType int Indicates Trade Type of Allocation.
Value SymbolicName Description Added Updated Deprecated
0 RegularTrade Regular Trade FIX.4.4
1 BlockTrade Block Trade FIX.4.4
2 EFP EFP (Exchange for physical) FIX.4.4
3 Transfer Transfer FIX.4.4
4 LateTrade Late Trade FIX.4.4
5 TTrade T Trade FIX.4.4
6 WeightedAveragePriceTrade Weighted Average Price Trade FIX.4.4
7 BunchedTrade Bunched Trade FIX.4.4
8 LateBunchedTrade Late Bunched Trade FIX.4.4
9 PriorReferencePriceTrade Prior Reference Price Trade FIX.4.4
10 AfterHoursTrade After Hours Trade FIX.4.4
11 ExchangeForRisk Exchange for Risk (EFR) FIX.4.4EP5
12 ExchangeForSwap Exchange for Swap (EFS ) FIX.4.4EP5
13 ExchangeOfFuturesFor Exchange of Futures for (in Market) Futures (EFM ) (e,g, full sized for mini) FIX.4.4EP5
14 ExchangeOfOptionsForOptions Exchange of Options for Options (EOO) FIX.4.4EP5
15 TradingAtSettlement Trading at Settlement FIX.4.4EP5
16 AllOrNone All or None FIX.4.4EP5
17 FuturesLargeOrderExecution Futures Large Order Execution FIX.4.4EP5
18 ExchangeOfFuturesForFutures Exchange of Futures for Futures (external market) (EFF) FIX.4.4EP5
19 OptionInterimTrade Option Interim Trade FIX.4.4EP5
20 OptionCabinetTrade Option Cabinet Trade FIX.4.4EP5
22 PrivatelyNegotiatedTrades Privately Negotiated Trades FIX.4.4EP19
23 SubstitutionOfFuturesForForwards Substitution of Futures for Forwards FIX.4.4EP19
24 ErrorTrade Error trade FIX.4.4EP26
25 SpecialCumDividend Special cum dividend (CD) FIX.4.4EP26
26 SpecialExDividend Special ex dividend (XD) FIX.4.4EP26
27 SpecialCumCoupon Special cum coupon (CC) FIX.4.4EP26
28 SpecialExCoupon Special ex coupon (XC) FIX.4.4EP26
29 CashSettlement Cash settlement (CS) FIX.4.4EP26
30 SpecialPrice Special price (usually net- or all-in price) (SP) FIX.4.4EP26
31 GuaranteedDelivery Guaranteed delivery (GD) FIX.4.4EP26
32 SpecialCumRights Special cum rights (CR) FIX.4.4EP26
33 SpecialExRights Special ex rights (XR) FIX.4.4EP26
34 SpecialCumCapitalRepayments Special cum capital repayments (CP) FIX.4.4EP26
35 SpecialExCapitalRepayments Special ex capital repayments (XP) FIX.4.4EP26
36 SpecialCumBonus Special cum bonus (CB) FIX.4.4EP26
37 SpecialExBonus Special ex bonus (XB) FIX.4.4EP26
38 LargeTrade Block trade (same as large trade) FIX.4.4EP26
39 WorkedPrincipalTrade Worked principal trade (UK-specific) FIX.4.4EP26
40 BlockTrades Block Trades - after market FIX.4.4EP26
41 NameChange Name change FIX.4.4EP26
42 PortfolioTransfer Portfolio transfer FIX.4.4EP26
43 ProrogationBuy Prorogation buy - Euronext Paris only. Is used to defer settlement under French SRD (deferred settlement system) . Trades must be reported as crosses at zero price FIX.4.4EP26
44 ProrogationSell Prorogation sell - see prorogation buy FIX.4.4EP26
45 OptionExercise Option exercise FIX.4.4EP26
46 DeltaNeutralTransaction Delta neutral transaction FIX.4.4EP26
47 FinancingTransaction Financing transaction (includes repo and stock lending) FIX.4.4EP26
FIX.4.4
829 TrdSubType int Indicates TradeSubType of Allocation. Necessary for defining groups.
Value SymbolicName Description Added Updated Deprecated
0 CMTA CMTA FIX.4.4EP4
1 InternalTransferOrAdjustment Internal transfer or adjustment FIX.4.4EP4
2 ExternalTransferOrTransferOfAccount External transfer or transfer of account FIX.4.4EP4
3 RejectForSubmittingSide Reject for submitting side FIX.4.4EP4
4 AdvisoryForContraSide Advisory for contra side FIX.4.4EP4
5 OffsetDueToAnAllocation Offset due to an allocation FIX.4.4EP5
6 OnsetDueToAnAllocation Onset dut to an allocation FIX.4.4EP5
7 DifferentialSpread Differential spread FIX.4.4EP5
8 ImpliedSpreadLegExecutedAgainstAnOutright Implied spread leg executed against an outright FIX.4.4EP5
9 TransactionFromExercise Transaction from exercise FIX.4.4EP5
10 TransactionFromAssignment Transaction from assignment FIX.4.4EP5
11 ACATS ACATS FIX.4.4EP8
14 AI AI (Automated input facility disabled in response to an exchange request.) FIX.4.4EP26
15 B B (Transaction between two member firms where neither member firm is registered as a market maker in the security in question and neither is a designated fund manager. Also used by broker dealers when dealing with another broker which is not a member firm. Non-order book securities only.) FIX.4.4EP26
16 K K (Transaction using block trade facility.) FIX.4.4EP26
17 LC LC (Correction submitted more than three days after publication of the original trade report.) FIX.4.4EP26
18 M M (Transaction, other than a transaction resulting from a stock swap or stock switch, between two market makers registered in that security including IDB or a public display system trades. Non-order book securities only.) FIX.4.4EP26
19 N N (Non-protected portfolio transaction or a fully disclosed portfolio transaction) FIX.4.4EP26
20 NM NM ( i) transaction where Exchange has granted permission for non-publication
ii)IDB is reporting as seller
iii) submitting a transaction report to the Exchange, where the transaction report is not also a trade report.)		 FIX.4.4EP26
21 NR NR (Non-risk transaction in a SEATS security other than an AIM security) FIX.4.4EP26
22 P P (Protected portfolio transaction or a worked principal agreement to effect a portfolio transaction which includes order book securities) FIX.4.4EP26
23 PA PA (Protected transaction notification) FIX.4.4EP26
24 PC PC (Contra trade for transaction which took place on a previous day and which was automatically executed on the Exchange trading system) FIX.4.4EP26
25 PN PN (Worked principal notification for a portfolio transaction which includes order book securities) FIX.4.4EP26
26 R R ( (i) riskless principal transaction between non-members where the buying and selling transactions are executed at different prices or on different terms (requires a trade report with trade type indicator R for each transaction)
(ii) market maker is reporting all the legs of a riskless principal transaction where the buying and selling transactions are executed at different prices (requires a trade report with trade type indicator R for each transaction)or
(iii) market maker is reporting the onward leg of a riskless principal transaction where the legs are executed at different prices, and another market maker has submitted a trade report using trade type indicator M for the first leg (this requires a single trade report with trade type indicator R).)		 FIX.4.4EP26
27 RO RO (Transaction which resulted from the exercise of a traditional option or a stock-settled covered warrant) FIX.4.4EP26
28 RT RT (Risk transaction in a SEATS security, (excluding AIM security) reported by a market maker registered in that security) FIX.4.4EP26
29 SW SW (Transactions resulting from stock swap or a stock switch (one report is required for each line of stock)) FIX.4.4EP26
30 T T (If reporting a single protected transaction) FIX.4.4EP26
31 WN WN (Worked principal notification for a single order book security) FIX.4.4EP26
32 WT WT (Worked principal transaction (other than a portfolio transaction)) FIX.4.4EP26
FIX.4.4
442 MultiLegReportingType char Indicates MultiLegReportType of original trade marked for allocation.
Value SymbolicName Description Added Updated Deprecated
1 SingleSecurity Single security (defualt 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.4.4
582 CustOrderCapacity int Indicates CTI of original trade marked for allocation.
Value SymbolicName Description Added Updated Deprecated
1 MemberTradingForTheirOwnAccount Member trading for their own account FIX.4.4
2 ClearingFirmTradingForItsProprietaryAccount Clearing Firm trading for its proprietary account FIX.4.4
3 MemberTradingForAnotherMember Member trading for another member FIX.4.4
4 AllOther All other FIX.4.4
FIX.4.4
578 TradeInputSource String Indicates input source of original trade marked for allocation. FIX.4.4
991 RndPx Price Specifies the rounded price to quoted precision. FIX.4.4
1011 MessageEventSource String Used to identify the event or source which gave rise to a message. FIX.4.4
579 TradeInputDevice String Specific device number, terminal number or station where trade was entered FIX.4.4
819 AvgPxIndicator int Indicates if an allocation is to be average priced. Is also used to indicate if average price allocation group is complete or incomplete.
Value SymbolicName Description Added Updated Deprecated
0 NoAveragePricing No Average Pricing FIX.4.4
1 Trade Trade is part of an average price group identified by the TradeLinkID (820) FIX.4.4
2 LastTrade Last trade is the average price group identified by the TradeLinkID (820) FIX.4.4
FIX.4.4
857 AllocNoOrdersType int Indicates how the orders being booked and allocated by this message are identified, i.e. by explicit definition in the NoOrders group or not.
Value SymbolicName Description Added Updated Deprecated
0 NotSpecified Not Specified FIX.4.4
1 ExplicitListProvided Explicit List Provided FIX.4.4
FIX.4.4
OrdAllocGrp Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1 FIX.4.4
ExecAllocGrp Indicates number of individual execution repeating group entries to follow. Absence of this field indicates that no individual execution entries are included. Primarily used to support step-outs. FIX.4.4
570 PreviouslyReported Boolean Indicates if the trade capture report was previously reported to the counterparty
Value SymbolicName Description Added Updated Deprecated
N NotReportedToCounterparty Not reported to counterparty FIX.4.3
Y PerviouslyReportedToCounterparty Perviously reported to counterparty FIX.4.3
FIX.4.4
700 ReversalIndicator Boolean Indicates a trade that reverses a previous trade. FIX.4.4
574 MatchType String The point in the matching process at which this trade was matched.
Value SymbolicName Description Added Updated Deprecated
60 OnePartyPrivatelyNegotiatedTradeReport One-Party Privately Negotiated Trade Report FIX.4.4EP22
61 TwoPartyPrivatelyNegotiatedTradeReport Two-Party Privately Negotiated Trade Report FIX.4.4EP22
62 ContinuousAutoMatch Continuous Auto-match FIX.4.4EP22
63 CrossAuction Cross Auction FIX.4.4EP22
64 CounterOrderSelection Counter-Order Selection FIX.4.4EP22
65 CallAuction Call Auction FIX.4.4EP22
M3 ACTAcceptedTrade ACT Accepted Trade FIX.4.3
M4 ACTDefaultTrade ACT Default Trade FIX.4.3
M5 ACTDefaultAfterM2 ACT Default After M2 FIX.4.3
M6 ACTM6Match ACT M6 Match FIX.4.3
A1 ExactMatchPlus4BadgesExecTime Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus four badges and execution time (within two-minute window) FIX.4.3
A2 ExactMatchPlus4Badges Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus four badges FIX.4.3
A3 ExactMatchPlus2BadgesExecTime Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges and execution time (within two-minute window) FIX.4.3
A4 ExactMatchPlus2Badges Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges FIX.4.3
A5 ExactMatchPlusExecTime Exact match on Trade Date, Stock Symbol, Quantity, Price, TradeType, and Special Trade Indicator plus execution time (within two-minute window) FIX.4.3
AQ StampedAdvisoriesOrSpecialistAccepts Compared records resulting from stamped advisories or specialist accepts/pair-offs FIX.4.3
S1 A1ExactMatchSummarizedQuantity Summarized match using A1 exact match criteria except quantity is summaried FIX.4.3
S2 A2ExactMatchSummarizedQuantity Summarized match using A2 exact match criteria except quantity is summarized FIX.4.3
S3 A3ExactMatchSummarizedQuantity Summarized match using A3 exact match criteria except quantity is summarized FIX.4.3
S4 A4ExactMatchSummarizedQuantity Summarized match using A4 exact match criteria except quantity is summarized FIX.4.3
S5 A5ExactMatchSummarizedQuantity Summarized match using A5 exact match criteria except quantity is summarized FIX.4.3
M1 ExactMatchMinusBadgesTimes Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator minus badges And times: ACT M1 match FIX.4.3
M2 SummarizedMatchMinusBadgesTimes Summarized match minus badges and times: ACT M2 Match FIX.4.3
MT OCSLockedIn OCS Locked In: Non-ACT FIX.4.3
1 OnePartyTradeReport One-Party Trade Report (privately negotiated trade) FIX.4.4EP22
2 TwoPartyTradeReport Two-Party Trade Report (privately negotiated trade) FIX.4.4EP22
3 ConfirmedTradeReport Confirmed Trade Report (reporting from recognized markets) FIX.4.4EP22
4 AutoMatch Auto-match FIX.4.4EP22
5 CrossAuction Cross Auction FIX.4.4EP22
6 CounterOrderSelection Counter-Order Selection FIX.4.4EP22
7 CallAuction Call Auction FIX.4.4EP22
FIX.4.4
54 Side ✔ char Side of order (see Volume : "Glossary" for value definitions)
Value SymbolicName Description Added Updated Deprecated
1 Buy Buy FIX.2.7
2 Sell Sell FIX.2.7
3 BuyMinus Buy minus FIX.2.7
4 SellPlus Sell plus FIX.2.7
5 SellShort Sell short FIX.2.7
6 SellShortExempt Sell short exempt FIX.2.7
7 Undisclosed Undisclosed (valid for IOI and List Order messages only) FIX.4.1
8 Cross Cross (orders where counterparty is an exchange, valid for all messages except IOIs) FIX.4.1
9 CrossShort Cross short FIX.4.2
A CrossShortExempt Cross short exxmpt FIX.4.3
B AsDefined "As Defined" (for use with multileg instruments) FIX.4.3
C Opposite "Opposite" (for use with multileg instruments) FIX.4.3
D Subscribe Subscribe (e.g. CIV) FIX.4.4
E Redeem Redeem (e.g. CIV) FIX.4.4
F Lend Lend (FINANCING - identifies direction of collateral) FIX.4.4
G Borrow Borrow (FINANCING - identifies direction of collateral) FIX.4.4
FIX.4.4
Instrument ✔ Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" FIX.4.4
InstrumentExtension Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" FIX.4.4
FinancingDetails Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" FIX.4.4
UndInstrmtGrp FIX.4.4
InstrmtLegGrp FIX.4.4
53 Quantity ✔ Qty Total quantity (e.g. number of shares) allocated to all accounts, or that is Ready-To-Book FIX.4.4
854 QtyType int Type of quantity specified in a quantity field:
Value SymbolicName Description Added Updated Deprecated
0 Units Units (shares, par, currency) FIX.4.4
1 Contracts Contracts (if used - must specify ContractMultiplier (tag 231)) FIX.4.4
2 UnitsOfMeasurePerTimeUnit Units of Measure per Time Unit (if used - must specify UnitofMeasure (tag 996) and TimeUnit (tag 997)) FIX.4.4EP5
FIX.4.4
30 LastMkt Exchange Market of the executions. FIX.4.4
229 TradeOriginationDate LocalMktDate Used with Fixed Income for Muncipal New Issue Market. Agreement in principal between counter-parties prior to actual trade date.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate) 		FIX.4.4
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", "TOSTNET", "TOSTNET2", etc).
To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID.
Values should be bi-laterally agreed to between counterparties.
Firms may register Trading Session values on the FIX website (presently a document maintained within "ECN and Exchanges" working group section). 		FIX.4.4
625 TradingSessionSubID String Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties.
Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. 		FIX.4.4
423 PriceType int Code to represent the price type.
(For Financing transactions PriceType implies the "repo type" – Fixed or Floating – 9 (Yield) or 6 (Spread) respectively - and Price (44) gives the corresponding "repo rate".
See Volume : "Glossary" for further value definitions)
Value SymbolicName Description Added Updated Deprecated
1 Percentage Percentage (i.e. percent of par) (often called "dollar price" for fixed income) FIX.4.2
2 PerUnit Per unit (i.e. per share or contract) FIX.4.2
3 FixedAmount Fixed amount (absolute value) FIX.4.2
4 Discount Discount - percentage points below par FIX.4.3
5 Premium Premium - percentage points over par FIX.4.3
6 Spread Spread (basis points spread) FIX.4.3
7 TEDPrice TED Price FIX.4.3
8 TEDYield TED Yield FIX.4.3
9 Yield Yield FIX.4.4
10 FixedCabinetTradePrice Fixed cabinet trade price (primarily for listed futures and options) FIX.4.4
11 VariableCabinetTradePrice Variable cabinet trade price (primarily for listed futures and options) FIX.4.4
13 ProductTicksInHalfs Product ticks in halfs FIX.4.4EP19
14 ProductTicksInFourths Product ticks in fourths FIX.4.4EP19
15 ProductTicksInEights Product ticks in eights FIX.4.4EP19
16 ProductTicksInSixteenths Product ticks in sixteenths FIX.4.4EP19
17 ProductTicksInThirtySeconds Product ticks in thirty-seconds FIX.4.4EP19
18 ProductTicksInSixtyForths Product ticks in sixty-forths FIX.4.4EP19
19 ProductTicksInOneTwentyEights Product ticks in one-twenty-eights FIX.4.4EP19
FIX.4.4
6 AvgPx ✔ Price For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). FIX.4.4
860 AvgParPx Price Used to express average price as percent of par (used where AvgPx field is expressed in some other way) FIX.4.4
SpreadOrBenchmarkCurveData Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" FIX.4.4
15 Currency Currency Currency of AvgPx. Should be the currency of the local market or exchange where the trade was conducted. FIX.4.4
74 AvgPxPrecision int Absence of this field indicates that default precision arranged by the broker/institution is to be used FIX.4.4
Parties Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" FIX.4.4
75 TradeDate ✔ LocalMktDate Indicates date of trade referenced in this message in YYYYMMDD format. Absence of this field indicates current day (expressed in local time at place of trade). FIX.4.4
60 TransactTime UTCTimestamp Date/time when allocation is generated FIX.4.4
63 SettlType String Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular)
Regular is defined as the default settlement period for the particular security on the exchange of execution.
In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue.
Additionally the following patterns may be uses as well as enum values
Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0
Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0
Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0
Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0
Noted that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days.
Value SymbolicName Description Added Updated Deprecated
0 Regular Regular / FX Spot settlement (T+1 or T+2 depending on currency) FIX.2.7
1 Cash Cash (TOD / T+0) FIX.2.7
2 NextDay Next Day (TOM / T+1) FIX.2.7
3 TPlus2 T+2 FIX.2.7
4 TPlus3 T+3 FIX.2.7
5 TPlus4 T+4 FIX.2.7
6 Future Future FIX.2.7
7 WhenAndIfIssued When And If Issued FIX.2.7
8 SellersOption Sellers Option FIX.2.7
9 TPlus5 T+5 FIX.3.0
B BrokenDate Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified FIX.4.4EP25
C FXSpotNextSettlement FX Spot Next settlement (Spot+1, aka next day) FIX.4.4EP21
FIX.4.4
64 SettlDate LocalMktDate Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. FIX.4.4
775 BookingType int Method for booking. Used to provide notification that this is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking.
Value SymbolicName Description Added Updated Deprecated
0 RegularBooking Regular booking FIX.4.4
1 CFD CFD (Contract for difference) FIX.4.4
2 TotalReturnSwap Total Return Swap FIX.4.4
FIX.4.4
381 GrossTradeAmt Amt Expressed in same currency as AvgPx. Sum of (AllocQty * AllocAvgPx or AllocPrice). FIX.4.4
238 Concession Amt Provides the reduction in price for the secondary market in Muncipals.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) 		FIX.4.4
237 TotalTakedown Amt The price at which the securities are distributed to the different members of an underwriting group for the primary market in Municipals, total gross underwriter's spread.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) 		FIX.4.4
118 NetMoney Amt Expressed in same currency as AvgPx. Sum of AllocNetMoney. FIX.4.4
77 PositionEffect char Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together.
Value SymbolicName Description Added Updated Deprecated
C Close Close FIX.4.1
F FIFO FIFO FIX.4.3
O Open Open FIX.4.1
R Rolled Rolled FIX.4.3
FIX.4.4
754 AutoAcceptIndicator Boolean Indicates if Allocation has been automatically accepted on behalf of the Carry Firm by the Clearing House FIX.4.4
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.4
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.4
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.4
157 NumDaysInterest int Applicable for Convertible Bonds and fixed income FIX.4.4
158 AccruedInterestRate Percentage Applicable for Convertible Bonds and fixed income FIX.4.4
159 AccruedInterestAmt Amt Sum of AllocAccruedInterestAmt within repeating group. FIX.4.4
540 TotalAccruedInterestAmt Amt Total Amount of Accrued Interest for convertible bonds and fixed income FIX.4.4 FIX.4.4
738 InterestAtMaturity Amt Amount of interest (i.e. lump-sum) at maturity. FIX.4.4
920 EndAccruedInterestAmt Amt For repurchase agreements the accrued interest on termination. FIX.4.4
921 StartCash Amt For repurchase agreements the start (dirty) cash consideration FIX.4.4
922 EndCash Amt For repurchase agreements the end (dirty) cash consideration FIX.4.4
650 LegalConfirm Boolean Indicates that this message is to serve as the final and legal confirmation.
Value SymbolicName Description Added Updated Deprecated
N DoesNotConsituteALegalConfirm Does not consitute a Legal Confirm FIX.4.3
Y LegalConfirm Legal Confirm FIX.4.3
FIX.4.4
Stipulations FIX.4.4
YieldData FIX.4.4
PositionAmountData Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" FIX.4.4
892 TotNoAllocs int Indicates total number of allocation groups (used to support fragmentation). Must equal the sum of all NoAllocs values across all message fragments making up this allocation instruction. Only required where message has been fragmented. FIX.4.4
893 LastFragment Boolean Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
Value SymbolicName Description Added Updated Deprecated
N NotLastMessage Not Last Message FIX.4.4
Y LastMessage Last Message FIX.4.4
FIX.4.4
AllocGrp Conditionally required except when AllocTransType = Cancel, or when AllocType = "Ready-to-book" or "Warehouse instruction" FIX.4.4
StandardTrailer ✔ FIX.4.4

AllocationReportAck (35=AT)

The Allocation Report Ack message is used to acknowledge the receipt of and provide status for an Allocation Report message.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = AT FIX.4.4
755 AllocReportID ✔ String Unique identifier for Allocation Report message. FIX.4.4
70 AllocID ✔ String Unique identifier for allocation message.
(Prior to FIX 4.1 this field was of type int) 		FIX.4.4
715 ClearingBusinessDate LocalMktDate Indicates Clearing Business Date for which transaction will be settled. FIX.4.4
819 AvgPxIndicator int Indicates if an allocation is to be average priced. Is also used to indicate if average price allocation group is complete or incomplete.
Value SymbolicName Description Added Updated Deprecated
0 NoAveragePricing No Average Pricing FIX.4.4
1 Trade Trade is part of an average price group identified by the TradeLinkID (820) FIX.4.4
2 LastTrade Last trade is the average price group identified by the TradeLinkID (820) FIX.4.4
FIX.4.4
53 Quantity Qty Overall/total quantity (e.g. number of shares)
(Prior to FIX 4.2 this field was of type int) 		FIX.4.4
71 AllocTransType char Identifies allocation transaction type *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" ***
Value SymbolicName Description Added Updated Deprecated
0 New New FIX.2.7
1 Replace Replace FIX.2.7
2 Cancel Cancel FIX.2.7
3 Preliminary Preliminary (without MiscFees and NetMoney) (Removed/Replaced) FIX.4.1 FIX.4.2
4 Calculated Calculated (includes MiscFees and NetMoney) (Removed/Replaced) FIX.4.1 FIX.4.2
5 CalculatedWithoutPreliminary Calculated without Preliminary (sent unsolicited by broker, includes MiscFees and NetMoney) (Removed/Replaced) FIX.4.2 FIX.4.2
6 Reversal Reversal FIX.4.4EP5
FIX.4.4
Parties Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" FIX.4.4
793 SecondaryAllocID String Optional second identifier for the allocation report being acknowledged (need not be unique) FIX.4.4
75 TradeDate LocalMktDate Indicates date of trade referenced in this message in YYYYMMDD format. Absence of this field indicates current day (expressed in local time at place of trade). FIX.4.4
60 TransactTime UTCTimestamp Date/Time Allocation Report Ack generated FIX.4.4
87 AllocStatus int Denotes the status of the allocation report; received (but not yet processed), rejected (at block or account level) or accepted (and processed). AllocStatus will be conditionally required in a 2-party model when used by a counterparty to convey a change in status. It will be optional in a 3-party model in which only the central counterparty may issue the status of an allocation
Value SymbolicName Description Added Updated Deprecated
0 Accepted accepted (successfully processed) FIX.2.7
1 BlockLevelReject block level reject FIX.2.7
2 AccountLevelReject account level reject FIX.2.7
3 Received received (received, not yet processed) FIX.4.0
4 Incomplete incomplete FIX.4.4
5 RejectedByIntermediary rejected by intermediary FIX.4.4
6 AllocationPending allocation pending FIX.4.4EP5
7 Reversed reversed FIX.4.4EP5
FIX.4.4
88 AllocRejCode int Required for AllocStatus = 1 ( block level reject) and for AllocStatus 2 (account level reject) if the individual accounts and reject reasons are not provided in this message
Value SymbolicName Description Added Updated Deprecated
0 UnknownAccount Unknown account(s) FIX.2.7
1 IncorrectQuantity Incorrect quantity FIX.2.7
2 IncorrectAveragegPrice Incorrect averageg price FIX.2.7
3 UnknownExecutingBrokerMnemonic Unknown executing broker mnemonic FIX.2.7
4 CommissionDifference Commission difference FIX.2.7
5 UnknownOrderID Unknown OrderID (37) FIX.2.7
6 UnknownListID Unknown ListID (66) FIX.2.7
7 OtherSeeText Other (further in Text (58)) FIX.2.7
8 IncorrectAllocatedQuantity Incorrect allocated quantity FIX.4.4
9 CalculationDifference Calculation difference FIX.4.4
10 UnknownOrStaleExecID Unknown or stale ExecID FIX.4.4
11 MismatchedData Mismatched data FIX.4.4
12 UnknownClOrdID Unknown ClOrdID FIX.4.4
13 WarehouseRequestRejected Warehouse request rejected FIX.4.4
FIX.4.4
794 AllocReportType int Describes the specific type or purpose of an Allocation Report message
Value SymbolicName Description Added Updated Deprecated
2 PreliminaryRequestToIntermediary Preliminary Request to Intermediary FIX.4.4EP5
3 SellsideCalculatedUsingPreliminary Sellside Calculated Using Preliminary (includes MiscFees and NetMoney) FIX.4.4
4 SellsideCalculatedWithoutPreliminary Sellside Calculated Without Preliminary (sent unsolicited by sellside, includes MiscFees and NetMoney) FIX.4.4
5 WarehouseRecap Warehouse Recap FIX.4.4
8 RequestToIntermediary Request to Intermediary FIX.4.4
9 Accept Accept FIX.4.4EP5
10 Reject Reject FIX.4.4EP5
11 AcceptPending Accept Pending FIX.4.4EP5
12 Complete Complete FIX.4.4EP5
14 ReversePending Reverse Pending FIX.4.4EP5
FIX.4.4
808 AllocIntermedReqType int Required if AllocReportType = 8 (Request to Intermediary) Indicates status that is requested to be transmitted to counterparty by the intermediary (i.e. clearing house)
Value SymbolicName Description Added Updated Deprecated
1 PendingAccept Pending Accept FIX.4.4
2 PendingRelease Pending Release FIX.4.4
3 PendingReversal Pending Reversal FIX.4.4
4 Accept Accept FIX.4.4
5 BlockLevelReject Block Level Reject FIX.4.4
6 AccountLevelReject Account Level Reject FIX.4.4
FIX.4.4
573 MatchStatus char Denotes whether the financial details provided on the Allocation Report were successfully matched.
Value SymbolicName Description Added Updated Deprecated
0 Compared Compared, matched or affirmed FIX.4.3
1 Uncompared Uncompared, unmatched, or unaffired FIX.4.3
2 AdvisoryOrAlert Advisory or alert FIX.4.3
FIX.4.4
460 Product int Indicates the type of product the security is associated with. See also the CFICode (461) and SecurityType (167) fields.
Value SymbolicName Description Added Updated Deprecated
1 AGENCY AGENCY FIX.4.3
2 COMMODITY COMMODITY FIX.4.3
3 CORPORATE CORPORATE FIX.4.3
4 CURRENCY CURRENCY FIX.4.3
5 EQUITY EQUITY FIX.4.3
6 GOVERNMENT GOVERNMENT FIX.4.3
7 INDEX INDEX FIX.4.3
8 LOAN LOAN FIX.4.3
9 MONEYMARKET MONEYMARKET FIX.4.3
10 MORTGAGE MORTGAGE FIX.4.3
11 MUNICIPAL MUNICIPAL FIX.4.3
12 OTHER OTHER FIX.4.3
13 FINANCING FINANCING FIX.4.4
FIX.4.4
167 SecurityType String Indicates type of security. See also the Product (460) and CFICode (461) fields. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments.
Example values (grouped by Product field value) (Note: additional values may be used by mutual agreement of the counterparties):
* Identify the Issuer in the "Issuer" field(106)
*** REPLACED values - See "Replaced Features and Supported Approach" ***
NOTE: Additional values may be used by mutual agreement of the counterparties)
Value SymbolicName Description Added Updated Deprecated
FUT Future Future FIX.4.1
OPT Option Option FIX.4.1
UST USTreasuryNoteOld US Treasury Note (Deprecated Value Use TNOTE) FIX.4.3 FIX.4.4
USTB USTreasuryBillOld US Treasury Bill (Deprecated Value Use TBILL) FIX.4.1 FIX.4.4
EUSUPRA EuroSupranationalCoupons Euro Supranational Coupons * FIX.4.4
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
SUPRA USDSupranationalCoupons USD Supranational Coupons * FIX.4.4
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
EUCORP EuroCorporateBond Euro Corporate Bond FIX.4.4
XLINKD IndexedLinked Indexed Linked FIX.4.3
STRUCT StructuredNotes Structured Notes FIX.4.3
YANK YankeeCorporateBond Yankee Corporate Bond FIX.4.3
FOR ForeignExchangeContract Foreign Exchange Contract FIX.4.1
CS CommonStock Common Stock FIX.4.1
PS PreferredStock Preferred Stock FIX.4.1
REPO Repurchase Repurchase FIX.4.4
FORWARD Forward Forward FIX.4.4
BUYSELL BuySellback Buy Sellback FIX.4.4
SECLOAN SecuritiesLoan Securities Loan FIX.4.4
SECPLEDGE SecuritiesPledge Securities Pledge FIX.4.4
BRADY BradyBond Brady Bond FIX.4.3
EUSOV EuroSovereigns Euro Sovereigns * FIX.4.4
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
TNOTE USTreasuryNote US Treasury Note FIX.4.4
TBILL USTreasuryBill US Treasury Bill FIX.4.4
TERM TermLoan Term Loan FIX.4.3
RVLV RevolverLoan Revolver Loan FIX.4.3
RVLVTRM Revolver Revolver/Term Loan 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
REPLACD Replaced Replaced FIX.4.3
MATURED Matured Matured FIX.4.3
AMENDED Amended Amended & Restated 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
CP CommercialPaper Commercial Paper FIX.4.1
DN DepositNotes Deposit Notes FIX.4.3
EUCD EuroCertificateOfDeposit Euro Certificate Of Deposit FIX.4.4
EUCP EuroCommercialPaper Euro Commercial Paper FIX.4.4
LQN LiquidityNote Liquidity Note FIX.4.3
MTN MediumTermNotes Medium Term Notes FIX.4.3
ONITE Overnight Overnight FIX.4.3
PN PromissoryNote Promissory Note FIX.4.3
PZFJ PlazosFijos Plazos Fijos FIX.4.3
STN ShortTermLoanNote Short Term Loan Note FIX.4.3
TD TimeDeposit Time Deposit FIX.4.1
XCN ExtendedCommNote Extended Comm Note FIX.4.3
YCD YankeeCertificateOfDeposit Yankee Certificate Of Deposit FIX.4.4
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
MBS MortgageBackedSecurities Mortgage-backed Securities FIX.4.3
MIO MortgageInterestOnly Mortgage Interest Only FIX.4.1
MPO MortgagePrincipalOnly Mortgage Principal Only FIX.4.1
MPP MortgagePrivatePlacement Mortgage Private Placement FIX.4.1
MPT MiscellaneousPassThrough Miscellaneous Pass-through FIX.4.1
PFAND Pfandbriefe Pfandbriefe * FIX.4.4
TBA ToBeAnnounced To Be Announced FIX.4.3
AN OtherAnticipationNotes Other Anticipation Notes (BAN, GAN, etc.) FIX.4.3
COFO CertificateOfObligation Certificate Of Obligation FIX.4.3
COFP CertificateOfParticipation Certificate Of Participation FIX.4.3
GO GeneralObligationBonds General Obligation Bonds FIX.4.3
MT MandatoryTender Mandatory Tender FIX.4.3
RAN RevenueAnticipationNote Revenue Anticipation Note 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
TECP TaxExemptCommercialPaper Tax Exempt Commercial Paper FIX.4.3
TRAN TaxRevenueAnticipationNote Tax Revenue Anticipation Note FIX.4.3
VRDN VariableRateDemandNote Variable Rate Demand Note FIX.4.3
WAR Warrant Warrant FIX.4.1
MF MutualFund Mutual Fund FIX.4.1
MLEG MultilegInstrument Multileg Instrument FIX.4.3
NONE NoSecurityType No Security Type FIX.4.1
OOF OptionsOnFutures Options on Futures FIX.4.4EP19
OOP OptionsOnPhysical Options on Physical FIX.4.4EP19
WLD WildcardEntry Wildcard Entry (was "?" in 4.4, used on Security Definition Request message) FIX.4.4EP-1
CASH Cash Cash FIX.4.4EP28
FIX.4.4
58 Text String Can include explanation for AllocRejCode = 7 (other) FIX.4.4
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.4
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.4
AllocAckGrp This repeating group is optionally used for messages with AllocStatus = 2 (account level reject) to provide details of the individual accounts that caused the rejection, together with reject reasons. This group should not be populated where AllocStatus has any other value.
Indicates number of allocation groups to follow.		 FIX.4.4
StandardTrailer ✔ FIX.4.4

ConfirmationAck (35=AU)

The Confirmation Ack (aka Affirmation) message is used to respond to a Confirmation message.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = AU FIX.4.4
664 ConfirmID ✔ String Message reference for Confirmation FIX.4.4
75 TradeDate ✔ LocalMktDate Indicates date of trade referenced in this message in YYYYMMDD format. Absence of this field indicates current day (expressed in local time at place of trade). FIX.4.4
60 TransactTime ✔ UTCTimestamp Date/Time Allocation Instruction Ack generated FIX.4.4
940 AffirmStatus ✔ int Identifies the status of the ConfirmationAck.
Value SymbolicName Description Added Updated Deprecated
1 Received Received FIX.4.4
2 ConfirmRejected Confirm rejected, i.e. not affirmed FIX.4.4
3 Affirmed Affirmed FIX.4.4
FIX.4.4
774 ConfirmRejReason int Required for ConfirmStatus = 1 (rejected)
Value SymbolicName Description Added Updated Deprecated
1 MismatchedAccount Mismatched account FIX.4.4
2 MissingSettlementInstructions Missing settlement instructions FIX.4.4
99 Other Other FIX.4.4
FIX.4.4
573 MatchStatus char Denotes whether the financial details provided on the Confirmation were successfully matched.
Value SymbolicName Description Added Updated Deprecated
0 Compared Compared, matched or affirmed FIX.4.3
1 Uncompared Uncompared, unmatched, or unaffired FIX.4.3
2 AdvisoryOrAlert Advisory or alert FIX.4.3
FIX.4.4
58 Text String Can include explanation for AllocRejCode = 7 (other) FIX.4.4
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.4
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.4
StandardTrailer ✔ FIX.4.4

SettlementInstructionRequest (35=AV)

The Settlement Instruction Request message is used to request standing settlement instructions from another party.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = AV FIX.4.4
791 SettlInstReqID ✔ String Unique message ID FIX.4.4
60 TransactTime ✔ UTCTimestamp Date/Time this request message was generated FIX.4.4
Parties Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
Used here for party whose instructions this message is requesting and (optionally) for settlement location
Not required if database identifiers are being used to request settlement instructions. Required otherwise.		 FIX.4.4
79 AllocAccount String Should not be populated if StandInstDbType is populated FIX.4.4
661 AllocAcctIDSource int Required if AllocAccount populated Should not be populated if StandInstDbType is populated FIX.4.4
54 Side char Should not be populated if StandInstDbType is populated
Value SymbolicName Description Added Updated Deprecated
1 Buy Buy FIX.2.7
2 Sell Sell FIX.2.7
3 BuyMinus Buy minus FIX.2.7
4 SellPlus Sell plus FIX.2.7
5 SellShort Sell short FIX.2.7
6 SellShortExempt Sell short exempt FIX.2.7
7 Undisclosed Undisclosed (valid for IOI and List Order messages only) FIX.4.1
8 Cross Cross (orders where counterparty is an exchange, valid for all messages except IOIs) FIX.4.1
9 CrossShort Cross short FIX.4.2
A CrossShortExempt Cross short exxmpt FIX.4.3
B AsDefined "As Defined" (for use with multileg instruments) FIX.4.3
C Opposite "Opposite" (for use with multileg instruments) FIX.4.3
D Subscribe Subscribe (e.g. CIV) FIX.4.4
E Redeem Redeem (e.g. CIV) FIX.4.4
F Lend Lend (FINANCING - identifies direction of collateral) FIX.4.4
G Borrow Borrow (FINANCING - identifies direction of collateral) FIX.4.4
FIX.4.4
460 Product int Should not be populated if StandInstDbType is populated
Value SymbolicName Description Added Updated Deprecated
1 AGENCY AGENCY FIX.4.3
2 COMMODITY COMMODITY FIX.4.3
3 CORPORATE CORPORATE FIX.4.3
4 CURRENCY CURRENCY FIX.4.3
5 EQUITY EQUITY FIX.4.3
6 GOVERNMENT GOVERNMENT FIX.4.3
7 INDEX INDEX FIX.4.3
8 LOAN LOAN FIX.4.3
9 MONEYMARKET MONEYMARKET FIX.4.3
10 MORTGAGE MORTGAGE FIX.4.3
11 MUNICIPAL MUNICIPAL FIX.4.3
12 OTHER OTHER FIX.4.3
13 FINANCING FINANCING FIX.4.4
FIX.4.4
167 SecurityType String Should not be populated if StandInstDbType is populated
Value SymbolicName Description Added Updated Deprecated
FUT Future Future FIX.4.1
OPT Option Option FIX.4.1
UST USTreasuryNoteOld US Treasury Note (Deprecated Value Use TNOTE) FIX.4.3 FIX.4.4
USTB USTreasuryBillOld US Treasury Bill (Deprecated Value Use TBILL) FIX.4.1 FIX.4.4
EUSUPRA EuroSupranationalCoupons Euro Supranational Coupons * FIX.4.4
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
SUPRA USDSupranationalCoupons USD Supranational Coupons * FIX.4.4
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
EUCORP EuroCorporateBond Euro Corporate Bond FIX.4.4
XLINKD IndexedLinked Indexed Linked FIX.4.3
STRUCT StructuredNotes Structured Notes FIX.4.3
YANK YankeeCorporateBond Yankee Corporate Bond FIX.4.3
FOR ForeignExchangeContract Foreign Exchange Contract FIX.4.1
CS CommonStock Common Stock FIX.4.1
PS PreferredStock Preferred Stock FIX.4.1
REPO Repurchase Repurchase FIX.4.4
FORWARD Forward Forward FIX.4.4
BUYSELL BuySellback Buy Sellback FIX.4.4
SECLOAN SecuritiesLoan Securities Loan FIX.4.4
SECPLEDGE SecuritiesPledge Securities Pledge FIX.4.4
BRADY BradyBond Brady Bond FIX.4.3
EUSOV EuroSovereigns Euro Sovereigns * FIX.4.4
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
TNOTE USTreasuryNote US Treasury Note FIX.4.4
TBILL USTreasuryBill US Treasury Bill FIX.4.4
TERM TermLoan Term Loan FIX.4.3
RVLV RevolverLoan Revolver Loan FIX.4.3
RVLVTRM Revolver Revolver/Term Loan 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
REPLACD Replaced Replaced FIX.4.3
MATURED Matured Matured FIX.4.3
AMENDED Amended Amended & Restated 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
CP CommercialPaper Commercial Paper FIX.4.1
DN DepositNotes Deposit Notes FIX.4.3
EUCD EuroCertificateOfDeposit Euro Certificate Of Deposit FIX.4.4
EUCP EuroCommercialPaper Euro Commercial Paper FIX.4.4
LQN LiquidityNote Liquidity Note FIX.4.3
MTN MediumTermNotes Medium Term Notes FIX.4.3
ONITE Overnight Overnight FIX.4.3
PN PromissoryNote Promissory Note FIX.4.3
PZFJ PlazosFijos Plazos Fijos FIX.4.3
STN ShortTermLoanNote Short Term Loan Note FIX.4.3
TD TimeDeposit Time Deposit FIX.4.1
XCN ExtendedCommNote Extended Comm Note FIX.4.3
YCD YankeeCertificateOfDeposit Yankee Certificate Of Deposit FIX.4.4
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
MBS MortgageBackedSecurities Mortgage-backed Securities FIX.4.3
MIO MortgageInterestOnly Mortgage Interest Only FIX.4.1
MPO MortgagePrincipalOnly Mortgage Principal Only FIX.4.1
MPP MortgagePrivatePlacement Mortgage Private Placement FIX.4.1
MPT MiscellaneousPassThrough Miscellaneous Pass-through FIX.4.1
PFAND Pfandbriefe Pfandbriefe * FIX.4.4
TBA ToBeAnnounced To Be Announced FIX.4.3
AN OtherAnticipationNotes Other Anticipation Notes (BAN, GAN, etc.) FIX.4.3
COFO CertificateOfObligation Certificate Of Obligation FIX.4.3
COFP CertificateOfParticipation Certificate Of Participation FIX.4.3
GO GeneralObligationBonds General Obligation Bonds FIX.4.3
MT MandatoryTender Mandatory Tender FIX.4.3
RAN RevenueAnticipationNote Revenue Anticipation Note 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
TECP TaxExemptCommercialPaper Tax Exempt Commercial Paper FIX.4.3
TRAN TaxRevenueAnticipationNote Tax Revenue Anticipation Note FIX.4.3
VRDN VariableRateDemandNote Variable Rate Demand Note FIX.4.3
WAR Warrant Warrant FIX.4.1
MF MutualFund Mutual Fund FIX.4.1
MLEG MultilegInstrument Multileg Instrument FIX.4.3
NONE NoSecurityType No Security Type FIX.4.1
OOF OptionsOnFutures Options on Futures FIX.4.4EP19
OOP OptionsOnPhysical Options on Physical FIX.4.4EP19
WLD WildcardEntry Wildcard Entry (was "?" in 4.4, used on Security Definition Request message) FIX.4.4EP-1
CASH Cash Cash FIX.4.4EP28
FIX.4.4
461 CFICode String Should not be populated if StandInstDbType is populated FIX.4.4
120 SettlCurrency Currency Should not be populated if StandInstDbType is populated FIX.4.4
168 EffectiveTime UTCTimestamp Should not be populated if StandInstDbType is populated FIX.4.4
126 ExpireTime UTCTimestamp Should not be populated if StandInstDbType is populated FIX.4.4
779 LastUpdateTime UTCTimestamp Should not be populated if StandInstDbType is populated FIX.4.4
169 StandInstDbType int Should not be populated if any of AllocAccount through to LastUpdateTime are populated
Value SymbolicName Description Added Updated Deprecated
0 Other Other FIX.4.1
1 DTCSID DTC SID FIX.4.1
2 ThomsonALERT Thomson ALERT FIX.4.1
3 AGlobalCustodian A Global Custodian (StandInstDBName (70) must be provided) FIX.4.1
4 AccountNet AccountNet FIX.4.4
FIX.4.4
170 StandInstDbName String Should not be populated if any of AllocAccount through to LastUpdateTime are populated FIX.4.4
171 StandInstDbID String The identifier of the standing instructions within the database specified in StandInstDbType Required if StandInstDbType populated Should not be populated if any of AllocAccount through to LastUpdateTime are populated FIX.4.4
StandardTrailer ✔ FIX.4.4

AssignmentReport (35=AW)

Assignment Reports are sent from a clearing house to counterparties, such as a clearing firm as a result of the assignment process.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = AW FIX.4.4
833 AsgnRptID ✔ String Unique identifier for the Assignment report FIX.4.4
832 TotNumAssignmentReports int Total Number of Assignment Reports being returned to a firm FIX.4.4
912 LastRptRequested Boolean Indicates whether this message is that last report message in response to a request, such as Order Mass Status Request.
Value SymbolicName Description Added Updated Deprecated
N NotLastMessage Not last message FIX.4.4EP-1
Y LastMessage Last message FIX.4.4EP-1
FIX.4.4
Parties ✔ Clearing Organization
Clearing Firm
Contra Clearing Organization
Contra Clearing Firm
Position Account		 FIX.4.4
1 Account String Customer Account FIX.4.4
581 AccountType int Type of account associated with the order (Origin)
Value SymbolicName Description Added Updated Deprecated
1 CarriedCustomerSide Account is carried on customer side of the books FIX.4.3
2 CarriedNonCustomerSide Account is carried on non-customer side of books FIX.4.3
3 HouseTrader House Trader FIX.4.3
4 FloorTrader Floor Trader FIX.4.3
6 CarriedNonCustomerSideCrossMargined Account is carried on non-customer side of books and is cross margined FIX.4.3
7 HouseTraderCrossMargined Account is house trader and is cross margined FIX.4.3
8 JointBackOfficeAccount Joint back office account (JBO) FIX.4.3
FIX.4.4
Instrument CFI Code - Market Indicator (col 4) used to indicate Market of Assignment FIX.4.4
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 6-A: Valid Currency Codes" for information on obtaining valid values. FIX.4.4
InstrmtLegGrp Number of legs that make up the Security FIX.4.4
UndInstrmtGrp Number of legs that make up the Security FIX.4.4
PositionQty "Insert here here the set of "Position Qty" fields defined in "Common Components of Application Messages" FIX.4.4
PositionAmountData Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" FIX.4.4
834 ThresholdAmount PriceOffset Amount that a position has to be in the money before it is exercised. FIX.4.4
730 SettlPrice Price Settlement Price of Option FIX.4.4
731 SettlPriceType int Values = Final, Theoretical
Value SymbolicName Description Added Updated Deprecated
1 Final Final FIX.4.4
2 Theoretical Theoretical FIX.4.4
FIX.4.4
732 UnderlyingSettlPrice Price Settlement Price of Underlying FIX.4.4
734 PriorSettlPrice Price Previous settlement price FIX.4.4
432 ExpireDate LocalMktDate Expiration Date of Option FIX.4.4
744 AssignmentMethod char Method under which assignment was conducted Valid values: R = Random P = ProRata
Value SymbolicName Description Added Updated Deprecated
P ProRata Pro-rata FIX.4.4
R Random Random FIX.4.4
FIX.4.4
745 AssignmentUnit Qty Quantity Increment used in performing assignment FIX.4.4
746 OpenInterest Amt Open interest that was eligible for assignment FIX.4.4
747 ExerciseMethod char Exercise Method used to in performing assignment Values = Automatic, Manual
Value SymbolicName Description Added Updated Deprecated
A Automatic Automatic FIX.4.4
M Manual Manual FIX.4.4
FIX.4.4
716 SettlSessID String Settlement Session - EOD or Intraday
Value SymbolicName Description Added Updated Deprecated
ITD Intraday Intraday FIX.4.4EP1
RTH RegularTradingHours Regular Trading Hours FIX.4.4EP1
ETH ElectronicTradingHours Electronic Trading Hours FIX.4.4EP1
EOD EndOfDay End Of Day FIX.4.4EP4
FIX.4.4
717 SettlSessSubID String Settlement Session enumerator FIX.4.4
715 ClearingBusinessDate ✔ LocalMktDate Business date of assignment FIX.4.4
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.4
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.4
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.4
StandardTrailer ✔ FIX.4.4

CollateralRequest (35=AX)

An initiator that requires collateral from a respondent sends a Collateral Request. The initiator can be either counterparty to a trade in a two party model or an intermediary such as an ATS or clearinghouse in a three party model. A Collateral Assignment is expected as a response to a request for collateral.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = AX FIX.4.4
894 CollReqID ✔ String Unique identifier for collateral request FIX.4.4
895 CollAsgnReason ✔ int Reason collateral assignment is being requested
Value SymbolicName Description Added Updated Deprecated
0 Initial Initial FIX.4.4
1 Scheduled Scheduled FIX.4.4
2 TimeWarning Time Warning FIX.4.4
3 MarginDeficiency Margin Deficiency FIX.4.4
4 MarginExcess Margin Excess FIX.4.4
5 ForwardCollateralDemand Forward Collateral Demand FIX.4.4
6 EventOfDefault Event of default FIX.4.4
7 AdverseTaxEvent Adverse tax event FIX.4.4
FIX.4.4
60 TransactTime ✔ UTCTimestamp Time of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as "GMT") FIX.4.4
126 ExpireTime UTCTimestamp Time until when Respondent has to assign collateral FIX.4.4
Parties FIX.4.4
1 Account String Customer Account FIX.4.4
581 AccountType int Type of account associated with the order (Origin)
Value SymbolicName Description Added Updated Deprecated
1 CarriedCustomerSide Account is carried on customer side of the books FIX.4.3
2 CarriedNonCustomerSide Account is carried on non-customer side of books FIX.4.3
3 HouseTrader House Trader FIX.4.3
4 FloorTrader Floor Trader FIX.4.3
6 CarriedNonCustomerSideCrossMargined Account is carried on non-customer side of books and is cross margined FIX.4.3
7 HouseTraderCrossMargined Account is house trader and is cross margined FIX.4.3
8 JointBackOfficeAccount Joint back office account (JBO) FIX.4.3
FIX.4.4
11 ClOrdID String Identifier fo order for which collateral is required FIX.4.4
37 OrderID String Identifier fo order for which collateral is required FIX.4.4
198 SecondaryOrderID String Identifier fo order for which collateral is required FIX.4.4
526 SecondaryClOrdID String Identifier fo order for which collateral is required FIX.4.4
ExecCollGrp Executions for which collateral is required FIX.4.4
TrdCollGrp Trades for which collateral is required FIX.4.4
Instrument Instrument that was traded for which collateral is required FIX.4.4
FinancingDetails Details of the Agreement and Deal FIX.4.4
64 SettlDate LocalMktDate Specific date of trade settlement (SettlementDate) in YYYYMMDD format.
If present, this field overrides SettlType (63). This field is required if the value of SettlType (63) is 6 (Future) or 8 (Sellers Option). This field must be omitted if the value of SettlType (63) is 7 (When and If Issued)
(expressed in local time at place of settlement) 		FIX.4.4
53 Quantity Qty Overall/total quantity (e.g. number of shares)
(Prior to FIX 4.2 this field was of type int) 		FIX.4.4
854 QtyType int Type of quantity specified in a quantity field:
Value SymbolicName Description Added Updated Deprecated
0 Units Units (shares, par, currency) FIX.4.4
1 Contracts Contracts (if used - must specify ContractMultiplier (tag 231)) FIX.4.4
2 UnitsOfMeasurePerTimeUnit Units of Measure per Time Unit (if used - must specify UnitofMeasure (tag 996) and TimeUnit (tag 997)) FIX.4.4EP5
FIX.4.4
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 6-A: Valid Currency Codes" for information on obtaining valid values. FIX.4.4
InstrmtLegGrp Number of legs that make up the Security FIX.4.4
UndInstrmtCollGrp Number of legs that make up the Security FIX.4.4
899 MarginExcess Amt Excess margin amount (deficit if value is negative) FIX.4.4
900 TotalNetValue Amt TotalNetValue is determined as follows:
At the initial collateral assignment TotalNetValue is the sum of (UnderlyingStartValue * (1-haircut)).
In a collateral substitution TotalNetValue is the sum of (UnderlyingCurrentValue * (1-haircut)).
For listed derivatives clearing margin management, this is the collateral value which equals (Market value * haircut) 		FIX.4.4
901 CashOutstanding Amt Starting consideration less repayments FIX.4.4
TrdRegTimestamps Insert here the set of "TrdRegTimestamps" fields defined in "Common Components of Application Messages" FIX.4.4
54 Side char Side of order (see Volume : "Glossary" for value definitions)
Value SymbolicName Description Added Updated Deprecated
1 Buy Buy FIX.2.7
2 Sell Sell FIX.2.7
3 BuyMinus Buy minus FIX.2.7
4 SellPlus Sell plus FIX.2.7
5 SellShort Sell short FIX.2.7
6 SellShortExempt Sell short exempt FIX.2.7
7 Undisclosed Undisclosed (valid for IOI and List Order messages only) FIX.4.1
8 Cross Cross (orders where counterparty is an exchange, valid for all messages except IOIs) FIX.4.1
9 CrossShort Cross short FIX.4.2
A CrossShortExempt Cross short exxmpt FIX.4.3
B AsDefined "As Defined" (for use with multileg instruments) FIX.4.3
C Opposite "Opposite" (for use with multileg instruments) FIX.4.3
D Subscribe Subscribe (e.g. CIV) FIX.4.4
E Redeem Redeem (e.g. CIV) FIX.4.4
F Lend Lend (FINANCING - identifies direction of collateral) FIX.4.4
G Borrow Borrow (FINANCING - identifies direction of collateral) FIX.4.4
FIX.4.4
MiscFeesGrp Required if any miscellaneous fees are reported. Indicates number of repeating entries
** Nested Repeating Group follows **		 FIX.4.4
44 Price Price Price per unit of quantity (e.g. per share) FIX.4.4
423 PriceType int Code to represent the price type.
(For Financing transactions PriceType implies the "repo type" – Fixed or Floating – 9 (Yield) or 6 (Spread) respectively - and Price (44) gives the corresponding "repo rate".
See Volume : "Glossary" for further value definitions)
Value SymbolicName Description Added Updated Deprecated
1 Percentage Percentage (i.e. percent of par) (often called "dollar price" for fixed income) FIX.4.2
2 PerUnit Per unit (i.e. per share or contract) FIX.4.2
3 FixedAmount Fixed amount (absolute value) FIX.4.2
4 Discount Discount - percentage points below par FIX.4.3
5 Premium Premium - percentage points over par FIX.4.3
6 Spread Spread (basis points spread) FIX.4.3
7 TEDPrice TED Price FIX.4.3
8 TEDYield TED Yield FIX.4.3
9 Yield Yield FIX.4.4
10 FixedCabinetTradePrice Fixed cabinet trade price (primarily for listed futures and options) FIX.4.4
11 VariableCabinetTradePrice Variable cabinet trade price (primarily for listed futures and options) FIX.4.4
13 ProductTicksInHalfs Product ticks in halfs FIX.4.4EP19
14 ProductTicksInFourths Product ticks in fourths FIX.4.4EP19
15 ProductTicksInEights Product ticks in eights FIX.4.4EP19
16 ProductTicksInSixteenths Product ticks in sixteenths FIX.4.4EP19
17 ProductTicksInThirtySeconds Product ticks in thirty-seconds FIX.4.4EP19
18 ProductTicksInSixtyForths Product ticks in sixty-forths FIX.4.4EP19
19 ProductTicksInOneTwentyEights Product ticks in one-twenty-eights FIX.4.4EP19
FIX.4.4
159 AccruedInterestAmt Amt Amount of Accrued Interest for convertible bonds and fixed income FIX.4.4
920 EndAccruedInterestAmt Amt Accrued Interest Amount applicable to a financing transaction on the End Date. FIX.4.4
921 StartCash Amt Starting dirty cash consideration of a financing deal, i.e. paid to the seller on the Start Date. FIX.4.4
922 EndCash Amt Ending dirty cash consideration of a financing deal. i.e. reimbursed to the buyer on the End Date. FIX.4.4
SpreadOrBenchmarkCurveData Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" FIX.4.4
Stipulations Insert here the set of "Stipulations" fields defined in "Common Components of Application Messages" FIX.4.4
336 TradingSessionID String Trading Session in which trade occurred FIX.4.4
625 TradingSessionSubID String Trading Session Subid in which trade occurred FIX.4.4
716 SettlSessID String Identifies a specific settlement session
Value SymbolicName Description Added Updated Deprecated
ITD Intraday Intraday FIX.4.4EP1
RTH RegularTradingHours Regular Trading Hours FIX.4.4EP1
ETH ElectronicTradingHours Electronic Trading Hours FIX.4.4EP1
EOD EndOfDay End Of Day FIX.4.4EP4
FIX.4.4
717 SettlSessSubID String SubID value associated with SettlSessID (716) FIX.4.4
715 ClearingBusinessDate LocalMktDate The "Clearing Business Date" referred to by this maintenance request. FIX.4.4
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.4
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.4
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.4
StandardTrailer ✔ FIX.4.4

CollateralAssignment (35=AY)

Used to assign collateral to cover a trading position. This message can be sent unsolicited or in reply to a Collateral Request message.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = AY FIX.4.4
902 CollAsgnID ✔ String Unique Identifer for collateral assignment FIX.4.4
894 CollReqID String Identifer of CollReqID to which the Collateral Assignment is in response FIX.4.4
895 CollAsgnReason ✔ int Reason for collateral assignment
Value SymbolicName Description Added Updated Deprecated
0 Initial Initial FIX.4.4
1 Scheduled Scheduled FIX.4.4
2 TimeWarning Time Warning FIX.4.4
3 MarginDeficiency Margin Deficiency FIX.4.4
4 MarginExcess Margin Excess FIX.4.4
5 ForwardCollateralDemand Forward Collateral Demand FIX.4.4
6 EventOfDefault Event of default FIX.4.4
7 AdverseTaxEvent Adverse tax event FIX.4.4
FIX.4.4
903 CollAsgnTransType ✔ int Collateral Transaction Type
Value SymbolicName Description Added Updated Deprecated
0 New New FIX.4.4
1 Replace Replace FIX.4.4
2 Cancel Cancel FIX.4.4
3 Release Release FIX.4.4
4 Reverse Reverse FIX.4.4
FIX.4.4
907 CollAsgnRefID String Collateral assignment to which this transaction refers FIX.4.4
60 TransactTime ✔ UTCTimestamp Time of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as "GMT") FIX.4.4
126 ExpireTime UTCTimestamp For an Initial assignment, time by which a response is expected FIX.4.4
Parties FIX.4.4
1 Account String Customer Account FIX.4.4
581 AccountType int Type of account associated with the order (Origin)
Value SymbolicName Description Added Updated Deprecated
1 CarriedCustomerSide Account is carried on customer side of the books FIX.4.3
2 CarriedNonCustomerSide Account is carried on non-customer side of books FIX.4.3
3 HouseTrader House Trader FIX.4.3
4 FloorTrader Floor Trader FIX.4.3
6 CarriedNonCustomerSideCrossMargined Account is carried on non-customer side of books and is cross margined FIX.4.3
7 HouseTraderCrossMargined Account is house trader and is cross margined FIX.4.3
8 JointBackOfficeAccount Joint back office account (JBO) FIX.4.3
FIX.4.4
11 ClOrdID String Identifier fo order for which collateral is required FIX.4.4
37 OrderID String Identifier fo order for which collateral is required FIX.4.4
198 SecondaryOrderID String Identifier fo order for which collateral is required FIX.4.4
526 SecondaryClOrdID String Identifier fo order for which collateral is required FIX.4.4
ExecCollGrp Executions for which collateral is required FIX.4.4
TrdCollGrp Trades for which collateral is required FIX.4.4
Instrument Insert here the set of "Instrument" fields defined in "Common Components of Application Messages" FIX.4.4
FinancingDetails Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" FIX.4.4
64 SettlDate LocalMktDate Specific date of trade settlement (SettlementDate) in YYYYMMDD format.
If present, this field overrides SettlType (63). This field is required if the value of SettlType (63) is 6 (Future) or 8 (Sellers Option). This field must be omitted if the value of SettlType (63) is 7 (When and If Issued)
(expressed in local time at place of settlement) 		FIX.4.4
53 Quantity Qty Overall/total quantity (e.g. number of shares)
(Prior to FIX 4.2 this field was of type int) 		FIX.4.4
854 QtyType int Type of quantity specified in a quantity field:
Value SymbolicName Description Added Updated Deprecated
0 Units Units (shares, par, currency) FIX.4.4
1 Contracts Contracts (if used - must specify ContractMultiplier (tag 231)) FIX.4.4
2 UnitsOfMeasurePerTimeUnit Units of Measure per Time Unit (if used - must specify UnitofMeasure (tag 996) and TimeUnit (tag 997)) FIX.4.4EP5
FIX.4.4
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 6-A: Valid Currency Codes" for information on obtaining valid values. FIX.4.4
InstrmtLegGrp Number of legs that make up the Security FIX.4.4
UndInstrmtCollGrp Number of legs that make up the Security FIX.4.4
899 MarginExcess Amt Excess margin amount (deficit if value is negative) FIX.4.4
900 TotalNetValue Amt TotalNetValue is determined as follows:
At the initial collateral assignment TotalNetValue is the sum of (UnderlyingStartValue * (1-haircut)).
In a collateral substitution TotalNetValue is the sum of (UnderlyingCurrentValue * (1-haircut)).
For listed derivatives clearing margin management, this is the collateral value which equals (Market value * haircut) 		FIX.4.4
901 CashOutstanding Amt Starting consideration less repayments FIX.4.4
TrdRegTimestamps Insert here the set of "TrdRegTimestamps" fields defined in "Common Components of Application Messages" FIX.4.4
54 Side char Side of order (see Volume : "Glossary" for value definitions)
Value SymbolicName Description Added Updated Deprecated
1 Buy Buy FIX.2.7
2 Sell Sell FIX.2.7
3 BuyMinus Buy minus FIX.2.7
4 SellPlus Sell plus FIX.2.7
5 SellShort Sell short FIX.2.7
6 SellShortExempt Sell short exempt FIX.2.7
7 Undisclosed Undisclosed (valid for IOI and List Order messages only) FIX.4.1
8 Cross Cross (orders where counterparty is an exchange, valid for all messages except IOIs) FIX.4.1
9 CrossShort Cross short FIX.4.2
A CrossShortExempt Cross short exxmpt FIX.4.3
B AsDefined "As Defined" (for use with multileg instruments) FIX.4.3
C Opposite "Opposite" (for use with multileg instruments) FIX.4.3
D Subscribe Subscribe (e.g. CIV) FIX.4.4
E Redeem Redeem (e.g. CIV) FIX.4.4
F Lend Lend (FINANCING - identifies direction of collateral) FIX.4.4
G Borrow Borrow (FINANCING - identifies direction of collateral) FIX.4.4
FIX.4.4
MiscFeesGrp Required if any miscellaneous fees are reported. Indicates number of repeating entries
** Nested Repeating Group follows **		 FIX.4.4
44 Price Price Price per unit of quantity (e.g. per share) FIX.4.4
423 PriceType int Code to represent the price type.
(For Financing transactions PriceType implies the "repo type" – Fixed or Floating – 9 (Yield) or 6 (Spread) respectively - and Price (44) gives the corresponding "repo rate".
See Volume : "Glossary" for further value definitions)
Value SymbolicName Description Added Updated Deprecated
1 Percentage Percentage (i.e. percent of par) (often called "dollar price" for fixed income) FIX.4.2
2 PerUnit Per unit (i.e. per share or contract) FIX.4.2
3 FixedAmount Fixed amount (absolute value) FIX.4.2
4 Discount Discount - percentage points below par FIX.4.3
5 Premium Premium - percentage points over par FIX.4.3
6 Spread Spread (basis points spread) FIX.4.3
7 TEDPrice TED Price FIX.4.3
8 TEDYield TED Yield FIX.4.3
9 Yield Yield FIX.4.4
10 FixedCabinetTradePrice Fixed cabinet trade price (primarily for listed futures and options) FIX.4.4
11 VariableCabinetTradePrice Variable cabinet trade price (primarily for listed futures and options) FIX.4.4
13 ProductTicksInHalfs Product ticks in halfs FIX.4.4EP19
14 ProductTicksInFourths Product ticks in fourths FIX.4.4EP19
15 ProductTicksInEights Product ticks in eights FIX.4.4EP19
16 ProductTicksInSixteenths Product ticks in sixteenths FIX.4.4EP19
17 ProductTicksInThirtySeconds Product ticks in thirty-seconds FIX.4.4EP19
18 ProductTicksInSixtyForths Product ticks in sixty-forths FIX.4.4EP19
19 ProductTicksInOneTwentyEights Product ticks in one-twenty-eights FIX.4.4EP19
FIX.4.4
159 AccruedInterestAmt Amt Amount of Accrued Interest for convertible bonds and fixed income FIX.4.4
920 EndAccruedInterestAmt Amt Accrued Interest Amount applicable to a financing transaction on the End Date. FIX.4.4
921 StartCash Amt Starting dirty cash consideration of a financing deal, i.e. paid to the seller on the Start Date. FIX.4.4
922 EndCash Amt Ending dirty cash consideration of a financing deal. i.e. reimbursed to the buyer on the End Date. FIX.4.4
SpreadOrBenchmarkCurveData Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" FIX.4.4
Stipulations Insert here the set of "Stipulations" fields defined in "Common Components of Application Messages" FIX.4.4
SettlInstructionsData Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages" FIX.4.4
336 TradingSessionID String Trading Session in which trade occurred FIX.4.4
625 TradingSessionSubID String Trading Session Subid in which trade occurred FIX.4.4
716 SettlSessID String Identifies a specific settlement session
Value SymbolicName Description Added Updated Deprecated
ITD Intraday Intraday FIX.4.4EP1
RTH RegularTradingHours Regular Trading Hours FIX.4.4EP1
ETH ElectronicTradingHours Electronic Trading Hours FIX.4.4EP1
EOD EndOfDay End Of Day FIX.4.4EP4
FIX.4.4
717 SettlSessSubID String SubID value associated with SettlSessID (716) FIX.4.4
715 ClearingBusinessDate LocalMktDate The "Clearing Business Date" referred to by this maintenance request. FIX.4.4
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.4
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.4
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.4
StandardTrailer ✔ FIX.4.4

CollateralResponse (35=AZ)

Used to respond to a Collateral Assignment message.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = AZ FIX.4.4
904 CollRespID ✔ String Unique identifer for the collateral response FIX.4.4
902 CollAsgnID String Conditionally required when responding to a Collateral Assignment message FIX.4.4
894 CollReqID String Identifer of CollReqID to which the Collateral Assignment is in response FIX.4.4
895 CollAsgnReason int Conditionally required when responding to a Collateral Assignment message
Value SymbolicName Description Added Updated Deprecated
0 Initial Initial FIX.4.4
1 Scheduled Scheduled FIX.4.4
2 TimeWarning Time Warning FIX.4.4
3 MarginDeficiency Margin Deficiency FIX.4.4
4 MarginExcess Margin Excess FIX.4.4
5 ForwardCollateralDemand Forward Collateral Demand FIX.4.4
6 EventOfDefault Event of default FIX.4.4
7 AdverseTaxEvent Adverse tax event FIX.4.4
FIX.4.4
903 CollAsgnTransType int Collateral Transaction Type - not recommended because it causes confusion
Value SymbolicName Description Added Updated Deprecated
0 New New FIX.4.4
1 Replace Replace FIX.4.4
2 Cancel Cancel FIX.4.4
3 Release Release FIX.4.4
4 Reverse Reverse FIX.4.4
FIX.4.4
905 CollAsgnRespType ✔ int Collateral Assignment Response Type
Value SymbolicName Description Added Updated Deprecated
0 Received Received FIX.4.4
1 Accepted Accepted FIX.4.4
2 Declined Declined FIX.4.4
3 Rejected Rejected FIX.4.4
FIX.4.4
906 CollAsgnRejectReason int Reason Colllateral Assignment was rejected
Value SymbolicName Description Added Updated Deprecated
0 UnknownDeal Unknown deal (order / trade) FIX.4.4
1 UnknownOrInvalidInstrument Unknown or invalid instrument FIX.4.4
2 UnauthorizedTransaction Unauthorized transaction FIX.4.4
3 InsufficientCollateral Insufficient collateral FIX.4.4
4 InvalidTypeOfCollateral Invalid type of collateral FIX.4.4
5 ExcessiveSubstitution Excessive substitution FIX.4.4
99 Other Other FIX.4.4
FIX.4.4
60 TransactTime ✔ UTCTimestamp Time of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as "GMT") FIX.4.4
1043 CollApplType int conveys how the collateral should be/has been applied
Value SymbolicName Description Added Updated Deprecated
0 SpecificDeposit Specific Deposit FIX.4.4EP-1
1 General General FIX.4.4EP-1
FIX.4.4
291 FinancialStatus MultipleCharValue Tells whether security has been restricted.
Value SymbolicName Description Added Updated Deprecated
1 Bankrupt Bankrupt FIX.4.2
2 PendingDelisting Pending delisting FIX.4.3
3 Restricted Restricted FIX.4.4EP12
FIX.4.4
715 ClearingBusinessDate LocalMktDate The "Clearing Business Date" referred to by this maintenance request. FIX.4.4
Parties FIX.4.4
1 Account String Customer Account FIX.4.4
581 AccountType int Type of account associated with the order (Origin)
Value SymbolicName Description Added Updated Deprecated
1 CarriedCustomerSide Account is carried on customer side of the books FIX.4.3
2 CarriedNonCustomerSide Account is carried on non-customer side of books FIX.4.3
3 HouseTrader House Trader FIX.4.3
4 FloorTrader Floor Trader FIX.4.3
6 CarriedNonCustomerSideCrossMargined Account is carried on non-customer side of books and is cross margined FIX.4.3
7 HouseTraderCrossMargined Account is house trader and is cross margined FIX.4.3
8 JointBackOfficeAccount Joint back office account (JBO) FIX.4.3
FIX.4.4
11 ClOrdID String Identifier fo order for which collateral is required FIX.4.4
37 OrderID String Identifier fo order for which collateral is required FIX.4.4
198 SecondaryOrderID String Identifier fo order for which collateral is required FIX.4.4
526 SecondaryClOrdID String Identifier fo order for which collateral is required FIX.4.4
ExecCollGrp Executions for which collateral is required FIX.4.4
TrdCollGrp Trades for which collateral is required FIX.4.4
Instrument Insert here the set of "Instrument" fields defined in "Common Components of Application Messages" FIX.4.4
FinancingDetails Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" FIX.4.4
64 SettlDate LocalMktDate Specific date of trade settlement (SettlementDate) in YYYYMMDD format.
If present, this field overrides SettlType (63). This field is required if the value of SettlType (63) is 6 (Future) or 8 (Sellers Option). This field must be omitted if the value of SettlType (63) is 7 (When and If Issued)
(expressed in local time at place of settlement) 		FIX.4.4
53 Quantity Qty Overall/total quantity (e.g. number of shares)
(Prior to FIX 4.2 this field was of type int) 		FIX.4.4
854 QtyType int Type of quantity specified in a quantity field:
Value SymbolicName Description Added Updated Deprecated
0 Units Units (shares, par, currency) FIX.4.4
1 Contracts Contracts (if used - must specify ContractMultiplier (tag 231)) FIX.4.4
2 UnitsOfMeasurePerTimeUnit Units of Measure per Time Unit (if used - must specify UnitofMeasure (tag 996) and TimeUnit (tag 997)) FIX.4.4EP5
FIX.4.4
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 6-A: Valid Currency Codes" for information on obtaining valid values. FIX.4.4
InstrmtLegGrp Number of legs that make up the Security FIX.4.4
UndInstrmtCollGrp Number of legs that make up the Security FIX.4.4
899 MarginExcess Amt Excess margin amount (deficit if value is negative) FIX.4.4
900 TotalNetValue Amt TotalNetValue is determined as follows:
At the initial collateral assignment TotalNetValue is the sum of (UnderlyingStartValue * (1-haircut)).
In a collateral substitution TotalNetValue is the sum of (UnderlyingCurrentValue * (1-haircut)).
For listed derivatives clearing margin management, this is the collateral value which equals (Market value * haircut) 		FIX.4.4
901 CashOutstanding Amt Starting consideration less repayments FIX.4.4
TrdRegTimestamps Insert here the set of "TrdRegTimestamps" fields defined in "Common Components of Application Messages" FIX.4.4
54 Side char Side of order (see Volume : "Glossary" for value definitions)
Value SymbolicName Description Added Updated Deprecated
1 Buy Buy FIX.2.7
2 Sell Sell FIX.2.7
3 BuyMinus Buy minus FIX.2.7
4 SellPlus Sell plus FIX.2.7
5 SellShort Sell short FIX.2.7
6 SellShortExempt Sell short exempt FIX.2.7
7 Undisclosed Undisclosed (valid for IOI and List Order messages only) FIX.4.1
8 Cross Cross (orders where counterparty is an exchange, valid for all messages except IOIs) FIX.4.1
9 CrossShort Cross short FIX.4.2
A CrossShortExempt Cross short exxmpt FIX.4.3
B AsDefined "As Defined" (for use with multileg instruments) FIX.4.3
C Opposite "Opposite" (for use with multileg instruments) FIX.4.3
D Subscribe Subscribe (e.g. CIV) FIX.4.4
E Redeem Redeem (e.g. CIV) FIX.4.4
F Lend Lend (FINANCING - identifies direction of collateral) FIX.4.4
G Borrow Borrow (FINANCING - identifies direction of collateral) FIX.4.4
FIX.4.4
MiscFeesGrp Required if any miscellaneous fees are reported. Indicates number of repeating entries
** Nested Repeating Group follows **		 FIX.4.4
44 Price Price Price per unit of quantity (e.g. per share) FIX.4.4
423 PriceType int Code to represent the price type.
(For Financing transactions PriceType implies the "repo type" – Fixed or Floating – 9 (Yield) or 6 (Spread) respectively - and Price (44) gives the corresponding "repo rate".
See Volume : "Glossary" for further value definitions)
Value SymbolicName Description Added Updated Deprecated
1 Percentage Percentage (i.e. percent of par) (often called "dollar price" for fixed income) FIX.4.2
2 PerUnit Per unit (i.e. per share or contract) FIX.4.2
3 FixedAmount Fixed amount (absolute value) FIX.4.2
4 Discount Discount - percentage points below par FIX.4.3
5 Premium Premium - percentage points over par FIX.4.3
6 Spread Spread (basis points spread) FIX.4.3
7 TEDPrice TED Price FIX.4.3
8 TEDYield TED Yield FIX.4.3
9 Yield Yield FIX.4.4
10 FixedCabinetTradePrice Fixed cabinet trade price (primarily for listed futures and options) FIX.4.4
11 VariableCabinetTradePrice Variable cabinet trade price (primarily for listed futures and options) FIX.4.4
13 ProductTicksInHalfs Product ticks in halfs FIX.4.4EP19
14 ProductTicksInFourths Product ticks in fourths FIX.4.4EP19
15 ProductTicksInEights Product ticks in eights FIX.4.4EP19
16 ProductTicksInSixteenths Product ticks in sixteenths FIX.4.4EP19
17 ProductTicksInThirtySeconds Product ticks in thirty-seconds FIX.4.4EP19
18 ProductTicksInSixtyForths Product ticks in sixty-forths FIX.4.4EP19
19 ProductTicksInOneTwentyEights Product ticks in one-twenty-eights FIX.4.4EP19
FIX.4.4
159 AccruedInterestAmt Amt Amount of Accrued Interest for convertible bonds and fixed income FIX.4.4
920 EndAccruedInterestAmt Amt Accrued Interest Amount applicable to a financing transaction on the End Date. FIX.4.4
921 StartCash Amt Starting dirty cash consideration of a financing deal, i.e. paid to the seller on the Start Date. FIX.4.4
922 EndCash Amt Ending dirty cash consideration of a financing deal. i.e. reimbursed to the buyer on the End Date. FIX.4.4
SpreadOrBenchmarkCurveData Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" FIX.4.4
Stipulations Insert here the set of "Stipulations" fields defined in "Common Components of Application Messages" FIX.4.4
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.4
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.4
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.4
StandardTrailer ✔ FIX.4.4

CollateralReport (35=BA)

Used to report collateral status when responding to a Collateral Inquiry message.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = BA FIX.4.4
908 CollRptID ✔ String Unique Identifer for collateral report FIX.4.4
909 CollInquiryID String Identifier for the collateral inquiry to which this message is a reply FIX.4.4
60 TransactTime UTCTimestamp Time of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as "GMT") FIX.4.4
1043 CollApplType int Differentiates collateral pledged specifically against a position from collateral pledged against an entire portfolio on a valued basis.
Value SymbolicName Description Added Updated Deprecated
0 SpecificDeposit Specific Deposit FIX.4.4EP-1
1 General General FIX.4.4EP-1
FIX.4.4
291 FinancialStatus MultipleCharValue Tells whether security has been restricted.
Value SymbolicName Description Added Updated Deprecated
1 Bankrupt Bankrupt FIX.4.2
2 PendingDelisting Pending delisting FIX.4.3
3 Restricted Restricted FIX.4.4EP12
FIX.4.4
910 CollStatus ✔ int Collateral status
Value SymbolicName Description Added Updated Deprecated
0 Unassigned Unassigned FIX.4.4
1 PartiallyAssigned Partially Assigned FIX.4.4
2 AssignmentProposed Assignment Proposed FIX.4.4
3 Assigned Assigned (Accepted) FIX.4.4
4 Challenged Challenged FIX.4.4
FIX.4.4
911 TotNumReports int Total number or reports returned in response to a request FIX.4.4
912 LastRptRequested Boolean Indicates whether this message is that last report message in response to a request, such as Order Mass Status Request.
Value SymbolicName Description Added Updated Deprecated
N NotLastMessage Not last message FIX.4.4EP-1
Y LastMessage Last message FIX.4.4EP-1
FIX.4.4
Parties FIX.4.4
1 Account String Customer Account FIX.4.4
581 AccountType int Type of account associated with the order (Origin)
Value SymbolicName Description Added Updated Deprecated
1 CarriedCustomerSide Account is carried on customer side of the books FIX.4.3
2 CarriedNonCustomerSide Account is carried on non-customer side of books FIX.4.3
3 HouseTrader House Trader FIX.4.3
4 FloorTrader Floor Trader FIX.4.3
6 CarriedNonCustomerSideCrossMargined Account is carried on non-customer side of books and is cross margined FIX.4.3
7 HouseTraderCrossMargined Account is house trader and is cross margined FIX.4.3
8 JointBackOfficeAccount Joint back office account (JBO) FIX.4.3
FIX.4.4
11 ClOrdID String Identifier fo order for which collateral is required FIX.4.4
37 OrderID String Identifier fo order for which collateral is required FIX.4.4
198 SecondaryOrderID String Identifier fo order for which collateral is required FIX.4.4
526 SecondaryClOrdID String Identifier fo order for which collateral is required FIX.4.4
ExecCollGrp Executions for which collateral is required FIX.4.4
TrdCollGrp Trades for which collateral is required FIX.4.4
Instrument Insert here the set of "Instrument" fields defined in "Common Components of Application Messages" FIX.4.4
FinancingDetails Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" FIX.4.4
64 SettlDate LocalMktDate Specific date of trade settlement (SettlementDate) in YYYYMMDD format.
If present, this field overrides SettlType (63). This field is required if the value of SettlType (63) is 6 (Future) or 8 (Sellers Option). This field must be omitted if the value of SettlType (63) is 7 (When and If Issued)
(expressed in local time at place of settlement) 		FIX.4.4
53 Quantity Qty Overall/total quantity (e.g. number of shares)
(Prior to FIX 4.2 this field was of type int) 		FIX.4.4
854 QtyType int Type of quantity specified in a quantity field:
Value SymbolicName Description Added Updated Deprecated
0 Units Units (shares, par, currency) FIX.4.4
1 Contracts Contracts (if used - must specify ContractMultiplier (tag 231)) FIX.4.4
2 UnitsOfMeasurePerTimeUnit Units of Measure per Time Unit (if used - must specify UnitofMeasure (tag 996) and TimeUnit (tag 997)) FIX.4.4EP5
FIX.4.4
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 6-A: Valid Currency Codes" for information on obtaining valid values. FIX.4.4
InstrmtLegGrp Number of legs that make up the Security FIX.4.4
UndInstrmtGrp Number of legs that make up the Security FIX.4.4
899 MarginExcess Amt Excess margin amount (deficit if value is negative) FIX.4.4
900 TotalNetValue Amt TotalNetValue is determined as follows:
At the initial collateral assignment TotalNetValue is the sum of (UnderlyingStartValue * (1-haircut)).
In a collateral substitution TotalNetValue is the sum of (UnderlyingCurrentValue * (1-haircut)).
For listed derivatives clearing margin management, this is the collateral value which equals (Market value * haircut) 		FIX.4.4
901 CashOutstanding Amt Starting consideration less repayments FIX.4.4
TrdRegTimestamps Insert here the set of "TrdRegTimestamps" fields defined in "Common Components of Application Messages" FIX.4.4
54 Side char Side of order (see Volume : "Glossary" for value definitions)
Value SymbolicName Description Added Updated Deprecated
1 Buy Buy FIX.2.7
2 Sell Sell FIX.2.7
3 BuyMinus Buy minus FIX.2.7
4 SellPlus Sell plus FIX.2.7
5 SellShort Sell short FIX.2.7
6 SellShortExempt Sell short exempt FIX.2.7
7 Undisclosed Undisclosed (valid for IOI and List Order messages only) FIX.4.1
8 Cross Cross (orders where counterparty is an exchange, valid for all messages except IOIs) FIX.4.1
9 CrossShort Cross short FIX.4.2
A CrossShortExempt Cross short exxmpt FIX.4.3
B AsDefined "As Defined" (for use with multileg instruments) FIX.4.3
C Opposite "Opposite" (for use with multileg instruments) FIX.4.3
D Subscribe Subscribe (e.g. CIV) FIX.4.4
E Redeem Redeem (e.g. CIV) FIX.4.4
F Lend Lend (FINANCING - identifies direction of collateral) FIX.4.4
G Borrow Borrow (FINANCING - identifies direction of collateral) FIX.4.4
FIX.4.4
MiscFeesGrp Required if any miscellaneous fees are reported. Indicates number of repeating entries
** Nested Repeating Group follows **		 FIX.4.4
44 Price Price Price per unit of quantity (e.g. per share) FIX.4.4
423 PriceType int Code to represent the price type.
(For Financing transactions PriceType implies the "repo type" – Fixed or Floating – 9 (Yield) or 6 (Spread) respectively - and Price (44) gives the corresponding "repo rate".
See Volume : "Glossary" for further value definitions)
Value SymbolicName Description Added Updated Deprecated
1 Percentage Percentage (i.e. percent of par) (often called "dollar price" for fixed income) FIX.4.2
2 PerUnit Per unit (i.e. per share or contract) FIX.4.2
3 FixedAmount Fixed amount (absolute value) FIX.4.2
4 Discount Discount - percentage points below par FIX.4.3
5 Premium Premium - percentage points over par FIX.4.3
6 Spread Spread (basis points spread) FIX.4.3
7 TEDPrice TED Price FIX.4.3
8 TEDYield TED Yield FIX.4.3
9 Yield Yield FIX.4.4
10 FixedCabinetTradePrice Fixed cabinet trade price (primarily for listed futures and options) FIX.4.4
11 VariableCabinetTradePrice Variable cabinet trade price (primarily for listed futures and options) FIX.4.4
13 ProductTicksInHalfs Product ticks in halfs FIX.4.4EP19
14 ProductTicksInFourths Product ticks in fourths FIX.4.4EP19
15 ProductTicksInEights Product ticks in eights FIX.4.4EP19
16 ProductTicksInSixteenths Product ticks in sixteenths FIX.4.4EP19
17 ProductTicksInThirtySeconds Product ticks in thirty-seconds FIX.4.4EP19
18 ProductTicksInSixtyForths Product ticks in sixty-forths FIX.4.4EP19
19 ProductTicksInOneTwentyEights Product ticks in one-twenty-eights FIX.4.4EP19
FIX.4.4
159 AccruedInterestAmt Amt Amount of Accrued Interest for convertible bonds and fixed income FIX.4.4
920 EndAccruedInterestAmt Amt Accrued Interest Amount applicable to a financing transaction on the End Date. FIX.4.4
921 StartCash Amt Starting dirty cash consideration of a financing deal, i.e. paid to the seller on the Start Date. FIX.4.4
922 EndCash Amt Ending dirty cash consideration of a financing deal. i.e. reimbursed to the buyer on the End Date. FIX.4.4
SpreadOrBenchmarkCurveData Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" FIX.4.4
Stipulations Insert here the set of "Stipulations" fields defined in "Common Components of Application Messages" FIX.4.4
SettlInstructionsData Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages" FIX.4.4
336 TradingSessionID String Trading Session in which trade occurred FIX.4.4
625 TradingSessionSubID String Trading Session Subid in which trade occurred FIX.4.4
716 SettlSessID String Identifies a specific settlement session
Value SymbolicName Description Added Updated Deprecated
ITD Intraday Intraday FIX.4.4EP1
RTH RegularTradingHours Regular Trading Hours FIX.4.4EP1
ETH ElectronicTradingHours Electronic Trading Hours FIX.4.4EP1
EOD EndOfDay End Of Day FIX.4.4EP4
FIX.4.4
717 SettlSessSubID String SubID value associated with SettlSessID (716) FIX.4.4
715 ClearingBusinessDate LocalMktDate The "Clearing Business Date" referred to by this maintenance request. FIX.4.4
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.4
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.4
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.4
StandardTrailer ✔ FIX.4.4

CollateralInquiry (35=BB)

Used to inquire for collateral status.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = BB FIX.4.4
909 CollInquiryID String Identifier for the collateral inquiry to which this message is a reply FIX.4.4
CollInqQualGrp Number of qualifiers to inquiry FIX.4.4
263 SubscriptionRequestType char Used to subscribe / unsubscribe for collateral status reports. If the field is absent, the default will be snapshot request only - no subscription.
Value SymbolicName Description Added Updated Deprecated
0 Snapshot Snapshot FIX.4.2
1 SnapshotAndUpdates Snapshot + Updates (Subscribe) FIX.4.2
2 DisablePreviousSnapshot Disable previous Snapshot + Update Request (Unsubscribe) FIX.4.2
FIX.4.4
725 ResponseTransportType int Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport.
Value SymbolicName Description Added Updated Deprecated
0 Inband Inband - transport the request was sent over (default) FIX.4.4
1 OutOfBand Out of Band - pre-arranged out-of-band delivery mechanizm (i.e. FTP, HTTP, NDM, etc.) between counterparties. Details specified via ResponseDestination (726). FIX.4.4
FIX.4.4
726 ResponseDestination String URI destination name. Used if ResponseTransportType is out-of-band. FIX.4.4
Parties FIX.4.4
1 Account String Customer Account FIX.4.4
581 AccountType int Type of account associated with the order (Origin)
Value SymbolicName Description Added Updated Deprecated
1 CarriedCustomerSide Account is carried on customer side of the books FIX.4.3
2 CarriedNonCustomerSide Account is carried on non-customer side of books FIX.4.3
3 HouseTrader House Trader FIX.4.3
4 FloorTrader Floor Trader FIX.4.3
6 CarriedNonCustomerSideCrossMargined Account is carried on non-customer side of books and is cross margined FIX.4.3
7 HouseTraderCrossMargined Account is house trader and is cross margined FIX.4.3
8 JointBackOfficeAccount Joint back office account (JBO) FIX.4.3
FIX.4.4
11 ClOrdID String Identifier fo order for which collateral is required FIX.4.4
37 OrderID String Identifier fo order for which collateral is required FIX.4.4
198 SecondaryOrderID String Identifier fo order for which collateral is required FIX.4.4
526 SecondaryClOrdID String Identifier fo order for which collateral is required FIX.4.4
ExecCollGrp Executions for which collateral is required FIX.4.4
TrdCollGrp Trades for which collateral is required FIX.4.4
Instrument Insert here the set of "Instrument" fields defined in "Common Components of Application Messages" FIX.4.4
FinancingDetails Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" FIX.4.4
64 SettlDate LocalMktDate Specific date of trade settlement (SettlementDate) in YYYYMMDD format.
If present, this field overrides SettlType (63). This field is required if the value of SettlType (63) is 6 (Future) or 8 (Sellers Option). This field must be omitted if the value of SettlType (63) is 7 (When and If Issued)
(expressed in local time at place of settlement) 		FIX.4.4
53 Quantity Qty Overall/total quantity (e.g. number of shares)
(Prior to FIX 4.2 this field was of type int) 		FIX.4.4
854 QtyType int Type of quantity specified in a quantity field:
Value SymbolicName Description Added Updated Deprecated
0 Units Units (shares, par, currency) FIX.4.4
1 Contracts Contracts (if used - must specify ContractMultiplier (tag 231)) FIX.4.4
2 UnitsOfMeasurePerTimeUnit Units of Measure per Time Unit (if used - must specify UnitofMeasure (tag 996) and TimeUnit (tag 997)) FIX.4.4EP5
FIX.4.4
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 6-A: Valid Currency Codes" for information on obtaining valid values. FIX.4.4
InstrmtLegGrp Number of legs that make up the Security FIX.4.4
UndInstrmtGrp Number of legs that make up the Security FIX.4.4
899 MarginExcess Amt Excess margin amount (deficit if value is negative) FIX.4.4
900 TotalNetValue Amt TotalNetValue is determined as follows:
At the initial collateral assignment TotalNetValue is the sum of (UnderlyingStartValue * (1-haircut)).
In a collateral substitution TotalNetValue is the sum of (UnderlyingCurrentValue * (1-haircut)).
For listed derivatives clearing margin management, this is the collateral value which equals (Market value * haircut) 		FIX.4.4
901 CashOutstanding Amt Starting consideration less repayments FIX.4.4
TrdRegTimestamps Insert here the set of "TrdRegTimestamps" fields defined in "Common Components of Application Messages" FIX.4.4
54 Side char Side of order (see Volume : "Glossary" for value definitions)
Value SymbolicName Description Added Updated Deprecated
1 Buy Buy FIX.2.7
2 Sell Sell FIX.2.7
3 BuyMinus Buy minus FIX.2.7
4 SellPlus Sell plus FIX.2.7
5 SellShort Sell short FIX.2.7
6 SellShortExempt Sell short exempt FIX.2.7
7 Undisclosed Undisclosed (valid for IOI and List Order messages only) FIX.4.1
8 Cross Cross (orders where counterparty is an exchange, valid for all messages except IOIs) FIX.4.1
9 CrossShort Cross short FIX.4.2
A CrossShortExempt Cross short exxmpt FIX.4.3
B AsDefined "As Defined" (for use with multileg instruments) FIX.4.3
C Opposite "Opposite" (for use with multileg instruments) FIX.4.3
D Subscribe Subscribe (e.g. CIV) FIX.4.4
E Redeem Redeem (e.g. CIV) FIX.4.4
F Lend Lend (FINANCING - identifies direction of collateral) FIX.4.4
G Borrow Borrow (FINANCING - identifies direction of collateral) FIX.4.4
FIX.4.4
44 Price Price Price per unit of quantity (e.g. per share) FIX.4.4
423 PriceType int Code to represent the price type.
(For Financing transactions PriceType implies the "repo type" – Fixed or Floating – 9 (Yield) or 6 (Spread) respectively - and Price (44) gives the corresponding "repo rate".
See Volume : "Glossary" for further value definitions)
Value SymbolicName Description Added Updated Deprecated
1 Percentage Percentage (i.e. percent of par) (often called "dollar price" for fixed income) FIX.4.2
2 PerUnit Per unit (i.e. per share or contract) FIX.4.2
3 FixedAmount Fixed amount (absolute value) FIX.4.2
4 Discount Discount - percentage points below par FIX.4.3
5 Premium Premium - percentage points over par FIX.4.3
6 Spread Spread (basis points spread) FIX.4.3
7 TEDPrice TED Price FIX.4.3
8 TEDYield TED Yield FIX.4.3
9 Yield Yield FIX.4.4
10 FixedCabinetTradePrice Fixed cabinet trade price (primarily for listed futures and options) FIX.4.4
11 VariableCabinetTradePrice Variable cabinet trade price (primarily for listed futures and options) FIX.4.4
13 ProductTicksInHalfs Product ticks in halfs FIX.4.4EP19
14 ProductTicksInFourths Product ticks in fourths FIX.4.4EP19
15 ProductTicksInEights Product ticks in eights FIX.4.4EP19
16 ProductTicksInSixteenths Product ticks in sixteenths FIX.4.4EP19
17 ProductTicksInThirtySeconds Product ticks in thirty-seconds FIX.4.4EP19
18 ProductTicksInSixtyForths Product ticks in sixty-forths FIX.4.4EP19
19 ProductTicksInOneTwentyEights Product ticks in one-twenty-eights FIX.4.4EP19
FIX.4.4
159 AccruedInterestAmt Amt Amount of Accrued Interest for convertible bonds and fixed income FIX.4.4
920 EndAccruedInterestAmt Amt Accrued Interest Amount applicable to a financing transaction on the End Date. FIX.4.4
921 StartCash Amt Starting dirty cash consideration of a financing deal, i.e. paid to the seller on the Start Date. FIX.4.4
922 EndCash Amt Ending dirty cash consideration of a financing deal. i.e. reimbursed to the buyer on the End Date. FIX.4.4
SpreadOrBenchmarkCurveData Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" FIX.4.4
Stipulations Insert here the set of "Stipulations" fields defined in "Common Components of Application Messages" FIX.4.4
SettlInstructionsData Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages" FIX.4.4
336 TradingSessionID String Trading Session in which trade occurred FIX.4.4
625 TradingSessionSubID String Trading Session Subid in which trade occurred FIX.4.4
716 SettlSessID String Identifies a specific settlement session
Value SymbolicName Description Added Updated Deprecated
ITD Intraday Intraday FIX.4.4EP1
RTH RegularTradingHours Regular Trading Hours FIX.4.4EP1
ETH ElectronicTradingHours Electronic Trading Hours FIX.4.4EP1
EOD EndOfDay End Of Day FIX.4.4EP4
FIX.4.4
717 SettlSessSubID String SubID value associated with SettlSessID (716) FIX.4.4
715 ClearingBusinessDate LocalMktDate The "Clearing Business Date" referred to by this maintenance request. FIX.4.4
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.4
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.4
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.4
StandardTrailer ✔ FIX.4.4

NetworkCounterpartySystemStatusRequest (35=BC)

This message is send either immediately after logging on to inform a network (counterparty system) of the type of updates required or to at any other time in the FIX conversation to change the nature of the types of status updates required. It can also be used with a NetworkRequestType of Snapshot to request a one-off report of the status of a network (or counterparty) system. Finally this message can also be used to cancel a request to receive updates into the status of the counterparties on a network by sending a NetworkRequestStatusMessage with a NetworkRequestType of StopSubscribing.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = "BC" FIX.4.4
935 NetworkRequestType ✔ int Indicates the type and level of details required for a Network Status Request Message
Boolean logic applies EG If you want to subscribe for changes to certain id’s then UserRequestType =0 (8+2), Snapshot for certain ID’s = 9 (8+1)
Value SymbolicName Description Added Updated Deprecated
1 Snapshot Snapshot FIX.4.4
2 Subscribe Subscribe FIX.4.4
4 StopSubscribing Stop Subscribing FIX.4.4
8 LevelOfDetail Level of Detail, then NoCompID's becomes required FIX.4.4
FIX.4.4
933 NetworkRequestID ✔ String Unique identifier for a network resquest. FIX.4.4
CompIDReqGrp Used to restrict updates/request to a list of specific CompID/SubID/LocationID/DeskID combinations.
If not present request applies to all applicable available counterparties. EG Unless one sell side broker was a customer of another you would not expect to see information about other brokers, similarly one fund manager etc.		 FIX.4.4
StandardTrailer ✔ FIX.4.4

NetworkCounterpartySystemStatusResponse (35=BD)

This message is sent in response to a Network (Counterparty System) Status Request Message.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = "BD" FIX.4.4
937 NetworkStatusResponseType ✔ int Indicates the type of Network Response Message.
Value SymbolicName Description Added Updated Deprecated
1 Full Full FIX.4.4
2 IncrementalUpdate Incremental Update FIX.4.4
FIX.4.4
933 NetworkRequestID String Unique identifier for a network resquest. FIX.4.4
932 NetworkResponseID ✔ String Unique identifier for a network response. FIX.4.4
934 LastNetworkResponseID String Required when NetworkStatusResponseType=2 FIX.4.4
CompIDStatGrp ✔ Specifies the number of repeating CompId’s FIX.4.4
StandardTrailer ✔ FIX.4.4

UserRequest (35=BE)

This message is used to initiate a user action, logon, logout or password change. It can also be used to request a report on a user's status.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = "BE" FIX.4.4
923 UserRequestID ✔ String Unique identifier for a User Request. FIX.4.4
924 UserRequestType ✔ int Indicates the action required by a User Request Message
Value SymbolicName Description Added Updated Deprecated
1 LogOnUser Log On User FIX.4.4
2 LogOffUser Log Off User FIX.4.4
3 ChangePasswordForUser Change Password For User FIX.4.4
4 RequestIndividualUserStatus Request Individual User Status FIX.4.4
FIX.4.4
553 Username ✔ String Userid or username. FIX.4.4
554 Password String Password or passphrase. FIX.4.4
925 NewPassword String New Password or passphrase FIX.4.4
95 RawDataLength Length Number of bytes in raw data field. FIX.4.4
96 RawData data Can be used to hand structures etc to other API’s etc FIX.4.4
StandardTrailer ✔ FIX.4.4

UserResponse (35=BF)

This message is used to respond to a user request message, it reports the status of the user after the completion of any action requested in the user request message.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = "BF" FIX.4.4
923 UserRequestID ✔ String Unique identifier for a User Request. FIX.4.4
553 Username ✔ String Userid or username. FIX.4.4
926 UserStatus int Indicates the status of a user
Value SymbolicName Description Added Updated Deprecated
1 LoggedIn Logged In FIX.4.4
2 NotLoggedIn Not Logged In FIX.4.4
3 UserNotRecognised User Not Recognised FIX.4.4
4 PasswordIncorrect Password Incorrect FIX.4.4
5 PasswordChanged Password Changed FIX.4.4
6 Other Other FIX.4.4
FIX.4.4
927 UserStatusText String Reason a request was not carried out FIX.4.4
StandardTrailer ✔ FIX.4.4

CollateralInquiryAck (35=BG)

Used to respond to a Collateral Inquiry in the following situations:
• When the CollateralInquiry will result in an out of band response (such as a file transfer).
• When the inquiry is otherwise valid but no collateral is found to match the criteria specified on the Collateral Inquiry message.
• When the Collateral Inquiry is invalid based upon the business rules of the counterparty.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = BG FIX.4.4
909 CollInquiryID ✔ String Identifier for the collateral inquiry to which this message is a reply FIX.4.4
945 CollInquiryStatus ✔ int Status of the Collateral Inquiry referenced by CollInquiryID
Value SymbolicName Description Added Updated Deprecated
0 Accepted Accepted FIX.4.4
1 AcceptedWithWarnings Accepted With Warnings FIX.4.4
2 Completed Completed FIX.4.4
3 CompletedWithWarnings Completed With Warnings FIX.4.4
4 Rejected Rejected FIX.4.4
FIX.4.4
946 CollInquiryResult int Result of the Collateral Inquriy referenced by CollInquiryID - specifies any errors or warnings
Value SymbolicName Description Added Updated Deprecated
0 Successful Successful (default) FIX.4.4
1 InvalidOrUnknownInstrument Invalid or unknown instrument FIX.4.4
2 InvalidOrUnknownCollateralType Invalid or unknown collateral type FIX.4.4
3 InvalidParties Invalid Parties FIX.4.4
4 InvalidTransportTypeRequested Invalid Transport Type requested FIX.4.4
5 InvalidDestinationRequested Invalid Destination requested FIX.4.4
6 NoCollateralFoundForTheTradeSpecified No collateral found for the trade specified FIX.4.4
7 NoCollateralFoundForTheOrderSpecified No collateral found for the order specified FIX.4.4
8 CollateralInquiryTypeNotSupported Collateral inquiry type not supported FIX.4.4
9 UnauthorizedForCollateralInquiry Unauthorized for collateral inquiry FIX.4.4
99 Other Other (further information in Text (58) field) FIX.4.4
FIX.4.4
CollInqQualGrp Number of qualifiers to inquiry FIX.4.4
911 TotNumReports int Total number of reports generated in response to this inquiry FIX.4.4
Parties FIX.4.4
1 Account String Customer Account FIX.4.4
581 AccountType int Type of account associated with the order (Origin)
Value SymbolicName Description Added Updated Deprecated
1 CarriedCustomerSide Account is carried on customer side of the books FIX.4.3
2 CarriedNonCustomerSide Account is carried on non-customer side of books FIX.4.3
3 HouseTrader House Trader FIX.4.3
4 FloorTrader Floor Trader FIX.4.3
6 CarriedNonCustomerSideCrossMargined Account is carried on non-customer side of books and is cross margined FIX.4.3
7 HouseTraderCrossMargined Account is house trader and is cross margined FIX.4.3
8 JointBackOfficeAccount Joint back office account (JBO) FIX.4.3
FIX.4.4
11 ClOrdID String Identifier fo order for which collateral is required FIX.4.4
37 OrderID String Identifier fo order for which collateral is required FIX.4.4
198 SecondaryOrderID String Identifier fo order for which collateral is required FIX.4.4
526 SecondaryClOrdID String Identifier fo order for which collateral is required FIX.4.4
ExecCollGrp Executions for which collateral is required FIX.4.4
TrdCollGrp Trades for which collateral is required FIX.4.4
Instrument Insert here the set of "Instrument" fields defined in "Common Components of Application Messages" FIX.4.4
FinancingDetails Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" FIX.4.4
64 SettlDate LocalMktDate Specific date of trade settlement (SettlementDate) in YYYYMMDD format.
If present, this field overrides SettlType (63). This field is required if the value of SettlType (63) is 6 (Future) or 8 (Sellers Option). This field must be omitted if the value of SettlType (63) is 7 (When and If Issued)
(expressed in local time at place of settlement) 		FIX.4.4
53 Quantity Qty Overall/total quantity (e.g. number of shares)
(Prior to FIX 4.2 this field was of type int) 		FIX.4.4
854 QtyType int Type of quantity specified in a quantity field:
Value SymbolicName Description Added Updated Deprecated
0 Units Units (shares, par, currency) FIX.4.4
1 Contracts Contracts (if used - must specify ContractMultiplier (tag 231)) FIX.4.4
2 UnitsOfMeasurePerTimeUnit Units of Measure per Time Unit (if used - must specify UnitofMeasure (tag 996) and TimeUnit (tag 997)) FIX.4.4EP5
FIX.4.4
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 6-A: Valid Currency Codes" for information on obtaining valid values. FIX.4.4
InstrmtLegGrp Number of legs that make up the Security FIX.4.4
UndInstrmtGrp Number of legs that make up the Security FIX.4.4
336 TradingSessionID String Trading Session in which trade occurred FIX.4.4
625 TradingSessionSubID String Trading Session Subid in which trade occurred FIX.4.4
716 SettlSessID String Identifies a specific settlement session
Value SymbolicName Description Added Updated Deprecated
ITD Intraday Intraday FIX.4.4EP1
RTH RegularTradingHours Regular Trading Hours FIX.4.4EP1
ETH ElectronicTradingHours Electronic Trading Hours FIX.4.4EP1
EOD EndOfDay End Of Day FIX.4.4EP4
FIX.4.4
717 SettlSessSubID String SubID value associated with SettlSessID (716) FIX.4.4
715 ClearingBusinessDate LocalMktDate The "Clearing Business Date" referred to by this maintenance request. FIX.4.4
725 ResponseTransportType int Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport.
Value SymbolicName Description Added Updated Deprecated
0 Inband Inband - transport the request was sent over (default) FIX.4.4
1 OutOfBand Out of Band - pre-arranged out-of-band delivery mechanizm (i.e. FTP, HTTP, NDM, etc.) between counterparties. Details specified via ResponseDestination (726). FIX.4.4
FIX.4.4
726 ResponseDestination String URI destination name. Used if ResponseTransportType is out-of-band. FIX.4.4
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.4
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.4
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.4
StandardTrailer ✔ FIX.4.4

ConfirmationRequest (35=BH)

The Confirmation Request message is used to request a Confirmation message.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = BH FIX.4.4
859 ConfirmReqID ✔ String Unique identifier for this message FIX.4.4
773 ConfirmType ✔ int Denotes whether this message is being used to request a confirmation or a trade status message
Value SymbolicName Description Added Updated Deprecated
1 Status Status FIX.4.4
2 Confirmation Confirmation FIX.4.4
3 ConfirmationRequestRejected Confirmation Request Rejected (reason can be stated in Text (58) field) FIX.4.4
FIX.4.4
OrdAllocGrp Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1 FIX.4.4
70 AllocID String Used to refer to an earlier Allocation Instruction. FIX.4.4
793 SecondaryAllocID String Used to refer to an earlier Allocation Instruction via its secondary identifier FIX.4.4
467 IndividualAllocID String Used to refer to an allocation account within an earlier Allocation Instruction. FIX.4.4
60 TransactTime ✔ UTCTimestamp Represents the time this message was generated FIX.4.4
79 AllocAccount String Account number for the trade being confirmed by this message FIX.4.4
661 AllocAcctIDSource int Used to identify the source of the AllocAccount (79) code.
See AcctIDSource (660) for valid values. 		FIX.4.4
798 AllocAccountType int Type of account associated with a confirmation or other trade-level message
Value SymbolicName Description Added Updated Deprecated
1 CarriedCustomerSide Account is carried pn customer side of books FIX.4.4
2 CarriedNonCustomerSide Account is carried on non-customer side of books FIX.4.4
3 HouseTrader House trader FIX.4.4
4 FloorTrader Floor trader FIX.4.4
6 CarriedNonCustomerSideCrossMargined Account is carried on non-customer side of books and is cross margined FIX.4.4
7 HouseTraderCrossMargined Account is house trader and is cross margined FIX.4.4
8 JointBackOfficeAccount Joint back office account (JBO) FIX.4.4
FIX.4.4
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.4
354 EncodedTextLen Length Byte length of encoded (non-ASCII characters) EncodedText (355) field. FIX.4.4
355 EncodedText data Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Text field. FIX.4.4
StandardTrailer ✔ FIX.4.4

ContraryIntentionReport (35=BO)

The Contrary Intention Report is used for reporting of contrary expiration quantities for Saturday expiring options. This information is required by options exchanges for regulatory purposes.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = BO FIX.4.4
977 ContIntRptID ✔ String Unique identifier for the Contrary Intention report FIX.4.4
60 TransactTime UTCTimestamp Time the contrary intention was received by clearing organization. FIX.4.4
978 LateIndicator Boolean Indicates if the contrary intention was received after the exchange imposed cutoff time FIX.4.4
979 InputSource String Source of the contrary intention FIX.4.4
715 ClearingBusinessDate ✔ LocalMktDate Business date of contrary intention FIX.4.4
Parties ✔ Clearing Organization
Clearing Firm
Position Account		 FIX.4.4
ExpirationQty ✔ Expiration Quantities FIX.4.4
Instrument ✔ FIX.4.4
UndInstrmtGrp FIX.4.4
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.4
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.4
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.4
StandardTrailer ✔ FIX.4.4

SecurityDefinitionUpdateReport (35=BP)

This message is used for reporting updates to a Product Security Masterfile. Updates could be the result of corporate actions or other business events. Updates may include additions, modifications or deletions.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = BP FIX.4.4
964 SecurityReportID int Identifier for the Security Definition Update message in a bulk transfer environment (No Request/Response) FIX.4.4
320 SecurityReqID String Unique ID of a Security Definition Request. FIX.4.4
322 SecurityResponseID String Identifier for the Security Definition message. FIX.4.4
323 SecurityResponseType int Response to the Security Definition Request.
Value SymbolicName Description Added Updated Deprecated
1 AcceptAsIs Accept security proposal as-is FIX.4.2
2 AcceptWithRevisions Accept security proposal with revisions as indicated in the message FIX.4.2
3 ListOfSecurityTypesReturnedPerRequest List of security types returned per request FIX.4.2
4 ListOfSecuritiesReturnedPerRequest List of securities returned per request FIX.4.2
5 RejectSecurityProposal Reject security proposal FIX.4.2
6 CannotMatchSelectionCriteria Cannot match selection criteria FIX.4.2
FIX.4.4
715 ClearingBusinessDate LocalMktDate The "Clearing Business Date" referred to by this maintenance request. FIX.4.4
980 SecurityUpdateAction char Specifies New (0), Cancel (1) or Replace (2)
Value SymbolicName Description Added Updated Deprecated
A Add Add FIX.4.4EP8
D Delete Delete FIX.4.4EP8
M Modify Modify FIX.4.4EP8
FIX.4.4
292 CorporateAction MultipleCharValue Identifies the type of Corporate Action
Value SymbolicName Description Added Updated Deprecated
A ExDividend Ex-Dividend FIX.4.2
B ExDistribution Ex-Distribution FIX.4.2
C ExRights Ex-Rights FIX.4.2
D New New FIX.4.2
E ExInterest Ex-Interest FIX.4.2
F CashDividend Cash Dividend FIX.4.4EP4
G StockDividend Stock Dividend FIX.4.4EP4
H NonIntegerStockSplit Non-Integer Stock Split FIX.4.4EP4
I ReverseStockSplit Reverse Stock Split FIX.4.4EP4
J StandardIntegerStockSplit Standard-Integer Stock Split FIX.4.4EP4
K PositionConsolidation Position Consolidation FIX.4.4EP4
L LiquidationReorganization Liquidation Reorganization FIX.4.4EP4
M MergerReorganization Merger Reorganization FIX.4.4EP4
N RightsOffering Rights Offering FIX.4.4EP4
O ShareholderMeeting Shareholder Meeting FIX.4.4EP4
P Spinoff Spinoff FIX.4.4EP4
Q TenderOffer Tender Offer FIX.4.4EP4
R Warrant Warrant FIX.4.4EP4
S SpecialAction Special Action FIX.4.4EP4
T SymbolConversion Symbol Conversion FIX.4.4EP4
U CUSIP CUSIP / Name Change FIX.4.4EP4
V LeapRollover Leap Rollover FIX.4.4EP8
FIX.4.4
Instrument FIX.4.4
UnderlyingInstrument FIX.4.4
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 6-A: Valid Currency Codes" for information on obtaining valid values. FIX.4.4
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", "TOSTNET", "TOSTNET2", etc).
To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID.
Values should be bi-laterally agreed to between counterparties.
Firms may register Trading Session values on the FIX website (presently a document maintained within "ECN and Exchanges" working group section). 		FIX.4.4
625 TradingSessionSubID String Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties.
Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. 		FIX.4.4
58 Text String Comment, instructions, or other identifying information. FIX.4.4
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.4
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.4
InstrmtLegGrp FIX.4.4
827 ExpirationCycle int Part of trading cycle when an instrument expires. Field is applicable for derivatives.
Value SymbolicName Description Added Updated Deprecated
0 ExpireOnTradingSessionClose Expire on trading session close (default) FIX.4.4
1 ExpireOnTradingSessionOpen Expire on trading session open FIX.4.4
FIX.4.4
561 RoundLot Qty The trading lot size of a security FIX.4.4
562 MinTradeVol Qty The minimum trading volume for a security FIX.4.4
StandardTrailer ✔ FIX.4.4

SecurityListUpdateReport (35=BK)

The Security List Update Report is used for reporting updates to a Contract Security Masterfile. Updates could be due to Corporate Actions or other business events. Update may include additions, modifications and deletions.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = BK FIX.4.4
964 SecurityReportID int Identifier for the Security List Update message in a bulk transfer environment (No Request/Response) FIX.4.4
320 SecurityReqID String Unique ID of a Security Definition Request. FIX.4.4
322 SecurityResponseID String Identifier for the Security List message. FIX.4.4
560 SecurityRequestResult int Result of the Security Request identified by the SecurityReqID.
Value SymbolicName Description Added Updated Deprecated
0 ValidRequest Valid request FIX.4.3
1 InvalidOrUnsupportedRequest Invalid or unsupported request FIX.4.3
2 NoInstrumentsFound No instruments found that match selection criteria FIX.4.3
3 NotAuthorizedToRetrieveInstrumentData Not authorized to retrieve instrument data FIX.4.3
4 InstrumentDataTemporarilyUnavailable Instrument data temporarily unavailable FIX.4.3
5 RequestForInstrumentDataNotSupported Request for instrument data not supported FIX.4.3
FIX.4.4
393 TotNoRelatedSym int Used to indicate the total number of securities being returned for this request. Used in the event that message fragmentation is required. FIX.4.4
715 ClearingBusinessDate LocalMktDate The "Clearing Business Date" referred to by this maintenance request. FIX.4.4
980 SecurityUpdateAction char Specifies New (0), Cancel (1) or Replace (2)
Value SymbolicName Description Added Updated Deprecated
A Add Add FIX.4.4EP8
D Delete Delete FIX.4.4EP8
M Modify Modify FIX.4.4EP8
FIX.4.4
292 CorporateAction MultipleCharValue Identifies the type of Corporate Action that triggered the update
Value SymbolicName Description Added Updated Deprecated
A ExDividend Ex-Dividend FIX.4.2
B ExDistribution Ex-Distribution FIX.4.2
C ExRights Ex-Rights FIX.4.2
D New New FIX.4.2
E ExInterest Ex-Interest FIX.4.2
F CashDividend Cash Dividend FIX.4.4EP4
G StockDividend Stock Dividend FIX.4.4EP4
H NonIntegerStockSplit Non-Integer Stock Split FIX.4.4EP4
I ReverseStockSplit Reverse Stock Split FIX.4.4EP4
J StandardIntegerStockSplit Standard-Integer Stock Split FIX.4.4EP4
K PositionConsolidation Position Consolidation FIX.4.4EP4
L LiquidationReorganization Liquidation Reorganization FIX.4.4EP4
M MergerReorganization Merger Reorganization FIX.4.4EP4
N RightsOffering Rights Offering FIX.4.4EP4
O ShareholderMeeting Shareholder Meeting FIX.4.4EP4
P Spinoff Spinoff FIX.4.4EP4
Q TenderOffer Tender Offer FIX.4.4EP4
R Warrant Warrant FIX.4.4EP4
S SpecialAction Special Action FIX.4.4EP4
T SymbolConversion Symbol Conversion FIX.4.4EP4
U CUSIP CUSIP / Name Change FIX.4.4EP4
V LeapRollover Leap Rollover FIX.4.4EP8
FIX.4.4
893 LastFragment Boolean Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
Value SymbolicName Description Added Updated Deprecated
N NotLastMessage Not Last Message FIX.4.4
Y LastMessage Last Message FIX.4.4
FIX.4.4
SecLstUpdRelSymGrp Specifies the number of repeating symbols (instruments) specified FIX.4.4
StandardTrailer ✔ FIX.4.4

AdjustedPositionReport (35=BL)

Used to report changes in position, primarily in equity options, due to modifications to the underlying due to corporate actions

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = BL FIX.4.4
721 PosMaintRptID ✔ String Unique identifier for this Adjusted Position report FIX.4.4
724 PosReqType int Used to specify the type of position request being made.
Value SymbolicName Description Added Updated Deprecated
0 Positions Positions FIX.4.4
1 Trades Trades FIX.4.4
2 Exercises Exercises FIX.4.4
3 Assignments Assignments FIX.4.4
4 SettlementActivity Settlement Activity FIX.4.4EP4
5 BackoutMessage Backout Message FIX.4.4EP4
FIX.4.4
715 ClearingBusinessDate ✔ LocalMktDate The Clearing Business Date referred to by this maintenance request FIX.4.4
716 SettlSessID String Identifies a specific settlement session
Value SymbolicName Description Added Updated Deprecated
ITD Intraday Intraday FIX.4.4EP1
RTH RegularTradingHours Regular Trading Hours FIX.4.4EP1
ETH ElectronicTradingHours Electronic Trading Hours FIX.4.4EP1
EOD EndOfDay End Of Day FIX.4.4EP4
FIX.4.4
714 PosMaintRptRefID String Reference to a PosMaintRptID (721) from a previous Position Maintenance Report that is being replaced or canceled. FIX.4.4
Parties ✔ Position Account FIX.4.4
PositionQty ✔ Insert here here the set of "Position Qty" fields defined in "Common Components of Application Messages" FIX.4.4
Instrument FIX.4.4
730 SettlPrice Price Settlement Price FIX.4.4
734 PriorSettlPrice Price Prior Settlement Price FIX.4.4
StandardTrailer ✔ FIX.4.4

AllocationInstructionAlert (35=BM)

This message is used in a 3-party allocation model where notification of group creation and group updates to counterparties is needed. The mssage will also carry trade information that comprised the group to the counterparties.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = BM FIX.4.4
70 AllocID ✔ String Unique identifier for this allocation instruction alert message FIX.4.4
71 AllocTransType ✔ char i.e. New, Cancel, Replace
Value SymbolicName Description Added Updated Deprecated
0 New New FIX.2.7
1 Replace Replace FIX.2.7
2 Cancel Cancel FIX.2.7
3 Preliminary Preliminary (without MiscFees and NetMoney) (Removed/Replaced) FIX.4.1 FIX.4.2
4 Calculated Calculated (includes MiscFees and NetMoney) (Removed/Replaced) FIX.4.1 FIX.4.2
5 CalculatedWithoutPreliminary Calculated without Preliminary (sent unsolicited by broker, includes MiscFees and NetMoney) (Removed/Replaced) FIX.4.2 FIX.4.2
6 Reversal Reversal FIX.4.4EP5
FIX.4.4
626 AllocType ✔ int Specifies the purpose or type of Allocation message
Value SymbolicName Description Added Updated Deprecated
1 Calculated Calculated (includes MiscFees and NetMoney) FIX.4.3
2 Preliminary Preliminary (without MiscFees and NetMoney) FIX.4.3
3 SellsideCalculatedUsingPreliminary Sellside Calculated Using Preliminary (includes MiscFees and NetMoney) (Replaced) FIX.4.3 FIX.4.2
4 SellsideCalculatedWithoutPreliminary Sellside Calculated Without Preliminary (sent unsolicited by sellside, includes MiscFees and NetMoney) (Replaced) FIX.4.3 FIX.4.2
5 ReadyToBook Ready-To-Book - Single Order FIX.4.3
6 BuysideReadyToBook Buyside Ready-To-Book - Combined Set of Orders (Replaced) FIX.4.3 FIX.4.2
7 WarehouseInstruction Warehouse Instruction FIX.4.4
8 RequestToIntermediary Request to Intermediary FIX.4.4
9 Accept Accept FIX.4.4EP5
10 Reject Reject FIX.4.4EP5
11 AcceptPending Accept Pending FIX.4.4EP5
12 IncompleteGroup Incomplete Group FIX.4.4EP5
13 CompleteGroup Complete Group FIX.4.4EP5
14 ReversalPending Reversal Pending FIX.4.4EP5
FIX.4.4
793 SecondaryAllocID String Optional second identifier for this allocation instruction (need not be unique) FIX.4.4
72 RefAllocID String Required for AllocTransType = Replace or Cancel FIX.4.4
796 AllocCancReplaceReason int Required for AllocTransType = Replace or Cancel Gives the reason for replacing or cancelling the allocation instruction
Value SymbolicName Description Added Updated Deprecated
1 OriginalDetailsIncomplete Original details incomplete/incorrect FIX.4.4
2 ChangeInUnderlyingOrderDetails Change in underlying order details FIX.4.4
99 Other Other FIX.4.4
FIX.4.4
808 AllocIntermedReqType int Required if AllocType = 8 (Request to Intermediary) Indicates status that is requested to be transmitted to counterparty by the intermediary (i.e. clearing house)
Value SymbolicName Description Added Updated Deprecated
1 PendingAccept Pending Accept FIX.4.4
2 PendingRelease Pending Release FIX.4.4
3 PendingReversal Pending Reversal FIX.4.4
4 Accept Accept FIX.4.4
5 BlockLevelReject Block Level Reject FIX.4.4
6 AccountLevelReject Account Level Reject FIX.4.4
FIX.4.4
196 AllocLinkID String Can be used to link two different Allocation messages (each with unique AllocID) together, i.e. for F/X "Netting" or "Swaps" FIX.4.4
197 AllocLinkType int Can be used to link two different Allocation messages and identifies the type of link. Required if AllocLinkID is specified.
Value SymbolicName Description Added Updated Deprecated
0 FXNetting FX Netting FIX.4.1
1 FXSwap FX Swap FIX.4.1
FIX.4.4
466 BookingRefID String Can be used with AllocType=" Ready-To-Book " FIX.4.4
857 AllocNoOrdersType int Indicates how the orders being booked and allocated by this message are identified, i.e. by explicit definition in the NoOrders group or not.
Value SymbolicName Description Added Updated Deprecated
0 NotSpecified Not Specified FIX.4.4
1 ExplicitListProvided Explicit List Provided FIX.4.4
FIX.4.4
OrdAllocGrp Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1 FIX.4.4
ExecAllocGrp Indicates number of individual execution repeating group entries to follow. Absence of this field indicates that no individual execution entries are included. Primarily used to support step-outs. FIX.4.4
570 PreviouslyReported Boolean Indicates if the trade capture report was previously reported to the counterparty
Value SymbolicName Description Added Updated Deprecated
N NotReportedToCounterparty Not reported to counterparty FIX.4.3
Y PerviouslyReportedToCounterparty Perviously reported to counterparty FIX.4.3
FIX.4.4
700 ReversalIndicator Boolean Indicates a trade that reverses a previous trade. FIX.4.4
574 MatchType String The point in the matching process at which this trade was matched.
Value SymbolicName Description Added Updated Deprecated
60 OnePartyPrivatelyNegotiatedTradeReport One-Party Privately Negotiated Trade Report FIX.4.4EP22
61 TwoPartyPrivatelyNegotiatedTradeReport Two-Party Privately Negotiated Trade Report FIX.4.4EP22
62 ContinuousAutoMatch Continuous Auto-match FIX.4.4EP22
63 CrossAuction Cross Auction FIX.4.4EP22
64 CounterOrderSelection Counter-Order Selection FIX.4.4EP22
65 CallAuction Call Auction FIX.4.4EP22
M3 ACTAcceptedTrade ACT Accepted Trade FIX.4.3
M4 ACTDefaultTrade ACT Default Trade FIX.4.3
M5 ACTDefaultAfterM2 ACT Default After M2 FIX.4.3
M6 ACTM6Match ACT M6 Match FIX.4.3
A1 ExactMatchPlus4BadgesExecTime Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus four badges and execution time (within two-minute window) FIX.4.3
A2 ExactMatchPlus4Badges Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus four badges FIX.4.3
A3 ExactMatchPlus2BadgesExecTime Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges and execution time (within two-minute window) FIX.4.3
A4 ExactMatchPlus2Badges Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges FIX.4.3
A5 ExactMatchPlusExecTime Exact match on Trade Date, Stock Symbol, Quantity, Price, TradeType, and Special Trade Indicator plus execution time (within two-minute window) FIX.4.3
AQ StampedAdvisoriesOrSpecialistAccepts Compared records resulting from stamped advisories or specialist accepts/pair-offs FIX.4.3
S1 A1ExactMatchSummarizedQuantity Summarized match using A1 exact match criteria except quantity is summaried FIX.4.3
S2 A2ExactMatchSummarizedQuantity Summarized match using A2 exact match criteria except quantity is summarized FIX.4.3
S3 A3ExactMatchSummarizedQuantity Summarized match using A3 exact match criteria except quantity is summarized FIX.4.3
S4 A4ExactMatchSummarizedQuantity Summarized match using A4 exact match criteria except quantity is summarized FIX.4.3
S5 A5ExactMatchSummarizedQuantity Summarized match using A5 exact match criteria except quantity is summarized FIX.4.3
M1 ExactMatchMinusBadgesTimes Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator minus badges And times: ACT M1 match FIX.4.3
M2 SummarizedMatchMinusBadgesTimes Summarized match minus badges and times: ACT M2 Match FIX.4.3
MT OCSLockedIn OCS Locked In: Non-ACT FIX.4.3
1 OnePartyTradeReport One-Party Trade Report (privately negotiated trade) FIX.4.4EP22
2 TwoPartyTradeReport Two-Party Trade Report (privately negotiated trade) FIX.4.4EP22
3 ConfirmedTradeReport Confirmed Trade Report (reporting from recognized markets) FIX.4.4EP22
4 AutoMatch Auto-match FIX.4.4EP22
5 CrossAuction Cross Auction FIX.4.4EP22
6 CounterOrderSelection Counter-Order Selection FIX.4.4EP22
7 CallAuction Call Auction FIX.4.4EP22
FIX.4.4
54 Side ✔ char Side of order (see Volume : "Glossary" for value definitions)
Value SymbolicName Description Added Updated Deprecated
1 Buy Buy FIX.2.7
2 Sell Sell FIX.2.7
3 BuyMinus Buy minus FIX.2.7
4 SellPlus Sell plus FIX.2.7
5 SellShort Sell short FIX.2.7
6 SellShortExempt Sell short exempt FIX.2.7
7 Undisclosed Undisclosed (valid for IOI and List Order messages only) FIX.4.1
8 Cross Cross (orders where counterparty is an exchange, valid for all messages except IOIs) FIX.4.1
9 CrossShort Cross short FIX.4.2
A CrossShortExempt Cross short exxmpt FIX.4.3
B AsDefined "As Defined" (for use with multileg instruments) FIX.4.3
C Opposite "Opposite" (for use with multileg instruments) FIX.4.3
D Subscribe Subscribe (e.g. CIV) FIX.4.4
E Redeem Redeem (e.g. CIV) FIX.4.4
F Lend Lend (FINANCING - identifies direction of collateral) FIX.4.4
G Borrow Borrow (FINANCING - identifies direction of collateral) FIX.4.4
FIX.4.4
Instrument ✔ Insert here the set of "Instrument" (symbology) fields defined in "common components of application messages" FIX.4.4
InstrumentExtension Insert here the set of "InstrumentExtension" fields defined in "common components of application messages" FIX.4.4
FinancingDetails Insert here the set of "FinancingDetails" fields defined in "common components of application messages" FIX.4.4
UndInstrmtGrp FIX.4.4
InstrmtLegGrp FIX.4.4
53 Quantity ✔ Qty Total quantity (e.g. number of shares) allocated to all accounts, or that is Ready-To-Book FIX.4.4
854 QtyType int Type of quantity specified in a quantity field:
Value SymbolicName Description Added Updated Deprecated
0 Units Units (shares, par, currency) FIX.4.4
1 Contracts Contracts (if used - must specify ContractMultiplier (tag 231)) FIX.4.4
2 UnitsOfMeasurePerTimeUnit Units of Measure per Time Unit (if used - must specify UnitofMeasure (tag 996) and TimeUnit (tag 997)) FIX.4.4EP5
FIX.4.4
30 LastMkt Exchange Market of the executions. FIX.4.4
229 TradeOriginationDate LocalMktDate Used with Fixed Income for Muncipal New Issue Market. Agreement in principal between counter-parties prior to actual trade date.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate) 		FIX.4.4
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", "TOSTNET", "TOSTNET2", etc).
To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID.
Values should be bi-laterally agreed to between counterparties.
Firms may register Trading Session values on the FIX website (presently a document maintained within "ECN and Exchanges" working group section). 		FIX.4.4
625 TradingSessionSubID String Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties.
Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. 		FIX.4.4
423 PriceType int Code to represent the price type.
(For Financing transactions PriceType implies the "repo type" – Fixed or Floating – 9 (Yield) or 6 (Spread) respectively - and Price (44) gives the corresponding "repo rate".
See Volume : "Glossary" for further value definitions)
Value SymbolicName Description Added Updated Deprecated
1 Percentage Percentage (i.e. percent of par) (often called "dollar price" for fixed income) FIX.4.2
2 PerUnit Per unit (i.e. per share or contract) FIX.4.2
3 FixedAmount Fixed amount (absolute value) FIX.4.2
4 Discount Discount - percentage points below par FIX.4.3
5 Premium Premium - percentage points over par FIX.4.3
6 Spread Spread (basis points spread) FIX.4.3
7 TEDPrice TED Price FIX.4.3
8 TEDYield TED Yield FIX.4.3
9 Yield Yield FIX.4.4
10 FixedCabinetTradePrice Fixed cabinet trade price (primarily for listed futures and options) FIX.4.4
11 VariableCabinetTradePrice Variable cabinet trade price (primarily for listed futures and options) FIX.4.4
13 ProductTicksInHalfs Product ticks in halfs FIX.4.4EP19
14 ProductTicksInFourths Product ticks in fourths FIX.4.4EP19
15 ProductTicksInEights Product ticks in eights FIX.4.4EP19
16 ProductTicksInSixteenths Product ticks in sixteenths FIX.4.4EP19
17 ProductTicksInThirtySeconds Product ticks in thirty-seconds FIX.4.4EP19
18 ProductTicksInSixtyForths Product ticks in sixty-forths FIX.4.4EP19
19 ProductTicksInOneTwentyEights Product ticks in one-twenty-eights FIX.4.4EP19
FIX.4.4
6 AvgPx Price For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). For 3rd party allocations used to convey either basic price or averaged price Optional for average price allocations in the listed derivatives markets where the central counterparty calculates and manages average price across an allocation group. FIX.4.4
860 AvgParPx Price Used to express average price as percent of par (used where AvgPx field is expressed in some other way) FIX.4.4
SpreadOrBenchmarkCurveData Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "common components of application messages" FIX.4.4
15 Currency Currency Currency of AvgPx. Should be the currency of the local market or exchange where the trade was conducted. FIX.4.4
74 AvgPxPrecision int Absence of this field indicates that default precision arranged by the broker/institution is to be used FIX.4.4
Parties Insert here the set of "Parties" (firm identification) fields defined in "common components of application messages" FIX.4.4
75 TradeDate ✔ LocalMktDate Indicates date of trade referenced in this message in YYYYMMDD format. Absence of this field indicates current day (expressed in local time at place of trade). FIX.4.4
60 TransactTime UTCTimestamp Date/time when allocation is generated FIX.4.4
63 SettlType String Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular)
Regular is defined as the default settlement period for the particular security on the exchange of execution.
In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue.
Additionally the following patterns may be uses as well as enum values
Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0
Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0
Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0
Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0
Noted that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days.
Value SymbolicName Description Added Updated Deprecated
0 Regular Regular / FX Spot settlement (T+1 or T+2 depending on currency) FIX.2.7
1 Cash Cash (TOD / T+0) FIX.2.7
2 NextDay Next Day (TOM / T+1) FIX.2.7
3 TPlus2 T+2 FIX.2.7
4 TPlus3 T+3 FIX.2.7
5 TPlus4 T+4 FIX.2.7
6 Future Future FIX.2.7
7 WhenAndIfIssued When And If Issued FIX.2.7
8 SellersOption Sellers Option FIX.2.7
9 TPlus5 T+5 FIX.3.0
B BrokenDate Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified FIX.4.4EP25
C FXSpotNextSettlement FX Spot Next settlement (Spot+1, aka next day) FIX.4.4EP21
FIX.4.4
64 SettlDate LocalMktDate Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. FIX.4.4
775 BookingType int Method for booking. Used to provide notification that this is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking.
Value SymbolicName Description Added Updated Deprecated
0 RegularBooking Regular booking FIX.4.4
1 CFD CFD (Contract for difference) FIX.4.4
2 TotalReturnSwap Total Return Swap FIX.4.4
FIX.4.4
381 GrossTradeAmt Amt Expressed in same currency as AvgPx. Sum of (AllocQty * AllocAvgPx or AllocPrice). FIX.4.4
238 Concession Amt Provides the reduction in price for the secondary market in Muncipals.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) 		FIX.4.4
237 TotalTakedown Amt The price at which the securities are distributed to the different members of an underwriting group for the primary market in Municipals, total gross underwriter's spread.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) 		FIX.4.4
118 NetMoney Amt Expressed in same currency as AvgPx. Sum of AllocNetMoney. FIX.4.4
77 PositionEffect char Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together.
Value SymbolicName Description Added Updated Deprecated
C Close Close FIX.4.1
F FIFO FIFO FIX.4.3
O Open Open FIX.4.1
R Rolled Rolled FIX.4.3
FIX.4.4
754 AutoAcceptIndicator Boolean Indicates if Allocation has been automatically accepted on behalf of the Carry Firm by the Clearing House FIX.4.4
58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.4
354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.4
355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.4
157 NumDaysInterest int Applicable for Convertible Bonds and fixed income FIX.4.4
158 AccruedInterestRate Percentage Applicable for Convertible Bonds and fixed income FIX.4.4
159 AccruedInterestAmt Amt Applicable for Convertible Bonds and fixed income (REMOVED FROM THIS LOCATION AS OF FIX 4.4, REPLACED BY AllocAccruedInterest) FIX.4.4
540 TotalAccruedInterestAmt Amt (Deprecated) use AccruedInterestAmt Sum of AccruedInterestAmt within repeating group. FIX.4.4
738 InterestAtMaturity Amt Amount of interest (i.e. lump-sum) at maturity. FIX.4.4
920 EndAccruedInterestAmt Amt For repurchase agreements the accrued interest on termination. FIX.4.4
921 StartCash Amt For repurchase agreements the start (dirty) cash consideration FIX.4.4
922 EndCash Amt For repurchase agreements the end (dirty) cash consideration FIX.4.4
650 LegalConfirm Boolean Indicates that this message is to serve as the final and legal confirmation.
Value SymbolicName Description Added Updated Deprecated
N DoesNotConsituteALegalConfirm Does not consitute a Legal Confirm FIX.4.3
Y LegalConfirm Legal Confirm FIX.4.3
FIX.4.4
Stipulations FIX.4.4
YieldData FIX.4.4
PositionAmountData Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" FIX.4.4
892 TotNoAllocs int Indicates total number of allocation groups (used to support fragmentation). Must equal the sum of all NoAllocs values across all message fragments making up this allocation instruction. Only required where message has been fragmented. FIX.4.4
893 LastFragment Boolean Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
Value SymbolicName Description Added Updated Deprecated
N NotLastMessage Not Last Message FIX.4.4
Y LastMessage Last Message FIX.4.4
FIX.4.4
AllocGrp Indicates number of allocation groups to follow.
Not required for AllocTransType=Cancel
Not required for AllocType=" Ready-To-Book " or "Warehouse instruction".		 FIX.4.4
819 AvgPxIndicator int Indicates if an allocation is to be average priced. Is also used to indicate if average price allocation group is complete or incomplete.
Value SymbolicName Description Added Updated Deprecated
0 NoAveragePricing No Average Pricing FIX.4.4
1 Trade Trade is part of an average price group identified by the TradeLinkID (820) FIX.4.4
2 LastTrade Last trade is the average price group identified by the TradeLinkID (820) FIX.4.4
FIX.4.4
715 ClearingBusinessDate LocalMktDate Indicates Clearing Business Date for which transaction will be settled. FIX.4.4
828 TrdType int Indicates Trade Type of Allocation.
Value SymbolicName Description Added Updated Deprecated
0 RegularTrade Regular Trade FIX.4.4
1 BlockTrade Block Trade FIX.4.4
2 EFP EFP (Exchange for physical) FIX.4.4
3 Transfer Transfer FIX.4.4
4 LateTrade Late Trade FIX.4.4
5 TTrade T Trade FIX.4.4
6 WeightedAveragePriceTrade Weighted Average Price Trade FIX.4.4
7 BunchedTrade Bunched Trade FIX.4.4
8 LateBunchedTrade Late Bunched Trade FIX.4.4
9 PriorReferencePriceTrade Prior Reference Price Trade FIX.4.4
10 AfterHoursTrade After Hours Trade FIX.4.4
11 ExchangeForRisk Exchange for Risk (EFR) FIX.4.4EP5
12 ExchangeForSwap Exchange for Swap (EFS ) FIX.4.4EP5
13 ExchangeOfFuturesFor Exchange of Futures for (in Market) Futures (EFM ) (e,g, full sized for mini) FIX.4.4EP5
14 ExchangeOfOptionsForOptions Exchange of Options for Options (EOO) FIX.4.4EP5
15 TradingAtSettlement Trading at Settlement FIX.4.4EP5
16 AllOrNone All or None FIX.4.4EP5
17 FuturesLargeOrderExecution Futures Large Order Execution FIX.4.4EP5
18 ExchangeOfFuturesForFutures Exchange of Futures for Futures (external market) (EFF) FIX.4.4EP5
19 OptionInterimTrade Option Interim Trade FIX.4.4EP5
20 OptionCabinetTrade Option Cabinet Trade FIX.4.4EP5
22 PrivatelyNegotiatedTrades Privately Negotiated Trades FIX.4.4EP19
23 SubstitutionOfFuturesForForwards Substitution of Futures for Forwards FIX.4.4EP19
24 ErrorTrade Error trade FIX.4.4EP26
25 SpecialCumDividend Special cum dividend (CD) FIX.4.4EP26
26 SpecialExDividend Special ex dividend (XD) FIX.4.4EP26
27 SpecialCumCoupon Special cum coupon (CC) FIX.4.4EP26
28 SpecialExCoupon Special ex coupon (XC) FIX.4.4EP26
29 CashSettlement Cash settlement (CS) FIX.4.4EP26
30 SpecialPrice Special price (usually net- or all-in price) (SP) FIX.4.4EP26
31 GuaranteedDelivery Guaranteed delivery (GD) FIX.4.4EP26
32 SpecialCumRights Special cum rights (CR) FIX.4.4EP26
33 SpecialExRights Special ex rights (XR) FIX.4.4EP26
34 SpecialCumCapitalRepayments Special cum capital repayments (CP) FIX.4.4EP26
35 SpecialExCapitalRepayments Special ex capital repayments (XP) FIX.4.4EP26
36 SpecialCumBonus Special cum bonus (CB) FIX.4.4EP26
37 SpecialExBonus Special ex bonus (XB) FIX.4.4EP26
38 LargeTrade Block trade (same as large trade) FIX.4.4EP26
39 WorkedPrincipalTrade Worked principal trade (UK-specific) FIX.4.4EP26
40 BlockTrades Block Trades - after market FIX.4.4EP26
41 NameChange Name change FIX.4.4EP26
42 PortfolioTransfer Portfolio transfer FIX.4.4EP26
43 ProrogationBuy Prorogation buy - Euronext Paris only. Is used to defer settlement under French SRD (deferred settlement system) . Trades must be reported as crosses at zero price FIX.4.4EP26
44 ProrogationSell Prorogation sell - see prorogation buy FIX.4.4EP26
45 OptionExercise Option exercise FIX.4.4EP26
46 DeltaNeutralTransaction Delta neutral transaction FIX.4.4EP26
47 FinancingTransaction Financing transaction (includes repo and stock lending) FIX.4.4EP26
FIX.4.4
829 TrdSubType int Indicates TradeSubType of Allocation. Necessary for defining groups.
Value SymbolicName Description Added Updated Deprecated
0 CMTA CMTA FIX.4.4EP4
1 InternalTransferOrAdjustment Internal transfer or adjustment FIX.4.4EP4
2 ExternalTransferOrTransferOfAccount External transfer or transfer of account FIX.4.4EP4
3 RejectForSubmittingSide Reject for submitting side FIX.4.4EP4
4 AdvisoryForContraSide Advisory for contra side FIX.4.4EP4
5 OffsetDueToAnAllocation Offset due to an allocation FIX.4.4EP5
6 OnsetDueToAnAllocation Onset dut to an allocation FIX.4.4EP5
7 DifferentialSpread Differential spread FIX.4.4EP5
8 ImpliedSpreadLegExecutedAgainstAnOutright Implied spread leg executed against an outright FIX.4.4EP5
9 TransactionFromExercise Transaction from exercise FIX.4.4EP5
10 TransactionFromAssignment Transaction from assignment FIX.4.4EP5
11 ACATS ACATS FIX.4.4EP8
14 AI AI (Automated input facility disabled in response to an exchange request.) FIX.4.4EP26
15 B B (Transaction between two member firms where neither member firm is registered as a market maker in the security in question and neither is a designated fund manager. Also used by broker dealers when dealing with another broker which is not a member firm. Non-order book securities only.) FIX.4.4EP26
16 K K (Transaction using block trade facility.) FIX.4.4EP26
17 LC LC (Correction submitted more than three days after publication of the original trade report.) FIX.4.4EP26
18 M M (Transaction, other than a transaction resulting from a stock swap or stock switch, between two market makers registered in that security including IDB or a public display system trades. Non-order book securities only.) FIX.4.4EP26
19 N N (Non-protected portfolio transaction or a fully disclosed portfolio transaction) FIX.4.4EP26
20 NM NM ( i) transaction where Exchange has granted permission for non-publication
ii)IDB is reporting as seller
iii) submitting a transaction report to the Exchange, where the transaction report is not also a trade report.)		 FIX.4.4EP26
21 NR NR (Non-risk transaction in a SEATS security other than an AIM security) FIX.4.4EP26
22 P P (Protected portfolio transaction or a worked principal agreement to effect a portfolio transaction which includes order book securities) FIX.4.4EP26
23 PA PA (Protected transaction notification) FIX.4.4EP26
24 PC PC (Contra trade for transaction which took place on a previous day and which was automatically executed on the Exchange trading system) FIX.4.4EP26
25 PN PN (Worked principal notification for a portfolio transaction which includes order book securities) FIX.4.4EP26
26 R R ( (i) riskless principal transaction between non-members where the buying and selling transactions are executed at different prices or on different terms (requires a trade report with trade type indicator R for each transaction)
(ii) market maker is reporting all the legs of a riskless principal transaction where the buying and selling transactions are executed at different prices (requires a trade report with trade type indicator R for each transaction)or
(iii) market maker is reporting the onward leg of a riskless principal transaction where the legs are executed at different prices, and another market maker has submitted a trade report using trade type indicator M for the first leg (this requires a single trade report with trade type indicator R).)		 FIX.4.4EP26
27 RO RO (Transaction which resulted from the exercise of a traditional option or a stock-settled covered warrant) FIX.4.4EP26
28 RT RT (Risk transaction in a SEATS security, (excluding AIM security) reported by a market maker registered in that security) FIX.4.4EP26
29 SW SW (Transactions resulting from stock swap or a stock switch (one report is required for each line of stock)) FIX.4.4EP26
30 T T (If reporting a single protected transaction) FIX.4.4EP26
31 WN WN (Worked principal notification for a single order book security) FIX.4.4EP26
32 WT WT (Worked principal transaction (other than a portfolio transaction)) FIX.4.4EP26
FIX.4.4
582 CustOrderCapacity int Indicates CTI of original trade marked for allocation.
Value SymbolicName Description Added Updated Deprecated
1 MemberTradingForTheirOwnAccount Member trading for their own account FIX.4.4
2 ClearingFirmTradingForItsProprietaryAccount Clearing Firm trading for its proprietary account FIX.4.4
3 MemberTradingForAnotherMember Member trading for another member FIX.4.4
4 AllOther All other FIX.4.4
FIX.4.4
578 TradeInputSource String Indicates input source of original trade marked for allocation. FIX.4.4
442 MultiLegReportingType char Indicates MultiLegReportType of original trade marked for allocation.
Value SymbolicName Description Added Updated Deprecated
1 SingleSecurity Single security (defualt 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.4.4
1011 MessageEventSource String Used to identify the event or source which gave rise to a message. FIX.4.4
991 RndPx Price Specifies the rounded price to quoted precision. FIX.4.4
StandardTrailer ✔ FIX.4.4

ExecutionAcknowledgement (35=BN)

The Execution Report Acknowledgement message is an optional message that provides dual functionality to notify a trading partner that an electronically received execution has either been accepted or rejected (DK'd).

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = BN FIX.4.4
37 OrderID ✔ String Unique identifier for Order as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day. Firms which accept multi-day orders should consider embedding a date within the OrderID field to assure uniqueness across days. FIX.4.4
198 SecondaryOrderID String Assigned by the party which accepts the order. Can be used to provide the OrderID (37) used by an exchange or executing system. FIX.4.4
11 ClOrdID String Conditionally required if the Execution Report message contains a ClOrdID. FIX.4.4
1036 ExecAckStatus ✔ char Indicates the status of the execution acknowledgement. The "received, not yet processed" is an optional intermediary status that can be used to notify the counterparty that the Execution Report has been received.
Value SymbolicName Description Added Updated Deprecated
0 Received Received, not yet processed FIX.4.4EP-1
1 Accepted Accepted FIX.4.4EP-1
2 Don Don't know / Rejected FIX.4.4EP-1
FIX.4.4
17 ExecID ✔ String The ExecID of the Execution Report being acknowledged. FIX.4.4
127 DKReason char Conditionally required when ExecAckStatus = 2 (Don't know / Rejected).
Value SymbolicName Description Added Updated Deprecated
A UnknownSymbol Unknown Symbol FIX.4.0
B WrongSide Wrong Side FIX.4.0
C QuantityExceedsOrder Quantity Exceeds Order FIX.4.0
D NoMatchingOrder No Matching Order FIX.4.0
E PriceExceedsLimit Price Exceeds Limit FIX.4.0
F CalculationDifference Calculation Difference FIX.4.4
Z Other Other FIX.4.0
FIX.4.4
Instrument ✔ FIX.4.4
UndInstrmtGrp FIX.4.4
InstrmtLegGrp FIX.4.4
54 Side ✔ char Side of order (see Volume : "Glossary" for value definitions)
Value SymbolicName Description Added Updated Deprecated
1 Buy Buy FIX.2.7
2 Sell Sell FIX.2.7
3 BuyMinus Buy minus FIX.2.7
4 SellPlus Sell plus FIX.2.7
5 SellShort Sell short FIX.2.7
6 SellShortExempt Sell short exempt FIX.2.7
7 Undisclosed Undisclosed (valid for IOI and List Order messages only) FIX.4.1
8 Cross Cross (orders where counterparty is an exchange, valid for all messages except IOIs) FIX.4.1
9 CrossShort Cross short FIX.4.2
A CrossShortExempt Cross short exxmpt FIX.4.3
B AsDefined "As Defined" (for use with multileg instruments) FIX.4.3
C Opposite "Opposite" (for use with multileg instruments) FIX.4.3
D Subscribe Subscribe (e.g. CIV) FIX.4.4
E Redeem Redeem (e.g. CIV) FIX.4.4
F Lend Lend (FINANCING - identifies direction of collateral) FIX.4.4
G Borrow Borrow (FINANCING - identifies direction of collateral) FIX.4.4
FIX.4.4
OrderQtyData ✔ FIX.4.4
32 LastQty Qty Conditionally required if specified on the Execution Report FIX.4.4
31 LastPx Price Conditionally Required if specified on the Execution Report FIX.4.4
423 PriceType int Conditionally required if specified on the Execution Report
Value SymbolicName Description Added Updated Deprecated
1 Percentage Percentage (i.e. percent of par) (often called "dollar price" for fixed income) FIX.4.2
2 PerUnit Per unit (i.e. per share or contract) FIX.4.2
3 FixedAmount Fixed amount (absolute value) FIX.4.2
4 Discount Discount - percentage points below par FIX.4.3
5 Premium Premium - percentage points over par FIX.4.3
6 Spread Spread (basis points spread) FIX.4.3
7 TEDPrice TED Price FIX.4.3
8 TEDYield TED Yield FIX.4.3
9 Yield Yield FIX.4.4
10 FixedCabinetTradePrice Fixed cabinet trade price (primarily for listed futures and options) FIX.4.4
11 VariableCabinetTradePrice Variable cabinet trade price (primarily for listed futures and options) FIX.4.4
13 ProductTicksInHalfs Product ticks in halfs FIX.4.4EP19
14 ProductTicksInFourths Product ticks in fourths FIX.4.4EP19
15 ProductTicksInEights Product ticks in eights FIX.4.4EP19
16 ProductTicksInSixteenths Product ticks in sixteenths FIX.4.4EP19
17 ProductTicksInThirtySeconds Product ticks in thirty-seconds FIX.4.4EP19
18 ProductTicksInSixtyForths Product ticks in sixty-forths FIX.4.4EP19
19 ProductTicksInOneTwentyEights Product ticks in one-twenty-eights FIX.4.4EP19
FIX.4.4
669 LastParPx Price Conditionally required if specified on the Execution Report FIX.4.4
14 CumQty Qty Conditionally required if specified on the Execution Report FIX.4.4
6 AvgPx Price Conditionally required if specified on the Execution Report FIX.4.4
58 Text String Conditionally required if DKReason = "other" FIX.4.4
354 EncodedTextLen Length Byte length of encoded (non-ASCII characters) EncodedText (355) field. FIX.4.4
355 EncodedText data Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Text field. FIX.4.4
StandardTrailer ✔ FIX.4.4

TradingSessionList (35=BJ)

The Trading Session List message is sent as a response to a Trading Session List Request. The Trading Session List should contain the characteristics of the trading session and the current state of the trading session.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = BJ FIX.4.4
335 TradSesReqID String Provided for a response to a specific Trading Session List Request message (snapshot). FIX.4.4
TrdSessLstGrp ✔ FIX.4.4
StandardTrailer ✔ FIX.4.4

TradingSessionListRequest (35=BI)

The Trading Session List Request is used to request a list of trading sessions available in a market place and the state of those trading sessions. A successful request will result in a response from the counterparty of a Trading Session List (MsgType=BJ) message that contains a list of zero or more trading sessions.

Tag Name Reqd Type Description Added Updated Deprecated
StandardHeader ✔ MsgType = BI FIX.4.4
335 TradSesReqID ✔ String Must be unique, or the ID of previous Trading Session Status Request to disable if SubscriptionRequestType = Disable previous Snapshot + Update Request (2). FIX.4.4
336 TradingSessionID String Trading Session for which status is being requested FIX.4.4
625 TradingSessionSubID String Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties.
Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. 		FIX.4.4
207 SecurityExchange Exchange Market used to help identify a security.
Valid values:
See "Appendix 6-C" 		FIX.4.4
338 TradSesMethod int Method of Trading
Value SymbolicName Description Added Updated Deprecated
1 Electronic Electronic FIX.4.2
2 OpenOutcry Open Outcry FIX.4.2
3 TwoParty Two Party FIX.4.2
FIX.4.4
339 TradSesMode int Trading Session Mode
Value SymbolicName Description Added Updated Deprecated
1 Testing Testing FIX.4.2
2 Simulated Simulated FIX.4.2
3 Production Production FIX.4.2
FIX.4.4
263 SubscriptionRequestType ✔ char Subscription Request Type
Value SymbolicName Description Added Updated Deprecated
0 Snapshot Snapshot FIX.4.2
1 SnapshotAndUpdates Snapshot + Updates (Subscribe) FIX.4.2
2 DisablePreviousSnapshot Disable previous Snapshot + Update Request (Unsubscribe) FIX.4.2
FIX.4.4
StandardTrailer ✔ FIX.4.4

Components

CommissionData

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

Tag Name Reqd Type Description Added Updated Deprecated
12 Commission Amt Commission. Note if CommType (13) is percentage, Commission of 5% should be represented as .05. FIX.4.3
13 CommType char Commission type
Value SymbolicName Description Added Updated Deprecated
1 PerUnit Per Unit (implying shares, par, currency, etc.) FIX.2.7
2 Percent Percent FIX.2.7
3 Absolute Absolute (total monetary amount) FIX.2.7
4 PercentageWaivedCashDiscount Percentage waived - cash discount (for CIV buy orders) FIX.4.3
5 PercentageWaivedEnhancedUnits Percentage waived -= enhanced units (for CIV buy orders) FIX.4.3
6 PointsPerBondOrContract Points per bond or contract (supply ContractMultiplier (231) in the component block if the object security is denominated in a size other than the industry default - 1000 par for bonds) FIX.4.3
FIX.4.3
479 CommCurrency Currency For CIV - Optional FIX.4.3
497 FundRenewWaiv char For CIV - Optional
Value SymbolicName Description Added Updated Deprecated
N No No FIX.4.3
Y Yes Yes FIX.4.3
FIX.4.3

DiscretionInstructions

The presence of DiscretionInstructions component block on an order indicates that the trader wishes to display one price but will accept trades at another price.

Tag Name Reqd Type Description Added Updated Deprecated
388 DiscretionInst char What the discretionary price is related to (e.g. primary price, display price etc)
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
6 RelatedToVWAP Related to VWAP FIX.4.4
7 AveragePriceGuarantee Average Price Guarantee FIX.4.4EP22
FIX.4.4
389 DiscretionOffsetValue float Amount (signed) added to the "related to" price specified via DiscretionInst, in the context of DiscretionOffsetType FIX.4.4
841 DiscretionMoveType int Describes whether discretion price is static/fixed or floats
Value SymbolicName Description Added Updated Deprecated
0 Floating Floating (default) FIX.4.4
1 Fixed Fixed FIX.4.4
FIX.4.4
842 DiscretionOffsetType int Type of Discretion Offset (e.g. price offset, tick offset etc)
Value SymbolicName Description Added Updated Deprecated
0 Price Price (default) FIX.4.4
1 BasisPoints Basis Points FIX.4.4
2 Ticks Ticks FIX.4.4
3 PriceTier Price Tier / Level FIX.4.4
FIX.4.4
843 DiscretionLimitType int Specifies the nature of the resulting discretion price (e.g. or better limit, strict limit etc)
Value SymbolicName Description Added Updated Deprecated
0 OrBetter Or better (default) - price improvement allowed FIX.4.4
1 Strict Strict - limit is a strict limit FIX.4.4
2 OrWorse Or worse - for a buy the discretion price is a minimum and for a sell the discretion price is a maximum (for use for orders which have a price range) FIX.4.4
FIX.4.4
844 DiscretionRoundDirection int If the calculated discretion price is not a valid tick price, specifies how to round the price (e.g. to be more or less aggressive)
Value SymbolicName Description Added Updated Deprecated
1 MoreAggressive More aggressive - on a buy order round the price up to the nearest tick; on a sell round down to the nearest tick FIX.4.4
2 MorePassive More passive - on a buy order round down to the nearest tick; on a sell order round up to the nearest tick FIX.4.4
FIX.4.4
846 DiscretionScope int The scope of "related to" price of the discretion (e.g. local, global etc)
Value SymbolicName Description Added Updated Deprecated
1 Local Local (Exchange, ECN, ATS) FIX.4.4
2 National National FIX.4.4
3 Global Global FIX.4.4
4 NationalExcludingLocal National excluding local FIX.4.4
FIX.4.4

FinancingDetails

Component block is optionally used only for financing deals to identify the legal agreement under which the deal was made and other unique characteristics of the transaction. The AgreementDesc field refers to base standard documents such as MRA 1996 Repurchase Agreement, GMRA 2000 Bills Transaction (U.K.), MSLA 1993 Securities Loan – Amended 1998, for example.

Tag Name Reqd Type Description Added Updated Deprecated
913 AgreementDesc String The full name of the base standard agreement, annexes and amendments in place between the principals and applicable to this deal FIX.4.4
914 AgreementID String A common reference to the applicable standing agreement between the principals FIX.4.4
915 AgreementDate LocalMktDate A reference to the date the underlying agreement was executed. FIX.4.4
918 AgreementCurrency Currency Currency of the underlying agreement. FIX.4.4
788 TerminationType int For Repos the timing or method for terminating the agreement.
Value SymbolicName Description Added Updated Deprecated
1 Overnight Overnight FIX.4.4
2 Term Term FIX.4.4
3 Flexible Flexible FIX.4.4
4 Open Open FIX.4.4
FIX.4.4
916 StartDate LocalMktDate Settlement date of the beginning of the deal FIX.4.4
917 EndDate LocalMktDate Repayment / repurchase date FIX.4.4
919 DeliveryType int Delivery or custody arrangement for the underlying securities
Value SymbolicName Description Added Updated Deprecated
0 VersusPayment "Versus Payment": Deliver (if sell) or Receive (if buy) vs. (against) Payment FIX.4.4
1 Free "Free": Deliver (if sell) or Receive (if buy) Free FIX.4.4
2 TriParty Tri-Party FIX.4.4
3 HoldInCustody Hold In Custody FIX.4.4
FIX.4.4
898 MarginRatio Percentage Percentage of cash value that underlying security collateral must meet. FIX.4.4

Instrument

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

Tag Name Reqd Type Description Added Updated Deprecated
55 Symbol String Common, "human understood" representation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles) Use "[N/A]" for products which do not have a symbol. FIX.4.3
65 SymbolSfx String Used in Fixed Income with a value of "WI" to indicate "When Issued" for a security to be reissued under an old CUSIP or ISIN or with a value of "CD" to indicate a EUCP with lump-sum interest rather than discount price.
Value SymbolicName Description Added Updated Deprecated
CD EUCPWithLumpSumInterest EUCP with lump-sum interest rather than discount price FIX.4.4EP-1
WI WhenIssued "When Issued" for a security to be reissued under an old CUSIP or ISIN FIX.4.4EP-1
FIX.4.3
48 SecurityID String Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified. FIX.4.3
22 SecurityIDSource String Required if SecurityID is specified.
Value SymbolicName Description Added Updated Deprecated
1 CUSIP CUSIP FIX.2.7
2 SEDOL SEDOL FIX.2.7
3 QUIK QUIK FIX.2.7
4 ISINNumber ISIN number FIX.3.0
5 RICCode RIC code FIX.3.0
6 ISOCurrencyCode ISO Currency Code FIX.4.1
7 ISOCountryCode ISO Country Code FIX.4.1
8 ExchangeSymbol Exchange Symbol FIX.4.2
9 ConsolidatedTapeAssociation Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format) FIX.4.2
A BloombergSymbol Bloomberg Symbol FIX.4.3
B Wertpapier Wertpapier FIX.4.3
C Dutch Dutch FIX.4.3
D Valoren Valoren FIX.4.3
E Sicovam Sicovam FIX.4.3
F Belgian Belgian FIX.4.3
G Common "Common" (Clearstream and Euroclear) FIX.4.3
H ClearingHouse Clearing House / Clearing Organization FIX.4.4
I ISDAFpMLSpecification ISDA/FpML Product Specification (XML in EncodedSecurityDesc) FIX.4.4
J OptionPriceReportingAuthority Option Price Reporting Authority FIX.4.4
K ISDAFpMLURL ISDA/FpML Product URL (URL in SecurityID) FIX.4.4EP15
L LetterOfCredit Letter of Credit FIX.4.4EP8
FIX.4.3
SecAltIDGrp Number of alternate Security Identifiers FIX.4.4
460 Product int Indicates the type of product the security is associated with (high-level category)
Value SymbolicName Description Added Updated Deprecated
1 AGENCY AGENCY FIX.4.3
2 COMMODITY COMMODITY FIX.4.3
3 CORPORATE CORPORATE FIX.4.3
4 CURRENCY CURRENCY FIX.4.3
5 EQUITY EQUITY FIX.4.3
6 GOVERNMENT GOVERNMENT FIX.4.3
7 INDEX INDEX FIX.4.3
8 LOAN LOAN FIX.4.3
9 MONEYMARKET MONEYMARKET FIX.4.3
10 MORTGAGE MORTGAGE FIX.4.3
11 MUNICIPAL MUNICIPAL FIX.4.3
12 OTHER OTHER FIX.4.3
13 FINANCING FINANCING FIX.4.4
FIX.4.3
461 CFICode String Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. FIX.4.3
167 SecurityType String It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. Required for Fixed Income. Refer to Volume 7 - Fixed Income Futures and Options should be specified using the CFICode[461] field instead of SecurityType[167] (Refer to Volume 7 - Recommendations and Guidelines for Futures and Options Markets.)
Value SymbolicName Description Added Updated Deprecated
FUT Future Future FIX.4.1
OPT Option Option FIX.4.1
UST USTreasuryNoteOld US Treasury Note (Deprecated Value Use TNOTE) FIX.4.3 FIX.4.4
USTB USTreasuryBillOld US Treasury Bill (Deprecated Value Use TBILL) FIX.4.1 FIX.4.4
EUSUPRA EuroSupranationalCoupons Euro Supranational Coupons * FIX.4.4
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
SUPRA USDSupranationalCoupons USD Supranational Coupons * FIX.4.4
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
EUCORP EuroCorporateBond Euro Corporate Bond FIX.4.4
XLINKD IndexedLinked Indexed Linked FIX.4.3
STRUCT StructuredNotes Structured Notes FIX.4.3
YANK YankeeCorporateBond Yankee Corporate Bond FIX.4.3
FOR ForeignExchangeContract Foreign Exchange Contract FIX.4.1
CS CommonStock Common Stock FIX.4.1
PS PreferredStock Preferred Stock FIX.4.1
REPO Repurchase Repurchase FIX.4.4
FORWARD Forward Forward FIX.4.4
BUYSELL BuySellback Buy Sellback FIX.4.4
SECLOAN SecuritiesLoan Securities Loan FIX.4.4
SECPLEDGE SecuritiesPledge Securities Pledge FIX.4.4
BRADY BradyBond Brady Bond FIX.4.3
EUSOV EuroSovereigns Euro Sovereigns * FIX.4.4
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
TNOTE USTreasuryNote US Treasury Note FIX.4.4
TBILL USTreasuryBill US Treasury Bill FIX.4.4
TERM TermLoan Term Loan FIX.4.3
RVLV RevolverLoan Revolver Loan FIX.4.3
RVLVTRM Revolver Revolver/Term Loan 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
REPLACD Replaced Replaced FIX.4.3
MATURED Matured Matured FIX.4.3
AMENDED Amended Amended & Restated 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
CP CommercialPaper Commercial Paper FIX.4.1
DN DepositNotes Deposit Notes FIX.4.3
EUCD EuroCertificateOfDeposit Euro Certificate Of Deposit FIX.4.4
EUCP EuroCommercialPaper Euro Commercial Paper FIX.4.4
LQN LiquidityNote Liquidity Note FIX.4.3
MTN MediumTermNotes Medium Term Notes FIX.4.3
ONITE Overnight Overnight FIX.4.3
PN PromissoryNote Promissory Note FIX.4.3
PZFJ PlazosFijos Plazos Fijos FIX.4.3
STN ShortTermLoanNote Short Term Loan Note FIX.4.3
TD TimeDeposit Time Deposit FIX.4.1
XCN ExtendedCommNote Extended Comm Note FIX.4.3
YCD YankeeCertificateOfDeposit Yankee Certificate Of Deposit FIX.4.4
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
MBS MortgageBackedSecurities Mortgage-backed Securities FIX.4.3
MIO MortgageInterestOnly Mortgage Interest Only FIX.4.1
MPO MortgagePrincipalOnly Mortgage Principal Only FIX.4.1
MPP MortgagePrivatePlacement Mortgage Private Placement FIX.4.1
MPT MiscellaneousPassThrough Miscellaneous Pass-through FIX.4.1
PFAND Pfandbriefe Pfandbriefe * FIX.4.4
TBA ToBeAnnounced To Be Announced FIX.4.3
AN OtherAnticipationNotes Other Anticipation Notes (BAN, GAN, etc.) FIX.4.3
COFO CertificateOfObligation Certificate Of Obligation FIX.4.3
COFP CertificateOfParticipation Certificate Of Participation FIX.4.3
GO GeneralObligationBonds General Obligation Bonds FIX.4.3
MT MandatoryTender Mandatory Tender FIX.4.3
RAN RevenueAnticipationNote Revenue Anticipation Note 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
TECP TaxExemptCommercialPaper Tax Exempt Commercial Paper FIX.4.3
TRAN TaxRevenueAnticipationNote Tax Revenue Anticipation Note FIX.4.3
VRDN VariableRateDemandNote Variable Rate Demand Note FIX.4.3
WAR Warrant Warrant FIX.4.1
MF MutualFund Mutual Fund FIX.4.1
MLEG MultilegInstrument Multileg Instrument FIX.4.3
NONE NoSecurityType No Security Type FIX.4.1
OOF OptionsOnFutures Options on Futures FIX.4.4EP19
OOP OptionsOnPhysical Options on Physical FIX.4.4EP19
WLD WildcardEntry Wildcard Entry (was "?" in 4.4, used on Security Definition Request message) FIX.4.4EP-1
CASH Cash Cash FIX.4.4EP28
FIX.4.3
762 SecuritySubType String Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required. FIX.4.4
200 MaturityMonthYear MonthYear Specifies the month and year of maturity. Applicable for standardized derivatives which are typically only referenced by month and year (e.g. S&P futures). Note MaturityDate (a full date) can also be specified. FIX.4.3
541 MaturityDate LocalMktDate Specifies date of maturity (a full date). Note that standardized derivatives which are typically only referenced by month and year (e.g. S&P futures).may use MaturityMonthYear and/or this field. When using MaturityMonthYear, it is recommended that markets and sell sides report the MaturityDate on all outbound messages as a means of data enrichment. FIX.4.3
1079 MaturityTime TZTimeOnly Time of security's maturity expressed in local time with offset to UTC specified FIX.4.4
201 PutOrCall int For Options.
Value SymbolicName Description Added Updated Deprecated
0 Put Put FIX.4.1
1 Call Call FIX.4.1
FIX.4.4
966 SettleOnOpenFlag String Indicator to determine if Instrument is Settle on Open. FIX.4.4
1049 InstrmtAssignmentMethod char Method under which assignment was conducted
Value SymbolicName Description Added Updated Deprecated
R Random Random FIX.4.4EP4
P ProRata ProRata FIX.4.4EP4
FIX.4.4
965 SecurityStatus String Gives the current state of the instrument
Value SymbolicName Description Added Updated Deprecated
1 Active Active FIX.4.4EP-1
2 Inactive Inactive FIX.4.4EP-1
FIX.4.4
224 CouponPaymentDate LocalMktDate Date interest is to be paid. Used in identifying Corporate Bond issues. FIX.4.3
225 IssueDate LocalMktDate Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date. FIX.4.3
239 RepoCollateralSecurityType String Identifies the collateral used in the transaction.
Valid values: see SecurityType (167) field (Note tag # was reserved in FIX 4.1, added in FIX 4.3) 		FIX.4.3 FIX.4.4
226 RepurchaseTerm int Number of business days before repurchase of a repo. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) FIX.4.3 FIX.4.4
227 RepurchaseRate Percentage Percent of par at which a Repo will be repaid. Represented as a percent, e.g. .9525 represents 95-/4 percent of par. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) FIX.4.3 FIX.4.4
228 Factor float For Fixed Income: Amortization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than 1. In TIPS securities this is the Inflation index. Qty * Factor * Price = Gross Trade Amount For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract. (Qty * Price) * Factor = Nominal Value FIX.4.3
255 CreditRating String An evaluation of a company's ability to repay obligations or its likelihood of not defaulting. These evaluation are provided by Credit Rating Agencies, i.e. S&P, Moody's.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) 		FIX.4.3
543 InstrRegistry String The location at which records of ownership are maintained for this instrument, and at which ownership changes must be recorded. Can be used in conjunction with ISIN to address ISIN uniqueness issues. FIX.4.3
470 CountryOfIssue Country ISO Country code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness. FIX.4.3
471 StateOrProvinceOfIssue String A two-character state or province abbreviation. FIX.4.3
472 LocaleOfIssue String The three-character IATA code for a locale (e.g. airport code for Municipal Bonds). FIX.4.3
240 RedemptionDate LocalMktDate Return of investor's principal in a security. Bond redemption can occur before maturity date.(Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) FIX.4.3 FIX.4.4
202 StrikePrice Price Used for derivatives, such as options and covered warrants FIX.4.3
947 StrikeCurrency Currency Used for derivatives FIX.4.4
967 StrikeMultiplier float Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value. FIX.4.4
968 StrikeValue float Used for derivatives. The number of shares/units for the financial instrument involved in the option trade. FIX.4.4
206 OptAttribute char Used for derivatives, such as options and covered warrants to indicate a versioning of the contract when required due to corporate actions to the underlying. Should not be used to indicate type of option - use the CFICode[461] for this purpose. FIX.4.3
231 ContractMultiplier float For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount. FIX.4.3
969 MinPriceIncrement float Minimum price increment for the instrument. Could also be used to represent tick value. FIX.4.4
996 UnitofMeasure String Used to indicate the size of the underlying commodity on which the contract is based (e.g., 2500 lbs of lean cattle, 1000 barrels of crude oil, 1000 bushels of corn, etc.)
Value SymbolicName Description Added Updated Deprecated
Bbl Barrels Barrels FIX.4.4EP-1
Bcf BillionCubicFeet Billion cubic feet FIX.4.4EP-1
Bu Bushels Bushels FIX.4.4EP-1
lbs Pounds pounds FIX.4.4EP-1
Gal Gallons Gallons FIX.4.4EP-1
MMbbl MillionBarrels Million Barrels FIX.4.4EP-1
MMBtu OneMillionBTU One Million BTU FIX.4.4EP-1
MWh MegawattHours Megawatt hours FIX.4.4EP-1
oz_tr TroyOunces Troy Ounces FIX.4.4EP-1
t MetricTons Metric Tons (aka Tonne) FIX.4.4EP-1
tn Tons Tons (US) FIX.4.4EP-1
USD USDollars US Dollars FIX.4.4EP-1
FIX.4.4
997 TimeUnit String Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.)
Value SymbolicName Description Added Updated Deprecated
H Hour Hour FIX.4.4EP-1
Min Minute Minute FIX.4.4EP-1
S Second Second FIX.4.4EP-1
D Day Day FIX.4.4EP-1
Wk Week Week FIX.4.4EP-1
Mo Month Month FIX.4.4EP-1
Yr Year Year FIX.4.4EP-1
FIX.4.4
223 CouponRate Percentage For Fixed Income. FIX.4.3
207 SecurityExchange Exchange Can be used to identify the security. FIX.4.3
970 PositionLimit int Position Limit for the instrument. FIX.4.4
971 NTPositionLimit int Near-term Position Limit for the instrument. FIX.4.4
106 Issuer String Name of security issuer (e.g. International Business Machines, GNMA).
see also Volume 7: "PRODUCT: FIXED INCOME - Euro Issuer Values" 		FIX.4.3
348 EncodedIssuerLen Length Must be set if EncodedIssuer field is specified and must immediately precede it. FIX.4.3
349 EncodedIssuer data Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. FIX.4.3
107 SecurityDesc String Security description. FIX.4.3
350 EncodedSecurityDescLen Length Must be set if EncodedSecurityDesc field is specified and must immediately precede it. FIX.4.3
351 EncodedSecurityDesc data Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. FIX.4.3
691 Pool String Identifies MBS / ABS pool FIX.4.4
667 ContractSettlMonth MonthYear Must be present for MBS/TBA FIX.4.4
875 CPProgram int The program under which a commercial paper is issued
Value SymbolicName Description Added Updated Deprecated
1 Program3a3 3(a)(3) FIX.4.4
2 Program42 4(2) FIX.4.4
99 Other Other FIX.4.4
FIX.4.4
876 CPRegType String The registration type of a commercial paper issuance FIX.4.4
EvntGrp Number of repeating EventType group entries. FIX.4.4
873 DatedDate LocalMktDate If different from IssueDate FIX.4.4
874 InterestAccrualDate LocalMktDate If different from IssueDate and DatedDate FIX.4.4
InstrumentParties Used to identify the parties listing a specific instrument FIX.4.4

InstrumentExtension

The InstrumentExtension component block identifies additional security attributes that are more commonly found for Fixed Income securities.

Tag Name Reqd Type Description Added Updated Deprecated
668 DeliveryForm int Identifies the form of delivery.
Value SymbolicName Description Added Updated Deprecated
1 BookEntry Book Entry (default) FIX.4.4
2 Bearer Bearer FIX.4.4
FIX.4.4
869 PctAtRisk Percentage Percent at risk due to lowest possible call. FIX.4.4
AttrbGrp Number of repeating InstrAttrib group entries. FIX.4.4

InstrumentLeg

The InstrumentLeg component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the InstrumentLeg component block it describes a security used in multileg-oriented messages.

Tag Name Reqd Type Description Added Updated Deprecated
600 LegSymbol String Multileg instrument's individual security’s Symbol.
See Symbol (55) field for description 		FIX.4.3
601 LegSymbolSfx String Multileg instrument's individual security’s SymbolSfx.
See SymbolSfx (65) field for description 		FIX.4.3
602 LegSecurityID String Multileg instrument's individual security’s SecurityID.
See SecurityID (48) field for description 		FIX.4.3
603 LegSecurityIDSource String Multileg instrument's individual security’s SecurityIDSource.
See SecurityIDSource (22) field for description 		FIX.4.3
LegSecAltIDGrp FIX.4.4
607 LegProduct int Multileg instrument's individual security’s Product.
See Product (460) field for description 		FIX.4.3
608 LegCFICode String Multileg instrument's individual security’s CFICode.
See CFICode (461) field for description 		FIX.4.3
609 LegSecurityType String Multileg instrument's individual security’s SecurityType.
See SecurityType (167) field for description 		FIX.4.3
764 LegSecuritySubType String SecuritySubType of the leg instrument.
See SecuritySubType (762) field for description 		FIX.4.4
610 LegMaturityMonthYear MonthYear Multileg instrument's individual security’s MaturityMonthYear.
See MaturityMonthYear (200) field for description 		FIX.4.3
611 LegMaturityDate LocalMktDate Multileg instrument's individual security’s MaturityDate.
See MaturityDate (54) field for description 		FIX.4.3
248 LegCouponPaymentDate LocalMktDate Multileg instrument's individual leg security’s CouponPaymentDate.
See CouponPaymentDate (224) field for description
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate) 		FIX.4.3
249 LegIssueDate LocalMktDate Multileg instrument's individual leg security’s IssueDate.
See IssueDate (225) field for description
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate) 		FIX.4.3
250 LegRepoCollateralSecurityType String Multileg instrument's individual leg security's RepoCollateralSecurityType. See RepoCollateralSecurityType (239) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) FIX.4.3 FIX.4.4
251 LegRepurchaseTerm int Multileg instrument's individual leg security's RepurchaseTerm. See RepurchaseTerm (226) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) FIX.4.3 FIX.4.4
252 LegRepurchaseRate Percentage Multileg instrument's individual leg security's RepurchaseRate. See RepurchaseRate (227) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) FIX.4.3 FIX.4.4
253 LegFactor float Multileg instrument's individual leg security’s Factor.
See Factor (228) field for description
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) 		FIX.4.3
257 LegCreditRating String Multileg instrument's individual leg security’s CreditRating.
See CreditRating (255) field for description
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) 		FIX.4.3
599 LegInstrRegistry String Multileg instrument's individual leg security’s InstrRegistry.
See InstrRegistry (543) field for description 		FIX.4.3
596 LegCountryOfIssue Country Multileg instrument's individual leg security’s CountryOfIssue.
See CountryOfIssue (470) field for description 		FIX.4.3
597 LegStateOrProvinceOfIssue String Multileg instrument's individual leg security’s StateOrProvinceOfIssue.
See StateOrProvinceOfIssue (471) field for description 		FIX.4.3
598 LegLocaleOfIssue String Multileg instrument's individual leg security’s LocaleOfIssue.
See LocaleOfIssue (472) field for description 		FIX.4.3
254 LegRedemptionDate LocalMktDate Multileg instrument's individual leg security's RedemptionDate. See RedemptionDate (240) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) FIX.4.3 FIX.4.4
612 LegStrikePrice Price Multileg instrument's individual security’s StrikePrice.
See StrikePrice (202) field for description 		FIX.4.3
942 LegStrikeCurrency Currency Currency in which the strike price of a instrument leg of a multileg instrument is denominated FIX.4.4
613 LegOptAttribute char Multileg instrument's individual security’s OptAttribute.
See OptAttribute (206) field for description 		FIX.4.3
614 LegContractMultiplier float Multileg instrument's individual security’s ContractMultiplier.
See ContractMultiplier (23) field for description 		FIX.4.3
999 LegUnitofMeasure String Used to indicate the size of the underlying commodity on which the contract is based (e.g., 2500 lbs of lean cattle, 1000 barrels of crude oil, 1000 bushels of corn, etc.) FIX.4.4
1001 LegTimeUnit String Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.) FIX.4.4
615 LegCouponRate Percentage Multileg instrument's individual security’s CouponRate.
See CouponRate (223) field for description 		FIX.4.3
616 LegSecurityExchange Exchange Multileg instrument's individual security’s SecurityExchange.
See SecurityExchange (207) field for description 		FIX.4.3
617 LegIssuer String Multileg instrument's individual security’s Issuer.
See Issuer (106) field for description 		FIX.4.3
618 EncodedLegIssuerLen Length Multileg instrument's individual security’s EncodedIssuerLen.
See EncodedIssuerLen (348) field for description 		FIX.4.3
619 EncodedLegIssuer data Multileg instrument's individual security’s EncodedIssuer.
See EncodedIssuer (349) field for description 		FIX.4.3
620 LegSecurityDesc String Multileg instrument's individual security’s SecurityDesc.
See SecurityDesc (07) field for description 		FIX.4.3
621 EncodedLegSecurityDescLen Length Multileg instrument's individual security’s EncodedSecurityDescLen.
See EncodedSecurityDescLen (350) field for description 		FIX.4.3
622 EncodedLegSecurityDesc data Multileg instrument's individual security’s EncodedSecurityDesc.
See EncodedSecurityDesc (35) field for description 		FIX.4.3
623 LegRatioQty float Specific to the (not in ) FIX.4.3
624 LegSide char Specific to the (not in ) FIX.4.3
556 LegCurrency Currency Specific to the (not in ) FIX.4.4
740 LegPool String Identifies MBS / ABS pool FIX.4.4
739 LegDatedDate LocalMktDate The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date FIX.4.4
955 LegContractSettlMonth MonthYear Specifies when the contract (i.e. MBS/TBA) will settle. FIX.4.4
956 LegInterestAccrualDate LocalMktDate The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date FIX.4.4
1017 LegOptionRatio float Expresses the risk of an option leg
Value must be between -1 and 1.
A Call Option will require a ratio value between 0 and 1
A Put Option will require a ratio value between -1 and 0 		FIX.4.4
566 LegPrice Price Price for leg of a multileg
See Price (44) field for description 		FIX.4.4

LegBenchmarkCurveData

The LegBenchmarkCurveData is used to convey the benchmark information used for pricing in a multi-legged Fixed Income security.

Tag Name Reqd Type Description Added Updated Deprecated
676 LegBenchmarkCurveCurrency Currency LegBenchmarkPrice (679) currency
See BenchmarkCurveCurrency (220) for description and valid values. 		FIX.4.4
677 LegBenchmarkCurveName String Name of the Leg Benchmark Curve.
See BenchmarkCurveName (22) for description and valid values. 		FIX.4.4
678 LegBenchmarkCurvePoint String Identifies the point on the Leg Benchmark Curve.
See BenchmarkCurvePoint (222) for description and valid values. 		FIX.4.4
679 LegBenchmarkPrice Price Used to identify the price of the benchmark security.
See BenchmarkPrice (662) for description and valid values. 		FIX.4.4
680 LegBenchmarkPriceType int The price type of the LegBenchmarkPrice.
See BenchmarkPriceType (663) for description and valid values. 		FIX.4.4

LegStipulations

The LegStipulations component block has the same usage as the Stipulations component block, but for a leg instrument in a multi-legged security.

Tag Name Reqd Type Description Added Updated Deprecated
683 NoLegStipulations NumInGroup Number of leg stipulation entries FIX.4.4
⇒688 LegStipulationType String Required if NoLegStipulations >0 FIX.4.4
⇒689 LegStipulationValue String For Fixed Income, value of stipulation.
See StipulationValue (234) for description and valid values 		FIX.4.4

NestedParties

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

Tag Name Reqd Type Description Added Updated Deprecated
539 NoNestedPartyIDs NumInGroup Repeating group below should contain unique combinations of NestedPartyID, NestedPartyIDSource, and NestedPartyRole FIX.4.3
⇒524 NestedPartyID String Used to identify source of NestedPartyID. Required if NestedPartyIDSource is specified. Required if NoNestedPartyIDs > 0. FIX.4.3
⇒525 NestedPartyIDSource char Used to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0. FIX.4.3
⇒538 NestedPartyRole int Identifies the type of NestedPartyID (e.g. Executing Broker). Required if NoNestedPartyIDs > 0. FIX.4.3
⇒NstdPtysSubGrp Repeating group of NestedParty sub-identifiers. FIX.4.4

OrderQtyData

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

Tag Name Reqd Type Description Added Updated Deprecated
38 OrderQty Qty One of CashOrderQty, OrderQty, or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified. FIX.4.3
152 CashOrderQty Qty One of CashOrderQty, OrderQty, or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified. Specifies the approximate "monetary quantity" for the order. Broker is responsible for converting and calculating OrderQty in tradeable units (e.g. shares) for subsequent messages. FIX.4.3
516 OrderPercent Percentage For CIV - Optional. One of CashOrderQty, OrderQty or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified. FIX.4.3
468 RoundingDirection char For CIV - Optional
Value SymbolicName Description Added Updated Deprecated
0 RoundToNearest Round to nearest FIX.4.3
1 RoundDown Round down FIX.4.3
2 RoundUp Round up FIX.4.3
FIX.4.3
469 RoundingModulus float For CIV - Optional FIX.4.3

Parties

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

Tag Name Reqd Type Description Added Updated Deprecated
453 NoPartyIDs NumInGroup Repeating group below should contain unique combinations of PartyID, PartyIDSource, and PartyRole FIX.4.3
⇒448 PartyID String Used to identify source of PartyID. Required if PartyIDSource is specified. Required if NoPartyIDs > 0. FIX.4.3
⇒447 PartyIDSource char Used to identify class source of PartyID value (e.g. BIC). Required if PartyID is specified. Required if NoPartyIDs > 0.
Value SymbolicName Description Added Updated Deprecated
6 UKNationalInsuranceOrPensionNumber UK National Insurance or Pension Number FIX.4.3
7 USSocialSecurityNumber US Social Security Number FIX.4.3
8 USEmployerOrTaxIDNumber US Employer or Tax ID Number FIX.4.3
9 AustralianBusinessNumber Australian Business Number FIX.4.3
A AustralianTaxFileNumber Australian Tax File Number FIX.4.3
1 KoreanInvestorID Korean Investor ID FIX.4.3
2 TaiwaneseForeignInvestorID Taiwanese Qualified Foreign Investor ID QFII/FID FIX.4.3
3 TaiwaneseTradingAcct Taiwanese Trading Acct FIX.4.3
4 MalaysianCentralDepository Malaysian Central Depository (MCD) number FIX.4.3
5 ChineseInvestorID Chinese Investor ID FIX.4.3
I ISITCAcronym Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document FIX.4.4
B BIC BIC (Bank Identification Code - SWIFT managed) code (ISO9362 - See "Appendix 6-B") FIX.4.3
C GeneralIdentifier Generally accepted market participant identifier (e.g. NASD mnemonic) FIX.4.3
D Proprietary Proprietary / Custom code FIX.4.3
E ISOCountryCode ISO Country Code FIX.4.3
F SettlementEntityLocation Settlement Entity Location (note if Local Market Settlement use "E=ISO Country Code") (see "Appendix 6-G" for valid values) FIX.4.3
G MIC MIC (ISO 10383 - Market Identificer Code) (See "Appendix 6-C") FIX.4.4
H CSDParticipant CSD participant/member code (e.g.. Euroclear, DTC, CREST or Kassenverein number) FIX.4.4
FIX.4.3
⇒452 PartyRole int Identifies the type of PartyID (e.g. Executing Broker). Required if NoPartyIDs > 0.
Value SymbolicName Description Added Updated Deprecated
1 ExecutingFirm Executing Firm (formerly FIX 4.2 ExecBroker) FIX.4.3
2 BrokerOfCredit Broker of Credit (formerly FIX 4.2 BrokerOfCredit) FIX.4.3
3 ClientID Client ID (formerly FIX 4.2 ClientID) FIX.4.3
4 ClearingFirm Clearing Firm (formerly FIX 4.2 ClearingFirm) FIX.4.3
5 InvestorID Investor ID FIX.4.3
6 IntroducingFirm Introducing Firm FIX.4.3
7 EnteringFirm Entering Firm FIX.4.3
8 Locate Locate / Lending Firm (for short-sales) FIX.4.3
9 FundManagerClientID Fund Manager Client ID (for CIV) FIX.4.3
10 SettlementLocation Settlement Location (formerly FIX 4.2 SettlLocation) FIX.4.3
11 OrderOriginationTrader Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order) FIX.4.3
12 ExecutingTrader Executing Trader (associated with Executing Firm - actually executes) FIX.4.3
13 OrderOriginationFirm Order Origination Firm (e.g. buy-side firm) FIX.4.3
14 GiveupClearingFirm Giveup Clearing Firm (firm to which trade is given up) FIX.4.3
15 CorrespondantClearingFirm Correspondant Clearing Firm FIX.4.3
16 ExecutingSystem Executing System FIX.4.3
17 ContraFirm Contra Firm FIX.4.3
18 ContraClearingFirm Contra Clearing Firm FIX.4.3
19 SponsoringFirm Sponsoring Firm FIX.4.3
20 UnderlyingContraFirm Underlying Contra Firm FIX.4.3
21 ClearingOrganization Clearing Organization FIX.4.4
22 Exchange Exchange FIX.4.4
24 CustomerAccount Customer Account FIX.4.4
25 CorrespondentClearingOrganization Correspondent Clearing Organization FIX.4.4
26 CorrespondentBroker Correspondent Broker FIX.4.4
27 Buyer Buyer/Seller (Receiver/Deliverer) FIX.4.4
28 Custodian Custodian FIX.4.4
29 Intermediary Intermediary FIX.4.4
30 Agent Agent FIX.4.4
31 SubCustodian Sub-custodian FIX.4.4
32 Beneficiary Beneficiary FIX.4.4
33 InterestedParty Interested party FIX.4.4
34 RegulatoryBody Regulatory body FIX.4.4
35 LiquidityProvider Liquidity provider FIX.4.4
36 EnteringTrader Entering trader FIX.4.4
37 ContraTrader Contra trader FIX.4.4
38 PositionAccount Position account FIX.4.4
39 ContraInvestorID Contra Investor ID FIX.4.4EP-1
40 TransferToFirm Transfer to Firm FIX.4.4EP-1
41 ContraPositionAccount Contra Position Account FIX.4.4EP5
42 ContraExchange Contra Exchange FIX.4.4EP5
43 InternalCarryAccount Internal Carry Account FIX.4.4EP5
44 OrderEntryOperatorID Order Entry Operator ID FIX.4.4EP5
45 SecondaryAccountNumber Secondary Account Number FIX.4.4EP5
46 ForeignFirm Foriegn Firm FIX.4.4EP8
47 ThirdPartyAllocationFirm Third Party Allocation Firm FIX.4.4EP8
48 ClaimingAccount Claiming Account FIX.4.4EP8
49 AssetManager Asset Manager FIX.4.4EP8
50 PledgorAccount Pledgor Account FIX.4.4EP8
51 PledgeeAccount Pledgee Account FIX.4.4EP8
52 LargeTraderReportableAccount Large Trader Reportable Account FIX.4.4EP8
53 TraderMnemonic Trader mnemonic FIX.4.4EP8
54 SenderLocation Sender Location FIX.4.4EP8
55 SessionID Session ID FIX.4.4EP8
56 AcceptableCounterparty Acceptable Counterparty FIX.4.4EP22
57 UnacceptableCounterparty Unacceptable Counterparty FIX.4.4EP22
58 EnteringUnit Entering Unit FIX.4.4EP22
59 ExecutingUnit Executing Unit FIX.4.4EP22
60 IntroducingBroker Introducing Broker FIX.4.4EP4
61 QuoteOriginator Quote originator FIX.4.4EP26
62 ReportOriginator Report originator FIX.4.4EP26
63 SystematicInternaliser Systematic internaliser (SI) FIX.4.4EP26
64 MultilateralTradingFacility Multilateral Trading Facility (MTF) FIX.4.4EP26
65 RegulatedMarket Regulated Market (RM) FIX.4.4EP26
66 MarketMaker Market Maker FIX.4.4EP26
67 InvestmentFirm Investment Firm FIX.4.4EP26
68 HostCompetentAuthority Host Competent Authority (Host CA) FIX.4.4EP26
69 HomeCompetentAuthority Home Competent Authority (Home CA) FIX.4.4EP26
70 CompetentAuthorityLiquidity Competent Authority of the most relevant market in terms of liquidity (CAL) FIX.4.4EP26
71 CompetentAuthorityTransactionVenue Competent Authority of the Transaction (Execution) Venue (CATV) FIX.4.4EP26
72 ReportingIntermediary Reporting intermediary (medium/vendor via which report has been published) FIX.4.4EP26
73 ExecutionVenue Execution Venue FIX.4.4EP26
74 MarketDataEntryOriginator Market data entry originator FIX.4.4EP26
75 LocationID Location ID FIX.4.4EP26
76 DeskID Desk ID FIX.4.4EP26
77 MarketDataMarket Market data market FIX.4.4EP26
78 AllocationEntity Allocation Entity FIX.4.4EP35
FIX.4.3
⇒PtysSubGrp Repeating group of Party sub-identifiers. FIX.4.4

PegInstructions

The Peg Instructions component block is used to tie the price of a security to a market event such as opening price, mid-price, best price. The Peg Instructions block may also be used to tie the price to the behavior of a related security.

Tag Name Reqd Type Description Added Updated Deprecated
211 PegOffsetValue float Amount (signed) added to the peg for a pegged order in the context of the PegOffsetType FIX.4.4
1094 PegPriceType int Defines the type of peg.
Value SymbolicName Description Added Updated Deprecated
1 LastPeg Last peg (last sale) FIX.4.4EP-1
2 MidPricePeg Mid-price peg (midprice of inside quote) FIX.4.4EP-1
3 OpeningPeg Opening peg FIX.4.4EP-1
4 MarketPeg Market peg FIX.4.4EP-1
5 PrimaryPeg Primary peg (primary market - buy at bid or sell at offer) FIX.4.4EP-1
6 FixedPegToLocalBestBidOrOfferAtTimeOfOrder Fixed Peg to Local best bid or offer at time of order FIX.4.4EP-1
7 PegToVWAP Peg to VWAP FIX.4.4EP-1
8 TrailingStopPeg Trailing Stop Peg FIX.4.4EP-1
9 PegToLimitPrice Peg to Limit Price FIX.4.4EP-1
FIX.4.4
835 PegMoveType int Describes whether peg is static/fixed or floats
Value SymbolicName Description Added Updated Deprecated
0 Floating Floating (default) FIX.4.4
1 Fixed Fixed FIX.4.4
FIX.4.4
836 PegOffsetType int Type of Peg Offset (e.g. price offset, tick offset etc)
Value SymbolicName Description Added Updated Deprecated
0 Price Price (default) FIX.4.4
1 BasisPoints Basis Points FIX.4.4
2 Ticks Ticks FIX.4.4
3 PriceTier Price Tier / Level FIX.4.4
FIX.4.4
837 PegLimitType int Specifies nature of resulting pegged price (e.g. or better limit, strict limit etc)
Value SymbolicName Description Added Updated Deprecated
0 OrBetter Or better (default) - price improvement allowed FIX.4.4
1 Strict Strict - limit is a strict limit FIX.4.4
2 OrWorse Or worse - for a buy the peg limit is a minimum and for a sell the peg limit is a maximum (for use for orders which have a price range) FIX.4.4
FIX.4.4
838 PegRoundDirection int If the calculated peg price is not a valid tick price, specifies how to round the price (e.g. be more or less aggressive)
Value SymbolicName Description Added Updated Deprecated
1 MoreAggressive More aggressive - on a buy order round the price up to the nearest tick; on a sell order round down to the nearest tick FIX.4.4
2 MorePassive More passive - on a buy order round down to the nearest tick; on a sell order round up to the nearest tick FIX.4.4
FIX.4.4
840 PegScope int The scope of the "related to" price of the peg (e.g. local, global etc)
Value SymbolicName Description Added Updated Deprecated
1 Local Local (Exchange, ECN, ATS) FIX.4.4
2 National National FIX.4.4
3 Global Global FIX.4.4
4 NationalExcludingLocal National xxcluding local FIX.4.4
FIX.4.4
1096 PegSecurityIDSource String Required if PegSecurityID is specified. FIX.4.4
1097 PegSecurityID String Requires PegSecurityIDSource if specified. FIX.4.4
1098 PegSymbol String Defines the common, 'human understood' representation of the security off whose prices the order will Peg. FIX.4.4
1099 PegSecurityDesc String Security description of the security off whose prices the order will Peg. FIX.4.4

PositionAmountData

The PositionAmountData component block is used to report netted amounts associated with position quantities. In the listed derivatives market the amount is generally expressing a type of futures variation or option premium. In the equities market this may be the net pay or collect on a given position.

Tag Name Reqd Type Description Added Updated Deprecated
753 NoPosAmt NumInGroup Number of Position Amount entries FIX.4.4
⇒707 PosAmtType String Type of Position amount
Value SymbolicName Description Added Updated Deprecated
CASH CashAmount Cash Amount (Corporate Event) FIX.4.4
CRES CashResidualAmount Cash Residual Amount FIX.4.4
FMTM FinalMarkToMarketAmount Final Mark-to-Market Amount FIX.4.4
IMTM IncrementalMarkToMarketAmount Incremental Mark-to-Market Amount FIX.4.4
PREM PremiumAmount Premium Amount FIX.4.4
SMTM StartOfDayMarkToMarketAmount Start-of-Day Mark-to-Market Amount FIX.4.4
TVAR TradeVariationAmount Trade Variation Amount FIX.4.4
VADJ ValueAdjustedAmount Value Adjusted Amount FIX.4.4
SETL SettlementValue Settlement Value FIX.4.4EP4
FIX.4.4
⇒708 PosAmt Amt Position amount FIX.4.4
⇒1055 PositionCurrency String The Currency in which the position Amount is denominated FIX.4.4

PositionQty

The PositionQty component block specifies the various types of position quantity in the position life-cycle including start-of-day, intraday, trade, adjustments, and end-of-day position quantities. Quantities are expressed in terms of long and short quantities.

Tag Name Reqd Type Description Added Updated Deprecated
702 NoPositions NumInGroup Number of position entries. FIX.4.4
⇒703 PosType String Required if NoPositions > 1
Value SymbolicName Description Added Updated Deprecated
ALC AllocationTradeQty Allocation Trade Qty FIX.4.4
AS OptionAssignment Option Assignment FIX.4.4
ASF AsOfTradeQty As-of Trade Qty FIX.4.4
DLV DeliveryQty Delivery Qty FIX.4.4
ETR ElectronicTradeQty Electronic Trade Qty FIX.4.4
EX OptionExerciseQty Option Exercise Qty FIX.4.4
FIN EndOfDayQty End-of-Day Qty FIX.4.4
IAS IntraSpreadQty Intra-spread Qty FIX.4.4
IES InterSpreadQty Inter-spread Qty FIX.4.4
PA AdjustmentQty Adjustment Qty FIX.4.4
PIT PitTradeQty Pit Trade Qty FIX.4.4
SOD StartOfDayQty Start-of-Day Qty FIX.4.4
SPL IntegralSplit Integral Split FIX.4.4
TA TransactionFromAssignment Transaction from Assignment FIX.4.4
TOT TotalTransactionQty Total Transaction Qty FIX.4.4
TQ TransactionQuantity Transaction Quantity FIX.4.4
TRF TransferTradeQty Transfer Trade Qty FIX.4.4
TX TransactionFromExercise Transaction from Exercise FIX.4.4
XM CrossMarginQty Cross Margin Qty FIX.4.4
RCV ReceiveQuantity Receive Quantity FIX.4.4EP4
CAA CorporateActionAdjustment Corporate Action Adjustment FIX.4.4EP4
DN DeliveryNoticeQty Delivery Notice Qty FIX.4.4EP13
EP ExchangeForPhysicalQty Exchange for Physical Qty FIX.4.4EP13
FIX.4.4
⇒704 LongQty Qty Long Quantity FIX.4.4
⇒705 ShortQty Qty Short Quantity FIX.4.4
⇒706 PosQtyStatus int Status of this position.
Value SymbolicName Description Added Updated Deprecated
0 Submitted Submitted FIX.4.4
1 Accepted Accepted FIX.4.4
2 Rejected Rejected FIX.4.4
FIX.4.4
⇒976 QuantityDate LocalMktDate Date associated with the quantity being reported FIX.4.4
⇒NestedParties Optional repeating group - used to associate or distribute position to a specific party other than the party that currently owns the position. FIX.4.4

SettlInstructionsData

The SettlInstructionsData component block is used to convey key information regarding standing settlement and delivery instructions. It also provides a reference to standing settlement details regarding the source, delivery instructions, and settlement parties

Tag Name Reqd Type Description Added Updated Deprecated
172 SettlDeliveryType int Required if AllocSettlInstType = 1 or 2
Value SymbolicName Description Added Updated Deprecated
0 Versus "Versus. Payment": Deliver (if Sell) or Receive (if Buy) vs. (Against) Payment FIX.4.4EP35
1 Free "Free": Deliver (if Sell) or Receive (if Buy) Free FIX.4.4EP35
2 TriParty Tri-Party FIX.4.4EP35
3 HoldInCustody Hold In Custody FIX.4.4EP35
FIX.4.4
169 StandInstDbType int Required if AllocSettlInstType = 3 (should not be populated otherwise)
Value SymbolicName Description Added Updated Deprecated
0 Other Other FIX.4.1
1 DTCSID DTC SID FIX.4.1
2 ThomsonALERT Thomson ALERT FIX.4.1
3 AGlobalCustodian A Global Custodian (StandInstDBName (70) must be provided) FIX.4.1
4 AccountNet AccountNet FIX.4.4
FIX.4.4
170 StandInstDbName String Required if AllocSettlInstType = 3 (should not be populated otherwise) FIX.4.4
171 StandInstDbID String Identifier used within the StandInstDbType Required if AllocSettlInstType = 3 (should not be populated otherwise) FIX.4.4
DlvyInstGrp Required (and must be > 0) if AllocSettlInstType = 2 (should not be populated otherwise) FIX.4.4

SettlParties

The SettlParties component block is used in a similar manner as Parties Block within the context of settlement instruction messages to distinguish between parties involved in the settlement and parties who are expected to execute the settlement process.

Tag Name Reqd Type Description Added Updated Deprecated
781 NoSettlPartyIDs NumInGroup Repeating group below should contain unique combinations of SettlPartyID, SettlPartyIDSource, and SettlPartyRole FIX.4.4
⇒782 SettlPartyID String Used to identify source of SettlPartyID. Required if SettlPartyIDSource is specified. Required if NoSettlPartyIDs > 0. FIX.4.4
⇒783 SettlPartyIDSource char Used to identify class source of SettlPartyID value (e.g. BIC). Required if SettlPartyID is specified. Required if NoSettlPartyIDs > 0. FIX.4.4
⇒784 SettlPartyRole int Identifies the type of SettlPartyID (e.g. Executing Broker). Required if NoSettlPartyIDs > 0. FIX.4.4
⇒SettlPtysSubGrp Repeating group of SettlParty sub-identifiers. FIX.4.4

SpreadOrBenchmarkCurveData

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

Tag Name Reqd Type Description Added Updated Deprecated
218 Spread PriceOffset For Fixed Income FIX.4.3
220 BenchmarkCurveCurrency Currency Identifies currency used for benchmark curve. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) 		FIX.4.3
221 BenchmarkCurveName String Name of benchmark curve.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
Value SymbolicName Description Added Updated Deprecated
EONIA EONIA EONIA FIX.4.4EP-1
EUREPO EUREPO EUREPO FIX.4.4EP-1
Euribor Euribor Euribor FIX.4.3
FutureSWAP FutureSWAP FutureSWAP FIX.4.3
LIBID LIBID LIBID FIX.4.3
LIBOR LIBOR LIBOR (London Inter-Bank Offer) FIX.4.3
MuniAAA MuniAAA MuniAAA FIX.4.3
OTHER OTHER OTHER FIX.4.3
Pfandbriefe Pfandbriefe Pfandbriefe FIX.4.3
SONIA SONIA SONIA FIX.4.4EP-1
SWAP SWAP SWAP FIX.4.3
Treasury Treasury Treasury FIX.4.3
FIX.4.3
222 BenchmarkCurvePoint String Point on benchmark curve. Free form values: e.g. "Y", "7Y", "INTERPOLATED".
Sample values:
M = combination of a number between 1-12 and a "M" for month
Y = combination of number between 1-100 and a "Y" for year}
10Y-OLD = see above, then add "-OLD" when appropriate
INTERPOLATED = the point is mathematically derived
2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon
See Fixed Income-specific documentation at http://www.fixprotocol.org for additional values.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) 		FIX.4.3
662 BenchmarkPrice Price Specifies the price of the benchmark. FIX.4.4
663 BenchmarkPriceType int Must be present if BenchmarkPrice is used. FIX.4.4
699 BenchmarkSecurityID String The identifier of the benchmark security, e.g. Treasury against Corporate bond. FIX.4.4
761 BenchmarkSecurityIDSource String Source of BenchmarkSecurityID. If not specified, then ID Source is understood to be the same as that in the Instrument block. FIX.4.4

Stipulations

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

Tag Name Reqd Type Description Added Updated Deprecated
232 NoStipulations NumInGroup Number of stipulation entries
(Note tag # was reserved in FIX 4.1, added in FIX 4.3). 		FIX.4.3
⇒233 StipulationType String Required if NoStipulations >0
Value SymbolicName Description Added Updated Deprecated
AMT AlternativeMinimumTax Alternative Minimum Tax (Y/N) FIX.4.4
AUTOREINV AutoReinvestment Auto Reinvestment at or better FIX.4.4
BANKQUAL BankQualified Bank qualified (Y/N) FIX.4.4
BGNCON BargainConditions Bargain conditions (see StipulationValue (234) for values) FIX.4.4
COUPON CouponRange Coupon range FIX.4.4
CURRENCY ISOCurrencyCode ISO Currency Code FIX.4.4
CUSTOMDATE CustomStart Custom start/end date FIX.4.4
GEOG Geographics Geographics and % range (ex. 234=CA 0-80 [minimum of 80% California assets]) FIX.4.3
HAIRCUT ValuationDiscount Valuation Discount FIX.4.4
INSURED Insured Insured (Y/N) FIX.4.4
ISSUE IssueDate Year Or Year/Month of Issue (ex. 234=2002/09) FIX.4.3
ISSUER Issuer Issuer's ticker FIX.4.4
ISSUESIZE IssueSizeRange issue size range FIX.4.4
LOOKBACK LookbackDays Lookback Days FIX.4.4
LOT ExplicitLotIdentifier Explicit lot identifier FIX.4.4
LOTVAR LotVariance Lot Variance (value in percent maximum over- or under-allocation allowed) FIX.4.3
MAT MaturityYearAndMonth Maturity Year And Month FIX.4.3
MATURITY MaturityRange Maturity range FIX.4.4
MAXSUBS MaximumSubstitutions Maximum substitutions (Repo) FIX.4.4
MINDNOM MinimumDenomination Minimum denomination FIX.4.4
MININCR MinimumIncrement Minimum increment FIX.4.4
MINQTY MinimumQuantity Minimum quantity FIX.4.4
PAYFREQ PaymentFrequency Payment frequency, calendar FIX.4.4
PIECES NumberOfPieces Number Of Pieces FIX.4.3
PMAX PoolsMaximum Pools Maximum FIX.4.3
PPL PoolsPerLot Pools per Lot FIX.4.3
PPM PoolsPerMillion Pools per Million FIX.4.3
PPT PoolsPerTrade Pools per Trade FIX.4.3
PRICE PriceRange Price Range FIX.4.4
PRICEFREQ PricingFrequency Pricing frequency FIX.4.4
PROD ProductionYear Production Year FIX.4.3
PROTECT CallProtection Call protection FIX.4.4
PURPOSE Purpose Purpose FIX.4.4
PXSOURCE BenchmarkPriceSource Benchmark price source FIX.4.4
RATING RatingSourceAndRange Rating source and range FIX.4.4
REDEMPTION TypeOfRedemption Type Of Redemption - values are: NonCallable, Prefunded, EscrowedToMaturity, Putable, Convertible FIX.4.4
RESTRICTED Restricted Restricted (Y/N) FIX.4.4
SECTOR MarketSector Market Sector FIX.4.4
SECTYPE SecurityTypeIncludedOrExcluded Security Type included or excluded FIX.4.4
STRUCT Structure Structure FIX.4.4
SUBSFREQ SubstitutionsFrequency Substitutions frequency (Repo) FIX.4.4
SUBSLEFT SubstitutionsLeft Substitutions left (Repo) FIX.4.4
TEXT FreeformText Freeform Text FIX.4.4
TRDVAR TradeVariance Trade Variance (value in percent maximum over- or under-allocation allowed) FIX.4.3
WAC WeightedAverageCoupon Weighted Average Coupon - value in percent (exact or range) plus "Gross" or "Net" of servicing spread (the default) (ex. 234=6.5-Net [minimum of 6.5% net of servicing fee]) FIX.4.3
WAL WeightedAverageLifeCoupon Weighted Average Life Coupon - value in percent (exact or range) FIX.4.3
WALA WeightedAverageLoanAge Weighted Average Loan Age - value in months (exact or range) FIX.4.3
WAM WeightedAverageMaturity Weighted Average Maturity - value in months (exact or range) FIX.4.3
WHOLE WholePool Whole Pool (Y/N) FIX.4.4
YIELD YieldRange Yield Range FIX.4.4
ABS AbsolutePrepaymentSpeed Absolute Prepayment Speed FIX.4.3
CPP ConstantPrepaymentPenalty Constant Prepayment Penalty FIX.4.3
CPR ConstantPrepaymentRate Constant Prepayment Rate FIX.4.3
CPY ConstantPrepaymentYield Constant Prepayment Yield FIX.4.3
HEP FinalCPROfHomeEquityPrepaymentCurve final CPR of Home Equity Prepayment Curve FIX.4.3
MHP PercentOfManufacturedHousingPrepaymentCurve Percent of Manufactured Housing Prepayment Curve FIX.4.3
MPR MonthlyPrepaymentRate Monthly Prepayment Rate FIX.4.3
PPC PercentOfProspectusPrepaymentCurve Percent of Prospectus Prepayment Curve FIX.4.3
PSA PercentOfBMAPrepaymentCurve Percent of BMA Prepayment Curve FIX.4.3
SMM SingleMonthlyMortality Single Monthly Mortality FIX.4.3
FIX.4.3
⇒234 StipulationValue String For Fixed Income. Value of stipulation.
The expression can be an absolute single value or a combination of values and logical operators:
< value
> value
<= value
>= value
value
value – value2
value OR value2
value AND value2
YES
NO
Bargain conditions recognized by the London Stock Exchange – to be used when StipulationType is "BGNCON".
CD = Special cum Dividend
XD = Special ex Dividend
CC = Special cum Coupon
XC = Special ex Coupon
CB = Special cum Bonus
XB = Special ex Bonus
CR = Special cum Rights
XR = Special ex Rights
CP = Special cum Capital Repayments
XP = Special ex Capital Repayments
CS = Cash Settlement
SP = Special Price
TR = Report for European Equity Market Securities in accordance with Chapter 8 of the Rules.
GD = Guaranteed Delivery
Values for StipulationType = "PXSOURCE":
BB GENERIC
BB FAIRVALUE
BROKERTEC
ESPEED
GOVPX
HILLIARD FARBER
ICAP
TRADEWEB
TULLETT LIBERTY
If a particular side of the market is wanted append /BID /OFFER or /MID.
plus appropriate combinations of the above and other expressions by mutual agreement of the counterparties.
Examples: ">=60", ".25", "ORANGE OR CONTRACOSTA", etc.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) 		FIX.4.3

TrdRegTimestamps

The TrdRegTimestamps component block is used to express timestamps for an order or trade that are required by regulatory agencies These timesteamps are used to identify the timeframes for when an order or trade is received on the floor, received and executed by the broker, etc.

Tag Name Reqd Type Description Added Updated Deprecated
768 NoTrdRegTimestamps NumInGroup Number of TrdRegTimestamp (769) entries FIX.4.4
⇒769 TrdRegTimestamp UTCTimestamp Required if NoTrdRegTimestamps > 1 FIX.4.4
⇒770 TrdRegTimestampType int Required if NoTrdRegTimestamps > 1
Value SymbolicName Description Added Updated Deprecated
1 ExecutionTime Execution Time FIX.4.4
2 TimeIn Time In FIX.4.4
3 TimeOut Time Out FIX.4.4
4 BrokerReceipt Broker Receipt FIX.4.4
5 BrokerExecution Broker Execution FIX.4.4
6 DeskReceipt Desk Receipt FIX.4.4EP9
FIX.4.4
⇒771 TrdRegTimestampOrigin String None FIX.4.4
⇒1033 DeskType String Type of Trading desk
Value SymbolicName Description Added Updated Deprecated
A Agency Agency FIX.4.4EP-1
AR Arbitrage Arbitrage FIX.4.4EP-1
D Derivatives Derivatives FIX.4.4EP-1
IN International International FIX.4.4EP-1
IS Institutional Institutional FIX.4.4EP-1
O Other Other FIX.4.4EP-1
PF PreferredTrading Preferred Trading FIX.4.4EP-1
PR Proprietary Proprietary FIX.4.4EP-1
PT ProgramTrading Program Trading FIX.4.4EP-1
S Sales Sales FIX.4.4EP-1
T Trading Trading FIX.4.4EP-1
FIX.4.4
⇒1034 DeskTypeSource int None
Value SymbolicName Description Added Updated Deprecated
1 NASDOATS NASD OATS FIX.4.4EP-1
FIX.4.4
⇒1035 DeskOrderHandlingInst MultipleStringValue None
Value SymbolicName Description Added Updated Deprecated
ADD AddOnOrder Add-on Order FIX.4.4EP-1
AON AllOrNone All or None FIX.4.4EP-1
CNH CashNotHeld Cash Not Held FIX.4.4EP-1
DIR DirectedOrder Directed Order FIX.4.4EP-1
E.W ExchangeForPhysicalTransaction Exchange for Physical Transaction FIX.4.4EP-1
FOK FillOrKill Fill or Kill FIX.4.4EP-1
IO ImbalanceOnly Imbalance Only FIX.4.4EP-1
IOC ImmediateOrCancel Immediate or Cancel FIX.4.4EP-1
LOO LimitOnOpen Limit On Open FIX.4.4EP-1
LOC LimitOnClose Limit on Close FIX.4.4EP-1
MAO MarketAtOpen Market at Open FIX.4.4EP-1
MAC MarketAtClose Market at Close FIX.4.4EP-1
MOO MarketOnOpen Market on Open FIX.4.4EP-1
MOC MarketOnClose Market On Close FIX.4.4EP-1
MQT MinimumQuantity Minimum Quantity FIX.4.4EP-1
NH NotHeld Not Held FIX.4.4EP-1
OVD OverTheDay Over the Day FIX.4.4EP-1
PEG Pegged Pegged FIX.4.4EP-1
RSV ReserveSizeOrder Reserve Size Order FIX.4.4EP-1
S.W StopStockTransaction Stop Stock Transaction FIX.4.4EP-1
SCL Scale Scale FIX.4.4EP-1
TMO TimeOrder Time Order FIX.4.4EP-1
TS TrailingStop Trailing Stop FIX.4.4EP-1
WRK Work Work FIX.4.4EP-1
FIX.4.4

UnderlyingInstrument

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

Tag Name Reqd Type Description Added Updated Deprecated
311 UnderlyingSymbol String Underlying security’s Symbol.
See Symbol (55) field for description 		FIX.4.3
312 UnderlyingSymbolSfx String Underlying security’s SymbolSfx.
See SymbolSfx (65) field for description 		FIX.4.3
309 UnderlyingSecurityID String Underlying security’s SecurityID.
See SecurityID (48) field for description 		FIX.4.3
305 UnderlyingSecurityIDSource String Underlying security’s SecurityIDSource.
Valid values: see SecurityIDSource (22) field 		FIX.4.3
UndSecAltIDGrp FIX.4.4
462 UnderlyingProduct int Underlying security’s Product.
Valid values: see Product(460) field 		FIX.4.3
463 UnderlyingCFICode String Underlying security’s CFICode.
Valid values: see CFICode (461) field 		FIX.4.3
310 UnderlyingSecurityType String Underlying security’s SecurityType.
Valid values: see SecurityType (167) field
(see below for details concerning this fields use in conjunction with SecurityType=REPO)
The following applies when used in conjunction with SecurityType=REPO
Represents the general or specific type of security that underlies a financing agreement
Valid values for SecurityType=REPO:
If bonds of a particular issuer or country are wanted in an Order or are in the basket of an Execution and the SecurityType is not granular enough, include the UnderlyingIssuer (306), UnderlyingCountryOfIssue (592), UnderlyingProgram, UnderlyingRegType and/or < UnderlyingStipulations > block e.g.: 		FIX.4.3
763 UnderlyingSecuritySubType String Underlying security’s SecuritySubType.
See SecuritySubType (762) field for description 		FIX.4.4
313 UnderlyingMaturityMonthYear MonthYear Underlying security’s MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate (542) field.
See MaturityMonthYear (200) field for description 		FIX.4.3
542 UnderlyingMaturityDate LocalMktDate Underlying security’s maturity date.
See MaturityDate (541) field for description 		FIX.4.3
315 UnderlyingPutOrCall int Underlying security's PutOrCall. See PutOrCall field for description FIX.4.3
241 UnderlyingCouponPaymentDate LocalMktDate Underlying security’s CouponPaymentDate.
See CouponPaymentDate (224) field for description
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate) 		FIX.4.3
242 UnderlyingIssueDate LocalMktDate Underlying security’s IssueDate.
See IssueDate (225) field for description
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate) 		FIX.4.3
243 UnderlyingRepoCollateralSecurityType String Underlying security's RepoCollateralSecurityType. See RepoCollateralSecurityType (239) field for description.(Note tag # was reserved in FIX 4.1, added in FIX 4.3) FIX.4.3 FIX.4.4
244 UnderlyingRepurchaseTerm int Underlying security's RepurchaseTerm. See RepurchaseTerm (226) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) FIX.4.3 FIX.4.4
245 UnderlyingRepurchaseRate Percentage Underlying security's RepurchaseRate. See RepurchaseRate (227) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) FIX.4.3 FIX.4.4
246 UnderlyingFactor float Underlying security’s Factor.
See Factor (228) field for description
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) 		FIX.4.3
256 UnderlyingCreditRating String Underlying security’s CreditRating.
See CreditRating (255) field for description
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) 		FIX.4.3
595 UnderlyingInstrRegistry String Underlying security’s InstrRegistry.
See InstrRegistry (543) field for description 		FIX.4.3
592 UnderlyingCountryOfIssue Country Underlying security’s CountryOfIssue.
See CountryOfIssue (470) field for description 		FIX.4.3
593 UnderlyingStateOrProvinceOfIssue String Underlying security’s StateOrProvinceOfIssue.
See StateOrProvinceOfIssue (471) field for description 		FIX.4.3
594 UnderlyingLocaleOfIssue String Underlying security’s LocaleOfIssue.
See LocaleOfIssue (472) field for description 		FIX.4.3
247 UnderlyingRedemptionDate LocalMktDate Underlying security's RedemptionDate. See RedemptionDate (240) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) FIX.4.3 FIX.4.4
316 UnderlyingStrikePrice Price Underlying security’s StrikePrice.
See StrikePrice (202) field for description 		FIX.4.3
941 UnderlyingStrikeCurrency Currency Currency in which the strike price of an underlying instrument is denominated FIX.4.4
317 UnderlyingOptAttribute char Underlying security’s OptAttribute.
See OptAttribute (206) field for description 		FIX.4.3
436 UnderlyingContractMultiplier float Underlying security’s ContractMultiplier.
See ContractMultiplier (231) field for description 		FIX.4.3
998 UnderlyingUnitofMeasure String Used to indicate the size of the underlying commodity on which the contract is based (e.g., 2500 lbs of lean cattle, 1000 barrels of crude oil, 1000 bushels of corn, etc.) FIX.4.4
1000 UnderlyingTimeUnit String Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.) FIX.4.4
435 UnderlyingCouponRate Percentage Underlying security’s CouponRate.
See CouponRate (223) field for description 		FIX.4.3
308 UnderlyingSecurityExchange Exchange Underlying security’s SecurityExchange. Can be used to identify the underlying security.
Valid values: see SecurityExchange (207) 		FIX.4.3
306 UnderlyingIssuer String Underlying security’s Issuer.
See Issuer (06) field for description 		FIX.4.3
362 EncodedUnderlyingIssuerLen Length Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) field. FIX.4.3
363 EncodedUnderlyingIssuer data Encoded (non-ASCII characters) representation of the UnderlyingIssuer (306) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingIssuer field. FIX.4.3
307 UnderlyingSecurityDesc String Underlying security’s SecurityDesc.
See SecurityDesc (07) field for description 		FIX.4.3
364 EncodedUnderlyingSecurityDescLen Length Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc (365) field. FIX.4.3
365 EncodedUnderlyingSecurityDesc data Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc (307) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingSecurityeDesc field. FIX.4.3
877 UnderlyingCPProgram String The program under which the underlying commercial paper is issued FIX.4.4
878 UnderlyingCPRegType String The registration type of the underlying commercial paper issuance FIX.4.4
972 UnderlyingAllocationPercent Percentage Specific to the < UnderlyingInstrument > Percent of the Strike Price that this underlying represents. Necessary for derivatives that deliver into more than one underlying instrument. FIX.4.4
318 UnderlyingCurrency Currency Specific to the (not in ) FIX.4.4
879 UnderlyingQty Qty Specific to the (not in ) Unit amount of the underlying security (par, shares, currency, etc.) FIX.4.4
975 UnderlyingSettlementType int Specific to the < UnderlyingInstrument > Indicates order settlement period for the underlying deliverable component.
Value SymbolicName Description Added Updated Deprecated
2 TPlus1 T+1 FIX.4.4EP-1
4 TPlus3 T+3 FIX.4.4EP-1
5 TPlus4 T+4 FIX.4.4EP-1
FIX.4.4
973 UnderlyingCashAmount Amt Specific to the < UnderlyingInstrument > Cash amount associated with the underlying component. Necessary for derivatives that deliver into more than one underlying instrument and one of the underlying's is a fixed cash value. FIX.4.4
974 UnderlyingCashType String Specific to the < UnderlyingInstrument > Used for derivatives that deliver into cash underlying. Indicates that the cash is either fixed or difference value (difference between strike and current underlying price)
Value SymbolicName Description Added Updated Deprecated
FIXED FIXED FIXED FIX.4.4EP-1
DIFF DIFF DIFF FIX.4.4EP-1
FIX.4.4
810 UnderlyingPx Price Specific to the (not in ) In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket. FIX.4.4
882 UnderlyingDirtyPrice Price Specific to the (not in ) In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest FIX.4.4
883 UnderlyingEndPrice Price Specific to the (not in ) In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement. FIX.4.4
884 UnderlyingStartValue Amt Specific to the (not in ) Currency value attributed to this collateral at the start of the agreement FIX.4.4
885 UnderlyingCurrentValue Amt Specific to the (not in ) Currency value currently attributed to this collateral FIX.4.4
886 UnderlyingEndValue Amt Specific to the (not in ) Currency value attributed to this collateral at the end of the agreement FIX.4.4
UnderlyingStipulations Specific to the (not in )
Insert here the contents of the Component Block		 FIX.4.4
1044 UnderlyingAdjustedQuantity Qty Specific to the (not in ). For listed derivatives margin management, this is the number of shares adjusted for upcoming corporate action. Used only for securities which are optionable and are between ex-date and settlement date (4 days). FIX.4.4
1045 UnderlyingFXRate float Specific to the (not in ). Foreign exchange rate used to compute UnderlyingCurrentValue (885) (or market value) from UnderlyingCurrency (318) to Currency (15). FIX.4.4
1046 UnderlyingFXRateCalc char Specific to the (not in ). Specified whether UnderlyingFxRate (1045) should be multiplied or divided to derive UnderlyingCurrentValue (885).
Value SymbolicName Description Added Updated Deprecated
D Divide Divide FIX.4.4EP-1
M Multiply Multiply FIX.4.4EP-1
FIX.4.4
1038 UnderlyingCapValue Amt Maximum notional value for a capped financial instrument FIX.4.4
UndlyInstrumentParties FIX.4.4
1039 UnderlyingSettlMethod String None FIX.4.4

YieldData

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

Tag Name Reqd Type Description Added Updated Deprecated
235 YieldType String Type of yield. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)
Value SymbolicName Description Added Updated Deprecated
AFTERTAX AfterTaxYield After Tax Yield (Municipals) FIX.4.3
ANNUAL AnnualYield Annual Yield FIX.4.3
ATISSUE YieldAtIssue Yield At Issue (Municipals) FIX.4.3
AVGMATURITY YieldToAverageMaturity Yield To Avg Maturity FIX.4.3
BOOK BookYield Book Yield FIX.4.3
CALL YieldToNextCall Yield to Next Call FIX.4.3
CHANGE YieldChangeSinceClose Yield Change Since Close FIX.4.3
CLOSE ClosingYield Closing Yield FIX.4.3
COMPOUND CompoundYield Compound Yield FIX.4.3
CURRENT CurrentYield Current Yield FIX.4.3
GOVTEQUIV GvntEquivalentYield Gvnt Equivalent Yield FIX.4.3
GROSS TrueGrossYield True Gross Yield FIX.4.3
INFLATION YieldWithInflationAssumption Yield with Inflation Assumption FIX.4.3
INVERSEFLOATER InverseFloaterBondYield Inverse Floater Bond Yield FIX.4.3
LASTCLOSE MostRecentClosingYield Most Recent Closing Yield FIX.4.3
LASTMONTH ClosingYieldMostRecentMonth Closing Yield Most Recent Month FIX.4.3
LASTQUARTER ClosingYieldMostRecentQuarter Closing Yield Most Recent Quarter FIX.4.3
LASTYEAR ClosingYieldMostRecentYear Closing Yield Most Recent Year FIX.4.3
LONGAVGLIFE YieldToLongestAverageLife Yield to Longest Average Life FIX.4.3
MARK MarkToMarketYield Mark to Market Yield FIX.4.3
MATURITY YieldToMaturity Yield to Maturity FIX.4.3
NEXTREFUND YieldToNextRefund Yield to Next Refund (Sinking Fund Bonds) FIX.4.3
OPENAVG OpenAverageYield Open Average Yield FIX.4.3
PREVCLOSE PreviousCloseYield Previous Close Yield FIX.4.3
PROCEEDS ProceedsYield Proceeds Yield FIX.4.3
PUT YieldToNextPut Yield to Next Put FIX.4.3
SEMIANNUAL SemiAnnualYield Semi-annual Yield FIX.4.3
SHORTAVGLIFE YieldToShortestAverageLife Yield to Shortest Average Life FIX.4.3
SIMPLE SimpleYield Simple Yield FIX.4.3
TAXEQUIV TaxEquivalentYield Tax Equivalent Yield FIX.4.3
TENDER YieldToTenderDate Yield to Tender Date FIX.4.3
TRUE TrueYield True Yield FIX.4.3
VALUE1_32 YieldValueOf32nds Yield Value Of 1/32 FIX.4.4EP-1
WORST YieldToWorst Yield To Worst FIX.4.3
FIX.4.3
236 Yield Percentage Yield percentage.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3) 		FIX.4.3
701 YieldCalcDate LocalMktDate Include as needed to clarify yield irregularities associated with date, e.g. when it falls on a non-business day. FIX.4.4
696 YieldRedemptionDate LocalMktDate Date to which the yield has been calculated (i.e. maturity, par call or current call, pre-refunded date). FIX.4.4
697 YieldRedemptionPrice Price Price to which the yield has been calculated. FIX.4.4
698 YieldRedemptionPriceType int The price type of the YieldRedemptionPrice (697)
See PriceType (423) for description and valid values. 		FIX.4.4

UnderlyingStipulations

The UnderlyingStipulations component block has the same usage as the Stipulations component block, but for an underlying security.

Tag Name Reqd Type Description Added Updated Deprecated
887 NoUnderlyingStips NumInGroup Number of underlying stipulation entries FIX.4.4
⇒888 UnderlyingStipType String Required if NoUnderlyingStips >0 FIX.4.4
⇒889 UnderlyingStipValue String Value of stipulation.
Same values as StipulationValue (234) 		FIX.4.4

StandardHeader

The standard FIX message header

Tag Name Reqd Type Description Added Updated Deprecated
8 BeginString ✔ String FIXT.1.1 (Always unencrypted, must be first field in message) FIX.4.0
9 BodyLength ✔ Length (Always unencrypted, must be second field in message) FIX.4.0
35 MsgType ✔ String (Always unencrypted, must be third field in message)
Value SymbolicName Description Added Updated Deprecated
0 Heartbeat Heartbeat FIX.2.7
1 TestRequest Test Request FIX.2.7
2 ResendRequest Resend Request FIX.2.7
3 Reject Reject FIX.2.7
4 SequenceReset Sequence Reset FIX.2.7
5 Logout Logout FIX.2.7
6 IOI Indication of Interest FIX.2.7
7 Advertisement Advertisement FIX.2.7
8 ExecutionReport Execution Report FIX.2.7
9 OrderCancelReject Order Cancel Reject FIX.2.7
A Logon Logon FIX.2.7
B News News FIX.2.7
C Email Email FIX.2.7
D NewOrderSingle New Order - Single FIX.2.7
E NewOrderList New Order - List FIX.2.7
F OrderCancelRequest Order Cancel Request FIX.2.7
G OrderCancelReplaceRequest Order Cancel/Replace Request (a.k.a. Order Modification Request) FIX.2.7
H OrderStatusRequest Order Status Request FIX.2.7
J AllocationInstruction Allocation Instruction FIX.2.7
K ListCancelRequest List Cancel Request FIX.2.7
L ListExecute List Execute FIX.2.7
M ListStatusRequest List Status Request FIX.2.7
N ListStatus List Status FIX.2.7
P AllocationInstructionAck Allocation Instruction Ack FIX.2.7
Q DontKnowTrade Don't Know Trade (DK) FIX.4.0
R QuoteRequest Quote Request FIX.4.0
S Quote Quote FIX.4.0
T SettlementInstructions Settlement Instructions FIX.4.1
V MarketDataRequest Market Data Request FIX.4.2
W MarketDataSnapshotFullRefresh Market Data - Snapshot/Full Refresh FIX.4.2
X MarketDataIncrementalRefresh Market Data - Incremental Refresh FIX.4.2
Y MarketDataRequestReject Market Data Request Reject FIX.4.2
Z QuoteCancel Quote Cancel FIX.4.2
a QuoteStatusRequest Quote Status Request FIX.4.2
b MassQuoteAcknowledgement Mass Quote Acknowledgement FIX.4.2
c SecurityDefinitionRequest Security Definition Request FIX.4.2
d SecurityDefinition Security Definition FIX.4.2
e SecurityStatusRequest Security Status Request FIX.4.2
f SecurityStatus Security Status FIX.4.2
g TradingSessionStatusRequest Trading Session Status Request FIX.4.2
h TradingSessionStatus Trading Session Status FIX.4.2
i MassQuote Mass Quote FIX.4.2
j BusinessMessageReject Business Message Reject FIX.4.2
k BidRequest Bid Request FIX.4.2
l BidResponse Bid Response (lowercase L) FIX.4.2
m ListStrikePrice List Strike Price FIX.4.2
n XMLNonFIX XML message (e.g. non FIX Msg Type) FIX.4.3
o RegistrationInstructions Registration Instructions FIX.4.3
p RegistrationInstructionsResponse Registration Instructions Response FIX.4.3
q OrderMassCancelRequest Order Mass Cancel Request FIX.4.3
r OrderMassCancelReport Order Mass Cancel Report FIX.4.3
s NewOrderCross New Order - Cross FIX.4.3
t CrossOrderCancelReplaceRequest Cross Order Cancel/Replace Request (a.k.a. Cross Order Modification Request) FIX.4.3
u CrossOrderCancelRequest Cross Order Cancel Request FIX.4.3
v SecurityTypeRequest Security Type Request FIX.4.3
w SecurityTypes Security Types FIX.4.3
x SecurityListRequest Security List Request FIX.4.3
y SecurityList Security List FIX.4.3
z DerivativeSecurityListRequest Derivative Security List Request FIX.4.3
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
AJ QuoteResponse Quote Response FIX.4.4
AK Confirmation Confirmation FIX.4.4
AL PositionMaintenanceRequest Position Maintenance Request FIX.4.4
AM PositionMaintenanceReport Position Maintenance Report FIX.4.4
AN RequestForPositions Request For Positions FIX.4.4
AO RequestForPositionsAck Request For Positions Ack FIX.4.4
AP PositionReport Position Report FIX.4.4
AQ TradeCaptureReportRequestAck Trade Capture Report Request Ack FIX.4.4
AR TradeCaptureReportAck Trade Capture Report Ack FIX.4.4
AS AllocationReport Allocation Report (a.k.a. Allocation Claim) FIX.4.4
AT AllocationReportAck Allocation Report Ack (a.k.a. Allocation Claim Ack) FIX.4.4
AU ConfirmationAck Confirmation Ack (a.k.a. Affirmation) FIX.4.4
AV SettlementInstructionRequest Settlement Instruction Request FIX.4.4
AW AssignmentReport Assignment Report FIX.4.4
AX CollateralRequest Collateral Request FIX.4.4
AY CollateralAssignment Collateral Assignment FIX.4.4
AZ CollateralResponse Collateral Response FIX.4.4
BA CollateralReport Collateral Report FIX.4.4
BB CollateralInquiry Collateral Inquiry FIX.4.4
BC NetworkCounterpartySystemStatusRequest Network Counterparty System Status Request FIX.4.4
BD NetworkCounterpartySystemStatusResponse Network Counterparty System Status Response FIX.4.4
BE UserRequest User Request FIX.4.4
BF UserResponse User Response FIX.4.4
BG CollateralInquiryAck Collateral Inquiry Ack FIX.4.4
BH ConfirmationRequest Confirmation Request FIX.4.4
BI TradingSessionListRequest Trading Session List Request FIX.4.4EP25
BJ TradingSessionList Trading Session List FIX.4.4EP25
BK SecurityListUpdateReport Security List Update Report FIX.4.4EP25
BL AdjustedPositionReport Adjusted Position Report FIX.4.4EP25
BM AllocationInstructionAlert Allocation Instruction Alert FIX.4.4EP25
BN ExecutionAcknowledgement Execution Acknowledgement FIX.4.4EP25
BO ContraryIntentionReport Contrary Intention Report FIX.4.4EP25
BP SecurityDefinitionUpdateReport Security Definition Update Report FIX.4.4EP25
FIX.4.0
1128 ApplVerID String Indicates application version using a service pack identifier. The ApplVerID applies to a specific message occurrence.
Value SymbolicName Description Added Updated Deprecated
0 FIX27 FIX27 FIX.4.4EP-1
1 FIX30 FIX30 FIX.4.4EP-1
2 FIX40 FIX40 FIX.4.4EP-1
3 FIX41 FIX41 FIX.4.4EP-1
4 FIX42 FIX42 FIX.4.4EP-1
5 FIX43 FIX43 FIX.4.4EP-1
6 FIX44 FIX44 FIX.4.4EP-1
7 FIX50 FIX50 FIX.4.4EP-1
FIX.4.4
1129 CstmApplVerID String Used to support bilaterally agreed custom functionality FIX.4.4
49 SenderCompID ✔ String (Always unencrypted) FIX.4.0
56 TargetCompID ✔ String (Always unencrypted) FIX.4.0
115 OnBehalfOfCompID String Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.) FIX.4.0
128 DeliverToCompID String Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.) FIX.4.0
90 SecureDataLen Length Required to identify length of encrypted section of message. (Always unencrypted) FIX.4.0
91 SecureData data Required when message body is encrypted. Always immediately follows SecureDataLen field. FIX.4.0
34 MsgSeqNum ✔ SeqNum (Can be embedded within encrypted data section.) FIX.4.0
50 SenderSubID String (Can be embedded within encrypted data section.) FIX.4.0
142 SenderLocationID String Sender's LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.) FIX.4.1
57 TargetSubID String "ADMIN" reserved for administrative messages not intended for a specific user. (Can be embedded within encrypted data section.) FIX.4.0
143 TargetLocationID String Trading partner LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.) FIX.4.1
116 OnBehalfOfSubID String Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.) FIX.4.0
144 OnBehalfOfLocationID String Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.) FIX.4.1
129 DeliverToSubID String Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.) FIX.4.0
145 DeliverToLocationID String Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.) FIX.4.1
43 PossDupFlag Boolean Always required for retransmitted messages, whether prompted by the sending system or as the result of a resend request. (Can be embedded within encrypted data section.)
Value SymbolicName Description Added Updated Deprecated
N OriginalTransmission Original transmission FIX.2.7
Y PossibleDuplicate Possible duplicate FIX.2.7
FIX.4.0
97 PossResend Boolean Required when message may be duplicate of another message sent under a different sequence number. (Can be embedded within encrypted data section.)
Value SymbolicName Description Added Updated Deprecated
N OriginalTransmission Original Transmission FIX.4.1
Y PossibleResend Possible Resend FIX.4.1
FIX.4.0
52 SendingTime ✔ UTCTimestamp (Can be embedded within encrypted data section.) FIX.4.0
122 OrigSendingTime UTCTimestamp Required for message resent as a result of a ResendRequest. If data is not available set to same value as SendingTime (Can be embedded within encrypted data section.) FIX.4.0
212 XmlDataLen Length Required when specifying XmlData to identify the length of a XmlData message block. (Can be embedded within encrypted data section.) FIX.4.2
213 XmlData data Can contain a XML formatted message block (e.g. FIXML). Always immediately follows XmlDataLen field. (Can be embedded within encrypted data section.) See Volume 1: FIXML Support FIX.4.2
347 MessageEncoding String Type of message encoding (non-ASCII characters) used in a message’s "Encoded" fields. Required if any "Encoding" fields are used. FIX.4.2
369 LastMsgSeqNumProcessed SeqNum The last MsgSeqNum value received by the FIX engine and processed by downstream application, such as trading system or order routing system. Can be specified on every message sent. Useful for detecting a backlog with a counterparty. FIX.4.2
HopGrp Number of repeating groups of historical "hop" information. Only applicable if OnBehalfOfCompID is used, however, its use is optional. Note that some market regulations or counterparties may require tracking of message hops. FIX.4.4

StandardTrailer

The standard FIX message trailer

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

NestedParties2

The NestedParties2 component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message.. Use of NestedParties2 under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax.

Tag Name Reqd Type Description Added Updated Deprecated
756 NoNested2PartyIDs NumInGroup Repeating group below should contain unique combinations of Nested2PartyID, Nested2PartyIDSource, and Nested2PartyRole FIX.4.4
⇒757 Nested2PartyID String Used to identify source of Nested2PartyID. Required if Nested2PartyIDSource is specified. Required if NoNested2PartyIDs > 0. FIX.4.4
⇒758 Nested2PartyIDSource char Used to identify class source of Nested2PartyID value (e.g. BIC). Required if Nested2PartyID is specified. Required if NoNested2PartyIDs > 0. FIX.4.4
⇒759 Nested2PartyRole int Identifies the type of Nested2PartyID (e.g. Executing Broker). Required if NoNested2PartyIDs > 0. FIX.4.4
⇒NstdPtys2SubGrp Repeating group of Nested2Party sub-identifiers. FIX.4.4

NestedParties3

The NestedParties3 component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message.. Use of NestedParties3 under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax.

Tag Name Reqd Type Description Added Updated Deprecated
948 NoNested3PartyIDs NumInGroup Repeating group below should contain unique combinations of Nested3PartyID, Nested3PartyIDSource, and Nested3PartyRole FIX.4.4
⇒949 Nested3PartyID String Used to identify source of Nested3PartyID. Required if Nested3PartyIDSource is specified. Required if NoNested3PartyIDs > 0. FIX.4.4
⇒950 Nested3PartyIDSource char Used to identify class source of Nested3PartyID value (e.g. BIC). Required if Nested3PartyID is specified. Required if NoNested3PartyIDs > 0. FIX.4.4
⇒951 Nested3PartyRole int Identifies the type of Nested3PartyID (e.g. Executing Broker). Required if NoNested3PartyIDs > 0. FIX.4.4
⇒NstdPtys3SubGrp Repeating group of Nested3Party sub-identifiers. FIX.4.4

AffectedOrdGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
534 NoAffectedOrders NumInGroup Optional field used to indicate the number of order identifiers for orders affected by the Order Mass Cancel Request. Must be followed with OrigClOrdID as the next field FIX.4.4
⇒41 OrigClOrdID String Required if NoAffectedOrders > 0 Indicates the client order id of an order affected by the Order Mass Cancel Request. FIX.4.4
⇒535 AffectedOrderID String Contains the OrderID assigned by the counterparty of an affected order. Not required as part of the repeating group. FIX.4.4
⇒536 AffectedSecondaryOrderID String Contains the SecondaryOrderID assigned by the counterparty of an affected order. Not required as part of the repeating group FIX.4.4

AllocAckGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
78 NoAllocs NumInGroup This repeating group is optionally used for messages with AllocStatus = 2 (account level reject), AllocStatus = 0 (accepted), to provide details of the individual accounts that were accepted or rejected. In the case of a reject, the reasons for the rejection should be specified. This group should not be populated where AllocStatus has any other value. Indicates number of allocation groups to follow. FIX.4.4
⇒79 AllocAccount String Required if NoAllocs > 0. Must be first field in repeating group. FIX.4.4
⇒661 AllocAcctIDSource int Used to identify the source of the AllocAccount (79) code.
See AcctIDSource (660) for valid values. 		FIX.4.4
⇒366 AllocPrice Price Used when performing "executed price" vs. "average price" allocations (e.g. Japan). AllocAccount plus AllocPrice form a unique Allocs entry. Used in lieu of AllocAvgPx. FIX.4.4
⇒1047 AllocPositionEffect 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
O Open Open FIX.4.4EP-1
C Close Close FIX.4.4EP-1
R Rolled Rolled FIX.4.4EP-1
F FIFO FIFO FIX.4.4EP-1
FIX.4.4
⇒467 IndividualAllocID String Unique identifier for a specific NoAllocs (78) repeating group instance (e.g. for an AllocAccount). FIX.4.4
⇒776 IndividualAllocRejCode int Required if NoAllocs > 0. FIX.4.4
⇒NestedParties FIX.4.4
⇒161 AllocText String Free format text field related to this AllocAccount (can be used here to hold text relating to the rejection of this AllocAccount) FIX.4.4
⇒360 EncodedAllocTextLen Length Must be set if EncodedAllocText field is specified and must immediately precede it. FIX.4.4
⇒361 EncodedAllocText data Encoded (non-ASCII characters) representation of the AllocText field in the encoded format specified via the MessageEncoding field. FIX.4.4
⇒989 SecondaryIndividualAllocID String Will allow the intermediary to specify an allocation ID generated by the system FIX.4.4
⇒993 AllocCustomerCapacity String Will allow for granular reporting of separate allocation detail within a single trade report or allocation message. FIX.4.4
⇒992 IndividualAllocType int Identifies whether the allocation is to be sub-allocated or allocated to a third party.
Value SymbolicName Description Added Updated Deprecated
1 SubAllocate Sub Allocate FIX.4.4EP-1
2 ThirdPartyAllocation Third Party Allocation FIX.4.4EP-1
FIX.4.4
⇒80 AllocQty Qty Quantity to be allocated to specific sub-account FIX.4.4

AllocGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
78 NoAllocs NumInGroup Conditionally required except when AllocTransType = Cancel, or when AllocType = Ready-to-book or Warehouse instruction FIX.4.4
⇒79 AllocAccount String May be the same value as BrokerOfCredit if ProcessCode is step-out or soft-dollar step-out and Institution does not wish to disclose individual account breakdowns to the ExecBroker. Required if NoAllocs > 0. Must be first field in repeating group. Conditionally required except when for AllocTransType="Cancel", or when AllocType= "Ready-To-Book" or "Warehouse instruction". FIX.4.4
⇒661 AllocAcctIDSource int Used to identify the source of the AllocAccount (79) code.
See AcctIDSource (660) for valid values. 		FIX.4.4
⇒573 MatchStatus char The status of this trade with respect to matching or comparison.
Value SymbolicName Description Added Updated Deprecated
0 Compared Compared, matched or affirmed FIX.4.3
1 Uncompared Uncompared, unmatched, or unaffired FIX.4.3
2 AdvisoryOrAlert Advisory or alert FIX.4.3
FIX.4.4
⇒366 AllocPrice Price Used when performing "executed price" vs. "average price" allocations (e.g. Japan). AllocAccount plus AllocPrice form a unique Allocs entry. Used in lieu of AllocAvgPx. FIX.4.4
⇒80 AllocQty Qty Conditionally required except when for AllocTransType="Cancel", or when AllocType= "Ready-To-Book" or "Warehouse instruction". FIX.4.4
⇒467 IndividualAllocID String Unique identifier for a specific NoAllocs (78) repeating group instance (e.g. for an AllocAccount). FIX.4.4
⇒81 ProcessCode char Processing code for sub-account. Absence of this field in AllocAccount (79) / AllocPrice (366) /AllocQty (80) / ProcessCode instance indicates regular trade.
Value SymbolicName Description Added Updated Deprecated
0 Regular Regular FIX.2.7
1 SoftDollar Soft Dollar FIX.2.7
2 StepIn Step-In FIX.2.7
3 StepOut Step-Out FIX.2.7
4 SoftDollarStepIn Soft-dollar Step-In FIX.2.7
5 SoftDollarStepOut Soft-dollar Step-Out FIX.2.7
6 PlanSponsor Plan Sponsor FIX.4.0
FIX.4.4
⇒989 SecondaryIndividualAllocID String Can be used by an intermediary to specify an allocation ID assigned by the intermediary's system. FIX.4.4
⇒1002 AllocMethod int Specifies the method under which a trade quantity was allocated.
Value SymbolicName Description Added Updated Deprecated
1 Automatic Automatic FIX.4.4EP-1
2 Guarantor Guarantor FIX.4.4EP-1
3 Manual Manual FIX.4.4EP-1
FIX.4.4
⇒993 AllocCustomerCapacity String Can be used for granular reporting of separate allocation detail within a single trade report or allocation message. FIX.4.4
⇒1047 AllocPositionEffect 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
O Open Open FIX.4.4EP-1
C Close Close FIX.4.4EP-1
R Rolled Rolled FIX.4.4EP-1
F FIFO FIFO FIX.4.4EP-1
FIX.4.4
⇒992 IndividualAllocType int Identifies whether the allocation is to be sub-allocated or allocated to a third party
Value SymbolicName Description Added Updated Deprecated
1 SubAllocate Sub Allocate FIX.4.4EP-1
2 ThirdPartyAllocation Third Party Allocation FIX.4.4EP-1
FIX.4.4
⇒NestedParties Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages"
Used for NestedPartyRole=BrokerOfCredit, ClientID, Settlement location (PSET), etc.
Note: this field can be used for settlement location (PSET) information.		 FIX.4.4
⇒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.4.4
⇒209 AllocHandlInst int Indicates how the receiver (i.e. third party) of Allocation message should handle/process the account details.
Value SymbolicName Description Added Updated Deprecated
1 Match Match FIX.4.1
2 Forward Forward FIX.4.1
3 ForwardAndMatch Forward and Match FIX.4.1
FIX.4.4
⇒161 AllocText String Free format text field related to this AllocAccount FIX.4.4
⇒360 EncodedAllocTextLen Length Must be set if EncodedAllocText field is specified and must immediately precede it. FIX.4.4
⇒361 EncodedAllocText data Encoded (non-ASCII characters) representation of the AllocText field in the encoded format specified via the MessageEncoding field. FIX.4.4
⇒CommissionData Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages" FIX.4.4
⇒153 AllocAvgPx Price AvgPx for this AllocAccount. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points) for this allocation. For Fixed Income always express value as "percent of par". FIX.4.4
⇒154 AllocNetMoney Amt NetMoney for this AllocAccount ((AllocQty * AllocAvgPx) - Commission - sum of MiscFeeAmt + AccruedInterestAmt) if a Sell ((AllocQty * AllocAvgPx) + Commission + sum of MiscFeeAmt + AccruedInterestAmt) if a Buy FIX.4.4
⇒119 SettlCurrAmt Amt Replaced by AllocSettlCurrAmt FIX.4.4 FIX.4.4
⇒737 AllocSettlCurrAmt Amt AllocNetMoney in AllocSettlCurrency for this AllocAccount if AllocSettlCurrency is different from "overall" Currency FIX.4.4
⇒120 SettlCurrency Currency Replaced by AllocSettlCurrency SettlCurrency for this AllocAccount if different from "overall" Currency. Required if SettlCurrAmt is specified. FIX.4.4 FIX.4.4
⇒736 AllocSettlCurrency Currency AllocSettlCurrency for this AllocAccount if different from "overall" Currency. Required if AllocSettlCurrAmt is specified. FIX.4.4
⇒155 SettlCurrFxRate float Foreign exchange rate used to compute AllocSettlCurrAmt from Currency to AllocSettlCurrency FIX.4.4
⇒156 SettlCurrFxRateCalc char Specifies whether the SettlCurrFxRate should be multiplied or divided
Value SymbolicName Description Added Updated Deprecated
M Multiply Multiply FIX.4.4EP38
D Divide Divide FIX.4.4EP38
FIX.4.4
⇒742 AllocAccruedInterestAmt Amt Applicable for Convertible Bonds and fixed income FIX.4.4
⇒741 AllocInterestAtMaturity Amt Applicable for securities that pay interest in lump-sum at maturity FIX.4.4
⇒MiscFeesGrp FIX.4.4
⇒ClrInstGrp FIX.4.4
⇒635 ClearingFeeIndicator String Indicates type of fee being assessed of the customer for trade executions at an exchange. Applicable for futures markets only at this time.
(Values source CBOT, CME, NYBOT, and NYMEX):
Value SymbolicName Description Added Updated Deprecated
1 FirstYearDelegate 1st year delegate trading for own account FIX.4.3
2 SecondYearDelegate 2nd year delegate trading for own account FIX.4.3
3 ThirdYearDelegate 3rd year delegate trading for own account FIX.4.3
4 FourthYearDelegate 4th year delegate trading for own account FIX.4.3
5 FifthYearDelegate 5th year delegate trading for own account FIX.4.3
9 SixthYearDelegate 6th year delegate trading for own account FIX.4.3
B CBOEMember CBOE Member FIX.4.3
C NonMemberAndCustomer Non-member and Customer FIX.4.3
E EquityMemberAndClearingMember Equity Member and Clearing Member FIX.4.3
F FullAndAssociateMember Full and Associate Member trading for own account and as floor brokers FIX.4.3
H Firms106HAnd106J 106.H and 106.J firms FIX.4.3
I GIM GIM, IDEM and COM Membership Interest Holders FIX.4.3
L Lessee106FEmployees Lessee 106.F Employees FIX.4.3
M AllOtherOwnershipTypes All other ownership types FIX.4.3
FIX.4.4
⇒780 AllocSettlInstType int Used to indicate whether settlement instructions are provided on this message, and if not, how they are to be derived. Absence of this field implies use of default instructions.
Value SymbolicName Description Added Updated Deprecated
0 UseDefaultInstructions Use default instructions FIX.4.4
1 DeriveFromParametersProvided Derive from parameters provided FIX.4.4
2 FullDetailsProvided Full details provided FIX.4.4
3 SSIDBIDsProvided SSI DB IDs provided FIX.4.4
4 PhoneForInstructions Phone for instructions FIX.4.4
FIX.4.4
⇒SettlInstructionsData Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages"
Used to communicate settlement instructions for this AllocAccount detail. Required if AllocSettlInstType = 2 or 3.		 FIX.4.4

BidCompReqGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
420 NoBidComponents NumInGroup Used if BidType="Disclosed" FIX.4.4
⇒66 ListID String Required if NoBidComponents > 0. Must be first field in repeating group. FIX.4.4
⇒54 Side char When used in request for a "Disclosed" bid indicates that bid is required on assumption that SideValue1 is Buy or Sell. SideValue2 can be derived by inference.
Value SymbolicName Description Added Updated Deprecated
1 Buy Buy FIX.2.7
2 Sell Sell FIX.2.7
3 BuyMinus Buy minus FIX.2.7
4 SellPlus Sell plus FIX.2.7
5 SellShort Sell short FIX.2.7
6 SellShortExempt Sell short exempt FIX.2.7
7 Undisclosed Undisclosed (valid for IOI and List Order messages only) FIX.4.1
8 Cross Cross (orders where counterparty is an exchange, valid for all messages except IOIs) FIX.4.1
9 CrossShort Cross short FIX.4.2
A CrossShortExempt Cross short exxmpt FIX.4.3
B AsDefined "As Defined" (for use with multileg instruments) FIX.4.3
C Opposite "Opposite" (for use with multileg instruments) FIX.4.3
D Subscribe Subscribe (e.g. CIV) FIX.4.4
E Redeem Redeem (e.g. CIV) FIX.4.4
F Lend Lend (FINANCING - identifies direction of collateral) FIX.4.4
G Borrow Borrow (FINANCING - identifies direction of collateral) FIX.4.4
FIX.4.4
⇒336 TradingSessionID String Indicates off-exchange type activities for Detail. FIX.4.4
⇒625 TradingSessionSubID String Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties.
Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. 		FIX.4.4
⇒430 NetGrossInd int Indicates Net or Gross for selling Detail.
Value SymbolicName Description Added Updated Deprecated
1 Net Net FIX.4.2
2 Gross Gross FIX.4.2
FIX.4.4
⇒63 SettlType String Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular)
Regular is defined as the default settlement period for the particular security on the exchange of execution.
In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue.
Additionally the following patterns may be uses as well as enum values
Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0
Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0
Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0
Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0
Noted that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days.
Value SymbolicName Description Added Updated Deprecated
0 Regular Regular / FX Spot settlement (T+1 or T+2 depending on currency) FIX.2.7
1 Cash Cash (TOD / T+0) FIX.2.7
2 NextDay Next Day (TOM / T+1) FIX.2.7
3 TPlus2 T+2 FIX.2.7
4 TPlus3 T+3 FIX.2.7
5 TPlus4 T+4 FIX.2.7
6 Future Future FIX.2.7
7 WhenAndIfIssued When And If Issued FIX.2.7
8 SellersOption Sellers Option FIX.2.7
9 TPlus5 T+5 FIX.3.0
B BrokenDate Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified FIX.4.4EP25
C FXSpotNextSettlement FX Spot Next settlement (Spot+1, aka next day) FIX.4.4EP21
FIX.4.4
⇒64 SettlDate LocalMktDate Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. FIX.4.4
⇒1 Account String Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager. FIX.4.4
⇒660 AcctIDSource int Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.
Value SymbolicName Description Added Updated Deprecated
1 BIC BIC FIX.4.4
2 SIDCode SID Code FIX.4.4
3 TFM TFM (GSPTA) FIX.4.4
4 OMGEO OMGEO (Alert ID) FIX.4.4
5 DTCCCode DTCC Code FIX.4.4
99 Other Other (custom or proprietary) FIX.4.4
FIX.4.4

BidCompRspGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
420 NoBidComponents ✔ NumInGroup Number of bid repeating groups FIX.4.4
⇒CommissionData ✔ Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages"
First element of price. Required if NoBidComponents > 0.		 FIX.4.4
⇒66 ListID String Unique identifier for list as assigned by institution, used to associate multiple individual orders. Uniqueness must be guaranteed within a single trading day. Firms which generate multi-day orders should consider embedding a date within the ListID field to assure uniqueness across days. FIX.4.4
⇒421 Country Country ISO Country Code FIX.4.4
⇒54 Side char When used in response to a "Disclosed" request indicates whether SideValue1 is Buy or Sell. SideValue2 can be derived by inference.
Value SymbolicName Description Added Updated Deprecated
1 Buy Buy FIX.2.7
2 Sell Sell FIX.2.7
3 BuyMinus Buy minus FIX.2.7
4 SellPlus Sell plus FIX.2.7
5 SellShort Sell short FIX.2.7
6 SellShortExempt Sell short exempt FIX.2.7
7 Undisclosed Undisclosed (valid for IOI and List Order messages only) FIX.4.1
8 Cross Cross (orders where counterparty is an exchange, valid for all messages except IOIs) FIX.4.1
9 CrossShort Cross short FIX.4.2
A CrossShortExempt Cross short exxmpt FIX.4.3
B AsDefined "As Defined" (for use with multileg instruments) FIX.4.3
C Opposite "Opposite" (for use with multileg instruments) FIX.4.3
D Subscribe Subscribe (e.g. CIV) FIX.4.4
E Redeem Redeem (e.g. CIV) FIX.4.4
F Lend Lend (FINANCING - identifies direction of collateral) FIX.4.4
G Borrow Borrow (FINANCING - identifies direction of collateral) FIX.4.4
FIX.4.4
⇒44 Price Price Second element of price FIX.4.4
⇒423 PriceType int Code to represent the price type.
(For Financing transactions PriceType implies the "repo type" – Fixed or Floating – 9 (Yield) or 6 (Spread) respectively - and Price (44) gives the corresponding "repo rate".
See Volume : "Glossary" for further value definitions)
Value SymbolicName Description Added Updated Deprecated
1 Percentage Percentage (i.e. percent of par) (often called "dollar price" for fixed income) FIX.4.2
2 PerUnit Per unit (i.e. per share or contract) FIX.4.2
3 FixedAmount Fixed amount (absolute value) FIX.4.2
4 Discount Discount - percentage points below par FIX.4.3
5 Premium Premium - percentage points over par FIX.4.3
6 Spread Spread (basis points spread) FIX.4.3
7 TEDPrice TED Price FIX.4.3
8 TEDYield TED Yield FIX.4.3
9 Yield Yield FIX.4.4
10 FixedCabinetTradePrice Fixed cabinet trade price (primarily for listed futures and options) FIX.4.4
11 VariableCabinetTradePrice Variable cabinet trade price (primarily for listed futures and options) FIX.4.4
13 ProductTicksInHalfs Product ticks in halfs FIX.4.4EP19
14 ProductTicksInFourths Product ticks in fourths FIX.4.4EP19
15 ProductTicksInEights Product ticks in eights FIX.4.4EP19
16 ProductTicksInSixteenths Product ticks in sixteenths FIX.4.4EP19
17 ProductTicksInThirtySeconds Product ticks in thirty-seconds FIX.4.4EP19
18 ProductTicksInSixtyForths Product ticks in sixty-forths FIX.4.4EP19
19 ProductTicksInOneTwentyEights Product ticks in one-twenty-eights FIX.4.4EP19
FIX.4.4
⇒406 FairValue Amt The difference between the value of a future and the value of the underlying equities after allowing for the discounted cash flows associated with the underlying stocks (E.g. Dividends etc). FIX.4.4
⇒430 NetGrossInd int Net/Gross
Value SymbolicName Description Added Updated Deprecated
1 Net Net FIX.4.2
2 Gross Gross FIX.4.2
FIX.4.4
⇒63 SettlType String Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular)
Regular is defined as the default settlement period for the particular security on the exchange of execution.
In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue.
Additionally the following patterns may be uses as well as enum values
Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0
Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0
Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0
Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0
Noted that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days.
Value SymbolicName Description Added Updated Deprecated
0 Regular Regular / FX Spot settlement (T+1 or T+2 depending on currency) FIX.2.7
1 Cash Cash (TOD / T+0) FIX.2.7
2 NextDay Next Day (TOM / T+1) FIX.2.7
3 TPlus2 T+2 FIX.2.7
4 TPlus3 T+3 FIX.2.7
5 TPlus4 T+4 FIX.2.7
6 Future Future FIX.2.7
7 WhenAndIfIssued When And If Issued FIX.2.7
8 SellersOption Sellers Option FIX.2.7
9 TPlus5 T+5 FIX.3.0
B BrokenDate Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified FIX.4.4EP25
C FXSpotNextSettlement FX Spot Next settlement (Spot+1, aka next day) FIX.4.4EP21
FIX.4.4
⇒64 SettlDate LocalMktDate Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. FIX.4.4
⇒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", "TOSTNET", "TOSTNET2", etc).
To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID.
Values should be bi-laterally agreed to between counterparties.
Firms may register Trading Session values on the FIX website (presently a document maintained within "ECN and Exchanges" working group section). 		FIX.4.4
⇒625 TradingSessionSubID String Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties.
Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. 		FIX.4.4
⇒58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.4
⇒354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.4
⇒355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.4

BidDescReqGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
398 NoBidDescriptors NumInGroup Used if BidType="Non Disclosed" FIX.4.4
⇒399 BidDescriptorType int Required if NoBidDescriptors > 0. Must be first field in repeating group.
Value SymbolicName Description Added Updated Deprecated
1 Sector Sector FIX.4.3
2 Country Country FIX.4.3
3 Index Index FIX.4.3
FIX.4.4
⇒400 BidDescriptor String BidDescriptor value. Usage depends upon BidDescriptorTyp (399).
If BidDescriptorType = 1
Industrials etc - Free text
If BidDescriptorType = 2
"FR" etc - ISO Country Codes
If BidDescriptorType = 3
FT00, FT250, STOX - Free text 		FIX.4.4
⇒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 Side Value 1 FIX.4.3
2 SideValue2 Side Value 2 FIX.4.3
FIX.4.4
⇒404 LiquidityValue Amt Value between LiquidityPctLow and LiquidityPctHigh in Currency FIX.4.4
⇒441 LiquidityNumSecurities int Number of Securites between LiquidityPctLow and LiquidityPctHigh in Currency FIX.4.4
⇒402 LiquidityPctLow Percentage Liquidity indicator or lower limit if LiquidityNumSecurities > 1 FIX.4.4
⇒403 LiquidityPctHigh Percentage Upper liquidity indicator if LiquidityNumSecurities > 1 FIX.4.4
⇒405 EFPTrackingError Percentage Eg Used in EFP (Exchange For Physical) trades 12% FIX.4.4
⇒406 FairValue Amt Used in EFP trades FIX.4.4
⇒407 OutsideIndexPct Percentage Used in EFP trades FIX.4.4
⇒408 ValueOfFutures Amt Used in EFP trades FIX.4.4

ClrInstGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
576 NoClearingInstructions NumInGroup ** Nested Repeating Group follows ** FIX.4.4
⇒577 ClearingInstruction int Required if NoClearingInstructions > 0
Value SymbolicName Description Added Updated Deprecated
0 ProcessNormally Process normally FIX.4.3
1 ExcludeFromAllNetting Exclude from all netting FIX.4.3
2 BilateralNettingOnly Bilateral netting only FIX.4.3
3 ExClearing Ex clearing FIX.4.3
4 SpecialTrade Special trade FIX.4.3
5 MultilateralNetting Multilateral netting FIX.4.3
6 ClearAgainstCentralCounterparty Clear against central counterparty FIX.4.3
7 ExcludeFromCentralCounterparty Exclude from central counterparty FIX.4.3
8 ManualMode Manual mode (pre-posting and/or pre-giveup) FIX.4.3
9 AutomaticPostingMode Automatic posting mode (trade posting to the position account number specified) FIX.4.3
10 AutomaticGiveUpMode Automatic give-up mode (trade give-up to the give-up destination number specified) FIX.4.3
11 QualifiedServiceRepresentativeQSR Qualified Service Representative QSR FIX.4.4
12 CustomerTrade Customer trade FIX.4.4
13 SelfClearing Self clearing FIX.4.4
FIX.4.4

CollInqQualGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
938 NoCollInquiryQualifier NumInGroup Number of qualifiers to inquiry FIX.4.4
⇒896 CollInquiryQualifier int Required if NoCollInquiryQualifier > 0 Type of collateral inquiry
Value SymbolicName Description Added Updated Deprecated
0 TradeDate Trade Date FIX.4.4
1 GCInstrument GC Instrument FIX.4.4
2 CollateralInstrument Collateral Instrument FIX.4.4
3 SubstitutionEligible Substitution Eligible FIX.4.4
4 NotAssigned Not Assigned FIX.4.4
5 PartiallyAssigned Partially Assigned FIX.4.4
6 FullyAssigned Fully Assigned FIX.4.4
7 OutstandingTrades Outstanding Trades (Today < end date) FIX.4.4
FIX.4.4

CompIDReqGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
936 NoCompIDs NumInGroup Used to restrict updates/request to a list of specific CompID/SubID/LocationID/DeskID combinations. If not present request applies to all applicable available counterparties. EG Unless one sell side broker was a customer of another you would not expect to see information about other brokers, similarly one fund manager etc. FIX.4.4
⇒930 RefCompID String Used to restrict updates/request to specific CompID FIX.4.4
⇒931 RefSubID String Used to restrict updates/request to specific SubID FIX.4.4
⇒283 LocationID String Used to restrict updates/request to specific LocationID FIX.4.4
⇒284 DeskID String Used to restrict updates/request to specific DeskID FIX.4.4

CompIDStatGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
936 NoCompIDs ✔ NumInGroup Specifies the number of repeating CompId’s FIX.4.4
⇒930 RefCompID ✔ String CompID that status is being report for. Required if NoCompIDs > 0, FIX.4.4
⇒931 RefSubID String SubID that status is being report for. FIX.4.4
⇒283 LocationID String LocationID that status is being report for. FIX.4.4
⇒284 DeskID String DeskID that status is being report for. FIX.4.4
⇒928 StatusValue ✔ int Indicates the status of a network connection
Value SymbolicName Description Added Updated Deprecated
1 Connected Connected FIX.4.4
2 NotConnectedUnexpected Not Connected - down expected up FIX.4.4
3 NotConnectedExpected Not Connected - down expected down FIX.4.4
4 InProcess In Process FIX.4.4
FIX.4.4
⇒929 StatusText String Additional Information, i.e. "National Holiday" FIX.4.4

ContAmtGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
518 NoContAmts NumInGroup Number of contract details in this message (number of repeating groups to follow) FIX.4.4
⇒519 ContAmtType int Must be first field in the repeating group.
Value SymbolicName Description Added Updated Deprecated
1 CommissionAmount Commission amount (actual) FIX.4.3
2 CommissionPercent Commission percent (actual) FIX.4.3
3 InitialChargeAmount Initial Charge Amount FIX.4.3
4 InitialChargePercent Initial Charge Percent FIX.4.3
5 DiscountAmount Discount Amount FIX.4.3
6 DiscountPercent Discount Percent FIX.4.3
7 DilutionLevyAmount Dilution Levy Amount FIX.4.3
8 DilutionLevyPercent Dilution Levy Percent FIX.4.3
9 ExitChargeAmount Exit Charge Amount FIX.4.3
10 ExitChargePercent Exit Charge Percent FIX.4.3
11 FundBasedRenewalCommissionPercent Fund-Based Renewal Commission Percent (a.k.a. Trail commission) FIX.4.3
12 ProjectedFundValue Projected Fund Value (i.e. for investments intended to realise or exceed a specific future value) FIX.4.3
13 FundBasedRenewalCommissionOnOrder Fund-Based Renewal Commission Amount (based on Order value) FIX.4.3
14 FundBasedRenewalCommissionOnFund Fund-Based Renewal Commission Amount (based on Projected Fund value) FIX.4.3
15 NetSettlementAmount Net Settlement Amount FIX.4.3
FIX.4.4
⇒520 ContAmtValue float Value of Contract Amount, e.g. a financial amount or percentage as indicated by ContAmtType (519). FIX.4.4
⇒521 ContAmtCurr Currency Specifies currency for the Contract amount if different from the Deal Currency - see "Appendix 6-A; Valid Currency Codes". FIX.4.4

ContraGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
382 NoContraBrokers NumInGroup Number of ContraBrokers repeating group instances. FIX.4.4
⇒375 ContraBroker String First field in repeating group. Required if NoContraBrokers > 0. FIX.4.4
⇒337 ContraTrader String Identifies the trader (e.g. "badge number") of the ContraBroker. FIX.4.4
⇒437 ContraTradeQty Qty Quantity traded with the ContraBroker (375). FIX.4.4
⇒438 ContraTradeTime UTCTimestamp Identifes the time of the trade with the ContraBroker (375). (always expressed in UTC (Universal Time Coordinated, also known as "GMT") FIX.4.4
⇒655 ContraLegRefID String Unique indicator for a specific leg for the ContraBroker (375). FIX.4.4

CpctyConfGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
862 NoCapacities ✔ NumInGroup Indicates number of repeating entries. ** Nested Repeating Group follows ** FIX.4.4
⇒528 OrderCapacity ✔ char Specifies the capacity of the firm executing the order(s)
Value SymbolicName Description Added Updated Deprecated
A Agency Agency FIX.4.3
G Proprietary Proprietary FIX.4.3
I Individual Individual FIX.4.3
P Principal Principal (Note for CMS purposes, "Principal" includes "Proprietary") FIX.4.3
R RisklessPrincipal Riskless Principal FIX.4.3
W AgentForOtherMember Agent for Other Member FIX.4.3
FIX.4.4
⇒529 OrderRestrictions MultipleCharValue Restrictions associated with an order. If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space.
Value SymbolicName Description Added Updated Deprecated
1 ProgramTrade Program Trade FIX.4.3
2 IndexArbitrage Index Arbitrage FIX.4.3
3 NonIndexArbitrage Non-Index Arbitrage FIX.4.3
4 CompetingMarketMaker Competing Market Maker FIX.4.3
5 ActingAsMarketMakerOrSpecialistInSecurity Acting as Market Maker or Specialist in the security FIX.4.3
6 ActingAsMarketMakerOrSpecialistInUnderlying Acting as Market Maker of Specialist in the underlying security of a derivative seucirty FIX.4.3
7 ForeignEntity Foreign Entity (of foreign government or regulatory jurisdiction) FIX.4.3
8 ExternalMarketParticipant External Market Participant FIX.4.3
9 ExternalInterConnectedMarketLinkage Extneral Inter-connected Market Linkage FIX.4.3
A RisklessArbitrage Riskless Arbitrage FIX.4.3
FIX.4.4
⇒863 OrderCapacityQty ✔ Qty The quantity that was executed under this capacity (e.g. quantity executed as agent, as principal etc.). Sum of OrderCapacityQty values must equal this message’s AllocQty. FIX.4.4

ExecAllocGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
124 NoExecs NumInGroup Indicates number of individual execution repeating group entries to follow. Absence of this field indicates that no individual execution entries are included. Primarily used to support step-outs. FIX.4.4
⇒32 LastQty Qty Amount of quantity (e.g. number of shares) in individual execution. Required if NoExecs > 0 FIX.4.4
⇒17 ExecID String Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) for ExecType (50) =I (Order Status)).
Uniqueness must be guaranteed within a single trading day or the life of a multi-day order. Firms which accept multi-day orders should consider embedding a date within the ExecID field to assure uniqueness across days.
(Prior to FIX 4.1 this field was of type int) 		FIX.4.4
⇒527 SecondaryExecID String Assigned by the party which accepts the order. Can be used to provide the ExecID (17) used by an exchange or executing system. FIX.4.4
⇒31 LastPx Price Price of individual execution. Required if NoExecs > 0 FIX.4.4
⇒669 LastParPx Price Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx is expressed in Yield, Spread, Discount or any other price type FIX.4.4
⇒29 LastCapacity char Used to identify whether the trade was executed on an agency or principal basis.
Value SymbolicName Description Added Updated Deprecated
1 Agent Agent FIX.2.7
2 CrossAsAgent Cross as agent FIX.2.7
3 CrossAsPrincipal Cross as principal FIX.2.7
4 Principal Principal FIX.2.7
FIX.4.4
⇒1003 TradeID String The unique ID assigned to the trade entity once it is received or matched by the exchange or central counterparty. FIX.4.4
⇒1041 FirmTradeID String The ID assigned to a trade by the Firm to track a trade within the Firm system. This ID can be assigned either before or after submission to the exchange or central counterpary FIX.4.4

ExecCollGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
124 NoExecs NumInGroup Executions for which collateral is required FIX.4.4
⇒17 ExecID String Required if NoExecs > 0 FIX.4.4

ExecsGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
124 NoExecs NumInGroup No of execution repeating group entries to follow. FIX.4.4
⇒17 ExecID String Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) for ExecType (50) =I (Order Status)).
Uniqueness must be guaranteed within a single trading day or the life of a multi-day order. Firms which accept multi-day orders should consider embedding a date within the ExecID field to assure uniqueness across days.
(Prior to FIX 4.1 this field was of type int) 		FIX.4.4

InstrmtGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
146 NoRelatedSym NumInGroup Specifies the number of repeating symbols (instruments) specified FIX.4.4
⇒Instrument Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" FIX.4.4

InstrmtLegExecGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
555 NoLegs NumInGroup Number of legs Identifies a Multi-leg Execution if present and non-zero. FIX.4.4
⇒InstrumentLeg Must be provided if Number of legs > 0 FIX.4.4
⇒687 LegQty Qty Quantity of this leg, e.g. in Quote dialog.
See Quantity (53) for description and valid values 		FIX.4.4 FIX.5.0
⇒685 LegOrderQty Qty When reporting an Execution, LegOrderQty may be used on Execution Report to echo back original LegOrderQty submission. This field should be used to specify OrderQty at the leg level rather than LegQty (deprecated). FIX.4.4
⇒690 LegSwapType int Instead of LegQty – requests that the sellside calculate LegQty based on opposite Leg
Value SymbolicName Description Added Updated Deprecated
1 ParForPar Par For Par FIX.4.4
2 ModifiedDuration Modified Duration FIX.4.4
4 Risk Risk FIX.4.4
5 Proceeds Proceeds FIX.4.4
FIX.4.4
⇒LegStipulations FIX.4.4
⇒564 LegPositionEffect char Provide if the PositionEffect for the leg is different from that specified for the overall multileg security FIX.4.4
⇒565 LegCoveredOrUncovered int Provide if the CoveredOrUncovered for the leg is different from that specified for the overall multileg security. FIX.4.4
⇒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.4.4
⇒654 LegRefID String Used to identify a specific leg. FIX.4.4
⇒566 LegPrice Price 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.4.4
⇒587 LegSettlType char Refer to values for SettlType[63] FIX.4.4
⇒588 LegSettlDate LocalMktDate Takes precedence over LegSettlType value and conditionally required/omitted for specific LegSettlType values. FIX.4.4
⇒637 LegLastPx Price Used to report the execution price assigned to the leg of the multileg instrument FIX.4.4
⇒675 LegSettlCurrency Currency Identifies settlement currency for the Leg.
See SettlCurrency (20) for description and valid values 		FIX.4.4
⇒1073 LegLastForwardPoints PriceOffset The forward points for this leg's fill event. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 FIX.4.4
⇒1074 LegCalculatedCcyLastQty Qty Used for the calculated quantity of the other side of the currency for this leg. Can be derived from LegQty and LegLastPx. FIX.4.4
⇒1075 LegGrossTradeAmt Amt For FX Futures can be used to express the notional value of a trade when LegLastQty and other quantity fields are expressed in terms of number of contracts - LegContractMultiplier (231) is required in this case. FIX.4.4

InstrmtLegGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
555 NoLegs NumInGroup Number of legs Identifies a Multi-leg Execution if present and non-zero. FIX.4.4
⇒InstrumentLeg Must be provided if Number of legs > 0 FIX.4.4

InstrmtLegIOIGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
555 NoLegs NumInGroup Required for multileg IOIs FIX.4.4
⇒InstrumentLeg Required for multileg IOIs
For Swaps one leg is Buy and other leg is Sell		 FIX.4.4
⇒682 LegIOIQty String Required for multileg IOIs and for each leg. FIX.4.4
⇒LegStipulations FIX.4.4

InstrmtLegSecListGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
555 NoLegs NumInGroup Number of legs that make up the Security FIX.4.4
⇒InstrumentLeg Insert here the set of "Instrument Legs" (leg symbology) fields defined in "Common Components of Application Messages"
Required if NoLegs > 0		 FIX.4.4
⇒690 LegSwapType int For Fixed Income, used instead of LegQty (687) or LegOrderQty (685) to requests the respondent to calculate the quantity based on the quantity on the opposite side of the swap.
Value SymbolicName Description Added Updated Deprecated
1 ParForPar Par For Par FIX.4.4
2 ModifiedDuration Modified Duration FIX.4.4
4 Risk Risk FIX.4.4
5 Proceeds Proceeds FIX.4.4
FIX.4.4
⇒587 LegSettlType char Refer to values for SettlType[63] FIX.4.4
⇒LegStipulations Insert here the set of "LegStipulations" (leg symbology) fields defined in "Common Components of Application Messages"
Required if NoLegs > 0		 FIX.4.4
⇒LegBenchmarkCurveData Insert here the set of "LegBenchmarkCurveData" (leg symbology) fields defined in "Common Components of Application Messages"
Required if NoLegs > 0		 FIX.4.4

InstrmtMDReqGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
146 NoRelatedSym ✔ NumInGroup Number of symbols (instruments) requested. FIX.4.4
⇒Instrument ✔ Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" FIX.4.4
⇒UndInstrmtGrp FIX.4.4
⇒InstrmtLegGrp FIX.4.4
⇒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 6-A: Valid Currency Codes" for information on obtaining valid values. FIX.4.4
⇒537 QuoteType int Identifies the type of quote.
An indicative quote is used to inform a counterparty of a market. An indicative quote does not result directly in a trade.
A tradeable quote is submitted to a market and will result directly in a trade against other orders and quotes in a market.
A restricted tradeable quote is submitted to a market and within a certain restriction (possibly based upon price or quantity) will automatically trade against orders. Order that do not comply with restrictions are sent to the quote issuer who can choose to accept or decline the order.
A counter quote is used in the negotiation model. See Volume 7 – Product: Fixed Income for example usage.
Value SymbolicName Description Added Updated Deprecated
0 Indicative Indicative FIX.4.3
1 Tradeable Tradeable FIX.4.3
2 RestrictedTradeable Restricted Tradeable FIX.4.3
3 Counter Counter (tradeable) FIX.4.4
FIX.4.4
⇒63 SettlType String Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular)
Regular is defined as the default settlement period for the particular security on the exchange of execution.
In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue.
Additionally the following patterns may be uses as well as enum values
Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0
Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0
Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0
Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0
Noted that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days.
Value SymbolicName Description Added Updated Deprecated
0 Regular Regular / FX Spot settlement (T+1 or T+2 depending on currency) FIX.2.7
1 Cash Cash (TOD / T+0) FIX.2.7
2 NextDay Next Day (TOM / T+1) FIX.2.7
3 TPlus2 T+2 FIX.2.7
4 TPlus3 T+3 FIX.2.7
5 TPlus4 T+4 FIX.2.7
6 Future Future FIX.2.7
7 WhenAndIfIssued When And If Issued FIX.2.7
8 SellersOption Sellers Option FIX.2.7
9 TPlus5 T+5 FIX.3.0
B BrokenDate Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified FIX.4.4EP25
C FXSpotNextSettlement FX Spot Next settlement (Spot+1, aka next day) FIX.4.4EP21
FIX.4.4
⇒64 SettlDate LocalMktDate Specific date of trade settlement (SettlementDate) in YYYYMMDD format.
If present, this field overrides SettlType (63). This field is required if the value of SettlType (63) is 6 (Future) or 8 (Sellers Option). This field must be omitted if the value of SettlType (63) is 7 (When and If Issued)
(expressed in local time at place of settlement) 		FIX.4.4
⇒271 MDEntrySize Qty Quantity or volume represented by the Market Data Entry. In the context of the Market Data Request this allows the Initiator to indicate the quantity of the market data request. Specific to FX this field indicates the ceiling amount the customer is seeking prices for. FIX.4.4

InstrmtStrkPxGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
428 NoStrikes ✔ NumInGroup Number of strike price entries FIX.4.4
⇒Instrument ✔ Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
Required if NoStrikes > 0. Must be first field in repeating group.		 FIX.4.4

IOIQualGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
199 NoIOIQualifiers NumInGroup Required if any IOIQualifiers are specified. Indicates the number of repeating IOIQualifiers. FIX.4.4
⇒104 IOIQualifier char Required if NoIOIQualifiers > 0
Value SymbolicName Description Added Updated Deprecated
A AllOrNone All or None (AON) FIX.3.0
B MarketOnClose Market On Close (MOC) (held to close) FIX.4.3
C AtTheClose At the close (around/not held to close) FIX.3.0
D VWAP VWAP (Volume Weighted Average Price) FIX.4.3
I InTouchWith In touch with FIX.3.0
L Limit Limit FIX.3.0
M MoreBehind More Behind FIX.3.0
O AtTheOpen At the Open FIX.3.0
P TakingAPosition Taking a Position FIX.3.0
Q AtTheMarket At the Market (previously called Current Quote) FIX.3.0
R ReadyToTrade Ready to Trade FIX.4.2
S PortfolioShown Portfolio Shown FIX.3.0
T ThroughTheDay Through the Day FIX.3.0
V Versus Versus FIX.3.0
W Indication Indidcation - Working Away FIX.3.0
X CrossingOpportunity Crossing Opportunity FIX.3.0
Y AtTheMidpoint At the Midpoint FIX.4.1
Z PreOpen Pre-open FIX.4.1
FIX.4.4

LegOrdGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
555 NoLegs ✔ NumInGroup Number of legs Can be zero (e.g. standardized multileg instrument such as an Option strategy) – must be provided even if zero FIX.4.4
⇒InstrumentLeg Must be provided if Number of legs > 0 FIX.4.4
⇒1017 LegOptionRatio float LegOptionRatio is provided on Covering leg to create a delta neutral spread. In Listed Derivatives, LegDelta LegOptionRatio is multiplied by LegOptionRatio and OrderQty to determine the covering quantity FIX.4.4
⇒687 LegQty Qty Quantity of this leg, e.g. in Quote dialog.
See Quantity (53) for description and valid values 		FIX.4.4 FIX.5.0
⇒690 LegSwapType int For Fixed Income, used instead of LegQty (687) or LegOrderQty (685) to requests the respondent to calculate the quantity based on the quantity on the opposite side of the swap.
Value SymbolicName Description Added Updated Deprecated
1 ParForPar Par For Par FIX.4.4
2 ModifiedDuration Modified Duration FIX.4.4
4 Risk Risk FIX.4.4
5 Proceeds Proceeds FIX.4.4
FIX.4.4
⇒LegStipulations FIX.4.4
⇒LegPreAllocGrp FIX.4.4
⇒564 LegPositionEffect char Provide if the PositionEffect for the leg is different from that specified for the overall multileg security FIX.4.4
⇒565 LegCoveredOrUncovered int Provide if the CoveredOrUncovered for the leg is different from that specified for the overall multileg security. FIX.4.4
⇒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.4.4
⇒654 LegRefID String Used to identify a specific leg. FIX.4.4
⇒566 LegPrice Price 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.4.4
⇒587 LegSettlType char Refer to values for SettlType (63) FIX.4.4
⇒588 LegSettlDate LocalMktDate Refer to values for SettlDate (64) FIX.4.4
⇒685 LegOrderQty Qty Quantity ordered of this leg.
See OrderQty (38) for description and valid values 		FIX.4.4

LegPreAllocGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
670 NoLegAllocs NumInGroup Number of Allocations for the leg FIX.4.4
⇒671 LegAllocAccount String Allocation Account for the leg
See AllocAccount (79) for description and valid values. 		FIX.4.4
⇒672 LegIndividualAllocID String Reference for the individual allocation ticket
See IndividualAllocID (467) for description and valid values. 		FIX.4.4
⇒NestedParties2 Insert here the set of "Nested Parties #2" (firm identification "second instance of nesting" within additional repeating group) fields defined in "Common Components of Application Messages" FIX.4.4
⇒673 LegAllocQty Qty Leg allocation quantity.
See AllocQty (80) for description and valid values. 		FIX.4.4
⇒674 LegAllocAcctIDSource String The source of the LegAllocAccount (671)
See AllocAcctIDSource (661) for description and valid values. 		FIX.4.4
⇒675 LegSettlCurrency Currency Identifies settlement currency for the Leg.
See SettlCurrency (20) for description and valid values 		FIX.4.4

LegQuotGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
555 NoLegs NumInGroup Required for multileg quotes FIX.4.4
⇒InstrumentLeg Required for multileg quotes
For Swaps one leg is Buy and other leg is Sell		 FIX.4.4
⇒687 LegQty Qty Quantity of this leg, e.g. in Quote dialog.
See Quantity (53) for description and valid values 		FIX.4.4 FIX.5.0
⇒685 LegOrderQty Qty When reporting an Execution, LegOrderQty may be used on Execution Report to echo back original LegOrderQty submission. This field should be used to specify OrderQty at the leg level rather than LegQty (deprecated). FIX.4.4
⇒690 LegSwapType int For Fixed Income, used instead of LegQty (687) or LegOrderQty (685) to requests the respondent to calculate the quantity based on the quantity on the opposite side of the swap.
Value SymbolicName Description Added Updated Deprecated
1 ParForPar Par For Par FIX.4.4
2 ModifiedDuration Modified Duration FIX.4.4
4 Risk Risk FIX.4.4
5 Proceeds Proceeds FIX.4.4
FIX.4.4
⇒587 LegSettlType char Refer to values for SettlType[63] FIX.4.4
⇒588 LegSettlDate LocalMktDate Refer to description for SettlDate[64] FIX.4.4
⇒LegStipulations FIX.4.4
⇒NestedParties FIX.4.4
⇒686 LegPriceType int Code to represent type of price presented in LegBidPx and LegOfferPx. Required if LegBidPx or PegOfferPx is present. FIX.4.4
⇒681 LegBidPx Price Bid price of this leg.
See BidPx (32) for description and valid values. 		FIX.4.4
⇒684 LegOfferPx Price Offer price of this leg.
See OfferPx (133) for description and valid values 		FIX.4.4
⇒LegBenchmarkCurveData FIX.4.4
⇒654 LegRefID String Initiator can optionally provide a unique identifier for the specific leg. Required for FX Swaps FIX.4.4
⇒1067 LegBidForwardPoints PriceOffset The bid FX forward points for the leg of an FX Swap. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 FIX.4.4
⇒1068 LegOfferForwardPoints PriceOffset The offer FX forward points for the leg of an FX Swap. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 FIX.4.4

LegQuotStatGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
555 NoLegs NumInGroup Required for multileg quote status reports FIX.4.4
⇒InstrumentLeg Required for multileg quote status reports
For Swaps one leg is Buy and other leg is Sell		 FIX.4.4
⇒687 LegQty Qty Quantity of this leg, e.g. in Quote dialog.
See Quantity (53) for description and valid values 		FIX.4.4 FIX.5.0
⇒685 LegOrderQty Qty When reporting an Execution, LegOrderQty may be used on Execution Report to echo back original LegOrderQty submission. This field should be used to specify OrderQty at the leg level rather than LegQty (deprecated). FIX.4.4
⇒690 LegSwapType int For Fixed Income, used instead of LegQty (687) or LegOrderQty (685) to requests the respondent to calculate the quantity based on the quantity on the opposite side of the swap.
Value SymbolicName Description Added Updated Deprecated
1 ParForPar Par For Par FIX.4.4
2 ModifiedDuration Modified Duration FIX.4.4
4 Risk Risk FIX.4.4
5 Proceeds Proceeds FIX.4.4
FIX.4.4
⇒587 LegSettlType char Refer to values for SettlType[63] FIX.4.4
⇒588 LegSettlDate LocalMktDate Refer to description for SettlDate[64] FIX.4.4
⇒LegStipulations FIX.4.4
⇒NestedParties FIX.4.4

LinesOfTextGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
33 NoLinesOfText ✔ NumInGroup Specifies the number of repeating lines of text specified FIX.4.4
⇒58 Text ✔ String Repeating field, number of instances defined in LinesOfText FIX.4.4
⇒354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.4
⇒355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.4

ListOrdGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
73 NoOrders ✔ NumInGroup Number of orders in this message (number of repeating groups to follow) FIX.4.4
⇒11 ClOrdID ✔ String Must be the first field in the repeating group. FIX.4.4
⇒526 SecondaryClOrdID String Assigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system. FIX.4.4
⇒67 ListSeqNo ✔ int Order number within the list FIX.4.4
⇒583 ClOrdLinkID String Permits order originators to tie together groups of orders in which trades resulting from orders are associated for a specific purpose, for example the calculation of average execution price for a customer or to associate lists submitted to a broker as waves of a larger program trade. FIX.4.4
⇒160 SettlInstMode char Indicates mode used for Settlement Instructions message. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" ***
Value SymbolicName Description Added Updated Deprecated
0 Default Default (Replaced) FIX.4.1
1 StandingInstructionsProvided Standing Instructions Provided FIX.4.1
2 SpecificAllocationAccountOverriding Specific Allocation Account Overriding (Replaced) FIX.4.1
3 SpecificAllocationAccountStanding Specific Allocation Account Standing (Replaced) FIX.4.1
4 SpecificOrderForASingleAccount Specific Order for a single account (for CIV) FIX.4.3
5 RequestReject Request reject FIX.4.4
FIX.4.4
⇒Parties Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" FIX.4.4
⇒229 TradeOriginationDate LocalMktDate Used with Fixed Income for Muncipal New Issue Market. Agreement in principal between counter-parties prior to actual trade date.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate) 		FIX.4.4
⇒75 TradeDate LocalMktDate Indicates date of trade referenced in this message in YYYYMMDD format. Absence of this field indicates current day (expressed in local time at place of trade). FIX.4.4
⇒1 Account String Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager. FIX.4.4
⇒660 AcctIDSource int Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.
Value SymbolicName Description Added Updated Deprecated
1 BIC BIC FIX.4.4
2 SIDCode SID Code FIX.4.4
3 TFM TFM (GSPTA) FIX.4.4
4 OMGEO OMGEO (Alert ID) FIX.4.4
5 DTCCCode DTCC Code FIX.4.4
99 Other Other (custom or proprietary) FIX.4.4
FIX.4.4
⇒581 AccountType int Type of account associated with an order
Value SymbolicName Description Added Updated Deprecated
1 CarriedCustomerSide Account is carried on customer side of the books FIX.4.3
2 CarriedNonCustomerSide Account is carried on non-customer side of books FIX.4.3
3 HouseTrader House Trader FIX.4.3
4 FloorTrader Floor Trader FIX.4.3
6 CarriedNonCustomerSideCrossMargined Account is carried on non-customer side of books and is cross margined FIX.4.3
7 HouseTraderCrossMargined Account is house trader and is cross margined FIX.4.3
8 JointBackOfficeAccount Joint back office account (JBO) FIX.4.3
FIX.4.4
⇒589 DayBookingInst char Indicates whether or not automatic booking can occur.
Value SymbolicName Description Added Updated Deprecated
0 Auto Can trigger booking without reference to the order initiator ("auto") FIX.4.3
1 SpeakWithOrderInitiatorBeforeBooking Speak with order initiator before booking ("speak first") FIX.4.3
2 Accumulate Accumulate FIX.4.4
FIX.4.4
⇒590 BookingUnit char Indicates what constitutes a bookable unit.
Value SymbolicName Description Added Updated Deprecated
0 EachPartialExecutionIsABookableUnit Each partial execution is a bookable unit FIX.4.3
1 AggregatePartialExecutionsOnThisOrder Aggregate partial executions on this order, and book one trade per order FIX.4.3
2 AggregateExecutionsForThisSymbol Aggregate executions for this symbol, side, and settlement date FIX.4.3
FIX.4.4
⇒70 AllocID String Use to assign an ID to the block of individual preallocations FIX.4.4
⇒591 PreallocMethod char Indicates the method of preallocation.
Value SymbolicName Description Added Updated Deprecated
0 ProRata Pro-rata FIX.4.3
1 DoNotProRata Do not pro-rata - discuss first FIX.4.3
FIX.4.4
⇒PreAllocGrp FIX.4.4
⇒63 SettlType String Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular)
Regular is defined as the default settlement period for the particular security on the exchange of execution.
In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue.
Additionally the following patterns may be uses as well as enum values
Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0
Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0
Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0
Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0
Noted that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days.
Value SymbolicName Description Added Updated Deprecated
0 Regular Regular / FX Spot settlement (T+1 or T+2 depending on currency) FIX.2.7
1 Cash Cash (TOD / T+0) FIX.2.7
2 NextDay Next Day (TOM / T+1) FIX.2.7
3 TPlus2 T+2 FIX.2.7
4 TPlus3 T+3 FIX.2.7
5 TPlus4 T+4 FIX.2.7
6 Future Future FIX.2.7
7 WhenAndIfIssued When And If Issued FIX.2.7
8 SellersOption Sellers Option FIX.2.7
9 TPlus5 T+5 FIX.3.0
B BrokenDate Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified FIX.4.4EP25
C FXSpotNextSettlement FX Spot Next settlement (Spot+1, aka next day) FIX.4.4EP21
FIX.4.4
⇒64 SettlDate LocalMktDate Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. FIX.4.4
⇒544 CashMargin char Identifies whether an order is a margin order or a non-margin order. This is primarily used when sending orders to Japanese exchanges to indicate sell margin or buy to cover. The same tag could be assigned also by buy-side to indicate the intent to sell or buy margin and the sell-side to accept or reject (base on some validation criteria) the margin request.
Value SymbolicName Description Added Updated Deprecated
1 Cash Cash FIX.4.3
2 MarginOpen Margin Open FIX.4.3
3 MarginClose Margin Close FIX.4.3
FIX.4.4
⇒635 ClearingFeeIndicator String Indicates type of fee being assessed of the customer for trade executions at an exchange. Applicable for futures markets only at this time.
(Values source CBOT, CME, NYBOT, and NYMEX):
Value SymbolicName Description Added Updated Deprecated
1 FirstYearDelegate 1st year delegate trading for own account FIX.4.3
2 SecondYearDelegate 2nd year delegate trading for own account FIX.4.3
3 ThirdYearDelegate 3rd year delegate trading for own account FIX.4.3
4 FourthYearDelegate 4th year delegate trading for own account FIX.4.3
5 FifthYearDelegate 5th year delegate trading for own account FIX.4.3
9 SixthYearDelegate 6th year delegate trading for own account FIX.4.3
B CBOEMember CBOE Member FIX.4.3
C NonMemberAndCustomer Non-member and Customer FIX.4.3
E EquityMemberAndClearingMember Equity Member and Clearing Member FIX.4.3
F FullAndAssociateMember Full and Associate Member trading for own account and as floor brokers FIX.4.3
H Firms106HAnd106J 106.H and 106.J firms FIX.4.3
I GIM GIM, IDEM and COM Membership Interest Holders FIX.4.3
L Lessee106FEmployees Lessee 106.F Employees FIX.4.3
M AllOtherOwnershipTypes All other ownership types FIX.4.3
FIX.4.4
⇒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.4.4
⇒18 ExecInst MultipleCharValue Can contain multiple instructions, space delimited. If OrdType=P, exactly one of the following values (ExecInst = L, R, M, P, O, T, or W) must be specified.
Value SymbolicName Description Added Updated Deprecated
0 StayOnOfferSide Stay on offer side FIX.2.7
1 NotHeld Not held FIX.2.7
2 Work Work FIX.2.7
3 GoAlong Go along FIX.2.7
4 OverTheDay Over the day FIX.2.7
5 Held Held FIX.2.7
6 ParticipateDoNotInitiate Participate don't initiate FIX.2.7
7 StrictScale Strict scale FIX.2.7
8 TryToScale Try to scale FIX.2.7
9 StayOnBidSide Stay on bid side FIX.2.7
A NoCross No cross (cross is forbidden) FIX.2.7
B OKToCross OK to cross FIX.2.7
C CallFirst Call first FIX.2.7
D PercentOfVolume Percent of volume (indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage) FIX.2.7
E DoNotIncrease Do not increase - DNI FIX.2.7
F DoNotReduce Do not reduce - DNR FIX.2.7
G AllOrNone All or none - AON FIX.2.7
H ReinstateOnSystemFailure Reinstate on system failue (mutually exclusive with Q) FIX.4.3
I InstitutionsOnly Institutions only FIX.3.0
J ReinstateOnTradingHalt Reinstate on Trading Halt (mutually exclusive with K) FIX.4.3
K CancelOnTradingHalt Cancel on Trading Halt (mutually exclusive with J) FIX.4.3
L LastPeg Last peg (last sale) FIX.3.0 FIX.5.0
M MidPricePeg Mid-price peg (midprice of inside quote) FIX.3.0 FIX.5.0
N NonNegotiable Non-negotiable FIX.3.0
O OpeningPeg Opening peg FIX.3.0 FIX.5.0
P MarketPeg Market peg FIX.3.0 FIX.5.0
Q CancelOnSystemFailure Cancel on system failure (mutually exclusive with H) FIX.4.3
R PrimaryPeg Primary peg (primary market - buy at bid/sell at offer) FIX.3.0 FIX.5.0
S Suspend Suspend FIX.3.0
T FixedPegToLocalBestBidOrOfferAtTimeOfOrder Fixed Peg to Local best bid or offer at time of order FIX.4.4EP35
U CustomerDisplayInstruction Customer Display Instruction (Rule 11Ac1-1/4) FIX.4.1
V Netting Netting (for Forex) FIX.4.1
W PegToVWAP Peg to VWAP FIX.4.2 FIX.5.0
X TradeAlong Trade Along FIX.4.3
Y TryToStop Try To Stop FIX.4.3
Z CancelIfNotBest Cancel if not best FIX.4.4
a TrailingStopPeg Trailing Stop Peg FIX.4.4 FIX.5.0
b StrictLimit Strict Limit (No price improvement) FIX.4.4
c IgnorePriceValidityChecks Ignore Price Validity Checks FIX.4.4
d PegToLimitPrice Peg to Limit Price FIX.4.4 FIX.5.0
e WorkToTargetStrategy Work to Target Strategy FIX.4.4
f IntermarketSweep Intermarket Sweep FIX.4.4EP6
g ExternalRoutingAllowed External Routing Allowed FIX.4.4EP14
h ExternalRoutingNotAllowed External Routing Not Allowed FIX.4.4EP14
i ImbalanceOnly Imbalance Only FIX.4.4EP22
j SingleExecutionRequestedForBlockTrade Single execution requested for block trade FIX.4.4EP6
k BestExecution Best Execution FIX.4.4EP35
FIX.4.4
⇒110 MinQty Qty Minimum quantity of an order to be executed.
(Prior to FIX 4.2 this field was of type int) 		FIX.4.4
⇒1089 MatchIncrement Qty Allows orders to specify a minimum quantity that applies to every execution (one execution could be for multiple counter-orders). The order may still fill against smaller orders, but the cumulative quantity of the execution must be in multiples of the MatchIncrement. FIX.4.4
⇒1090 MaxPriceLevels int Allows an order to specify a maximum number of price levels to trade through. Only valid for aggressive orders and during continuous (autoexecution) trading sessions. Property lost when order is put on book. A partially filled order is assigned last trade price as limit price. Non-filled order behaves as ordinary Market or Limit. FIX.4.4
⇒DisplayInstruction Insert here the set of "DisplayInstruction" fields defined in "common components of application messages" FIX.4.4
⇒111 MaxFloor Qty The quantity to be displayed . Required for reserve orders. On orders specifies the qty to be displayed, on execution reports the currently displayed quantity. FIX.4.4 FIX.5.0
⇒100 ExDestination Exchange Execution destination as defined by institution when order is entered.
Valid values:
See "Appendix 6-C" 		FIX.4.4
⇒1133 ExDestinationIDSource char The ID source of ExDestination
Value SymbolicName Description Added Updated Deprecated
B BIC BIC (Bank Identification Code) (ISO 9362) FIX.4.4EP-1
C GeneralIdentifier Generally accepted market participant identifier (e.g. NASD mnemonic) FIX.4.4EP-1
D Proprietary Proprietary / Custom code FIX.4.4EP-1
E ISOCountryCode ISO Country Code FIX.4.4EP-1
G MIC MIC (ISO 10383 - Market Identifier Code) FIX.4.4EP-1
FIX.4.4
⇒TrdgSesGrp FIX.4.4
⇒81 ProcessCode char Processing code for sub-account. Absence of this field in AllocAccount (79) / AllocPrice (366) /AllocQty (80) / ProcessCode instance indicates regular trade.
Value SymbolicName Description Added Updated Deprecated
0 Regular Regular FIX.2.7
1 SoftDollar Soft Dollar FIX.2.7
2 StepIn Step-In FIX.2.7
3 StepOut Step-Out FIX.2.7
4 SoftDollarStepIn Soft-dollar Step-In FIX.2.7
5 SoftDollarStepOut Soft-dollar Step-Out FIX.2.7
6 PlanSponsor Plan Sponsor FIX.4.0
FIX.4.4
⇒Instrument ✔ Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" FIX.4.4
⇒UndInstrmtGrp FIX.4.4
⇒140 PrevClosePx Price Useful for verifying security identification FIX.4.4
⇒54 Side ✔ char Note: to indicate the side of SideValue1 or SideValue2, specify Side=Undisclosed and SideValueInd=either the SideValue1 or SideValue2 indicator.
Value SymbolicName Description Added Updated Deprecated
1 Buy Buy FIX.2.7
2 Sell Sell FIX.2.7
3 BuyMinus Buy minus FIX.2.7
4 SellPlus Sell plus FIX.2.7
5 SellShort Sell short FIX.2.7
6 SellShortExempt Sell short exempt FIX.2.7
7 Undisclosed Undisclosed (valid for IOI and List Order messages only) FIX.4.1
8 Cross Cross (orders where counterparty is an exchange, valid for all messages except IOIs) FIX.4.1
9 CrossShort Cross short FIX.4.2
A CrossShortExempt Cross short exxmpt FIX.4.3
B AsDefined "As Defined" (for use with multileg instruments) FIX.4.3
C Opposite "Opposite" (for use with multileg instruments) FIX.4.3
D Subscribe Subscribe (e.g. CIV) FIX.4.4
E Redeem Redeem (e.g. CIV) FIX.4.4
F Lend Lend (FINANCING - identifies direction of collateral) FIX.4.4
G Borrow Borrow (FINANCING - identifies direction of collateral) FIX.4.4
FIX.4.4
⇒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 Side Value 1 FIX.4.3
2 SideValue2 Side Value 2 FIX.4.3
FIX.4.4
⇒114 LocateReqd Boolean Required for short sell orders
Value SymbolicName Description Added Updated Deprecated
N No Indicates the broker is not required to locate FIX.4.0
Y Yes Indicates the broker is responsible for locating the stock FIX.4.0
FIX.4.4
⇒60 TransactTime UTCTimestamp Time of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as "GMT") FIX.4.4
⇒Stipulations Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages" FIX.4.4
⇒854 QtyType int Type of quantity specified in a quantity field:
Value SymbolicName Description Added Updated Deprecated
0 Units Units (shares, par, currency) FIX.4.4
1 Contracts Contracts (if used - must specify ContractMultiplier (tag 231)) FIX.4.4
2 UnitsOfMeasurePerTimeUnit Units of Measure per Time Unit (if used - must specify UnitofMeasure (tag 996) and TimeUnit (tag 997)) FIX.4.4EP5
FIX.4.4
⇒OrderQtyData ✔ Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" FIX.4.4
⇒40 OrdType char Order type. *** SOME VALUES ARE NO LONGER USED - See "Deprecated (Phased-out) Features and Supported Approach" *** (see Volume : "Glossary" for value definitions)
Value SymbolicName Description Added Updated Deprecated
1 Market Market FIX.2.7
2 Limit Limit FIX.2.7
3 Stop Stop / Stop Loss FIX.2.7
4 StopLimit Stop Limit FIX.2.7
5 MarketOnClose Market On Close (No longer used) FIX.2.7 FIX.4.3
6 WithOrWithout With Or Without FIX.2.7
7 LimitOrBetter Limit Or Better FIX.2.7 FIX.4.4
8 LimitWithOrWithout Limit With Or Without FIX.2.7
9 OnBasis On Basis FIX.2.7
A OnClose On Close (No longer used) FIX.2.7 FIX.4.3
B LimitOnClose Limit On Close (No longer used) FIX.2.7 FIX.4.3
C ForexMarket Forex Market (No longer used) FIX.4.0 FIX.4.3
D PreviouslyQuoted Previously Quoted FIX.4.0
E PreviouslyIndicated Previously Indicated FIX.4.0
F ForexLimit Forex Limit (No longer used) FIX.4.1 FIX.4.3
G ForexSwap Forex Swap FIX.4.1
H ForexPreviouslyQuoted Forex Previously Quoted (No longer used) FIX.4.1 FIX.4.3
I Funari Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan) FIX.4.2
J MarketIfTouched Market If Touched (MIT) FIX.4.3
K MarketWithLeftOverAsLimit Market With Left Over as Limit (market order with unexecuted quantity becoming 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
Q CounterOrderSelection Counter-order selection FIX.4.4EP22
FIX.4.4
⇒423 PriceType int Code to represent the price type.
(For Financing transactions PriceType implies the "repo type" – Fixed or Floating – 9 (Yield) or 6 (Spread) respectively - and Price (44) gives the corresponding "repo rate".
See Volume : "Glossary" for further value definitions)
Value SymbolicName Description Added Updated Deprecated
1 Percentage Percentage (i.e. percent of par) (often called "dollar price" for fixed income) FIX.4.2
2 PerUnit Per unit (i.e. per share or contract) FIX.4.2
3 FixedAmount Fixed amount (absolute value) FIX.4.2
4 Discount Discount - percentage points below par FIX.4.3
5 Premium Premium - percentage points over par FIX.4.3
6 Spread Spread (basis points spread) FIX.4.3
7 TEDPrice TED Price FIX.4.3
8 TEDYield TED Yield FIX.4.3
9 Yield Yield FIX.4.4
10 FixedCabinetTradePrice Fixed cabinet trade price (primarily for listed futures and options) FIX.4.4
11 VariableCabinetTradePrice Variable cabinet trade price (primarily for listed futures and options) FIX.4.4
13 ProductTicksInHalfs Product ticks in halfs FIX.4.4EP19
14 ProductTicksInFourths Product ticks in fourths FIX.4.4EP19
15 ProductTicksInEights Product ticks in eights FIX.4.4EP19
16 ProductTicksInSixteenths Product ticks in sixteenths FIX.4.4EP19
17 ProductTicksInThirtySeconds Product ticks in thirty-seconds FIX.4.4EP19
18 ProductTicksInSixtyForths Product ticks in sixty-forths FIX.4.4EP19
19 ProductTicksInOneTwentyEights Product ticks in one-twenty-eights FIX.4.4EP19
FIX.4.4
⇒44 Price Price Price per unit of quantity (e.g. per share) FIX.4.4
⇒1092 PriceProtectionScope char Defines the type of price protection the customer requires on their order.
Value SymbolicName Description Added Updated Deprecated
0 None None FIX.4.4EP-1
1 Local Local (Exchange, ECN, ATS) FIX.4.4EP-1
2 National National (Across all national markets) FIX.4.4EP-1
3 Global Global (Across all markets) FIX.4.4EP-1
FIX.4.4
⇒99 StopPx Price Price per unit of quantity (e.g. per share) FIX.4.4
⇒TriggeringInstruction Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages" FIX.5.0
⇒SpreadOrBenchmarkCurveData Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" FIX.4.4
⇒YieldData Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages" FIX.4.4
⇒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 6-A: Valid Currency Codes" for information on obtaining valid values. FIX.4.4
⇒376 ComplianceID String ID used to represent this transaction for compliance purposes (e.g. OATS reporting). FIX.4.4
⇒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 solicited FIX.4.2
FIX.4.4
⇒23 IOIID String Required for Previously Indicated Orders (OrdType=E) FIX.4.4
⇒117 QuoteID String Required for Previously Quoted Orders (OrdType=D) FIX.4.4
⇒1080 RefOrderID String Required for counter-order selection / Hit / Take Orders (OrdType = Q) FIX.4.4
⇒1081 RefOrderIDSource char Conditionally required if RefOrderID is specified.
Value SymbolicName Description Added Updated Deprecated
0 SecondaryOrderID SecondaryOrdeID (198) FIX.4.4EP-1
1 OrderID OrdeID (37) FIX.4.4EP-1
2 MDEntryID MEntryID (278) FIX.4.4EP-1
3 QuoteEntryID QuotEntryID (299) FIX.4.4EP-1
FIX.4.4
⇒59 TimeInForce char Specifies how long the order remains in effect. Absence of this field is interpreted as DAY. NOTE not applicable to CIV Orders. (see Volume : "Glossary" for value definitions)
Value SymbolicName Description Added Updated Deprecated
0 Day Day (or session) 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 (GTD) FIX.4.0
7 AtTheClose At the Close FIX.4.3
FIX.4.4
⇒168 EffectiveTime UTCTimestamp Time the details within the message should take effect (always expressed in UTC (Universal Time Coordinated, also known as "GMT") FIX.4.4
⇒432 ExpireDate LocalMktDate Conditionally required if TimeInForce = GTD and ExpireTime is not specified. FIX.4.4
⇒126 ExpireTime UTCTimestamp Conditionally required if TimeInForce = GTD and ExpireDate is not specified. FIX.4.4
⇒427 GTBookingInst int States whether executions are booked out or accumulated on a partially filled GT order
Value SymbolicName Description Added Updated Deprecated
0 BookOutAllTradesOnDayOfExecution Book out all trades on day of execution FIX.4.2
1 AccumulateUntilFilledOrExpired Accumulate executions until order is filled or expires FIX.4.2
2 AccumulateUntilVerballyNotifiedOtherwise Accumulate until verbally notified otherwise FIX.4.2
FIX.4.4
⇒CommissionData Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages" FIX.4.4
⇒528 OrderCapacity char Designates the capacity of the firm placing the order.
(as of FIX 4.3, this field replaced Rule80A (tag 47) --used in conjunction with OrderRestrictions (529) field)
(see Volume : "Glossary" for value definitions)
Value SymbolicName Description Added Updated Deprecated
A Agency Agency FIX.4.3
G Proprietary Proprietary FIX.4.3
I Individual Individual FIX.4.3
P Principal Principal (Note for CMS purposes, "Principal" includes "Proprietary") FIX.4.3
R RisklessPrincipal Riskless Principal FIX.4.3
W AgentForOtherMember Agent for Other Member FIX.4.3
FIX.4.4
⇒529 OrderRestrictions MultipleCharValue Restrictions associated with an order. If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space.
Value SymbolicName Description Added Updated Deprecated
1 ProgramTrade Program Trade FIX.4.3
2 IndexArbitrage Index Arbitrage FIX.4.3
3 NonIndexArbitrage Non-Index Arbitrage FIX.4.3
4 CompetingMarketMaker Competing Market Maker FIX.4.3
5 ActingAsMarketMakerOrSpecialistInSecurity Acting as Market Maker or Specialist in the security FIX.4.3
6 ActingAsMarketMakerOrSpecialistInUnderlying Acting as Market Maker of Specialist in the underlying security of a derivative seucirty FIX.4.3
7 ForeignEntity Foreign Entity (of foreign government or regulatory jurisdiction) FIX.4.3
8 ExternalMarketParticipant External Market Participant FIX.4.3
9 ExternalInterConnectedMarketLinkage Extneral Inter-connected Market Linkage FIX.4.3
A RisklessArbitrage Riskless Arbitrage FIX.4.3
FIX.4.4
⇒1091 PreTradeAnonymity Boolean Allows trader to explicitly request anonymity or disclosure in pre-trade market data feeds. Anonymity is relevant in markets where counterparties are regularly disclosed in order depth feeds. Disclosure is relevant when counterparties are not normally visible. FIX.4.4
⇒582 CustOrderCapacity int Capacity of customer placing the order
Primarily used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission).
Value SymbolicName Description Added Updated Deprecated
1 MemberTradingForTheirOwnAccount Member trading for their own account FIX.4.4
2 ClearingFirmTradingForItsProprietaryAccount Clearing Firm trading for its proprietary account FIX.4.4
3 MemberTradingForAnotherMember Member trading for another member FIX.4.4
4 AllOther All other FIX.4.4
FIX.4.4
⇒121 ForexReq Boolean Indicates request for forex accommodation trade to be executed along with security transaction.
Value SymbolicName Description Added Updated Deprecated
N DoNotExecuteForexAfterSecurityTrade Do Not Execute Forex After Security Trade FIX.4.0
Y ExecuteForexAfterSecurityTrade Execute Forex After Security Trade FIX.4.0
FIX.4.4
⇒120 SettlCurrency Currency Currency code of settlement denomination. FIX.4.4
⇒775 BookingType int Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking.
Value SymbolicName Description Added Updated Deprecated
0 RegularBooking Regular booking FIX.4.4
1 CFD CFD (Contract for difference) FIX.4.4
2 TotalReturnSwap Total Return Swap FIX.4.4
FIX.4.4
⇒58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.4
⇒354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.4
⇒355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.4
⇒193 SettlDate2 LocalMktDate Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. FIX.4.4 FIX.5.0
⇒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.4.4 FIX.5.0
⇒640 Price2 Price 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.4.4 FIX.5.0
⇒77 PositionEffect char Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together.
Value SymbolicName Description Added Updated Deprecated
C Close Close FIX.4.1
F FIFO FIFO FIX.4.3
O Open Open FIX.4.1
R Rolled Rolled FIX.4.3
FIX.4.4
⇒203 CoveredOrUncovered int Used for derivative products, such as options
Value SymbolicName Description Added Updated Deprecated
0 Covered Covered FIX.4.1
1 Uncovered Uncovered FIX.4.1
FIX.4.4
⇒210 MaxShow Qty Maximum quantity (e.g. 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.4.4 FIX.5.0
⇒PegInstructions Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" FIX.4.4
⇒DiscretionInstructions Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" FIX.4.4
⇒847 TargetStrategy int The target strategy of the order
Value SymbolicName Description Added Updated Deprecated
1 VWAP VWAP FIX.4.4
2 Participate Participate (i.e. aim to be x percent of the market volume) FIX.4.4
3 MininizeMarketImpact Mininize market impact FIX.4.4
FIX.4.4
⇒StrategyParametersGrp Strategy parameter block FIX.4.4
⇒848 TargetStrategyParameters String For further specification of the TargetStrategy FIX.4.4 FIX.5.0
⇒849 ParticipationRate Percentage Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) FIX.4.4 FIX.5.0
⇒494 Designation String Supplementary registration information for this Order within the List FIX.4.4

MDFullGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
268 NoMDEntries ✔ NumInGroup Number of entries following. FIX.4.4
⇒269 MDEntryType ✔ char Must be the first field in this repeating group.
Value SymbolicName Description Added Updated Deprecated
0 Bid Bid FIX.4.2
1 Offer Offer FIX.4.2
2 Trade Trade FIX.4.2
3 IndexValue Index Value FIX.4.2
4 OpeningPrice Opening Price FIX.4.2
5 ClosingPrice Closing Price FIX.4.2
6 SettlementPrice Settlement Price FIX.4.2
7 TradingSessionHighPrice Trading Session High Price FIX.4.2
8 TradingSessionLowPrice Trading Session Low Price FIX.4.2
9 TradingSessionVWAPPrice Trading Session VWAP Price FIX.4.2
A Imbalance Imbalance FIX.4.3
B TradeVolume Trade Volume FIX.4.4
C OpenInterest Open Interest FIX.4.4
D CompositeUnderlyingPrice Composite Underlying Price FIX.4.4EP4
E SimulatedSellPrice Simulated Sell Price FIX.4.4EP7
F SimulatedBuyPrice Simulated Buy Price FIX.4.4EP7
G MarginRate Margin Rate FIX.4.4EP7
H MidPrice Mid Price FIX.4.4EP7
J EmptyBook Empty Book FIX.4.4EP7
K SettleHighPrice Settle High Price FIX.4.4EP7
L SettleLowPrice Settle Low Price FIX.4.4EP7
M PriorSettlePrice Prior Settle Price FIX.4.4EP7
N SessionHighBid Session High Bid FIX.4.4EP7
O SessionLowOffer Session Low Offer FIX.4.4EP7
P EarlyPrices Early Prices FIX.4.4EP8
Q AuctionClearingPrice Auction Clearing Price FIX.4.4EP26
FIX.4.4
⇒278 MDEntryID String Conditionally required when maintaining an order-depth book, that is, when AggregatedBook (266) is "N". allows subsequent Incremental changes to be applied using MDEntryID. FIX.4.4
⇒270 MDEntryPx Price Conditionally required if MDEntryType is not Imbalance(A) ), Trade Volume (B), or Open Interest(C); Conditionally required when MDEntryType = "auction clearing price" FIX.4.4
⇒40 OrdType char Used to support market mechanism type; limit order, market order, committed principal order
Value SymbolicName Description Added Updated Deprecated
1 Market Market FIX.2.7
2 Limit Limit FIX.2.7
3 Stop Stop / Stop Loss FIX.2.7
4 StopLimit Stop Limit FIX.2.7
5 MarketOnClose Market On Close (No longer used) FIX.2.7 FIX.4.3
6 WithOrWithout With Or Without FIX.2.7
7 LimitOrBetter Limit Or Better FIX.2.7 FIX.4.4
8 LimitWithOrWithout Limit With Or Without FIX.2.7
9 OnBasis On Basis FIX.2.7
A OnClose On Close (No longer used) FIX.2.7 FIX.4.3
B LimitOnClose Limit On Close (No longer used) FIX.2.7 FIX.4.3
C ForexMarket Forex Market (No longer used) FIX.4.0 FIX.4.3
D PreviouslyQuoted Previously Quoted FIX.4.0
E PreviouslyIndicated Previously Indicated FIX.4.0
F ForexLimit Forex Limit (No longer used) FIX.4.1 FIX.4.3
G ForexSwap Forex Swap FIX.4.1
H ForexPreviouslyQuoted Forex Previously Quoted (No longer used) FIX.4.1 FIX.4.3
I Funari Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan) FIX.4.2
J MarketIfTouched Market If Touched (MIT) FIX.4.3
K MarketWithLeftOverAsLimit Market With Left Over as Limit (market order with unexecuted quantity becoming 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
Q CounterOrderSelection Counter-order selection FIX.4.4EP22
FIX.4.4
⇒15 Currency Currency Can be used to specify the currency of the quoted price. FIX.4.4
⇒271 MDEntrySize Qty Conditionally required if MDEntryType = Bid(0), Offer(1), Trade(2) ), Trade Volume (B), or Open Interest(C) conditionally required when MDEntryType = "auction clearing price" FIX.4.4
⇒272 MDEntryDate UTCDateOnly Date of Market Data Entry.
(prior to FIX 4.4 field was of type UTCDate) 		FIX.4.4
⇒273 MDEntryTime UTCTimeOnly Time of Market Data Entry. FIX.4.4
⇒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.4.4
⇒275 MDMkt Exchange Market posting quote / trade. Valid values: See Volume 6: Appendix 6-C FIX.4.4 FIX.5.0
⇒336 TradingSessionID String Identifier for Trading Session
Can be used to represent a specific market trading session (e.g. "PRE-OPEN", "CROSS_2", "AFTER-HOURS", "TOSTNET", "TOSTNET2", etc).
To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID.
Values should be bi-laterally agreed to between counterparties.
Firms may register Trading Session values on the FIX website (presently a document maintained within "ECN and Exchanges" working group section). 		FIX.4.4
⇒625 TradingSessionSubID String Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties.
Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. 		FIX.4.4
⇒276 QuoteCondition MultipleStringValue Space-delimited list of conditions describing a quote.
Value SymbolicName Description Added Updated Deprecated
A Open Open/Active FIX.4.2
B Closed Closed/Inactive FIX.4.2
C ExchangeBest Exchange Best FIX.4.2
D ConsolidatedBest Consolidated Best FIX.4.2
E Locked Locked FIX.4.2
F Crossed Crossed FIX.4.2
G Depth Depth FIX.4.2
H FastTrading Fast Trading FIX.4.2
I NonFirm Non-Firm FIX.4.2
L Manual Manual/Slow Quote FIX.4.4EP6
J OutrightPrice Outright Price FIX.4.4EP7
K ImpliedPrice Implied Price FIX.4.4EP7
M DepthOnOffer Depth on Offer FIX.4.4EP7
N DepthOnBid Depth on Bid FIX.4.4EP7
O Closing Closing FIX.4.4EP7
P NewsDissemination News Dissemination FIX.4.4EP7
Q TradingRange Trading Range FIX.4.4EP7
R OrderInflux Order Influx FIX.4.4EP7
S DueToRelated Due to Related FIX.4.4EP7
T NewsPending News Pending FIX.4.4EP7
U AdditionalInfo Additional Info FIX.4.4EP7
V AdditionalInfoDueToRelated Additional Info due to related FIX.4.4EP7
W Resume Resume FIX.4.4EP7
X ViewOfCommon View of Common FIX.4.4EP7
Y VolumeAlert Volume Alert FIX.4.4EP7
Z OrderImbalance Order Imbalance FIX.4.4EP7
a EquipmentChangeover Equipment Changeover FIX.4.4EP7
b NoOpen No Open / No Resume FIX.4.4EP7
c RegularETH Regular ETH FIX.4.4EP7
d AutomaticExecution Automatic Execution FIX.4.4EP7
e AutomaticExecutionETH Automatic Execution ETH FIX.4.4EP7
f FastMarketETH Fast Market ETH FIX.4.4EP-1
g InactiveETH Inactive ETH FIX.4.4EP7
h Rotation Rotation FIX.4.4EP7
i RotationETH Rotation ETH FIX.4.4EP7
j Halt Halt FIX.4.4EP7
k HaltETH Halt ETH FIX.4.4EP7
l DueToNewsDissemination Due to News Dissemination FIX.4.4EP7
m DueToNewsPending Due to News Pending FIX.4.4EP7
n TradingResume Trading Resume FIX.4.4EP7
o OutOfSequence Out of Sequence FIX.4.4EP7
p BidSpecialist Bid Specialist FIX.4.4EP7
q OfferSpecialist Offer Specialist FIX.4.4EP7
r BidOfferSpecialist Bid Offer Specialist FIX.4.4EP7
s EndOfDaySAM End of Day SAM FIX.4.4EP7
t ForbiddenSAM Forbidden SAM FIX.4.4EP7
u FrozenSAM Frozen SAM FIX.4.4EP7
v PreOpeningSAM PreOpening SAM FIX.4.4EP7
w OpeningSAM Opening SAM FIX.4.4EP7
x OpenSAM Open SAM FIX.4.4EP7
y SurveillanceSAM Surveillance SAM FIX.4.4EP7
z SuspendedSAM Suspended SAM FIX.4.4EP7
0 ReservedSAM Reserved SAM FIX.4.4EP7
1 NoActiveSAM No Active SAM FIX.4.4EP7
2 Restricted Restricted FIX.4.4EP7
FIX.4.4
⇒277 TradeCondition MultipleStringValue Space-delimited list of conditions describing a trade
Value SymbolicName Description Added Updated Deprecated
A Cash Cash (only) Market FIX.4.2
B AveragePriceTrade Average Price Trade FIX.4.2
C CashTrade Cash Trade (same day clearing) FIX.4.2
D NextDay Next Day (only)Market FIX.4.2
E Opening Opening/Reopening Trade Detail FIX.4.2
F IntradayTradeDetail Intraday Trade Detail FIX.4.2
G Rule127Trade Rule 127 Trade (NYSE) FIX.4.2
H Rule155Trade Rule 155 Trade (AMEX) FIX.4.2
I SoldLast Sold Last (late reporting) FIX.4.2
J NextDayTrade Next Day Trade (next day clearing) FIX.4.2
K Opened Opened (late report of opened trade) FIX.4.2
L Seller Seller FIX.4.2
M Sold Sold (out of sequence) FIX.4.2
N StoppedStock Stopped Stock (guarantee of price but does not execute the order) FIX.4.2
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
S BargainCondition Bargain Condition (LSE) FIX.4.4EP7
T ConvertedPriceIndicator Converted Price Indicator FIX.4.4EP7
U ExchangeLast Exchange Last FIX.4.4EP7
V FinalPriceOfSession Final Price of Session FIX.4.4EP7
W ExPit Ex-pit FIX.4.4EP7
X Crossed Crossed FIX.4.4EP7
Y TradesResultingFromManual Trades resulting from manual/slow quote FIX.4.4EP6
Z TradesResultingFromIntermarketSweep Trades resulting from intermarket sweep FIX.4.4EP6
a VolumeOnly Volume Only FIX.4.4EP7
b DirectPlus Direct Plus FIX.4.4EP7
c Acquisition Acquisition FIX.4.4EP7
d Bunched Bunched FIX.4.4EP7
e Distribution Distribution FIX.4.4EP7
f BunchedSale Bunched Sale FIX.4.4EP7
g SplitTrade Split Trade FIX.4.4EP7
h CancelStopped Cancel Stopped FIX.4.4EP7
i CancelETH Cancel ETH FIX.4.4EP7
j CancelStoppedETH Cancel Stopped ETH FIX.4.4EP7
k OutOfSequenceETH Out of Sequence ETH FIX.4.4EP7
l CancelLastETH Cancel Last ETH FIX.4.4EP7
m SoldLastSaleETH Sold Last Sale ETH FIX.4.4EP7
n CancelLast Cancel Last FIX.4.4EP7
o SoldLastSale Sold Last Sale FIX.4.4EP7
p CancelOpen Cancel Open FIX.4.4EP7
q CancelOpenETH Cancel Open ETH FIX.4.4EP7
r OpenedSaleETH Opened Sale ETH FIX.4.4EP7
s CancelOnly Cancel Only FIX.4.4EP7
t CancelOnlyETH Cancel Only ETH FIX.4.4EP7
u LateOpenETH Late Open ETH FIX.4.4EP7
v AutoExecutionETH Auto Execution ETH FIX.4.4EP7
w Reopen Reopen FIX.4.4EP7
x ReopenETH Reopen ETH FIX.4.4EP7
y Adjusted Adjusted FIX.4.4EP7
z AdjustedETH Adjusted ETH FIX.4.4EP7
AA Spread Spread FIX.4.4EP7
AB SpreadETH Spread ETH FIX.4.4EP7
AC Straddle Straddle FIX.4.4EP7
AD StraddleETH Straddle ETH FIX.4.4EP7
AE Stopped Stopped FIX.4.4EP7
AF StoppedETH Stopped ETH FIX.4.4EP7
AG RegularETH Regular ETH FIX.4.4EP7
AH Combo Combo FIX.4.4EP7
AI ComboETH Combo ETH FIX.4.4EP7
AJ OfficialClosingPrice Official Closing Price FIX.4.4EP7
AK PriorReferencePrice Prior Reference Price FIX.4.4EP7
0 Cancel Cancel FIX.4.4EP7
AL StoppedSoldLast Stopped Sold Last FIX.4.4EP7
AM StoppedOutOfSequence Stopped Out of Sequence FIX.4.4EP7
AN OfficalClosingPrice Offical Closing Price FIX.4.4EP7
AO CrossedOld Crossed (duplicate enumeration - use 'X' instead) FIX.4.4EP7
AP FastMarket Fast Market FIX.4.4EP7
AQ AutomaticExecution Automatic Execution FIX.4.4EP7
AR FormT Form T FIX.4.4EP7
AS BasketIndex Basket Index FIX.4.4EP7
AT BurstBasket Burst Basket FIX.4.4EP7
FIX.4.4
⇒282 MDEntryOriginator String Originator of a Market Data Entry FIX.4.4 FIX.5.0
⇒283 LocationID String Identification of a Market Maker’s location FIX.4.4 FIX.5.0
⇒284 DeskID String Identification of a Market Maker’s desk FIX.4.4 FIX.5.0
⇒286 OpenCloseSettlFlag MultipleCharValue Used if MDEntryType = Opening Price(4), Closing Price(5), or Settlement Price(6).
Value SymbolicName Description Added Updated Deprecated
0 DailyOpen Daily Open / Close / Settlement entry FIX.4.2
1 SessionOpen Session Open / Close / Settlement entry FIX.4.2
2 DeliverySettlementEntry Delivery Settlement entry FIX.4.2
3 ExpectedEntry Expected entry FIX.4.3
4 EntryFromPreviousBusinessDay Entry from previous business day FIX.4.3
5 TheoreticalPriceValue Theoretical Price value FIX.4.4
FIX.4.4
⇒59 TimeInForce char For optional use when this Bid or Offer represents an order
Value SymbolicName Description Added Updated Deprecated
0 Day Day (or session) 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 (GTD) FIX.4.0
7 AtTheClose At the Close FIX.4.3
FIX.4.4
⇒432 ExpireDate LocalMktDate For optional use when this Bid or Offer represents an order. ExpireDate and ExpireTime cannot both be specified in one Market Data Entry. FIX.4.4
⇒126 ExpireTime UTCTimestamp For optional use when this Bid or Offer represents an order. ExpireDate and ExpireTime cannot both be specified in one Market Data Entry. FIX.4.4
⇒110 MinQty Qty For optional use when this Bid or Offer represents an order FIX.4.4
⇒18 ExecInst MultipleCharValue Can contain multiple instructions, space delimited.
Value SymbolicName Description Added Updated Deprecated
0 StayOnOfferSide Stay on offer side FIX.2.7
1 NotHeld Not held FIX.2.7
2 Work Work FIX.2.7
3 GoAlong Go along FIX.2.7
4 OverTheDay Over the day FIX.2.7
5 Held Held FIX.2.7
6 ParticipateDoNotInitiate Participate don't initiate FIX.2.7
7 StrictScale Strict scale FIX.2.7
8 TryToScale Try to scale FIX.2.7
9 StayOnBidSide Stay on bid side FIX.2.7
A NoCross No cross (cross is forbidden) FIX.2.7
B OKToCross OK to cross FIX.2.7
C CallFirst Call first FIX.2.7
D PercentOfVolume Percent of volume (indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage) FIX.2.7
E DoNotIncrease Do not increase - DNI FIX.2.7
F DoNotReduce Do not reduce - DNR FIX.2.7
G AllOrNone All or none - AON FIX.2.7
H ReinstateOnSystemFailure Reinstate on system failue (mutually exclusive with Q) FIX.4.3
I InstitutionsOnly Institutions only FIX.3.0
J ReinstateOnTradingHalt Reinstate on Trading Halt (mutually exclusive with K) FIX.4.3
K CancelOnTradingHalt Cancel on Trading Halt (mutually exclusive with J) FIX.4.3
L LastPeg Last peg (last sale) FIX.3.0 FIX.5.0
M MidPricePeg Mid-price peg (midprice of inside quote) FIX.3.0 FIX.5.0
N NonNegotiable Non-negotiable FIX.3.0
O OpeningPeg Opening peg FIX.3.0 FIX.5.0
P MarketPeg Market peg FIX.3.0 FIX.5.0
Q CancelOnSystemFailure Cancel on system failure (mutually exclusive with H) FIX.4.3
R PrimaryPeg Primary peg (primary market - buy at bid/sell at offer) FIX.3.0 FIX.5.0
S Suspend Suspend FIX.3.0
T FixedPegToLocalBestBidOrOfferAtTimeOfOrder Fixed Peg to Local best bid or offer at time of order FIX.4.4EP35
U CustomerDisplayInstruction Customer Display Instruction (Rule 11Ac1-1/4) FIX.4.1
V Netting Netting (for Forex) FIX.4.1
W PegToVWAP Peg to VWAP FIX.4.2 FIX.5.0
X TradeAlong Trade Along FIX.4.3
Y TryToStop Try To Stop FIX.4.3
Z CancelIfNotBest Cancel if not best FIX.4.4
a TrailingStopPeg Trailing Stop Peg FIX.4.4 FIX.5.0
b StrictLimit Strict Limit (No price improvement) FIX.4.4
c IgnorePriceValidityChecks Ignore Price Validity Checks FIX.4.4
d PegToLimitPrice Peg to Limit Price FIX.4.4 FIX.5.0
e WorkToTargetStrategy Work to Target Strategy FIX.4.4
f IntermarketSweep Intermarket Sweep FIX.4.4EP6
g ExternalRoutingAllowed External Routing Allowed FIX.4.4EP14
h ExternalRoutingNotAllowed External Routing Not Allowed FIX.4.4EP14
i ImbalanceOnly Imbalance Only FIX.4.4EP22
j SingleExecutionRequestedForBlockTrade Single execution requested for block trade FIX.4.4EP6
k BestExecution Best Execution FIX.4.4EP35
FIX.4.4
⇒287 SellerDays int Specifies the number of days that may elapse before delivery of the security FIX.4.4
⇒37 OrderID String For optional use when this Bid, Offer, or Trade represents an order FIX.4.4
⇒198 SecondaryOrderID String For optional use to support Hit/Take (selecting a specific order from the feed) without disclosing a private order id. FIX.4.4
⇒299 QuoteEntryID String For optional use when this Bid, Offer, or Trade represents a quote FIX.4.4
⇒288 MDEntryBuyer String For optional use in reporting Trades FIX.4.4
⇒289 MDEntrySeller String For optional use in reporting Trades FIX.4.4
⇒346 NumberOfOrders int In an Aggregated Book, used to show how many individual orders make up an MDEntry FIX.4.4
⇒290 MDEntryPositionNo int Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with 1 FIX.4.4
⇒546 Scope MultipleCharValue Specifies the market scope of the a market data.
Value SymbolicName Description Added Updated Deprecated
1 LocalMarket Local Market (Exchange, ECN, ATS) FIX.4.3
2 National National FIX.4.3
3 Global Global FIX.4.3
FIX.4.4
⇒811 PriceDelta float Delta calculated from theoretical price FIX.4.4
⇒58 Text String Text to describe the Market Data Entry. Part of repeating group. FIX.4.4
⇒354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.4
⇒355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.4
⇒1023 MDPriceLevel int Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with 1 FIX.4.4
⇒528 OrderCapacity char Designates the capacity of the firm placing the order
Value SymbolicName Description Added Updated Deprecated
A Agency Agency FIX.4.3
G Proprietary Proprietary FIX.4.3
I Individual Individual FIX.4.3
P Principal Principal (Note for CMS purposes, "Principal" includes "Proprietary") FIX.4.3
R RisklessPrincipal Riskless Principal FIX.4.3
W AgentForOtherMember Agent for Other Member FIX.4.3
FIX.4.4
⇒1024 MDOriginType int Used to describe the origin of an entry in the book
Value SymbolicName Description Added Updated Deprecated
0 Book Book FIX.4.4EP-1
1 OffBook Off-Book FIX.4.4EP-1
2 Cross Cross FIX.4.4EP-1
FIX.4.4
⇒332 HighPx Price Used to report high price in association with trade, bid or ask rather than a separate entity FIX.4.4
⇒333 LowPx Price Used to report low price in association with trade, bid or ask rather than a separate entitty FIX.4.4
⇒1020 TradeVolume Qty Used to report trade volume in association with trade, bid or ask rather than a separate entity FIX.4.4
⇒63 SettlType String Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular)
Regular is defined as the default settlement period for the particular security on the exchange of execution.
In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue.
Additionally the following patterns may be uses as well as enum values
Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0
Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0
Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0
Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0
Noted that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days.
Value SymbolicName Description Added Updated Deprecated
0 Regular Regular / FX Spot settlement (T+1 or T+2 depending on currency) FIX.2.7
1 Cash Cash (TOD / T+0) FIX.2.7
2 NextDay Next Day (TOM / T+1) FIX.2.7
3 TPlus2 T+2 FIX.2.7
4 TPlus3 T+3 FIX.2.7
5 TPlus4 T+4 FIX.2.7
6 Future Future FIX.2.7
7 WhenAndIfIssued When And If Issued FIX.2.7
8 SellersOption Sellers Option FIX.2.7
9 TPlus5 T+5 FIX.3.0
B BrokenDate Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified FIX.4.4EP25
C FXSpotNextSettlement FX Spot Next settlement (Spot+1, aka next day) FIX.4.4EP21
FIX.4.4
⇒64 SettlDate LocalMktDate Specific date of trade settlement (SettlementDate) in YYYYMMDD format.
If present, this field overrides SettlType (63). This field is required if the value of SettlType (63) is 6 (Future) or 8 (Sellers Option). This field must be omitted if the value of SettlType (63) is 7 (When and If Issued)
(expressed in local time at place of settlement) 		FIX.4.4
⇒1070 MDQuoteType int Identifies market data quote type.
Value SymbolicName Description Added Updated Deprecated
0 Indicative Indicative FIX.4.4EP32
1 Tradeable Tradeable FIX.4.4EP32
2 RestrictedTradeable Restricted Tradeable FIX.4.4EP32
3 Counter Counter FIX.4.4EP32
4 IndicativeAndTradeable Indicative and Tradeable FIX.4.4EP32
FIX.4.4
⇒83 RptSeq int Used to identify the sequence number within a feed type FIX.4.4
⇒1048 DealingCapacity PriceOffset Identifies role of dealer; Agent, Principal, RisklessPrincipal FIX.4.4
⇒1026 MDEntrySpotRate float The spot rate for an FX entry FIX.4.4
⇒1027 MDEntryForwardPoints PriceOffset Used for an F/X entry. The forward points to be added to or subtracted from the spot rate to get the "all-in" rate in MDEntryPx. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 FIX.4.4
⇒Parties FIX.4.4

MDIncGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
268 NoMDEntries ✔ NumInGroup Number of entries following. FIX.4.4
⇒279 MDUpdateAction ✔ char Must be first field in this repeating group.
Value SymbolicName Description Added Updated Deprecated
0 New New FIX.4.2
1 Change Change FIX.4.2
2 Delete Delete FIX.4.2
3 DeleteThru Delete Thru FIX.4.4EP7
4 DeleteFrom Delete From FIX.4.4EP7
FIX.4.4
⇒285 DeleteReason char If MDUpdateAction = Delete(2), can be used to specify a reason for the deletion.
Value SymbolicName Description Added Updated Deprecated
0 Cancellation Cancellation / Trade Bust FIX.4.2
1 Error Error FIX.4.2
FIX.4.4 FIX.5.0
⇒269 MDEntryType char Conditionally required if MDUpdateAction = New(0). Cannot be changed.
Value SymbolicName Description Added Updated Deprecated
0 Bid Bid FIX.4.2
1 Offer Offer FIX.4.2
2 Trade Trade FIX.4.2
3 IndexValue Index Value FIX.4.2
4 OpeningPrice Opening Price FIX.4.2
5 ClosingPrice Closing Price FIX.4.2
6 SettlementPrice Settlement Price FIX.4.2
7 TradingSessionHighPrice Trading Session High Price FIX.4.2
8 TradingSessionLowPrice Trading Session Low Price FIX.4.2
9 TradingSessionVWAPPrice Trading Session VWAP Price FIX.4.2
A Imbalance Imbalance FIX.4.3
B TradeVolume Trade Volume FIX.4.4
C OpenInterest Open Interest FIX.4.4
D CompositeUnderlyingPrice Composite Underlying Price FIX.4.4EP4
E SimulatedSellPrice Simulated Sell Price FIX.4.4EP7
F SimulatedBuyPrice Simulated Buy Price FIX.4.4EP7
G MarginRate Margin Rate FIX.4.4EP7
H MidPrice Mid Price FIX.4.4EP7
J EmptyBook Empty Book FIX.4.4EP7
K SettleHighPrice Settle High Price FIX.4.4EP7
L SettleLowPrice Settle Low Price FIX.4.4EP7
M PriorSettlePrice Prior Settle Price FIX.4.4EP7
N SessionHighBid Session High Bid FIX.4.4EP7
O SessionLowOffer Session Low Offer FIX.4.4EP7
P EarlyPrices Early Prices FIX.4.4EP8
Q AuctionClearingPrice Auction Clearing Price FIX.4.4EP26
FIX.4.4
⇒278 MDEntryID String If specified, must be unique among currently active entries if MDUpdateAction = New (0), must be the same as a previous MDEntryID if MDUpdateAction = Delete (2), and must be the same as a previous MDEntryID if MDUpdateAction = Change (1) and MDEntryRefID is not specified, or must be unique among currently active entries if MDUpdateAction = Change(1) and MDEntryRefID is specified.. FIX.4.4
⇒280 MDEntryRefID String If MDUpdateAction = New(0), for the first Market Data Entry in a message, either this field or a Symbol must be specified. If MDUpdateAction = Change(1), this must refer to a previous MDEntryID. FIX.4.4
⇒Instrument Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
Either Symbol (the instrument component block) or MDEntryRefID must be specified if MDUpdateAction = New(0) for the first Market Data Entry in a message. For subsequent Market Data Entries where MDUpdateAction = New(0), the default is the instrument used in the previous Market Data Entry if neither Symbol nor MDEntryRefID are specified, or in the case of options and futures, the previous instrument with changes specified in MaturityMonthYear, MaturityDay, StrikePrice, OptAttribute, and SecurityExchange. May not be changed.		 FIX.4.4
⇒UndInstrmtGrp FIX.4.4
⇒InstrmtLegGrp FIX.4.4
⇒291 FinancialStatus MultipleCharValue Identifies a firm's or a security's financial status
Value SymbolicName Description Added Updated Deprecated
1 Bankrupt Bankrupt FIX.4.2
2 PendingDelisting Pending delisting FIX.4.3
3 Restricted Restricted FIX.4.4EP12
FIX.4.4
⇒292 CorporateAction MultipleCharValue Identifies the type of Corporate Action.
Value SymbolicName Description Added Updated Deprecated
A ExDividend Ex-Dividend FIX.4.2
B ExDistribution Ex-Distribution FIX.4.2
C ExRights Ex-Rights FIX.4.2
D New New FIX.4.2
E ExInterest Ex-Interest FIX.4.2
F CashDividend Cash Dividend FIX.4.4EP4
G StockDividend Stock Dividend FIX.4.4EP4
H NonIntegerStockSplit Non-Integer Stock Split FIX.4.4EP4
I ReverseStockSplit Reverse Stock Split FIX.4.4EP4
J StandardIntegerStockSplit Standard-Integer Stock Split FIX.4.4EP4
K PositionConsolidation Position Consolidation FIX.4.4EP4
L LiquidationReorganization Liquidation Reorganization FIX.4.4EP4
M MergerReorganization Merger Reorganization FIX.4.4EP4
N RightsOffering Rights Offering FIX.4.4EP4
O ShareholderMeeting Shareholder Meeting FIX.4.4EP4
P Spinoff Spinoff FIX.4.4EP4
Q TenderOffer Tender Offer FIX.4.4EP4
R Warrant Warrant FIX.4.4EP4
S SpecialAction Special Action FIX.4.4EP4
T SymbolConversion Symbol Conversion FIX.4.4EP4
U CUSIP CUSIP / Name Change FIX.4.4EP4
V LeapRollover Leap Rollover FIX.4.4EP8
FIX.4.4
⇒270 MDEntryPx Price Conditionally required when MDUpdateAction = New(0) and MDEntryType is not Imbalance(A) ), Trade Volume (B), or Open Interest (C). Conditionally required when MDEntryType = "auction clearing price" FIX.4.4
⇒40 OrdType char Used to support market mechanism type; limit order, market order, committed principal order
Value SymbolicName Description Added Updated Deprecated
1 Market Market FIX.2.7
2 Limit Limit FIX.2.7
3 Stop Stop / Stop Loss FIX.2.7
4 StopLimit Stop Limit FIX.2.7
5 MarketOnClose Market On Close (No longer used) FIX.2.7 FIX.4.3
6 WithOrWithout With Or Without FIX.2.7
7 LimitOrBetter Limit Or Better FIX.2.7 FIX.4.4
8 LimitWithOrWithout Limit With Or Without FIX.2.7
9 OnBasis On Basis FIX.2.7
A OnClose On Close (No longer used) FIX.2.7 FIX.4.3
B LimitOnClose Limit On Close (No longer used) FIX.2.7 FIX.4.3
C ForexMarket Forex Market (No longer used) FIX.4.0 FIX.4.3
D PreviouslyQuoted Previously Quoted FIX.4.0
E PreviouslyIndicated Previously Indicated FIX.4.0
F ForexLimit Forex Limit (No longer used) FIX.4.1 FIX.4.3
G ForexSwap Forex Swap FIX.4.1
H ForexPreviouslyQuoted Forex Previously Quoted (No longer used) FIX.4.1 FIX.4.3
I Funari Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan) FIX.4.2
J MarketIfTouched Market If Touched (MIT) FIX.4.3
K MarketWithLeftOverAsLimit Market With Left Over as Limit (market order with unexecuted quantity becoming 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
Q CounterOrderSelection Counter-order selection FIX.4.4EP22
FIX.4.4
⇒15 Currency Currency Can be used to specify the currency of the quoted price. FIX.4.4
⇒271 MDEntrySize Qty Conditionally required when MDUpdateAction = New(0) andMDEntryType = Bid(0), Offer(1), Trade(2) ), Trade Volume(B), or Open Interest(C). Conditionally required when MDEntryType = "auction clearing price" FIX.4.4
⇒272 MDEntryDate UTCDateOnly Date of Market Data Entry.
(prior to FIX 4.4 field was of type UTCDate) 		FIX.4.4
⇒273 MDEntryTime UTCTimeOnly Time of Market Data Entry. FIX.4.4
⇒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.4.4
⇒275 MDMkt Exchange Market posting quote / trade. Valid values: See Volume 6: Appendix 6-C FIX.4.4 FIX.5.0
⇒336 TradingSessionID String Identifier for Trading Session
Can be used to represent a specific market trading session (e.g. "PRE-OPEN", "CROSS_2", "AFTER-HOURS", "TOSTNET", "TOSTNET2", etc).
To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID.
Values should be bi-laterally agreed to between counterparties.
Firms may register Trading Session values on the FIX website (presently a document maintained within "ECN and Exchanges" working group section). 		FIX.4.4
⇒625 TradingSessionSubID String Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties.
Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. 		FIX.4.4
⇒276 QuoteCondition MultipleStringValue Space-delimited list of conditions describing a quote.
Value SymbolicName Description Added Updated Deprecated
A Open Open/Active FIX.4.2
B Closed Closed/Inactive FIX.4.2
C ExchangeBest Exchange Best FIX.4.2
D ConsolidatedBest Consolidated Best FIX.4.2
E Locked Locked FIX.4.2
F Crossed Crossed FIX.4.2
G Depth Depth FIX.4.2
H FastTrading Fast Trading FIX.4.2
I NonFirm Non-Firm FIX.4.2
L Manual Manual/Slow Quote FIX.4.4EP6
J OutrightPrice Outright Price FIX.4.4EP7
K ImpliedPrice Implied Price FIX.4.4EP7
M DepthOnOffer Depth on Offer FIX.4.4EP7
N DepthOnBid Depth on Bid FIX.4.4EP7
O Closing Closing FIX.4.4EP7
P NewsDissemination News Dissemination FIX.4.4EP7
Q TradingRange Trading Range FIX.4.4EP7
R OrderInflux Order Influx FIX.4.4EP7
S DueToRelated Due to Related FIX.4.4EP7
T NewsPending News Pending FIX.4.4EP7
U AdditionalInfo Additional Info FIX.4.4EP7
V AdditionalInfoDueToRelated Additional Info due to related FIX.4.4EP7
W Resume Resume FIX.4.4EP7
X ViewOfCommon View of Common FIX.4.4EP7
Y VolumeAlert Volume Alert FIX.4.4EP7
Z OrderImbalance Order Imbalance FIX.4.4EP7
a EquipmentChangeover Equipment Changeover FIX.4.4EP7
b NoOpen No Open / No Resume FIX.4.4EP7
c RegularETH Regular ETH FIX.4.4EP7
d AutomaticExecution Automatic Execution FIX.4.4EP7
e AutomaticExecutionETH Automatic Execution ETH FIX.4.4EP7
f FastMarketETH Fast Market ETH FIX.4.4EP-1
g InactiveETH Inactive ETH FIX.4.4EP7
h Rotation Rotation FIX.4.4EP7
i RotationETH Rotation ETH FIX.4.4EP7
j Halt Halt FIX.4.4EP7
k HaltETH Halt ETH FIX.4.4EP7
l DueToNewsDissemination Due to News Dissemination FIX.4.4EP7
m DueToNewsPending Due to News Pending FIX.4.4EP7
n TradingResume Trading Resume FIX.4.4EP7
o OutOfSequence Out of Sequence FIX.4.4EP7
p BidSpecialist Bid Specialist FIX.4.4EP7
q OfferSpecialist Offer Specialist FIX.4.4EP7
r BidOfferSpecialist Bid Offer Specialist FIX.4.4EP7
s EndOfDaySAM End of Day SAM FIX.4.4EP7
t ForbiddenSAM Forbidden SAM FIX.4.4EP7
u FrozenSAM Frozen SAM FIX.4.4EP7
v PreOpeningSAM PreOpening SAM FIX.4.4EP7
w OpeningSAM Opening SAM FIX.4.4EP7
x OpenSAM Open SAM FIX.4.4EP7
y SurveillanceSAM Surveillance SAM FIX.4.4EP7
z SuspendedSAM Suspended SAM FIX.4.4EP7
0 ReservedSAM Reserved SAM FIX.4.4EP7
1 NoActiveSAM No Active SAM FIX.4.4EP7
2 Restricted Restricted FIX.4.4EP7
FIX.4.4
⇒277 TradeCondition MultipleStringValue Space-delimited list of conditions describing a trade
Value SymbolicName Description Added Updated Deprecated
A Cash Cash (only) Market FIX.4.2
B AveragePriceTrade Average Price Trade FIX.4.2
C CashTrade Cash Trade (same day clearing) FIX.4.2
D NextDay Next Day (only)Market FIX.4.2
E Opening Opening/Reopening Trade Detail FIX.4.2
F IntradayTradeDetail Intraday Trade Detail FIX.4.2
G Rule127Trade Rule 127 Trade (NYSE) FIX.4.2
H Rule155Trade Rule 155 Trade (AMEX) FIX.4.2
I SoldLast Sold Last (late reporting) FIX.4.2
J NextDayTrade Next Day Trade (next day clearing) FIX.4.2
K Opened Opened (late report of opened trade) FIX.4.2
L Seller Seller FIX.4.2
M Sold Sold (out of sequence) FIX.4.2
N StoppedStock Stopped Stock (guarantee of price but does not execute the order) FIX.4.2
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
S BargainCondition Bargain Condition (LSE) FIX.4.4EP7
T ConvertedPriceIndicator Converted Price Indicator FIX.4.4EP7
U ExchangeLast Exchange Last FIX.4.4EP7
V FinalPriceOfSession Final Price of Session FIX.4.4EP7
W ExPit Ex-pit FIX.4.4EP7
X Crossed Crossed FIX.4.4EP7
Y TradesResultingFromManual Trades resulting from manual/slow quote FIX.4.4EP6
Z TradesResultingFromIntermarketSweep Trades resulting from intermarket sweep FIX.4.4EP6
a VolumeOnly Volume Only FIX.4.4EP7
b DirectPlus Direct Plus FIX.4.4EP7
c Acquisition Acquisition FIX.4.4EP7
d Bunched Bunched FIX.4.4EP7
e Distribution Distribution FIX.4.4EP7
f BunchedSale Bunched Sale FIX.4.4EP7
g SplitTrade Split Trade FIX.4.4EP7
h CancelStopped Cancel Stopped FIX.4.4EP7
i CancelETH Cancel ETH FIX.4.4EP7
j CancelStoppedETH Cancel Stopped ETH FIX.4.4EP7
k OutOfSequenceETH Out of Sequence ETH FIX.4.4EP7
l CancelLastETH Cancel Last ETH FIX.4.4EP7
m SoldLastSaleETH Sold Last Sale ETH FIX.4.4EP7
n CancelLast Cancel Last FIX.4.4EP7
o SoldLastSale Sold Last Sale FIX.4.4EP7
p CancelOpen Cancel Open FIX.4.4EP7
q CancelOpenETH Cancel Open ETH FIX.4.4EP7
r OpenedSaleETH Opened Sale ETH FIX.4.4EP7
s CancelOnly Cancel Only FIX.4.4EP7
t CancelOnlyETH Cancel Only ETH FIX.4.4EP7
u LateOpenETH Late Open ETH FIX.4.4EP7
v AutoExecutionETH Auto Execution ETH FIX.4.4EP7
w Reopen Reopen FIX.4.4EP7
x ReopenETH Reopen ETH FIX.4.4EP7
y Adjusted Adjusted FIX.4.4EP7
z AdjustedETH Adjusted ETH FIX.4.4EP7
AA Spread Spread FIX.4.4EP7
AB SpreadETH Spread ETH FIX.4.4EP7
AC Straddle Straddle FIX.4.4EP7
AD StraddleETH Straddle ETH FIX.4.4EP7
AE Stopped Stopped FIX.4.4EP7
AF StoppedETH Stopped ETH FIX.4.4EP7
AG RegularETH Regular ETH FIX.4.4EP7
AH Combo Combo FIX.4.4EP7
AI ComboETH Combo ETH FIX.4.4EP7
AJ OfficialClosingPrice Official Closing Price FIX.4.4EP7
AK PriorReferencePrice Prior Reference Price FIX.4.4EP7
0 Cancel Cancel FIX.4.4EP7
AL StoppedSoldLast Stopped Sold Last FIX.4.4EP7
AM StoppedOutOfSequence Stopped Out of Sequence FIX.4.4EP7
AN OfficalClosingPrice Offical Closing Price FIX.4.4EP7
AO CrossedOld Crossed (duplicate enumeration - use 'X' instead) FIX.4.4EP7
AP FastMarket Fast Market FIX.4.4EP7
AQ AutomaticExecution Automatic Execution FIX.4.4EP7
AR FormT Form T FIX.4.4EP7
AS BasketIndex Basket Index FIX.4.4EP7
AT BurstBasket Burst Basket FIX.4.4EP7
FIX.4.4
⇒282 MDEntryOriginator String Originator of a Market Data Entry FIX.4.4 FIX.5.0
⇒283 LocationID String Identification of a Market Maker’s location FIX.4.4 FIX.5.0
⇒284 DeskID String Identification of a Market Maker’s desk FIX.4.4 FIX.5.0
⇒286 OpenCloseSettlFlag MultipleCharValue Used if MDEntryType = Opening Price(4), Closing Price(5), or Settlement Price(6).
Value SymbolicName Description Added Updated Deprecated
0 DailyOpen Daily Open / Close / Settlement entry FIX.4.2
1 SessionOpen Session Open / Close / Settlement entry FIX.4.2
2 DeliverySettlementEntry Delivery Settlement entry FIX.4.2
3 ExpectedEntry Expected entry FIX.4.3
4 EntryFromPreviousBusinessDay Entry from previous business day FIX.4.3
5 TheoreticalPriceValue Theoretical Price value FIX.4.4
FIX.4.4
⇒59 TimeInForce char For optional use when this Bid or Offer represents an order
Value SymbolicName Description Added Updated Deprecated
0 Day Day (or session) 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 (GTD) FIX.4.0
7 AtTheClose At the Close FIX.4.3
FIX.4.4
⇒432 ExpireDate LocalMktDate For optional use when this Bid or Offer represents an order. ExpireDate and ExpireTime cannot both be specified in one Market Data Entry. FIX.4.4
⇒126 ExpireTime UTCTimestamp For optional use when this Bid or Offer represents an order. ExpireDate and ExpireTime cannot both be specified in one Market Data Entry. FIX.4.4
⇒110 MinQty Qty For optional use when this Bid or Offer represents an order FIX.4.4
⇒18 ExecInst MultipleCharValue Can contain multiple instructions, space delimited.
Value SymbolicName Description Added Updated Deprecated
0 StayOnOfferSide Stay on offer side FIX.2.7
1 NotHeld Not held FIX.2.7
2 Work Work FIX.2.7
3 GoAlong Go along FIX.2.7
4 OverTheDay Over the day FIX.2.7
5 Held Held FIX.2.7
6 ParticipateDoNotInitiate Participate don't initiate FIX.2.7
7 StrictScale Strict scale FIX.2.7
8 TryToScale Try to scale FIX.2.7
9 StayOnBidSide Stay on bid side FIX.2.7
A NoCross No cross (cross is forbidden) FIX.2.7
B OKToCross OK to cross FIX.2.7
C CallFirst Call first FIX.2.7
D PercentOfVolume Percent of volume (indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage) FIX.2.7
E DoNotIncrease Do not increase - DNI FIX.2.7
F DoNotReduce Do not reduce - DNR FIX.2.7
G AllOrNone All or none - AON FIX.2.7
H ReinstateOnSystemFailure Reinstate on system failue (mutually exclusive with Q) FIX.4.3
I InstitutionsOnly Institutions only FIX.3.0
J ReinstateOnTradingHalt Reinstate on Trading Halt (mutually exclusive with K) FIX.4.3
K CancelOnTradingHalt Cancel on Trading Halt (mutually exclusive with J) FIX.4.3
L LastPeg Last peg (last sale) FIX.3.0 FIX.5.0
M MidPricePeg Mid-price peg (midprice of inside quote) FIX.3.0 FIX.5.0
N NonNegotiable Non-negotiable FIX.3.0
O OpeningPeg Opening peg FIX.3.0 FIX.5.0
P MarketPeg Market peg FIX.3.0 FIX.5.0
Q CancelOnSystemFailure Cancel on system failure (mutually exclusive with H) FIX.4.3
R PrimaryPeg Primary peg (primary market - buy at bid/sell at offer) FIX.3.0 FIX.5.0
S Suspend Suspend FIX.3.0
T FixedPegToLocalBestBidOrOfferAtTimeOfOrder Fixed Peg to Local best bid or offer at time of order FIX.4.4EP35
U CustomerDisplayInstruction Customer Display Instruction (Rule 11Ac1-1/4) FIX.4.1
V Netting Netting (for Forex) FIX.4.1
W PegToVWAP Peg to VWAP FIX.4.2 FIX.5.0
X TradeAlong Trade Along FIX.4.3
Y TryToStop Try To Stop FIX.4.3
Z CancelIfNotBest Cancel if not best FIX.4.4
a TrailingStopPeg Trailing Stop Peg FIX.4.4 FIX.5.0
b StrictLimit Strict Limit (No price improvement) FIX.4.4
c IgnorePriceValidityChecks Ignore Price Validity Checks FIX.4.4
d PegToLimitPrice Peg to Limit Price FIX.4.4 FIX.5.0
e WorkToTargetStrategy Work to Target Strategy FIX.4.4
f IntermarketSweep Intermarket Sweep FIX.4.4EP6
g ExternalRoutingAllowed External Routing Allowed FIX.4.4EP14
h ExternalRoutingNotAllowed External Routing Not Allowed FIX.4.4EP14
i ImbalanceOnly Imbalance Only FIX.4.4EP22
j SingleExecutionRequestedForBlockTrade Single execution requested for block trade FIX.4.4EP6
k BestExecution Best Execution FIX.4.4EP35
FIX.4.4
⇒287 SellerDays int Specifies the number of days that may elapse before delivery of the security FIX.4.4
⇒37 OrderID String For optional use when this Bid, Offer, or Trade represents an order FIX.4.4
⇒198 SecondaryOrderID String For optional use to support Hit/Take (selecting a specific order from the feed) without disclosing a private order id. FIX.4.4
⇒299 QuoteEntryID String For optional use when this Bid, Offer, or Trade represents a quote FIX.4.4
⇒288 MDEntryBuyer String For optional use in reporting Trades FIX.4.4
⇒289 MDEntrySeller String For optional use in reporting Trades FIX.4.4
⇒346 NumberOfOrders int In an Aggregated Book, used to show how many individual orders make up an MDEntry FIX.4.4
⇒290 MDEntryPositionNo int Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with 1 FIX.4.4
⇒546 Scope MultipleCharValue Specifies the market scope of the a market data.
Value SymbolicName Description Added Updated Deprecated
1 LocalMarket Local Market (Exchange, ECN, ATS) FIX.4.3
2 National National FIX.4.3
3 Global Global FIX.4.3
FIX.4.4
⇒811 PriceDelta float Delta calculated from theoretical price FIX.4.4
⇒451 NetChgPrevDay PriceOffset Net change from previous day’s closing price vs. last traded price. FIX.4.4
⇒58 Text String Text to describe the Market Data Entry. Part of repeating group. FIX.4.4
⇒354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.4
⇒355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.4
⇒1023 MDPriceLevel int Integer to convey the level of a bid or offer at a given price level. This is in contrast to MDEntryPositionNo which is used to convey the position of an order within a Price level FIX.4.4
⇒528 OrderCapacity char Designates the capacity of the firm placing the order.
(as of FIX 4.3, this field replaced Rule80A (tag 47) --used in conjunction with OrderRestrictions (529) field)
(see Volume : "Glossary" for value definitions)
Value SymbolicName Description Added Updated Deprecated
A Agency Agency FIX.4.3
G Proprietary Proprietary FIX.4.3
I Individual Individual FIX.4.3
P Principal Principal (Note for CMS purposes, "Principal" includes "Proprietary") FIX.4.3
R RisklessPrincipal Riskless Principal FIX.4.3
W AgentForOtherMember Agent for Other Member FIX.4.3
FIX.4.4
⇒1024 MDOriginType int Used to describe the origin of an entry in the book
Value SymbolicName Description Added Updated Deprecated
0 Book Book FIX.4.4EP-1
1 OffBook Off-Book FIX.4.4EP-1
2 Cross Cross FIX.4.4EP-1
FIX.4.4
⇒332 HighPx Price Represents an indication of the high end of the price range for a security prior to the open or reopen FIX.4.4
⇒333 LowPx Price Represents an indication of the low end of the price range for a security prior to the open or reopen FIX.4.4
⇒1020 TradeVolume Qty Used to report volume with a trade FIX.4.4
⇒63 SettlType String Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular)
Regular is defined as the default settlement period for the particular security on the exchange of execution.
In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue.
Additionally the following patterns may be uses as well as enum values
Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0
Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0
Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0
Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0
Noted that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days.
Value SymbolicName Description Added Updated Deprecated
0 Regular Regular / FX Spot settlement (T+1 or T+2 depending on currency) FIX.2.7
1 Cash Cash (TOD / T+0) FIX.2.7
2 NextDay Next Day (TOM / T+1) FIX.2.7
3 TPlus2 T+2 FIX.2.7
4 TPlus3 T+3 FIX.2.7
5 TPlus4 T+4 FIX.2.7
6 Future Future FIX.2.7
7 WhenAndIfIssued When And If Issued FIX.2.7
8 SellersOption Sellers Option FIX.2.7
9 TPlus5 T+5 FIX.3.0
B BrokenDate Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified FIX.4.4EP25
C FXSpotNextSettlement FX Spot Next settlement (Spot+1, aka next day) FIX.4.4EP21
FIX.4.4
⇒64 SettlDate LocalMktDate Indicates date on which instrument will settle FIX.4.4
⇒1070 MDQuoteType int Identifies market data quote type.
Value SymbolicName Description Added Updated Deprecated
0 Indicative Indicative FIX.4.4EP32
1 Tradeable Tradeable FIX.4.4EP32
2 RestrictedTradeable Restricted Tradeable FIX.4.4EP32
3 Counter Counter FIX.4.4EP32
4 IndicativeAndTradeable Indicative and Tradeable FIX.4.4EP32
FIX.4.4
⇒83 RptSeq int Allows sequence number to be specified within a feed type FIX.4.4
⇒1048 DealingCapacity PriceOffset Identifies role of dealer; Agent, Principal, RisklessPrincipal FIX.4.4
⇒1026 MDEntrySpotRate float The spot rate for an FX entry FIX.4.4
⇒1027 MDEntryForwardPoints PriceOffset Used for an F/X entry. The forward points to be added to or subtracted from the spot rate to get the "all-in" rate in MDEntryPx. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 FIX.4.4
⇒Parties FIX.4.4

MDReqGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
267 NoMDEntryTypes ✔ NumInGroup Number of MDEntryType fields requested. FIX.4.4
⇒269 MDEntryType ✔ char Must be the first field in this repeating group. This is a list of all the types of Market Data Entries that the firm requesting the Market Data is interested in receiving.
Value SymbolicName Description Added Updated Deprecated
0 Bid Bid FIX.4.2
1 Offer Offer FIX.4.2
2 Trade Trade FIX.4.2
3 IndexValue Index Value FIX.4.2
4 OpeningPrice Opening Price FIX.4.2
5 ClosingPrice Closing Price FIX.4.2
6 SettlementPrice Settlement Price FIX.4.2
7 TradingSessionHighPrice Trading Session High Price FIX.4.2
8 TradingSessionLowPrice Trading Session Low Price FIX.4.2
9 TradingSessionVWAPPrice Trading Session VWAP Price FIX.4.2
A Imbalance Imbalance FIX.4.3
B TradeVolume Trade Volume FIX.4.4
C OpenInterest Open Interest FIX.4.4
D CompositeUnderlyingPrice Composite Underlying Price FIX.4.4EP4
E SimulatedSellPrice Simulated Sell Price FIX.4.4EP7
F SimulatedBuyPrice Simulated Buy Price FIX.4.4EP7
G MarginRate Margin Rate FIX.4.4EP7
H MidPrice Mid Price FIX.4.4EP7
J EmptyBook Empty Book FIX.4.4EP7
K SettleHighPrice Settle High Price FIX.4.4EP7
L SettleLowPrice Settle Low Price FIX.4.4EP7
M PriorSettlePrice Prior Settle Price FIX.4.4EP7
N SessionHighBid Session High Bid FIX.4.4EP7
O SessionLowOffer Session Low Offer FIX.4.4EP7
P EarlyPrices Early Prices FIX.4.4EP8
Q AuctionClearingPrice Auction Clearing Price FIX.4.4EP26
FIX.4.4

MDRjctGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
816 NoAltMDSource NumInGroup Number of alternative market data sources FIX.4.4
⇒817 AltMDSourceID String Alternative Market Data Source FIX.4.4

MiscFeesGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
136 NoMiscFees NumInGroup Required if any miscellaneous fees are reported. Indicates number of repeating entries. Repeating group. ** Nested Repeating Group follows ** FIX.4.4
⇒137 MiscFeeAmt Amt Required if NoMiscFees > 0 FIX.4.4
⇒138 MiscFeeCurr Currency Currency of miscellaneous fee FIX.4.4
⇒139 MiscFeeType String Required if NoMiscFees > 0
Value SymbolicName Description Added Updated Deprecated
1 Regulatory Regulatory (e.g. SEC) FIX.4.0
2 Tax Tax FIX.4.0
3 LocalCommission Local Commission FIX.4.0
4 ExchangeFees Exchange Fees FIX.4.0
5 Stamp Stamp FIX.4.0
6 Levy Levy FIX.4.0
7 Other Other FIX.4.0
8 Markup Markup FIX.4.1
9 ConsumptionTax Consumption Tax FIX.4.2
10 PerTransaction Per transaction FIX.4.4
11 Conversion Conversion FIX.4.4
12 Agent Agent FIX.4.4
13 TransferFee Transfer Fee FIX.4.4EP25
14 SecurityLending Security Lending FIX.4.4EP25
FIX.4.4
⇒891 MiscFeeBasis int Defines the unit for a miscellaneous fee.
Value SymbolicName Description Added Updated Deprecated
0 Absolute Absolute FIX.4.4
1 PerUnit Per Unit FIX.4.4
2 Percentage Percentage FIX.4.4
FIX.4.4

OrdAllocGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
73 NoOrders NumInGroup Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1 FIX.4.4
⇒11 ClOrdID String Order ID assigned by client if order(s) were electronically delivered and executed. If order(s) were manually delivered this field should contain string "MANUAL".Note where an order has undergone one or more cancel/replaces, this should be the ClOrdID of the most recent version of the order Required when NoOrders > 0 and must be the first repeating field in the group. FIX.4.4
⇒37 OrderID String Unique identifier for Order as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day. Firms which accept multi-day orders should consider embedding a date within the OrderID field to assure uniqueness across days. FIX.4.4
⇒198 SecondaryOrderID String Can be used to provide order id used by exchange or executing system. FIX.4.4
⇒526 SecondaryClOrdID String Assigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system. FIX.4.4
⇒66 ListID String Required for List Orders. FIX.4.4
⇒NestedParties2 Insert here the set of "NestedParties2" fields defined in "Common Components of Application Messages"
This is used to identify the executing broker for step in/give in trades		 FIX.4.4
⇒38 OrderQty Qty Quantity ordered. This represents the number of shares for equities or par, face or nominal value for FI instruments.
(Prior to FIX 4.2 this field was of type int) 		FIX.4.4
⇒799 OrderAvgPx Price Average price for this order FIX.4.4
⇒800 OrderBookingQty Qty Quantity of this order that is being booked out by this message (will be equal to or less than this order's OrderQty) Note that the sum of the OrderBookingQty values in this repeating group must equal the total quantity being allocated (in Quantity (53) field) FIX.4.4

OrdListStatGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
73 NoOrders ✔ NumInGroup Number of orders statused in this message, i.e. number of repeating groups to follow. FIX.4.4
⇒11 ClOrdID ✔ String Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.) (identified by SenderCompID (49) or OnBehalfOfCompID (5) as appropriate). Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods, should ensure uniqueness across days, for example by embedding a date within the ClOrdID field. FIX.4.4
⇒526 SecondaryClOrdID String Assigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system. FIX.4.4
⇒14 CumQty ✔ Qty Total quantity (e.g. number of shares) filled.
(Prior to FIX 4.2 this field was of type int) 		FIX.4.4
⇒39 OrdStatus ✔ char Identifies current status of order. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** (see Volume : "Glossary" for value definitions)
Value SymbolicName Description Added Updated Deprecated
0 New New FIX.2.7
1 PartiallyFilled Partially filled FIX.2.7
2 Filled Filled FIX.2.7
3 DoneForDay Done for day FIX.2.7
4 Canceled Canceled FIX.2.7
5 Replaced Replaced (No longer used) FIX.4.4EP35 FIX.4.3
6 PendingCancel Pending Cancel (i.e. 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 (i.e. result of Order Cancel/Replace Request) FIX.4.2
FIX.4.4
⇒636 WorkingIndicator Boolean For optional use with OrdStatus = 0 (New)
Value SymbolicName Description Added Updated Deprecated
N NotWorking Order has been accepted but not yet in a working state FIX.4.3
Y Working Order is currently being worked FIX.4.3
FIX.4.4
⇒151 LeavesQty ✔ Qty Quantity open for further execution. LeavesQty = OrderQty - CumQty. FIX.4.4
⇒84 CxlQty ✔ Qty Total quantity canceled for this order.
(Prior to FIX 4.2 this field was of type int) 		FIX.4.4
⇒6 AvgPx ✔ Price Calculated average price of all fills on this order.
For Fixed Income trades AvgPx is always expressed as percent-of-par, regardless of the PriceType (423) of LastPx (31). I.e., AvgPx will contain an average of percent-of-par values (see LastParPx (669)) for issues traded in Yield, Spread or Discount. 		FIX.4.4
⇒103 OrdRejReason int Used if the order is rejected
Value SymbolicName Description Added Updated Deprecated
0 BrokerCredit Broker / Exchange option FIX.2.7
1 UnknownSymbol Unknown symbol FIX.2.7
2 ExchangeClosed Exchange closed FIX.2.7
3 OrderExceedsLimit Order exceeds limit FIX.2.7
4 TooLateToEnter Too late to enter FIX.4.0
5 UnknownOrder Unknown order FIX.4.1
6 DuplicateOrder Duplicate Order (e.g. dupe ClOrdID) FIX.4.1
7 DuplicateOfAVerballyCommunicatedOrder Duplicate of a verbally communicated order FIX.4.2
8 StaleOrder Stale order FIX.4.2
9 TradeAlongRequired Trade along required FIX.4.3
10 InvalidInvestorID Invalid Investor ID FIX.4.3
11 UnsupportedOrderCharacteristic Unsupported order characteristic FIX.4.3
12 SurveillenceOption Surveillence Option FIX.4.3
13 IncorrectQuantity Incorrect quantity FIX.4.4
14 IncorrectAllocatedQuantity Incorrect allocated quantity FIX.4.4
15 UnknownAccount Unknown account(s) FIX.4.4
18 InvalidPriceIncrement Invalid price increment FIX.4.4EP6
99 Other Other FIX.4.4
FIX.4.4
⇒58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.4
⇒354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.4
⇒355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.4

PosUndInstrmtGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
711 NoUnderlyings NumInGroup Number of underlying legs that make up the security. FIX.4.4
⇒UnderlyingInstrument Insert here the set of "Underlying Instrument" (underlying symbology) fields defined in "Common Components of Application Messages"
Required if NoUnderlyings > 0		 FIX.4.4
⇒732 UnderlyingSettlPrice Price Underlying security’s SettlPrice.
See SettlPrice (730) field for description 		FIX.4.4
⇒733 UnderlyingSettlPriceType int Values = Final, Theoretical FIX.4.4
⇒1037 UnderlyingDeliveryAmount Amt Indicates the underlying position amount to be delivered FIX.4.4
⇒UnderlyingAmount Insert here the set of "Underlying Amount" fields defined in "Common Components of Application Messages" FIX.4.4

PreAllocGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
78 NoAllocs NumInGroup Number of repeating groups for pre-trade allocation FIX.4.4
⇒79 AllocAccount String Required if NoAllocs > 0. Must be first field in repeating group. FIX.4.4
⇒661 AllocAcctIDSource int Used to identify the source of the AllocAccount (79) code.
See AcctIDSource (660) for valid values. 		FIX.4.4
⇒736 AllocSettlCurrency Currency Currency code of settlement denomination for a specific AllocAccount (79). FIX.4.4
⇒467 IndividualAllocID String Unique identifier for a specific NoAllocs (78) repeating group instance (e.g. for an AllocAccount). FIX.4.4
⇒NestedParties Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages"
Used for NestedPartyRole=Clearing Firm		 FIX.4.4
⇒80 AllocQty Qty Quantity to be allocated to specific sub-account
(Prior to FIX 4.2 this field was of type int) 		FIX.4.4

PreAllocMlegGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
78 NoAllocs NumInGroup Number of repeating groups for pre-trade allocation FIX.4.4
⇒79 AllocAccount String Required if NoAllocs > 0. Must be first field in repeating group. FIX.4.4
⇒661 AllocAcctIDSource int Used to identify the source of the AllocAccount (79) code.
See AcctIDSource (660) for valid values. 		FIX.4.4
⇒736 AllocSettlCurrency Currency Currency code of settlement denomination for a specific AllocAccount (79). FIX.4.4
⇒467 IndividualAllocID String Unique identifier for a specific NoAllocs (78) repeating group instance (e.g. for an AllocAccount). FIX.4.4
⇒NestedParties3 Insert here the set of "NestedParties3" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages" FIX.4.4
⇒80 AllocQty Qty Quantity to be allocated to specific sub-account
(Prior to FIX 4.2 this field was of type int) 		FIX.4.4

QuotCxlEntriesGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
295 NoQuoteEntries NumInGroup The number of securities (instruments) whose quotes are to be canceled Not required when cancelling all quotes. FIX.4.4
⇒Instrument Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" FIX.4.4
⇒FinancingDetails Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" FIX.4.4
⇒UndInstrmtGrp FIX.4.4
⇒InstrmtLegGrp FIX.4.4

QuotEntryAckGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
295 NoQuoteEntries NumInGroup The number of quotes for this Symbol (QuoteSet) that follow in this message. FIX.4.4
⇒299 QuoteEntryID String Uniquely identifies the quote as part of a QuoteSet. First field in repeating group. Required if NoQuoteEntries > 0. FIX.4.4
⇒Instrument Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" FIX.4.4
⇒InstrmtLegGrp FIX.4.4
⇒132 BidPx Price If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. FIX.4.4
⇒133 OfferPx Price If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. FIX.4.4
⇒134 BidSize Qty Quantity of bid
(Prior to FIX 4.2 this field was of type int) 		FIX.4.4
⇒135 OfferSize Qty Quantity of offer
(Prior to FIX 4.2 this field was of type int) 		FIX.4.4
⇒62 ValidUntilTime UTCTimestamp Indicates expiration time of indication message (always expressed in UTC (Universal Time Coordinated, also known as "GMT") FIX.4.4
⇒188 BidSpotRate Price May be applicable for F/X quotes FIX.4.4
⇒190 OfferSpotRate Price May be applicable for F/X quotes FIX.4.4
⇒189 BidForwardPoints PriceOffset May be applicable for F/X quotes FIX.4.4
⇒191 OfferForwardPoints PriceOffset May be applicable for F/X quotes FIX.4.4
⇒631 MidPx Price Mid price/rate FIX.4.4
⇒632 BidYield Percentage Bid yield FIX.4.4
⇒633 MidYield Percentage Mid yield FIX.4.4
⇒634 OfferYield Percentage Offer yield FIX.4.4
⇒60 TransactTime UTCTimestamp Time of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as "GMT") FIX.4.4
⇒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", "TOSTNET", "TOSTNET2", etc).
To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID.
Values should be bi-laterally agreed to between counterparties.
Firms may register Trading Session values on the FIX website (presently a document maintained within "ECN and Exchanges" working group section). 		FIX.4.4
⇒625 TradingSessionSubID String Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties.
Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. 		FIX.4.4
⇒64 SettlDate LocalMktDate Can be used with forex quotes to specify a specific "value date" FIX.4.4
⇒40 OrdType char Can be used to specify the type of order the quote is for
Value SymbolicName Description Added Updated Deprecated
1 Market Market FIX.2.7
2 Limit Limit FIX.2.7
3 Stop Stop / Stop Loss FIX.2.7
4 StopLimit Stop Limit FIX.2.7
5 MarketOnClose Market On Close (No longer used) FIX.2.7 FIX.4.3
6 WithOrWithout With Or Without FIX.2.7
7 LimitOrBetter Limit Or Better FIX.2.7 FIX.4.4
8 LimitWithOrWithout Limit With Or Without FIX.2.7
9 OnBasis On Basis FIX.2.7
A OnClose On Close (No longer used) FIX.2.7 FIX.4.3
B LimitOnClose Limit On Close (No longer used) FIX.2.7 FIX.4.3
C ForexMarket Forex Market (No longer used) FIX.4.0 FIX.4.3
D PreviouslyQuoted Previously Quoted FIX.4.0
E PreviouslyIndicated Previously Indicated FIX.4.0
F ForexLimit Forex Limit (No longer used) FIX.4.1 FIX.4.3
G ForexSwap Forex Swap FIX.4.1
H ForexPreviouslyQuoted Forex Previously Quoted (No longer used) FIX.4.1 FIX.4.3
I Funari Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan) FIX.4.2
J MarketIfTouched Market If Touched (MIT) FIX.4.3
K MarketWithLeftOverAsLimit Market With Left Over as Limit (market order with unexecuted quantity becoming 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
Q CounterOrderSelection Counter-order selection FIX.4.4EP22
FIX.4.4
⇒193 SettlDate2 LocalMktDate Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. FIX.4.4 FIX.5.0
⇒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.4.4 FIX.5.0
⇒642 BidForwardPoints2 PriceOffset Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value FIX.4.4 FIX.5.0
⇒643 OfferForwardPoints2 PriceOffset Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value FIX.4.4 FIX.5.0
⇒15 Currency Currency Can be used to specify the currency of the quoted price. FIX.4.4
⇒368 QuoteEntryRejectReason int Reason Quote Entry was rejected. FIX.4.4

QuotEntryGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
295 NoQuoteEntries ✔ NumInGroup The number of quotes for this Symbol (instrument) (QuoteSet) that follow in this message. ** Nested Repeating Group follows ** FIX.4.4
⇒299 QuoteEntryID ✔ String Uniquely identifies the quote as part of a QuoteSet. Must be used if NoQuoteEntries is used FIX.4.4
⇒Instrument Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" FIX.4.4
⇒InstrmtLegGrp FIX.4.4
⇒132 BidPx Price If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. FIX.4.4
⇒133 OfferPx Price If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. FIX.4.4
⇒134 BidSize Qty Quantity of bid
(Prior to FIX 4.2 this field was of type int) 		FIX.4.4
⇒135 OfferSize Qty Quantity of offer
(Prior to FIX 4.2 this field was of type int) 		FIX.4.4
⇒62 ValidUntilTime UTCTimestamp Indicates expiration time of indication message (always expressed in UTC (Universal Time Coordinated, also known as "GMT") FIX.4.4
⇒188 BidSpotRate Price May be applicable for F/X quotes FIX.4.4
⇒190 OfferSpotRate Price May be applicable for F/X quotes FIX.4.4
⇒189 BidForwardPoints PriceOffset May be applicable for F/X quotes FIX.4.4
⇒191 OfferForwardPoints PriceOffset May be applicable for F/X quotes FIX.4.4
⇒631 MidPx Price Mid price/rate FIX.4.4
⇒632 BidYield Percentage Bid yield FIX.4.4
⇒633 MidYield Percentage Mid yield FIX.4.4
⇒634 OfferYield Percentage Offer yield FIX.4.4
⇒60 TransactTime UTCTimestamp Time of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as "GMT") FIX.4.4
⇒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", "TOSTNET", "TOSTNET2", etc).
To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID.
Values should be bi-laterally agreed to between counterparties.
Firms may register Trading Session values on the FIX website (presently a document maintained within "ECN and Exchanges" working group section). 		FIX.4.4
⇒625 TradingSessionSubID String Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties.
Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. 		FIX.4.4
⇒64 SettlDate LocalMktDate Can be used with forex quotes to specify a specific "value date" FIX.4.4
⇒40 OrdType char Can be used to specify the type of order the quote is for
Value SymbolicName Description Added Updated Deprecated
1 Market Market FIX.2.7
2 Limit Limit FIX.2.7
3 Stop Stop / Stop Loss FIX.2.7
4 StopLimit Stop Limit FIX.2.7
5 MarketOnClose Market On Close (No longer used) FIX.2.7 FIX.4.3
6 WithOrWithout With Or Without FIX.2.7
7 LimitOrBetter Limit Or Better FIX.2.7 FIX.4.4
8 LimitWithOrWithout Limit With Or Without FIX.2.7
9 OnBasis On Basis FIX.2.7
A OnClose On Close (No longer used) FIX.2.7 FIX.4.3
B LimitOnClose Limit On Close (No longer used) FIX.2.7 FIX.4.3
C ForexMarket Forex Market (No longer used) FIX.4.0 FIX.4.3
D PreviouslyQuoted Previously Quoted FIX.4.0
E PreviouslyIndicated Previously Indicated FIX.4.0
F ForexLimit Forex Limit (No longer used) FIX.4.1 FIX.4.3
G ForexSwap Forex Swap FIX.4.1
H ForexPreviouslyQuoted Forex Previously Quoted (No longer used) FIX.4.1 FIX.4.3
I Funari Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan) FIX.4.2
J MarketIfTouched Market If Touched (MIT) FIX.4.3
K MarketWithLeftOverAsLimit Market With Left Over as Limit (market order with unexecuted quantity becoming 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
Q CounterOrderSelection Counter-order selection FIX.4.4EP22
FIX.4.4
⇒193 SettlDate2 LocalMktDate Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. FIX.4.4 FIX.5.0
⇒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.4.4 FIX.5.0
⇒642 BidForwardPoints2 PriceOffset Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value FIX.4.4 FIX.5.0
⇒643 OfferForwardPoints2 PriceOffset Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value FIX.4.4 FIX.5.0
⇒15 Currency Currency Can be used to specify the currency of the quoted price. FIX.4.4

QuotQualGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
735 NoQuoteQualifiers NumInGroup Number of repeating groups of QuoteQualifiers (695). FIX.4.4
⇒695 QuoteQualifier char Required if NoQuoteQualifiers > 1 FIX.4.4

QuotReqGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
146 NoRelatedSym ✔ NumInGroup Number of related symbols (instruments) in Request FIX.4.4
⇒Instrument ✔ Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" FIX.4.4
⇒FinancingDetails Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" FIX.4.4
⇒UndInstrmtGrp FIX.4.4
⇒140 PrevClosePx Price Useful for verifying security identification FIX.4.4
⇒303 QuoteRequestType int Indicates the type of Quote Request (e.g. Manual vs. Automatic) being generated.
Value SymbolicName Description Added Updated Deprecated
1 Manual Manual FIX.4.2
2 Automatic Automatic FIX.4.2
FIX.4.4
⇒537 QuoteType int Type of quote being requested from counterparty or market (e.g. Indicative, Firm, or Restricted Tradeable) Valid values used by FX in the request: 0 = Indicative, 1 = Tradeable; Absence implies a request for an indicative quote.
Value SymbolicName Description Added Updated Deprecated
0 Indicative Indicative FIX.4.3
1 Tradeable Tradeable FIX.4.3
2 RestrictedTradeable Restricted Tradeable FIX.4.3
3 Counter Counter (tradeable) FIX.4.4
FIX.4.4
⇒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", "TOSTNET", "TOSTNET2", etc).
To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID.
Values should be bi-laterally agreed to between counterparties.
Firms may register Trading Session values on the FIX website (presently a document maintained within "ECN and Exchanges" working group section). 		FIX.4.4
⇒625 TradingSessionSubID String Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties.
Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. 		FIX.4.4
⇒229 TradeOriginationDate LocalMktDate Used with Fixed Income for Muncipal New Issue Market. Agreement in principal between counter-parties prior to actual trade date.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate) 		FIX.4.4
⇒54 Side char If OrdType = "Forex - Swap", should be the side of the future portion of a F/X swap. The absence of a side implies that a two-sided quote is being requested. For single instrument use. FX values, 1 = Buy, 2 = Sell; This is from the perspective of the Initiator. If absent then a two-sided quote is being requested for spot or forward.
Value SymbolicName Description Added Updated Deprecated
1 Buy Buy FIX.2.7
2 Sell Sell FIX.2.7
3 BuyMinus Buy minus FIX.2.7
4 SellPlus Sell plus FIX.2.7
5 SellShort Sell short FIX.2.7
6 SellShortExempt Sell short exempt FIX.2.7
7 Undisclosed Undisclosed (valid for IOI and List Order messages only) FIX.4.1
8 Cross Cross (orders where counterparty is an exchange, valid for all messages except IOIs) FIX.4.1
9 CrossShort Cross short FIX.4.2
A CrossShortExempt Cross short exxmpt FIX.4.3
B AsDefined "As Defined" (for use with multileg instruments) FIX.4.3
C Opposite "Opposite" (for use with multileg instruments) FIX.4.3
D Subscribe Subscribe (e.g. CIV) FIX.4.4
E Redeem Redeem (e.g. CIV) FIX.4.4
F Lend Lend (FINANCING - identifies direction of collateral) FIX.4.4
G Borrow Borrow (FINANCING - identifies direction of collateral) FIX.4.4
FIX.4.4
⇒854 QtyType int Type of quantity specified in a quantity field. For FX, if used, should be "0".
Value SymbolicName Description Added Updated Deprecated
0 Units Units (shares, par, currency) FIX.4.4
1 Contracts Contracts (if used - must specify ContractMultiplier (tag 231)) FIX.4.4
2 UnitsOfMeasurePerTimeUnit Units of Measure per Time Unit (if used - must specify UnitofMeasure (tag 996) and TimeUnit (tag 997)) FIX.4.4EP5
FIX.4.4
⇒OrderQtyData Required for single instrument quoting.
Required for Fixed Income if QuoteType is Tradeable.		 FIX.4.4
⇒63 SettlType String Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular)
Regular is defined as the default settlement period for the particular security on the exchange of execution.
In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue.
Additionally the following patterns may be uses as well as enum values
Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0
Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0
Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0
Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0
Noted that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days.
Value SymbolicName Description Added Updated Deprecated
0 Regular Regular / FX Spot settlement (T+1 or T+2 depending on currency) FIX.2.7
1 Cash Cash (TOD / T+0) FIX.2.7
2 NextDay Next Day (TOM / T+1) FIX.2.7
3 TPlus2 T+2 FIX.2.7
4 TPlus3 T+3 FIX.2.7
5 TPlus4 T+4 FIX.2.7
6 Future Future FIX.2.7
7 WhenAndIfIssued When And If Issued FIX.2.7
8 SellersOption Sellers Option FIX.2.7
9 TPlus5 T+5 FIX.3.0
B BrokenDate Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified FIX.4.4EP25
C FXSpotNextSettlement FX Spot Next settlement (Spot+1, aka next day) FIX.4.4EP21
FIX.4.4
⇒64 SettlDate LocalMktDate Can be used (e.g. with forex quotes) to specify the desired "value date" FIX.4.4
⇒193 SettlDate2 LocalMktDate Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. FIX.4.4 FIX.5.0
⇒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.4.4 FIX.5.0
⇒15 Currency Currency Can be used to specify the desired currency of the quoted price. May differ from the ‘normal’ trading currency of the instrument being quote requested. FIX.4.4
⇒Stipulations Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages" FIX.4.4
⇒1 Account String Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager. FIX.4.4
⇒660 AcctIDSource int Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.
Value SymbolicName Description Added Updated Deprecated
1 BIC BIC FIX.4.4
2 SIDCode SID Code FIX.4.4
3 TFM TFM (GSPTA) FIX.4.4
4 OMGEO OMGEO (Alert ID) FIX.4.4
5 DTCCCode DTCC Code FIX.4.4
99 Other Other (custom or proprietary) FIX.4.4
FIX.4.4
⇒581 AccountType int Type of account associated with an order
Value SymbolicName Description Added Updated Deprecated
1 CarriedCustomerSide Account is carried on customer side of the books FIX.4.3
2 CarriedNonCustomerSide Account is carried on non-customer side of books FIX.4.3
3 HouseTrader House Trader FIX.4.3
4 FloorTrader Floor Trader FIX.4.3
6 CarriedNonCustomerSideCrossMargined Account is carried on non-customer side of books and is cross margined FIX.4.3
7 HouseTraderCrossMargined Account is house trader and is cross margined FIX.4.3
8 JointBackOfficeAccount Joint back office account (JBO) FIX.4.3
FIX.4.4
⇒QuotReqLegsGrp FIX.4.4
⇒QuotQualGrp FIX.4.4
⇒692 QuotePriceType int Initiator can specify the price type the quote needs to be quoted at. If not specified, the Respondent has option to specify how quote is quoted.
Value SymbolicName Description Added Updated Deprecated
1 Percent Percent (percent of par) FIX.4.4
2 PerShare Per Share (e.g. cents per share) FIX.4.4
3 FixedAmount Fixed Amount (absolute value) FIX.4.4
4 Discount Discount - percentage points below par FIX.4.4
5 Premium Premium - percentage points over par FIX.4.4
6 Spread Spread - basis points relative to benchmark FIX.4.4
7 TEDPrice TED Price FIX.4.4
8 TEDYield TED Yield FIX.4.4
9 YieldSpread Yield Spread (swaps) FIX.4.4
10 Yield Yield FIX.4.4
FIX.4.4
⇒40 OrdType char Can be used to specify the type of order the quote request is for
Value SymbolicName Description Added Updated Deprecated
1 Market Market FIX.2.7
2 Limit Limit FIX.2.7
3 Stop Stop / Stop Loss FIX.2.7
4 StopLimit Stop Limit FIX.2.7
5 MarketOnClose Market On Close (No longer used) FIX.2.7 FIX.4.3
6 WithOrWithout With Or Without FIX.2.7
7 LimitOrBetter Limit Or Better FIX.2.7 FIX.4.4
8 LimitWithOrWithout Limit With Or Without FIX.2.7
9 OnBasis On Basis FIX.2.7
A OnClose On Close (No longer used) FIX.2.7 FIX.4.3
B LimitOnClose Limit On Close (No longer used) FIX.2.7 FIX.4.3
C ForexMarket Forex Market (No longer used) FIX.4.0 FIX.4.3
D PreviouslyQuoted Previously Quoted FIX.4.0
E PreviouslyIndicated Previously Indicated FIX.4.0
F ForexLimit Forex Limit (No longer used) FIX.4.1 FIX.4.3
G ForexSwap Forex Swap FIX.4.1
H ForexPreviouslyQuoted Forex Previously Quoted (No longer used) FIX.4.1 FIX.4.3
I Funari Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan) FIX.4.2
J MarketIfTouched Market If Touched (MIT) FIX.4.3
K MarketWithLeftOverAsLimit Market With Left Over as Limit (market order with unexecuted quantity becoming 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
Q CounterOrderSelection Counter-order selection FIX.4.4EP22
FIX.4.4
⇒62 ValidUntilTime UTCTimestamp Used by the quote initiator to indicate the period of time the resulting Quote must be valid until FIX.4.4
⇒126 ExpireTime UTCTimestamp The time when Quote Request will expire. FIX.4.4
⇒60 TransactTime UTCTimestamp Time transaction was entered FIX.4.4
⇒SpreadOrBenchmarkCurveData Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" FIX.4.4
⇒423 PriceType int Code to represent the price type.
(For Financing transactions PriceType implies the "repo type" – Fixed or Floating – 9 (Yield) or 6 (Spread) respectively - and Price (44) gives the corresponding "repo rate".
See Volume : "Glossary" for further value definitions)
Value SymbolicName Description Added Updated Deprecated
1 Percentage Percentage (i.e. percent of par) (often called "dollar price" for fixed income) FIX.4.2
2 PerUnit Per unit (i.e. per share or contract) FIX.4.2
3 FixedAmount Fixed amount (absolute value) FIX.4.2
4 Discount Discount - percentage points below par FIX.4.3
5 Premium Premium - percentage points over par FIX.4.3
6 Spread Spread (basis points spread) FIX.4.3
7 TEDPrice TED Price FIX.4.3
8 TEDYield TED Yield FIX.4.3
9 Yield Yield FIX.4.4
10 FixedCabinetTradePrice Fixed cabinet trade price (primarily for listed futures and options) FIX.4.4
11 VariableCabinetTradePrice Variable cabinet trade price (primarily for listed futures and options) FIX.4.4
13 ProductTicksInHalfs Product ticks in halfs FIX.4.4EP19
14 ProductTicksInFourths Product ticks in fourths FIX.4.4EP19
15 ProductTicksInEights Product ticks in eights FIX.4.4EP19
16 ProductTicksInSixteenths Product ticks in sixteenths FIX.4.4EP19
17 ProductTicksInThirtySeconds Product ticks in thirty-seconds FIX.4.4EP19
18 ProductTicksInSixtyForths Product ticks in sixty-forths FIX.4.4EP19
19 ProductTicksInOneTwentyEights Product ticks in one-twenty-eights FIX.4.4EP19
FIX.4.4
⇒44 Price Price Quoted or target price FIX.4.4
⇒640 Price2 Price Can be used with OrdType = "Forex - Swap" to specify the Quoted or target price for the future portion of a F/X swap. FIX.4.4 FIX.5.0
⇒YieldData Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages" FIX.4.4
⇒Parties FIX.4.4

QuotReqLegsGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
555 NoLegs NumInGroup Required for multileg quotes. FIX.4.4
⇒InstrumentLeg Required for multileg quotes
For Swaps one leg is Buy and other leg is Sell		 FIX.4.4
⇒1017 LegOptionRatio float LegOptionRatio is provided on Covering leg to create a delta neutral spread. In Listed Derivatives, LegDelta LegOptionRatio is multiplied by LegOptionRatio and OrderQty to determine the covering quantity FIX.4.4
⇒566 LegPrice Price Specifies the price of a Leg FIX.4.4
⇒687 LegQty Qty Quantity of this leg, e.g. in Quote dialog.
See Quantity (53) for description and valid values 		FIX.4.4 FIX.5.0
⇒685 LegOrderQty Qty When reporting an Execution, LegOrderQty may be used on Execution Report to echo back original LegOrderQty submission. This field should be used to specify OrderQty at the leg level rather than LegQty (deprecated). FIX.4.4
⇒690 LegSwapType int For Fixed Income, used instead of LegQty (687) or LegOrderQty (685) to requests the respondent to calculate the quantity based on the quantity on the opposite side of the swap.
Value SymbolicName Description Added Updated Deprecated
1 ParForPar Par For Par FIX.4.4
2 ModifiedDuration Modified Duration FIX.4.4
4 Risk Risk FIX.4.4
5 Proceeds Proceeds FIX.4.4
FIX.4.4
⇒587 LegSettlType char Refer to values for SettlType[63] FIX.4.4
⇒588 LegSettlDate LocalMktDate Refer to description for SettlDate[64] FIX.4.4
⇒LegStipulations FIX.4.4
⇒NestedParties FIX.4.4
⇒LegBenchmarkCurveData FIX.4.4
⇒654 LegRefID String Initiator can optionally provide a unique identifier for the specific leg. FIX.4.4

QuotReqRjctGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
146 NoRelatedSym ✔ NumInGroup Number of related symbols (instruments) in Request FIX.4.4
⇒Instrument ✔ Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" FIX.4.4
⇒FinancingDetails Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" FIX.4.4
⇒UndInstrmtGrp FIX.4.4
⇒140 PrevClosePx Price Useful for verifying security identification FIX.4.4
⇒303 QuoteRequestType int Indicates the type of Quote Request (e.g. Manual vs. Automatic) being generated.
Value SymbolicName Description Added Updated Deprecated
1 Manual Manual FIX.4.2
2 Automatic Automatic FIX.4.2
FIX.4.4
⇒537 QuoteType int Type of quote being requested from counterparty or market (e.g. Indicative, Firm, or Restricted Tradeable)
Value SymbolicName Description Added Updated Deprecated
0 Indicative Indicative FIX.4.3
1 Tradeable Tradeable FIX.4.3
2 RestrictedTradeable Restricted Tradeable FIX.4.3
3 Counter Counter (tradeable) FIX.4.4
FIX.4.4
⇒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", "TOSTNET", "TOSTNET2", etc).
To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID.
Values should be bi-laterally agreed to between counterparties.
Firms may register Trading Session values on the FIX website (presently a document maintained within "ECN and Exchanges" working group section). 		FIX.4.4
⇒625 TradingSessionSubID String Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties.
Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. 		FIX.4.4
⇒229 TradeOriginationDate LocalMktDate Used with Fixed Income for Muncipal New Issue Market. Agreement in principal between counter-parties prior to actual trade date.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate) 		FIX.4.4
⇒54 Side char If OrdType = "Forex - Swap", should be the side of the future portion of a F/X swap. The absence of a side implies that a two-sided quote is being requested. Required if specified in Quote Request message.
Value SymbolicName Description Added Updated Deprecated
1 Buy Buy FIX.2.7
2 Sell Sell FIX.2.7
3 BuyMinus Buy minus FIX.2.7
4 SellPlus Sell plus FIX.2.7
5 SellShort Sell short FIX.2.7
6 SellShortExempt Sell short exempt FIX.2.7
7 Undisclosed Undisclosed (valid for IOI and List Order messages only) FIX.4.1
8 Cross Cross (orders where counterparty is an exchange, valid for all messages except IOIs) FIX.4.1
9 CrossShort Cross short FIX.4.2
A CrossShortExempt Cross short exxmpt FIX.4.3
B AsDefined "As Defined" (for use with multileg instruments) FIX.4.3
C Opposite "Opposite" (for use with multileg instruments) FIX.4.3
D Subscribe Subscribe (e.g. CIV) FIX.4.4
E Redeem Redeem (e.g. CIV) FIX.4.4
F Lend Lend (FINANCING - identifies direction of collateral) FIX.4.4
G Borrow Borrow (FINANCING - identifies direction of collateral) FIX.4.4
FIX.4.4
⇒854 QtyType int Type of quantity specified in a quantity field:
Value SymbolicName Description Added Updated Deprecated
0 Units Units (shares, par, currency) FIX.4.4
1 Contracts Contracts (if used - must specify ContractMultiplier (tag 231)) FIX.4.4
2 UnitsOfMeasurePerTimeUnit Units of Measure per Time Unit (if used - must specify UnitofMeasure (tag 996) and TimeUnit (tag 997)) FIX.4.4EP5
FIX.4.4
⇒OrderQtyData Insert here the set of "OrderQytData" fields defined in "Common Components of Application Messages"
Required if component is specified in Quote Request message.		 FIX.4.4
⇒63 SettlType String Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular)
Regular is defined as the default settlement period for the particular security on the exchange of execution.
In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue.
Additionally the following patterns may be uses as well as enum values
Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0
Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0
Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0
Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0
Noted that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days.
Value SymbolicName Description Added Updated Deprecated
0 Regular Regular / FX Spot settlement (T+1 or T+2 depending on currency) FIX.2.7
1 Cash Cash (TOD / T+0) FIX.2.7
2 NextDay Next Day (TOM / T+1) FIX.2.7
3 TPlus2 T+2 FIX.2.7
4 TPlus3 T+3 FIX.2.7
5 TPlus4 T+4 FIX.2.7
6 Future Future FIX.2.7
7 WhenAndIfIssued When And If Issued FIX.2.7
8 SellersOption Sellers Option FIX.2.7
9 TPlus5 T+5 FIX.3.0
B BrokenDate Broken date - for FX expressing non-standard tenor, SettlDate (64) must be specified FIX.4.4EP25
C FXSpotNextSettlement FX Spot Next settlement (Spot+1, aka next day) FIX.4.4EP21
FIX.4.4
⇒64 SettlDate LocalMktDate Can be used (e.g. with forex quotes) to specify the desired "value date" FIX.4.4
⇒193 SettlDate2 LocalMktDate Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. FIX.4.4 FIX.5.0
⇒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.4.4 FIX.5.0
⇒15 Currency Currency Can be used to specify the desired currency of the quoted price. May differ from the ‘normal’ trading currency of the instrument being quote requested. FIX.4.4
⇒Stipulations Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages" FIX.4.4
⇒1 Account String Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager. FIX.4.4
⇒660 AcctIDSource int Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.
Value SymbolicName Description Added Updated Deprecated
1 BIC BIC FIX.4.4
2 SIDCode SID Code FIX.4.4
3 TFM TFM (GSPTA) FIX.4.4
4 OMGEO OMGEO (Alert ID) FIX.4.4
5 DTCCCode DTCC Code FIX.4.4
99 Other Other (custom or proprietary) FIX.4.4
FIX.4.4
⇒581 AccountType int Type of account associated with an order
Value SymbolicName Description Added Updated Deprecated
1 CarriedCustomerSide Account is carried on customer side of the books FIX.4.3
2 CarriedNonCustomerSide Account is carried on non-customer side of books FIX.4.3
3 HouseTrader House Trader FIX.4.3
4 FloorTrader Floor Trader FIX.4.3
6 CarriedNonCustomerSideCrossMargined Account is carried on non-customer side of books and is cross margined FIX.4.3
7 HouseTraderCrossMargined Account is house trader and is cross margined FIX.4.3
8 JointBackOfficeAccount Joint back office account (JBO) FIX.4.3
FIX.4.4
⇒QuotReqLegsGrp FIX.4.4
⇒QuotQualGrp FIX.4.4
⇒692 QuotePriceType int Initiator can specify the price type the quote needs to be quoted at. If not specified, the Respondent has option to specify how quote is quoted.
Value SymbolicName Description Added Updated Deprecated
1 Percent Percent (percent of par) FIX.4.4
2 PerShare Per Share (e.g. cents per share) FIX.4.4
3 FixedAmount Fixed Amount (absolute value) FIX.4.4
4 Discount Discount - percentage points below par FIX.4.4
5 Premium Premium - percentage points over par FIX.4.4
6 Spread Spread - basis points relative to benchmark FIX.4.4
7 TEDPrice TED Price FIX.4.4
8 TEDYield TED Yield FIX.4.4
9 YieldSpread Yield Spread (swaps) FIX.4.4
10 Yield Yield FIX.4.4
FIX.4.4
⇒40 OrdType char Can be used to specify the type of order the quote request is for
Value SymbolicName Description Added Updated Deprecated
1 Market Market FIX.2.7
2 Limit Limit FIX.2.7
3 Stop Stop / Stop Loss FIX.2.7
4 StopLimit Stop Limit FIX.2.7
5 MarketOnClose Market On Close (No longer used) FIX.2.7 FIX.4.3
6 WithOrWithout With Or Without FIX.2.7
7 LimitOrBetter Limit Or Better FIX.2.7 FIX.4.4
8 LimitWithOrWithout Limit With Or Without FIX.2.7
9 OnBasis On Basis FIX.2.7
A OnClose On Close (No longer used) FIX.2.7 FIX.4.3
B LimitOnClose Limit On Close (No longer used) FIX.2.7 FIX.4.3
C ForexMarket Forex Market (No longer used) FIX.4.0 FIX.4.3
D PreviouslyQuoted Previously Quoted FIX.4.0
E PreviouslyIndicated Previously Indicated FIX.4.0
F ForexLimit Forex Limit (No longer used) FIX.4.1 FIX.4.3
G ForexSwap Forex Swap FIX.4.1
H ForexPreviouslyQuoted Forex Previously Quoted (No longer used) FIX.4.1 FIX.4.3
I Funari Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan) FIX.4.2
J MarketIfTouched Market If Touched (MIT) FIX.4.3
K MarketWithLeftOverAsLimit Market With Left Over as Limit (market order with unexecuted quantity becoming 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
Q CounterOrderSelection Counter-order selection FIX.4.4EP22
FIX.4.4
⇒126 ExpireTime UTCTimestamp The time when Quote Request will expire. FIX.4.4
⇒60 TransactTime UTCTimestamp Time transaction was entered FIX.4.4
⇒SpreadOrBenchmarkCurveData Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" FIX.4.4
⇒423 PriceType int Code to represent the price type.
(For Financing transactions PriceType implies the "repo type" – Fixed or Floating – 9 (Yield) or 6 (Spread) respectively - and Price (44) gives the corresponding "repo rate".
See Volume : "Glossary" for further value definitions)
Value SymbolicName Description Added Updated Deprecated
1 Percentage Percentage (i.e. percent of par) (often called "dollar price" for fixed income) FIX.4.2
2 PerUnit Per unit (i.e. per share or contract) FIX.4.2
3 FixedAmount Fixed amount (absolute value) FIX.4.2
4 Discount Discount - percentage points below par FIX.4.3
5 Premium Premium - percentage points over par FIX.4.3
6 Spread Spread (basis points spread) FIX.4.3
7 TEDPrice TED Price FIX.4.3
8 TEDYield TED Yield FIX.4.3
9 Yield Yield FIX.4.4
10 FixedCabinetTradePrice Fixed cabinet trade price (primarily for listed futures and options) FIX.4.4
11 VariableCabinetTradePrice Variable cabinet trade price (primarily for listed futures and options) FIX.4.4
13 ProductTicksInHalfs Product ticks in halfs FIX.4.4EP19
14 ProductTicksInFourths Product ticks in fourths FIX.4.4EP19
15 ProductTicksInEights Product ticks in eights FIX.4.4EP19
16 ProductTicksInSixteenths Product ticks in sixteenths FIX.4.4EP19
17 ProductTicksInThirtySeconds Product ticks in thirty-seconds FIX.4.4EP19
18 ProductTicksInSixtyForths Product ticks in sixty-forths FIX.4.4EP19
19 ProductTicksInOneTwentyEights Product ticks in one-twenty-eights FIX.4.4EP19
FIX.4.4
⇒44 Price Price Quoted or target price FIX.4.4
⇒640 Price2 Price Can be used with OrdType = "Forex - Swap" to specify the Quoted or target price for the future portion of a F/X swap. FIX.4.4 FIX.5.0
⇒YieldData Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages" FIX.4.4
⇒Parties Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" FIX.4.4

QuotSetAckGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
296 NoQuoteSets NumInGroup The number of sets of quotes in the message FIX.4.4
⇒302 QuoteSetID String First field in repeating group. Required if NoQuoteSets > 0 FIX.4.4
⇒UnderlyingInstrument Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "Common Components of Application Messages"
Required if NoQuoteSets > 0		 FIX.4.4
⇒304 TotNoQuoteEntries int Total number of quotes for the quote set across all messages. Should be the sum of all NoQuoteEntries in each message that has repeating quotes that are part of the same quote set. Required if NoQuoteEntries > 0 FIX.4.4
⇒893 LastFragment Boolean Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
Value SymbolicName Description Added Updated Deprecated
N NotLastMessage Not Last Message FIX.4.4
Y LastMessage Last Message FIX.4.4
FIX.4.4
⇒QuotEntryAckGrp FIX.4.4

QuotSetGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
296 NoQuoteSets ✔ NumInGroup The number of sets of quotes in the message FIX.4.4
⇒302 QuoteSetID ✔ String Sequential number for the Quote Set. For a given QuoteID – assumed to start at 1. Must be the first field in the repeating group. FIX.4.4
⇒UnderlyingInstrument Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "Common Components of Application Messages" FIX.4.4
⇒367 QuoteSetValidUntilTime UTCTimestamp Indicates expiration time of this particular QuoteSet (always expressed in UTC (Universal Time Coordinated, also known as "GMT") FIX.4.4
⇒304 TotNoQuoteEntries ✔ 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.4.4
⇒893 LastFragment Boolean Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented.
Value SymbolicName Description Added Updated Deprecated
N NotLastMessage Not Last Message FIX.4.4
Y LastMessage Last Message FIX.4.4
FIX.4.4
⇒QuotEntryGrp ✔ FIX.4.4

RelSymDerivSecGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
146 NoRelatedSym NumInGroup Specifies the number of repeating symbols (instruments) specified FIX.4.4
⇒Instrument Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
of the requested Security		 FIX.4.4
⇒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 6-A: Valid Currency Codes" for information on obtaining valid values. FIX.4.4
⇒827 ExpirationCycle int Part of trading cycle when an instrument expires. Field is applicable for derivatives.
Value SymbolicName Description Added Updated Deprecated
0 ExpireOnTradingSessionClose Expire on trading session close (default) FIX.4.4
1 ExpireOnTradingSessionOpen Expire on trading session open FIX.4.4
FIX.4.4
⇒InstrumentExtension Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" FIX.4.4
⇒InstrmtLegGrp FIX.4.4
⇒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", "TOSTNET", "TOSTNET2", etc).
To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID.
Values should be bi-laterally agreed to between counterparties.
Firms may register Trading Session values on the FIX website (presently a document maintained within "ECN and Exchanges" working group section). 		FIX.4.4
⇒625 TradingSessionSubID String Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties.
Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. 		FIX.4.4
⇒58 Text String Comment, instructions, or other identifying information. FIX.4.4
⇒354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.4
⇒355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.4

RFQReqGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
146 NoRelatedSym ✔ NumInGroup Number of related symbols (instruments) in Request FIX.4.4
⇒Instrument ✔ Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" FIX.4.4
⇒UndInstrmtGrp FIX.4.4
⇒InstrmtLegGrp FIX.4.4
⇒140 PrevClosePx Price Useful for verifying security identification FIX.4.4
⇒303 QuoteRequestType int Indicates the type of Quote Request (e.g. Manual vs. Automatic) being generated.
Value SymbolicName Description Added Updated Deprecated
1 Manual Manual FIX.4.2
2 Automatic Automatic FIX.4.2
FIX.4.4
⇒537 QuoteType int Type of quote being requested from counterparty or market (e.g. Indicative, Firm, or Restricted Tradeable)
Value SymbolicName Description Added Updated Deprecated
0 Indicative Indicative FIX.4.3
1 Tradeable Tradeable FIX.4.3
2 RestrictedTradeable Restricted Tradeable FIX.4.3
3 Counter Counter (tradeable) FIX.4.4
FIX.4.4
⇒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", "TOSTNET", "TOSTNET2", etc).
To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID.
Values should be bi-laterally agreed to between counterparties.
Firms may register Trading Session values on the FIX website (presently a document maintained within "ECN and Exchanges" working group section). 		FIX.4.4
⇒625 TradingSessionSubID String Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties.
Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. 		FIX.4.4

RgstDistInstGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
510 NoDistribInsts NumInGroup Number of Distribution instructions in this message (number of repeating groups to follow) FIX.4.4
⇒477 DistribPaymentMethod int Must be first field in the repeating group if NoDistribInsts > 0.
Value SymbolicName Description Added Updated Deprecated
1 CREST CREST FIX.4.4
2 NSCC NSCC FIX.4.4
3 Euroclear Euroclear FIX.4.4
4 Clearstream Clearstream FIX.4.4
5 Cheque Cheque FIX.4.4
6 TelegraphicTransfer Telegraphic Transfer FIX.4.4
7 FedWire Fed Wire FIX.4.4
8 DirectCredit Direct Credit (BECS, BACS) FIX.4.4
9 ACHCredit ACH Credit FIX.4.4
10 BPAY BPAY FIX.4.4
11 HighValueClearingSystemHVACS High Value Clearing System HVACS FIX.4.4
12 ReinvestInFund Reinvest In Fund FIX.4.4
FIX.4.4
⇒512 DistribPercentage Percentage The amount of each distribution to go to this beneficiary, expressed as a percentage FIX.4.4
⇒478 CashDistribCurr Currency Specifies currency to be use for Cash Distributions– see "Appendix 6-A; Valid Currency Codes". FIX.4.4
⇒498 CashDistribAgentName String Name of local agent bank if for cash distributions FIX.4.4
⇒499 CashDistribAgentCode String BIC (Bank Identification Code--Swift managed) code of agent bank for cash distributions FIX.4.4
⇒500 CashDistribAgentAcctNumber String Account number at agent bank for distributions. FIX.4.4
⇒501 CashDistribPayRef String Free format Payment reference to assist with reconciliation of distributions. FIX.4.4
⇒502 CashDistribAgentAcctName String Name of account at agent bank for distributions. FIX.4.4

RgstDtlsGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
473 NoRegistDtls NumInGroup Number of registration details in this message (number of repeating groups to follow) FIX.4.4
⇒509 RegistDtls String Must be first field in the repeating group FIX.4.4
⇒511 RegistEmail String Email address relating to Registration name and address details FIX.4.4
⇒474 MailingDtls String Set of Correspondence address details, possibly including phone, fax, etc. FIX.4.4
⇒482 MailingInst String Free format text to specify mailing instruction requirements, e.g. "no third party mailings". FIX.4.4
⇒NestedParties Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages"
Used for NestedPartyRole=InvestorID		 FIX.4.4
⇒522 OwnerType int Identifies the type of owner.
Value SymbolicName Description Added Updated Deprecated
1 IndividualInvestor Individual Investor FIX.4.3
2 PublicCompany Public Company FIX.4.3
3 PrivateCompany Private Company FIX.4.3
4 IndividualTrustee Individual Trustee FIX.4.3
5 CompanyTrustee Company Trustee FIX.4.3
6 PensionPlan Pension Plan FIX.4.3
7 CustodianUnderGiftsToMinorsAct Custodian Under Gifts to Minors Act FIX.4.3
8 Trusts Trusts FIX.4.3
9 Fiduciaries Fiduciaries FIX.4.3
10 NetworkingSubAccount Networking Sub-account FIX.4.3
11 NonProfitOrganization Non-profit organization FIX.4.3
12 CorporateBody Corporate Body FIX.4.3
13 Nominee Nominee FIX.4.3
FIX.4.4
⇒486 DateOfBirth LocalMktDate The date of birth applicable to the individual, e.g. required to open some types of tax-exempt account. FIX.4.4
⇒475 InvestorCountryOfResidence Country The ISO 366 Country code (2 character) identifying which country the beneficial investor is resident for tax purposes. FIX.4.4

RoutingGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
215 NoRoutingIDs NumInGroup Required if any RoutingType and RoutingIDs are specified. Indicates the number within repeating group. FIX.4.4
⇒216 RoutingType int Indicates type of RoutingID. Required if NoRoutingIDs is > 0.
Value SymbolicName Description Added Updated Deprecated
1 TargetFirm Target Firm FIX.4.2
2 TargetList Target List FIX.4.2
3 BlockFirm Block Firm FIX.4.2
4 BlockList Block List FIX.4.2
FIX.4.4
⇒217 RoutingID String Identifies routing destination. Required if NoRoutingIDs is > 0. FIX.4.4

SecListGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
146 NoRelatedSym NumInGroup Specifies the number of repeating symbols (instruments) specified FIX.4.4
⇒Instrument Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
of the requested Security		 FIX.4.4
⇒InstrumentExtension Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" FIX.4.4
⇒FinancingDetails Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" FIX.4.4
⇒UndInstrmtGrp FIX.4.4
⇒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 6-A: Valid Currency Codes" for information on obtaining valid values. FIX.4.4
⇒Stipulations Insert here the set of "Stipulations" fields defined in "Common Components of Application Messages" FIX.4.4
⇒InstrmtLegSecListGrp FIX.4.4
⇒SpreadOrBenchmarkCurveData Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" FIX.4.4
⇒YieldData Insert here the set of "YieldData" fields defined in "Common Components of Application Messages" FIX.4.4
⇒561 RoundLot Qty The trading lot size of a security FIX.4.4
⇒562 MinTradeVol Qty The minimum trading volume for a security FIX.4.4
⇒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", "TOSTNET", "TOSTNET2", etc).
To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID.
Values should be bi-laterally agreed to between counterparties.
Firms may register Trading Session values on the FIX website (presently a document maintained within "ECN and Exchanges" working group section). 		FIX.4.4
⇒625 TradingSessionSubID String Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties.
Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. 		FIX.4.4
⇒827 ExpirationCycle int Part of trading cycle when an instrument expires. Field is applicable for derivatives.
Value SymbolicName Description Added Updated Deprecated
0 ExpireOnTradingSessionClose Expire on trading session close (default) FIX.4.4
1 ExpireOnTradingSessionOpen Expire on trading session open FIX.4.4
FIX.4.4
⇒58 Text String Comment, instructions, or other identifying information. FIX.4.4
⇒354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.4
⇒355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.4

SecTypesGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
558 NoSecurityTypes NumInGroup Number of Security Type repeating group instances. FIX.4.4
⇒167 SecurityType String Required if NoSecurityTypes > 0
Value SymbolicName Description Added Updated Deprecated
FUT Future Future FIX.4.1
OPT Option Option FIX.4.1
UST USTreasuryNoteOld US Treasury Note (Deprecated Value Use TNOTE) FIX.4.3 FIX.4.4
USTB USTreasuryBillOld US Treasury Bill (Deprecated Value Use TBILL) FIX.4.1 FIX.4.4
EUSUPRA EuroSupranationalCoupons Euro Supranational Coupons * FIX.4.4
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
SUPRA USDSupranationalCoupons USD Supranational Coupons * FIX.4.4
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
EUCORP EuroCorporateBond Euro Corporate Bond FIX.4.4
XLINKD IndexedLinked Indexed Linked FIX.4.3
STRUCT StructuredNotes Structured Notes FIX.4.3
YANK YankeeCorporateBond Yankee Corporate Bond FIX.4.3
FOR ForeignExchangeContract Foreign Exchange Contract FIX.4.1
CS CommonStock Common Stock FIX.4.1
PS PreferredStock Preferred Stock FIX.4.1
REPO Repurchase Repurchase FIX.4.4
FORWARD Forward Forward FIX.4.4
BUYSELL BuySellback Buy Sellback FIX.4.4
SECLOAN SecuritiesLoan Securities Loan FIX.4.4
SECPLEDGE SecuritiesPledge Securities Pledge FIX.4.4
BRADY BradyBond Brady Bond FIX.4.3
EUSOV EuroSovereigns Euro Sovereigns * FIX.4.4
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
TNOTE USTreasuryNote US Treasury Note FIX.4.4
TBILL USTreasuryBill US Treasury Bill FIX.4.4
TERM TermLoan Term Loan FIX.4.3
RVLV RevolverLoan Revolver Loan FIX.4.3
RVLVTRM Revolver Revolver/Term Loan 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
REPLACD Replaced Replaced FIX.4.3
MATURED Matured Matured FIX.4.3
AMENDED Amended Amended & Restated 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
CP CommercialPaper Commercial Paper FIX.4.1
DN DepositNotes Deposit Notes FIX.4.3
EUCD EuroCertificateOfDeposit Euro Certificate Of Deposit FIX.4.4
EUCP EuroCommercialPaper Euro Commercial Paper FIX.4.4
LQN LiquidityNote Liquidity Note FIX.4.3
MTN MediumTermNotes Medium Term Notes FIX.4.3
ONITE Overnight Overnight FIX.4.3
PN PromissoryNote Promissory Note FIX.4.3
PZFJ PlazosFijos Plazos Fijos FIX.4.3
STN ShortTermLoanNote Short Term Loan Note FIX.4.3
TD TimeDeposit Time Deposit FIX.4.1
XCN ExtendedCommNote Extended Comm Note FIX.4.3
YCD YankeeCertificateOfDeposit Yankee Certificate Of Deposit FIX.4.4
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
MBS MortgageBackedSecurities Mortgage-backed Securities FIX.4.3
MIO MortgageInterestOnly Mortgage Interest Only FIX.4.1
MPO MortgagePrincipalOnly Mortgage Principal Only FIX.4.1
MPP MortgagePrivatePlacement Mortgage Private Placement FIX.4.1
MPT MiscellaneousPassThrough Miscellaneous Pass-through FIX.4.1
PFAND Pfandbriefe Pfandbriefe * FIX.4.4
TBA ToBeAnnounced To Be Announced FIX.4.3
AN OtherAnticipationNotes Other Anticipation Notes (BAN, GAN, etc.) FIX.4.3
COFO CertificateOfObligation Certificate Of Obligation FIX.4.3
COFP CertificateOfParticipation Certificate Of Participation FIX.4.3
GO GeneralObligationBonds General Obligation Bonds FIX.4.3
MT MandatoryTender Mandatory Tender FIX.4.3
RAN RevenueAnticipationNote Revenue Anticipation Note 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
TECP TaxExemptCommercialPaper Tax Exempt Commercial Paper FIX.4.3
TRAN TaxRevenueAnticipationNote Tax Revenue Anticipation Note FIX.4.3
VRDN VariableRateDemandNote Variable Rate Demand Note FIX.4.3
WAR Warrant Warrant FIX.4.1
MF MutualFund Mutual Fund FIX.4.1
MLEG MultilegInstrument Multileg Instrument FIX.4.3
NONE NoSecurityType No Security Type FIX.4.1
OOF OptionsOnFutures Options on Futures FIX.4.4EP19
OOP OptionsOnPhysical Options on Physical FIX.4.4EP19
WLD WildcardEntry Wildcard Entry (was "?" in 4.4, used on Security Definition Request message) FIX.4.4EP-1
CASH Cash Cash FIX.4.4EP28
FIX.4.4
⇒762 SecuritySubType String Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="REPO"), or the CFICode if SecurityType is not specified. If specified, SecuirtyType or CFICode is required.
Example Values:
General = General Collateral (for SecurityType=REPO)
For SecurityType="MLEG" markets can provide the name of the option or futures strategy, such as Calendar, Vertical, Butterfly, etc.
NOTE: Additional values may be used by mutual agreement of the counterparties 		FIX.4.4
⇒460 Product int Indicates the type of product the security is associated with. See also the CFICode (461) and SecurityType (167) fields.
Value SymbolicName Description Added Updated Deprecated
1 AGENCY AGENCY FIX.4.3
2 COMMODITY COMMODITY FIX.4.3
3 CORPORATE CORPORATE FIX.4.3
4 CURRENCY CURRENCY FIX.4.3
5 EQUITY EQUITY FIX.4.3
6 GOVERNMENT GOVERNMENT FIX.4.3
7 INDEX INDEX FIX.4.3
8 LOAN LOAN FIX.4.3
9 MONEYMARKET MONEYMARKET FIX.4.3
10 MORTGAGE MORTGAGE FIX.4.3
11 MUNICIPAL MUNICIPAL FIX.4.3
12 OTHER OTHER FIX.4.3
13 FINANCING FINANCING FIX.4.4
FIX.4.4
⇒461 CFICode String Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. ISO 10962 is maintained by ANNA (Association of National Numbering Agencies) acting as Registration Authority. See "Appendix 6-B FIX Fields Based Upon Other Standards". See also the Product (460) and SecurityType (167) fields. It is recommended that CFICode be used instead of SecurityType (167) for non-Fixed Income instruments.
A subset of possible values applicable to FIX usage are identified in "Appendix 6-D CFICode Usage - ISO 10962 Classification of Financial Instruments (CFI code)" 		FIX.4.4

SettlInstGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
778 NoSettlInst NumInGroup Required except where SettlInstMode is 5=Reject SSI request FIX.4.4
⇒162 SettlInstID String Unique ID for this settlement instruction. Required except where SettlInstMode is 5=Reject SSI request FIX.4.4
⇒163 SettlInstTransType char New, Replace, Cancel or Restate Required except where SettlInstMode is 5=Reject SSI request
Value SymbolicName Description Added Updated Deprecated
N New New FIX.4.1
C Cancel Cancel FIX.4.1
R Replace Replace FIX.4.1
T Restate Restate FIX.4.4
FIX.4.4
⇒214 SettlInstRefID String Required where SettlInstTransType is Cancel or Replace FIX.4.4
⇒Parties Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
Used here for settlement location.
Also used for executing broker for CIV settlement instructions		 FIX.4.4
⇒54 Side char Can be used for SettleInstMode 1 if SSIs are being provided for a particular side.
Value SymbolicName Description Added Updated Deprecated
1 Buy Buy FIX.2.7
2 Sell Sell FIX.2.7
3 BuyMinus Buy minus FIX.2.7
4 SellPlus Sell plus FIX.2.7
5 SellShort Sell short FIX.2.7
6 SellShortExempt Sell short exempt FIX.2.7
7 Undisclosed Undisclosed (valid for IOI and List Order messages only) FIX.4.1
8 Cross Cross (orders where counterparty is an exchange, valid for all messages except IOIs) FIX.4.1
9 CrossShort Cross short FIX.4.2
A CrossShortExempt Cross short exxmpt FIX.4.3
B AsDefined "As Defined" (for use with multileg instruments) FIX.4.3
C Opposite "Opposite" (for use with multileg instruments) FIX.4.3
D Subscribe Subscribe (e.g. CIV) FIX.4.4
E Redeem Redeem (e.g. CIV) FIX.4.4
F Lend Lend (FINANCING - identifies direction of collateral) FIX.4.4
G Borrow Borrow (FINANCING - identifies direction of collateral) FIX.4.4
FIX.4.4
⇒460 Product int Can be used for SettleInstMode 1 if SSIs are being provided for a particular product.
Value SymbolicName Description Added Updated Deprecated
1 AGENCY AGENCY FIX.4.3
2 COMMODITY COMMODITY FIX.4.3
3 CORPORATE CORPORATE FIX.4.3
4 CURRENCY CURRENCY FIX.4.3
5 EQUITY EQUITY FIX.4.3
6 GOVERNMENT GOVERNMENT FIX.4.3
7 INDEX INDEX FIX.4.3
8 LOAN LOAN FIX.4.3
9 MONEYMARKET MONEYMARKET FIX.4.3
10 MORTGAGE MORTGAGE FIX.4.3
11 MUNICIPAL MUNICIPAL FIX.4.3
12 OTHER OTHER FIX.4.3
13 FINANCING FINANCING FIX.4.4
FIX.4.4
⇒167 SecurityType String Can be used for SettleInstMode 1 if SSIs are being provided for a particular security type (as alternative to CFICode).
Value SymbolicName Description Added Updated Deprecated
FUT Future Future FIX.4.1
OPT Option Option FIX.4.1
UST USTreasuryNoteOld US Treasury Note (Deprecated Value Use TNOTE) FIX.4.3 FIX.4.4
USTB USTreasuryBillOld US Treasury Bill (Deprecated Value Use TBILL) FIX.4.1 FIX.4.4
EUSUPRA EuroSupranationalCoupons Euro Supranational Coupons * FIX.4.4
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
SUPRA USDSupranationalCoupons USD Supranational Coupons * FIX.4.4
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
EUCORP EuroCorporateBond Euro Corporate Bond FIX.4.4
XLINKD IndexedLinked Indexed Linked FIX.4.3
STRUCT StructuredNotes Structured Notes FIX.4.3
YANK YankeeCorporateBond Yankee Corporate Bond FIX.4.3
FOR ForeignExchangeContract Foreign Exchange Contract FIX.4.1
CS CommonStock Common Stock FIX.4.1
PS PreferredStock Preferred Stock FIX.4.1
REPO Repurchase Repurchase FIX.4.4
FORWARD Forward Forward FIX.4.4
BUYSELL BuySellback Buy Sellback FIX.4.4
SECLOAN SecuritiesLoan Securities Loan FIX.4.4
SECPLEDGE SecuritiesPledge Securities Pledge FIX.4.4
BRADY BradyBond Brady Bond FIX.4.3
EUSOV EuroSovereigns Euro Sovereigns * FIX.4.4
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
TNOTE USTreasuryNote US Treasury Note FIX.4.4
TBILL USTreasuryBill US Treasury Bill FIX.4.4
TERM TermLoan Term Loan FIX.4.3
RVLV RevolverLoan Revolver Loan FIX.4.3
RVLVTRM Revolver Revolver/Term Loan 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
REPLACD Replaced Replaced FIX.4.3
MATURED Matured Matured FIX.4.3
AMENDED Amended Amended & Restated 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
CP CommercialPaper Commercial Paper FIX.4.1
DN DepositNotes Deposit Notes FIX.4.3
EUCD EuroCertificateOfDeposit Euro Certificate Of Deposit FIX.4.4
EUCP EuroCommercialPaper Euro Commercial Paper FIX.4.4
LQN LiquidityNote Liquidity Note FIX.4.3
MTN MediumTermNotes Medium Term Notes FIX.4.3
ONITE Overnight Overnight FIX.4.3
PN PromissoryNote Promissory Note FIX.4.3
PZFJ PlazosFijos Plazos Fijos FIX.4.3
STN ShortTermLoanNote Short Term Loan Note FIX.4.3
TD TimeDeposit Time Deposit FIX.4.1
XCN ExtendedCommNote Extended Comm Note FIX.4.3
YCD YankeeCertificateOfDeposit Yankee Certificate Of Deposit FIX.4.4
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
MBS MortgageBackedSecurities Mortgage-backed Securities FIX.4.3
MIO MortgageInterestOnly Mortgage Interest Only FIX.4.1
MPO MortgagePrincipalOnly Mortgage Principal Only FIX.4.1
MPP MortgagePrivatePlacement Mortgage Private Placement FIX.4.1
MPT MiscellaneousPassThrough Miscellaneous Pass-through FIX.4.1
PFAND Pfandbriefe Pfandbriefe * FIX.4.4
TBA ToBeAnnounced To Be Announced FIX.4.3
AN OtherAnticipationNotes Other Anticipation Notes (BAN, GAN, etc.) FIX.4.3
COFO CertificateOfObligation Certificate Of Obligation FIX.4.3
COFP CertificateOfParticipation Certificate Of Participation FIX.4.3
GO GeneralObligationBonds General Obligation Bonds FIX.4.3
MT MandatoryTender Mandatory Tender FIX.4.3
RAN RevenueAnticipationNote Revenue Anticipation Note 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
TECP TaxExemptCommercialPaper Tax Exempt Commercial Paper FIX.4.3
TRAN TaxRevenueAnticipationNote Tax Revenue Anticipation Note FIX.4.3
VRDN VariableRateDemandNote Variable Rate Demand Note FIX.4.3
WAR Warrant Warrant FIX.4.1
MF MutualFund Mutual Fund FIX.4.1
MLEG MultilegInstrument Multileg Instrument FIX.4.3
NONE NoSecurityType No Security Type FIX.4.1
OOF OptionsOnFutures Options on Futures FIX.4.4EP19
OOP OptionsOnPhysical Options on Physical FIX.4.4EP19
WLD WildcardEntry Wildcard Entry (was "?" in 4.4, used on Security Definition Request message) FIX.4.4EP-1
CASH Cash Cash FIX.4.4EP28
FIX.4.4
⇒461 CFICode String Can be used for SettleInstMode 1 if SSIs are being provided for a particular security type (as identified by CFI code). FIX.4.4
⇒120 SettlCurrency Currency Can be used for SettleInstMode 1 if SSIs are being provided for a particular settlement currency FIX.4.4
⇒168 EffectiveTime UTCTimestamp Effective (start) date/time for this settlement instruction. Required except where SettlInstMode is 5=Reject SSI request FIX.4.4
⇒126 ExpireTime UTCTimestamp Termination date/time for this settlement instruction. FIX.4.4
⇒779 LastUpdateTime UTCTimestamp Date/time this settlement instruction was last updated (or created if not updated since creation). Required except where SettlInstMode is 5=Reject SSI request FIX.4.4
⇒SettlInstructionsData Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages" FIX.4.4
⇒492 PaymentMethod int For use with CIV settlement instructions
Value SymbolicName Description Added Updated Deprecated
1 CREST CREST FIX.4.3
2 NSCC NSCC FIX.4.3
3 Euroclear Euroclear FIX.4.3
4 Clearstream Clearstream FIX.4.3
5 Cheque Cheque FIX.4.3
6 TelegraphicTransfer Telegraphic Transfer FIX.4.3
7 FedWire Fed Wire FIX.4.3
8 DebitCard Debit Card FIX.4.3
9 DirectDebit Direct Debit (BECS) FIX.4.3
10 DirectCredit Direct Credit (BECS) FIX.4.3
11 CreditCard Credit Card FIX.4.3
12 ACHDebit ACH Debit FIX.4.3
13 ACHCredit ACH Credit FIX.4.3
14 BPAY BPAY FIX.4.3
15 HighValueClearingSystem High Value Clearing System (HVACS) FIX.4.3
FIX.4.4
⇒476 PaymentRef String For use with CIV settlement instructions FIX.4.4
⇒488 CardHolderName String For use with CIV settlement instructions FIX.4.4
⇒489 CardNumber String For use with CIV settlement instructions FIX.4.4
⇒503 CardStartDate LocalMktDate For use with CIV settlement instructions FIX.4.4
⇒490 CardExpDate LocalMktDate For use with CIV settlement instructions FIX.4.4
⇒491 CardIssNum String For use with CIV settlement instructions FIX.4.4
⇒504 PaymentDate LocalMktDate For use with CIV settlement instructions FIX.4.4
⇒505 PaymentRemitterID String For use with CIV settlement instructions FIX.4.4

SideCrossOrdCxlGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
552 NoSides ✔ NumInGroup Must be 1 or 2
Value SymbolicName Description Added Updated Deprecated
1 OneSide One Side FIX.4.3
2 BothSides Both Sides FIX.4.3
FIX.4.4
⇒54 Side ✔ char Side of order (see Volume : "Glossary" for value definitions)
Value SymbolicName Description Added Updated Deprecated
1 Buy Buy FIX.2.7
2 Sell Sell FIX.2.7
3 BuyMinus Buy minus FIX.2.7
4 SellPlus Sell plus FIX.2.7
5 SellShort Sell short FIX.2.7
6 SellShortExempt Sell short exempt FIX.2.7
7 Undisclosed Undisclosed (valid for IOI and List Order messages only) FIX.4.1
8 Cross Cross (orders where counterparty is an exchange, valid for all messages except IOIs) FIX.4.1
9 CrossShort Cross short FIX.4.2
A CrossShortExempt Cross short exxmpt FIX.4.3
B AsDefined "As Defined" (for use with multileg instruments) FIX.4.3
C Opposite "Opposite" (for use with multileg instruments) FIX.4.3
D Subscribe Subscribe (e.g. CIV) FIX.4.4
E Redeem Redeem (e.g. CIV) FIX.4.4
F Lend Lend (FINANCING - identifies direction of collateral) FIX.4.4
G Borrow Borrow (FINANCING - identifies direction of collateral) FIX.4.4
FIX.4.4
⇒41 OrigClOrdID ✔ String ClOrdID (11) of the previous order (NOT the initial order of the day) as assigned by the institution, used to identify the previous order in cancel and cancel/replace requests. FIX.4.4
⇒11 ClOrdID ✔ String Unique identifier of the order as assigned by institution or by the intermediary with closest association with the investor. FIX.4.4
⇒526 SecondaryClOrdID String Assigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system. FIX.4.4
⇒583 ClOrdLinkID String Permits order originators to tie together groups of orders in which trades resulting from orders are associated for a specific purpose, for example the calculation of average execution price for a customer or to associate lists submitted to a broker as waves of a larger program trade. FIX.4.4
⇒586 OrigOrdModTime UTCTimestamp The most recent (or current) modification TransactTime (tag 60) reported on an Execution Report for the order.
The OrigOrdModTime is provided as an optional field on Order Cancel Request and Order Cancel Replace Requests to identify that the state of the order has not changed since the request was issued.
This is provided to support markets similar to Eurex and A/C/E. 		FIX.4.4
⇒Parties Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" FIX.4.4
⇒229 TradeOriginationDate LocalMktDate Used with Fixed Income for Muncipal New Issue Market. Agreement in principal between counter-parties prior to actual trade date.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate) 		FIX.4.4
⇒75 TradeDate LocalMktDate Indicates date of trade referenced in this message in YYYYMMDD format. Absence of this field indicates current day (expressed in local time at place of trade). FIX.4.4
⇒OrderQtyData ✔ Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" FIX.4.4
⇒376 ComplianceID String ID used to represent this transaction for compliance purposes (e.g. OATS reporting). FIX.4.4
⇒58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.4
⇒354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.4
⇒355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.4

SideCrossOrdModGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
552 NoSides ✔ NumInGroup Must be 1 or 2 1 or 2 if CrossType=1 2 otherwise
Value SymbolicName Description Added Updated Deprecated
1 OneSide One Side FIX.4.3
2 BothSides Both Sides FIX.4.3
FIX.4.4
⇒54 Side ✔ char Side of order (see Volume : "Glossary" for value definitions)
Value SymbolicName Description Added Updated Deprecated
1 Buy Buy FIX.2.7
2 Sell Sell FIX.2.7
3 BuyMinus Buy minus FIX.2.7
4 SellPlus Sell plus FIX.2.7
5 SellShort Sell short FIX.2.7
6 SellShortExempt Sell short exempt FIX.2.7
7 Undisclosed Undisclosed (valid for IOI and List Order messages only) FIX.4.1
8 Cross Cross (orders where counterparty is an exchange, valid for all messages except IOIs) FIX.4.1
9 CrossShort Cross short FIX.4.2
A CrossShortExempt Cross short exxmpt FIX.4.3
B AsDefined "As Defined" (for use with multileg instruments) FIX.4.3
C Opposite "Opposite" (for use with multileg instruments) FIX.4.3
D Subscribe Subscribe (e.g. CIV) FIX.4.4
E Redeem Redeem (e.g. CIV) FIX.4.4
F Lend Lend (FINANCING - identifies direction of collateral) FIX.4.4
G Borrow Borrow (FINANCING - identifies direction of collateral) FIX.4.4
FIX.4.4
⇒11 ClOrdID ✔ String Unique identifier of the order as assigned by institution or by the intermediary with closest association with the investor. FIX.4.4
⇒526 SecondaryClOrdID String Assigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system. FIX.4.4
⇒583 ClOrdLinkID String Permits order originators to tie together groups of orders in which trades resulting from orders are associated for a specific purpose, for example the calculation of average execution price for a customer or to associate lists submitted to a broker as waves of a larger program trade. FIX.4.4
⇒Parties Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" FIX.4.4
⇒229 TradeOriginationDate LocalMktDate Used with Fixed Income for Muncipal New Issue Market. Agreement in principal between counter-parties prior to actual trade date.
(Note tag # was reserved in FIX 4.1, added in FIX 4.3)
(prior to FIX 4.4 field was of type UTCDate) 		FIX.4.4
⇒75 TradeDate LocalMktDate Indicates date of trade referenced in this message in YYYYMMDD format. Absence of this field indicates current day (expressed in local time at place of trade). FIX.4.4
⇒1 Account String Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager. FIX.4.4
⇒660 AcctIDSource int Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.
Value SymbolicName Description Added Updated Deprecated
1 BIC BIC FIX.4.4
2 SIDCode SID Code FIX.4.4
3 TFM TFM (GSPTA) FIX.4.4
4 OMGEO OMGEO (Alert ID) FIX.4.4
5 DTCCCode DTCC Code FIX.4.4
99 Other Other (custom or proprietary) FIX.4.4
FIX.4.4
⇒581 AccountType int Type of account associated with an order
Value SymbolicName Description Added Updated Deprecated
1 CarriedCustomerSide Account is carried on customer side of the books FIX.4.3
2 CarriedNonCustomerSide Account is carried on non-customer side of books FIX.4.3
3 HouseTrader House Trader FIX.4.3
4 FloorTrader Floor Trader FIX.4.3
6 CarriedNonCustomerSideCrossMargined Account is carried on non-customer side of books and is cross margined FIX.4.3
7 HouseTraderCrossMargined Account is house trader and is cross margined FIX.4.3
8 JointBackOfficeAccount Joint back office account (JBO) FIX.4.3
FIX.4.4
⇒589 DayBookingInst char Indicates whether or not automatic booking can occur.
Value SymbolicName Description Added Updated Deprecated
0 Auto Can trigger booking without reference to the order initiator ("auto") FIX.4.3
1 SpeakWithOrderInitiatorBeforeBooking Speak with order initiator before booking ("speak first") FIX.4.3
2 Accumulate Accumulate FIX.4.4
FIX.4.4
⇒590 BookingUnit char Indicates what constitutes a bookable unit.
Value SymbolicName Description Added Updated Deprecated
0 EachPartialExecutionIsABookableUnit Each partial execution is a bookable unit FIX.4.3
1 AggregatePartialExecutionsOnThisOrder Aggregate partial executions on this order, and book one trade per order FIX.4.3
2 AggregateExecutionsForThisSymbol Aggregate executions for this symbol, side, and settlement date FIX.4.3
FIX.4.4
⇒591 PreallocMethod char Indicates the method of preallocation.
Value SymbolicName Description Added Updated Deprecated
0 ProRata Pro-rata FIX.4.3
1 DoNotProRata Do not pro-rata - discuss first FIX.4.3
FIX.4.4
⇒70 AllocID String Use to assign an identifier to the block of preallocations FIX.4.4
⇒PreAllocGrp FIX.4.4
⇒854 QtyType int Type of quantity specified in a quantity field:
Value SymbolicName Description Added Updated Deprecated
0 Units Units (shares, par, currency) FIX.4.4
1 Contracts Contracts (if used - must specify ContractMultiplier (tag 231)) FIX.4.4
2 UnitsOfMeasurePerTimeUnit Units of Measure per Time Unit (if used - must specify UnitofMeasure (tag 996) and TimeUnit (tag 997)) FIX.4.4EP5
FIX.4.4
⇒OrderQtyData ✔ Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" FIX.4.4
⇒CommissionData Insert here the set of "CommissionData" fields defined in "Common Components of Application Messages" FIX.4.4
⇒528 OrderCapacity char Designates the capacity of the firm placing the order.
(as of FIX 4.3, this field replaced Rule80A (tag 47) --used in conjunction with OrderRestrictions (529) field)
(see Volume : "Glossary" for value definitions)
Value SymbolicName Description Added Updated Deprecated
A Agency Agency FIX.4.3
G Proprietary Proprietary FIX.4.3
I Individual Individual FIX.4.3
P Principal Principal (Note for CMS purposes, "Principal" includes "Proprietary") FIX.4.3
R RisklessPrincipal Riskless Principal FIX.4.3
W AgentForOtherMember Agent for Other Member FIX.4.3
FIX.4.4
⇒529 OrderRestrictions MultipleCharValue Restrictions associated with an order. If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space.
Value SymbolicName Description Added Updated Deprecated
1 ProgramTrade Program Trade FIX.4.3
2 IndexArbitrage Index Arbitrage FIX.4.3
3 NonIndexArbitrage Non-Index Arbitrage FIX.4.3
4 CompetingMarketMaker Competing Market Maker FIX.4.3
5 ActingAsMarketMakerOrSpecialistInSecurity Acting as Market Maker or Specialist in the security FIX.4.3
6 ActingAsMarketMakerOrSpecialistInUnderlying Acting as Market Maker of Specialist in the underlying security of a derivative seucirty FIX.4.3
7 ForeignEntity Foreign Entity (of foreign government or regulatory jurisdiction) FIX.4.3
8 ExternalMarketParticipant External Market Participant FIX.4.3
9 ExternalInterConnectedMarketLinkage Extneral Inter-connected Market Linkage FIX.4.3
A RisklessArbitrage Riskless Arbitrage FIX.4.3
FIX.4.4
⇒1091 PreTradeAnonymity Boolean Allows trader to explicitly request anonymity or disclosure in pre-trade market data feeds. Anonymity is relevant in markets where counterparties are regularly disclosed in order depth feeds. Disclosure is relevant when counterparties are not normally visible. FIX.4.4
⇒582 CustOrderCapacity int Capacity of customer placing the order
Primarily used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission).
Value SymbolicName Description Added Updated Deprecated
1 MemberTradingForTheirOwnAccount Member trading for their own account FIX.4.4
2 ClearingFirmTradingForItsProprietaryAccount Clearing Firm trading for its proprietary account FIX.4.4
3 MemberTradingForAnotherMember Member trading for another member FIX.4.4
4 AllOther All other FIX.4.4
FIX.4.4
⇒121 ForexReq Boolean Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade.
Value SymbolicName Description Added Updated Deprecated
N DoNotExecuteForexAfterSecurityTrade Do Not Execute Forex After Security Trade FIX.4.0
Y ExecuteForexAfterSecurityTrade Execute Forex After Security Trade FIX.4.0
FIX.4.4
⇒120 SettlCurrency Currency Required if ForexReq = Y. FIX.4.4
⇒775 BookingType int Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking.
Value SymbolicName Description Added Updated Deprecated
0 RegularBooking Regular booking FIX.4.4
1 CFD CFD (Contract for difference) FIX.4.4
2 TotalReturnSwap Total Return Swap FIX.4.4
FIX.4.4
⇒58 Text String Free format text string
(Note: this field does not have a specified maximum length) 		FIX.4.4
⇒354 EncodedTextLen Length Must be set if EncodedText field is specified and must immediately precede it. FIX.4.4
⇒355 EncodedText data Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. FIX.4.4
⇒77 PositionEffect char For use in derivatives omnibus accounting
Value SymbolicName Description Added Updated Deprecated
C Close Close FIX.4.1
F FIFO FIFO FIX.4.3
O Open Open FIX.4.1
R Rolled Rolled FIX.4.3
FIX.4.4
⇒203 CoveredOrUncovered int For use with derivatives, such as options
Value SymbolicName Description Added Updated Deprecated
0 Covered Covered FIX.4.1
1 Uncovered Uncovered FIX.4.1
FIX.4.4
⇒544 CashMargin char Identifies whether an order is a margin order or a non-margin order. This is primarily used when sending orders to Japanese exchanges to indicate sell margin or buy to cover. The same tag could be assigned also by buy-side to indicate the intent to sell or buy margin and the sell-side to accept or reject (base on some validation criteria) the margin request.
Value SymbolicName Description Added Updated Deprecated
1 Cash Cash FIX.4.3
2 MarginOpen Margin Open FIX.4.3
3 MarginClose Margin Close FIX.4.3
FIX.4.4
⇒635 ClearingFeeIndicator String Indicates type of fee being assessed of the customer for trade executions at an exchange. Applicable for futures markets only at this time.
(Values source CBOT, CME, NYBOT, and NYMEX):
Value SymbolicName Description Added Updated Deprecated
1 FirstYearDelegate 1st year delegate trading for own account FIX.4.3
2 SecondYearDelegate 2nd year delegate trading for own account FIX.4.3
3 ThirdYearDelegate 3rd year delegate trading for own account FIX.4.3
4 FourthYearDelegate 4th year delegate trading for own account FIX.4.3
5 FifthYearDelegate 5th year delegate trading for own account FIX.4.3
9 SixthYearDelegate 6th year delegate trading for own account FIX.4.3
B CBOEMember CBOE Member FIX.4.3
C NonMemberAndCustomer Non-member and Customer FIX.4.3
E EquityMemberAndClearingMember Equity Member and Clearing Member FIX.4.3
F FullAndAssociateMember Full and Associate Member trading for own account and as floor brokers FIX.4.3
H Firms106HAnd106J 106.H and 106.J firms FIX.4.3
I GIM GIM, IDEM and COM Membership Interest Holders FIX.4.3
L Lessee106FEmployees Lessee 106.F Employees FIX.4.3
M AllOtherOwnershipTypes All other ownership types FIX.4.3
FIX.4.4
⇒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 solicited FIX.4.2
FIX.4.4
⇒659 SideComplianceID String ID within repeating group of sides which is used to represent this transaction for compliance purposes (e.g. OATS reporting). FIX.4.4
⇒962 SideTimeInForce UTCTimestamp Specifies how long the order as specified in the side stays in effect. Absence of this field indicates Day order. FIX.4.4

TrdAllocGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
78 NoAllocs NumInGroup Number of repeating groups for trade allocation FIX.4.4
⇒79 AllocAccount String Required if NoAllocs > 0. Must be first field in repeating group. FIX.4.4
⇒661 AllocAcctIDSource int Used to identify the source of the AllocAccount (79) code.
See AcctIDSource (660) for valid values. 		FIX.4.4
⇒736 AllocSettlCurrency Currency Currency code of settlement denomination for a specific AllocAccount (79). FIX.4.4
⇒467 IndividualAllocID String Unique identifier for a specific NoAllocs (78) repeating group instance (e.g. for an AllocAccount). FIX.4.4
⇒NestedParties2 Insert here the set of "NestedParties2" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages" FIX.4.4
⇒80 AllocQty Qty Quantity to be allocated to specific sub-account
(Prior to FIX 4.2 this field was of type int) 		FIX.4.4
⇒993 AllocCustomerCapacity String Can be used for granular reporting of separate allocation detail within a single trade report or allocation message. FIX.4.4
⇒1002 AllocMethod int Specifies the method under which a trade quantity was allocated.
Value SymbolicName Description Added Updated Deprecated
1 Automatic Automatic FIX.4.4EP-1
2 Guarantor Guarantor FIX.4.4EP-1
3 Manual Manual FIX.4.4EP-1
FIX.4.4
⇒989 SecondaryIndividualAllocID String Provides support for an intermediary assigned allocation ID FIX.4.4
⇒1136 AllocClearingFeeIndicator String ClearingFeeIndicator(635) for Allocation, see ClearingFeeIndicator(635) for permitted values. FIX.4.4

TrdCapRptSideGrp

None

Tag Name Reqd Type Description Added Updated Deprecated
552 NoSides ✔ NumInGroup Number of sides
Value SymbolicName Description Added Updated Deprecated
1 OneSide One Side FIX.4.3
2 BothSides Both Sides FIX.4.3
FIX.4.4
⇒54 Side ✔ char Side of order (see Volume : "Glossary" for value definitions)
Value SymbolicName Description Added Updated Deprecated
1 Buy Buy FIX.2.7
2 Sell Sell FIX.2.7
3 BuyMinus Buy minus FIX.2.7
4 SellPlus Sell plus FIX.2.7
5 SellShort Sell short FIX.2.7
6 SellShortExempt Sell short exempt FIX.2.7
7 Undisclosed Undisclosed (valid for IOI and List Order messages only) FIX.4.1
8 Cross Cross (orders where counterparty is an exchange, valid for all messages except IOIs) FIX.4.1
9 CrossShort Cross short FIX.4.2
A CrossShortExempt Cross short exxmpt FIX.4.3
B AsDefined "As Defined" (for use with multileg instruments) FIX.4.3
C Opposite "Opposite" (for use with multileg instruments) FIX.4.3
D Subscribe Subscribe (e.g. CIV) FIX.4.4
E Redeem Redeem (e.g. CIV) FIX.4.4
F Lend Lend (FINANCING - identifies direction of collateral) FIX.4.4
G Borrow Borrow (FINANCING - identifies direction of collateral) FIX.4.4
FIX.4.4
⇒37 OrderID String OrderID should be conditionally required when Trade Capture Report is used for back office processing. FIX.4.4
⇒198 SecondaryOrderID String Can be used to provide order id used by exchange or executing system. FIX.4.4
⇒11 ClOrdID String Required for executions against electronically submitted orders which were assigned an ID by the institution or intermediary. Not required for orders manually entered by the broker or fund manager (for CIV orders). FIX.4.4
⇒19 ExecRefID String Reference identifier used with Trade Cancel and Trade Correct execution types.
(Prior to FIX 4.1 this field was of type int) 		FIX.4.4
⇒526 SecondaryClOrdID String Can be used to provide secondary client order identifiers associated with this trade. FIX.4.4
⇒66 ListID String Unique identifier for list as assigned by institution, used to associate multiple individual orders. Uniqueness must be guaranteed within a single trading day. Firms which generate multi-day orders should consider embedding a date within the ListID field to assure uniqueness across days. FIX.4.4
⇒1009 SideQty int Used to indicate the quantity on one side of a multi-sided Trade Capture Report FIX.4.4
⇒1005 SideTradeReportID String Used to indicate the report ID on one side of a multi-sided Trade Capture Report FIX.4.4
⇒1006 SideFillStationCd String Used for order routing to indicate the Fill Station Code on one side of a multi-sided Trade Capture Report FIX.4.4
⇒1007 SideReasonCd String Used to indicate the reason of a multi-sided Trade Capture Report FIX.4.4
⇒83 RptSeq int Used for order routing to indicate the fill sequence on one side of a multi-sided Trade Capture Report FIX.4.4
⇒1008 SideTrdSubTyp int Used to support multi-sided orders of different trade types FIX.4.4
⇒Parties Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
Range of values on report:		 FIX.4.4
⇒1 Account String Required for executions against electronically submitted orders which were assigned an account by the institution or intermediary FIX.4.4
⇒660 AcctIDSource int Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.
Value SymbolicName Description Added Updated Deprecated
1 BIC BIC FIX.4.4
2 SIDCode SID Code FIX.4.4
3 TFM TFM (GSPTA) FIX.4.4
4 OMGEO OMGEO (Alert ID) FIX.4.4
5 DTCCCode DTCC Code FIX.4.4
99 Other Other (custom or proprietary) FIX.4.4
FIX.4.4
⇒581 AccountType int Specifies type of account
Value SymbolicName Description Added Updated Deprecated
1 CarriedCustomerSide Account is carried on customer side of the books FIX.4.3
2 CarriedNonCustomerSide Account is carried on non-customer side of books FIX.4.3
3 HouseTrader House Trader FIX.4.3
4 FloorTrader Floor Trader FIX.4.3
6 CarriedNonCustomerSideCrossMargined Account is carried on non-customer side of books and is cross margined FIX.4.3
7 HouseTraderCrossMargined Account is house trader and is cross margined FIX.4.3
8 JointBackOfficeAccount Joint back office account (JBO) FIX.4.3
FIX.4.4
⇒81 ProcessCode char Used to specify Step-out trades
Value SymbolicName Description Added Updated Deprecated
0 Regular Regular FIX.2.7
1 SoftDollar Soft Dollar FIX.2.7
2 StepIn Step-In FIX.2.7
3 StepOut Step-Out FIX.2.7
4 SoftDollarStepIn Soft-dollar Step-In FIX.2.7