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 |
Specifies the basis or unit used to calculate the total commission based on the rate.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
PerUnit |
Implying shares, par, currency, physical unit etc. Use CommissionUnitOfMeasure(1238) to clarify for commodities. |
FIX.2.7 |
FIX.5.0SP2EP204 |
|
2 |
Percent |
Percent |
FIX.2.7 |
|
|
3 |
Absolute |
Total monetary amount. |
FIX.2.7 |
FIX.5.0SP2EP204 |
|
4 |
PercentageWaivedCashDiscount |
For use with CIV buy orders. |
FIX.4.3 |
FIX.5.0SP2EP204 |
|
5 |
PercentageWaivedEnhancedUnits |
For use with CIV buy orders. |
FIX.4.3 |
FIX.5.0SP2EP204 |
|
6 |
PointsPerBondOrContract |
Specify ContractMultiplier(231) in the Instrument component if the security is denominated in a size other than the market convention, e.g. 1000 par for bonds. |
FIX.4.3 |
FIX.5.0SP2EP204 |
|
8 |
AmountPerContract |
Specify ContractMultiplier(231) in the Instrument component if the security is denominated in a size other than the market convention. |
FIX.5.0SP2EP204 |
|
|
7 |
BasisPoints |
The commission is expressed in basis points in reference to the gross price of the reference asset. |
FIX.5.0SP2EP208 |
|
|
|
FIX.2.7 |
FIX.5.0SP2EP204 |
|
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 (150)=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 |
FIX.5.0SP1EP95 |
|
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 |
Cross is forbidden. |
FIX.2.7 |
FIX.5.0SP2EP134 |
|
B |
OKToCross |
OK to cross |
FIX.2.7 |
|
|
C |
CallFirst |
Call first |
FIX.2.7 |
|
|
D |
PercentOfVolume |
Indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage. |
FIX.2.7 |
FIX.5.0SP2EP134 |
|
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 |
Mutually exclusive with Q and l (lower case L). |
FIX.4.3 |
FIX.5.0SP2EP134 |
|
I |
InstitutionsOnly |
Institutions only |
FIX.3.0 |
|
|
J |
ReinstateOnTradingHalt |
Mutually exclusive with K and m. |
FIX.4.3 |
FIX.5.0SP2EP134 |
|
K |
CancelOnTradingHalt |
Mutually exclusive with J and m. |
FIX.4.3 |
FIX.5.0SP2EP134 |
|
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 |
Mutually exclusive with H and l(lower case L). |
FIX.4.3 |
FIX.5.0SP2EP134 |
|
R |
PrimaryPeg |
Primary market - buy at bid, sell at offer. |
FIX.3.0 |
FIX.5.0SP2EP134 |
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 |
FIX.5.0SP2EP134 |
FIX.5.0 |
U |
CustomerDisplayInstruction |
Used in US Markets for: SEC Rule 11Ac1-1/4. |
FIX.4.1 |
FIX.5.0SP2EP134 |
|
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 |
FIX.5.0SP2EP134 |
|
Y |
TryToStop |
Try to stop |
FIX.4.3 |
FIX.5.0SP2EP134 |
|
Z |
CancelIfNotBest |
Cancel if not best |
FIX.4.4 |
|
|
a |
TrailingStopPeg |
Trailing stop peg |
FIX.4.4 |
FIX.5.0SP2EP134 |
FIX.5.0 |
b |
StrictLimit |
No price improvement. |
FIX.4.4 |
FIX.5.0SP2EP134 |
|
c |
IgnorePriceValidityChecks |
Ignore price validity checks |
FIX.4.4 |
FIX.5.0SP2EP134 |
|
d |
PegToLimitPrice |
Peg to limit price |
FIX.4.4 |
FIX.5.0SP2EP134 |
FIX.5.0 |
e |
WorkToTargetStrategy |
Work to target strategy |
FIX.4.4 |
FIX.5.0SP2EP134 |
|
f |
IntermarketSweep |
Intermarket sweep |
FIX.4.4EP6 |
FIX.5.0SP2EP134 |
|
g |
ExternalRoutingAllowed |
External routing allowed |
FIX.4.4EP14 |
FIX.5.0SP2EP134 |
|
h |
ExternalRoutingNotAllowed |
External routing not allowed |
FIX.4.4EP14 |
FIX.5.0SP2EP134 |
|
i |
ImbalanceOnly |
Imbalance only |
FIX.4.4EP22 |
FIX.5.0SP2EP134 |
|
j |
SingleExecutionRequestedForBlockTrade |
Single execution requested for block trade |
FIX.4.4EP6 |
|
|
k |
BestExecution |
Best execution |
FIX.4.4EP35 |
FIX.5.0SP2EP134 |
|
l |
SuspendOnSystemFailure |
Mutually exclusive with H and Q. |
FIX.5.0EP58 |
FIX.5.0SP2EP134 |
|
m |
SuspendOnTradingHalt |
Mutually exclusive with J and K. |
FIX.5.0EP58 |
FIX.5.0SP2EP134 |
|
n |
ReinstateOnConnectionLoss |
Mutually exclusive with o and p. |
FIX.5.0EP58 |
FIX.5.0SP2EP134 |
|
o |
CancelOnConnectionLoss |
Mutually exclusive with n and p. |
FIX.5.0EP58 |
FIX.5.0SP2EP134 |
|
p |
SuspendOnConnectionLoss |
Mutually exclusive with n and o. |
FIX.5.0EP58 |
FIX.5.0SP2EP134 |
|
q |
Release |
Mutually exclusive with S and w. |
FIX.5.0EP58 |
FIX.5.0SP2EP134 |
|
r |
ExecuteAsDeltaNeutral |
Execute as delta neutral using volatility provided |
FIX.5.0EP59 |
|
|
s |
ExecuteAsDurationNeutral |
Execute as duration neutral |
FIX.5.0EP59 |
|
|
t |
ExecuteAsFXNeutral |
Execute as FX neutral |
FIX.5.0EP59 |
|
|
u |
MinGuaranteedFillEligible |
Minimum guaranteed fill eligible |
FIX.5.0SP2EP101 |
FIX.5.0SP2EP134 |
|
v |
BypassNonDisplayLiquidity |
Bypass non-displayed liquidity |
FIX.5.0SP2EP101 |
FIX.5.0SP2EP134 |
|
w |
Lock |
Mutually exclusive with q. |
FIX.5.0SP2EP131 |
FIX.5.0SP2EP134 |
|
x |
IgnoreNotionalValueChecks |
Ignore notional value checks |
FIX.5.0SP2EP134 |
|
|
y |
TrdAtRefPx |
In the context of Reg NMS and the Tick Size Pilot Program, this is intended to indicate the order should Trade At Intermarket Sweep Order (TAISO) price. |
FIX.5.0SP2EP210 |
|
|
|
FIX.2.7 |
|
|
19 |
ExecRefID |
String |
Reference identifier used with Trade, 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.
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 |
FIX.3.0 |
FIX.5.0SP2EP232 |
|
5 |
RICCode |
RIC |
FIX.3.0 |
FIX.5.0SP2EP232 |
|
6 |
ISOCurrencyCode |
ISO Currency Code |
FIX.4.1 |
|
|
7 |
ISOCountryCode |
ISO Country Code |
FIX.4.1 |
|
|
8 |
ExchangeSymbol |
Exchange symbol |
FIX.4.2 |
FIX.5.0SP2EP119 |
|
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 |
FIX.5.0SP2EP119 |
|
I |
ISDAFpMLSpecification |
ISDA/FpML product specification (XML in SecurityXML(1185)) |
FIX.4.4 |
FIX.5.0SP2EP119 |
|
J |
OptionPriceReportingAuthority |
Option Price Reporting Authority |
FIX.4.4 |
|
|
K |
ISDAFpMLURL |
ISDA/FpML product URL (URL in SecurityID(48)) |
FIX.4.4EP15 |
FIX.5.0SP2EP119 |
|
L |
LetterOfCredit |
Letter of credit |
FIX.4.4EP8 |
FIX.5.0SP2EP119 |
|
M |
MarketplaceAssignedIdentifier |
Marketplace-assigned Identifier |
FIX.5.0EP58 |
|
|
N |
MarkitREDEntityCLIP |
Markit RED entity CLIP |
FIX.5.0SP2EP119 |
|
|
P |
MarkitREDPairCLIP |
Markit RED pair CLIP |
FIX.5.0SP2EP119 |
|
|
Q |
CFTCCommodityCode |
CFTC commodity code |
FIX.5.0SP2EP140 |
|
|
R |
ISDACommodityReferencePrice |
ISDA Commodity Reference Price |
FIX.5.0SP2EP140 |
|
|
S |
FinancialInstrumentGlobalIdentifier |
An Object Management Group (OMG) standard. Also referred to as FIGI. Formerly known as "Bloomberg Open Symbology BBGID". |
FIX.5.0SP2EP158 |
FIX.5.0SP2EP202 |
|
T |
LegalEntityIdentifier |
Legal entity identifier |
FIX.5.0SP2EP161 |
|
|
U |
Synthetic |
Used to specify that the security identifier is synthetic for linking nested underliers when there is no market identifier for the collection. |
FIX.5.0SP2EP187 |
|
|
V |
FidessaInstrumentMnemonic |
Fidessa Instrument Mnemonic (FIM) |
FIX.5.0SP2EP220 |
|
|
W |
IndexName |
Standard name of the index or rate index, e.g. "LIBOR" or "iTraxx Australia. |
FIX.5.0SP2EP232 |
|
|
X |
UniformSymbol |
Uniform Symbol (UMTF Symbol) |
FIX.5.0SP2EP242 |
|
|
|
FIX.2.7 |
FIX.5.0SP2EP161 |
|
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 |
|
|
5 |
RisklessPrincipal |
Riskless principal |
FIX.5.0SP2EP222 |
|
|
|
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"
In the context of ESMA RTS 1 Annex I, Table 3, Field 6 "Venue of Execution" it is required that the "venue where the transaction was executed" be identified using ISO 10383 (MIC). Additionally, ESMA requires the use of "MIC code 'XOFF' for financial instruments admitted to trading or traded on a trading venue, where the transaction on that financial instrument is not executed on a trading venue, systematic internaliser or organized trading platform outside of the Union. Use 'SINT' for financial instruments admitted to trading or traded on a trading venue, where the transaction is executed on a systematic internaliser."
|
FIX.2.7 |
FIX.5.0SP2EP228 |
|
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 |
The Heartbeat monitors the status of the communication link and identifies when the last of a string of messages was not received. |
|
|
|
9 |
OrderCancelReject |
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. |
|
|
|
BJ |
TradingSessionList |
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. |
|
|
|
BI |
TradingSessionListRequest |
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. |
|
|
|
BQ |
SettlementObligationReport |
The Settlement Obligation Report message provides a central counterparty, institution, or individual counterparty with a capacity for reporting the final details of a currency settlement obligation. |
|
|
|
BR |
DerivativeSecurityListUpdateReport |
The Derivative Security List Update Report message is used to send updates to an option family or the strikes that comprise an option family. |
|
|
|
BS |
TradingSessionListUpdateReport |
The Trading Session List Update Report is used by marketplaces to provide intra-day updates of trading sessions when there are changes to one or more trading sessions. |
|
|
|
BT |
MarketDefinitionRequest |
The Market Definition Request message is used to request for market structure information from the Respondent that receives this request. |
|
|
|
BU |
MarketDefinition |
The MarketDefinition(35=BU) message is used to respond to MarketDefinitionRequest(35=BT). In a subscription, it will be used to provide the initial snapshot of the information requested. Subsequent updates are provided by the MarketDefinitionUpdateReport(35=BV). |
|
|
|
BV |
MarketDefinitionUpdateReport |
In a subscription for market structure information, this message is used once the initial snapshot of the information has been sent using the MarketDefinition(35=BU) message. |
|
|
|
BW |
ApplicationMessageRequest |
This message is used to request a retransmission of a set of one or more messages generated by the application specified in RefApplID (1355). |
|
|
|
BX |
ApplicationMessageRequestAck |
This message is used to acknowledge an Application Message Request providing a status on the request (i.e. whether successful or not). This message does not provide the actual content of the messages to be resent. |
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A |
Logon |
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. |
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BY |
ApplicationMessageReport |
This message is used for three difference purposes: to reset the ApplSeqNum (1181) of a specified ApplID (1180). to indicate that the last message has been sent for a particular ApplID, or as a keep-alive mechanism for ApplIDs with infrequent message traffic. |
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BZ |
OrderMassActionReport |
The Order Mass Action Report is used to acknowledge an Order Mass Action Request. Note that each affected order that is suspended or released or canceled is acknowledged with a separate Execution Report for each order. |
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CA |
OrderMassActionRequest |
The Order Mass Action Request message can be used to request the suspension or release of a group of orders that match the criteria specified within the request. This is equivalent to individual Order Cancel Replace Requests for each order with or without adding "S" to the ExecInst values. It can also be used for mass order cancellation. |
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CB |
UserNotification |
The User Notification message is used to notify one or more users of an event or information from the sender of the message. This message is usually sent unsolicited from a marketplace (e.g. Exchange, ECN) to a market participant. |
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CC |
StreamAssignmentRequest |
In certain markets where market data aggregators fan out to end clients the pricing streams provided by the price makers, the price maker may assign the clients to certain pricing streams that the price maker publishes via the aggregator. An example of this use is in the FX markets where clients may be assigned to different pricing streams based on volume bands and currency pairs. |
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CD |
StreamAssignmentReport |
he StreamAssignmentReport message is in response to the StreamAssignmentRequest message. It provides information back to the aggregator as to which clients to assign to receive which price stream based on requested CCY pair. This message can be sent unsolicited to the Aggregator from the Price Maker. |
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CE |
StreamAssignmentReportACK |
This message is used to respond to the Stream Assignment Report, to either accept or reject an unsolicited assingment. |
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CF |
PartyDetailsListRequest |
The PartyDetailsListRequest is used to request party detail information. |
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CG |
PartyDetailsListReport |
The PartyDetailsListReport message is used to disseminate party details between counterparties. PartyDetailsListReport messages may be sent in response to a PartyDetailsListRequest message or sent unsolicited. |
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CH |
MarginRequirementInquiry |
The purpose of this message is to initiate a margin requirement inquiry for a margin account. The inquiry may be submitted at the detail level or the summary level. It can also be used to inquire margin excess/deficit or net position information. Margin excess/deficit will provide information about the surplus or shortfall compared to the previous trading day or a more recent margin calculation. An inquiry for net position information will trigger one or more PositionReport messages instead of one or more MarginRequirementReport messages.
If the inquiry is made at the detail level, an Instrument block must be provided with the desired level of detail. If the inquiry is made at the summary level, the Instrument block is not provided, implying a summary request is being made. For example, if the inquiring firm specifies the Security Type of “FUT” in the Instrument block, then a detail report will be generated containing the margin requirements for all futures positions for the inquiring account. Similarly, if the inquiry is made at the summary level, the report will contain the total margin requirement aggregated to the margin account level. |
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B |
News |
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. |
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CI |
MarginRequirementInquiryAck |
Used to respond to a Margin Requirement Inquiry. |
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CJ |
MarginRequirementReport |
The Margin Requirement Report returns information about margin requirement either as on overview across all margin accounts or on a detailed level due to the inquiry making use of the optional Instrument component block. Application sequencing can be used to re-request a range of reports. |
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CK |
PartyDetailsListUpdateReport |
The PartyDetailsListUpdateReport(35=CK) is used to disseminate updates to party detail information. |
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CL |
PartyRiskLimitsRequest |
The PartyRiskLimitsRequest message is used to request for risk information for specific parties, specific party roles or specific instruments. |
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CM |
PartyRiskLimitsReport |
The PartyRiskLimitsReport message is used to communicate party risk limits. The message can either be sent as a response to the PartyRiskLimitsRequest message or can be published unsolicited. |
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CN |
SecurityMassStatusRequest |
None |
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CO |
SecurityMassStatus |
None |
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CQ |
AccountSummaryReport |
The AccountSummaryReport is provided by the clearinghouse to its clearing members on a daily basis. It contains margin, settlement, collateral and pay/collect data for each clearing member level account type. Clearing member account types will be described through use of the Parties component and PtysSubGrp sub-component. In certain usages, the clearing members can send the AccountSummaryReport message to the clearinghouse as needed. For example, clearing members can send this message to the clearinghouse to identify the value of collateral for each customer (to satisfy CFTC Legally Segregated Operationally Commingled (LSOC) regulatory reporting obligations). Clearing organizations can also send the AccountSummaryReport message to regulators to meet regulatory reporting obligations. For example, clearing organizations can use this message to submit daily reports for each clearing member (“CM”) by house origin and by each customer origin for all futures, options, and swaps positions, and all securities positions held in a segregated account or pursuant to a cross margining agreement, to a regulator (e.g. to the CFTC to meet Part 39, Section 39.19 reporting obligations). |
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CR |
PartyRiskLimitsUpdateReport |
The PartyRiskLimitsUpdateReport(35=CR) is used to convey incremental changes to risk limits. It is similar to the regular report but uses the PartyRiskLimitsUpdateGrp component instead of the PartyRiskLimitsGrp component to include an update action. |
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CS |
PartyRiskLimitsDefinitionRequest |
PartyRiskLimitDefinitionRequest is used for defining new risk limits. |
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C |
Email |
The email message is similar to the format and purpose of the News message, however, it is intended for private use between two parties. |
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CT |
PartyRiskLimitsDefinitionRequestAck |
PartyRiskLimitDefinitionRequestAck is used for accepting (with or without changes) or rejecting the definition of risk limits. |
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CU |
PartyEntitlementsRequest |
The PartyEntitlementsRequest message is used to request for entitlement information for one or more party(-ies), specific party role(s), or specific instruments(s). |
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CV |
PartyEntitlementsReport |
The PartyEntitlementsReport is used to report entitlements for one or more parties, party role(s), or specific instrument(s). |
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CW |
QuoteAck |
The QuoteAck(35=CW) message is used to acknowledge a Quote(35=S) submittal or request to cancel an individual quote using the QuoteCancel(35=Z) message during a Quote/Negotiation dialog. |
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CX |
PartyDetailsDefinitionRequest |
The PartyDetailsDefinitionRequest(35=CX) is used for defining new parties and modifying or deleting existing parties information, including the relationships between parties. The recipient of the message responds with a PartyDetailsDefinitionRequestAck(35=CY) to indicate whether the request was accepted or rejected. |
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CY |
PartyDetailsDefinitionRequestAck |
The PartyDetailsDefinitionRequestAck(35=CY) is used as a response to the PartyDetailsDefinitionRequest(35=CX) message. The request can be accepted (with or without changes) or rejected. |
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CZ |
PartyEntitlementsUpdateReport |
The PartyEntitlementsUpdateReport(35=CZ) is used to convey incremental changes to party entitlements. It is similar to the PartyEntitlementsReport(35=CV). This message uses the PartyEntitlementsUpdateGrp component which includes the ability to specify an update action using ListUpdateAction(1324). |
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DA |
PartyEntitlementsDefinitionRequest |
The PartyEntitlementsDefinitionRequest(35=DA) is used for defining new entitlements, and modifying or deleting existing entitlements for the specified party(-ies). |
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DB |
PartyEntitlementsDefinitionRequestAck |
The PartyEntitlementsDefinitionRequestAck(35=DB) is used as a response to the PartyEntitlemensDefinitionRequest(35=DA) to accept (with or without changes) or reject the definition of party entitlements. |
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DC |
TradeMatchReport |
The TradeMatchReport(35=DC) message is used by exchanges and ECN’s to report matched trades to central counterparties (CCPs) as an atomic event. The message is used to express the one-to-one, one-to-many and many-to-many matches as well as implied matches in which more complex instruments can match with simpler instruments. |
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D |
NewOrderSingle |
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. |
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DD |
TradeMatchReportAck |
The TradeMatchReportAck(35=DD) is used to respond to theTradeMatchReport(35=DC) message. It may be used to report on the status of the request (e.g. accepting the request or rejecting the request). |
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DE |
PartyRiskLimitsReportAck |
PartyRiskLimitsReportAck is an optional message used as a response to the PartyRiskLimitReport(35=CM) or PartyRiskLimitUpdateReport(35=CR) messages to acknowledge or reject those messages. |
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DF |
PartyRiskLimitCheckRequest |
PartyRiskLimitCheckRequest is used to request for approval of credit or risk limit amount intended to be used by a party in a transaction from another party that holds the information. |
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DG |
PartyRiskLimitCheckRequestAck |
PartyRiskLimitCheckRequestAck is used to acknowledge a PartyRiskLimitCheckRequest(35=DF) message and to respond whether the limit check request was approved or not. When used to accept the PartyRiskLimitCheckRequest(35=DF) message the Respondent may also include the limit amount that was approved. |
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DH |
PartyActionRequest |
The PartyActionRequest message is used suspend or halt the specified party from further trading activities at the Respondent. The Respondent must respond with a PartyActionReport(35=DI) message. |
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DI |
PartyActionReport |
Used to respond to the PartyActionRequest(35=DH) message, indicating whether the request has been received, accepted or rejected. Can also be used in an unsolicited manner to report party actions, e.g. reinstatements after a manual intervention out of band. |
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DJ |
MassOrder |
The MassOrder(35=DJ) message can be used to add, modify or delete multiple unrelated orders with a single message. Apart from clearing related attributes, only the key order attributes for high performance trading are available. |
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DK |
MassOrderAck |
The mass order acknowledgement message is used to acknowledge the receipt of and the status for a MassOrder(35=DJ) message. |
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DL |
PositionTransferInstruction |
The PositionTransferInstruction(35=DL) is sent by clearing firms to CCPs to initiate position transfers, or to accept or decline position transfers. |
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DM |
PositionTransferInstructionAck |
The PositionTransferInstructionAck(35=DM) is sent by CCPs to clearing firms to acknowledge position transfer instructions, and to report errors processing position transfer instructions. |
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E |
NewOrderList |
The NewOrderList Message can be used in one of two ways depending on which market conventions are being followed. |
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DN |
PositionTransferReport |
The PositionTransferReport(35=DN) is sent by CCPs to clearing firms indicating of positions that are to be transferred to the clearing firm, or to report on status of the transfer to the clearing firms involved in the transfer process. |
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DO |
MarketDataStatisticsRequest |
The MarketDataStatisticsRequest(35=DO) is used to request for statistical data. The simple form is to use an identifier (MDStatisticID(2475)) assigned by the market place which would denote a pre-defined statistical report. Alternatively, or also in addition, the request can define a number of parameters for the desired statistical information. |
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DP |
MarketDataStatisticsReport |
The MarketDataStatisticsReport(35=DP) is used to provide unsolicited statistical information or in response to a specific request. Each report contains a set of statistics for a single entity which could be a market, a market segment, a security list or an instrument. |
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DQ |
CollateralReportAck |
CollateralReportAck(35=DQ) is used as a response to the CollateralReport(35=BA). It can be used to reject a CollateralReport(35=BA) when the content of the report is invalid based on the business rules of the receiver. The message may also be used to acknowledge receipt of a valid CollateralReport(35=BA). |
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DR |
MarketDataReport |
The MarketDataReport(35=DR) message is used to provide delimiting references (e.g. start and end markers in a continuous broadcast) and details about the number of market data messages sent in a given distribution cycle. |
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DS |
CrossRequest |
The CrossRequest(35=DS) message is used to indicate the submission of orders or quotes that may result in a crossed trade. |
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DT |
CrossRequestAck |
The CrossRequestAck(35=DT) message is used to confirm the receipt of a CrossRequest(35=DS) message. |
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DU |
AllocationInstructionAlertRequest |
This message is used in a clearinghouse 3-party allocation model to request for AllocationInstructionAlert(35=BM) from the clearinghouse. The request may be used to obtain a one-time notification of the status of an allocation group. |
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DV |
AllocationInstructionAlertRequestAck |
This message is used in a clearinghouse 3-party allocation model to acknowledge a AllocationInstructionAlertRequest(35=DU) message for an AllocationInstructionAlert(35=BM) message from the clearinghouse. |
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DW |
TradeAggregationRequest |
TradeAggregationRequest(35=DW) is used to request that the identified trades between the initiator and respondent be aggregated together for further processing. |
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F |
OrderCancelRequest |
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). |
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DX |
TradeAggregationReport |
TradeAggregationReport(35=DX) is used to respond to the TradeAggregationRequest(35=DW) message. It provides the status of the request (e.g. accepted or rejected) and may also provide additional information supplied by the respondent. |
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DY |
PayReport |
PayReport(35=DY) may be used to respond to the PayRequest(35=EA) message. It provides the status of the request (e.g. accepted, disputed) and may provide additional information related to the request. PayReport(35=DY) may also be sent unsolicited by the broker to a client. In which case the client may acknowledge and resolve disputes out-of-band or with a simple PayReportAck(35=DZ). PayReport(35=DY) may also be sent unsolicited to report the progress status of the payment itself with PayReportTransType(2804)=2 (Status).
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DZ |
PayReportAck |
PayReportAck(35=DZ) is used as a response to the PayReport(35=DY) message. It may be used to accept, reject or dispute the details of the PayReport(35=DY) depending on the business rules of the receiver. This message may also be used to acknowledge the receipt of a PayReport(35=DY) message. |
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EA |
PayRequest |
PayRequest(35=EA) message is used to communicate a future or expected payment to be made or received related to a trade or contract after its settlement. |
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EB |
PayRequestAck |
PayRequestAck(35=EB) is used to acknowledge the receipt of the PayRequest(35=EA) message (i.e. a technical acknowledgement of receipt). Acceptance or rejection of the request is reported in the corresponding PayReport(35=DY). |
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G |
OrderCancelReplaceRequest |
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. |
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H |
OrderStatusRequest |
The order status request message is used by the institution to generate an order status message back from the broker. |
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J |
AllocationInstruction |
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. |
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1 |
TestRequest |
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. |
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K |
ListCancelRequest |
The List Cancel Request message type is used by institutions wishing to cancel previously submitted lists either before or during execution. |
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L |
ListExecute |
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. |
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M |
ListStatusRequest |
The list status request message type is used by institutions to instruct the broker to generate status messages for a list. |
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N |
ListStatus |
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. |
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P |
AllocationInstructionAck |
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. |
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Q |
DontKnowTrade |
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. |
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R |
QuoteRequest |
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) |
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S |
Quote |
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. |
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T |
SettlementInstructions |
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. |
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V |
MarketDataRequest |
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 MarketDataRequest(35=V) is a general request for market data on specific securities or forex quotes. The values in the fields provided within the request will serve as further filter criteria for the result set. |
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2 |
ResendRequest |
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. |
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W |
MarketDataSnapshotFullRefresh |
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. |
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X |
MarketDataIncrementalRefresh |
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. |
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Y |
MarketDataRequestReject |
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. |
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Z |
QuoteCancel |
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 |
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a |
QuoteStatusRequest |
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. |
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b |
MassQuoteAck |
Mass Quote Acknowledgement is used as the application level response to a Mass Quote message. |
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c |
SecurityDefinitionRequest |
The SecurityDefinitionRequest(35=c) message is used for the following: 1. Request a specific security to be traded with the second party. The requested 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. |
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d |
SecurityDefinition |
The SecurityDefinition(35=d) message is used for the following: 1. Accept the security defined in a SecurityDefinition(35=d) message. 2. Accept the security defined in a SecurityDefinition(35=d) message with changes to the definition and/or identity of the security. 3. Reject the security requested in a SecurityDefinition(35=d) 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. |
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e |
SecurityStatusRequest |
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. |
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f |
SecurityStatus |
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. |
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3 |
Reject |
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. |
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g |
TradingSessionStatusRequest |
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. |
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h |
TradingSessionStatus |
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. |
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i |
MassQuote |
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). |
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j |
BusinessMessageReject |
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. |
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k |
BidRequest |
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. |
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l |
BidResponse |
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. |
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m |
ListStrikePrice |
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. |
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n |
XMLnonFIX |
None |
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o |
RegistrationInstructions |
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. |
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p |
RegistrationInstructionsResponse |
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. |
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4 |
SequenceReset |
The sequence reset message is used by the sending application to reset the incoming sequence number on the opposing side. |
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q |
OrderMassCancelRequest |
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). |
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r |
OrderMassCancelReport |
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. |
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s |
NewOrderCross |
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. |
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t |
CrossOrderCancelReplaceRequest |
Used to modify a cross order previously submitted using the New Order - Cross message. See Order Cancel Replace Request for details concerning message usage. |
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u |
CrossOrderCancelRequest |
Used to fully cancel the remaining open quantity of a cross order. |
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v |
SecurityTypeRequest |
The Security Type Request message is used to return a list of security types available from a counterparty or market. |
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w |
SecurityTypes |
The Security Type Request message is used to return a list of security types available from a counterparty or market. |
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x |
SecurityListRequest |
The Security List Request message is used to return a list of securities from the counterparty that match criteria provided on the request |
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y |
SecurityList |
The Security List message is used to return a list of securities that matches the criteria specified in a Security List Request. |
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z |
DerivativeSecurityListRequest |
The Derivative Security List Request message is used to return a list of securities from the counterparty that match criteria provided on the request |
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5 |
Logout |
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. |
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AA |
DerivativeSecurityList |
The Derivative Security List message is used to return a list of securities that matches the criteria specified in a Derivative Security List Request. |
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|
|
AB |
NewOrderMultileg |
The New Order - Multileg is provided to submit orders for securities that are made up of multiple securities, known as legs. |
|
|
|
AC |
MultilegOrderCancelReplace |
Used to modify a multileg order previously submitted using the New Order - Multileg message. See Order Cancel Replace Request for details concerning message usage. |
|
|
|
AD |
TradeCaptureReportRequest |
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. |
|
|
|
AE |
TradeCaptureReport |
The Trade Capture Report message can be: - Used to report trades between counterparties. - Used to report trades to a trade matching system. - Sent unsolicited between counterparties. - Sent as a reply to a Trade Capture Report Request. - Used to report unmatched and matched trades. |
|
|
|
AF |
OrderMassStatusRequest |
The order mass status request message requests the status for orders matching criteria specified within the request. |
|
|
|
AG |
QuoteRequestReject |
The Quote Request Reject message is used to reject Quote Request messages for all quoting models. |
|
|
|
AH |
RFQRequest |
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 |
|
|
|
AI |
QuoteStatusReport |
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) |
|
|
|
AJ |
QuoteResponse |
The QuoteResponse(35=AJ) message is used for the following purposes: 1. Respond to an IOI(35=6) message 2. Respond to a Quote(35=S) message 3. Counter a Quote 4. End a negotiation dialog 5. Follow-up or end a QuoteRequest(35=R) dialog that did not receive a response. |
|
|
|
6 |
IOI |
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. |
|
|
|
AK |
Confirmation |
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. |
|
|
|
AL |
PositionMaintenanceRequest |
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. |
|
|
|
AM |
PositionMaintenanceReport |
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. |
|
|
|
AN |
RequestForPositions |
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. |
|
|
|
AO |
RequestForPositionsAck |
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. |
|
|
|
AP |
PositionReport |
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. |
|
|
|
AQ |
TradeCaptureReportRequestAck |
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 or the Trade Capture Request was invalid for some business reason, such as request is not authorized, invalid or unknown instrument, party, trading session, etc. |
|
|
|
AR |
TradeCaptureReportAck |
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. |
|
|
|
AS |
AllocationReport |
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. |
|
|
|
AT |
AllocationReportAck |
The Allocation Report Ack message is used to acknowledge the receipt of and provide status for an Allocation Report message. |
|
|
|
7 |
Advertisement |
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. |
|
|
|
AU |
ConfirmationAck |
The Confirmation Ack (aka Affirmation) message is used to respond to a Confirmation message. |
|
|
|
AV |
SettlementInstructionRequest |
The Settlement Instruction Request message is used to request standing settlement instructions from another party. |
|
|
|
AW |
AssignmentReport |
Assignment Reports are sent from a clearing house to counterparties, such as a clearing firm as a result of the assignment process. |
|
|
|
AX |
CollateralRequest |
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. |
|
|
|
AY |
CollateralAssignment |
Used to assign collateral to cover a trading position. This message can be sent unsolicited or in reply to a Collateral Request message. |
|
|
|
AZ |
CollateralResponse |
Used to respond to a Collateral Assignment message. |
|
|
|
BA |
CollateralReport |
Used to report collateral status when responding to a Collateral Inquiry message. |
|
|
|
BB |
CollateralInquiry |
Used to inquire for collateral status. |
|
|
|
BC |
NetworkCounterpartySystemStatusRequest |
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. |
|
|
|
BD |
NetworkCounterpartySystemStatusResponse |
This message is sent in response to a Network (Counterparty System) Status Request Message. |
|
|
|
8 |
ExecutionReport |
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 |
|
|
|
BE |
UserRequest |
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. |
|
|
|
BF |
UserResponse |
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. |
|
|
|
BG |
CollateralInquiryAck |
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. |
|
|
|
BH |
ConfirmationRequest |
The Confirmation Request message is used to request a Confirmation message. |
|
|
|
BO |
ContraryIntentionReport |
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. |
|
|
|
BP |
SecurityDefinitionUpdateReport |
This message is used for reporting updates to a product security master file. Updates could be the result of corporate actions or other business events. Updates may include additions, modifications or deletions. |
|
|
|
BK |
SecurityListUpdateReport |
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. |
|
|
|
BL |
AdjustedPositionReport |
Used to report changes in position, primarily in equity options, due to modifications to the underlying due to corporate actions |
|
|
|
BM |
AllocationInstructionAlert |
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. |
|
|
|
BN |
ExecutionAck |
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). |
|
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|
|
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 |
A stop order that is triggered as a result of a trade in the market at which point the stopped order becomes a market order. |
FIX.2.7 |
FIX.5.0SP2EP166 |
|
4 |
StopLimit |
A stop limit order that is triggered as a result of a trade in the market at which point the stopped order becomes a limit order. |
FIX.2.7 |
FIX.5.0SP2EP166 |
|
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 |
|
|
R |
StopOnBidOrOffer |
A stop order that is triggered by a bid or offer price movement (quote) at which point the stopped order becomes a market order, also known as "stop on quote" in some markets (e.g. US markets). In the US equities market it is common to trigger a stop off the National Best Bid or Offer (NBBO). |
FIX.5.0SP2EP166 |
|
|
S |
StopLimitOnBidOrOffer |
A stop order that is triggered by a bid or offer price movement (quote) at which point the stopped order becomes a limit order, also known as "stop limit on quote" in some markets (e.g. US markets). In the US equities market it is common to trigger a stop off the National Best Bid or Offer (NBBO). |
FIX.5.0SP2EP166 |
|
|
|
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 |
FIX.4.1 |
FIX.5.0SP2EP131 |
|
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 exempt |
FIX.4.3 |
FIX.5.0SP1EP95 |
|
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 |
|
|
H |
SellUndisclosed |
In the context of ESMA RTS 22, this allows for reporting of transactions where the investment firm (broker) is not able to determine whether the sell is a short sale transaction. Corresponds to RTS 22 "short selling indicator" value of 'UNDI'. |
FIX.5.0SP2EP222 |
|
|
|
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 |
|
|
8 |
GoodThroughCrossing |
Good Through Crossing |
FIX.5.0EP61 |
|
|
9 |
AtCrossing |
At Crossing |
FIX.5.0EP61 |
|
|
A |
GoodForTime |
Good for Time (GFT) |
FIX.5.0SP2EP100 |
|
|
B |
GoodForAuction |
Good for auction (GFA) |
FIX.5.0SP2EP131 |
|
|
|
FIX.2.7 |
|
|
60 |
TransactTime |
UTCTimestamp |
Timestamp when the business transaction represented by the message occurred.
|
FIX.2.7 |
FIX.5.0SP1EP94 |
|
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 |
Use within FX to specify a non-standard tenor. The use of SettlDate(64) is required to specify the actual settlement date when SettlType(63) = b (Broken Date). |
FIX.4.4EP25 |
FIX.5.0SP2EP131 |
|
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 trading day. Absence of this field indicates current day (expressed in local time at place of trade).
|
FIX.2.7 |
FIX.5.0SP2EP190 |
|
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 |
|
|
N |
CloseButNotifyOnOpen |
Close but notify on open |
FIX.5.0EP61 |
|
|
D |
Default |
Default |
FIX.5.0EP61 |
|
|
|
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 |
FIX.5.0SP2EP118 |
|
1 |
BlockLevelReject |
Block level reject |
FIX.2.7 |
FIX.5.0SP2EP118 |
|
2 |
AccountLevelReject |
Account level reject |
FIX.2.7 |
FIX.5.0SP2EP118 |
|
3 |
Received |
Received (received not yet processed) |
FIX.4.0 |
FIX.5.0SP2EP118 |
|
4 |
Incomplete |
Incomplete |
FIX.4.4 |
FIX.5.0SP2EP118 |
|
5 |
RejectedByIntermediary |
Rejected by intermediary |
FIX.4.4 |
FIX.5.0SP2EP118 |
|
6 |
AllocationPending |
Allocation pending |
FIX.4.4EP5 |
FIX.5.0SP2EP118 |
|
7 |
Reversed |
Reversed |
FIX.4.4EP5 |
FIX.5.0SP2EP118 |
|
8 |
CancelledByIntermediary |
None |
FIX.5.0SP2EP118 |
|
|
9 |
Claimed |
Claimed |
FIX.5.0SP2EP118 |
|
|
10 |
Refused |
Refused |
FIX.5.0SP2EP118 |
|
|
11 |
PendingGiveUpApproval |
Pending give-up approval |
FIX.5.0SP2EP118 |
|
|
12 |
Cancelled |
Cancelled |
FIX.5.0SP2EP118 |
|
|
13 |
PendingTakeUpApproval |
Pending take-up approval |
FIX.5.0SP2EP118 |
|
|
14 |
ReversalPending |
Reversal pending |
FIX.5.0SP2EP118 |
|
|
|
FIX.2.7 |
|
|
88 |
AllocRejCode |
int |
Identifies reason for rejection.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
UnknownAccount |
Unknown or missing account(s) |
FIX.2.7 |
FIX.5.0SP2EP170 |
|
1 |
IncorrectQuantity |
Incorrect or missing block quantity |
FIX.2.7 |
FIX.5.0SP2EP170 |
|
2 |
IncorrectAveragegPrice |
Incorrect or missing average price |
FIX.2.7 |
FIX.5.0SP2EP170 |
|
3 |
UnknownExecutingBrokerMnemonic |
Unknown executing broker mnemonic |
FIX.2.7 |
|
|
4 |
CommissionDifference |
Incorrect or missing commission |
FIX.2.7 |
FIX.5.0SP2EP170 |
|
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 or missing allocated quantity |
FIX.4.4 |
FIX.5.0SP2EP170 |
|
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 |
|
|
99 |
Other |
Use Text(58) for further reject reasons. |
FIX.5.0SP1EP95 |
FIX.5.0SP2EP170 |
|
14 |
DuplicateOrMissingIndividualAllocId |
Duplicate or missing IndividualAllocId(467) |
FIX.5.0SP2EP170 |
|
|
15 |
TradeNotRecognized |
Trade not recognized |
FIX.5.0SP2EP170 |
|
|
16 |
DuplicateTrade |
Trade previously allocated |
FIX.5.0SP2EP170 |
|
|
17 |
IncorrectOrMissingInstrument |
Incorrect or missing instrument |
FIX.5.0SP2EP170 |
|
|
18 |
IncorrectOrMissingSettlDate |
Incorrect or missing settlement date |
FIX.5.0SP2EP170 |
|
|
19 |
IncorrectOrMissingFundIDOrFundName |
Incorrect or missing fund ID or fund name |
FIX.5.0SP2EP170 |
|
|
20 |
IncorrectOrMissingSettlInstructions |
Incorrect or missing settlement instructions |
FIX.5.0SP2EP170 |
|
|
21 |
IncorrectOrMissingFees |
Incorrect or missing fees |
FIX.5.0SP2EP170 |
|
|
22 |
IncorrectOrMissingTax |
Incorrect or missing tax |
FIX.5.0SP2EP170 |
|
|
23 |
UnknownOrMissingParty |
Unknown or missing party |
FIX.5.0SP2EP170 |
|
|
24 |
IncorrectOrMissingSide |
Incorrect or missing side |
FIX.5.0SP2EP170 |
|
|
25 |
IncorrectOrMissingNetMoney |
Incorrect or missing net-money |
FIX.5.0SP2EP170 |
|
|
26 |
IncorrectOrMissingTradeDate |
Incorrect or missing trade date |
FIX.5.0SP2EP170 |
|
|
27 |
IncorrectOrMissingSettlCcyInstructions |
Incorrect or missing settlement currency instructions |
FIX.5.0SP2EP170 |
|
|
28 |
IncorrectOrMissingProcessCode |
Incorrrect or missing ProcessCode(81) |
FIX.5.0SP2EP170 |
|
|
|
FIX.2.7 |
FIX.5.0SP1EP95 |
|
89 |
Signature |
data |
Electronic signature
|
FIX.2.7 |
|
FIXT.1.1 |
90 |
SecureDataLen |
Length |
Length of encrypted message
|
FIX.2.7 |
|
FIXT.1.1 |
91 |
SecureData |
data |
Actual encrypted data stream
|
FIX.2.7 |
|
FIXT.1.1 |
93 |
SignatureLength |
Length |
Number of bytes in signature field
|
FIX.2.7 |
|
FIXT.1.1 |
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 |
|
|
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 |
|
|
7 |
PriceExceedsCurrentPrice |
Price exceeds current price |
FIX.5.0EP-1 |
|
|
8 |
PriceExceedsCurrentPriceBand |
Price exceeds current price band |
FIX.5.0EP43 |
|
|
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 |
SurveillanceOption |
Surveillance option |
FIX.4.3 |
FIX.5.0SP2EP204 |
|
13 |
IncorrectQuantity |
Incorrect quantity |
FIX.4.4 |
|
|
14 |
IncorrectAllocatedQuantity |
Incorrect allocated quantity |
FIX.4.4 |
|
|
15 |
UnknownAccount |
Unknown account(s) |
FIX.4.4 |
|
|
16 |
PriceExceedsCurrentPriceBand |
Price exceeds current price band |
FIX.5.0EP-1 |
|
|
18 |
InvalidPriceIncrement |
Invalid price increment |
FIX.4.4EP6 |
|
|
99 |
Other |
Other |
FIX.4.4 |
|
|
19 |
ReferencePriceNotAvailable |
Reference price not available |
FIX.5.0SP2EP134 |
|
|
20 |
NotionalValueExceedsThreshold |
Notional value exceeds threshold |
FIX.5.0SP2EP134 |
|
|
21 |
AlgorithRiskThresholdBreached |
A sell-side broker algorithm has detected that a risk limit has been breached which requires further communication with the client. Used in conjunction with Text(58) to convey the details of the specific event. |
FIX.5.0SP2EP149 |
|
|
22 |
ShortSellNotPermitted |
Short sell not permitted |
FIX.5.0SP2EP164 |
|
|
23 |
ShortSellSecurityPreBorrowRestriction |
Short sell rejected due to security pre-borrow restriction |
FIX.5.0SP2EP164 |
|
|
24 |
ShortSellAccountPreBorrowRestriction |
Short sell rejected due to account pre-borrow restriction |
FIX.5.0SP2EP164 |
|
|
25 |
InsufficientCreditLimit |
Insufficient credit limit |
FIX.5.0SP2EP171 |
|
|
26 |
ExceededClipSizeLimit |
Exceeded clip size limit |
FIX.5.0SP2EP171 |
|
|
27 |
ExceededMaxNotionalOrderAmt |
Exceeded maximum notional order amount |
FIX.5.0SP2EP171 |
|
|
28 |
ExceededDV01PV01Limit |
Exceeded DV01/PV01 limit |
FIX.5.0SP2EP171 |
|
|
29 |
ExceededCS01Limit |
Exceeded CS01 limit |
FIX.5.0SP2EP171 |
|
|
|
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 |
FIX.5.0SP2EP225 |
|
B |
MarketOnClose |
Market On Close (MOC) (held to close) |
FIX.4.3 |
FIX.5.0SP2EP225 |
|
C |
AtTheClose |
At the close (around/not held to close) |
FIX.3.0 |
FIX.5.0SP2EP225 |
|
D |
VWAP |
VWAP (Volume Weighted Average Price) |
FIX.4.3 |
FIX.5.0SP2EP225 |
|
I |
InTouchWith |
With reference to the AFME/IA Framework for Indications of Interest, this is to be used to denote IOIs of type P1 - Potential. Post-execution, a client should be able to seek verification (from IOI publisher’s management/ compliance) that, for any P1 IOIs received and executed against, there was by time of the execution, an opposing specific client order. Resulting trades are expected to be of a riskless nature. If the anticipated client order does not materialise, and the broker elects to commit capital, this must be disclosed prior to execution. |
FIX.3.0 |
FIX.5.0SP2EP225 |
|
L |
Limit |
Limit |
FIX.3.0 |
FIX.5.0SP2EP225 |
|
M |
MoreBehind |
More Behind |
FIX.3.0 |
FIX.5.0SP2EP225 |
|
O |
AtTheOpen |
At the Open |
FIX.3.0 |
FIX.5.0SP2EP225 |
|
P |
TakingAPosition |
Taking a Position |
FIX.3.0 |
FIX.5.0SP2EP225 |
|
Q |
AtTheMarket |
At the Market (previously called Current Quote) |
FIX.3.0 |
FIX.5.0SP2EP225 |
|
R |
ReadyToTrade |
Ready to Trade |
FIX.4.2 |
FIX.5.0SP2EP225 |
|
S |
PortfolioShown |
Inventory or Portfolio Shown |
FIX.3.0 |
FIX.5.0SP2EP225 |
|
T |
ThroughTheDay |
Through the Day |
FIX.3.0 |
FIX.5.0SP2EP225 |
|
V |
Versus |
Versus |
FIX.3.0 |
FIX.5.0SP2EP225 |
|
W |
Indication |
Indication - Working Away |
FIX.3.0 |
FIX.5.0SP2EP225 |
|
X |
CrossingOpportunity |
Crossing Opportunity |
FIX.3.0 |
FIX.5.0SP2EP225 |
|
Y |
AtTheMidpoint |
At the Midpoint |
FIX.4.1 |
FIX.5.0SP2EP225 |
|
Z |
PreOpen |
Pre-open |
FIX.4.1 |
FIX.5.0SP2EP225 |
|
E |
Axe |
Indicates that a quote is an Axe, without specifying a side preference. Mutually exclusive with F(Axe on bid) and G(Axe on offer). |
FIX.5.0SP2EP184 |
FIX.5.0SP2EP225 |
|
F |
AxeOnBid |
Indicates that a quote is an Axe, with a preference to execute on the bid side. Mutually exclusive with E(Axe) and G (Axe on offer) |
FIX.5.0SP2EP184 |
FIX.5.0SP2EP225 |
|
G |
AxeOnOffer |
Indicates that a quote is an Axe, with a preference to execute on the offer side. Mutually exclusive with E(Axe) and F (Axe on bid) |
FIX.5.0SP2EP184 |
FIX.5.0SP2EP225 |
|
c |
OutsideSpread |
The IOI is identifiable outside the current bid/offer. |
FIX.5.0SP2EP225 |
|
|
N |
ClientNaturalBlock |
With reference to the AFME/IA Framework for Indications of Interest, this is to be used to denote IOIs of type C1 - Client Natural (Block). A client should be able to seek verification (from IOI publisher’s management/compliance) that, for any C1 IOIs received, there was a corresponding live client order for at least the advertised size prior to the IOI being generated. Resulting trades are expected to be of a riskless nature. |
FIX.5.0SP2EP225 |
|
|
H |
ClientNaturalWorking |
With reference to the AFME/IA Framework for Indications of Interest, this is to be used to denote IOIs of type C2 – Client Natural (Working). A client should be able to seek verification (from IOI publisher’s management/compliance) that, for any C2 IOIs received, there was a corresponding live client order for at least the advertised size prior to the IOI being generated. Resulting trades are expected to be of a riskless nature. |
FIX.5.0SP2EP225 |
|
|
U |
Unwind |
With reference to the AFME/IA Framework for Indications of Interest, this is to be used to denote IOIs of type H1 - Unwind. Brokers will be responsible for ensuring that the size of the IOI reflects the actual house position in the relevant business unit and should not inflate the size of the IOI. The presumption is that there is no intent to immediately replace the position without notification, however, brokers may provide additional granularity to the category and may offer bilateral post trade commitments. Brokers will also offer clients a feedback mechanism. |
FIX.5.0SP2EP225 |
|
|
J |
PositionWanted |
With reference to the AFME/IA Framework for Indications of Interest, this is to be used to denote IOIs of type H2 – Position Wanted. Brokers will be likely be sourcing liquidity and therefore may advertise the size of IOI they wish; however, clients can expect the broker to honour the size of IOI shown. The presumption is that there is no intent to immediately unwind the position without notification, however, brokers may provide additional granularity to the category and may offer bilateral post trade commitments. Brokers will also offer clients a feedback mechanism. |
FIX.5.0SP2EP225 |
|
|
K |
MarketMaking |
With reference to the AFME/IA Framework for Indications of Interest, this is to be used to denote IOIs of type H3 – Market Making, no enforcement is required. |
FIX.5.0SP2EP225 |
|
|
1 |
QuantityNegotiable |
When specified, the dealer may counter with a reduced quantity in its Quotes in response to QuoteRequest(35=R). All-or-none if omitted. |
FIX.5.0SP2EP226 |
|
|
2 |
AllowLateBids |
When specified in QuoteRequest(35=R) the dealer may submit quotes after curtain time has elapsed. |
FIX.5.0SP2EP226 |
|
|
3 |
ImmediateOrCounter |
When specified, the buy-side customer is permitted to counter a firm quote during wiretime. |
FIX.5.0SP2EP226 |
|
|
4 |
AutoTrade |
Trade is in an auto-trading mode whereby the best quote that satisfies user criteria as determined by the trading platform will be accepted automatically. |
FIX.5.0SP2EP226 |
|
|
a |
AutomaticSpot |
At completion of price negotiation based on spread the trading platform will propose a benchmark spot price which may be filled immediately by the dealer or countered. |
FIX.5.0SP2EP226 |
|
|
b |
PlatformCalculatedSpot |
At completion of price negotiation based on spread the trading platform will supply a benchmark spot price and immediately complete the trade reporting fill. There is no dealer last look. |
FIX.5.0SP2EP226 |
|
|
d |
DeferredSpot |
At a future time after completion of price negotiation based on spread and reported in StrikeTime(443) the trading platform will propose a benchmark spot price which may be filled immediately by the dealer or countered. |
FIX.5.0SP2EP226 |
|
|
n |
NegotiatedSpot |
Once price negotiation based on spread is completed negotiation of the benchmark spot price proceeds immediately. |
FIX.5.0SP2EP226 |
|
|
|
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 |
Can be used by the venue or one of the trading parties to provide a non-normative textual description for the financial instrument.
|
FIX.3.0 |
FIX.5.0SP2EP232 |
|
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 |
Number of executions or trades.
|
FIX.4.0 |
FIX.5.0SP2EP118 |
|
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.
For credit/risk limit checks, this is the time when the reserved credit limit will expire for the requested transaction.
|
FIX.4.0 |
FIX.5.0SP2EP171 |
|
127 |
DKReason |
char |
Reason for execution rejection.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
A |
UnknownSymbol |
Unknown security |
FIX.4.0 |
FIX.5.0SP2EP131 |
|
B |
WrongSide |
Wrong side |
FIX.4.0 |
FIX.5.0SP2EP131 |
|
C |
QuantityExceedsOrder |
Quantity exceeds order |
FIX.4.0 |
FIX.5.0SP2EP131 |
|
D |
NoMatchingOrder |
No matching order |
FIX.4.0 |
FIX.5.0SP2EP131 |
|
E |
PriceExceedsLimit |
Price exceeds limit |
FIX.4.0 |
FIX.5.0SP2EP131 |
|
F |
CalculationDifference |
Calculation difference |
FIX.4.4 |
FIX.5.0SP2EP131 |
|
Z |
Other |
Other |
FIX.4.0 |
FIX.5.0SP2EP131 |
|
G |
NoMatchingExecutionReport |
No matching ExecutionReport(35=8) |
FIX.5.0SP2EP131 |
|
|
|
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 a QuoteRequest(35=R).
|
FIX.4.0 |
FIX.5.0SP2EP143 |
|
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 |
DEPRECATE - use component instead |
FIX.4.0 |
FIX.5.0SP2EP204 |
FIX.5.0SP2EP204 |
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 |
|
|
15 |
TradeReporting |
Trade reporting [Elaboration: The fee charged to recover the cost of trade reporting, e.g. corporate bonds and structured products reported to FINRA TRACE. |
FIX.5.0SP2EP204 |
|
|
16 |
TaxOnPrincipalAmount |
Tax on principal amount |
FIX.5.0SP2EP204 |
|
|
17 |
TaxOnAccruedInterestAmount |
Tax on accrued interest amount |
FIX.5.0SP2EP204 |
|
|
18 |
NewIssuanceFee |
New issuance fee |
FIX.5.0SP2EP204 |
|
|
19 |
ServiceFee |
Service fee |
FIX.5.0SP2EP204 |
|
|
20 |
OddLotFee |
Odd lot fee |
FIX.5.0SP2EP204 |
|
|
21 |
AuctionFee |
Auction fee |
FIX.5.0SP2EP204 |
|
|
22 |
ValueAddedTax |
Value Added tax - VAT |
FIX.5.0SP2EP204 |
|
|
23 |
SalesTax |
Sales tax |
FIX.5.0SP2EP204 |
|
|
24 |
ExecutionFee |
Execution venue fee |
FIX.5.0SP2EP231 |
FIX.5.0SP2EP236 |
|
25 |
OrderEntryFee |
Order or quote submission fees per transaction. |
FIX.5.0SP2EP231 |
|
|
26 |
OrderModificationFee |
Order or quote modification fees per transaction. |
FIX.5.0SP2EP231 |
|
|
27 |
OrdersCancellationFee |
Order or quote cancellation fees per transaction. |
FIX.5.0SP2EP231 |
|
|
28 |
MarketDataAccessFee |
Fee for market data access. |
FIX.5.0SP2EP231 |
|
|
29 |
MarketDataTerminalFee |
Fee for market data terminal. |
FIX.5.0SP2EP231 |
|
|
30 |
MarketDataVolumeFee |
Fee for market data per volume group. |
FIX.5.0SP2EP231 |
|
|
31 |
ClearingFee |
Fee for clearing of trades. |
FIX.5.0SP2EP231 |
|
|
32 |
SettlementFee |
Fee for settlement of trades. |
FIX.5.0SP2EP231 |
|
|
33 |
Rebates |
Rebates offered to the client. |
FIX.5.0SP2EP231 |
|
|
34 |
Discounts |
Discounts offered to the client. |
FIX.5.0SP2EP231 |
|
|
35 |
Payments |
Other benefits offered to the client. |
FIX.5.0SP2EP231 |
|
|
36 |
NonMonetaryPayments |
Non-monetary benefits offered to the client. |
FIX.5.0SP2EP231 |
|
|
|
FIX.4.0 |
|
|
140 |
PrevClosePx |
Price |
Previous closing price of security.
|
FIX.4.0 |
|
|
141 |
ResetSeqNumFlag |
Boolean |
Indicates that 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 |
FIX.5.0SP2EP204 |
|
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 (e.g. Pending Cancel) while OrdStatus(39) will always identify the current order status (e.g. Partially Filled).
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 |
|
|
M |
Locked |
Locked |
FIX.5.0SP2EP131 |
|
|
N |
Released |
Released |
FIX.5.0SP2EP131 |
|
|
|
FIX.4.1 |
FIX.5.0SP2EP131 |
|
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 (155) 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 |
FIX.5.0SP2EP179 |
|
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. Security type enumerations are grouped by Product(460) field value. NOTE: Additional values may be used by mutual agreement of the counterparties.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
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 |
|
|
EUFRN |
EuroCorporateFloatingRateNotes |
Euro Corporate Floating Rate Notes |
FIX.5.0EP68 |
|
|
FRN |
USCorporateFloatingRateNotes |
US Corporate Floating Rate Notes |
FIX.5.0EP68 |
|
|
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 |
|
FIX.5.0SP1EP82 |
CDS |
CreditDefaultSwap |
Credit Default Swap |
FIX.5.0EP68 |
FIX.5.0SP2EP169 |
|
FUT |
Future |
Future |
FIX.4.1 |
FIX.5.0SP2EP169 |
|
OPT |
Option |
Option |
FIX.4.1 |
FIX.5.0SP2EP169 |
|
OOF |
OptionsOnFutures |
Options on Futures |
FIX.4.4EP19 |
FIX.5.0SP2EP169 |
|
OOP |
OptionsOnPhysical |
Options on Physical - use not recommended |
FIX.4.4EP19 |
FIX.5.0SP2EP169 |
|
IRS |
InterestRateSwap |
Interest Rate Swap |
FIX.5.0EP54 |
FIX.5.0SP2EP169 |
|
OOC |
OptionsOnCombo |
Options on Combo |
FIX.5.0EP-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 |
|
|
CAN |
CanadianTreasuryNotes |
Canadian Treasury Notes |
FIX.5.0EP68 |
|
|
CTB |
CanadianTreasuryBills |
Canadian Treasury Bills |
FIX.5.0EP68 |
|
|
EUSOV |
EuroSovereigns |
Euro Sovereigns * |
FIX.4.4 |
|
|
PROV |
CanadianProvincialBonds |
Canadian Provincial Bonds |
FIX.5.0EP68 |
|
|
TB |
TreasuryBill |
Treasury Bill - non US |
FIX.5.0EP68 |
|
|
TBOND |
USTreasuryBond |
US Treasury Bond |
FIX.4.3 |
|
|
TINT |
InterestStripFromAnyBondOrNote |
Interest Strip From Any Bond Or Note |
FIX.4.3 |
|
|
TBILL |
USTreasuryBill |
US Treasury Bill |
FIX.4.4 |
|
|
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 |
|
|
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 |
|
|
BDN |
BankDepositoryNote |
Bank Depository Note |
FIX.5.0EP68 |
|
|
BN |
BankNotes |
Bank Notes |
FIX.4.3 |
|
|
BOX |
BillOfExchanges |
Bill Of Exchanges |
FIX.4.3 |
|
|
CAMM |
CanadianMoneyMarkets |
Canadian Money Markets |
FIX.5.0EP68 |
|
|
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 |
|
|
STN |
ShortTermLoanNote |
Short Term Loan Note |
FIX.4.3 |
|
|
PZFJ |
PlazosFijos |
Plazos Fijos |
FIX.4.3 |
|
|
SLQN |
SecuredLiquidityNote |
Secured Liquidity Note |
FIX.5.0EP68 |
|
|
TD |
TimeDeposit |
Time Deposit |
FIX.4.1 |
|
|
TLQN |
TermLiquidityNote |
Term Liquidity Note |
FIX.5.0EP68 |
|
|
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 |
|
|
CMB |
CanadianMortgageBonds |
Canadian Mortgage Bonds |
FIX.5.0EP68 |
|
|
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 |
|
|
TMCP |
TaxableMunicipalCP |
Taxable Municipal CP |
FIX.5.0EP68 |
|
|
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 |
|
|
? |
Wildcard |
Wildcard entry for use on Security Definition Request |
FIX.4.2 |
|
|
CASH |
Cash |
Cash |
FIX.4.4EP28 |
|
|
FXNDF |
NonDeliverableForward |
Non-deliverable forward |
FIX.5.0SP1EP82 |
|
|
FXSPOT |
FXSpot |
FX Spot |
FIX.5.0SP1EP82 |
|
|
FXFWD |
FXForward |
FX Forward |
FIX.5.0SP1EP82 |
|
|
FXSWAP |
FXSwap |
FX Swap |
FIX.5.0SP1EP82 |
|
|
DVPLDG |
DeliveryVersusPledge |
Delivery versus pledge |
FIX.5.0SP2EP132 |
|
|
CMDTYSWAP |
CommoditySwap |
Commodity swap |
FIX.5.0SP2EP140 |
FIX.5.0SP2EP169 |
|
SWAPTION |
SwapOption |
Swap option |
FIX.5.0SP2EP140 |
FIX.5.0SP2EP187 |
|
FWD |
DerivativeForward |
Derivative forward |
FIX.5.0SP2EP161 |
FIX.5.0SP2EP169 |
|
TRS |
TotalReturnSwap |
Total return swap |
FIX.5.0SP2EP161 |
|
|
CAP |
Cap |
In an interest rate cap, the buyer receives payments at the end of each period in which the rate indec exceeds the agreed strike rate. |
FIX.5.0SP2EP169 |
|
|
CLLR |
Collar |
In an interest rate collar, this is a combination of a cap and a floor. |
FIX.5.0SP2EP169 |
|
|
EXOTIC |
Exotic |
Exotic |
FIX.5.0SP2EP169 |
|
|
FLR |
Floor |
In an interest rate floor, the buyer receives payments at the end of each period in which the rate index is below the agreed strike rate. |
FIX.5.0SP2EP169 |
|
|
FRA |
FRA |
Forward Rate Agreement |
FIX.5.0SP2EP169 |
|
|
LOANLEASE |
LoanLease |
Loan/lease |
FIX.5.0SP2EP169 |
|
|
SPOTFWD |
SpotForward |
Spot forward |
FIX.5.0SP2EP169 |
|
|
XMISSION |
Transmission |
Transmission |
FIX.5.0SP2EP169 |
|
|
INDEX |
Index |
General type for a contract based on an established index |
FIX.5.0SP2EP179 |
|
|
COLLBSKT |
CollateralBasket |
A collection of securities held as collateral in the customer's collateral fund. The collateral fund is usually managed by a custodian. |
FIX.5.0SP2EP197 |
|
|
BDBSKT |
BondBasket |
Bond basket |
FIX.5.0SP2EP208 |
|
|
CFD |
ContractForDifference |
Contract for difference |
FIX.5.0SP2EP208 |
|
|
CRLTNSWAP |
CorrelationSwap |
Correlation swap |
FIX.5.0SP2EP208 |
|
|
DVDNDSWAP |
DiviendSwap |
Dividend swap |
FIX.5.0SP2EP208 |
|
|
EQBSKT |
EquityBasket |
Equity basket |
FIX.5.0SP2EP208 |
|
|
EQFWD |
EquityForward |
Equity forward |
FIX.5.0SP2EP208 |
|
|
RTRNSWAP |
ReturnSwap |
Return swap |
FIX.5.0SP2EP208 |
|
|
VARSWAP |
VarianceSwap |
Variance swap |
FIX.5.0SP2EP208 |
|
|
FXNDS |
NonDeliverableSwap |
Non-deliverable Swap |
FIX.5.0SP2EP235 |
|
|
PRTFLIOSWAP |
PortfolioSwaps |
Portfolio swap |
FIX.5.0SP2EP235 |
FIX.5.0SP2EP238 |
|
FUTSWAP |
FuturesOnASwap |
Futures on a Swap |
FIX.5.0SP2EP235 |
|
|
FWDSWAP |
ForwardsOnASwap |
Forwards on a Swap |
FIX.5.0SP2EP235 |
|
|
FWDFRTAGMT |
ForwardFreightAgreement |
Forward Freight Agreement |
FIX.5.0SP2EP235 |
|
|
SPREADBET |
SpreadBetting |
Spread Betting |
FIX.5.0SP2EP235 |
|
|
Other |
Other |
Other |
FIX.5.0SP2EP235 |
|
|
DR |
DepositoryReceipts |
Depository Receipts |
FIX.5.0SP2EP236 |
|
|
ETC |
ExchangeTradedCommodity |
Exchange traded commodity |
FIX.5.0SP2EP238 |
|
|
ETN |
ExchangeTradedNote |
Exchange traded note |
FIX.5.0SP2EP238 |
|
|
SECDERIV |
SecuritizedDerivative |
Securitized derivative |
FIX.5.0SP2EP238 |
|
|
SFP |
StructuredFinanceProduct |
Structured finance product |
FIX.5.0SP2EP238 |
|
|
|
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 (e.g. 199903) YYYYMMDD (e.g. 20030323) YYYYMMwN (e.g. 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 |
FIX.5.0SP1EP95 |
|
201 |
PutOrCall |
int |
Indicates whether an option contract is a put, call, chooser or undetermined.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
Put |
Also used for the case in which the buyer of a Swaption has the right to enter into an IRS contract as a fixed-rate receiver or into a CDS contract as a seller of protection or for the case of a Floor. |
FIX.4.1 |
FIX.5.0SP2EP238 |
|
1 |
Call |
Also used for the case in which the buyer of a Swaption has the right to enter into an IRS contract as a fixed-rate payer or into a CDS contract as a buyer of protection or for the case of a Cap. |
FIX.4.1 |
FIX.5.0SP2EP238 |
|
2 |
Other |
In the context of ESMA RTS 22 reporting, this value may be used when, at the time of execution, the option right cannot be determined. |
FIX.5.0SP2EP232 |
|
|
3 |
Chooser |
Indicates that the option buyer may choose to buy or sell the underlying security on exercise or if a Swaption to pay or receive the underlying IRS cash flow stream or to buy or sell CDS protection. |
FIX.5.0SP2EP238 |
|
|
|
FIX.4.1 |
FIX.5.0SP2EP238 |
|
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 |
Provided to support versioning of option contracts as a result of corporate actions or events. Use of this field is defined by counterparty agreement or market conventions.
|
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 information 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 |
|
|
4 |
AutoClaimGiveUp |
Indicates that the give-up and take-up party are the same and that trade give-up is to be claimed automatically.
|
FIX.5.0SP2EP245 |
|
|
|
FIX.4.1 |
FIX.5.0SP2EP245 |
|
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 |
|
|
5 |
TargetPerson |
Target Person |
FIX.5.0SP2EP194 |
|
|
6 |
BlockPerson |
Block Person |
FIX.5.0SP2EP194 |
|
|
|
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 |
Deprecated use of EURIBOR for the enumeration. |
FIX.4.3 |
FIX.5.0SP2EP132 |
FIX.5.0SP2EP132 |
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 |
|
|
FEDEFF |
FedFundRateEffective |
US Federal Reserve fed funds effective rate or the weighted average of the actual negotiated rates banks pay each other to to borrow funds. |
FIX.5.0SP2EP132 |
|
|
FEDOPEN |
FedOpen |
Fed funds target rate as determined by the US Federal Reserve Federal Open Market Committee. |
FIX.5.0SP2EP132 |
|
|
EURIBOR |
EURIBOR |
Euro interbank offer rate |
FIX.5.0SP2EP132 |
|
|
|
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.fixtradingcommunity.org for additional values. (Note tag # was reserved in FIX 4.1, added in FIX 4.3)
|
FIX.4.2 |
FIX.5.0SP2EP187 |
|
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 classes should be expressed in the basic unit of the instrument, e.g. shares for equities, nominal or par amount for bonds, currency for foreign exchange. When quantity is expressed in contracts, e.g. financing transactions and bond trade reporting, ContractMultiplier(231) 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 |
FIX.5.0SP2EP204 |
|
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 |
|
|
AVFICO |
AverageFICOScore |
Average FICO Score |
FIX.5.0EP68 |
|
|
AVSIZE |
AverageLoanSize |
Average Loan Size |
FIX.5.0EP68 |
|
|
MAXBAL |
MaximumLoanBalance |
Maximum Loan Balance |
FIX.5.0EP68 |
|
|
POOL |
PoolIdentifier |
Pool Identifier |
FIX.5.0EP68 |
|
|
ROLLTYPE |
TypeOfRollTrade |
Type of Roll trade |
FIX.5.0EP68 |
|
|
REFTRADE |
ReferenceToRollingOrClosingTrade |
reference to rolling or closing trade |
FIX.5.0EP68 |
|
|
REFPRIN |
PrincipalOfRollingOrClosingTrade |
principal of rolling or closing trade |
FIX.5.0EP68 |
|
|
REFINT |
InterestOfRollingOrClosingTrade |
interest of rolling or closing trade |
FIX.5.0EP68 |
|
|
AVAILQTY |
AvailableOfferQuantityToBeShownToTheStreet |
Available offer quantity to be shown to the street |
FIX.5.0EP68 |
|
|
BROKERCREDIT |
BrokerCredit |
Broker's sales credit |
FIX.5.0EP68 |
|
|
INTERNALPX |
OfferPriceToBeShownToInternalBrokers |
Offer price to be shown to internal brokers |
FIX.5.0EP68 |
|
|
INTERNALQTY |
OfferQuantityToBeShownToInternalBrokers |
Offer quantity to be shown to internal brokers |
FIX.5.0EP68 |
|
|
LEAVEQTY |
TheMinimumResidualOfferQuantity |
The minimum residual offer quantity |
FIX.5.0EP68 |
|
|
MAXORDQTY |
MaximumOrderSize |
Maximum order size |
FIX.5.0EP68 |
|
|
ORDRINCR |
OrderQuantityIncrement |
Order quantity increment |
FIX.5.0EP68 |
|
|
PRIMARY |
PrimaryOrSecondaryMarketIndicator |
Primary or Secondary market indicator |
FIX.5.0EP68 |
|
|
SALESCREDITOVR |
BrokerSalesCreditOverride |
Broker sales credit override |
FIX.5.0EP68 |
|
|
TRADERCREDIT |
TraderCredit |
Trader's credit |
FIX.5.0EP68 |
|
|
DISCOUNT |
DiscountRate |
Discount Rate (when price is denominated in percent of par) |
FIX.5.0EP68 |
|
|
YTM |
YieldToMaturity |
Yield to Maturity (when YieldType(235) and Yield(236) show a different yield) |
FIX.5.0EP68 |
|
|
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 |
|
|
ORIGAMT |
OriginalAmount |
The original issued amount of a mortgage backed security or other loan/asset backed security. |
FIX.5.0SP2EP161 |
|
|
POOLEFFDT |
PoolEffectiveDate |
Pool effective date |
FIX.5.0SP2EP161 |
|
|
POOLINITFCTR |
PoolInitialFactor |
For morttgage backed securities, the part of the mortgage that is outstanding on trade inception, i.e. has not been repaid yet as principal. It is expressed as a multiplier factor to the mortgage: where 1 means that the whole mortage amount is outstanding, 0.8 means that80% remains to be repaid and 20% has been repaid. |
FIX.5.0SP2EP161 |
|
|
TRANCHE |
Tranche |
Identifies the tranche of a mortgage backed security, loan, collateralized mortgage obligation or similar securities that can be split into different risk or maturity (for example) classes. |
FIX.5.0SP2EP161 |
|
|
SUBSTITUTION |
Substitution |
Indicates whether substitution is applicable (Y) or (N). |
FIX.5.0SP2EP161 |
|
|
INCURRCVY |
IncurredRecovery |
Specifies whether incurred recovery is applicable (Y) or not (N). Outstanding Swap Notional Amount is defined at any time on any day, as the greater of: (a) Zero; If Incurred Recovery Amount Applicable: (b) The Original Swap Notional Amount minus the sum of all Incurred Loss Amounts and all Incurred Recovery Amounts (if any) determined under this Confirmation at or prior to such time.Incurred Recovery Amount not populated: (b) The Original Swap Notional Amount minus the sum of all Incurred Loss Amounts determined under this Confirmation at or prior to such time. 2009 CDX Tranche Terms. |
FIX.5.0SP2EP161 |
|
|
ADDTRM |
AdditionalTerm |
Used for representing information contained in the Additional Terms field of the 2003 Master Credit Derivatives confirm. |
FIX.5.0SP2EP161 |
|
|
MODEQTYDLVY |
ModifiedEquityDelivery |
Indicates whether delivery of selected obligationshaving an amountgreater than the reference entity notional amount is allowed (Y) or (N). 2005 iTraxx tranched Transactions Standard Terms Supplement. |
FIX.5.0SP2EP161 |
|
|
NOREFOBLIG |
NoReferenceOblication |
When specified as "Y" this indicates that there is no Reference Obligation associated with this Credit Default Swap and that there will never be one. 2003 ISDA Credit Derivatives Definitions. |
FIX.5.0SP2EP161 |
|
|
UNKREFOBLIG |
UnknownReferenceObligation |
When specified as "Y" this indicates that the Reference obligation associated with the Credit Default Swap is currently not known. This is not valid for Legal Confirmation purposes, but is valid for earlier stages in the trade life cycle (e.g. Broker Confirmation). 2003 FpML-CD-4.0. |
FIX.5.0SP2EP161 |
|
|
ALLGUARANTEES |
AllGuarantees |
Indicates whether an obligation of the Reference Entity, guaranteed by the Reference Entity on behalf of a non-Affiliate, is to be considered an Obligation for the purpose of the transaction (Y) or (N). ISDA 2003 Term: All Guarantees. |
FIX.5.0SP2EP161 |
|
|
REFPX |
ReferencePrice |
Specifies the reference price expressed as a percentage between 0 and 1 (e.g. 0.05 is 5%). The reference price is used to determine (a) for physically settled trades, the Physical Settlement Amount, which equals the Floating Rate Payer Calculation Amount times the Reference Price and (b) for cash settled trades, the Cash Settlement Amount, which equals the greater of (i) the difference between the Reference Price and the Final Price and (ii) zero. ISDA 2003 Term: Reference Price. |
FIX.5.0SP2EP161 |
|
|
REFPOLICY |
ReferencePolicy |
Indicates whether the reference obligation is guaranteed (Y), or not (N), under a reference policy. If the Reference Obligation is guaranteed under a Reference Policy, and such Reference Policy by its terms excludes any component of the Expected Principal Amount for purposes of determining the liability of the relevant Insurer, or the Insurer is otherwise not required to pay any such amounts under the terms of the Reference Policy, the relevant component or amount shall also be excluded for purposes of determining the Expected Principal Amount with respect to any determination of Principal Shortfall hereunder. 2006 ISDA CDS on MBS Terms. |
FIX.5.0SP2EP161 |
|
|
SECRDLIST |
SecuredList |
Specifies whether a list of Syndicated Secured Obligations (also known as the Relevant Secured List) exists (Y), or not (N), for the Reference Entity. With respect to any day, the list of Syndicated Secured Obligations of the Designated Priority of the Reference Entity published by Markit Group Limited or any successor thereto appointed by the Specified Dealers (the "Secured List Publisher") on or most recently before such day, which list is currently available at [http://www.markit.com]. ISDA 2003 Term: Relevant Secured List. |
FIX.5.0SP2EP161 |
|
|
MULTEXCHFLLBCK |
MULTEXCHFLLBCK |
For an index option transaction, indicates whether a relevant "Multiple Exchange Index Annex" is applicable (Y) to the transaction or not (N). This annex defines additional provisions which are applicable where an index is comprised of component securities that are traded on multiple exchanges. |
FIX.5.0SP2EP208 |
|
|
COMPSECFLLBCK |
COMPSECFLLBCK |
For an index option transaction, indicates whether a relevant "Component Security Index Annex" is applicable (Y) to the transaction or not (N). |
FIX.5.0SP2EP208 |
|
|
LOCLJRSDCTN |
LOCLJRSDCTN |
"Local Jurisdiction" is used in the AEJ Master Confirmation to determine applicability (Y), or not (N), of local taxes (including taxes, duties, and similar charges) imposed by the taxing authority of the local jurisdiction. |
FIX.5.0SP2EP208 |
|
|
RELVJRSDCTN |
RELVJRSDCTN |
"Relevant Jurisdiction" is used in the AEJ Master Confirmation to determine applicability (Y), or not (N), of local taxes (including taxes, duties and similar charges) that would be imposed by the taxing authority of the "country of underlier" on a "hypothetical broker dealer" assuming that the applicable hedge positions are held by its office in the Relevant Jurisdiction. |
FIX.5.0SP2EP208 |
|
|
|
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.5.0SP2EP208 |
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.5.0SP2EP208 |
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.5.0SP2EP208 |
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 / Incremental updates 0 - full book depth 1 - top of book 2 and above - book depth (number of levels)
|
FIX.4.2 |
|
|
265 |
MDUpdateType |
int |
Specifies the type of Market Data update.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
FullRefresh |
Full refresh |
FIX.4.2 |
FIX.5.0SP1EP95 |
|
1 |
IncrementalRefresh |
Incremental refresh |
FIX.4.2 |
FIX.5.0SP1EP95 |
|
|
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 of 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 |
A reference stock index (e.g. DJIA) or benchmark rate (e.g. LIBOR). |
FIX.4.2 |
FIX.5.0SP2EP174 |
|
4 |
OpeningPrice |
Opening price |
FIX.4.2 |
FIX.5.0SP2EP174 |
|
5 |
ClosingPrice |
Closing price |
FIX.4.2 |
FIX.5.0SP2EP174 |
|
6 |
SettlementPrice |
Settlement price |
FIX.4.2 |
FIX.5.0SP2EP174 |
|
7 |
TradingSessionHighPrice |
Trading session high price |
FIX.4.2 |
FIX.5.0SP2EP174 |
|
8 |
TradingSessionLowPrice |
Trading session low price |
FIX.4.2 |
FIX.5.0SP2EP174 |
|
9 |
TradingSessionVWAPPrice |
Trading session Volume Weighted Average Price (VWAP) |
FIX.4.2 |
FIX.5.0SP2EP174 |
|
A |
Imbalance |
Imbalance |
FIX.4.3 |
FIX.5.0SP2EP174 |
|
B |
TradeVolume |
Trade volume |
FIX.4.4 |
FIX.5.0SP2EP174 |
|
C |
OpenInterest |
Open interest |
FIX.4.4 |
FIX.5.0SP2EP174 |
|
D |
CompositeUnderlyingPrice |
Composite underlying price |
FIX.4.4EP4 |
FIX.5.0SP2EP174 |
|
E |
SimulatedSellPrice |
Simulated sell price |
FIX.4.4EP7 |
FIX.5.0SP2EP174 |
|
F |
SimulatedBuyPrice |
Simulated buy price |
FIX.4.4EP7 |
FIX.5.0SP2EP174 |
|
G |
MarginRate |
Margin rate |
FIX.4.4EP7 |
FIX.5.0SP2EP174 |
|
H |
MidPrice |
Mid-price |
FIX.4.4EP7 |
FIX.5.0SP2EP174 |
|
J |
EmptyBook |
Empty book |
FIX.4.4EP7 |
FIX.5.0SP2EP174 |
|
K |
SettleHighPrice |
Settle high price |
FIX.4.4EP7 |
FIX.5.0SP2EP174 |
|
L |
SettleLowPrice |
Settle low price |
FIX.4.4EP7 |
FIX.5.0SP2EP174 |
|
M |
PriorSettlePrice |
Prior settle price |
FIX.4.4EP7 |
FIX.5.0SP2EP174 |
|
N |
SessionHighBid |
Session high bid |
FIX.4.4EP7 |
FIX.5.0SP2EP174 |
|
O |
SessionLowOffer |
Session low offer |
FIX.4.4EP7 |
FIX.5.0SP2EP174 |
|
P |
EarlyPrices |
Early prices |
FIX.4.4EP8 |
FIX.5.0SP2EP174 |
|
Q |
AuctionClearingPrice |
Auction clearing price |
FIX.4.4EP26 |
FIX.5.0SP2EP174 |
|
S |
SwapValueFactor |
Swap Value Factor (SVF) for swaps cleared through a central counterparty (CCP) |
FIX.5.0EP54 |
FIX.5.0SP2EP174 |
|
R |
DailyValueAdjustmentForLongPositions |
Daily value adjustment for long positions |
FIX.5.0EP55 |
FIX.5.0SP2EP174 |
|
T |
CumulativeValueAdjustmentForLongPositions |
Cumulative value adjustment for long positions |
FIX.5.0EP55 |
FIX.5.0SP2EP174 |
|
U |
DailyValueAdjustmentForShortPositions |
Daily value adjustment for short positions |
FIX.5.0EP55 |
FIX.5.0SP2EP174 |
|
V |
CumulativeValueAdjustmentForShortPositions |
Cumulative value adjustment for short positions |
FIX.5.0EP55 |
FIX.5.0SP2EP174 |
|
Y |
RecoveryRate |
Recovery rate |
FIX.5.0SP1EP83 |
FIX.5.0SP2EP174 |
|
Z |
RecoveryRateForLong |
Recovery rate for long positions |
FIX.5.0SP1EP83 |
FIX.5.0SP2EP174 |
|
a |
RecoveryRateForShort |
Recovery rate for short positions |
FIX.5.0SP1EP83 |
FIX.5.0SP2EP174 |
|
W |
FixingPrice |
Fixing price |
FIX.5.0SP1EP84 |
FIX.5.0SP2EP174 |
|
X |
CashRate |
Cash rate |
FIX.5.0SP1EP84 |
FIX.5.0SP2EP174 |
|
b |
MarketBid |
Market bid |
FIX.5.0SP2EP106 |
FIX.5.0SP2EP174 |
|
c |
MarketOffer |
Market offer |
FIX.5.0SP2EP106 |
FIX.5.0SP2EP174 |
|
d |
ShortSaleMinPrice |
Short sale minimum price |
FIX.5.0SP2EP123 |
FIX.5.0SP2EP174 |
|
e |
PreviousClosingPrice |
Previous closing price |
FIX.5.0SP2EP190 |
|
|
|
FIX.4.2 |
FIX.5.0SP2EP174 |
|
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 |
|
|
3 |
RestOfBookVWAP |
Rest of Book VWAP |
FIX.5.0EP47 |
|
|
4 |
BetterPricesInConditionalOrders |
Better Prices in Conditional Orders |
FIX.5.0EP47 |
|
|
5 |
MedianPrice |
Median Price |
FIX.5.0EP61 |
|
|
6 |
FullCurve |
Full Curve |
FIX.5.0SP1EP83 |
|
|
7 |
FlatCurve |
Flat Curve |
FIX.5.0SP1EP83 |
|
|
|
FIX.4.2 |
|
|
277 |
TradeCondition |
MultipleStringValue |
Type of market data entry.
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 (duplicate enumeration - use 'AJ' instead) |
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 |
|
|
AV |
QuoteSpread |
Quote spread |
FIX.5.0EP47 |
FIX.5.0SP2EP190 |
|
1 |
ImpliedTrade |
Implied Trade |
FIX.4.4EP7 |
|
|
2 |
MarketplaceEnteredTrade |
Marketplace entered trade |
FIX.4.4EP7 |
|
|
3 |
MultiAssetClassMultilegTrade |
Multi-asset class multileg trade |
FIX.4.4EP7 |
FIX.5.0SP2EP204 |
|
4 |
MultilegToMultilegTrade |
Multileg-to-Multileg Trade |
FIX.4.4EP7 |
|
|
5 |
ShortSaleMinPrice |
Short Sale Minimum Price |
FIX.5.0SP2EP123 |
|
|
6 |
Benchmark |
Market Model Typology (MMT) terminology: The "benchmark" price depends on a benchmark which has no current price but derived from a time series such as a VWAP. |
FIX.5.0SP2EP163 |
|
|
AU |
TradeThroughExempt |
Trade ignored prices on away markets. |
FIX.5.0SP2EP190 |
|
|
AW |
LastAuctionPrice |
Trade represents outcome of last auction |
FIX.5.0SP2EP190 |
|
|
AX |
HighPrice |
Trade establishes new high price for the session |
FIX.5.0SP2EP190 |
|
|
AY |
LowPrice |
Trade establishes new low price for the session |
FIX.5.0SP2EP190 |
|
|
AZ |
SystematicInternaliser |
Trade conducted by Systematic Internaliser (SI). |
FIX.5.0SP2EP190 |
FIX.5.0SP2EP228 |
|
BA |
AwayMarket |
Trade conducted on away market |
FIX.5.0SP2EP190 |
|
|
BB |
MidpointPrice |
Trade represents current midpoint price |
FIX.5.0SP2EP190 |
|
|
BC |
TradedBeforeIssueDate |
Trade conducted during subscription phase of new issue |
FIX.5.0SP2EP190 |
|
|
BD |
PreviousClosingPrice |
Trade represents closing price of previous business day |
FIX.5.0SP2EP190 |
|
|
BE |
NationalBestBidOffer |
Trade price within National Best Bid and Offer (NBBO) |
FIX.5.0SP2EP190 |
|
|
|
FIX.4.2 |
FIX.5.0SP2EP190 |
|
278 |
MDEntryID |
String |
Unique Market Data Entry identifier.
|
FIX.4.2 |
FIX.5.0SP2EP125 |
|
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 |
|
|
5 |
Overlay |
Overlay |
FIX.5.0EP42 |
|
|
|
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 |
|
|
W |
SuccessionEvent |
Succession Event |
FIX.5.0EP42 |
|
|
|
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 |
Canceled for specific securities |
FIX.4.2 |
FIX.5.0SP2EP126 |
FIX.5.0 |
2 |
CanceledForSecurityType |
Canceled for specific SecurityTypes(167) |
FIX.4.2 |
FIX.5.0SP2EP126 |
FIX.5.0 |
3 |
CanceledForUnderlying |
Canceled for underlying |
FIX.4.2 |
FIX.5.0SP2EP126 |
FIX.5.0 |
4 |
CanceledAll |
Canceled all |
FIX.4.2 |
FIX.5.0SP2EP126 |
FIX.5.0 |
5 |
Rejected |
Rejected |
FIX.4.2 |
|
|
6 |
RemovedFromMarket |
Removed from market |
FIX.4.3 |
FIX.5.0SP2EP126 |
|
7 |
Expired |
Expired |
FIX.4.3 |
|
|
8 |
Query |
Query |
FIX.4.3 |
|
|
9 |
QuoteNotFound |
Quote not found |
FIX.4.3 |
FIX.5.0SP2EP126 |
|
10 |
Pending |
Pending |
FIX.4.3 |
|
|
11 |
Pass |
Pass |
FIX.4.4 |
|
|
12 |
LockedMarketWarning |
Locked market warning |
FIX.4.4 |
FIX.5.0SP2EP126 |
|
13 |
CrossMarketWarning |
Crossed market warning |
FIX.4.4 |
FIX.5.0SP2EP126 |
|
14 |
CanceledDueToLockMarket |
Canceled due to locked market |
FIX.4.4 |
FIX.5.0SP2EP126 |
|
15 |
CanceledDueToCrossMarket |
Canceled due to crossed market |
FIX.4.4 |
FIX.5.0SP2EP195 |
|
16 |
Active |
Active |
FIX.5.0EP45 |
FIX.5.0SP2EP126 |
|
17 |
Canceled |
Canceled |
FIX.5.0EP45 |
FIX.5.0SP2EP126 |
|
18 |
UnsolicitedQuoteReplenishment |
Unsolicited quote replenishment |
FIX.5.0EP45 |
FIX.5.0SP2EP126 |
|
19 |
PendingEndTrade |
Pending end trade |
FIX.5.0EP68 |
FIX.5.0SP2EP126 |
|
20 |
TooLateToEnd |
Too late to end |
FIX.5.0EP68 |
FIX.5.0SP2EP126 |
|
21 |
Traded |
Traded |
FIX.5.0SP2EP126 |
|
|
22 |
TradedAndRemoved |
Traded and removed |
FIX.5.0SP2EP126 |
|
|
|
FIX.4.2 |
|
|
298 |
QuoteCancelType |
int |
Identifies the type of quote cancel.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
CancelForOneOrMoreSecurities |
Cancel for one or more securities |
FIX.4.2 |
FIX.5.0SP1EP78 |
|
2 |
CancelForSecurityType |
Cancel for Security Type(s) |
FIX.4.2 |
|
|
3 |
CancelForUnderlyingSecurity |
Cancel for underlying security |
FIX.4.2 |
FIX.5.0SP1EP78 |
|
4 |
CancelAllQuotes |
Cancel All Quotes |
FIX.4.2 |
|
|
5 |
CancelSpecifiedSingleQuote |
Cancel single quote specified in QuoteID(117) or SecondaryQuoteID(1751) |
FIX.4.4EP21 |
FIX.5.0SP2EP126 |
|
6 |
CancelByTypeOfQuote |
Cancel quotes by type of quote specified in QuoteType(537) |
FIX.5.0SP1EP78 |
FIX.5.0SP2EP126 |
|
7 |
CancelForSecurityIssuer |
Cancel for Security Issuer |
FIX.5.0SP1EP85 |
|
|
8 |
CancelForIssuerOfUnderlyingSecurity |
Cancel for Issuer of Underlying Security |
FIX.5.0SP1EP85 |
|
|
|
FIX.4.2 |
FIX.5.0SP1EP85 |
|
299 |
QuoteEntryID |
String |
Unique identifier for a quote. The QuoteEntryID stays with the quote as a static identifier even if the quote is updated.
|
FIX.4.2 |
|
|
300 |
QuoteRejectReason |
int |
Reason Quote was rejected:
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
UnknownSymbol |
Unknown symbol (security) |
FIX.4.2 |
FIX.5.0SP2EP144 |
|
2 |
Exchange |
Exchange (security) closed |
FIX.4.2 |
FIX.5.0SP2EP144 |
|
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 |
FIX.5.0SP2EP144 |
|
6 |
DuplicateQuote |
Duplicate quote |
FIX.4.2 |
FIX.5.0SP2EP144 |
|
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 |
|
|
10 |
PriceExceedsCurrentPriceBand |
Price exceeds current price band |
FIX.5.0EP43 |
|
|
11 |
QuoteLocked |
Quote locked - unable to update/cancel |
FIX.5.0EP45 |
FIX.5.0SP2EP144 |
|
99 |
Other |
Other |
FIX.4.4 |
|
|
12 |
InvalidOrUnknownSecurityIssuer |
Invalid or unknown security issuer |
FIX.5.0SP1EP85 |
FIX.5.0SP2EP144 |
|
13 |
InvalidOrUnknownIssuerOfUnderlyingSecurity |
Invalid or unknown issuer of underlying security |
FIX.5.0SP1EP85 |
FIX.5.0SP2EP144 |
|
14 |
NotionalValueExceedsThreshold |
Notional value exceeds threshold |
FIX.5.0SP2EP144 |
|
|
15 |
PriceExceedsCurrentPriceBand |
Price exceeds current price band |
FIX.5.0SP2EP144 |
|
FIX.5.0SP2EP171 |
16 |
ReferencePriceNotAvailable |
Reference price not available |
FIX.5.0SP2EP144 |
|
|
17 |
InsufficientCreditLimit |
Insufficient credit limit |
FIX.5.0SP2EP171 |
|
|
18 |
ExceededClipSizeLimit |
Exceeded clip size limit |
FIX.5.0SP2EP171 |
|
|
19 |
ExceededMaxNotionalOrderAmt |
Exceeded maximum notional order amount |
FIX.5.0SP2EP171 |
|
|
20 |
ExceededDV01PV01Limit |
Exceeded DV01/PV01 limit |
FIX.5.0SP2EP171 |
|
|
21 |
ExceededCS01Limit |
Exceeded CS01 limit |
FIX.5.0SP2EP171 |
|
|
|
FIX.4.2 |
|
|
301 |
QuoteResponseLevel |
int |
Level of Response requested from receiver of quote messages. A default value should be bilaterally agreed.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
NoAcknowledgement |
No Acknowledgement |
FIX.4.2 |
|
|
1 |
AcknowledgeOnlyNegativeOrErroneousQuotes |
Acknowledge only negative or erroneous quotes |
FIX.4.2 |
|
|
2 |
AcknowledgeEachQuoteMessage |
Acknowledge each quote message |
FIX.4.2 |
FIX.5.0SP1EP95 |
|
3 |
SummaryAcknowledgement |
Summary Acknowledgement |
FIX.5.0EP45 |
|
|
|
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 |
|
|
3 |
ConfirmQuote |
Confirm quote |
FIX.5.0SP2EP126 |
|
|
|
FIX.4.2 |
|
|
304 |
TotNoQuoteEntries |
int |
Total number of quotes for the quote set.
|
FIX.4.2 |
FIX.5.0SP1EP95 |
|
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 |
Description of the underlying security. Can be used by the venue or one of the trading parties to provide an optional non-normative textual description of the financial instrument.
|
FIX.4.2 |
FIX.5.0SP2EP232 |
|
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 |
Indicates whether an underlying option contract is a put, call, chooser or undetermined.
|
FIX.4.2 |
FIX.5.0SP2EP238 |
|
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 |
|
FIX.5.0SP1 |
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.5.0SP1 |
4 |
Symbol |
Symbol |
FIX.5.0EP52 |
|
|
5 |
SecurityTypeAndOrCFICode |
SecurityType and or CFICode |
FIX.5.0EP52 |
|
|
6 |
Product |
Product |
FIX.5.0EP52 |
|
|
7 |
TradingSessionID |
TradingSessionID |
FIX.5.0EP52 |
|
|
8 |
AllSecurities |
All Securities |
FIX.5.0EP52 |
|
|
9 |
MarketIDOrMarketID |
MarketID or MarketID + MarketSegmentID |
FIX.5.0EP52 |
|
|
|
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 |
|
FIX.5.0SP1 |
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 or a Security Mass Status Request message.
|
FIX.4.2 |
FIX.5.0SP2EP106 |
|
325 |
UnsolicitedIndicator |
Boolean |
Indicates whether or not message is being sent as a result of a subscription request or not.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
N |
MessageIsBeingSentAsAResultOfAPriorRequest |
Message is being sent as a result of a prior request |
FIX.4.2 |
|
|
Y |
MessageIsBeingSentUnsolicited |
Message is being sent unsolicited |
FIX.4.2 |
FIX.5.0SP1EP95 |
|
|
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 |
|
|
24 |
PreCross |
Pre-Cross - system is in a pre-cross state allowing market to respond to either side of cross |
FIX.5.0EP42 |
|
|
25 |
Cross |
Cross - system has crossed a percentage of the orders and allows market to respond prior to crossing remaining portion |
FIX.5.0EP42 |
|
|
26 |
PostClose |
Post-close |
FIX.5.0SP1EP84 |
|
|
27 |
NoCancel |
No-cancel |
FIX.5.0SP2EP114 |
|
|
|
FIX.4.2 |
|
|
327 |
HaltReason |
int |
Denotes the reason for the Opening Delay or Trading Halt.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
NewsDissemination |
News Dissemination |
FIX.5.0SP1EP86 |
|
|
1 |
OrderInflux |
Order Influx |
FIX.5.0SP1EP86 |
|
|
2 |
OrderImbalance |
Order Imbalance |
FIX.5.0SP1EP86 |
|
|
3 |
AdditionalInformation |
Additional Information |
FIX.5.0SP1EP86 |
|
|
4 |
NewsPending |
News Pending |
FIX.5.0SP1EP86 |
FIX.5.0SP1EP95 |
|
5 |
EquipmentChangeover |
Equipment Changeover |
FIX.5.0SP1EP86 |
|
|
|
FIX.4.2 |
FIX.5.0SP1EP86 |
|
328 |
InViewOfCommon |
Boolean |
Indicates whether or not the halt was due to Common Stock trading being halted.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
N |
HaltWasNotRelatedToAHaltOfTheCommonStock |
Halt was not related to a halt of the common stock |
FIX.4.2 |
|
|
Y |
HaltWasDueToCommonStockBeingHalted |
Halt was due to common stock being halted |
FIX.4.2 |
FIX.5.0SP1EP95 |
|
|
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 a trading session. A trading session spans an extended period of time that can also be expressed informally in terms of the trading day. Usage is determined by market or counterparties. To specify good for session where session spans more than one calendar day, use TimeInForce = 0 (Day) in conjunction with TradingSessionID(336). Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
Day |
Day |
FIX.5.0EP58 |
|
|
2 |
HalfDay |
HalfDay |
FIX.5.0EP58 |
|
|
3 |
Morning |
Morning |
FIX.5.0EP58 |
|
|
4 |
Afternoon |
Afternoon |
FIX.5.0EP58 |
|
|
5 |
Evening |
Evening |
FIX.5.0EP58 |
|
|
6 |
AfterHours |
After-hours |
FIX.5.0EP58 |
|
|
7 |
Holiday |
Holiday |
FIX.5.0SP2EP190 |
|
|
|
FIX.4.2 |
FIX.5.0SP2EP190 |
|
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 |
|
|
4 |
Voice |
Voice |
FIX.5.0SP2EP231 |
|
|
|
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 |
FIX.5.0SP2EP192 |
|
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(58) field.
|
FIX.4.2 |
FIX.5.0SP2EP192 |
|
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 |
FIX.5.0SP2EP192 |
|
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 |
|
|
18 |
Invalid |
Invalid/Unsupported Application Version |
FIX.5.0EP56 |
|
|
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 |
The reason for restatement when an ExecutionReport(35=8) or TradeCaptureReport(35=AE) message is sent with ExecType(150) = D (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 |
|
|
12 |
CancelOnConnectionLoss |
Cancel On Connection Loss |
FIX.5.0SP2EP100 |
|
|
13 |
CancelOnLogout |
Cancel On Logout |
FIX.5.0SP2EP100 |
|
|
14 |
AssignTimePriority |
Assign Time Priority |
FIX.5.0SP2EP101 |
|
|
15 |
CancelledForTradePriceViolation |
Cancelled, Trade Price Violation |
FIX.5.0SP2EP104 |
|
|
16 |
CancelledForCrossImbalance |
Cancelled, Cross Imbalance |
FIX.5.0SP2EP104 |
|
|
|
FIX.4.2 |
FIX.5.0SP2EP195 |
|
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 |
Unsupported Message Type |
FIX.4.2 |
FIX.5.0SP1EP95 |
|
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.5.0SP2EP116 |
|
8 |
ThrottleLimitExceeded |
Throttle limit exceeded |
FIX.5.0SP2EP116 |
|
|
9 |
ThrottleLimitExceededSessionDisconnected |
Throttle limit exceeded, session will be disconnected |
FIX.5.0SP2EP116 |
|
|
10 |
ThrottledMessagesRejectedOnRequest |
Throttled messages rejected on request |
FIX.5.0SP2EP116 |
|
|
|
FIX.4.2 |
|
|
381 |
GrossTradeAmt |
Amt |
Total amount traded (i.e. quantity * price) expressed in units of currency. For FX Futures this is used to express the notional value of a fill when quantity fields are expressed in terms of contract size (i.e. quantity * price * contract size).
|
FIX.4.2 |
FIX.5.0SP1EP95 |
|
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 |
For bid lists, unique identifier for BidResponse(35=I) as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day.
For quotes, unique identifier for the bid side of the quote assigned by the quote issuer.
|
FIX.4.2 |
FIX.5.0SP2EP144 |
|
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(423) implies the "repo type" - Fixed or Floating - 9 (Yield) or 6 (Spread) respectively - and Price(44) gives the corresponding "repo rate". See Volume 1 "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 |
Usually the difference in yield between two switched bonds or a corporate bond traded spread-to-benchmark. |
FIX.4.3 |
FIX.5.0SP2EP207 |
|
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 |
ProductTicksInHalves |
Product ticks in halves |
FIX.4.4EP19 |
FIX.5.0SP2EP207 |
|
14 |
ProductTicksInFourths |
Product ticks in fourths |
FIX.4.4EP19 |
|
|
15 |
ProductTicksInEighths |
Product ticks in eighths |
FIX.4.4EP19 |
FIX.5.0SP2EP207 |
|
16 |
ProductTicksInSixteenths |
Product ticks in sixteenths |
FIX.4.4EP19 |
|
|
17 |
ProductTicksInThirtySeconds |
Product ticks in thirty-seconds |
FIX.4.4EP19 |
|
|
18 |
ProductTicksInSixtyFourths |
Product ticks in sixty-fourths |
FIX.4.4EP19 |
FIX.5.0SP2EP207 |
|
19 |
ProductTicksInOneTwentyEighths |
Product ticks in one-twenty-eighths |
FIX.4.4EP19 |
FIX.5.0SP2EP207 |
|
20 |
NormalRateRepresentation |
Normal rate representation (e.g. FX rate) |
FIX.5.0SP2EP100 |
|
|
21 |
InverseRateRepresentation |
Inverse rate representation (e.g. FX rate) |
FIX.5.0SP2EP100 |
|
|
22 |
BasisPoints |
When the price is not spread based. |
FIX.5.0SP2EP161 |
|
|
23 |
UpfrontPoints |
Used specifically for CDS pricing. |
FIX.5.0SP2EP161 |
|
|
24 |
InterestRate |
When the price is an interest rate. For example, used with benchmark reference rate. |
FIX.5.0SP2EP174 |
|
|
12 |
PriceSpread |
Price spread is expressed based on market convention for the asset being priced or traded. For example, the difference between the prices of a multileg switch or strategy expressed in basis points for a CDS or TBA roll; a price value to be added to a reference price, such as a "pay up" for specified pools |
FIX.5.0SP2EP207 |
|
|
25 |
PercentageNotional |
Percentage of notional |
FIX.5.0SP2EP208 |
|
|
|
FIX.4.2 |
FIX.5.0SP2EP207 |
|
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 |
OrderCancelReplaceRequest |
Order cancel/replace request |
FIX.4.2 |
FIX.5.0SP2EP204 |
|
|
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 how the multi-legged security (e.g. option strategies, spreads, etc.) is being reported.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
SingleSecurity |
Single security (default if not specified) |
FIX.4.2 |
FIX.5.0SP1EP95 |
|
2 |
IndividualLegOfAMultiLegSecurity |
Individual leg of a multi-leg security |
FIX.4.2 |
FIX.5.0SP1EP95 |
|
3 |
MultiLegSecurity |
Multi-leg security |
FIX.4.2 |
|
|
|
FIX.4.2 |
FIX.5.0SP2EP150 |
|
443 |
StrikeTime |
UTCTimestamp |
The time at which current market prices are used to determine the value of a basket. In negotiation workflows where a spread-to-benchmark price is negotiated, this is the pre-determined time at which the benchmark is to be spotted.
|
FIX.4.2 |
FIX.5.0SP2EP226 |
|
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 |
Custom ID schema used between counterparties, trading platforms and repositories. |
FIX.4.3 |
FIX.5.0SP2EP192 |
|
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 |
Market Identifier Code (ISO 10383) MIC |
FIX.4.4 |
FIX.5.0SP2EP236 |
|
H |
CSDParticipant |
CSD participant/member code (e.g.. Euroclear, DTC, CREST or Kassenverein number) |
FIX.4.4 |
|
|
J |
TaxID |
Tax ID |
FIX.5.0SP2EP103 |
|
|
K |
AustralianCompanyNumber |
Australian Company Number |
FIX.5.0SP2EP108 |
|
|
L |
AustralianRegisteredBodyNumber |
Australian Registered Body Number |
FIX.5.0SP2EP108 |
|
|
M |
CFTCReportingFirmIdentifier |
CFTC reporting firm identifier |
FIX.5.0SP2EP140 |
|
|
N |
LegalEntityIdentifier |
Legal Entity Identifier (ISO 17442) LEI |
FIX.5.0SP2EP156 |
|
|
O |
InterimIdentifier |
An interim entity identifier assigned by a regulatory agency prior to an LEI (ISO 17442) being assigned. |
FIX.5.0SP2EP192 |
|
|
P |
ShortCodeIdentifier |
A generic means for trading venues, brokers, investment managers to convey a bilaterally agreed upon "short hand" code for an identifier that is a reference to a mapping between the parties. |
FIX.5.0SP2EP222 |
|
|
Q |
NationalIDNaturalPerson |
An identification number generally assigned by a government authority or agency to a natural person which is unique to the person it is assigned to. Examples include, but not limited to, "social security number", "pension number". |
FIX.5.0SP2EP222 |
|
|
R |
IndiaPermanentAccountNumber |
Also referred to as PAN ID. An identifier issued by the Income Tax Department of India. |
FIX.5.0SP2EP244 |
|
|
S |
FDID |
A unique identifier required by the SEC for each trading account designated by Industry Members for purposes of reporting to CAT (Consolidated Audit Trail). |
FIX.5.0SP2EP248 |
|
|
|
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 |
|
FIX.5.0SP2EP118 |
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 |
Identify using PartyIDSource(tag 447) = G (Market Identifier Code) if the MIC exists. |
FIX.4.4 |
FIX.5.0SP2EP139 |
|
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 |
In the context of regulatory reporting, this identifies the regulator the trade is being reported to. |
FIX.4.4 |
FIX.5.0SP2EP169 |
|
35 |
LiquidityProvider |
Liquidity provider |
FIX.4.4 |
|
|
36 |
EnteringTrader |
Entering trader |
FIX.4.4 |
|
|
37 |
ContraTrader |
Contra trader |
FIX.4.4 |
|
|
38 |
PositionAccount |
The account which positions are maintained. Typically represents the aggregation of one or more customer accounts. |
FIX.4.4 |
FIX.5.0SP2EP155 |
|
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 |
Foreign Firm |
FIX.4.4EP8 |
FIX.5.0SP1EP95 |
|
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 |
Identify using PartyIDSource(tag 447) = G (Market Identifier Code) if the MIC exists. |
FIX.4.4EP26 |
FIX.5.0SP2EP139 |
|
65 |
RegulatedMarket |
Identify using PartyIDSource(tag 447) = G (Market Identifier Code) if the MIC exists. |
FIX.4.4EP26 |
FIX.5.0SP2EP139 |
|
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 |
The medium or vendor used to report to a regulator, non-regulatory agency or data repository. |
FIX.4.4EP26 |
FIX.5.0SP2EP229 |
|
73 |
ExecutionVenue |
Identify using PartyIDSource(tag 447) = G (Market Identifier Code) if the MIC exists. |
FIX.4.4EP26 |
FIX.5.0SP2EP139 |
|
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 |
|
|
79 |
PrimeBroker |
Prime Broker providing General Trade Services |
FIX.5.0EP68 |
|
|
80 |
StepOutFirm |
Step-Out Firm (Prime Broker) |
FIX.5.0EP68 |
|
|
81 |
BrokerClearingID |
Broker cient ID |
FIX.5.0EP68 |
FIX.5.0SP2EP223 |
|
82 |
CentralRegistrationDepository |
Central Registration Depository (CRD) |
FIX.5.0SP1EP79 |
|
|
83 |
ClearingAccount |
Clearing Account |
FIX.5.0SP1EP96 |
|
|
84 |
AcceptableSettlingCounterparty |
Acceptable Settling Counterparty |
FIX.5.0SP1EP96 |
|
|
85 |
UnacceptableSettlingCounterparty |
Unacceptable Settling Counterparty |
FIX.5.0SP1EP96 |
|
|
86 |
CLSMemberBank |
CLS Member Bank |
FIX.5.0SP2EP100 |
|
|
87 |
InConcertGroup |
In Concert Group |
FIX.5.0SP2EP103 |
|
|
88 |
InConcertControllingEntity |
In Concert Controlling Entity |
FIX.5.0SP2EP103 |
|
|
89 |
LargePositionsReportingAccount |
Large Positions Reporting Account |
FIX.5.0SP2EP103 |
|
|
90 |
SettlementFirm |
Settlement Firm |
FIX.5.0SP2EP105 |
|
|
91 |
SettlementAccount |
The account to which individual payment obligations are aggregated for netting and funds movement. Typically represents the aggregation of many margin (performance bond) accounts. |
FIX.5.0SP2EP105 |
FIX.5.0SP2EP155 |
|
92 |
ReportingMarketCenter |
Reporting Market Center |
FIX.5.0SP2EP112 |
|
|
93 |
RelatedReportingMarketCenter |
Related Reporting Market Center |
FIX.5.0SP2EP112 |
|
|
94 |
AwayMarket |
Identify using PartyIDSource(tag 447) = G (Market Identifier Code) if the MIC exists. |
FIX.5.0SP2EP112 |
FIX.5.0SP2EP139 |
|
95 |
GiveupTradingFirm |
Give-up (trading) firm |
FIX.5.0SP2EP118 |
|
|
96 |
TakeupTradingFirm |
Take-up (trading) firm |
FIX.5.0SP2EP118 |
|
|
97 |
GiveupClearingFirm |
Give-up clearing firm |
FIX.5.0SP2EP118 |
|
|
98 |
TakeupClearingFirm |
Take-up clearing firm |
FIX.5.0SP2EP118 |
|
|
99 |
OriginatingMarket |
Identifies the Market using PartyIDSource(tag 447) = G (Market Identifier Code) where an order originated in the event that the order is sent to an alternative market for execution. Serves as an inverse of an away market. |
FIX.5.0SP2EP139 |
|
|
100 |
MarginAccount |
Also referred to as "performance bond account". The margin account is the calculated margin requirements. Typically represents the aggregation of one or more position accounts. |
FIX.5.0SP2EP155 |
|
|
101 |
CollateralAssetAccount |
The account at which individual collateral assets are maintained. Typically, although not always, one-for-one with the settlement account. |
FIX.5.0SP2EP155 |
|
|
102 |
DataRepository |
Multiple instances of this PartyRole may appear for reporting purposes. |
FIX.5.0SP2EP161 |
|
|
103 |
CalculationAgent |
Calculation agent |
FIX.5.0SP2EP161 |
|
|
104 |
ExerciseNoticeSender |
Sender of exercise notice |
FIX.5.0SP2EP161 |
|
|
105 |
ExerciseNoticeReceiver |
Receiver of exercise notice |
FIX.5.0SP2EP161 |
|
|
106 |
RateReferenceBank |
The bank providing the reference rate. Multiple instance of this PartyRole may appear. |
FIX.5.0SP2EP161 |
|
|
107 |
Correspondent |
Correspondent |
FIX.5.0SP2EP161 |
|
|
109 |
BeneficiaryBank |
The institution in which the beneficiary, a person or an entity, has their account with. The institution may be a bank or non-bank institution. |
FIX.5.0SP2EP161 |
|
|
110 |
Borrower |
Borrower |
FIX.5.0SP2EP161 |
|
|
111 |
PrimaryObligator |
Primary obligator |
FIX.5.0SP2EP161 |
|
|
112 |
Guarantor |
Guarantor |
FIX.5.0SP2EP161 |
|
|
113 |
ExcludedReferenceEntity |
Excluded reference entity |
FIX.5.0SP2EP161 |
|
|
114 |
DeterminingParty |
Determining party |
FIX.5.0SP2EP161 |
|
|
115 |
HedgingParty |
Hedging party |
FIX.5.0SP2EP161 |
|
|
116 |
ReportingEntity |
The entity that is reporting the information. |
FIX.5.0SP2EP161 |
|
|
117 |
SalesPerson |
The person who is involved in the sales activities for their firm. |
FIX.5.0SP2EP173 |
|
|
118 |
Operator |
The person who has the capabilities and authorization to take certain actions; for example, setting entitlements, etc. |
FIX.5.0SP2EP173 |
|
|
119 |
CSD |
Central Securities Depository (CSD) |
FIX.5.0SP2EP187 |
|
|
120 |
ICSD |
International Central Securities Depository (ICSD) |
FIX.5.0SP2EP187 |
|
|
121 |
TradingSubAccount |
Example of sub-accounts include a clearing account that has multiple trading sub-accounts, a trading account that has multiple trading sub-accounts belonging to different trading firms. |
FIX.5.0SP2EP217 |
|
|
122 |
InvestmentDecisionMaker |
In the context of ESMA RTS reporting, this is used to specify party responsible for the investment decision. See RTS 24, Annex, Table 2, Field 4. |
FIX.5.0SP2EP222 |
|
|
123 |
PublishingIntermediary |
The medium or vendor used to publish to the market. |
FIX.5.0SP2EP229 |
|
|
|
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 |
False |
False (production) |
FIX.4.3 |
FIX.5.0SP2EP204 |
|
Y |
True |
True (test) |
FIX.4.3 |
FIX.5.0SP2EP204 |
|
|
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 or region of issue.
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. For other securities the value may be a region of the issuer, e.g. North America.
|
FIX.4.3 |
FIX.5.0SP2EP192 |
|
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 used 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 |
|
|
16 |
CHIPS |
CHIPS |
FIX.5.0SP2EP161 |
|
|
17 |
SWIFT |
S.W.I.F.T. |
FIX.5.0SP2EP161 |
|
|
18 |
CHAPS |
CHAPS |
FIX.5.0SP2EP161 |
|
|
19 |
SIC |
SIC |
FIX.5.0SP2EP161 |
|
|
20 |
euroSIC |
None |
FIX.5.0SP2EP161 |
|
|
|
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 |
FIX.5.0SP2EP135 |
|
2 |
PublicCompany |
Public company |
FIX.4.3 |
FIX.5.0SP2EP135 |
|
3 |
PrivateCompany |
Private company |
FIX.4.3 |
FIX.5.0SP2EP135 |
|
4 |
IndividualTrustee |
Individual trustee |
FIX.4.3 |
FIX.5.0SP2EP135 |
|
5 |
CompanyTrustee |
Company trustee |
FIX.4.3 |
FIX.5.0SP2EP135 |
|
6 |
PensionPlan |
Pension plan |
FIX.4.3 |
FIX.5.0SP2EP135 |
|
7 |
CustodianUnderGiftsToMinorsAct |
Custodian under Gifts to Minors Act |
FIX.4.3 |
FIX.5.0SP2EP135 |
|
8 |
Trusts |
Trusts |
FIX.4.3 |
|
|
9 |
Fiduciaries |
Fiduciaries |
FIX.4.3 |
|
|
10 |
NetworkingSubAccount |
Networking sub-account |
FIX.4.3 |
FIX.5.0SP2EP135 |
|
11 |
NonProfitOrganization |
Non-profit organization |
FIX.4.3 |
|
|
12 |
CorporateBody |
Corporate body |
FIX.4.3 |
FIX.5.0SP2EP135 |
|
13 |
Nominee |
Nominee |
FIX.4.3 |
|
|
14 |
InstitutionalCustomer |
Institutional customer |
FIX.5.0SP2EP135 |
|
|
15 |
Combined |
Representing more than one type of beneficial owner account. |
FIX.5.0SP2EP135 |
|
|
16 |
MemberFirmEmployee |
Member firm employee or associated person |
FIX.5.0SP2EP135 |
|
|
17 |
MarketMakingAccount |
Market making account |
FIX.5.0SP2EP135 |
|
|
18 |
ProprietaryAccount |
Proprietary account |
FIX.5.0SP2EP135 |
|
|
19 |
NonbrokerDealer |
Non-broker-dealer |
FIX.5.0SP2EP135 |
|
|
20 |
UnknownBeneficialOwnerType |
Unknown beneficial owner type |
FIX.5.0SP2EP135 |
|
|
21 |
FirmsErrorAccount |
Error account of firm |
FIX.5.0SP2EP135 |
|
|
|
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 |
For some markets Principal may include Proprietary. |
FIX.4.3 |
FIX.5.0SP2EP204 |
|
R |
RisklessPrincipal |
Riskless Principal |
FIX.4.3 |
|
|
W |
AgentForOtherMember |
Agent for Other Member |
FIX.4.3 |
|
|
M |
MixedCapacity |
Mixed capacity |
FIX.5.0SP2EP170 |
|
|
|
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 or Specialist in the underlying security of a derivative security |
FIX.4.3 |
FIX.5.0SP1EP95 |
|
7 |
ForeignEntity |
Foreign Entity (of foreign government or regulatory jurisdiction) |
FIX.4.3 |
|
|
8 |
ExternalMarketParticipant |
External Market Participant |
FIX.4.3 |
|
|
9 |
ExternalInterConnectedMarketLinkage |
External Inter-connected Market Linkage |
FIX.4.3 |
FIX.5.0SP1EP95 |
|
A |
RisklessArbitrage |
Riskless Arbitrage |
FIX.4.3 |
|
|
B |
IssuerHolding |
Issuer Holding |
FIX.5.0EP61 |
|
|
C |
IssuePriceStabilization |
Issue Price Stabilization |
FIX.5.0EP61 |
|
|
D |
NonAlgorithmic |
Non-algorithmic |
FIX.5.0EP-1 |
|
|
E |
Algorithmic |
Algorithmic |
FIX.5.0EP-1 |
|
|
F |
Cross |
Cross |
FIX.5.0SP1EP78 |
|
|
G |
InsiderAccount |
Insider Account |
FIX.5.0SP2EP101 |
|
|
H |
SignificantShareholder |
Significant Shareholder |
FIX.5.0SP2EP101 |
|
|
I |
NormalCourseIssuerBid |
Normal Course Issuer Bid (NCIB) |
FIX.5.0SP2EP101 |
|
|
|
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 |
|
|
8 |
CancelOrdersForAMarket |
Cancel orders for a market |
FIX.5.0EP58 |
|
|
9 |
CancelOrdersForAMarketSegment |
Cancel orders for a market segment |
FIX.5.0EP58 |
|
|
A |
CancelOrdersForASecurityGroup |
Cancel orders for a security group |
FIX.5.0EP58 |
|
|
B |
CancelOrdersForSecurityIssuer |
Cancel for Security Issuer |
FIX.5.0SP1EP85 |
|
|
C |
CancelForIssuerOfUnderlyingSecurity |
Cancel for Issuer of Underlying Security |
FIX.5.0SP1EP85 |
|
|
|
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 |
|
|
8 |
CancelOrdersForAMarket |
Cancel orders for a market |
FIX.5.0EP58 |
|
|
9 |
CancelOrdersForAMarketSegment |
Cancel orders for a market segment |
FIX.5.0EP58 |
|
|
A |
CancelOrdersForASecurityGroup |
Cancel orders for a security group |
FIX.5.0EP58 |
|
|
B |
CancelOrdersForASecuritiesIssuer |
Cancel Orders for a Securities Issuer |
FIX.5.0SP1EP85 |
|
|
C |
CancelOrdersForIssuerOfUnderlyingSecurity |
Cancel Orders for Issuer of Underlying Security |
FIX.5.0SP1EP85 |
|
|
|
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 |
|
|
7 |
InvalidOrUnknownMarket |
Invalid or unknown Market |
FIX.5.0EP58 |
|
|
8 |
InvalidOrUnkownMarketSegment |
Invalid or unkown Market Segment |
FIX.5.0EP58 |
|
|
9 |
InvalidOrUnknownSecurityGroup |
Invalid or unknown Security Group |
FIX.5.0EP58 |
|
|
99 |
Other |
Other |
FIX.4.4 |
|
|
10 |
InvalidOrUnknownSecurityIssuer |
Invalid or unknown Security Issuer |
FIX.5.0SP1EP85 |
|
|
11 |
InvalidOrUnknownIssuerOfUnderlyingSecurity |
Invalid or unknown Issuer of Underlying Security |
FIX.5.0SP1EP85 |
|
|
|
FIX.4.3 |
|
|
533 |
TotalAffectedOrders |
int |
Total number of orders affected by either the OrderMassActionRequest(MsgType=CA) or OrderMassCancelRequest(MsgType=Q).
|
FIX.4.3 |
FIX.5.0SP1EP95 |
|
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 or mass action request.
|
FIX.4.3 |
FIX.5.0SP2EP131 |
|
536 |
AffectedSecondaryOrderID |
String |
SecondaryOrderID(198) of an order affected by a mass cancel or mass action request.
|
FIX.4.3 |
FIX.5.0SP2EP131 |
|
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 |
FIX.5.0SP2EP126 |
|
3 |
Counter |
Counter (tradeable) |
FIX.4.4 |
|
|
4 |
InitiallyTradeable |
Initially tradeable |
FIX.5.0SP2EP126 |
|
|
|
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 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 |
FIX.5.0SP1EP95 |
|
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 |
A cross order which is executed completely or not at all. Both sides of the cross are treated in the same manner. |
FIX.4.3 |
FIX.5.0SP2EP131 |
|
2 |
CrossIOC |
A cross order which is immediately executed with any unfilled quantity cancelled. CrossPrioritization(550) may be used to indicate whether one side should have execution priority and any remaining quantity of the partially executed side be cancelled. Using CrossPrioritiation(550)="Y" and CrossType(549)=2(Immediate-or-cancel cross) is equivalent to non-prioritized leg having a TimeInForce(59)=3(IOC) Immediate-or-cancel. |
FIX.4.3 |
FIX.5.0SP2EP131 |
|
3 |
CrossOneSide |
A cross order which is executed on one side with any unfilled quantity remaining active. CrossPrioritization(550) may be used to indicate which side should have execution priority. |
FIX.4.3 |
FIX.5.0SP2EP131 |
|
4 |
CrossSamePrice |
A cross order which is executed against existing orders in the order book. The quantity on one side of the cross is executed against existing orders and quotes with the same price, and any remaining quantity of the cross is executed against the other side of the cross. The two sides of the cross may have different quantities. |
FIX.4.3 |
FIX.5.0SP2EP131 |
|
5 |
BasisCross |
A cross order where a basket of securities or an index participation unit is transacted at prices achieved through the execution of related exchange-traded derivative instruments in an amount that will correspond to an equivalent market exposure. |
FIX.5.0SP2EP101 |
FIX.5.0SP2EP131 |
|
6 |
ContingentCross |
A cross order resulting from a paired order placed by a participant to execute an order on a security that is contingent on the execution of a second order for an offsetting volume of a related security. |
FIX.5.0SP2EP101 |
FIX.5.0SP2EP131 |
|
7 |
VWAPCross |
A cross order for the purpose of executing a trade at a volume-weighted-average-price (VWAP) of a security traded for a continuous period on or during a trading day. |
FIX.5.0SP2EP101 |
FIX.5.0SP2EP131 |
|
8 |
STSCross |
A closing price cross resulting from an order placed by a participant for execution in a special trading session at the last sale price. |
FIX.5.0SP2EP101 |
FIX.5.0SP2EP131 |
|
9 |
CustomerToCustomer |
Cross order where both sides of the cross represent agency orders. |
FIX.5.0SP2EP131 |
|
|
|
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 |
Used to support fragmentation. Indicates total number of security types when multiple Security Type messages are used to return results.
|
FIX.4.3 |
FIX.5.0SP1EP95 |
|
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 |
|
|
5 |
MarketIDOrMarketID |
MarketID or MarketID + MarketSegmentID |
FIX.5.0EP52 |
|
|
|
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 order quantity (as expressed by TradeVolType(1786)) that can be submitted for a security.
|
FIX.4.3 |
FIX.5.0SP2EP130 |
|
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 transaction was previously reported to the counterparty or market.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
N |
NotReportedToCounterparty |
In the context of RTS 13 Article 16 when a trade is reported to more than one "approved publication arrangement" (APA) the original report can be flagged as "original". This is the ESMA "ORGN" flag. |
FIX.4.3 |
FIX.5.0SP2EP229 |
|
Y |
PreviouslyReportedToCounterparty |
In the context of RTS 13 Article 16 when a trade is reported to more than one "approved publication arrangement" (APA) the additional reports need to be flagged as "duplicative" and this flag needs to be present on any occurrence (even when publishing to the market). This is also used for reporting directly to ESMA when the trade has been previously reported. This is the ESMA "DUPL" flag. |
FIX.4.3 |
FIX.5.0SP2EP229 |
|
|
FIX.4.3 |
FIX.5.0SP2EP229 |
|
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 unaffirmed |
FIX.4.3 |
FIX.5.0SP1EP95 |
|
2 |
AdvisoryOrAlert |
Advisory or alert |
FIX.4.3 |
|
|
3 |
Mismatched |
Indicates that data points from the AllocationInstruction(35=J) and Confirmation(35=AK) are matched but there are variances. MatchExceptionGrp component may be used to detail on the mis-matched data fields. |
FIX.5.0SP2EP246 |
|
|
|
FIX.4.3 |
|
|
574 |
MatchType |
String |
The point in the matching process at which this trade was matched.
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
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 |
|
|
8 |
Issuing |
Issuing/Buy Back Auction |
FIX.5.0EP47 |
|
|
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 |
|
|
9 |
SystematicInternaliser |
Systematic Internaliser (SI) |
FIX.5.0SP2EP163 |
FIX.5.0SP2EP228 |
|
10 |
AutoMatchLastLook |
Execution that arises from a match against orders or quotes which require a confirmation during continuous trading. |
FIX.5.0SP2EP198 |
|
|
11 |
CrossAuctionLastLook |
Execution that arises from a match against orders or quotes which require a confirmation during an auction. |
FIX.5.0SP2EP198 |
|
|
|
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.
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 |
|
|
14 |
BuyIn |
Buy-in |
FIX.5.0SP2EP136 |
|
|
|
FIX.4.3 |
FIX.5.0SP2EP204 |
|
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 |
|
|
9 |
EquitiesSpecialist |
Equities specialist |
FIX.5.0SP2EP101 |
|
|
10 |
OptionsMarketMaker |
Options market maker |
FIX.5.0SP2EP101 |
|
|
11 |
OptionsFirmAccount |
Options firm account |
FIX.5.0SP2EP101 |
|
|
|
FIX.4.3 |
|
|
582 |
CustOrderCapacity |
int |
Capacity of customer placing the order.
Used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission). May be used as required by other regulatory commissions for similar purposes.
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 |
FIX.5.0SP2EP205 |
|
3 |
MemberTradingForAnotherMember |
Member trading for another member |
FIX.4.4 |
|
|
4 |
AllOther |
All other |
FIX.4.4 |
|
|
5 |
RetailCustomer |
An order that originated from a retail customer (a natural person). In the context of the US Securities and Exchange Commission, this also means an order originated from a natural person where, prior to submission, no change was made to the terms of the order with respect to price or side of market and the order does not originate from an algorithm or other computerized trading method. |
FIX.5.0SP2EP205 |
|
|
|
FIX.4.3 |
FIX.5.0SP2EP205 |
|
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 |
|
|
9 |
StatusForSecurityIssuer |
Status for Security Issuer |
FIX.5.0SP1EP85 |
|
|
10 |
StatusForIssuerOfUnderlyingSecurity |
Status for Issuer of Underlying Security |
FIX.5.0SP1EP85 |
|
|
|
FIX.4.3 |
FIX.5.0SP1EP85 |
|
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. The use of this approach is not recommended.
|
FIX.4.3 |
|
|
587 |
LegSettlType |
String |
Indicates order settlement period. If present, LegSettlDate (588) overrides this field. If both LegSettlType (587) and LegSettDate (588) are omitted, the default for LegSettlType (587) 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 LegSecurityID (602) 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. Note that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days.
|
FIX.4.3 |
FIX.5.0SP2EP187 |
|
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 |
Refer to definition of SecurityType(167)
|
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 |
Description of a multileg instrument. Can be used by the venue or one of the trading parties to provide an optional non-normative textual description of the financial instrument.
|
FIX.4.3 |
FIX.5.0SP2EP232 |
|
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 phase within 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. Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
PreTrading |
Pre-Trading |
FIX.5.0EP58 |
|
|
2 |
OpeningOrOpeningAuction |
Opening or opening auction |
FIX.5.0EP58 |
|
|
3 |
Continuous |
(Continuous) Trading |
FIX.5.0EP58 |
|
|
4 |
ClosingOrClosingAuction |
Closing or closing auction |
FIX.5.0EP58 |
|
|
5 |
PostTrading |
Post-Trading |
FIX.5.0EP58 |
|
|
6 |
ScheduledIntradayAuction |
Scheduled intraday auction |
FIX.5.0EP58 |
FIX.5.0SP2EP163 |
|
7 |
Quiescent |
Quiescent |
FIX.5.0EP58 |
|
|
8 |
AnyAuction |
Any auction |
FIX.5.0SP2EP131 |
|
|
9 |
UnscheduledIntradayAuction |
An unscheduled intraday auction might be triggered by a circuit breaker. |
FIX.5.0SP2EP163 |
|
|
10 |
OutOfMainSessionTrading |
In the context of Market Model Typology "Out of main session trading" refers to both before and after session, neither auction nor continuous trading. |
FIX.5.0SP2EP163 |
|
|
11 |
PrivateAuction |
An auction phase where only two parties participate. |
FIX.5.0SP2EP168 |
|
|
12 |
PublicAuction |
An auction phase where all trading parties participate. |
FIX.5.0SP2EP168 |
|
|
13 |
GroupAuction |
An auction phase limited to specific parties (e.g. parties that have resting orders in the order book). |
FIX.5.0SP2EP168 |
|
|
|
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.5.0SP2EP118 |
FIX.4.2 |
4 |
SellsideCalculatedWithoutPreliminary |
Sellside calculatedd without preliminary (sent unsolicited by sellside, includes MiscFees and NetMoney) (Replaced) |
FIX.4.3 |
FIX.5.0SP2EP118 |
FIX.4.2 |
5 |
ReadyToBook |
Ready-To-Book single order |
FIX.4.3 |
FIX.5.0SP2EP118 |
|
6 |
BuysideReadyToBook |
Buyside Ready-To-Book - combined set of orders (replaced) |
FIX.4.3 |
FIX.5.0SP2EP118 |
FIX.4.2 |
7 |
WarehouseInstruction |
Warehouse instruction |
FIX.4.4 |
FIX.5.0SP2EP118 |
|
8 |
RequestToIntermediary |
Request to intermediary |
FIX.4.4 |
FIX.5.0SP2EP118 |
|
9 |
Accept |
Accept |
FIX.4.4EP5 |
|
FIX.5.0SP2EP118 |
10 |
Reject |
Reject |
FIX.4.4EP5 |
|
FIX.5.0SP2EP118 |
11 |
AcceptPending |
Accept Pending |
FIX.4.4EP5 |
|
FIX.5.0SP2EP118 |
12 |
IncompleteGroup |
Incomplete group |
FIX.4.4EP5 |
FIX.5.0SP2EP118 |
|
13 |
CompleteGroup |
Complete group |
FIX.4.4EP5 |
FIX.5.0SP2EP118 |
|
14 |
ReversalPending |
Reversal Pending |
FIX.4.4EP5 |
|
FIX.5.0SP2EP118 |
15 |
ReopenGroup |
Reopen group |
FIX.5.0SP2EP118 |
|
|
16 |
CancelGroup |
Cancel group |
FIX.5.0SP2EP118 |
|
|
17 |
Giveup |
Give-up |
FIX.5.0SP2EP118 |
|
|
18 |
Takeup |
Take-up |
FIX.5.0SP2EP118 |
|
|
19 |
RefuseTakeup |
Refuse take-up |
FIX.5.0SP2EP118 |
|
|
20 |
InitiateReversal |
Initiate reversal |
FIX.5.0SP2EP118 |
|
|
21 |
Reverse |
Reverse |
FIX.5.0SP2EP118 |
|
|
22 |
RefuseReversal |
Refuse reversal |
FIX.5.0SP2EP118 |
|
|
23 |
SubAllocationGiveup |
Sub-allocation give-up |
FIX.5.0SP2EP118 |
|
|
24 |
ApproveGiveup |
Approve give-up |
FIX.5.0SP2EP118 |
|
|
25 |
ApproveTakeup |
Approve take-up |
FIX.5.0SP2EP118 |
|
|
26 |
NotionalValueAveragePxGroupAlloc |
Used when conducting notional value average price (NVAP) group allocation with a clearinghouse. |
FIX.5.0SP2EP239 |
|
|
|
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. For OTC swaps this is the mid-market mark (for example, as defined by CFTC). For uncleared OTC swaps, LegMidPx(2346) and the MidPx(631) fields are mutually exclusive.
|
FIX.4.3 |
FIX.5.0SP2EP175 |
|
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.
|
FIX.4.3 |
FIX.5.0SP2EP208 |
|
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 identifier for a specific leg (uniqueness not defined as part of the FIX specification). LegRefID(654) be used to reference the value from LegID(1788).
|
FIX.4.3 |
FIX.5.0SP2EP131 |
|
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 |
|
|
12 |
ExceededClipSizeLimit |
Exceeded clip size limit |
FIX.5.0SP2EP171 |
|
|
13 |
ExceededMaxNotionalOrderAmt |
Exceeded maximum notional order amount |
FIX.5.0SP2EP171 |
|
|
14 |
ExceededDV01PV01Limit |
Exceeded DV01/PV01 limit |
FIX.5.0SP2EP171 |
|
|
15 |
ExceededCS01Limit |
Exceeded CS01 limit |
FIX.5.0SP2EP171 |
|
|
|
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(679).
|
FIX.4.4 |
FIX.5.0SP2EP204 |
|
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 |
This field is deprecated and has been replaced by LegOrderQty(865). This field will likely be removed from the FIX standard in a future version.
|
FIX.4.4 |
FIX.5.0SP2EP131 |
FIX.5.0SP1 |
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 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 |
FIX.5.0SP2EP131 |
|
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 |
Percentage (i.e. percent of par) (often called "dollar price" for fixed income) |
FIX.4.4 |
FIX.5.0SP2EP207 |
|
2 |
PerShare |
Per unit (i.e. per share or contract) |
FIX.4.4 |
FIX.5.0SP2EP207 |
|
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 |
Usually the difference in yield between two switched bonds or a corporate bond traded spread-to-benchmark. |
FIX.4.4 |
FIX.5.0SP2EP207 |
|
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 |
|
|
12 |
PriceSpread |
Price spread is expressed based on market convention for the asset being priced or traded. For example: the difference between the prices of a multileg switch or strategy expressed in basis points for a CDS or TBA roll; a price value to be added to a reference price, such as a "pay up" for specified pools. |
FIX.5.0SP2EP207 |
|
|
13 |
ProductTicksInHalves |
Product ticks in halves |
FIX.5.0SP2EP207 |
|
|
14 |
ProductTicksInFourths |
Product ticks in fourths |
FIX.5.0SP2EP207 |
|
|
15 |
ProductTicksInEighths |
Product ticks in eighths |
FIX.5.0SP2EP207 |
|
|
16 |
ProductTicksInSixteenths |
Product ticks in sixteenths |
FIX.5.0SP2EP207 |
|
|
17 |
ProductTicksInThirtySeconds |
Product ticks in thirty-seconds |
FIX.5.0SP2EP207 |
|
|
18 |
ProductTicksInSixtyFourths |
Product ticks in sixty-fourths |
FIX.5.0SP2EP207 |
|
|
19 |
ProductTicksInOneTwentyEighths |
Product ticks in one-twenty-eighths |
FIX.5.0SP2EP207 |
|
|
20 |
NormalRateRepresentation |
Normal rate representation (e.g. FX rate) |
FIX.5.0SP2EP207 |
|
|
21 |
InverseRateRepresentation |
Inverse rate representation (e.g. FX rate) |
FIX.5.0SP2EP207 |
|
|
22 |
BasisPoints |
When the price is not spread based |
FIX.5.0SP2EP207 |
|
|
23 |
UpFrontPoints |
Used specifically for CDS pricing. |
FIX.5.0SP2EP207 |
|
|
24 |
InterestRate |
When the price is an interest rate. For example, used with benchmark reference rate. |
FIX.5.0SP2EP207 |
|
|
25 |
PercentageOfNotional |
Percentage of notional |
FIX.5.0SP2EP207 |
|
|
|
FIX.4.4 |
FIX.5.0SP2EP207 |
|
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 |
Trade was done with another quote provider. Quote provider's original quoted price was the best price not traded (i.e. the cover price). |
FIX.4.4 |
FIX.5.0SP2EP159 |
|
5 |
DoneAway |
Trade was done with another quote provider. |
FIX.4.4 |
FIX.5.0SP2EP159 |
|
6 |
Pass |
Pass |
FIX.4.4 |
|
|
7 |
EndTrade |
End trade |
FIX.5.0EP68 |
FIX.5.0SP2EP159 |
|
8 |
TimedOut |
Timed out |
FIX.5.0EP68 |
FIX.5.0SP2EP159 |
|
9 |
Tied |
Trade was done with another quote provider. Quote provider's original quoted price was the same as the traded price. |
FIX.5.0SP2EP159 |
|
|
10 |
TiedCover |
Trade was done with another quote provider. Quote provider's original quoted price was the best price not traded. There were other quote provider(s) at the same price. |
FIX.5.0SP2EP159 |
|
|
|
FIX.4.4 |
|
|
695 |
QuoteQualifier |
char |
Code to qualify Quote use and other aspects of price negotiation.
|
FIX.4.4 |
FIX.5.0SP2EP226 |
|
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 |
|
|
PNTN |
PrivatelyNegotiatedTradeQty |
Privately negotiated Trade Qty (Non-regulated) |
FIX.5.0EP55 |
|
|
DLT |
NetDeltaQty |
Net Delta Qty |
FIX.5.0SP1EP79 |
|
|
CEA |
CreditEventAdjustment |
Credit Event Adjustment |
FIX.5.0SP1EP83 |
|
|
SEA |
SuccessionEventAdjustment |
Succession Event Adjustment |
FIX.5.0SP1EP83 |
|
|
NET |
NetQty |
Net Qty |
FIX.5.0SP2EP102 |
|
|
GRS |
GrossQty |
Gross Qty |
FIX.5.0SP2EP102 |
|
|
ITD |
IntradayQty |
Intraday Qty |
FIX.5.0SP2EP103 |
|
|
NDAS |
GrossLongNonDeltaAdjustedSwaptionPosition |
Gross non-delta-adjusted swaption position |
FIX.5.0SP2EP140 |
|
|
DAS |
LongDeltaAdjustedPairedSwaptionPosition |
Delta-adjusted paired swaption position |
FIX.5.0SP2EP140 |
|
|
EXP |
ExpiringQuantity |
The position quantity on expiration day after the application of trade and post trade activity, but prior to the application of exercises and assignments. |
FIX.5.0SP2EP151 |
|
|
UNEX |
QuantityNotExercised |
The exercise quantity requested that was not allowed, e.g., the exercise quantity requested that exceeded the final long position. |
FIX.5.0SP2EP151 |
|
|
REQ |
RequestedExerciseQuantity |
The exercise quantity requested. It may differ from the exercise quantity if it exceeds the final long position. |
FIX.5.0SP2EP151 |
|
|
CFE |
CashFuturesEquivalentQuantity |
Cash futures equivalent quantity |
FIX.5.0SP2EP162 |
|
|
|
FIX.4.4 |
|
|
704 |
LongQty |
Qty |
Long quantity.
|
FIX.4.4 |
FIX.5.0SP2EP141 |
|
705 |
ShortQty |
Qty |
Short quantity.
|
FIX.4.4 |
FIX.5.0SP2EP141 |
|
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 |
FIX.5.0SP2EP141 |
|
CRES |
CashResidualAmount |
Cash residual amount |
FIX.4.4 |
FIX.5.0SP2EP141 |
|
FMTM |
FinalMarkToMarketAmount |
Final mark-to-market amount |
FIX.4.4 |
FIX.5.0SP2EP141 |
|
IMTM |
IncrementalMarkToMarketAmount |
Incremental mark-to-market |
FIX.4.4 |
FIX.5.0SP2EP141 |
|
PREM |
PremiumAmount |
Premium amount |
FIX.4.4 |
FIX.5.0SP2EP141 |
|
SMTM |
StartOfDayMarkToMarketAmount |
Start of day mark-to-market |
FIX.4.4 |
FIX.5.0SP2EP141 |
|
TVAR |
TradeVariationAmount |
Trade variation amount |
FIX.4.4 |
FIX.5.0SP2EP141 |
|
VADJ |
ValueAdjustedAmount |
Value adjusted amount |
FIX.4.4 |
FIX.5.0SP2EP141 |
|
SETL |
SettlementValue |
Settlement value |
FIX.4.4EP4 |
FIX.5.0SP2EP141 |
|
ICPN |
InitialTradeCouponAmount |
Initial trade coupon amount |
FIX.5.0SP1EP83 |
FIX.5.0SP2EP141 |
|
ACPN |
AccruedCouponAmount |
Accrued coupon amount |
FIX.5.0SP1EP83 |
FIX.5.0SP2EP141 |
|
CPN |
CouponAmount |
Coupon amount |
FIX.5.0SP1EP83 |
FIX.5.0SP2EP141 |
|
IACPN |
IncrementalAccruedCoupon |
Incremental accrued coupon |
FIX.5.0SP1EP83 |
FIX.5.0SP2EP141 |
|
CMTM |
CollateralizedMarkToMarket |
Collateralized mark-to-market |
FIX.5.0SP1EP83 |
FIX.5.0SP2EP141 |
|
ICMTM |
IncrementalCollateralizedMarkToMarket |
Incremental collateralized mark-to-market |
FIX.5.0SP1EP83 |
FIX.5.0SP2EP141 |
|
DLV |
CompensationAmount |
Compensation amount |
FIX.5.0SP1EP83 |
FIX.5.0SP2EP141 |
|
BANK |
TotalBankedAmount |
Total banked amount |
FIX.5.0SP1EP83 |
FIX.5.0SP2EP141 |
|
COLAT |
TotalCollateralizedAmount |
Total collateralized amount |
FIX.5.0SP1EP83 |
FIX.5.0SP2EP141 |
|
LSNV |
LongPairedSwapNotionalValue |
Long paired swap or swaption notional value |
FIX.5.0SP2EP140 |
|
|
SSNV |
ShortPairedSwapNotionalValue |
Short paired swap or swaption notional value |
FIX.5.0SP2EP140 |
|
|
SACPN |
StartOfDayAccruedCoupon |
Start-of-day accrued coupon |
FIX.5.0SP2EP162 |
|
|
NPV |
NetPresentValue |
Net present value |
FIX.5.0SP2EP162 |
|
|
SNPV |
StartOfDayNetPresentValue |
Start-of-day net present value |
FIX.5.0SP2EP162 |
|
|
NCF |
NetCashFlow |
Net cash flow |
FIX.5.0SP2EP162 |
|
|
PVFEES |
PresentValueOfFees |
Present value of all fees |
FIX.5.0SP2EP162 |
|
|
PV01 |
PresentValueOneBasisPoints |
Change in value if yield curve shifts 0.01%. |
FIX.5.0SP2EP162 |
|
|
5YREN |
FiveYearEquivalentNotional |
The five year equivalent notional amount |
FIX.5.0SP2EP162 |
|
|
UMTM |
UndiscountedMarkToMarket |
Undiscounted mark-to-market |
FIX.5.0SP2EP162 |
|
|
MTD |
MarkToModel |
Mark-to-model |
FIX.5.0SP2EP179 |
|
|
VMTM |
MarkToMarketVariance |
Mark-to-market variance |
FIX.5.0SP2EP179 |
|
|
VMTD |
MarkToModelVariance |
Mark-to-model variance |
FIX.5.0SP2EP179 |
|
|
UPFRNT |
UpfrontPayment |
Upfront payment |
FIX.5.0SP2EP192 |
|
|
|
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 |
FIX.5.0SP2EP199 |
|
3 |
PositionAdjustment |
Position adjustment |
FIX.4.4 |
FIX.5.0SP2EP199 |
|
4 |
PositionChangeSubmission |
Position change submission / margin disposition |
FIX.4.4 |
FIX.5.0SP2EP199 |
|
5 |
Pledge |
Pledge |
FIX.4.4 |
|
|
6 |
LargeTraderSubmission |
Large trader submission |
FIX.4.4EP13 |
FIX.5.0SP2EP199 |
|
7 |
LargePositionsReportingSubmission |
Large positions reporting submission |
FIX.5.0SP2EP103 |
FIX.5.0SP2EP199 |
|
8 |
LongHoldings |
Long holdings |
FIX.5.0SP2EP110 |
FIX.5.0SP2EP199 |
|
9 |
InternalTransfer |
Changes due to transfer of positions within a firm. |
FIX.5.0SP2EP199 |
|
|
10 |
TransferOfFirm |
Changes due to transfer of all positions of a firm. |
FIX.5.0SP2EP199 |
|
|
11 |
ExternalTransfer |
Changes due to transfer of positions between firms. |
FIX.5.0SP2EP199 |
|
|
12 |
CorporateAction |
Corporate action |
FIX.5.0SP2EP199 |
|
|
13 |
Notification |
Information about a position that has been chosen for assignment. |
FIX.5.0SP2EP199 |
|
|
14 |
PositionCreation |
Changes due to an option exercise causing a new futures position to be created. |
FIX.5.0SP2EP199 |
|
|
15 |
Closeout |
Information about a position that has been closed out. |
FIX.5.0SP2EP199 |
|
|
16 |
Reopen |
Information about a position that has been reopened, i.e. reversal of a close out. |
FIX.5.0SP2EP199 |
|
|
|
FIX.4.4 |
FIX.5.0SP2EP199 |
|
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 |
Used to increment the overall transaction quantity. |
FIX.4.4 |
FIX.5.0SP2EP204 |
|
2 |
Replace |
Used to override the overall transaction quantity or specific add messages based on the reference ID. |
FIX.4.4 |
FIX.5.0SP2EP204 |
|
3 |
Cancel |
Used to remove the overall transaction quantity or specific add messages based on the reference ID. |
FIX.4.4 |
FIX.5.0SP2EP204 |
|
4 |
Reverse |
Used to completelly back-out the transaction such that the transaction never existed. |
FIX.4.4EP4 |
FIX.5.0SP2EP204 |
|
|
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 business date for which the trade is expected to be cleared.
|
FIX.4.4 |
FIX.5.0SP2EP150 |
|
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 Position Change Submission (PCS), Position Adjustment (PAJ), and Customer Gross Margin (CGM).
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
0 |
ProcessRequestAsMarginDisposition |
Process request as margin disposition |
FIX.4.4 |
FIX.5.0SP2EP155 |
|
1 |
DeltaPlus |
Delta plus |
FIX.4.4 |
FIX.5.0SP2EP155 |
|
2 |
DeltaMinus |
Delta minus |
FIX.4.4 |
FIX.5.0SP2EP155 |
|
3 |
Final |
Final |
FIX.4.4 |
|
|
4 |
CustomerSpecificPosition |
Customer specific position |
FIX.5.0SP2EP155 |
|
|
|
FIX.4.4 |
FIX.5.0SP2EP155 |
|
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.
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 |
FIX.5.0SP2EP204 |
|
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 |
|
|
6 |
DeltaPositions |
Delta Positions |
FIX.5.0SP1EP79 |
|
|
7 |
NetPosition |
Net Position |
FIX.5.0SP2EP102 |
|
|
8 |
LargePositionsReporting |
Large Positions Reporting |
FIX.5.0SP2EP103 |
|
|
9 |
ExercisePositionReportingSubmission |
Exercise Position Reporting Submission |
FIX.5.0SP2EP103 |
|
|
10 |
PositionLimitReportingSubmissing |
Position Limit Reporting Submission |
FIX.5.0SP2EP103 |
|
|
|
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 |
Transport of the request was sent over in-band. |
FIX.4.4 |
FIX.5.0SP2EP204 |
|
1 |
OutOfBand |
Pre-arranged out-of-band delivery mechanism (e.g. FTP, HTTP, NDM, etc.) between counterparties. Details specified via ResponseDestination(726). |
FIX.4.4 |
FIX.5.0SP2EP204 |
|
|
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 |
|
FIX.5.0SP2EP102 |
728 |
PosReqResult |
int |
Result of Request for Positions.
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 |
FIX.5.0SP2EP204 |
|
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
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 |
Not authorized |
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 |
InvalidPartyInformation |
Invalid party information |
FIX.4.4 |
FIX.5.0SP2EP208 |
|
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 |
|
|
5 |
PriceExceedsCurrentPriceBand |
Price exceeds current price band |
FIX.5.0SP2EP136 |
|
|
6 |
ReferencePriceNotAvailable |
Reference price not available |
FIX.5.0SP2EP136 |
|
|
7 |
NotionalValueExceedsThreshold |
Notional value exceeds threshold |
FIX.5.0SP2EP136 |
|
|
|
FIX.4.4 |
FIX.5.0SP2EP107 |
|
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. As an example for SecurityType(167)="REPO", the SecuritySubType="General Collateral" can be used to further specify the type of REPO. If SecuritySubType is used, then SecurityType is required. For SecurityType="MLEG" a name of the option or futures strategy name can be specified, such as "Calendar", "Vertical", "Butterfly". For SecurityType(167)="OPT" the subclassification can be specified, such as "Asian". For SecurityType(167)="SWAPTION" a value of "Straddle" is used to identify a straddle swaption.
|
FIX.4.4 |
FIX.5.0SP2EP211 |
|
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 |
Trading / Regulatory timestamp type. Note of applicability: Values are required in US futures markets by the CFTC to support computerized trade reconstruction, and required by MiFID II / MiFIR for transaction reporting and publication. (see Volume : "Glossary" for value definitions)
Value |
SymbolicName |
Description |
Added |
Updated |
Deprecated |
1 |
ExecutionTime |
Execution time |
FIX.4.4 |
FIX.5.0SP2EP131 |
|
2 |
TimeIn |
Time in |
FIX.4.4 |
FIX.5.0SP2EP131 |
|
3 |
TimeOut |
Time out |
FIX.4.4 |
FIX.5.0SP2EP131 |
|
4 |
BrokerReceipt |
Broker receipt |
FIX.4.4 |
FIX.5.0SP2EP131 |
|
5 |
BrokerExecution |
Broker execution |
FIX.4.4 |
FIX.5.0SP2EP131 |
|
6 |
DeskReceipt |
Desk receipt |
FIX.4.4EP9 |
FIX.5.0SP2EP131 |
|
7 |
SubmissionToClearing |
Submission to clearing |
FIX.5.0SP1EP77 |
FIX.5.0SP2EP131 |
|
8 |
TimePriority |
Time priority |
FIX.5.0SP2EP101 |
FIX.5.0SP2EP131 |
|
9 |
OrderbookEntryTime |
Timestamp for an order representing the time it was entered in the orderbook of the execution venue. The orderbook entry tiime cannot change during the lifetime of the order. |
FIX.5.0SP2EP131 |
|
|
10 |
OrderSubmissionTime |
Time the order was sent by the submitter. |
FIX.5.0SP2EP161 |
|
|
11 |
PubliclyReported |
In the context of MiFID II, this is used to identify the time at which the transaction was first published to the market. |
FIX.5.0SP2EP161 |
FIX.5.0SP2EP229 |
|
12 |
PublicReportUpdated |
In the context of MiFID II, this is used to identify the time at which the transaction's publication to the market was last updated |
FIX.5.0SP2EP161 |
FIX.5.0SP2EP229 |
|
13 |
NonPubliclyReported |
Non-publicly reported |
FIX.5.0SP2EP161 |
|
|
14 |
NonPublicReportUpdated |
Non-public report updated |
FIX.5.0SP2EP161 |
|
|
15 |
SubmittedForConfirmation |
Submitted for confirmation |
FIX.5.0SP2EP161 |
|
|
16 |
UpdatedForConfirmation |
Updated for confirmation |
FIX.5.0SP2EP161 |
|
|
17 |
Confirmed |
Confirmed |
FIX.5.0SP2EP161 |
|
|
18 |
UpdatedForClearing |
Updated for clearing |
FIX.5.0SP2EP161 |
|
|
19 |
Cleared |
Cleared |
FIX.5.0SP2EP161 |
|
|
20 |
AllocationsSubmitted |
Allocations submitted |
FIX.5.0SP2EP161 |
|
|
21 |
AllocationsUpdated |
Allocations updated |
FIX.5.0SP2EP161 |
|
|
22 |
AllocationsCompleted |
Allocations completed |
FIX.5.0SP2EP161 |
FIX.5.0SP2EP236 |
|
23 |
SubmittedToRepository |
Submitted to repository |
FIX.5.0SP2EP161 |
|
|
24 |
PostTrdContntnEvnt |
Post-trade continuation event |
FIX.5.0SP2EP179 |
|
|
25 |
PostTradeValuation |
Post-trade valuation |
FIX.5.0SP2EP192 |
|
|
26 |
PreviousTimePriority |
Can be used in conjunction with TrdRegTimestampType(770) = 8 (Time priority) to provide the current and last priority timestamp in a single message. |
FIX.5.0SP2EP223 |
|
|
|
FIX.4.4 |
FIX.5.0SP2EP229 |
|
771 |
TrdRegTimestampOrigin |
String |
Text which identifies the "origin" (i.e. system which was used to generate the time stamp) for the Traded / Regulatory timestamp value.
|
FIX.4.4 |
FIX.5.0SP1EP95 |
|
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 |
Incorrect or missing account |
FIX.4.4 |
FIX.5.0SP2EP170 |
|
2 |
MissingSettlementInstructions |
Incorrect or missing settlement instructions |
FIX.4.4 |
FIX.5.0SP2EP170 |
|
99 |
Other |
Use Text(58) for further reject reasons. |
FIX.4.4 |
FIX.5.0SP2EP170 |
|
3 |
UnknownOrMissingIndividualAllocId |
Unknown or missing IndividualAllocId(467) |
FIX.5.0SP2EP170 |
|
|
4 |
TransactionNotRecognized |
Transaction not recognized |
FIX.5.0SP2EP170 |
|
|
5 |
DuplicateTransaction |
Duplicate transaction |
FIX.5.0SP2EP170 |
|
|
6 |
IncorrectOrMissingInstrument |
Incorrect or missing instrument |
FIX.5.0SP2EP170 |
|
|
7 |
IncorrectOrMissingPrice |
Incorrect or missing price |
FIX.5.0SP2EP170 |
|
|
8 |
IncorrectOrMissingCommission |
Incorrect or missing commission |
FIX.5.0SP2EP170 |
|
|
9 |
IncorrectOrMissingSettlDate |
Incorrect or missing settlement date |
FIX.5.0SP2EP170 |
|
|
10 |
IncorrectOrMissingFundIDOrFundName |
Incorrect or missing fund ID or fund name |
FIX.5.0SP2EP170 |
|
|
11 |
IncorrectOrMissingQuantity |
Incorrect or missing quantity |
FIX.5.0SP2EP170 |
|
|
12 |
IncorrectOrMissingFees |
Incorrect or missing fees |
FIX.5.0SP2EP170 |
|
|
13 |
IncorrectOrMissingTax |
Incorrect or missing tax |
FIX.5.0SP2EP170 |
|
|
14 |
IncorrectOrMissingParty |
Incorrect or missing party |
FIX.5.0SP2EP170 |
|
|
15 |
IncorrectOrMissingSide |
Incorrect or missing side |
FIX.5.0SP2EP170 |
|
|
16 |
IncorrectOrMissingNetMoney |
Incorrect or missing net-money |
FIX.5.0SP2EP170 |
|
|
17 |
IncorrectOrMissingTradeDate |
Incorrect or missing trade date |
FIX.5.0SP2EP170 |
|
|
18 |
IncorrectOrMissingSettlCcyInstructions |
Incorrect or missing settlement currency instructions |
FIX.5.0SP2EP170 |
|
|
19 |
IncorrectOrMissingCapacity |
Incorrect or missing capacity |
FIX.5.0SP2EP170 |
|
|
|
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 |
FIX.5.0SP2EP118 |
|
3 |
SellsideCalculatedUsingPreliminary |
Sellside calculated using preliminary (includes MiscFees and NetMoney) |
FIX.4.4 |
FIX.5.0SP2EP118 |
|
4 |
SellsideCalculatedWithoutPreliminary |
Sellside calculated without preliminary (sent unsolicited by sellside, includes MiscFees and NetMoney) |
FIX.4.4 |
FIX.5.0SP2EP118 |
|
5 |
WarehouseRecap |
Warehouse recap |
FIX.4.4 |
FIX.5.0SP2EP118 |
|
8 |
RequestToIntermediary |
Request to intermediary |
FIX.4.4 |
FIX.5.0SP2EP118 |
|
9 |
Accept |
Accept |
FIX.4.4EP5 |
|
FIX.5.0SP2EP118 |
10 |
Reject |
Reject |
FIX.4.4EP5 |
|
FIX.5.0SP2EP118 |
11 |
AcceptPending |
Accept Pending |
FIX.4.4EP5 |
|
FIX.5.0SP2EP118 |
12 |
Complete |
Complete |
FIX.4.4EP5 |
|
FIX.5.0SP2EP118 |
14 |
ReversePending |
Reverse Pending |
FIX.4.4EP5 |
|
FIX.5.0SP2EP118 |
15 |
Giveup |
Give-up |
FIX.5.0SP2EP118 |
|
|
16 |
Takeup |
Take-up |
FIX.5.0SP2EP118 |
|
|
17 |
Reversal |
Reversal |
FIX.5.0SP2EP118 |
|
|
18 |
Alleged |
Alleged reversal |
FIX.5.0SP2EP118 |
|
|
19 |
SubAllocationGiveup |
Sub-allocation give-up |
FIX.5.0SP2EP118 |
|
|
|
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 |
|
|
3 |
CancelledByGiveupFirm |
Cancelled by give-up firm |
FIX.5.0SP2EP118 |
|
|
|
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.
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 |
|
|
33 |
CurrencyDeliveryIdentifier |
Currency delivery identifier |
FIX.5.0EP44 |
FIX.5.0SP2EP103 |
|
34 |
AddressCity |
Address City |
FIX.5.0SP2EP103 |
|
|
35 |
|