FIX.5.0SP2 reference

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

Table Of Contents

Datatypes

Name Base type Example Description Added
int 723 in field 21 would be mapped int as |21=723|. -723 in field 12 would be mapped int as |12=-723|. Sequence of digits without commas or decimals and optional sign character (ASCII characters "-" and "0" - "9" ). The sign character utilizes one byte (i.e. positive int is "99999" while negative int is "-99999"). Note that int values may contain leading zeros (e.g. "00023" = "23"). FIX.2.7
Length int int field representing the length in bytes. Value must be positive. FIX.4.3
TagNum int int field representing a field's tag number when using FIX "Tag=Value" syntax. Value must be positive and may not contain leading zeros. FIX.4.3
SeqNum int int field representing a message sequence number. Value must be positive. FIX.4.3
NumInGroup int int field representing the number of entries in a repeating group. Value must be positive. FIX.4.3
DayOfMonth int int field representing a day during a particular monthy (values 1 to 31). FIX.4.1
float Sequence of digits with optional decimal point and sign character (ASCII characters "-", "0" - "9" and "."); the absence of the decimal point within the string will be interpreted as the float representation of an integer value. All float fields must accommodate up to fifteen significant digits. The number of decimal places used should be a factor of business/market needs and mutual agreement between counterparties. Note that float values may contain leading zeros (e.g. "00023.23" = "23.23") and may contain or omit trailing zeros after the decimal point (e.g. "23.0" = "23.0000" = "23" = "23."). Note that fields which are derived from float may contain negative values unless explicitly specified otherwise. FIX.2.7
Qty float float field capable of storing either a whole number (no decimal places) of "shares" (securities denominated in whole units) or a decimal value containing decimal places for non-share quantity asset classes (securities denominated in fractional units). FIX.4.2
Price float Strk="47.50" float field representing a price. Note the number of decimal places may vary. For certain asset classes prices may be negative values. For example, prices for options strategies can be negative under certain market conditions. Refer to Volume 7: FIX Usage by Product for asset classes that support negative price values. FIX.4.2
PriceOffset float float field representing a price offset, which can be mathematically added to a "Price". Note the number of decimal places may vary and some fields such as LastForwardPoints may be negative. FIX.4.2
Amt float Amt="6847.00" float field typically representing a Price times a Qty FIX.4.2
Percentage float float field representing a percentage (e.g. 0.05 represents 5% and 0.9525 represents 95.25%). Note the number of decimal places may vary. FIX.4.3
char Single character value, can include any alphanumeric character or punctuation except the delimiter. All char fields are case sensitive (i.e. m != M). FIX.2.7
Boolean char char field containing one of two values:
'Y' = True/Yes
'N' = False/No		 FIX.4.2
String Alpha-numeric free format strings, can include any character or punctuation except the delimiter. All String fields are case sensitive (i.e. morstatt != Morstatt). FIX.4.2
MultipleCharValue String string field containing one or more space delimited single character values (e.g. |18=2 A F| ). FIX.4.4
MultipleStringValue String string field containing one or more space delimited multiple character values (e.g. |277=AV AN A| ). FIX.4.2
Country String string field representing a country using ISO 3166 Country code (2 character) values (see Appendix 6-B). FIX.4.4
Currency String StrkCcy="USD" string field representing a currency type using ISO 4217 Currency code (3 character) values (see Appendix 6-A). FIX.4.2
Exchange String string field representing a market or exchange using ISO 10383 Market Identifier Code (MIC) values (see"Appendix 6-C). FIX.4.2
MonthYear String MonthYear="200303", MonthYear="20030320", MonthYear="200303w2" string field representing month of a year. An optional day of the month can be appended or an optional week code.
Valid formats:
YYYYMM
YYYYMMDD
YYYYMMWW
Valid values:
YYYY = 0000-9999; MM = 01-12; DD = 01-31; WW = w1, w2, w3, w4, w5.		 FIX.4.1
UTCTimestamp String TransactTime(60)="20011217-09:30:47.123" millisecond TransactTime(60)="20011217-09:30:47.123456" microseconds TransactTime(60)="20011217-09:30:47.123456789" nanoseconds TransactTime(60)="20011217-09:30:47.123456789123" picoseconds string field representing time/date combination represented in UTC (Universal Time Coordinated, also known as "GMT") in either YYYYMMDD-HH:MM:SS (whole seconds) or YYYYMMDD-HH:MM:SS.sss* format, colons, dash, and period required.

Valid values:
YYYY = 0000-9999, MM = 01-12, DD = 01-31, HH = 00-23, MM = 00-59, SS = 00-60 (60 only if UTC leap second), sss* fractions of seconds.
The fractions of seconds may be empty when no fractions of seconds are conveyed (in such a case the period is not conveyed), it may include 3 digits to convey milliseconds, 6 digits to convey microseconds, 9 digits to convey nanoseconds, 12 digits to convey picoseconds; Other number of digits may be used with bilateral agreement.

Leap Seconds: Note that UTC includes corrections for leap seconds, which are inserted to account for slowing of the rotation of the earth. Leap second insertion is declared by the International Earth Rotation Service (IERS) and has, since 1972, only occurred on the night of Dec. 31 or Jun 30. The IERS considers March 31 and September 30 as secondary dates for leap second insertion, but has never utilized these dates. During a leap second insertion, a UTCTimestamp field may read "19981231-23:59:59", "19981231-23:59:60", "19990101-00:00:00". (see http://tycho.usno.navy.mil/leapsec.html)		 FIX.4.2
UTCTimeOnly String MDEntryTime(273)="13:20:00.123"milliseconds MDEntryTime(273)="13:20:00.123456" microseconds MDEntryTime(273)="13:20:00.123456789" nanoseconds MDEntryTime(273)="13:20:00.123456789123" picoseconds string field representing time-only represented in UTC (Universal Time Coordinated, also known as "GMT") in either HH:MM:SS (whole seconds) or HH:MM:SS.sss* (milliseconds) format, colons, and period required. This special-purpose field is paired with UTCDateOnly to form a proper UTCTimestamp for bandwidth-sensitive messages.
Valid values:
HH = 00-23, MM = 00-59, SS = 00-60 (60 only if UTC leap second), sss* fractions of seconds. The fractions of seconds may be empty when no fractions of seconds are conveyed (in such a case the period is not conveyed), it may include 3 digits to convey milliseconds, 6 digits to convey microseconds, 9 digits to convey nanoseconds, 12 digits to convey picoseconds; Other number of digits may be used with bilateral agreement.		 FIX.4.2
UTCDateOnly String MDEntryDate="20030910" string field representing Date represented in UTC (Universal Time Coordinated, also known as "GMT") in YYYYMMDD format. This special-purpose field is paired with UTCTimeOnly to form a proper UTCTimestamp for bandwidth-sensitive messages.
Valid values:
YYYY = 0000-9999, MM = 01-12, DD = 01-31.		 FIX.4.4
LocalMktDate String MaturityDate(541)="20150724" string field representing a Date of Local Market (as opposed to UTC) in YYYYMMDD format. This is the "normal" date field used by the FIX Protocol.

Valid values:
YYYY = 0000-9999, MM = 01-12, DD = 01-31
 FIX.4.2
TZTimeOnly String "07:39Z" is 07:39 UTC "02:39-05" is five hours behind UTC, thus Eastern Time "15:39+08" is eight hours ahead of UTC, Hong Kong/Singapore time "13:09+05:30" is 5.5 hours ahead of UTC, India time string field representing the time represented based on ISO 8601. This is the time with a UTC offset to allow identification of local time and timezone of that time.
Format is HH:MM[:SS][Z | [ + | - hh[:mm]]] where HH = 00-23 hours, MM = 00-59 minutes, SS = 00-59 seconds, hh = 01-12 offset hours, mm = 00-59 offset minutes.		 FIX.4.4
TZTimestamp String "20060901-07:39Z" is 07:39 UTC on 1st of September 2006 "20060901-02:39-05" is five hours behind UTC, thus Eastern Time on 1st of September 2006 "20060901-15:39+08" is eight hours ahead of UTC, Hong Kong/Singapore time on 1st of September 2006 "20060901-13:09+05:30" is 5.5 hours ahead of UTC, India time on 1st of September 2006 Using decimal seconds: "20060901-13:09.123+05:30" milliseconds "20060901-13:09.123456+05:30" microseconds "20060901-13:09.123456789+05:30" nanoseconds "20060901-13:09.123456789123+05:30" picoseconds "20060901-13:09.123456789Z" nanoseconds UTC timezone string field representing a time/date combination representing local time with an offset to UTC to allow identification of local time and timezone offset of that time. The representation is based on ISO 8601.
Format is YYYYMMDD-HH:MM:SS.sss*[Z | [ + | - hh[:mm]]] where YYYY = 0000 to 9999, MM = 01-12, DD = 01-31 HH = 00-23 hours, MM = 00-59 minutes, SS = 00-59 seconds, hh = 01-12 offset hours, mm = 00-59 offset minutes, sss* fractions of seconds. The fractions of seconds may be empty when no fractions of seconds are conveyed (in such a case the period is not conveyed), it may include 3 digits to convey milliseconds, 6 digits to convey microseconds, 9 digits to convey nanoseconds, 12 digits to convey picoseconds; Other number of digits may be used with bilateral agreement
 FIX.4.4
data String string field containing raw data with no format or content restrictions. Data fields are always immediately preceded by a length field. The length field should specify the number of bytes of the value of the data field (up to but not including the terminating SOH).
Caution: the value of one of these fields may contain the delimiter (SOH) character. Note that the value specified for this field should be followed by the delimiter (SOH) character as all fields are terminated with an "SOH".		 FIX.2.7
Pattern Used to build on and provide some restrictions on what is allowed as valid values in fields that uses a base FIX data type and a pattern data type. The universe of allowable valid values for the field would then be the union of the base set of valid values and what is defined by the pattern data type. The pattern data type used by the field will retain its base FIX data type (e.g. String, int, char). FIX.4.4
Tenor Pattern used to allow the expression of FX standard tenors in addition to the base valid enumerations defined for the field that uses this pattern data type. This pattern data type is defined as follows:
Dx = tenor expression for "days", e.g. "D5", where "x" is any integer > 0
Mx = tenor expression for "months", e.g. "M3", where "x" is any integer > 0
Wx = tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0
Yx = tenor expression for "years", e.g. "Y1", where "x" is any integer > 0		 FIX.4.4
Reserved100Plus Pattern Values "100" and above are reserved for bilaterally agreed upon user defined enumerations. FIX.4.4
Reserved1000Plus Pattern Values "1000" and above are reserved for bilaterally agreed upon user defined enumerations. FIX.4.4
Reserved4000Plus Pattern Values "4000" and above are reserved for bilaterally agreed upon user defined enumerations. FIX.4.4
XMLData String Contains an XML document raw data with no format or content restrictions. XMLData fields are always immediately preceded by a length field. The length field should specify the number of bytes of the value of the data field (up to but not including the terminating SOH). FIX.5.0
Language String en (English), es (spanish), etc. Identifier for a national language - uses ISO 639-1 standard FIX.5.0SP1
LocalMktTime String Example: 07:00:00 string field representing the time local to a particular market center. Used where offset to UTC varies throughout the year and the defining market center is identified in a corresponding field.

Format is HH:MM:SS where HH = 00-23 hours, MM = 00-59 minutes, SS = 00-59 seconds. In general only the hour token is non-zero. 		FIX.5.0SP2
XID String The purpose of the XID datatype is to define a unique identifier that is global to a FIX message. An identifier defined using this datatype uniquely identifies its containing element, whatever its type and name is. The constraint added by this datatype is that the values of all the fields that have an ID datatype in a FIX message must be unique. FIX.5.0SP2
XIDREF String The XIDREF datatype defines a reference to an identifier defined by the XID datatype. FIX.5.0SP2

Fields

Tag Name Type Description Added Updated Deprecated
1 Account String Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager. FIX.2.7
2 AdvId String Unique identifier of advertisement message.
(Prior to FIX 4.1 this field was of type int) 		FIX.2.7
3 AdvRefID String Reference identifier used with CANCEL and REPLACE transaction types.
(Prior to FIX 4.1 this field was of type int) 		FIX.2.7
4 AdvSide char Broker's side of advertised trade
Value SymbolicName Description Added Updated Deprecated
B Buy Buy FIX.2.7
S Sell Sell FIX.2.7
T Trade Trade FIX.2.7
X Cross Cross FIX.2.7
FIX.2.7
5 AdvTransType String Identifies advertisement message transaction type
Value SymbolicName Description Added Updated Deprecated
N New New FIX.2.7
C Cancel Cancel FIX.2.7
R Replace Replace FIX.2.7
FIX.2.7
6 AvgPx Price Calculated average price of all fills on this order.
For Fixed Income trades AvgPx is always expressed as percent-of-par, regardless of the PriceType (423) of LastPx (31). I.e., AvgPx will contain an average of percent-of-par values (see LastParPx (669)) for issues traded in Yield, Spread or Discount. 		FIX.2.7
7 BeginSeqNo SeqNum Message sequence number of first message in range to be resent FIX.2.7
8 BeginString String Identifies beginning of new message and protocol version. ALWAYS FIRST FIELD IN MESSAGE. (Always unencrypted)
Valid values:
FIXT.1.1
 FIX.2.7
9 BodyLength Length Message length, in bytes, forward to the CheckSum field. ALWAYS SECOND FIELD IN MESSAGE. (Always unencrypted) FIX.2.7
10 CheckSum String Three byte, simple checksum (see Volume 2: "Checksum Calculation" for description). ALWAYS LAST FIELD IN MESSAGE; i.e. serves, with the trailing , as the end-of-message delimiter. Always defined as three characters. (Always unencrypted) FIX.2.7
11 ClOrdID String Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.) (identified by SenderCompID (49) or OnBehalfOfCompID (5) as appropriate). Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods, should ensure uniqueness across days, for example by embedding a date within the ClOrdID field. FIX.2.7
12 Commission Amt Commission. Note if CommType (13) is percentage, Commission of 5% should be represented as .05. FIX.2.7
13 CommType char 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.
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.
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.
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.
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.
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.
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.
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.
CE StreamAssignmentReportACK This message is used to respond to the Stream Assignment Report, to either accept or reject an unsolicited assingment.
CF PartyDetailsListRequest The PartyDetailsListRequest is used to request party detail information.
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.
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.
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.
CI MarginRequirementInquiryAck Used to respond to a Margin Requirement Inquiry.
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.
CK PartyDetailsListUpdateReport The PartyDetailsListUpdateReport(35=CK) is used to disseminate updates to party detail information.
CL PartyRiskLimitsRequest The PartyRiskLimitsRequest message is used to request for risk information for specific parties, specific party roles or specific instruments.
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.
CN SecurityMassStatusRequest None
CO SecurityMassStatus None
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).
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.
CS PartyRiskLimitsDefinitionRequest PartyRiskLimitDefinitionRequest is used for defining new risk limits.
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.
CT PartyRiskLimitsDefinitionRequestAck PartyRiskLimitDefinitionRequestAck is used for accepting (with or without changes) or rejecting the definition of risk limits.
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).
CV PartyEntitlementsReport The PartyEntitlementsReport is used to report entitlements for one or more parties, party role(s), or specific instrument(s).
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.
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.
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.
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).
DA PartyEntitlementsDefinitionRequest The PartyEntitlementsDefinitionRequest(35=DA) is used for defining new entitlements, and modifying or deleting existing entitlements for the specified party(-ies).
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.
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.
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.
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).
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.
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.
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.
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.
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.
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.
DK MassOrderAck The mass order acknowledgement message is used to acknowledge the receipt of and the status for a MassOrder(35=DJ) message.
DL PositionTransferInstruction The PositionTransferInstruction(35=DL) is sent by clearing firms to CCPs to initiate position transfers, or to accept or decline position transfers.
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.
E NewOrderList The NewOrderList Message can be used in one of two ways depending on which market conventions are being followed.
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.
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.
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.
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).
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.
DS CrossRequest The CrossRequest(35=DS) message is used to indicate the submission of orders or quotes that may result in a crossed trade.
DT CrossRequestAck The CrossRequestAck(35=DT) message is used to confirm the receipt of a CrossRequest(35=DS) message.
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.
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.
DW TradeAggregationRequest TradeAggregationRequest(35=DW) is used to request that the identified trades between the initiator and respondent be aggregated together for further processing.
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).
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.
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).
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.
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.
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).
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.
H OrderStatusRequest The order status request message is used by the institution to generate an order status message back from the broker.
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.
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.
K ListCancelRequest The List Cancel Request message type is used by institutions wishing to cancel previously submitted lists either before or during execution.
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.
M ListStatusRequest The list status request message type is used by institutions to instruct the broker to generate status messages for a list.
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.
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.
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.
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)
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.
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.
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.
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.
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.
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.
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.
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
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.
b MassQuoteAck Mass Quote Acknowledgement is used as the application level response to a Mass Quote message.
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.
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.
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.
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.
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.
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.
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.
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).
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.
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.
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.
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.
n XMLnonFIX None
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.
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.
4 SequenceReset The sequence reset message is used by the sending application to reset the incoming sequence number on the opposing side.
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).
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.
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.
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.
u CrossOrderCancelRequest Used to fully cancel the remaining open quantity of a cross order.
v SecurityTypeRequest The Security Type Request message is used to return a list of security types available from a counterparty or market.
w SecurityTypes The Security Type Request message is used to return a list of security types available from a counterparty or market.
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
y SecurityList The Security List message is used to return a list of securities that matches the criteria specified in a Security List Request.
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
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.
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.
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).
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